933
eng
reportzib
0
2006-07-06
2006-07-06
--
Stable computation of probability densities for metastable dynamical systems
Whenever the invariant stationary density of metastable dynamical systems decomposes into almost invariant partial densities, its computation as eigenvector of some transition probability matrix is an ill-conditioned problem. In order to avoid this computational difficulty, we suggest to apply an aggregation/disaggregation method which only addresses wellconditioned sub-problems and thus results in a stable algorithm. In contrast to existing methods, the aggregation step is done via a sampling algorithm which covers only small patches of the sampling space. Finally, the theoretical analysis is illustrated by two biomolecular examples.
06-39
933
urn:nbn:de:0297-zib-9331
Appeared in: SIAM J. Multisc. Mod. Sim. 2007, 6(2), pp. 396-416
Marcus Weber
Lionel Walter
Susanna Kube
Peter Deuflhard
ZIB-Report
06-39
eng
uncontrolled
dynamical systems
eng
uncontrolled
metastability
eng
uncontrolled
molecular conformations
eng
uncontrolled
cluster analysis
eng
uncontrolled
sampling
eng
uncontrolled
aggregation/disaggregation
eng
uncontrolled
domain decomposition
Informatik, Informationswissenschaft, allgemeine Werke
Classification and discrimination; cluster analysis [See also 68T10]
Eigenvalues, eigenvectors
Numerical methods (Monte Carlo, series resummation, etc.) [See also 65-XX, 81T80]
ZIB Allgemein
Deuflhard, Peter
RĂ¶blitz, Susanna
Weber, Marcus
https://opus4.kobv.de/opus4-zib/files/933/ZR-06-39.pdf