@misc{FackeldeyKoltaiNeviretal.2017, author = {Fackeldey, Konstantin and Koltai, P{\´e}ter and N{\´e}vir, Peter and Rust, Henning and Schild, Axel and Weber, Marcus}, title = {From Metastable to Coherent Sets - time-discretization schemes}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-66074}, year = {2017}, abstract = {Given a time-dependent stochastic process with trajectories x(t) in a space \$\Omega\$, there may be sets such that the corresponding trajectories only very rarely cross the boundaries of these sets. We can analyze such a process in terms of metastability or coherence. Metastable sets M are defined in space \$M\subset\Omega\$, coherent sets \$M(t)\subset\Omega\$ are defined in space and time. Hence, if we extend the space by the time-variable t, coherent sets are metastable sets in \$\Omega\times[0,\infty]\$. This relation can be exploited, because there already exist spectral algorithms for the identification of metastable sets. In this article we show that these well-established spectral algorithms (like PCCA+) also identify coherent sets of non-autonomous dynamical systems. For the identification of coherent sets, one has to compute a discretization (a matrix T) of the transfer operator of the process using a space-timediscretization scheme. The article gives an overview about different time-discretization schemes and shows their applicability in two different fields of application.}, language = {en} } @misc{BittracherBanischSchuette2017, author = {Bittracher, Andreas and Banisch, Ralf and Sch{\"u}tte, Christof}, title = {Data-driven Computation of Molecular Reaction Coordinates}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-66179}, year = {2017}, abstract = {The identification of meaningful reaction coordinates plays a key role in the study of complex molecular systems whose essential dynamics is characterized by rare or slow transition events. In a recent publication, the authors identified a condition under which such reaction coordinates exist - the existence of a so-called transition manifold - and proposed a numerical method for their point-wise computation that relies on short bursts of MD simulations. This article represents an extension of the method towards practical applicability in computational chemistry. It describes an alternative computational scheme that instead relies on more commonly available types of simulation data, such as single long molecular trajectories, or the push-forward of arbitrary canonically-distributed point clouds. It is based on a Galerkin approximation of the transition manifold reaction coordinates, that can be tuned to individual requirements by the choice of the Galerkin ansatz functions. Moreover, we propose a ready-to-implement variant of the new scheme, that computes data-fitted, mesh-free ansatz functions directly from the available simulation data. The efficacy of the new method is demonstrated on a realistic peptide system.}, language = {en} } @misc{LieSullivanTeckentrup2018, author = {Lie, Han Cheng and Sullivan, T. J. and Teckentrup, Aretha}, title = {Random forward models and log-likelihoods in Bayesian inverse problems}, volume = {6}, journal = {SIAM/ASA Journal on Uncertainty Quantification}, number = {4}, issn = {1438-0064}, arxiv = {http://arxiv.org/abs/1712.05717}, doi = {10.1137/18M1166523}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-66324}, pages = {1600 -- 1629}, year = {2018}, abstract = {We consider the use of randomised forward models and log-likelihoods within the Bayesian approach to inverse problems. Such random approximations to the exact forward model or log-likelihood arise naturally when a computationally expensive model is approximated using a cheaper stochastic surrogate, as in Gaussian process emulation (kriging), or in the field of probabilistic numerical methods. We show that the Hellinger distance between the exact and approximate Bayesian posteriors is bounded by moments of the difference between the true and approximate log-likelihoods. Example applications of these stability results are given for randomised misfit models in large data applications and the probabilistic solution of ordinary differential equations.}, language = {en} } @misc{VolkweinWeiser2000, author = {Volkwein, Stefan and Weiser, Martin}, title = {Affine Invariant Convergence Analysis for Inexact Augmented Lagrangian-SQP Methods}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-6243}, number = {00-56}, year = {2000}, abstract = {An affine invariant convergence analysis for inexact augmented Lagrangian-SQP methods is presented. The theory is used for the construction of an accuracy matching between iteration errors and truncation errors, which arise from the inexact linear system solves. The theoretical investigations are illustrated numerically by an optimal control problem for the Burgers equation.