@misc{GelssMateraSchuette2015, author = {Gelß, Patrick and Matera, Sebastian and Sch{\"u}tte, Christof}, title = {Solving the master equation without kinetic Monte Carlo: tensor train approximations for a CO oxidation model}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-55743}, year = {2015}, abstract = {In multiscale models of heterogeneous catalysis, one crucial point is the solution of a Markovian master equation describing the stochastic reaction kinetics. This usually is too high-dimensional to be solved with standard numerical techniques and one has to rely on sampling approaches based on the kinetic Monte Carlo method. In this study we break the curse of dimensionality for the direct solution of the Markovian master equation by exploiting the Tensor Train Format for this purpose. The performance of the approach is demonstrated on a first principles based, reduced model for the CO oxidation on the RuO_2(110) surface. We investigate the complexity for increasing system size and for various reaction conditions. The advantage over the stochastic simulation approach is illustrated by a problem with increased stiffness.}, language = {en} } @misc{EncisoSchuetteDelleSite2015, author = {Enciso, Marta and Sch{\"u}tte, Christof and Delle Site, Luigi}, title = {Influence of pH and sequence in peptide aggregation via molecular simulation}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-55805}, year = {2015}, abstract = {We employ a recently developed coarse-grained model for peptides and proteins where the effect of pH is automatically included. We explore the effect of pH in the aggregation process of the amyloidogenic peptide KTVIIE and two related sequences, using three different pH environments. Simulations using large systems (24 peptides chains per box) allow us to correctly account for the formation of realistic peptide aggregates. We evaluate the thermodynamic and kinetic implications of changes in sequence and pH upon peptide aggregation, and we discuss how a minimalistic coarse- grained model can account for these details.}, language = {en} } @misc{SchuetteSarich2015, author = {Sch{\"u}tte, Christof and Sarich, Marco}, title = {A Critical Appraisal of Markov State Models}, issn = {1438-0064}, doi = {10.1140/epjst/e2015-02421-0}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-54218}, year = {2015}, abstract = {Markov State Modelling as a concept for a coarse grained description of the essential kinetics of a molecular system in equilibrium has gained a lot of atten- tion recently. The last 10 years have seen an ever increasing publication activity on how to construct Markov State Models (MSMs) for very different molecular systems ranging from peptides to proteins, from RNA to DNA, and via molecu- lar sensors to molecular aggregation. Simultaneously the accompanying theory behind MSM building and approximation quality has been developed well be- yond the concepts and ideas used in practical applications. This article reviews the main theoretical results, provides links to crucial new developments, outlines the full power of MSM building today, and discusses the essential limitations still to overcome.}, language = {en} } @misc{BanischDjurdjevacConradSchuette2015, author = {Banisch, Ralf and Djurdjevac Conrad, Natasa and Sch{\"u}tte, Christof}, title = {Reactive flows and unproductive cycles for random walks on complex networks}, issn = {1438-0064}, doi = {10.1140/epjst/e2015-02417-8}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-54239}, year = {2015}, abstract = {We present a comprehensive theory for analysis and understanding of transition events between an initial set A and a target set B for general ergodic finite-state space Markov chains or jump processes, including random walks on networks as they occur, e.g., in Markov State Modelling in molecular dynamics. The theory allows us to decompose the probability flow generated by transition events between the sets A and B into the productive part that directly flows from A to B through reaction pathways and the unproductive part that runs in loops and is supported on cycles of the underlying network. It applies to random walks on directed networks and nonreversible Markov processes and can be seen as an extension of Transition Path Theory. Information on reaction pathways and unproductive cycles results from the stochastic cycle decomposition of the underlying network which also allows to compute their corresponding weight, thus characterizing completely which structure is used how often in transition events. The new theory is illustrated by an application to a Markov State Model resulting from weakly damped Langevin dynamics where the unproductive cycles are associated with periodic orbits of the underlying Hamiltonian dynamics.