TY - JOUR A1 - Niemann, Jan-Hendrik A1 - Winkelmann, Stefanie A1 - Wolf, Sarah A1 - Schütte, Christof T1 - Agent-based modeling: Population limits and large timescales JF - Chaos: An Interdisciplinary Journal of Nonlinear Science N2 - Modeling, simulation and analysis of interacting agent systems is a broad field of research, with existing approaches reaching from informal descriptions of interaction dynamics to more formal, mathematical models. In this paper, we study agent-based models (ABMs) given as continuous-time stochastic processes and their pathwise approximation by ordinary and stochastic differential equations (ODEs and SDEs, respectively) for medium to large populations. By means of an appropriately adapted transfer operator approach we study the behavior of the ABM process on long time scales. We show that, under certain conditions, the transfer operator approach allows to bridge the gap between the pathwise results for large populations on finite timescales, i.e., the SDE limit model, and approaches built to study dynamical behavior on long time scales like large deviation theory. The latter provides a rigorous analysis of rare events including the associated asymptotic rates on timescales that scale exponentially with the population size. We demonstrate that it is possible to reveal metastable structures and timescales of rare events of the ABM process by finite-length trajectories of the SDE process for large enough populations. This approach has the potential to drastically reduce computational effort for the analysis of ABMs. Y1 - 2021 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-77309 SN - 1438-0064 VL - 31 IS - 3 ER - TY - JOUR A1 - Kostre, Margarita A1 - Schütte, Christof A1 - Noé, Frank A1 - del Razo Sarmina, Mauricio T1 - Coupling Particle-Based Reaction-Diffusion Simulations with Reservoirs Mediated by Reaction-Diffusion PDEs JF - Multiscale Modeling & Simulation N2 - Open biochemical systems of interacting molecules are ubiquitous in life-related processes. However, established computational methodologies, like molecular dynamics, are still mostly constrained to closed systems and timescales too small to be relevant for life processes. Alternatively, particle-based reaction-diffusion models are currently the most accurate and computationally feasible approach at these scales. Their efficiency lies in modeling entire molecules as particles that can diffuse and interact with each other. In this work, we develop modeling and numerical schemes for particle-based reaction-diffusion in an open setting, where the reservoirs are mediated by reaction-diffusion PDEs. We derive two important theoretical results. The first one is the mean-field for open systems of diffusing particles; the second one is the mean-field for a particle-based reaction-diffusion system with second-order reactions. We employ these two results to develop a numerical scheme that consistently couples particle-based reaction-diffusion processes with reaction-diffusion PDEs. This allows modeling open biochemical systems in contact with reservoirs that are time-dependent and spatially inhomogeneous, as in many relevant real-world applications. Y1 - 2021 U6 - https://doi.org/10.1137/20M1352739 VL - 19 IS - 4 SP - 1659 EP - 1683 PB - Society for Industrial and Applied Mathematics ER - TY - GEN A1 - Bittracher, Andreas A1 - Schütte, Christof T1 - A probabilistic algorithm for aggregating vastly undersampled large Markov chains N2 - Model reduction of large Markov chains is an essential step in a wide array of techniques for understanding complex systems and for efficiently learning structures from high-dimensional data. We present a novel aggregation algorithm for compressing such chains that exploits a specific low-rank structure in the transition matrix which, e.g., is present in metastable systems, among others. It enables the recovery of the aggregates from a vastly undersampled transition matrix which in practical applications may gain a speedup of several orders of mag- nitude over methods that require the full transition matrix. Moreover, we show that the new technique is robust under perturbation of the transition matrix. The practical applicability of the new method is demonstrated by identifying a reduced model for the large-scale traffic flow patterns from real-world taxi trip data. T3 - ZIB-Report - 20-21 Y1 - 2020 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-78688 UR - https://opus4.kobv.de/opus4-zib/frontdoor/index/index/docId/7587 SN - 1438-0064 ER - TY - JOUR A1 - Boltz, Horst-Holger A1 - Sirbu, Alexei A1 - Stelzer, Nina A1 - Lohse, Martin J. A1 - Schütte, Christof A1 - Annibale, Paolo T1 - Quantitative spectroscopy of single molecule interaction times JF - Optic Letters N2 - Single molecule fluorescence tracking provides information at nanometer-scale and millisecond-temporal resolution about the dynamics and interaction of individual molecules in a biological environment. While the dynamic behavior of isolated molecules can be characterized well, the quantitative insight is more limited when interactions between two indistinguishable molecules occur. We address this aspect by developing a theoretical foundation for a spectroscopy of interaction times, i.e., the inference of interaction from imaging data. A non-trivial crossover between a power law to an exponential behavior of the distribution of the interaction times is highlighted, together with the dependence of the exponential term upon the microscopic reaction affinity. Our approach is validated with simulated and experimental datasets. Y1 - 2021 U6 - https://doi.org/10.1364/OL.413030 VL - 46 IS - 7 SP - 1538 EP - 1541 ER - TY - GEN A1 - Sunkara, Vikram A1 - Raharinirina, N. Alexia A1 - Peppert, Felix A1 - von Kleist, Max A1 - Schütte, Christof T1 - Inferring Gene Regulatory Networks from Single Cell RNA-seq Temporal Snapshot Data Requires Higher Order Moments N2 - Due to the increase in accessibility and robustness of sequencing technology, single cell RNA-seq (scRNA-seq) data has become abundant. The technology has made significant contributions to discovering novel phenotypes and heterogeneities of cells. Recently, there has been a push for using single-- or multiple scRNA-seq snapshots to infer the underlying gene regulatory networks (GRNs) steering the cells' biological functions. To date, this aspiration remains unrealised. In this paper, we took a bottom-up approach and curated a stochastic two gene interaction model capturing the dynamics of a complete system of genes, mRNAs, and proteins. In the model, the regulation was placed upstream from the mRNA on the gene level. We then inferred the underlying regulatory interactions from only the observation of the mRNA population through~time. We could detect signatures of the regulation by combining information of the mean, covariance, and the skewness of the mRNA counts through time. We also saw that reordering the observations using pseudo-time did not conserve the covariance and skewness of the true time course. The underlying GRN could be captured consistently when we fitted the moments up to degree three; however, this required a computationally expensive non-linear least squares minimisation solver. There are still major numerical challenges to overcome for inference of GRNs from scRNA-seq data. These challenges entail finding informative summary statistics of the data which capture the critical regulatory information. Furthermore, the statistics have to evolve linearly or piece-wise linearly through time to achieve computational feasibility and scalability. T3 - ZIB-Report - 20-25 Y1 - 2020 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-79664 SN - 1438-0064 ER - TY - GEN A1 - Ray, Sourav A1 - Sunkara, Vikram A1 - Schütte, Christof A1 - Weber, Marcus T1 - How to calculate pH-dependent binding rates for receptor-ligand systems based on thermodynamic simulations with different binding motifs N2 - Molecular simulations of ligand-receptor interactions are a computational challenge, especially when their association- (``on''-rate) and dissociation- (``off''-rate) mechanisms are working on vastly differing timescales. In addition, the timescale of the simulations themselves is, in practice, orders of magnitudes smaller than that of the mechanisms; which further adds to the complexity of observing these mechanisms, and of drawing meaningful and significant biological insights from the simulation. One way of tackling this multiscale problem is to compute the free-energy landscapes, where molecular dynamics (MD) trajectories are used to only produce certain statistical ensembles. The approach allows for deriving the transition rates between energy states as a function of the height of the activation-energy barriers. In this article, we derive the association rates of the opioids fentanyl and N-(3-fluoro-1-phenethylpiperidin-4-yl)- N-phenyl propionamide (NFEPP) in a $\mu$-opioid receptor by combining the free-energy landscape approach with the square-root-approximation method (SQRA), which is a particularly robust version of Markov modelling. The novelty of this work is that we derive the association rates as a function of the pH level using only an ensemble of MD simulations. We also verify our MD-derived insights by reproducing the in vitro study performed by the Stein Lab, who investigated the influence of pH on the inhibitory constant of fentanyl and NFEPP (Spahn et al. 2017). MD simulations are far more accessible and cost-effective than in vitro and in vivo studies. Especially in the context of the current opioid crisis, MD simulations can aid in unravelling molecular functionality and assist in clinical decision-making; the approaches presented in this paper are a pertinent step forward in this direction. T3 - ZIB-Report - 20-18 KW - Opioid, Ligand-Receptor Interaction, Binding Kinetics, Molecular Dynamics, Metadynamics, SQRA Y1 - 2020 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-78437 SN - 1438-0064 ER - TY - JOUR A1 - Ray, Sourav A1 - Sunkara, Vikram A1 - Schütte, Christof A1 - Weber, Marcus T1 - How to calculate pH-dependent binding rates for receptor-ligand systems based on thermodynamic simulations with different binding motifs JF - Molecular Simulation N2 - Molecular simulations of ligand–receptor interactions are a computational challenge, especially when their association- (‘on’-rate) and dissociation- (‘off’-rate) mechanisms are working on vastly differing timescales. One way of tackling this multiscale problem is to compute the free-energy landscapes, where molecular dynamics (MD) trajectories are used to only produce certain statistical ensembles. The approach allows for deriving the transition rates between energy states as a function of the height of the activation-energy barriers. In this article, we derive the association rates of the opioids fentanyl and N-(3-fluoro-1-phenethylpiperidin-4-yl)-N-phenyl propionamide (NFEPP) in a μ-opioid receptor by combining the free-energy landscape approach with the square-root-approximation method (SQRA), which is a particularly robust version of Markov modelling. The novelty of this work is that we derive the association rates as a function of the pH level using only an ensemble of MD simulations. We also verify our MD-derived insights by reproducing the in vitro study performed by the Stein Lab. Y1 - 2020 U6 - https://doi.org/10.1080/08927022.2020.1839660 VL - 46 IS - 18 SP - 1443 EP - 1452 PB - Taylor and Francis ER - TY - JOUR A1 - Wulkow, Niklas A1 - Koltai, Péter A1 - Schütte, Christof T1 - Memory-Based Reduced Modelling and Data-Based Estimation of Opinion Spreading JF - Journal of Nonlinear Science N2 - We investigate opinion dynamics based on an agent-based model and are interested in predicting the evolution of the percentages of the entire agent population that