}, language = {en} } @misc{ErdmannKoberLangetal.2001, author = {Erdmann, Bodo and Kober, Cornelia and Lang, Jens and Sader, Robert and Zeilhofer, Hans-Florian and Deuflhard, Peter}, title = {Efficient and Reliable Finite Element Methods for Simulation of the Human Mandible}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-6403}, number = {01-14}, year = {2001}, abstract = {By computed tomography data (CT), the individual geometry of the mandible is quite well reproduced, also the separation between cortical and trabecular bone. Using anatomical knowledge about the architecture and the functional potential of the masticatory muscles, realistic situations were approximated. The solution of the underlying partial differential equations describing linear elastic material behaviour is provided by an adaptive finite element method. Estimations of the discretization error, local grid refinement, and multilevel techniques guarantee the reliability and efficiency of the method.}, language = {en} } @misc{Weiser2002, author = {Weiser, Martin}, title = {Linear convergence of an interior point method for linear control constrained optimal control problems}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-6809}, number = {02-13}, year = {2002}, abstract = {The paper provides a detailed analysis of a short step interior point algorithm applied to linear control constrained optimal control problems. Using an affine invariant local norm and an inexact Newton corrector, the well-known convergence results from finite dimensional linear programming can be extended to the infinite dimensional setting of optimal control. The present work complements a recent paper of Weiser and Deuflhard, where convergence rates have not been derived. The choice of free parameters, i.e. the corrector accuracy and the number of corrector steps, is discussed.}, language = {en} } @misc{HinzeSchiela2007, author = {Hinze, Michael and Schiela, Anton}, title = {Discretization of Interior Point Methods for State Constrained Elliptic Optimal Control Problems: Optimal Error Estimates and Parameter Adjustment}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-10414}, number = {07-40}, year = {2007}, abstract = {An adjustment scheme for the relaxation parameter of interior point approaches to the numerical solution of pointwise state constrained elliptic optimal control problems is introduced. The method is based on error estimates of an associated finite element discretization of the relaxed problems and optimally selects the relaxation parameter in dependence on the mesh size of discretization. The finite element analysis for the relaxed problems is carried out and a numerical example is presented which confirms our analytical findings.}, language = {en} } @misc{Schiela2007, author = {Schiela, Anton}, title = {An Interior Point Method in Function Space for the Efficient Solution of State Constrained Optimal Control Problems}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-10471}, number = {07-44}, year = {2007}, abstract = {We propose and analyse an interior point path-following method in function space for state constrained optimal control. Our emphasis is on proving convergence in function space and on constructing a practical path-following algorithm. In particular, the introduction of a pointwise damping step leads to a very efficient method, as verified by numerical experiments.}, language = {en} } @misc{Weiser2007, author = {Weiser, Martin}, title = {Pointwise Nonlinear Scaling for Reaction-Diffusion-Equations}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-10493}, number = {07-45}, year = {2007}, abstract = {Parabolic reaction-diffusion systems may develop sharp moving reaction fronts which pose a challenge even for adaptive finite element methods. We propose a method to transform the equation into an equivalent form that usually exhibits solutions which are easier to discretize, giving higher accuracy for a given number of degrees of freedom. The transformation is realized as an efficiently computable pointwise nonlinear scaling that is optimized for prototypical planar travelling wave solutions of the underlying reaction-diffusion equation. The gain in either performance or accuracy is demonstrated on different numerical examples.}, language = {en} } @misc{Weber2007, author = {Weber, Marcus}, title = {Conformation-based transition state theory}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-9612}, number = {07-18}, year = {2007}, abstract = {For the treatment of equilibrated molecular systems in a heat bath we propose a transition state theory that is based on conformation dynamics. In general, a set-based discretization of a Markov operator \${\cal P}^\tau\$ does not preserve the Markov property. In this article, we propose a discretization method which is based on a Galerkin approach. This discretization method preserves the Markov property of the operator and can be interpreted as a decomposition of the state space into (fuzzy) sets. The conformation-based transition state theory presented here can be seen as a first step in conformation dynamics towards the computation of essential dynamical properties of molecular systems without time-consuming molecular dynamics simulations.