@article{SechiWeberHeyne2021, author = {Sechi, Renata and Weber, Marcus and Heyne, Karsten}, title = {MSM building and projection for the analysis of time-resolved spectra}, journal = {Proceedings in Applied Mathematics and Mechanics}, number = {21}, doi = {https://doi.org/10.1002/pamm.202100102}, url = {http://nbn-resolving.de/https://onlinelibrary.wiley.com/doi/10.1002/pamm.202100102}, pages = {e202100102}, year = {2021}, abstract = {Understanding the kinetics between the components of time-resolved spectra is a crucial step in the study of photo-activatedprocesses. However, modeling the kinetics requires usually some a priori knowledge about the system. In our approach, webuild a Markov State Model (MSM) from the spectral data, and obtain a Koopman transition matrix K(t). With genPCCA,an invariant subspace projection, we project the process into its metastable components. The result of the application of gen-PCCA is a transition matrix Kc(t), from which we can read the transition probability between the metastable components of the reaction. We discuss the application of this analysis method to the transient absorption spectrum of brominated Al-corrole}, language = {en} } @misc{Sikorski2024, author = {Sikorski, Alexander}, title = {ISOKANN.jl}, doi = {10.5281/zenodo.11519359}, year = {2024}, abstract = {Julia pacarkge implementing the ISOKANN algorithm for the computation of invariant subspaces of Koopman operators}, language = {en} } @misc{RiberaBorrellQuerRichteretal.2021, author = {Ribera Borrell, Enric and Quer, Jannes and Richter, Lorenz and Sch{\"u}tte, Christof}, title = {Improving control based importance sampling strategies for metastable diffusions via adapted metadynamics}, issn = {1438-0064}, year = {2021}, abstract = {Sampling rare events in metastable dynamical systems is often a computationally expensive task and one needs to resort to enhanced sampling methods such as importance sampling. Since we can formulate the problem of finding optimal importance sampling controls as a stochastic optimization problem, this then brings additional numerical challenges and the convergence of corresponding algorithms might as well suffer from metastabilty. In this article we address this issue by combining systematic control approaches with the heuristic adaptive metadynamics method. Crucially, we approximate the importance sampling control by a neural network, which makes the algorithm in principle feasible for high dimensional applications. We can numerically demonstrate in relevant metastable problems that our algorithm is more effective than previous attempts and that only the combination of the two approaches leads to a satisfying convergence and therefore to an efficient sampling in certain metastable settings.}, language = {en} } @article{SchuetteKlusHartmann2023, author = {Sch{\"u}tte, Christof and Klus, Stefan and Hartmann, Carsten}, title = {Overcoming the Timescale Barrier in Molecular Dynamics: Transfer Operators, Variational Principles, and Machine Learning}, volume = {32}, journal = {Acta Numerica}, doi = {10.1017/S0962492923000016}, pages = {517 -- 673}, year = {2023}, abstract = {One of the main challenges in molecular dynamics is overcoming the 'timescale barrier': in many realistic molecular systems, biologically important rare transitions occur on timescales that are not accessible to direct numerical simulation, even on the largest or specifically dedicated supercomputers. This article discusses how to circumvent the timescale barrier by a collection of transfer operator-based techniques that have emerged from dynamical systems theory, numerical mathematics and machine learning over the last two decades. We will focus on how transfer operators can be used to approximate the dynamical behaviour on long timescales, review the introduction of this approach into molecular dynamics, and outline the respective theory, as well as the algorithmic development, from the early numerics-based methods, via variational reformulations, to modern data-based techniques utilizing and improving concepts from machine learning. Furthermore, its relation to rare event simulation techniques will be explained, revealing a broad equivalence of variational principles for long-time quantities in molecular dynamics. The article will mainly take a mathematical perspective and will leave the application to real-world molecular systems to the more than 1000 research articles already written on this subject.