}, 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} } @misc{DjurdjevacConradBanischSchuette2014, author = {Djurdjevac Conrad, Natasa and Banisch, Ralf and Sch{\"u}tte, Christof}, title = {Modularity of Directed Networks: Cycle Decomposition Approach}, issn = {1438-0064}, doi = {10.3934/jcd.2015.2.1}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-51166}, year = {2014}, abstract = {The problem of decomposing networks into modules (or clusters) has gained much attention in recent years, as it can account for a coarsegrained description of complex systems, often revealing functional subunits of these systems. A variety of module detection algorithms have been proposed, mostly oriented towards finding hard partitionings of undirected networks. Despite the increasing number of fuzzy clustering methods for directed networks, many of these approaches tend to neglect important directional information. In this paper, we present a novel random walk based approach for finding fuzzy partitions of directed, weighted networks, where edge directions play a crucial role in defining how well nodes in a module are interconnected. We will show that cycle decomposition of a random walk process connects the notion of network modules and information transport in a network, leading to a new, symmetric measure of node communication. Finally, we will use this measure to introduce a communication graph, for which we will show that although being undirected it inherits all necessary information about modular structures from the original network.}, language = {en} } @article{WangSchuetteCiccottietal.2014, author = {Wang, Han and Sch{\"u}tte, Christof and Ciccotti, Giovanni and von Kleist, Max}, title = {Exploring the conformational dynamics of alanine dipeptide in solution subjected to an external electric field: A nonequilibrium molecular dynamics simulation}, volume = {10}, journal = {Journal of Chemical Theory and Computation}, number = {4}, doi = {10.1021/ct400993e}, pages = {1376 -- 1386}, year = {2014}, abstract = {In this paper, we investigate the conformational dynamics of alanine dipeptide under an external electric field by nonequilibrium molecular dynamics simulation. We consider the case of a constant and of an oscillatory field. In this context, we propose a procedure to implement the temperature control, which removes the irrelevant thermal effects of the field. For the constant field different time-scales are identified in the conformational, dipole moment, and orientational dynamics. Moreover, we prove that the solvent structure only marginally changes when the external field is switched on. In the case of oscillatory field, the conformational changes are shown to be as strong as in the previous case, and nontrivial nonequilibrium circular paths in the conformation space are revealed by calculating the integrated net probability fluxes.}, language = {en} } @article{WinkelmannSchuettevonKleist2014, author = {Winkelmann, Stefanie and Sch{\"u}tte, Christof and von Kleist, Max}, title = {Markov Control Processes with Rare State Observation: Theory and Application to Treatment Scheduling in HIV-1}, volume = {12}, journal = {Communications in Mathematical Sciences}, number = {5}, doi = {10.4310/CMS.2014.v12.n5.a4}, pages = {859 -- 877}, year = {2014}, abstract = {Markov Decision Processes (MDP) or Partially Observable MDPs (POMDP) are used for modelling situations in which the evolution of a process is partly random and partly controllable. These MDP theories allow for computing the optimal control policy for processes that can continuously or frequently be observed, even if only partially. However, they cannot be applied if state observation is very costly and therefore rare (in time). We present a novel MDP theory for rare, costly observations and derive the corresponding Bellman equation. In the new theory, state information can be derived for a particular cost after certain, rather long time intervals. The resulting information costs enter into the total cost and thus into the optimization criterion. This approach applies to many real world problems, particularly in the medical context, where the medical condition is examined rather rarely because examination costs are high. At the same time, the approach allows for efficient numerical realization. We demonstrate the usefulness of the novel theory by determining, from the national economic perspective, optimal therapeutic policies for the treatment of the human immunodeficiency virus (HIV) in resource-rich and resource-poor settings. Based on the developed theory and models, we discover that available drugs may not be utilized efficiently in resource-poor settings due to exorbitant diagnostic costs.