share an opinion. Since these opinion percentages can be seen as an aggregated observation of the full system state, the individual opinions of each agent, we view this in the framework of the Mori–Zwanzig projection formalism. More specifically, we show how to estimate a nonlinear autoregressive model (NAR) with memory from data given by a time series of opinion percentages, and discuss its prediction capacities for various specific topologies of the agent interaction network. We demonstrate that the inclusion of memory terms significantly improves the prediction quality on examples with different network topologies. Y1 - 2021 U6 - https://doi.org/10.1007/s00332-020-09673-2 VL - 31 ER - TY - JOUR A1 - Bittracher, Andreas A1 - Koltai, Péter A1 - Klus, Stefan A1 - Banisch, Ralf A1 - Dellnitz, Michael A1 - Schütte, Christof T1 - Transition manifolds of complex metastable systems: Theory and data-driven computation of effective dynamics JF - Jounal of Nonlinear Science N2 - We consider complex dynamical systems showing metastable behavior but no local separation of fast and slow time scales. The article raises the question of whether such systems exhibit a low-dimensional manifold supporting its effective dynamics. For answering this question, we aim at finding nonlinear coordinates, called reaction coordinates, such that the projection of the dynamics onto these coordinates preserves the dominant time scales of the dynamics. We show that, based on a specific reducibility property, the existence of good low-dimensional reaction coordinates preserving the dominant time scales is guaranteed. Based on this theoretical framework, we develop and test a novel numerical approach for computing good reaction coordinates. The proposed algorithmic approach is fully local and thus not prone to the curse of dimension with respect to the state space of the dynamics. Hence, it is a promising method for data-based model reduction of complex dynamical systems such as molecular dynamics. Y1 - 2018 U6 - https://doi.org/10.1007/s00332-017-9415-0 VL - 28 IS - 2 SP - 471 EP - 512 ER - TY - JOUR A1 - Koltai, Peter A1 - Wu, Hao A1 - Noé, Frank A1 - Schütte, Christof T1 - Optimal data-driven estimation of generalized Markov state models for non-equilibrium dynamics JF - Computation Y1 - 2018 U6 - https://doi.org/10.3390/computation6010022 VL - 6 IS - 1 PB - MDPI CY - Basel, Switzerland ER - TY - JOUR A1 - Dibak, Manuel A1 - del Razo, Mauricio J. A1 - de Sancho, David A1 - Schütte, Christof A1 - Noé, Frank T1 - MSM/RD: Coupling Markov state models of molecular kinetics with reaction-diffusion simulations JF - Journal of Chemical Physics N2 - Molecular dynamics (MD) simulations can model the interactions between macromolecules with high spatiotemporal resolution but at a high computational cost. By combining high-throughput MD with Markov state models (MSMs), it is now possible to obtain long time-scale behavior of small to intermediate biomolecules and complexes. To model the interactions of many molecules at large length scales, particle-based reaction-diffusion (RD) simulations are more suitable but lack molecular detail. Thus, coupling MSMs and RD simulations (MSM/RD) would be highly desirable, as they could efficiently produce simulations at large time and length scales, while still conserving the characteristic features of the interactions observed at atomic detail. While such a coupling seems straightforward, fundamental questions are still open: Which definition of MSM states is suitable? Which protocol to merge and split RD particles in an association/dissociation reaction will conserve the correct bimolecular kinetics and thermodynamics? In this paper, we make the first step toward MSM/RD by laying out a general theory of coupling and proposing a first implementation for association/dissociation of a protein with a small ligand (A + B ⇌ C). Applications on a toy model and CO diffusion into the heme cavity of myoglobin are reported. Y1 - 2018 U6 - https://doi.org/10.1063/1.5020294 VL - 148 IS - 21 ER - TY - JOUR A1 - Djurdjevac Conrad, Natasa A1 - Fuerstenau, Daniel A1 - Grabundzija, Ana A1 - Helfmann, Luzie A1 - Park, Martin A1 - Schier, Wolfram A1 - Schütt, Brigitta A1 - Schütte, Christof A1 - Weber, Marcus A1 - Wulkow, Niklas A1 - Zonker, Johannes T1 - Mathematical modeling of the spreading of innovations in the ancient world JF - eTopoi. Journal for Ancient Studies Y1 - 2018 U6 - https://doi.org/10.17171/4-7-1 SN - ISSN 2192-2608 VL - 7 ER - TY - GEN A1 - Helfmann, Luzie A1 - Djurdjevac Conrad, Natasa A1 - Djurdjevac, Ana A1 - Winkelmann, Stefanie A1 - Schütte, Christof T1 - From interacting agents to density-based modeling with stochastic PDEs N2 - Many real-world processes can naturally be modeled as systems of interacting agents. However, the long-term simulation of such agent-based models is often intractable when the system becomes too large. In this paper, starting from a stochastic spatio-temporal agent-based model (ABM), we present a reduced model in terms of stochastic PDEs that describes the evolution of agent number densities for large populations. We discuss the algorithmic details of both approaches; regarding the SPDE model, we apply Finite Element discretization in space which not only ensures efficient simulation but also serves as a regularization of the SPDE. Illustrative examples for the spreading of an innovation among agents are given and used for comparing ABM and SPDE models. T3 - ZIB-Report - 19-21 Y1 - 2019 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-73456 SN - 1438-0064 ER - TY - JOUR A1 - Helfmann, Luzie A1 - Djurdjevac Conrad, Natasa A1 - Djurdjevac, Ana A1 - Winkelmann, Stefanie A1 - Schütte, Christof T1 - From interacting agents to density-based modeling with stochastic PDEs JF - Communications in Applied Mathematics and Computational Science N2 - Many real-world processes can naturally be modeled as systems of