}, language = {en} } @misc{SchenkWaechterWeiser2007, author = {Schenk, Olaf and W{\"a}chter, Andreas and Weiser, Martin}, title = {Inertia Revealing Preconditioning For Large-Scale Nonconvex Constrained Optimization}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-10314}, number = {07-32}, year = {2007}, abstract = {Fast nonlinear programming methods following the all-at-once approach usually employ Newton's method for solving linearized Karush-Kuhn-Tucker (KKT) systems. In nonconvex problems, the Newton direction is only guaranteed to be a descent direction if the Hessian of the Lagrange function is positive definite on the nullspace of the active constraints, otherwise some modifications to Newton's method are necessary. This condition can be verified using the signs of the KKT's eigenvalues (inertia), which are usually available from direct solvers for the arising linear saddle point problems. Iterative solvers are mandatory for very large-scale problems, but in general do not provide the inertia. Here we present a preconditioner based on a multilevel incomplete \$LBL^T\$ factorization, from which an approximation of the inertia can be obtained. The suitability of the heuristics for application in optimization methods is verified on an interior point method applied to the CUTE and COPS test problems, on large-scale 3D PDE-constrained optimal control problems, as well as 3D PDE-constrained optimization in biomedical cancer hyperthermia treatment planning. The efficiency of the preconditioner is demonstrated on convex and nonconvex problems with \$150^3\$ state variables and \$150^2\$ control variables, both subject to bound constraints.}, language = {en} } @misc{AntoineArnoldBesseetal.2007, author = {Antoine, Xavier and Arnold, Anton and Besse, Christophe and Ehrhardt, Matthias and Sch{\"a}dle, Achim}, title = {A Review of Transparent and Artificial Boundary Conditions Techniques for Linear and Nonlinear Schr{\"o}dinger Equations}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-10332}, number = {07-34}, year = {2007}, abstract = {In this review article we discuss different techniques to solve numerically the time-dependent Schr{\"o}dinger equation on unbounded domains. We present in detail the most recent approaches and describe briefly alternative ideas pointing out the relations between these works. We conclude with several numerical examples from different application areas to compare the presented techniques. We mainly focus on the one-dimensional problem but also touch upon the situation in two space dimensions and the cubic nonlinear case.}, language = {en} } @misc{Schiela2007, author = {Schiela, Anton}, title = {Optimality Conditions for Convex State Constrained Optimal Control Problems with Discontinuous States}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-10342}, number = {07-35}, year = {2007}, abstract = {We discuss first order optimality conditions for state constrained optimal control problems. Our concern is the treatment of problems, where the solution of the state equation is not known to be continuous, as in the case of boundary control in three space dimensions or optimal control with parabolic partial differential equations. We show existence of measure valued Lagrangian multipliers, which have just enough additional regularity to be applicable to all possibly discontinuous solutions of the state equation.}, language = {en} } @misc{SchmidtOevermannBastiaansetal.2008, author = {Schmidt, Heiko and Oevermann, Michael and Bastiaans, Rob J.M. and Kerstein, Alan R.}, title = {A priori Tabulation of Turbulent Flame Speeds via a Combination of a Stochastic Mixing Model and Flamelet Generated Manifolds}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-10532}, number = {08-02}, year = {2008}, abstract = {In this paper we propose a technique for a priori turbulent flame speed tabulation (TFST) for a given parameter space in standard combustion-regime diagrams. It can be used as a subgrid-scale (SGS) model in Large Eddy Simulation (LES). In a first step, stationary laminar flamelets are computed and stored over the progress variable following the ideas of flamelet generated manifolds (FGM). In a second step, the incompressible one-dimensional Navier-Stokes equations supplemented by the equation for the progress variable are solved on a grid that resolves all turbulent scales. Additionally, turbulent transport is implemented via the linear eddy model (LEM). The turbulent flame structures are solved until a statistically stationary mean value of the turbulent flame speed has been reached. The results are stored in a table that could be used by large scale premixed combustion models, e.g. front tracking schemes. Results are compared to an algebraic model and to direct numerical simulations (DNS).