}, language = {en} } @misc{SarichSchuette2014, author = {Sarich, Marco and Sch{\"u}tte, Christof}, title = {Markov Model Theory}, volume = {797}, journal = {An Introduction to Markov State Models and Their Application to Long Timescale Molecular Simulation}, editor = {Bowman, Gregory R. and Pande, Vijay S. and No{\´e}, Frank}, publisher = {Springer}, doi = {10.1007/978-94-007-7606-7}, pages = {23 -- 44}, year = {2014}, abstract = {This section reviews the relation between the continuous dynamics of a molecular system in thermal equilibrium and the kinetics given by a Markov State Model (MSM). We will introduce the dynamical propagator, an error-less, alternative description of the continuous dynamics, and show how MSMs result from its discretization. This allows for an precise understanding of the approximation quality of MSMs in comparison to the continuous dynamics. The results on the approximation quality are key for the design of good MSMs. While this section is important for understanding the theory of discretization and related systematic errors, practitioners wishing only to learn how to construct MSMs may skip directly to the discussion of Markov model estimation.}, language = {en} } @misc{SarichSchuette2014, author = {Sarich, Marco and Sch{\"u}tte, Christof}, title = {Utilizing hitting times for finding metastable sets in non-reversible Markov chains}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-51209}, year = {2014}, abstract = {Techniques for finding metastable or almost invariant sets have been investigated, e.g., for deterministic dynamical systems in set-oriented numerics, for stochastic processes in molecular dynamics, and for random walks on complex networks. Most prominent algorithms are based on spectral apporaches and identify metastable sets via the doimant eigenvalues of the transfer operator associated with the dynamical system under consideration. These algorithms require the dominant eigenvalues to be real-valued. However, for many types of dynamics, e.g. for non-reversible Markov chains, this condition is not met. In this paper we utilize the hitting time apporach to metastable sets and demonstrate how the wellknown statements about optimal metastable decompositions of reversible chains can be reformulated for non-reversible chains if one switches from a spectral approach to an exit time approach. The performance of the resulting algorithm is illustrated by numerical experiments on random walks on complex networks.}, language = {en} } @article{DjurdjevacConradBanischSchuette2015, author = {Djurdjevac Conrad, Natasa and Banisch, Ralf and Sch{\"u}tte, Christof}, title = {Modularity of Directed Networks: Cycle Decomposition Approach}, journal = {Journal of Computational Dynamics 2 (2015) pp. 1-24}, doi = {10.3934/jcd.2015.2.1}, year = {2015}, abstract = {The problem of decomposing networks into modules (or clusters) has gained much attention in recent years, as it can account for a coarsegrained description of complex systems, often revealing functional subunits of these systems. A variety of module detection algorithms have been proposed, mostly oriented towards finding hard partitionings of undirected networks. Despite the increasing number of fuzzy clustering methods for directed networks, many of these approaches tend to neglect important directional information. In this paper, we present a novel random walk based approach for finding fuzzy partitions of directed, weighted networks, where edge directions play a crucial role in defining how well nodes in a module are interconnected. We will show that cycle decomposition of a random walk process connects the notion of network modules and information transport in a network, leading to a new, symmetric measure of node communication. Finally, we will use this measure to introduce a communication graph, for which we will show that although being undirected it inherits all necessary information about modular structures from the original network.}, language = {en} } @article{EncisoSchuetteDelleSite2013, author = {Enciso, Marta and Sch{\"u}tte, Christof and Delle Site, Luigi}, title = {A pH-dependent coarse-grained model for peptides}, volume = {9}, journal = {Soft Matter}, number = {26}, doi = {10.1039/C3SM27893J}, pages = {6118 -- 6127}, year = {2013}, abstract = {We propose the first, to our knowledge, coarse-grained modeling strategy for peptides where the effect of changes of the pH can be efficiently described. The idea is based on modeling the effects of the pH value on the main driving interactions. We use reference data from atomistic simulations and experimental databases and transfer their main physical features to the coarse-grained resolution according to the principle of "consistency across the scales". The coarse-grained model is refined by finding a set of parameters that, when applied to peptides with different sequences and experimental properties, reproduces the experimental and atomistic data of reference. We use such a parameterized model for performing several numerical tests to check its transferability to other systems and to prove the universality of the related modeling strategy. We have tried systems with rather different responses to pH variations, showing a highly satisfactory performance of the model.