@phdthesis{Quer2018, author = {Quer, Jannes}, title = {Importance Sampling for metastable dynamical systems in molecular dynamics}, year = {2018}, language = {en} } @article{DonatiHeidaKelleretal.2018, author = {Donati, Luca and Heida, Martin and Keller, Bettina G. and Weber, Marcus}, title = {Estimation of the infinitesimal generator by square-root approximation}, volume = {30}, journal = {J. Phys.: Condens. Matter}, number = {42}, doi = {10.1088/1361-648X/aadfc8}, pages = {425201 -- 425201}, year = {2018}, abstract = {In recent years, for the analysis of molecular processes, the estimation of time-scales and transition rates has become fundamental. Estimating the transition rates between molecular conformations is—from a mathematical point of view—an invariant subspace projection problem. We present a method to project the infinitesimal generator acting on function space to a low-dimensional rate matrix. This projection can be performed in two steps. First, we discretize the conformational space in a Voronoi tessellation, then the transition rates between adjacent cells is approximated by the geometric average of the Boltzmann weights of the Voronoi cells. This method demonstrates that there is a direct relation between the potential energy surface of molecular structures and the transition rates of conformational changes. We will show also that this approximation is correct and converges to the generator of the Smoluchowski equation in the limit of infinitely small Voronoi cells. We present results for a two dimensional diffusion process and alanine dipeptide as a high-dimensional system.}, language = {en} } @article{FackeldeySikorskiWeber2018, author = {Fackeldey, Konstantin and Sikorski, Alexander and Weber, Marcus}, title = {Spectral Clustering for Non-Reversible Markov Chains}, volume = {37}, journal = {Computational and Applied Mathematics}, number = {5}, doi = {https://doi.org/10.1007/s40314-018-0697-0}, pages = {6376 -- 6391}, year = {2018}, abstract = {Spectral clustering methods are based on solving eigenvalue problems for the identification of clusters, e.g., the identification of metastable subsets of a Markov chain. Usually, real-valued eigenvectors are mandatory for this type of algorithms. The Perron Cluster Analysis (PCCA+) is a well-known spectral clustering method of Markov chains. It is applicable for reversible Markov chains, because reversibility implies a real-valued spectrum. We also extend this spectral clustering method to non-reversible Markov chains and give some illustrative examples. The main idea is to replace the eigenvalue problem by a real-valued Schur decomposition. By this extension non-reversible Markov chains can be analyzed. Furthermore, the chains do not need to have a positive stationary distribution. In addition to metastabilities, dominant cycles and sinks can also be identified. This novel method is called GenPCCA (i.e., generalized PCCA), since it includes the case of non-reversible processes. We also apply the method to real-world eye-tracking data.}, language = {en} } @article{QuerDonatiKelleretal.2018, author = {Quer, Jannes and Donati, Luca and Keller, Bettina and Weber, Marcus}, title = {An automatic adaptive importance sampling algorithm for molecular dynamics in reaction coordinates}, volume = {40}, journal = {SIAM Journal on Scientific Computing}, number = {2}, doi = {10.1137/17m1124772}, pages = {A653 -- A670}, year = {2018}, abstract = {In this article we propose an adaptive importance sampling scheme for dynamical quantities of high dimensional complex systems which are metastable. The main idea of this article is to combine a method coming from Molecular Dynamics Simulation, Metadynamics, with a theorem from stochastic analysis, Girsanov's theorem. The proposed algorithm has two advantages compared to a standard estimator of dynamic quantities: firstly, it is possible to produce estimators with a lower variance and, secondly, we can speed up the sampling. One of the main problems for building importance sampling schemes for metastable systems is to find the metastable region in order to manipulate the potential accordingly. Our method circumvents this problem by using an assimilated version of the Metadynamics algorithm and thus creates a non-equilibrium dynamics which is used to sample the equilibrium quantities.}, language = {en} } @misc{Weber2018, author = {Weber, Marcus}, title = {Supplementary: Implications of PCCA+ in Molecular Simulation}, year = {2018}, abstract = {Matlab-software and data sets to recapitulate the presented results in M. Weber: Implications of PCCA+ in Molecular Simulation. Computation, 6(1):20, 2018.}, language = {en} } @article{KoltaiWuNoeetal.2018, author = {Koltai, Peter and Wu, Hao and No{\´e}, Frank and Sch{\"u}tte, Christof}, title = {Optimal data-driven estimation of generalized Markov state models for non-equilibrium dynamics}, volume = {6}, journal = {Computation}, number = {1}, publisher = {MDPI}, address = {Basel, Switzerland}, doi = {10.3390/computation6010022}, pages = {22}, year = {2018}, language = {en} } @article{Weber2018, author = {Weber, Marcus}, title = {Implications of PCCA+ in Molecular Simulation}, volume = {6}, journal = {Computation}, number = {1}, doi = {10.3390/computation6010020}, pages = {20}, year = {2018}, abstract = {Upon ligand binding or during chemical reactions the state of a molecular system changes in time. Usually we consider a finite set of (macro-) states of the system (e.g., 'bound' vs. 'unbound'), although the process itself takes place in a continuous space. In this context, the formula chi=XA connects the micro-dynamics of the molecular system to its macro-dynamics. Chi can be understood as a clustering of micro-states of a molecular system into a few macro-states. X is a basis of an invariant subspace of a transfer operator describing the micro-dynamics of the system. The formula claims that there is an unknown linear relation A between these two objects. With the aid of this formula we can understand rebinding effects, the electron flux in pericyclic reactions, and systematic changes of binding rates in kinetic ITC experiments. We can also analyze sequential spectroscopy experiments and rare event systems more easily. This article provides an explanation of the formula and an overview of some of its consequences.}, 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{ZhangHartmannvonKleist2018, author = {Zhang, Wei and Hartmann, Carsten and von Kleist, Max}, title = {Optimal control of Markov jump processes: Asymptotic analysis, algorithms and applications to the modeling of chemical reaction systems}, journal = {Communications in Mathematical Sciences}, doi = {10.4310/CMS.2018.v16.n2.a1}, pages = {293 -- 331}, year = {2018}, abstract = {Markov jump processes are widely used to model natural and engineered processes. In the context of biological or chemical applications one typically refers to the chemical master equation (CME), which models the evolution of the probability mass of any copy-number combination of the interacting particles. When many interacting particles ("species") are considered, the complexity of the CME quickly increases, making direct numerical simulations impossible. This is even more problematic when one aims at controlling the Markov jump processes defined by the CME. In this work, we study both open loop and feedback optimal control problems of the Markov jump processes in the case that the controls can only be switched at fixed control stages. Based on Kurtz's limit theorems, we prove the convergence of the respective control value functions of the underlying Markov decision problem as the copy numbers of the species go to infinity. In the case of the optimal control problem on a finite time-horizon, we propose a hybrid control policy algorithm to overcome the difficulties due to the curse of dimensionality when the copy number of the involved species is large. Two numerical examples demonstrate the suitability of both the analysis and the proposed algorithms.}, language = {en} }