}, language = {en} } @misc{CarqueOwinohKleinetal.2008, author = {Carqu{\´e}, Gunter and Owinoh, Antony Z. and Klein, Rupert and Majda, Andrew J.}, title = {Asymptotic Scale Analysis of Precipitating Clouds}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-10548}, number = {08-03}, year = {2008}, abstract = {Asymptotic analyses of the three dimensional compressible flow equations coupled with transport equations for the mixing ratios of water vapour, cloud water and rain water are described. We obtain reduced systems of equations for two particular regimes of length and time scales: Models for the long time evolution of deep convective columns and for the short time evolution of shallow convective layers. The asymptotic deep convective column model is anelastic, yet the vertical motion is pressure free, i.e., it evolves freely in interaction with buoyancy while the horizontal divergence adjusts to fullfil the anelastic constraint. The perturbation pressure guaranteeing compliance with the horizontal divergence constraint obeys a Poisson-type equation. Surprisingly, the vertical velocity plays an important role in the horizontal dynamics through the Coriolis term. The vertical acceleration in a saturated column is directly determined by the buoyancy induced by potential temperature differences relative to the background stratification. This potential temperature deviation is a conserved quantity. Evaporation is the only important microphysical process in the undersaturated regime. The evaporation rate depends on the saturation deficit and the amount of rain water present and determines the (downward) vertical velocity and the distribution of water vapour. To connect the deep convective column solutions to top and bottom boundary conditions, a different flow regime needs to be accounted for. Within shallow layers whose depth is comparable to the column diameters, adjustment to physical boundary conditions can take place. This is the second regime considered in this report. The shallow convective layer regime is shown to be asymptotically described by Boussinesq-type equations. These equations are closed by evolution equations which show that, in the saturated regime, the distributions of potential temperature and cloud water are determined by a condensation rate that is directly proportional to the vertical velocity. In the undersaturated regime, the potential temperature distribution is determined by the amount of rain present, since the water vapour in this case is shown to be a conserved quantity. In both regimes the distribution of rain water depends on the rain water flux.}, language = {en} } @misc{OevermannSchmidtKerstein2008, author = {Oevermann, Michael and Schmidt, Heiko and Kerstein, Alan R.}, title = {Linear-Eddy Modeling of Autoignition under Thermal Stratification}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-10562}, number = {08-05}, year = {2008}, abstract = {The influence of thermal stratification on autoignition at constant volume and high pressure is investigated under turbulent conditions using the one-dimensional Linear-Eddy Model (LEM) and detailed hydrogen/air chemistry. Results are presented for the influence of initial temperature inhomogeneities on the heat release rate and the relative importance of diffusion and chemical reactions. The predicted heat release rates are compared with heat release rates of Chen et al. and Hawkes et al. obtained by two-dimensional Direct Numerical Simulations (DNS). Using the definition of Chen et al. for the displacement speed of the H2 mass fraction tracked at the location of maximum heat release, and a comparison of budget terms, different combustion modes including ignition front propagation and deflagration waves are identified and the results are compared to the DNS data. The LEM approach shows qualitatively and quantitatively reasonable agreement with the DNS data over the whole range of investigated temperature fluctuations. The results presented in this work suggest that LEM is a potential candidate as a sub-model for CFD calculations of HCCI engines.}, language = {en} } @misc{Schiela2008, author = {Schiela, Anton}, title = {An Extended Mathematical Framework for Barrier Methods in Function Space}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-10593}, number = {08-07}, year = {2008}, abstract = {An extended mathematical framework for barrier methods for state constrained optimal control compared to [Schiela, ZIB-Report 07-07] is considered. This allows to apply the results derived there to more general classes of optimal control problems, in particular to boundary control and finite dimensional control.