}, language = {en} } @article{WinkelmannSchuettevonKleist2013, author = {Winkelmann, Stefanie and Sch{\"u}tte, Christof and von Kleist, Max}, title = {Markov Control Processes with Rare State Observation: Sensitivity Analysis with Respect to Optimal Treatment Strategies against HIV-1}, volume = {2}, journal = {International Journal of Biomathematics and Biostatistics}, number = {1}, year = {2013}, abstract = {We present the theory of "Markov decision processes (MDP) with rare state observation" and apply it to optimal treatment scheduling and diagnostic testing to mitigate HIV-1 drug resistance development in resource-poor countries. The developed theory assumes that the state of the process is hidden and can only be determined by making an examination. Each examination produces costs which enter into the considered cost functional so that the resulting optimization problem includes finding optimal examination times. This is a realistic ansatz: In many real world applications, like HIV-1 treatment scheduling, the information about the disease evolution involves substantial costs, such that examination and control are intimately connected. However, a perfect compliance with the optimal strategy can rarely be achieved. This may be particularly true for HIV-1 resistance testing in resource-constrained countries. In the present work, we therefore analyze the sensitivity of the costs with respect to deviations from the optimal examination times both analytically and for the considered application. We discover continuity in the cost-functional with respect to the examination times. For the HIV-application, moreover, sensitivity towards small deviations from the optimal examination rule depends on the disease state. Furthermore, we compare the optimal rare-control strategy to (i) constant control strategies (one action for the remaining time) and to (ii) the permanent control of the original, fully observed MDP. This comparison is done in terms of expected costs and in terms of life-prolongation. The proposed rare-control strategy offers a clear benefit over a constant control, stressing the usefulness of medical testing and informed decision making. This indicates that lower-priced medical tests could improve HIV treatment in resource-constrained settings and warrants further investigation.}, 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{AgarwalWangSchuetteetal.2014, author = {Agarwal, Animesh and Wang, Han and Sch{\"u}tte, Christof and Delle Site, Luigi}, title = {Chemical potential of liquids and mixtures via Adaptive Resolution Simulation}, volume = {141}, journal = {The Journal of Chemical Physics}, doi = {10.1063/1.4886807}, pages = {034102}, year = {2014}, language = {en} } @misc{WangSchuette2014, author = {Wang, Han and Sch{\"u}tte, Christof}, title = {Building Markov State Models for Periodically Driven Non-Equilibrium Systems}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-53167}, year = {2014}, abstract = {Recent years have seen an increased interest in non-equilibrium molecular dynamics (NEMD) simulations, especially for molecular systems with periodic forcing by external fields, e.g., in the context of studying effects of electromagnetic radiation on the human body tissue. Lately, an NEMD methods with local thermostating has been proposed that allows for studying non-equilibrium processes in a statistically reliable and thermodynamically consistent way. In this article, we demonstrate how to construct Markov State Models (MSMs) for such NEMD simulations. MSM building has been well-established for systems in equilibrium where MSMs with just a few (macro-)states allow for accurate reproduction of the essential kinetics of the molecular system under consideration. Non-equilibrium MSMs have been lacking so far. The article presents how to construct such MSMs and illustrates their validity and usefulness for the case of conformation dynamics of alanine dipeptide in an external electric field.}, language = {en} } @misc{GulSchuetteBernhard2015, author = {Gul, Raheem and Sch{\"u}tte, Christof and Bernhard, Stefan}, title = {Mathematical modeling and sensitivity analysis of arterial anastomosis in arm arteries}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-54339}, year = {2015}, abstract = {Cardiovascular diseases are one of the major problems in medicine today and the number of patients increases worldwide. To find the most efficient treatment, prior knowledge about function and dysfunction of the cardiovas- cular system is required and methods need to be developed that identify the disease in an early stage. Mathematical modeling is a powerful tool for prediction and investigation of cardiovascular diseases. It has