TY - JOUR A1 - Hartmann, Carsten A1 - Schütte, Christof A1 - Ciccotti, Giovanni T1 - On the linear response of mechanical systems with constraints JF - J. Chem. Phys. Y1 - 2010 UR - http://publications.imp.fu-berlin.de/794/ U6 - https://doi.org/10.1063/1.3354126 VL - 132 IS - 11 SP - 111103 ER - TY - JOUR A1 - Hartmann, Carsten A1 - Schütte, Christof T1 - Balancing of partially-observed stochastic differential equations JF - 47th IEEE Conference on Decision and Control Y1 - 2008 UR - http://publications.imp.fu-berlin.de/16/ U6 - https://doi.org/10.1109/CDC.2008.4739161 SP - 4867 EP - 4872 ER - TY - JOUR A1 - Hartmann, Carsten A1 - Schütte, Christof T1 - A Constrained Hybrid Monte-Carlo Algorithm and the Problem of Calculating the Free Energy in Several Variables JF - Z. Angew. Math. Mech. Y1 - 2005 UR - http://publications.imp.fu-berlin.de/47/ U6 - https://doi.org/10.1002/zamm.200410218 VL - 85 IS - 10 SP - 700 EP - 710 ER - TY - JOUR A1 - Hartmann, Carsten A1 - Schütte, Christof T1 - A Geometric Approach to Constrained Molecular Dynamics and Free Energy JF - Comm. Math. Sci. Y1 - 2005 UR - http://publications.imp.fu-berlin.de/48/ VL - 3 IS - 1 SP - 1 EP - 20 ER - TY - JOUR A1 - Schütte, Christof A1 - Walter, J. A1 - Hartmann, Carsten A1 - Huisinga, Wilhelm T1 - An Averaging Principle for Fast Degrees of Freedom Exhibiting Long-Term Correlations JF - Multiscale Model. Simul. Y1 - 2004 UR - http://publications.imp.fu-berlin.de/62/ U6 - https://doi.org/10.1137/030600308 VL - 2 IS - 3 SP - 501 EP - 526 ER - TY - JOUR A1 - Hartmann, Carsten A1 - Schütte, Christof T1 - Comment on Two Distinct Notions of Free Energy JF - Physica D Y1 - 2007 UR - http://publications.imp.fu-berlin.de/30/ U6 - https://doi.org/10.1016/j.physd.2007.02.006 VL - 228 IS - 1 SP - 59 EP - 63 ER - TY - JOUR A1 - Horenko, Illia A1 - Hartmann, Carsten A1 - Schütte, Christof A1 - Noé, Frank T1 - Data-based Parameter Estimation of Generalized Multidimensional Langevin Processes JF - Phys. Rev. E Y1 - 2007 UR - http://publications.imp.fu-berlin.de/31/ U6 - https://doi.org/10.1103/PhysRevE.76.016706 VL - 76 IS - 01 SP - 016706 ER - TY - GEN A1 - Zhang, Wei A1 - Hartmann, Carsten A1 - Schütte, Christof T1 - Effective Dynamics Along Given Reaction Coordinates, and Reaction Rate Theory N2 - In molecular dynamics and related fields one considers dynamical descriptions of complex systems in full (atomic) detail. In order to reduce the overwhelming complexity of realistic systems (high dimension, large timescale spread, limited computational resources) the projection of the full dynamics onto some reaction coordinates is examined in order to extract statistical information like free energies or reaction rates. In this context, the effective dynamics that is induced by the full dynamics on the reaction coordinate space has attracted considerable attention in the literature. In this article, we contribute to this discussion: We first show that if we start with an ergodic diffusion processes whose invariant measure is unique then these properties are inherited by the effective dynamics. Then, we give equations for the effective dynamics, discuss whether the dominant timescales and reaction rates inferred from the effective dynamics are accurate approximations of such quantities for the full dynamics, and compare our findings to results from approaches like Zwanzig-Mori, averaging, or homogenization. Finally, by discussing the algorithmic realization of the effective dynamics, we demonstrate that recent algorithmic techniques like the ”equation-free” approach and the ”heterogeneous multiscale method” can be seen as special cases of our approach. T3 - ZIB-Report - 16-35 KW - Ergodic diffusion KW - reaction coordinate KW - effective dynamics KW - model reduction KW - equation-free KW - heterogeneous multiscale method Y1 - 2016 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-59706 SN - 1438-0064 ER - TY - JOUR A1 - Zhang, Wei A1 - Hartmann, Carsten A1 - Schütte, Christof T1 - Effective dynamics along given reaction coordinates, and reaction rate theory JF - Faraday Discussions Y1 - 2016 U6 - https://doi.org/10.1039/C6FD00147E IS - 195 SP - 365 EP - 394 ER - TY - JOUR A1 - Hartmann, Carsten A1 - Richter, Lorenz A1 - Schütte, Christof A1 - Zhang, Wei T1 - Variational characterization of free energy: theory and algorithms JF - Entropy Y1 - 2017 U6 - https://doi.org/10.3390/e19110626 VL - 19 IS - 11 ER - TY - JOUR A1 - Zimper, Sebastian A1 - Djurdjevac, Ana A1 - Hartmann, Carsten A1 - Schütte, Christof A1 - Conrad, Natasa Djurdjevac T1 - Mean-field optimal control with stochastic leaders N2 - We consider interacting agent systems with a large number of stochastic agents (or particles) influenced by a fixed number of external stochastic lead agents. Such examples arise, for example in models of opinion dynamics, where a small number of leaders (influencers) can steer the behaviour of a large population of followers. In this context, we study a partial mean-field limit where the number of followers tends to infinity, while the number of leaders stays constant. The partial mean-field limit dynamics is then given by a McKean-Vlasov stochastic differential equation (SDE) for the followers, coupled to a controlled Itô-SDE governing the dynamics of the lead agents. For a given cost functional that the lead agents seek to minimise, we show that the unique optimal control of the finite agent system convergences to the optimal control of the limiting system. This establishes that the low-dimensional control of the partial (mean-field) system provides an effective approximation for controlling the high-dimensional finite agent system. In addition, we propose a stochastic gradient descent algorithm that can efficiently approximate the mean-field control. Our theoretical results are illustrated on opinion dynamics model with lead agents, where the control objective is to drive the followers to reach consensus in finite time. Y1 - 2025 ER - TY - JOUR A1 - Hartmann, Carsten A1 - Jöster, Annika A1 - Schütte, Christof A1 - Sikorski, Alexander A1 - Weber, Marcus T1 - Importance sampling of unbounded random stopping times: computing committor functions and exit rates without reweighting N2 - Rare events in molecular dynamics are often related to noise-induced transitions between different macroscopic states (e.g., in protein folding). A common feature of these rare transitions is that they happen on timescales that are on average exponentially long compared to the characteristic timescale of the system, with waiting time distributions that have (sub)exponential tails and infinite support. As a result, sampling such rare events can lead to trajectories that can be become arbitrarily long, with not too low probability, which makes the reweighting of such trajectories a real challenge. Here, we discuss rare event simulation by importance sampling from a variational perspective, with a focus on applications in molecular dynamics, in particular the computation of committor functions. The idea is to design importance sampling schemes that (a) reduce the variance of a rare event estimator while controlling the average length of the trajectories and (b) that do not require the reweighting of possibly very long trajectories. In doing so, we study different stochastic control formulations for committor and mean first exit times, which we compare both from a theoretical and a computational point of view, including numerical studies of some benchmark examples. Y1 - 2026 ER -