}, language = {en} } @misc{RuprechtSchaedleSchmidtetal.2007, author = {Ruprecht, Daniel and Sch{\"a}dle, Achim and Schmidt, Frank and Zschiedrich, Lin}, title = {Transparent boundary conditons for time-dependent problems}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-9558}, number = {07-12}, year = {2007}, abstract = {A new approach to derive transparent boundary conditions (TBCs) for wave, Schr{\"o}dinger, heat and drift-diffusion equations is presented. It relies on the pole condition and distinguishes between physical reasonable and unreasonable solutions by the location of the singularities of the spatial Laplace transform of the exterior solution. To obtain a numerical algorithm, a M{\"o}bius transform is applied to map the Laplace transform onto the unit disc. In the transformed coordinate the solution is expanded into a power series. Finally, equations for the coefficients of the power series are derived. These are coupled to the equation in the interior, and yield transparent boundary conditions. Numerical results are presented in the last section, showing that the error introduced by the new approximate TBCs decays exponentially in the number of coefficients.}, language = {en} } @misc{KubeLasserWeber2007, author = {Kube, Susanna and Lasser, Caroline and Weber, Marcus}, title = {Monte Carlo sampling of Wigner functions and surface hopping quantum dynamics}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-9604}, number = {07-17}, year = {2007}, abstract = {Wigner transformation provides a one-to-one correspondence between functions on position space (wave functions) and functions on phase space (Wigner functions). Weighted integrals of Wigner functions yield quadratic quantities of wave functions like position and momentum densities or expectation values. For molecular quantum systems, suitably modified classical transport of Wigner functions provides an asymptotic approximation of the dynamics in the high energy regime. The article addresses the computation of Wigner functions by Monte Carlo quadrature. An ad aption of the Metropolis algorithm for the approximation of signed measures with disconnected support is systematically tested in combination with a surface hopping algorithm for non-adiabatic quantum dynamics. The numerical experiments give expectation values and level populations with an error of two to three percent, which agrees with the theoretically expected accuracy.}, language = {en} } @misc{ErnstSchuetteSigristetal.2021, author = {Ernst, Ariane and Sch{\"u}tte, Christof and Sigrist, Stephan and Winkelmann, Stefanie}, title = {Variance of filtered signals: Characterization for linear reaction networks and application to neurotransmission dynamics}, issn = {1438-0064}, doi = {10.1016/j.mbs.2021.108760}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-82674}, year = {2021}, abstract = {Neurotransmission at chemical synapses relies on the calcium-induced fusion of synaptic vesicles with the presynaptic membrane. The distance to the calcium channels determines the release probability and thereby the postsynaptic signal. Suitable models of the process need to capture both the mean and the variance observed in electrophysiological measurements of the postsynaptic current. In this work, we propose a method to directly compute the exact first- and second-order moments for signals generated by a linear reaction network under convolution with an impulse response function, rendering computationally expensive numerical simulations of the underlying stochastic counting process obsolete. We show that the autocorrelation of the process is central for the calculation of the filtered signal's second-order moments, and derive a system of PDEs for the cross-correlation functions (including the autocorrelations) of linear reaction networks with time-dependent rates. Finally, we employ our method to efficiently compare different spatial coarse graining approaches for a specific model of synaptic vesicle fusion. Beyond the application to neurotransmission processes, the developed theory can be applied to any linear reaction system that produces a filtered stochastic signal.