}, language = {en} } @misc{Sikorski2023, author = {Sikorski, Alexander}, title = {VoronoiGraph.jl}, doi = {10.5281/zenodo.6417636}, year = {2023}, abstract = {This Package implements a variation of the Voronoi Graph Traversal algorithm by Polianskii and Pokorny [1]. It constructs a Voronoi Diagram from a set of points by performing a random walk on the graph of the vertices of the diagram. Unlike many other Voronoi implementations this algorithm is not limited to 2 or 3 dimensions and promises good performance even in higher dimensions.}, language = {en} } @article{DonatiWeberKeller2021, author = {Donati, Luca and Weber, Marcus and Keller, Bettina G.}, title = {Markov models from the square root approximation of the Fokker-Planck equation: calculating the grid-dependent flux}, volume = {33}, journal = {Journal of Physics: Condensed Matter}, number = {11}, doi = {10.1088/1361-648X/abd5f7}, pages = {115902}, year = {2021}, abstract = {Molecular dynamics (MD) are extremely complex, yet understanding the slow components of their dynamics is essential to understanding their macroscopic properties. To achieve this, one models the MD as a stochastic process and analyses the dominant eigenfunctions of the associated Fokker-Planck operator, or of closely related transfer operators. So far, the calculation of the discretized operators requires extensive MD simulations. The square-root approximation of the Fokker-Planck equation is a method to calculate transition rates as a ratio of the Boltzmann densities of neighboring grid cells times a flux, and can in principle be calculated without a simulation. In a previous work we still used MD simulations to determine the flux. Here, we propose several methods to calculate the exact or approximate flux for various grid types, and thus estimate the rate matrix without a simulation. Using model potentials we test computational efficiency of the methods, and the accuracy with which they reproduce the dominant eigenfunctions and eigenvalues. For these model potentials, rate matrices with up to \$\mathcal{O}\left(1{0}^{6}\right)\$ states can be obtained within seconds on a single high-performance compute server if regular grids are used.}, language = {en} } @article{CoomberChewleSeckeretal.2025, author = {Coomber, Celvic and Chewle, Surahit and Secker, Christopher and Fackeldey, Konstantin and Weber, Marcus and Winkelmann, Stefanie and Sch{\"u}tte, Christof and Sunkara, Vikram}, title = {Investigating Endogenous Opioids Unravels the Mechanisms Behind Opioid-Induced Constipation, a Mathematical Modeling Approach}, volume = {26}, journal = {International Journal of Molecular Sciences}, number = {13}, doi = {10.3390/ijms26136207}, year = {2025}, abstract = {Endogenous opioids, such as Endomorphin-2, are not typically associated with severe constipation, unlike pharmaceutical opioids, which induce opioid-induced constipation (OIC) by activating μ-opioid receptors in the gastrointestinal tract. In this study, we present a mathematical model, which integrates the serotonergic and opioid pathways, simulating the interaction between serotonin and opioid signaling within the enteric nervous system (ENS). The model explores the mechanisms underlying OIC, with a focus on the change in adenylyl cyclase (AC) activity, cAMP accumulation, and the distinct functionalities of Endomorphin-2 compared to commonly used pharmaceutical opioids. We study the effects of Morphine, Fentanyl, and Methadone and contrast them with Endomorphin-2. Our findings reveal that opioids do not perturb the signaling of serotonin, but only the activity of AC, suggesting that serotonin levels have no influence on improving opioid-induced constipation. Furthermore, this study reveals that the primary difference between endogenous and pharmaceutical opioids is their degradation rates. This finding shows that modulating opioid degradation rates significantly improves cAMP recovery. In conclusion, our insights steer towards exploring opioid degrading enzymes, localized to the gut, as a strategy for mitigating OIC.}, language = {en} } @article{RiberaBorrellQuerRichteretal.2023, author = {Ribera Borrell, Enric and Quer, Jannes and Richter, Lorenz and Sch{\"u}tte, Christof}, title = {Improving control based importance sampling strategies for metastable diffusions via adapted metadynamics}, volume = {89}, journal = {SIAM Journal on Scientific Computing (SISC)}, number = {1}, doi = {10.1137/22M1503464}, year = {2023}, abstract = {Sampling rare events in metastable dynamical systems is often a computationally expensive task and one needs to resort to enhanced sampling methods such as importance sampling. Since we can formulate the problem of finding optimal importance sampling controls as a stochastic optimization problem, this then brings additional numerical challenges and the convergence of corresponding algorithms might as well suffer from metastabilty. In this article we address this issue by combining systematic control approaches with the heuristic adaptive metadynamics method. Crucially, we approximate the importance sampling control by a neural network, which makes the algorithm in principle feasible for high dimensional applications. We can numerically demonstrate in relevant metastable problems that our algorithm is more effective than previous attempts and that only the combination of the two approaches leads to a satisfying convergence and therefore to an efficient sampling in certain metastable settings.