interacting agents. However, the long-term simulation of such agent-based models is often intractable when the system becomes too large. In this paper, starting from a stochastic spatio-temporal agent-based model (ABM), we present a reduced model in terms of stochastic PDEs that describes the evolution of agent number densities for large populations. We discuss the algorithmic details of both approaches; regarding the SPDE model, we apply Finite Element discretization in space which not only ensures efficient simulation but also serves as a regularization of the SPDE. Illustrative examples for the spreading of an innovation among agents are given and used for comparing ABM and SPDE models. Y1 - 2021 U6 - https://doi.org/10.2140/camcos.2021.16.1 VL - 16 IS - 1 SP - 1 EP - 32 ER - TY - JOUR A1 - Niemann, Jan-Hendrik A1 - Klus, Stefan A1 - Schütte, Christof T1 - Data-driven model reduction of agent-based systems using the Koopman generator JF - PLOS ONE N2 - The dynamical behavior of social systems can be described by agent-based models. Although single agents follow easily explainable rules, complex time-evolving patterns emerge due to their interaction. The simulation and analysis of such agent-based models, however, is often prohibitively time-consuming if the number of agents is large. In this paper, we show how Koopman operator theory can be used to derive reduced models of agent-based systems using only simulation or real-world data. Our goal is to learn coarse-grained models and to represent the reduced dynamics by ordinary or stochastic differential equations. The new variables are, for instance, aggregated state variables of the agent-based model, modeling the collective behavior of larger groups or the entire population. Using benchmark problems with known coarse-grained models, we demonstrate that the obtained reduced systems are in good agreement with the analytical results, provided that the numbers of agents is sufficiently large. Y1 - 2021 U6 - https://doi.org/10.1371/journal.pone.0250970 VL - 16 IS - 5 ER - TY - JOUR A1 - Wulkow, Hanna A1 - Conrad, Tim A1 - Djurdjevac Conrad, Natasa A1 - Müller, Sebastian A. A1 - Nagel, Kai A1 - Schütte, Christof T1 - Prediction of Covid-19 spreading and optimal coordination of counter-measures: From microscopic to macroscopic models to Pareto fronts JF - PLOS One Y1 - 2021 U6 - https://doi.org/10.1371/journal.pone.0249676 VL - 16 IS - 4 PB - Public Library of Science ER - TY - GEN A1 - Bornemann, Folkmar A. A1 - Schütte, Christof T1 - Adaptive Accuracy Control for Microcanonical Car-Parrinello Simulations N2 - The Car-Parrinello (CP) approach to ab initio molecular dynamics serves as an approximation to time-dependent Born-Oppenheimer (BO) calculations. It replaces the explicit minimization of the energy functional by a fictitious Newtonian dynamics and therefore introduces an artificial mass parameter $\mu$ which controls the electronic motion. A recent theoretical investigation shows that the CP-error, i.e., the deviation of the CP--solution from the BO-solution {\em decreases} like $\mu^{1/2}$ asymptotically. Since the computational effort {\em increases} like $\mu^{-1/2}$, the choice of $\mu$ has to find a compromise between efficiency and accuracy. The asymptotical result is used in this paper to construct an easily implemented algorithm which automatically controls $\mu$: the parameter $\mu$ is repeatedly adapted during the simulation by choosing $\mu$ as large as possible while pushing an error measure below a user-given tolerance. The performance and reliability of the algorithm is illustrated by a typical example. T3 - ZIB-Report - SC-96-20 Y1 - 1996 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-2311 ER - TY - GEN A1 - Bornemann, Folkmar A. A1 - Schütte, Christof T1 - Homogenization of Highly Oscillatory Hamiltonian Systems N2 - The paper studies Hamiltonian systems with a strong potential forcing the solutions to oscillate on a very small time scale. In particular, we are interested in the limit situation where the size $\epsilon$ of this small time scale tends to zero but the velocity components remain oscillating with an amplitude variation of order ${\rm O}(1)$. The process of establishing an effective initial value problem for the limit positions will be called {\em homogenization} of the Hamiltonian system. This problem occurs in mechanics as the problem of realization of holonomic constraints, in plasma physics as the problem of guiding center motion, in the simulation of biomolecules as the so called smoothing problem. We suggest the systematic use of the notion of {\em weak convergence} in order to approach this problem. This methodology helps to establish unified and short proofs of the known results which throw light on the inherent structure of the problem. Moreover, we give a careful and critical review of the literature. T3 - ZIB-Report - SC-95-39 Y1 - 1995 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-2050 ER - TY - GEN A1 - Bornemann, Folkmar A. A1 - Schütte, Christof T1 - On the Singular Limit of the Quantum-Classical Molecular Dynamics Model N2 - \noindent In molecular dynamics applications there is a growing interest in so-called {\em mixed quantum-classical} models. These models describe most atoms of the molecular system by the means of classical mechanics but an important, small portion of the system by the means of quantum mechanics. A particularly extensively used model, the QCMD model, consists of a {\em singularly perturbed}\/ Schrödinger equation nonlinearly coupled to a classical Newtonian equation of motion. This paper studies the singular limit of the QCMD model for finite dimensional Hilbert spaces. The main result states that this limit is given by the time-dependent Born-Oppenheimer model of quantum theory---provided the Hamiltonian under consideration has a smooth spectral decomposition. This result is strongly related to the {\em