been shown that the Windkessel model, being based on an analogy between electrical circuits and fluid flow, is a simple but effective method to model the human cardiovascular system. In this paper, we have applied parametric local sensitivity analysis (LSA) to a linear elastic model of the arm arteries, to find and rank sensitive param- eters that may be helpful in clinical diagnosis. A computational model for end-to-side anastomosis (superior ulnar collateral anastomosis with posterior ulnar recurrent, SUC-PUR) is carried out to study the effects of some clinically relevant haemodynamic parameters like blood flow resistance and terminal re- sistance on pressure and flow at different locations of the arm artery. In this context, we also discuss the spatio-temporal dependency of local sensitivities. The sensitivities with respect to cardiovascular parameters reveal the flow resistance and diameter of the vessels as most sensitive parameters. These parameters play a key role in diagnosis of severe stenosis and aneurysms. In contrast, wall thickness and elastic modulus are found to be less sensitive.}, language = {en} } @book{OPUS4-5339, title = {Molecular Dynamics Simulation}, journal = {Entropy (special issue)}, editor = {Ciccotti, Giovanni and Ferrario, Mauro and Sch{\"u}tte, Christof}, publisher = {Multidisciplinary Digital Publishing Institute (MDPI)}, year = {2014}, language = {en} } @article{KlusSchuette2016, author = {Klus, Stefan and Sch{\"u}tte, Christof}, title = {Towards tensor-based methods for the numerical approximation of the Perron-Frobenius and Koopman operator}, volume = {3}, journal = {Journal of Computational Dynamics}, number = {2}, doi = {10.3934/jcd.2016007}, pages = {139 -- 161}, year = {2016}, abstract = {The global behavior of dynamical systems can be studied by analyzing the eigenvalues and corresponding eigenfunctions of linear operators associated with the system. Two important operators which are frequently used to gain insight into the system's behavior are the Perron-Frobenius operator and the Koopman operator. Due to the curse of dimensionality, computing the eigenfunctions of high-dimensional systems is in general infeasible. We will propose a tensor-based reformulation of two numerical methods for computing finite-dimensional approximations of the aforementioned infinite-dimensional operators, namely Ulam's method and Extended Dynamic Mode Decomposition (EDMD). The aim of the tensor formulation is to approximate the eigenfunctions by low-rank tensors, potentially resulting in a significant reduction of the time and memory required to solve the resulting eigenvalue problems, provided that such a low-rank tensor decomposition exists. Typically, not all variables of a high-dimensional dynamical system contribute equally to the system's behavior, often the dynamics can be decomposed into slow and fast processes, which is also reflected in the eigenfunctions. Thus, the weak coupling between different variables might be approximated by low-rank tensor cores. We will illustrate the efficiency of the tensor-based formulation of Ulam's method and EDMD using simple stochastic differential equations.}, language = {en} } @article{HartmannSchuetteZhang2016, author = {Hartmann, Carsten and Sch{\"u}tte, Christof and Zhang, Wei}, title = {Model reduction algorithms for optimal control and importance sampling of diffusions}, volume = {29}, journal = {Nonlinearity}, number = {8}, doi = {10.1088/0951-7715/29/8/2298}, pages = {2298 -- 2326}, year = {2016}, abstract = {We propose numerical algorithms for solving optimal control and importance sampling problems based on simplified models. The algorithms combine model reduction techniques for multiscale diffusions and stochastic optimization tools, with the aim of reducing the original, possibly high-dimensional problem to a lower dimensional representation of the dynamics, in which only a few relevant degrees of freedom are controlled or biased. Specifically, we study situations in which either a reaction coordinate onto which the dynamics can be projected is known, or situations in which the dynamics shows strongly localized behavior in the small noise regime. No explicit assumptions about small parameters or scale separation have to be made. We illustrate the approach with simple, but paradigmatic numerical examples.}, language = {en} } @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{HuttaryGoubergritsSchuetteetal.2017, author = {Huttary, Rudolf and Goubergrits, Leonid and Sch{\"u}tte, Christof and Bernhard, Stefan}, title = {Simulation, Identification and Statistical Variation in Cardiovascular Analysis (SISCA) - a Software Framework for Multi-compartment Lumped Modeling}, volume = {87}, journal = {Computers in Biology and Medicine}, doi = {10.1016/j.compbiomed.2017.05.021}, pages = {104 -- 123}, year = {2017}, language = {en} }