@article{KlebanovSikorskiSchuetteetal., author = {Klebanov, Ilja and Sikorski, Alexander and Sch{\"u}tte, Christof and R{\"o}blitz, Susanna}, title = {Objective priors in the empirical Bayes framework}, series = {Scandinavian Journal of Statistics}, volume = {48}, journal = {Scandinavian Journal of Statistics}, number = {4}, publisher = {Wiley Online Library}, doi = {10.1111/sjos.12485}, pages = {1212 -- 1233}, abstract = {When dealing with Bayesian inference the choice of the prior often remains a debatable question. Empirical Bayes methods offer a data-driven solution to this problem by estimating the prior itself from an ensemble of data. In the nonparametric case, the maximum likelihood estimate is known to overfit the data, an issue that is commonly tackled by regularization. However, the majority of regularizations are ad hoc choices which lack invariance under reparametrization of the model and result in inconsistent estimates for equivalent models. We introduce a nonparametric, transformation-invariant estimator for the prior distribution. Being defined in terms of the missing information similar to the reference prior, it can be seen as an extension of the latter to the data-driven setting. This implies a natural interpretation as a trade-off between choosing the least informative prior and incorporating the information provided by the data, a symbiosis between the objective and empirical Bayes methodologies.}, language = {en} } @article{KostreSchuetteNoeetal.2021, author = {Kostre, Margarita and Sch{\"u}tte, Christof and No{\´e}, Frank and del Razo Sarmina, Mauricio}, title = {Coupling Particle-Based Reaction-Diffusion Simulations with Reservoirs Mediated by Reaction-Diffusion PDEs}, series = {Multiscale Modeling \& Simulation}, volume = {19}, journal = {Multiscale Modeling \& Simulation}, number = {4}, publisher = {Society for Industrial and Applied Mathematics}, doi = {10.1137/20M1352739}, pages = {1659 -- 1683}, year = {2021}, abstract = {Open biochemical systems of interacting molecules are ubiquitous in life-related processes. However, established computational methodologies, like molecular dynamics, are still mostly constrained to closed systems and timescales too small to be relevant for life processes. Alternatively, particle-based reaction-diffusion models are currently the most accurate and computationally feasible approach at these scales. Their efficiency lies in modeling entire molecules as particles that can diffuse and interact with each other. In this work, we develop modeling and numerical schemes for particle-based reaction-diffusion in an open setting, where the reservoirs are mediated by reaction-diffusion PDEs. We derive two important theoretical results. The first one is the mean-field for open systems of diffusing particles; the second one is the mean-field for a particle-based reaction-diffusion system with second-order reactions. We employ these two results to develop a numerical scheme that consistently couples particle-based reaction-diffusion processes with reaction-diffusion PDEs. This allows modeling open biochemical systems in contact with reservoirs that are time-dependent and spatially inhomogeneous, as in many relevant real-world applications.}, language = {en} } @article{delRazoDibakSchuetteetal., author = {del Razo, Mauricio J. and Dibak, Manuel and Sch{\"u}tte, Christof and No{\´e}, Frank}, title = {Multiscale molecular kinetics by coupling Markov state models and reaction-diffusion dynamics}, series = {The Journal of Chemical Physics}, volume = {155}, journal = {The Journal of Chemical Physics}, number = {12}, doi = {10.1063/5.0060314}, language = {en} } @article{SikorskiWeberSchuette, author = {Sikorski, Alexander and Weber, Marcus and Sch{\"u}tte, Christof}, title = {The Augmented Jump Chain}, series = {Advanced Theory and Simulations}, volume = {4}, journal = {Advanced Theory and Simulations}, number = {4}, publisher = {Wiley-VCH}, doi = {10.1002/adts.202000274}, abstract = {Modern methods of simulating molecular systems are based on the mathematical theory of Markov operators with a focus on autonomous equilibrated systems. However, non-autonomous physical systems or non-autonomous simulation processes are becoming more and more important. A representation of non-autonomous Markov jump processes is presented as autonomous Markov chains on space-time. Augmenting the spatial information of the embedded Markov chain by the temporal information of the associated jump times, the so-called augmented jump chain is derived. The augmented jump chain inherits the sparseness of the infinitesimal generator of the original process and therefore provides a useful tool for studying time-dependent dynamics even in high dimensions. Furthermore, possible generalizations and applications to the computation of committor functions and coherent sets in the non-autonomous setting are discussed. After deriving the theoretical foundations, the concepts with a proof-of-concept Galerkin discretization of the transfer operator of the augmented jump chain applied to simple examples are illustrated.