quantum adiabatic theorem}. The proof uses the method of {\em weak convergence} by directly discussing the density matrix instead of the wave functions. This technique avoids the discussion of highly oscillatory phases. On the other hand, the limit of the QCMD model is of a different nature if the spectral decomposition of the Hamiltonian happens not to be smooth. We will present a generic example for which the limit set is not a unique trajectory of a limit dynamical system but rather a {\em funnel} consisting of infinitely many trajectories. T3 - ZIB-Report - SC-97-07 Y1 - 1997 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-2761 ER - TY - GEN A1 - Deuflhard, Peter A1 - Dellnitz, Michael A1 - Junge, Oliver A1 - Schütte, Christof T1 - Computation of Essential Molecular Dynamics by Subdivision Techniques I: Basic Concept N2 - The paper presents the concept of a new type of algorithm for the numerical computation of what the authors call the {\em essential dynamics\/} of molecular systems. Mathematically speaking, such systems are described by Hamiltonian differential equations. In the bulk of applications, individual trajectories are of no specific interest. Rather, time averages of physical observables or relaxation times of conformational changes need to be actually computed. In the language of dynamical systems, such information is contained in the natural invariant measure (infinite relaxation time) or in almost invariant sets ("large" finite relaxation times). The paper suggests the direct computation of these objects via eigenmodes of the associated Frobenius-Perron operator by means of a multilevel subdivision algorithm. The advocated approach is different to both Monte-Carlo techniques on the one hand and long term trajectory simulation on the other hand: in our setup long term trajectories are replaced by short term sub-trajectories, Monte-Carlo techniques are just structurally connected via the underlying Frobenius-Perron theory. Numerical experiments with a first version of our suggested algorithm are included to illustrate certain distinguishing properties. A more advanced version of the algorithm will be presented in a second part of this paper. T3 - ZIB-Report - SC-96-45 Y1 - 1996 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-2553 ER - TY - GEN A1 - Nettesheim, Peter A1 - Huisinga, Wilhelm A1 - Schütte, Christof T1 - Chebyshev-Approximation for Wavepacket-Dynamics: better than expected N2 - The aim of this work is to study the accuracy and stability of the Chebyshev--approximation method as a time--discretization for wavepacket dynamics. For this frequently used discretization we introduce estimates of the approximation and round--off error. These estimates mathematically confirm the stability of the Chebyshev--approximation with respect to round--off errors, especially for very large stepsizes. But the results also disclose threads to the stability due to large spatial dimensions. All theoretical statements are illustrated by numerical simulations of an analytically solvable example, the harmonic quantum oszillator. T3 - ZIB-Report - SC-96-47 Y1 - 1996 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-2575 ER - TY - GEN A1 - Bornemann, Folkmar A. A1 - Schütte, Christof T1 - A Mathematical Investigation of the Car-Parrinello Method N2 - The Car-Parrinello method for ab-initio molecular dynamics avoids the explicit minimization of energy functionals given by functional density theory in the context of the quantum adiabatic approximation (time-dependent Born-Oppenheimer approximation). Instead, it introduces a fictitious classical dynamics for the electronic orbitals. For many realistic systems this concept allowed first-principle computer simulations for the first time. In this paper we study the {\em quantitative} influence of the involved parameter $\mu$, the fictitious electronic mass of the method. In particular, we prove by use of a carefully chosen two-time-scale asymptotics that the deviation of the Car-Parrinello method from the adiabatic model is of order ${\rm O}(\mu^{1/2})$ --- provided one starts in the ground state of the electronic system and the electronic excitation spectrum satisfies a certain non-degeneracy condition. Analyzing a two-level model problem we prove that our result cannot be improved in general. Finally, we show how to use the gained quantitative insight for an automatic control of the unphysical ``fake'' kinetic energy of the method. T3 - ZIB-Report - SC-96-19 Y1 - 1996 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-2302 ER - TY - GEN A1 - Schütte, Christof A1 - Bornemann, Folkmar A. T1 - Homogenization Approach to Smoothed Molecular Dynamics N2 - {\footnotesize In classical Molecular Dynamics a molecular system is modelled by classical Hamiltonian equations of motion. The potential part of the corresponding energy function of the system includes contributions of several types of atomic interaction. Among these, some interactions represent the bond structure of the molecule. Particularly these interactions lead to extremely stiff potentials which force the solution of the equations of motion to oscillate on a very small time scale. There is a strong need for eliminating the smallest time scales because they are a severe restriction for numerical long-term simulations of macromolecules. This leads to the idea of just freezing the high frequency degrees of freedom (bond stretching and bond angles) via increasing the stiffness of the strong part of the potential to infinity. However, the naive way of doing this via holonomic constraints mistakenly ignores the energy contribution of the fast oscillations. The paper presents a mathematically rigorous discussion of the limit situation of infinite stiffness. It is demonstrated that the average of the limit solution indeed obeys a constrained Hamiltonian system but with a {\em corrected soft potential}. An explicit formula for the additive potential correction is given via a careful inspection of the limit energy of the fast oscillations. Unfortunately, the theory is valid only as long as the system does not run into certain resonances of the fast motions. Behind those resonances, there is no unique limit solution but a kind of choatic scenario for which the notion ``Takens chaos'' was coined. For demonstrating the relevance of this observation for MD, the theory is applied to a realistic, but still simple system: a single butan molecule. The appearance of ``Takens chaos'' in smoothed MD is illustrated and the consequences are discussed.