}, language = {en} } @misc{RayThiesSunkaraetal.2021, author = {Ray, Sourav and Thies, Arne and Sunkara, Vikram and Wulkow, Hanna and Celik, {\"O}zg{\"u}r and Yerg{\"o}z, Fatih and Sch{\"u}tte, Christof and Stein, Christoph and Weber, Marcus and Winkelmann, Stefanie}, title = {Modelling altered signalling of G-protein coupled receptors in inflamed environment to advance drug design}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-82797}, year = {2021}, abstract = {Initiated by mathematical modelling of extracellular interactions between G-protein coupled receptors (GPCRs) and ligands in normal versus diseased (inflamed) environments, we previously reported the successful design, synthesis and testing of the prototype opioid painkiller NFEPP that does not elicit adverse side effects. Uniquely, this design recognised that GPCRs function differently under pathological versus healthy conditions. We now present a novel stochastic model of GPCR function that includes intracellular dissociation of G-protein subunits and modulation of plasma membrane calcium channels associated with parameters of inflamed tissue (pH, radicals). By means of molecular dynamics simulations, we also assessed qualitative changes of the reaction rates due to additional disulfide bridges inside the GPCR binding pocket and used these rates for stochastic simulations of the corresponding reaction jump process. The modelling results were validated with in vitro experiments measuring calcium currents and G-protein activation. We found markedly reduced G-protein dissociation and calcium channel inhibition induced by NFEPP at normal pH, and enhanced constitutive G-protein activation but lower probability of ligand binding with increasing radical concentrations. These results suggest that, compared to radicals, low pH is a more important determinant of overall GPCR function in an inflamed environment. Future drug design efforts should take this into account.}, language = {en} } @misc{StraubeWinkelmannHoefling2022, author = {Straube, Arthur and Winkelmann, Stefanie and H{\"o}fling, Felix}, title = {Accurate reduced models for the pH oscillations in the urea-urease reaction confined to giant lipid vesicles}, issn = {1438-0064}, doi = {10.12752/8817}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-88179}, year = {2022}, abstract = {Our theoretical study concerns an urea-urease-based pH oscillator confined to giant lipid vesicles. Under suitable conditions, differential transport of urea and hydrogen ion across the unilamellar vesicle membrane periodically resets the pH clock that switches the system from acid to basic, resulting in self-sustained oscillations. We analyse the structure of the limit cycle, which controls the dynamics for giant vesicles and dominates the strongly stochastic oscillations in small vesicles of submicrometer size. To this end, we derive reduced models, amenable to analytic treatments, and show that the accuracy of predictions, including the period of oscillations, is highly sensitive to the choice of the reduction scheme. In particular, we suggest an accurate two-variable model and show its equivalence to a three-variable model that admits an interpretation in terms of a chemical reaction network. The accurate description of a single pH oscillator appears crucial for rationalizing experiments and understanding communication of vesicles and synchronization of rhythms.}, language = {en} } @misc{KostreSunkaraSchuetteetal.2022, author = {Kostr{\´e}, Margarita and Sunkara, Vikram and Sch{\"u}tte, Christof and Djurdjevac Conrad, Nataša}, title = {Understanding the Romanization Spreading on Historical Interregional Networks in Northern Tunisia}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-86764}, year = {2022}, abstract = {Spreading processes are important drivers of change in social systems. To understand the mechanisms of spreading it is fundamental to have information about the underlying contact network and the dynamical parameters of the process. However, in many real-wold examples, this information is not known and needs to be inferred from data. State-of-the-art spreading inference methods have mostly been applied to modern social systems, as they rely on availability of very detailed data. In this paper we study the inference challenges for historical spreading processes, for which only very fragmented information is available. To cope with this problem, we extend existing network models by formulating a model on a mesoscale with temporal spreading rate. Furthermore, we formulate the respective parameter inference problem for the extended model. We apply our approach to the romanization process of Northern Tunisia, a scarce dataset, and study properties of the inferred time-evolving interregional networks. As a result, we show that (1) optimal solutions consist of very different network structures and spreading rate functions; and that (2) these diverse solutions produce very similar spreading patterns. Finally, we discuss how inferred dominant interregional connections are related to available archaeological traces. Historical networks resulting from our approach can help understanding complex processes of cultural change in ancient times.