}, language = {en} } @article{HelfmannDjurdjevacConradDjurdjevacetal., author = {Helfmann, Luzie and Djurdjevac Conrad, Natasa and Djurdjevac, Ana and Winkelmann, Stefanie and Sch{\"u}tte, Christof}, title = {From interacting agents to density-based modeling with stochastic PDEs}, series = {Communications in Applied Mathematics and Computational Science}, volume = {16}, journal = {Communications in Applied Mathematics and Computational Science}, number = {1}, doi = {10.2140/camcos.2021.16.1}, pages = {1 -- 32}, abstract = {Many real-world processes can naturally be modeled as systems of interacting agents. However, the long-term simulation of such agent-based models is often intractable when the system becomes too large. In this paper, starting from a stochastic spatio-temporal agent-based model (ABM), we present a reduced model in terms of stochastic PDEs that describes the evolution of agent number densities for large populations. We discuss the algorithmic details of both approaches; regarding the SPDE model, we apply Finite Element discretization in space which not only ensures efficient simulation but also serves as a regularization of the SPDE. Illustrative examples for the spreading of an innovation among agents are given and used for comparing ABM and SPDE models.}, language = {en} } @article{BittracherKlusHamzietal., author = {Bittracher, Andreas and Klus, Stefan and Hamzi, Boumediene and Sch{\"u}tte, Christof}, title = {Dimensionality Reduction of Complex Metastable Systems via Kernel Embeddings of Transition Manifolds}, series = {Journal of Nonlinear Science}, volume = {31}, journal = {Journal of Nonlinear Science}, doi = {10.1007/s00332-020-09668-z}, abstract = {We present a novel kernel-based machine learning algorithm for identifying the low-dimensional geometry of the effective dynamics of high-dimensional multiscale stochastic systems. Recently, the authors developed a mathematical framework for the computation of optimal reaction coordinates of such systems that is based on learning a parameterization of a low-dimensional transition manifold in a certain function space. In this article, we enhance this approach by embedding and learning this transition manifold in a reproducing kernel Hilbert space, exploiting the favorable properties of kernel embeddings. Under mild assumptions on the kernel, the manifold structure is shown to be preserved under the embedding, and distortion bounds can be derived. This leads to a more robust and more efficient algorithm compared to the previous parameterization approaches.}, language = {en} } @article{BittracherMoschnerKokschetal., author = {Bittracher, Andreas and Moschner, Johann and Koksch, Beate and Netz, Roland and Sch{\"u}tte, Christof}, title = {Exploring the locking stage of NFGAILS amyloid fibrillation via transition manifold analysis}, series = {The European Physical Journal B}, volume = {94}, journal = {The European Physical Journal B}, doi = {10.1140/epjb/s10051-021-00200-0}, language = {en} } @article{BittracherSchuette, author = {Bittracher, Andreas and Sch{\"u}tte, Christof}, title = {A probabilistic algorithm for aggregating vastly undersampled large Markov chains}, series = {Physica D: Nonlinear Phenomena}, volume = {416}, journal = {Physica D: Nonlinear Phenomena}, doi = {https://doi.org/10.1016/j.physd.2020.132799}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-75874}, language = {en} } @article{WinkelmannZonkerSchuetteetal., author = {Winkelmann, Stefanie and Zonker, Johannes and Sch{\"u}tte, Christof and Djurdjevac Conrad, Natasa}, title = {Mathematical modeling of spatio-temporal population dynamics and application to epidemic spreading}, series = {Mathematical Biosciences}, volume = {336}, journal = {Mathematical Biosciences}, publisher = {Elsevier}, doi = {10.1016/j.mbs.2021.108619}, abstract = {Agent based models (ABMs) are a useful tool for modeling spatio-temporal population dynamics, where many details can be included in the model description. Their computational cost though is very high and for stochastic ABMs a lot of individual simulations are required to sample quantities of interest. Especially, large numbers of agents render the sampling infeasible. Model reduction to a metapopulation model leads to a significant gain in computational efficiency, while preserving important dynamical properties. Based on a precise mathematical description of spatio-temporal ABMs, we present two different metapopulation approaches (stochastic and piecewise deterministic) and discuss the approximation steps between the different models within this framework. Especially, we show how the stochastic metapopulation model results from a Galerkin projection of the underlying ABM onto a finite-dimensional ansatz space. Finally, we utilize our modeling framework to provide a conceptual model for the spreading of COVID-19 that can be scaled to real-world scenarios.}, language = {en} } @article{StraubeWinkelmannSchuetteetal., author = {Straube, Arthur and Winkelmann, Stefanie and Sch{\"u}tte, Christof and H{\"o}fling, Felix}, title = {Stochastic pH oscillations in a model of the urea-urease reaction confined to lipid vesicles}, series = {J. Phys. Chem. Lett.}, volume = {12}, journal = {J. Phys. Chem. Lett.}, doi = {10.1021/acs.jpclett.1c03016}, pages = {9888 -- 9893}, abstract = {The urea-urease clock reaction is a pH switch from acid to basic that can turn into a pH oscillator if it occurs inside a suitable open reactor. We numerically study the confinement of the reaction to lipid vesicles, which permit the exchange with an external reservoir by differential transport, enabling the recovery of the pH level and yielding a constant supply of urea molecules. For microscopically small vesicles, the discreteness of the number of molecules requires a stochastic treatment of the reaction dynamics. Our analysis shows that intrinsic noise induces a significant statistical variation of the oscillation period, which increases as the vesicles become smaller. The mean period, however, is found to be remarkably robust for vesicle sizes down to approximately 200 nm, but the periodicity of the rhythm is gradually destroyed for smaller vesicles. The observed oscillations are explained as a canard-like limit cycle that differs from the wide class of conventional feedback oscillators.}, language = {en} }