}, language = {en} } @article{SikorskiRiberaBorrellWeber2024, author = {Sikorski, Alexander and Ribera Borrell, Enric and Weber, Marcus}, title = {Learning Koopman eigenfunctions of stochastic diffusions with optimal importance sampling and ISOKANN}, volume = {65}, journal = {Journal of Mathematical Physics}, arxiv = {http://arxiv.org/abs/2301.00065}, doi = {10.1063/5.0140764}, pages = {013502}, year = {2024}, abstract = {The dominant eigenfunctions of the Koopman operator characterize the metastabilities and slow-timescale dynamics of stochastic diffusion processes. In the context of molecular dynamics and Markov state modeling, they allow for a description of the location and frequencies of rare transitions, which are hard to obtain by direct simulation alone. In this article, we reformulate the eigenproblem in terms of the ISOKANN framework, an iterative algorithm that learns the eigenfunctions by alternating between short burst simulations and a mixture of machine learning and classical numerics, which naturally leads to a proof of convergence. We furthermore show how the intermediate iterates can be used to reduce the sampling variance by importance sampling and optimal control (enhanced sampling), as well as to select locations for further training (adaptive sampling). We demonstrate the usage of our proposed method in experiments, increasing the approximation accuracy by several orders of magnitude.}, language = {en} } @article{SikorskiWeberSchuette2021, author = {Sikorski, Alexander and Weber, Marcus and Sch{\"u}tte, Christof}, title = {The Augmented Jump Chain}, volume = {4}, journal = {Advanced Theory and Simulations}, number = {4}, publisher = {Wiley-VCH}, arxiv = {http://arxiv.org/abs/2008.04624}, doi = {10.1002/adts.202000274}, year = {2021}, 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{SechiSikorskiWeber2021, author = {Sechi, Renata and Sikorski, Alexander and Weber, Marcus}, title = {Estimation of the Koopman Generator by Newton's Extrapolation}, volume = {19}, journal = {Multiscale Modeling and Simulation}, number = {2}, publisher = {SIAM}, doi = {10.1137/20M1333006}, pages = {758 -- 774}, year = {2021}, abstract = {This article addresses the problem of estimating the Koopman generator of a Markov process. The direct computation of the infinitesimal generator is not easy because of the discretization of the state space, in particular because of the trade-off inherent in the choice of the best lag time to study the process. Short lag times implies a strong discretization of the state space and a consequent loss of Markovianity. Large lag times bypass events on fast timescales. We propose a method to approximate the generator with the computation of the Newton polynomial extrapolation. This technique is a multistep approach which uses as its input Koopman transfer operators evaluated for a series of lag times. Thus, the estimated infinitesimal generator combines information from different time resolutions and does not bias only fast- or slow-decaying dynamics. We show that the multi-scale Newton method can improve the estimation of the generator in comparison to the computation using finite difference or matrix logarithm methods.}, language = {en} } @misc{SchuetteKlusHartmann2022, author = {Sch{\"u}tte, Christof and Klus, Stefan and Hartmann, Carsten}, title = {Overcoming the Timescale Barrier in Molecular Dynamics: Transfer Operators, Variational Principles, and Machine Learning}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-88637}, year = {2022}, abstract = {One of the main challenges in molecular dynamics is overcoming the "timescale barrier", a phrase used to describe that in many realistic molecular systems, biologically important rare transitions occur on timescales that are not accessible to direct numerical simulation, not even on the largest or specifically dedicated supercomputers. This article discusses how to circumvent the timescale barrier by a collection of transfer operator-based techniques that have emerged from dynamical systems theory, numerical mathematics, and machine learning over the last two decades. We will focus on how transfer operators can be used to approximate the dynamical behavior on long timescales, review the introduction of this approach into molecular dynamics, and outline the respective theory as well as the algorithmic development from the early numerics-based methods, via variational reformulations, to modern data-based techniques utilizing and improving concepts from machine learning. Furthermore, its relation to rare event simulation techniques will be explained, revealing a broad equivalence of variational principles for long-time quantities in MD. The article will mainly take a mathematical perspective and will leave the application to real-world molecular systems to the more than 1000 research articles already written on this subject.