}, language = {en} } @misc{SagnolHegeWeiser2016, author = {Sagnol, Guillaume and Hege, Hans-Christian and Weiser, Martin}, title = {Using sparse kernels to design computer experiments with tunable precision}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-59605}, year = {2016}, abstract = {Statistical methods to design computer experiments usually rely on a Gaussian process (GP) surrogate model, and typically aim at selecting design points (combinations of algorithmic and model parameters) that minimize the average prediction variance, or maximize the prediction accuracy for the hyperparameters of the GP surrogate. In many applications, experiments have a tunable precision, in the sense that one software parameter controls the tradeoff between accuracy and computing time (e.g., mesh size in FEM simulations or number of Monte-Carlo samples). We formulate the problem of allocating a budget of computing time over a finite set of candidate points for the goals mentioned above. This is a continuous optimization problem, which is moreover convex whenever the tradeoff function accuracy vs. computing time is concave. On the other hand, using non-concave weight functions can help to identify sparse designs. In addition, using sparse kernel approximations drastically reduce the cost per iteration of the multiplicative weights updates that can be used to solve this problem.}, language = {en} } @misc{WitzigBeckenbachEifleretal.2016, author = {Witzig, Jakob and Beckenbach, Isabel and Eifler, Leon and Fackeldey, Konstantin and Gleixner, Ambros and Grever, Andreas and Weber, Marcus}, title = {Mixed-Integer Programming for Cycle Detection in Non-reversible Markov Processes}, issn = {1438-0064}, doi = {10.1137/16M1091162}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-60353}, year = {2016}, abstract = {In this paper, we present a new, optimization-based method to exhibit cyclic behavior in non-reversible stochastic processes. While our method is general, it is strongly motivated by discrete simulations of ordinary differential equations representing non-reversible biological processes, in particular molecular simulations. Here, the discrete time steps of the simulation are often very small compared to the time scale of interest, i.e., of the whole process. In this setting, the detection of a global cyclic behavior of the process becomes difficult because transitions between individual states may appear almost reversible on the small time scale of the simulation. We address this difficulty using a mixed-integer programming model that allows us to compute a cycle of clusters with maximum net flow, i.e., large forward and small backward probability. For a synthetic genetic regulatory network consisting of a ring-oscillator with three genes, we show that this approach can detect the most productive overall cycle, outperforming classical spectral analysis methods. Our method applies to general non-equilibrium steady state systems such as catalytic reactions, for which the objective value computes the effectiveness of the catalyst.}, language = {en} } @misc{ZhangSchuette2017, author = {Zhang, Wei and Sch{\"u}tte, Christof}, title = {Reliable approximation of long relaxation timescales in molecular dynamics}, issn = {1438-0064}, doi = {10.3390/e19070367}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-63718}, year = {2017}, abstract = {Many interesting rare events in molecular systems like ligand association, protein folding or con- formational changes happen on timescales that often are not accessible by direct numerical simulation. Therefore rare event approximation approaches like interface sampling, Markov state model building or advanced reaction coordinate based free energy estimation have attracted huge attention recently. In this article we analyze the reliability of such approaches: How precise is an estimate of long relaxation timescales of molecular systems resulting from various forms of rare event approximation methods? Our results give a theoretical answer to this question by relating it with the transfer operator approach to molecular dynamics. By doing so they also allow for understanding deep connections between the different approaches.}, language = {en} } @misc{HartmannRichterSchuetteetal.2017, author = {Hartmann, Carsten and Richter, Lorenz and Sch{\"u}tte, Christof and Zhang, Wei}, title = {Variational characterization of free energy: Theory and algorithms}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-65045}, year = {2017}, abstract = {The article surveys and extends variational formulations of the thermodynamic free energy and discusses their information-theoretic content from the perspective of mathematical statistics. We revisit the well-known Jarzynski equality for nonequilibrium free energy sampling within the framework of importance sampling and Girsanov change-of-measure transformations. The implications of the different variational formulations for designing efficient stochastic optimization and nonequilibrium simulation algorithms for computing free energies are discussed and illustrated.}, language = {en} }