@misc{WeberWalterKubeetal., author = {Weber, Marcus and Walter, Lionel and Kube, Susanna and Deuflhard, Peter}, title = {Stable computation of probability densities for metastable dynamical systems}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-9331}, number = {06-39}, abstract = {Whenever the invariant stationary density of metastable dynamical systems decomposes into almost invariant partial densities, its computation as eigenvector of some transition probability matrix is an ill-conditioned problem. In order to avoid this computational difficulty, we suggest to apply an aggregation/disaggregation method which only addresses wellconditioned sub-problems and thus results in a stable algorithm. In contrast to existing methods, the aggregation step is done via a sampling algorithm which covers only small patches of the sampling space. Finally, the theoretical analysis is illustrated by two biomolecular examples.}, language = {en} } @article{WeberKubeWalteretal.2007, author = {Weber, Marcus and Kube, Susanna and Walter, Lionel and Deuflhard, Peter}, title = {Stable Computation of Probability Densities of Metastable Dynamical Systems}, series = {SIAM J. Multiscale Model. Simul.}, volume = {6}, journal = {SIAM J. Multiscale Model. Simul.}, number = {2}, pages = {396 -- 416}, year = {2007}, language = {en} }