TY - GEN A1 - Nielsen, Adam A1 - Fackeldey, Konstantin A1 - Weber, Marcus T1 - On a Generalized Transfer Operator N2 - We introduce a generalized operator for arbitrary stochastic processes by using a pre-kernel, which is a generalization of the Markov kernel. For deterministic processes, such an operator is already known as the Frobenius-Perron operator, which is defined for a large class of measures. For Markov processes, there exists transfer operators being only well defined for stationary measures in $L^2$. Our novel generalized transfer operator is well defined for arbitrary stochastic processes, in particular also for deterministic ones. We can show that this operator is acting on $L^1$. For stationary measures, this operator is also an endomorphism of $L^2$ and, therefore, allows for a mathematical analysis in Hilbert spaces. T3 - ZIB-Report - 13-74 KW - Transfer Operator KW - Pre Kernel KW - Perron Frobenius Generalization Y1 - 2013 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-43162 SN - 1438-0064 ER - TY - GEN A1 - Bujotzek, Alexander A1 - Schütt, Ole A1 - Nielsen, Adam A1 - Fackeldey, Konstantin A1 - Weber, Marcus T1 - Efficient Conformational Analysis by Partition-of-Unity Coupling T2 - Math Chem N2 - Obtaining a sufficient sampling of conformational space is a common problem in molecular simulation. We present the implementation of an umbrella-like adaptive sampling approach based on function-based meshless discretization of conformational space that is compatible with state of the art molecular dynamics code and that integrates an eigenvector-based clustering approach for conformational analysis and the computation of inter-conformational transition rates. The approach is applied to three example systems, namely n-pentane, alanine dipeptide, and a small synthetic host-guest system, the latter two including explicitly modeled solvent. T3 - ZIB-Report - 13-58 KW - Markov State Models KW - Meshfree KW - Molecular Simulation KW - Partition of Unity Y1 - 2013 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-42570 SN - 1438-0064 ER - TY - THES A1 - Nielsen, Adam T1 - Von Femtosekunden zu Minuten Y1 - 2012 UR - http://www.zib.de/nielsen/Masterarbeit.pdf ER - TY - GEN A1 - Nielsen, Adam T1 - The Monte Carlo Computation Error of Transition Probabilities N2 - In many applications one is interested to compute transition probabilities of a Markov chain. This can be achieved by using Monte Carlo methods with local or global sampling points. In this article, we analyze the error by the difference in the $L^2$ norm between the true transition probabilities and the approximation achieved through a Monte Carlo method. We give a formula for the error for Markov chains with locally computed sampling points. Further, in the case of reversible Markov chains, we will deduce a formula for the error when sampling points are computed globally. We will see that in both cases the error itself can be approximated with Monte Carlo methods. As a consequence of the result, we will derive surprising properties of reversible Markov chains. T3 - ZIB-Report - 16-37 KW - Reversible Markov chain KW - Monte Carlo methods KW - Computation error KW - Measurable state space KW - Markov operator Y1 - 2016 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-59933 SN - 1438-0064 ER - TY - JOUR A1 - Nielsen, Adam T1 - The Monte Carlo Computation Error of Transition Probabilities JF - Statistics & Probability Letters N2 - In many applications one is interested to compute transition probabilities of a Markov chain. This can be achieved by using Monte Carlo methods with local or global sampling points. In this article, we analyze the error by the difference in the $L^2$ norm between the true transition probabilities and the approximation achieved through a Monte Carlo method. We give a formula for the error for Markov chains with locally computed sampling points. Further, in the case of reversible Markov chains, we will deduce a formula for the error when sampling points are computed globally. We will see that in both cases the error itself can be approximated with Monte Carlo methods. As a consequence of the result, we will derive surprising properties of reversible Markov chains. Y1 - 2016 U6 - https://doi.org/10.1016/j.spl.2016.06.011 VL - 118 SP - 163 EP - 170 PB - Elsevier ER - TY - JOUR A1 - Schütte, Christof A1 - Nielsen, Adam A1 - Weber, Marcus T1 - Markov State Models and Molecular Alchemy JF - Molecular Physics N2 - 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. KW - MSM KW - Reweighting KW - Girsanov Y1 - 2015 U6 - https://doi.org/10.1080/00268976.2014.944597 VL - 113 IS - 1 SP - 69 EP - 78 ER - TY - GEN A1 - Nielsen, Adam A1 - Weber, Marcus T1 - Computing the nearest reversible Markov chain N2 - Reversible Markov chains are the basis of many applications. However, computing transition probabilities by a finite sampling of a Markov chain can lead to truncation errors. Even if the original Markov chain is reversible, the approximated Markov chain might be non-reversible and will lose important properties, like the real valued spectrum. In this paper, we show how to find the closest reversible Markov chain to a given transition matrix. It turns out that this matrix can be computed by solving a convex minimization problem. T3 - ZIB-Report - 14-48 KW - Reversible Markov Chain KW - Convex Optimization KW - MSM Y1 - 2014 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-53292 SN - 1438-0064 ER - TY - JOUR A1 - Nielsen, Adam A1 - Weber, Marcus T1 - Computing the nearest reversible Markov chain JF - Numerical Linear Algebra with Applications N2 - Reversible Markov chains are the basis of many applications. However, computing transition probabilities by a finite sampling of a Markov chain can lead to truncation errors. Even if the original Markov chain is reversible, the approximated Markov chain might be non-reversible and will lose important properties, like the real valued spectrum. In this paper, we show how to find the closest reversible Markov chain to a given transition matrix. It turns out that this matrix can be computed by solving a convex minimization problem. KW - Reversible Markov Chain KW - Convex Optimization KW - MSM Y1 - 2015 U6 - https://doi.org/10.1002/nla.1967 VL - 22 IS - 3 SP - 483 EP - 499 ER - TY - JOUR A1 - Bujotzek, Alexander A1 - Schütt, Ole A1 - Nielsen, Adam A1 - Fackeldey, Konstantin A1 - Weber, Marcus T1 - ZIBgridfree: Efficient Conformational Analysis by Partition-of-Unity Coupling JF - Journal of Mathematical Chemistry Y1 - 2014 U6 - https://doi.org/10.1007/s10910-013-0265-1 VL - 52 IS - 3 SP - 781 EP - 804 ER - TY - GEN A1 - Schütte, Christof A1 - Nielsen, Adam A1 - Weber, Marcus T1 - Markov State Models and Molecular Alchemy N2 - 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 ex- periments, protein function and protein folding , DNA and RNA, and ligand-receptor interaction in drug design and more complicated multi- valent 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 proper- ties 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 en- ergy landscapes are located differently and an alchemical transformation of butane to pentane where the dimension of the state space is changed. T3 - ZIB-Report - 14-05 KW - Girsanov Theorem KW - Stochastic Differential Equation KW - Importance Sampling Y1 - 2014 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-46718 SN - 1438-0064 ER - TY - THES A1 - Nielsen, Adam T1 - Computation Schemes for Transfer Operators Y1 - 2016 ER -