@article{KlusKoltaiSchuette2016, author = {Klus, Stefan and Koltai, Peter and Sch{\"u}tte, Christof}, title = {On the numerical approximation of the Perron-Frobenius and Koopman operator}, volume = {3}, journal = {Journal of Computational Dynamics}, number = {1}, doi = {10.3934/jcd.2016003}, pages = {51 -- 77}, year = {2016}, abstract = {Information about the behavior of dynamical systems can often be obtained by analyzing the eigenvalues and corresponding eigenfunctions of linear operators associated with a dynamical system. Examples of such operators are the Perron-Frobenius and the Koopman operator. In this paper, we will review di� fferent methods that have been developed over the last decades to compute � infinite-dimensional approximations of these in� finite-dimensional operators - in particular Ulam's method and Extended Dynamic Mode Decomposition (EDMD) - and highlight the similarities and di� fferences between these approaches. The results will be illustrated using simple stochastic di� fferential equations and molecular dynamics examples.}, language = {en} } @article{KlusNueskeKoltaietal.2018, author = {Klus, Stefan and N{\"u}ske, Feliks and Koltai, Peter and Wu, Hao and Kevrekidis, Ioannis and Sch{\"u}tte, Christof and No{\´e}, Frank}, title = {Data-driven model reduction and transfer operator approximation}, volume = {28}, journal = {Journal of Nonlinear Science}, number = {3}, doi = {10.1007/s00332-017-9437-7}, pages = {985 -- 1010}, year = {2018}, language = {en} } @article{KoltaiCiccottiSchuette2016, author = {Koltai, Peter and Ciccotti, Giovanni and Sch{\"u}tte, Christof}, title = {On Markov state models for non-equilibrium molecular dynamics}, volume = {145}, journal = {The Journal of Chemical Physics}, number = {174103}, doi = {10.1063/1.4966157}, year = {2016}, language = {en} } @misc{BittracherKoltaiKlusetal.2017, author = {Bittracher, Andreas and Koltai, P{\´e}ter and Klus, Stefan and Banisch, Ralf and Dellnitz, Michael and Sch{\"u}tte, Christof}, title = {Transition manifolds of complex metastable systems: Theory and data-driven computation of effective dynamics}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-63822}, year = {2017}, abstract = {We consider complex dynamical systems showing metastable behavior but no local separation of fast and slow time scales. The article raises the question of whether such systems exhibit a low-dimensional manifold supporting its effective dynamics. For answering this question, we aim at finding nonlinear coordinates, called reaction coordinates, such that the projection of the dynamics onto these coordinates preserves the dominant time scales of the dynamics. We show that, based on a specific reducibility property, the existence of good low-dimensional reaction coordinates preserving the dominant time scales is guaranteed. Based on this theoretical framework, we develop and test a novel numerical approach for computing good reaction coordinates. The proposed algorithmic approach is fully local and thus not prone to the curse of dimension with respect to the state space of the dynamics. Hence, it is a promising method for data-based model reduction of complex dynamical systems such as molecular dynamics.}, language = {en} } @misc{KoltaiSchuette2017, author = {Koltai, P{\´e}ter and Sch{\"u}tte, Christof}, title = {A multi scale perturbation expansion approach for Markov state modeling of non-stationary molecular dynamics}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-64868}, year = {2017}, abstract = {We investigate metastable dynamical systems subject to non-stationary forcing as they appear in molecular dynamics for systems driven by external fields. We show, that if the strength of the forcing is inversely proportional to the length of the slow metastable time scales of the unforced system, then the effective behavior of the forced system on slow time scales can be described by a low-dimensional reduced master equation. Our construction is explicit and uses the multiscale perturbation expansion method called two-timing, or method of multiple scales. The reduced master equation—a Markov state model—can be assembled by constructing two equilibrium Markov state models; one for the unforced system, and one for a slightly perturbed one.}, language = {en} } @misc{KoltaiCiccottiSchuette2016, author = {Koltai, Peter and Ciccotti, Giovanni and Sch{\"u}tte, Christof}, title = {On metastability and Markov state models for non-stationary molecular dynamics}, volume = {174103}, journal = {The Journal of Chemical Physics}, edition = {145}, issn = {1438-0064}, doi = {10.1063/1.4966157}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-57869}, year = {2016}, abstract = {We utilize the theory of coherent sets to build Markov state models for non- equilibrium molecular dynamical systems. Unlike for systems in equilibrium, "meta- stable" sets in the non-equilibrium case may move as time evolves. We formalize this concept by relying on the theory of coherent sets, based on this we derive finite-time non-stationary Markov state models, and illustrate the concept and its main differences to equilibrium Markov state modeling on simple, one-dimensional examples.