@article{HartmannSchuetteWeberetal.2017, author = {Hartmann, Carsten and Sch{\"u}tte, Christof and Weber, Marcus and Zhang, Wei}, title = {Importance sampling in path space for diffusion processes with slow-fast variables}, journal = {Probability Theory and Related Fields}, doi = {10.1007/s00440-017-0755-3}, pages = {1 -- 52}, year = {2017}, abstract = {Importance sampling is a widely used technique to reduce the variance of a Monte Carlo estimator by an appropriate change of measure. In this work, we study importance sampling in the framework of diffusion process and consider the change of measure which is realized by adding a control force to the original dynamics. For certain exponential type expectation, the corresponding control force of the optimal change of measure leads to a zero-variance estimator and is related to the solution of a Hamilton-Jacobi-Bellmann equation. We focus on certain diffusions with both slow and fast variables, and the main result is that we obtain an upper bound of the relative error for the importance sampling estimators with control obtained from the limiting dynamics. We demonstrate our approximation strategy with an illustrative numerical example.}, language = {en} } @article{FischerCordesSchuette1998, author = {Fischer, Alexander and Cordes, Frank and Sch{\"u}tte, Christof}, title = {Hybrid Monte Carlo with Adaptive Temperature in Mixed-Canonical Ensemble: Efficient conformational analysis of RNA}, volume = {19}, journal = {J. Comp. Chem.}, number = {15}, doi = {10.1002/(SICI)1096-987X(19981130)19:15<1689::AID-JCC2>3.0.CO;2-J}, pages = {1689 -- 1697}, year = {1998}, language = {en} } @article{MetznerWeberSchuette2010, author = {Metzner, Ph. and Weber, Marcus and Sch{\"u}tte, Christof}, title = {Observation uncertainty in reversible Markov chains}, volume = {82}, journal = {Phys. Rev. E}, number = {3}, publisher = {American Physical Society}, doi = {10.1103/PhysRevE.82.031114}, pages = {031114}, year = {2010}, language = {en} } @misc{HelfmannDjurdjevacConradDjurdjevacetal.2019, 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}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-73456}, year = {2019}, 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{HelfmannDjurdjevacConradDjurdjevacetal.2021, 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}, volume = {16}, journal = {Communications in Applied Mathematics and Computational Science}, number = {1}, arxiv = {http://arxiv.org/abs/1905.13525}, doi = {10.2140/camcos.2021.16.1}, pages = {1 -- 32}, year = {2021}, 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{ZhangWangHartmannetal.2014, author = {Zhang, Wei and Wang, Han and Hartmann, Carsten and Weber, Marcus and Sch{\"u}tte, Christof}, title = {Applications of the cross-entropy method to importance sampling and optimal control of diffusions}, volume = {36}, journal = {Siam Journal on Scientific Computing}, number = {6}, doi = {10.1137/14096493X}, pages = {A2654 -- A2672}, year = {2014}, language = {en} } @article{SchuetteNielsenWeber2015, author = {Sch{\"u}tte, Christof and Nielsen, Adam and Weber, Marcus}, title = {Markov State Models and Molecular Alchemy}, volume = {113}, journal = {Molecular Physics}, number = {1}, doi = {10.1080/00268976.2014.944597}, pages = {69 -- 78}, year = {2015}, abstract = {In recent years Markov State Models (MSMs) have attracted a consid- erable amount of attention with regard to modelling conformation changes and associated function of biomolecular systems. They have been used successfully, e.g., for peptides including time-resolved spectroscopic experiments, protein function and protein folding , DNA and RNA, and ligand-receptor interaction in drug design and more complicated multivalent scenarios. In this article a novel reweighting scheme is introduced that allows to construct an MSM for certain molecular system out of an MSM for a similar system. This permits studying how molecular properties on long timescales differ between similar molecular systems without performing full molecular dynamics simulations for each system under con- sideration. The performance of the reweighting scheme is illustrated for simple test cases including one where the main wells of the respective energy landscapes are located differently and an alchemical transformation of butane to pentane where the dimension of the state space is changed.}, language = {en} } @article{WeberFackeldeySchuette2017, author = {Weber, Marcus and Fackeldey, Konstantin and Sch{\"u}tte, Christof}, title = {Set-Free Markov State Model Building}, volume = {146}, journal = {Journal of Chemical Physics}, number = {12}, doi = {10.1063/1.4978501}, year = {2017}, language = {en} } @misc{SchuetteDeuflhardNoeetal.2014, author = {Sch{\"u}tte, Christof and Deuflhard, Peter and No{\´e}, Frank and Weber, Marcus}, title = {Design of functional molecules}, volume = {1}, journal = {MATHEON-Mathematics for Key Technologies}, editor = {Deuflhard, Peter and Gr{\"o}tschel, Martin and H{\"o}mberg, Dietmar and Horst, Ulrich and Kramer, J{\"u}rg and Mehrmann, Volker and Polthier, Konrad and Schmidt, Frank and Sch{\"u}tte, Christof and Skutella, Martin and Sprekels, J{\"u}rgen}, publisher = {European Mathematical Society}, pages = {49 -- 65}, year = {2014}, language = {en} } @misc{SchuetteNielsenWeber2014, author = {Sch{\"u}tte, Christof and Nielsen, Adam and Weber, Marcus}, title = {Markov State Models and Molecular Alchemy}, issn = {1438-0064}, doi = {10.1080/00268976.2014.944597}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-46718}, year = {2014}, abstract = {In recent years Markov State Models (MSMs) have attracted a consid- erable amount of attention with regard to modelling conformation changes and associated function of biomolecular systems. They have been used successfully, e.g., for peptides including time-resolved spectroscopic ex- periments, protein function and protein folding , DNA and RNA, and ligand-receptor interaction in drug design and more complicated multi- valent scenarios. In this article a novel reweighting scheme is introduced that allows to construct an MSM for certain molecular system out of an MSM for a similar system. This permits studying how molecular proper- ties on long timescales differ between similar molecular systems without performing full molecular dynamics simulations for each system under con- sideration. The performance of the reweighting scheme is illustrated for simple test cases including one where the main wells of the respective en- ergy landscapes are located differently and an alchemical transformation of butane to pentane where the dimension of the state space is changed.}, language = {en} }