} T3 - ZIB-Report - SC-96-31 Y1 - 1996 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-2410 ER - TY - GEN A1 - Bornemann, Folkmar A. A1 - Nettesheim, Peter A1 - Schütte, Christof T1 - Quantum-Classical Molecular Dynamics as an Approximation to Full Quantum Dynamics N2 - This paper presents a mathematical derivation of a model for quantum-classical molecular dynamics (QCMD) as a {\em partial} classical limit of the full Schrödinger equation. This limit is achieved in two steps: separation of the full wavefunction and short wave asymptotics for its ``classical'' part. Both steps can be rigorously justified under certain smallness assumptions. Moreover, the results imply that neither the time-dependent self-consistent field method nor mixed quantum-semi-classical models lead to better approximations than QCMD since they depend on the separation step, too. On the other hand, the theory leads to a characterization of the critical situations in which the models are in danger of largely deviating from the solution of the full Schrödinger equation. These critical situations are exemplified in an illustrative numerical simulation: the collinear collision of an Argon atom with a harmonic quantum oscillator. T3 - ZIB-Report - SC-95-26 Y1 - 1995 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-1922 ER - TY - GEN A1 - Bornemann, Folkmar A. A1 - Schütte, Christof T1 - A Mathematical Approach to Smoothed Molecular Dynamics: Correcting Potentials for Freezing Bond Angles N2 - The interaction potential of molecular systems which are typically used in molecular dynamics can be split into two parts of essentially different stiffness. The strong part of the potential forces the solution of the equations of motion to oscillate on a very small time scale. There is a strong need for eliminating the smallest time scales because they are a severe restriction for numerical long-term simulations of macromolecules. This leads to the idea of just freezing the high frequency degrees of freedom (bond stretching and bond angles). However, the naive way of doing this via holonomic constraints is bound to produce incorrect results. The paper presents a mathematically rigorous discussion of the limit situation in which the stiffness of the strong part of the potential is increased to infinity. It is demonstrated that the average of the limit solution indeed obeys a constrained Hamiltonian system but with a {\em corrected soft potential}. An explicit formula for the additive potential correction is given and its significant contribution is demonstrated in an illustrative example. It appears that this correcting potential is definitely not identical with the Fixman-potential as was repeatedly assumed in the literature. T3 - ZIB-Report - SC-95-30 Y1 - 1995 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-1960 ER - TY - GEN A1 - Schütte, Christof A1 - Dinand, Manfred A1 - Zumbusch, Gerhard A1 - Brinkmann, Ralf T1 - Dynamics of Erbium-doped Waveguide Lasers: Modelling, Reliable Simulation, and Comparison with Experiments N2 - A theoretical investigation of the dynamic properties of integrated optical Er--doped waveguide lasers is presented. It includes the construction of a physical model and of numerical techniques which allow reliable simulations of the dynamical behaviour of the laser signal depending on essential parameters of the laser device and on its external, time--dependent pump radiation. Therefore, a physical theory is developed which describes the propagation of light and its interaction with the active substrate in the laser cavity. This is realized in two steps. First, a {\em fundamental model} based on Maxwell's equations and on rate equations for the transitions in the active medium is constructed. Since this turns out to prohibit reliable simulations, it is, in a second step, reformulated via averaging in time and space which suppresses the fluctuations on the fastest time scales but represents them correctly. For this {\em reduced model} reliable and efficient simulation techniques using adaptive control schemes are designed and implemented. We apply the linear--implicit Euler discretization with extrapolation in time and a multilevel quadrature scheme in space. Finally, the model is justified in comparison with experimental observations in four cases of technological relevance. T3 - ZIB-Report - SC-95-19 Y1 - 1995 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-1856 ER - TY - GEN A1 - Schütte, Christof T1 - Smoothed Molecular Dynamics for Thermally Embedded Systems N2 - This paper makes use of statistical mechanics in order to construct effective potentials for Molecular Dynamics for systems with nonstationary thermal embedding. The usual approach requires the computation of a statistical ensemble of trajectories. In the context of the new model the evaluation of only one single trajectory is sufficient for the determination of all interesting quantities, which leads to an enormous reduction of computational effort. This single trajectory is the solution to a corrected Hamiltonian system with a new potential $\tilde{V}$. It turns out that $\tilde{V}$ can be defined as spatial average of the original potential $V$. Therefore, the Hamiltonian dynamics defined by $\tilde{V}$ is smoother than that effected by $V$, i.e. a