}, language = {en} } @article{WulkowKoltaiSunkaraetal.2021, author = {Wulkow, Niklas and Koltai, P{\´e}ter and Sunkara, Vikram and Sch{\"u}tte, Christof}, title = {Data-driven modelling of nonlinear dynamics by barycentric coordinates and memory}, journal = {J. Stat. Phys.}, arxiv = {http://arxiv.org/abs/2112.06742}, year = {2021}, abstract = {We present a numerical method to model dynamical systems from data. We use the recently introduced method Scalable Probabilistic Approximation (SPA) to project points from a Euclidean space to convex polytopes and represent these projected states of a system in new, lower-dimensional coordinates denoting their position in the polytope. We then introduce a specific nonlinear transformation to construct a model of the dynamics in the polytope and to transform back into the original state space. To overcome the potential loss of information from the projection to a lower-dimensional polytope, we use memory in the sense of the delay-embedding theorem of Takens. By construction, our method produces stable models. We illustrate the capacity of the method to reproduce even chaotic dynamics and attractors with multiple connected components on various examples.}, language = {en} } @article{BittracherMollenhauerKoltaietal.2023, author = {Bittracher, Andreas and Mollenhauer, Mattes and Koltai, P{\´e}ter and Sch{\"u}tte, Christof}, title = {Optimal Reaction Coordinates: Variational Characterization and Sparse Computation}, volume = {21}, journal = {Multiscale Modelling \& Simulation}, number = {2}, arxiv = {http://arxiv.org/abs/2107.10158}, doi = {10.1137/21M1448367}, pages = {449 -- 488}, year = {2023}, abstract = {Reaction coordinates (RCs) are indicators of hidden, low-dimensional mechanisms that govern the long-term behavior of high-dimensional stochastic processes. We present a novel and general variational characterization of optimal RCs and provide conditions for their existence. Optimal RCs are minimizers of a certain loss function, and reduced models based on them guarantee a good approximation of the statistical long-term properties of the original high-dimensional process. We show that for slow-fast systems, metastable systems, and other systems with known good RCs, the novel theory reproduces previous insight. Remarkably, for reversible systems, the numerical effort required to evaluate the loss function scales only with the variability of the underlying, low-dimensional mechanism, and not with that of the full system. The theory provided lays the foundation for an efficient and data-sparse computation of RCs via modern machine learning techniques.}, language = {en} } @article{MollenhauerKlusSchuetteetal.2022, author = {Mollenhauer, Mattes and Klus, Stefan and Sch{\"u}tte, Christof and Koltai, P{\´e}ter}, title = {Kernel Autocovariance Operators of Stationary Processes: Estimation and Convergence}, volume = {23}, journal = {Journal of Machine Learning Research}, number = {327}, arxiv = {http://arxiv.org/abs/2004.00891}, pages = {1 -- 34}, year = {2022}, abstract = {We consider autocovariance operators of a stationary stochastic process on a Polish space that is embedded into a reproducing kernel Hilbert space. We investigate how empirical estimates of these operators converge along realizations of the process under various conditions. In particular, we examine ergodic and strongly mixing processes and obtain several asymptotic results as well as finite sample error bounds. We provide applications of our theory in terms of consistency results for kernel PCA with dependent data and the conditional mean embedding of transition probabilities. Finally, we use our approach to examine the nonparametric estimation of Markov transition operators and highlight how our theory can give a consistency analysis for a large family of spectral analysis methods including kernel-based dynamic mode decomposition.}, language = {en} } @article{LueckeWinkelmannKoltai2025, author = {L{\"u}cke, Marvin and Winkelmann, Stefanie and Koltai, Peter}, title = {An accurate mean-field equation for voter model dynamics on scale-free networks}, arxiv = {http://arxiv.org/abs/2509.13485}, year = {2025}, abstract = {Understanding the emergent macroscopic behavior of dynamical systems on networks is a crucial but challenging task. One of the simplest and most effective methods to construct a reduced macroscopic model is given by mean-field theory. The resulting approximations perform well on dense and homogeneous networks but poorly on scale-free networks, which, however, are more realistic in many applications. In this paper, we introduce a modified version of the mean-field approximation for voter model dynamics on scale-free networks. The two main deviations from classical theory are that we use degree-weighted shares as coarse variables and that we introduce a correlation factor that can be interpreted as slowing down dynamics induced by interactions. We observe that the correlation factor is only a property of the network and not of the state or of parameters of the process. This approach achieves a significantly smaller approximation error than standard methods without increasing dimensionality.