}, language = {en} } @article{QuerRiberaBorrell2024, author = {Quer, Jannes and Ribera Borrell, Enric}, title = {Connecting Stochastic Optimal Control and Reinforcement Learning}, volume = {65}, journal = {Journal of Mathematical Physics}, number = {8}, doi = {10.1063/5.0140665}, year = {2024}, abstract = {In this paper the connection between stochastic optimal control and reinforcement learning is investigated. Our main motivation is to apply importance sampling to sampling rare events which can be reformulated as an optimal control problem. By using a parameterised approach the optimal control problem becomes a stochastic optimization problem which still raises some open questions regarding how to tackle the scalability to high-dimensional problems and how to deal with the intrinsic metastability of the system. To explore new methods we link the optimal control problem to reinforcement learning since both share the same underlying framework, namely a Markov Decision Process (MDP). For the optimal control problem we show how the MDP can be formulated. In addition we discuss how the stochastic optimal control problem can be interpreted in the framework of reinforcement learning. At the end of the article we present the application of two different reinforcement learning algorithms to the optimal control problem and a comparison of the advantages and disadvantages of the two algorithms.}, language = {en} } @article{LelievreZhang2019, author = {Leli{\`e}vre, Tony and Zhang, Wei}, title = {Pathwise estimates for effective dynamics: the case of nonlinear vectorial reaction coordinates}, journal = {Multiscale Modeling and Simulation}, number = {17}, arxiv = {http://arxiv.org/abs/1805.01928}, doi = {10.1137/18M1186034}, pages = {1019 -- 1051}, year = {2019}, abstract = {Effective dynamics using conditional expectation was proposed in [F. Legoll and T. Leli{\`e}vre, Nonlinearity, 2010] to approximate the essential dynamics of high-dimensional diffusion processes along a given reaction coordinate. The approximation error of the effective dynamics when it is used to approximate the behavior of the original dynamics has been considered in recent years. As a continuation of the previous work [F. Legoll, T. Leli{\`e}vre, and S. Olla, Stoch. Process. Appl, 2017], in this paper we obtain pathwise estimates for effective dynamics when the reaction coordinate function is either nonlinear or vector-valued.}, language = {en} } @article{HartmannSchuetteZhang2019, author = {Hartmann, Carsten and Sch{\"u}tte, Christof and Zhang, Wei}, title = {Jarzynski's equality, fluctuation theorems, and variance reduction: Mathematical analysis and numerical algorithms}, volume = {175}, journal = {Journal of Statistical Physics}, number = {6}, arxiv = {http://arxiv.org/abs/1803.09347}, doi = {10.1007/s10955-019-02286-4}, pages = {1214 -- 1261}, year = {2019}, abstract = {In this paper, we study Jarzynski's equality and fluctuation theorems for diffusion processes. While some of the results considered in the current work are known in the (mainly physics) literature, we review and generalize these nonequilibrium theorems using mathematical arguments, therefore enabling further investigations in the mathematical community. On the numerical side, variance reduction approaches such as importance sampling method are studied in order to compute free energy differences based on Jarzynski's equality.}, language = {en} } @article{AkhyarZhangStoltzetal.2025, author = {Akhyar, Fatima-Zahrae and Zhang, Wei and Stoltz, Gabriel and Sch{\"u}tte, Christof}, title = {Generative modeling of conditional probability distributions on the level-sets of collective variables}, arxiv = {http://arxiv.org/abs/2512.17374}, year = {2025}, abstract = {Given a probability distribution \$\mu\$ in \$\mathbb{R}^d\$ represented by data, we study in this paper the generative modeling of its conditional probability distributions on the level-sets of a collective variable \$\xi: \mathbb{R}^d \rightarrow \mathbb{R}^k\$, where \$1 \le k