numerical integration of its evolution in time allows larger stepsizes. Thus, the presented approach introduces a Molecular Dynamics with smoothed trajectories originating from spatial averaging. This is deeply connected to time--averaging in Molecular Dynamics. These two types of {\em smoothed Molecular Dynamics} share advantages (gain in efficiency, reduction of error amplification, increased stability) and problems (necessity of closing relations and adaptive control schemes) which will be explained in detail. T3 - ZIB-Report - SC-95-14 Y1 - 1995 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-1809 ER - TY - GEN A1 - Schütte, Christof T1 - A quasiresonant smoothing algorithm for the fast analysis of selective vibrational excitation. N2 - One key problem in modern chemistry is the simulation of the dynamical reaction of a molecule subjected to external radiation. This is described by the Schrödinger equation, which, after eigenfunction expansion, can be written in form of a system of ordinary differential equations, whose solutions show a highly oscillatory behaviour. The oscillations with high frequencies and small amplitudes confine the stepsizes of any numerical integrator -- an effect, which, in turn, blows up the simulation time. Larger stepsizes can be expected by averaging these fast oscillations, thus smoothing the trajectories. This idea leads to the construction of a quasiresonant smoothing algorithm (QRS). In QRS, a natural and computationally available splitting parameter $\delta$ controls the smoothing properties. The performance of QRS is demonstrated in two applications treating the selective excitation of vibrational states by picosecond laser pulses. In comparison with standard methods a speedup factor of 60--100 is observed. A closer look to purely physically motivated quasiresonant approximations such as WFQRA shows some additional advantages of the above smoothing idea. Among these the possibility of an adaptive formulation of QRS via the parameter $\delta$ is of particular importance. T3 - ZIB-Report - SC-93-10 Y1 - 1993 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-1066 ER - TY - GEN A1 - Schütte, Christof A1 - Hohmann, Andreas A1 - Dinand, Manfred T1 - Numerical Simulation of Relaxation Oscillations of Waveguide-Lasers. N2 - An analysis of relaxation oscillations in local Er-doped optically pumped lasers is reported. It is based on a time dependent rate equation model for a quasi-two-level-system with wavelength dependent emission- and absorption cross-sections. For the first time a numerically reliable simulation of the characteristic laser behaviour was possible: the onset and decay of the oscillations, the time-dependent repetition period and the steady state signal output power. The characteristic waveguide parameters, as the erbium-concentration profile, the polarization dependent pump- and signal mode intensity profiles, the scattering losses, the cavity length and the front and rear reflectivities were all taken into account. The basic formulas are general and can also be used for Er-doped fiber lasers. Mathematically the problem can be characterized as a large boundary value problem, which can approximately be replaced by a stiff initial value problem of ordinary differential equations. The used algorithmic replacement procedure is motivated and discussed in detail. Here, pump- and signal evolution versus time are presented for an planar Er-diffused $\rm Ti$:$\rm LiNbO_{3}$ waveguide laser. The numerically obtained results show a nearly quantitative agreement with experimental investigations. Simultanously they supply knowledge about non-measureable (space-dependent population dynamic of the Er-atoms) and till today not measured data (dynamical response of the laser by a sharp peak in the external pump). T3 - ZIB-Report - SC-93-14 Y1 - 1993 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-1106 ER - TY - GEN A1 - Schütte, Christof A1 - Wulkow, Michael T1 - Quantum Theory with Discrete Spectra and Countable Systems of Differential Equations - A Numerical Treatment of RamanSpectroscopy. N2 - Models for occupation dynamics in discrete quantum systems lead to large or even infinite systems of ordinary differential equations. Some new mathematical techniques, developed for the simulation of chemical processes, make a numerical solution of countable systems of ordinary differential equations possible. Both, a basic physical concept for the construction of such systems and the structure of the numerical tools for solving them are presented. These conceptual aspects are illustrated by a simulation of an occupation process from spectroscopy. In this example the structures of rotation spectra observed in infrared spectroscopy are explained and some possibilities for an extension of the model are shown. T3 - ZIB-Report - SC-92-07 Y1 - 1992 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-778 ER - TY - GEN A1 - Schütte, Christof A1 - Nettesheim, Peter T1 - Non-Adiabatic Effects in Quantum-Classical Molecular Dynamics N2 - In molecular dynamics applications there is a growing interest in mixed quantum-classical models. The article is concerned with the so-called QCMD model. This model describes most atoms of the molecular system by the means of classical mechanics but an important, small portion of the system by the means of a wavefunction. We review the conditions under which the QCMD model is known to approximate the full quantum dynamical evolution of the system. In most quantum-classical simulations the {\em Born-Oppenheimer model} (BO) is used. In this model, the wavefunction is adiabatically coupled to the classical motion which leads to serious approximation deficiencies with respect to non-adiabatic effects in the fully quantum dynamical description of the system. In contrast to the BO model, the QCMD model does include non-adiabatic processes, e.g., transitions between the energy levels of