}, language = {en} } @inproceedings{LueckeKoltaiWinkelmannetal.2022, author = {L{\"u}cke, Marvin and Koltai, Peter and Winkelmann, Stefanie and Molkethin, Nora and Heitzig, Jobst}, title = {Discovering collective variable dynamics of agent-based models}, booktitle = {25th International Symposium on Mathematical Theory of Networks and Systems MTNS 2022}, doi = {https://doi.org/10.15495/EPub_UBT_00006809}, year = {2022}, abstract = {Analytical approximations of the macroscopic behavior of agent-based models (e.g. via mean-field theory) often introduce a significant error, especially in the transient phase. For an example model called continuous-time noisy voter model, we use two data-driven approaches to learn the evolution of collective variables instead. The first approach utilizes the SINDy method to approximate the macroscopic dynamics without prior knowledge, but has proven itself to be not particularly robust. The second approach employs an informed learning strategy which includes knowledge about the agent-based model. Both approaches exhibit a considerably smaller error than the conventional analytical approximation.}, language = {en} } @article{LueckeWinkelmannHeitzigetal.2024, author = {L{\"u}cke, Marvin and Winkelmann, Stefanie and Heitzig, Jobst and Molkenthin, Nora and Koltai, P{\´e}ter}, title = {Learning interpretable collective variables for spreading processes on networks}, volume = {109}, journal = {Physical Review E}, number = {2}, arxiv = {http://arxiv.org/abs/2307.03491}, doi = {10.1103/PhysRevE.109.L022301}, pages = {L022301}, year = {2024}, abstract = {Collective variables (CVs) are low-dimensional projections of high-dimensional system states. They are used to gain insights into complex emergent dynamical behaviors of processes on networks. The relation between CVs and network measures is not well understood and its derivation typically requires detailed knowledge of both the dynamical system and the network topology. In this Letter, we present a data-driven method for algorithmically learning and understanding CVs for binary-state spreading processes on networks of arbitrary topology. We demonstrate our method using four example networks: the stochastic block model, a ring-shaped graph, a random regular graph, and a scale-free network generated by the Albert-Barab{\´a}si model. Our results deliver evidence for the existence of low-dimensional CVs even in cases that are not yet understood theoretically.}, language = {en} } @article{HelfmannHeitzigKoltaietal.2021, author = {Helfmann, Luzie and Heitzig, Jobst and Koltai, P{\´e}ter and Kurths, J{\"u}rgen and Sch{\"u}tte, Christof}, title = {Statistical analysis of tipping pathways in agent-based models}, volume = {230}, journal = {Eur. Phys. J. Spec. Top.}, arxiv = {http://arxiv.org/abs/2103.02883}, doi = {10.1140/epjs/s11734-021-00191-0}, pages = {3249 -- 3271}, year = {2021}, abstract = {Agent-based models are a natural choice for modeling complex social systems. In such models simple stochastic interaction rules for a large population of individuals on the microscopic scale can lead to emergent dynamics on the macroscopic scale, for instance a sudden shift of majority opinion or behavior. Here we are introducing a methodology for studying noise-induced tipping between relevant subsets of the agent state space representing characteristic configurations. Due to a large number of interacting individuals, agent-based models are high-dimensional, though usually a lower-dimensional structure of the emerging collective behaviour exists. We therefore apply Diffusion Maps, a non-linear dimension reduction technique, to reveal the intrinsic low-dimensional structure. We characterize the tipping behaviour by means of Transition Path Theory, which helps gaining a statistical understanding of the tipping paths such as their distribution, flux and rate. By systematically studying two agent-based models that exhibit a multitude of tipping pathways and cascading effects, we illustrate the practicability of our approach.}, language = {en} } @article{LueckeHeitzigKoltaietal.2023, author = {L{\"u}cke, Marvin and Heitzig, Jobst and Koltai, P{\´e}ter and Molkethin, Nora and Winkelmann, Stefanie}, title = {Large population limits of Markov processes on random networks}, volume = {166}, journal = {Stochastic Processes and their Applications}, arxiv = {http://arxiv.org/abs/2210.02934}, doi = {10.1016/j.spa.2023.09.007}, year = {2023}, abstract = {We consider time-continuous Markovian discrete-state dynamics on random networks of interacting agents and study the large population limit. The dynamics are projected onto low-dimensional collective variables given by the shares of each discrete state in the system, or in certain subsystems, and general conditions for the convergence of the collective variable dynamics to a mean-field ordinary differential equation are proved. We discuss the convergence to this mean-field limit for a continuous-time noisy version of the so-called "voter model" on Erdős-R{\´e}nyi random graphs, on the stochastic block model, as well as on random regular graphs. Moreover, a heterogeneous population of agents is studied. For each of these types of interaction networks, we specify the convergence conditions in dependency on the corresponding model parameters.}, language = {en} }