the quantum system. It is demonstrated that, in mildly non-adiabatic scenarios, so-called {\em surface hopping} extensions of QCMD simulations yield good approximations of the non-adiabatic effects in full quantum dynamics. The algorithmic strategy of such extensions of QCMD is explained and the crucial steps of its realization are discussed with special emphasis on the numerical problems caused by highly oscillatory phase effects. T3 - ZIB-Report - SC-98-38 KW - quantum-classical molecular dynamics KW - non-adiabatic processes KW - Schrödinger equation KW - highly oscillatory phase KW - adiabatic limit KW - quantum adiabati Y1 - 1998 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-3817 ER - TY - GEN A1 - Schütte, Christof A1 - Fischer, Alexander A1 - Huisinga, Wilhelm A1 - Deuflhard, Peter T1 - A Direct Approach to Conformational Dynamics based on Hybrid Monte Carlo N2 - Recently, a novel concept for the computation of essential features of the dynamics of Hamiltonian systems (such as molecular dynamics) has been proposed. The realization of this concept had been based on subdivision techniques applied to the Frobenius--Perron operator for the dynamical system. The present paper suggests an alternative but related concept that merges the conceptual advantages of the dynamical systems approach with the appropriate statistical physics framework. This approach allows to define the phrase ``conformation'' in terms of the dynamical behavior of the molecular system and to characterize the dynamical stability of conformations. In a first step, the frequency of conformational changes is characterized in statistical terms leading to the definition of some Markov operator $T$ that describes the corresponding transition probabilities within the canonical ensemble. In a second step, a discretization of $T$ via specific hybrid Monte Carlo techniques is shown to lead to a stochastic matrix $P$. With these theoretical preparations, an identification algorithm for conformations is applicable. It is demonstrated that the discretization of $T$ can be restricted to few essential degrees of freedom so that the combinatorial explosion of discretization boxes is prevented and biomolecular systems can be attacked. Numerical results for the n-pentane molecule and the triribonucleotide adenylyl\emph{(3'-5')}cytidylyl\emph{(3'-5')}cytidin are given and interpreted. T3 - ZIB-Report - SC-98-45 KW - conformation KW - conformational dynamics KW - hybrid Monte Carlo KW - reweighting KW - essential degrees of freedom KW - transition probabilities KW - Markov operator Y1 - 1999 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-3889 ER - TY - GEN A1 - Nettesheim, Peter A1 - Schütte, Christof T1 - Numerical Integrators for Quantum-Classical Molecular Dynamics N2 - It was revealed that the QCMD model is of canonical Hamiltonian form with symplectic structure, which implies the conservation of energy. An efficient and reliable integrator for transfering these properties to the discrete solution is the symplectic and explicit {\sc Pickaback} algorithm. The only drawback of this kind of integrator is the small stepsize in time induced by the splitting techniques used to discretize the quantum evolution operator. Recent investigations concerning Krylov iteration techniques result in alternative approaches which overcome this difficulty for a wide range of problems. By using iterative methods in the evaluation of the quantum time propagator, these techniques allow for the stepsize to adapt to the coupling between the classical and the quantum mechanical subsystem. This yields a drastic reduction of the numerical effort. The pros and cons of both approaches as well as the suitable applications are discussed in the last part. T3 - ZIB-Report - SC-97-42 Y1 - 1997 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-3111 ER - TY - GEN A1 - Schütte, Christof A1 - Bornemann, Folkmar A. T1 - Approximation Properties and Limits of the Quantum-Classical Molecular Dynamics Model N2 - In molecular dynamics applications there is a growing interest in including quantum effects for simulations of larger molecules. This paper is concerned with {\em mixed quantum-classical} models which are currently discussed: the so-called QCMD model with variants and the time-dependent Born-Oppenheimer approximation. All these models are known to approximate the full quantum dynamical evolution---under different assumptions, however. We review the meaning of these assumptions and the scope of the approximation. In particular, we characterize those typical problematic situations where a mixed model might largely deviate from the full quantum evolution. One such situation of specific interest, a non-adiabatic excitation at certain energy level crossings, can promisingly be dealt with by a modification of the QCMD model that we suggest. T3 - ZIB-Report - SC-97-41 Y1 - 1997 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-3102 ER - TY - GEN A1 - Fischer, Alexander A1 - Cordes, Frank A1 - Schütte, Christof T1 - Hybrid Monte Carlo with Adaptive Temperature in a Mixed-Canonical Ensemble: Efficient Conformational Analysis of RNA N2 - A hybrid Monte Carlo method with adaptive temperature choice is presented, which exactly generates the distribution of a mixed-canonical ensemble composed of two canonical ensembles at low and high temperature. The analysis of resulting Markov chains with the reweighting technique shows an efficient sampling of the canonical distribution at low temperature, whereas the high temperature component facilitates conformational transitions, which allows shorter simulation times. \\The algorithm was tested by comparing analytical and numerical results for the small n-butane molecule before simulations were performed for a triribonucleotide. Sampling the complex multi-minima energy landscape of these small RNA segments, we observed enforced crossing of energy barriers. T3 - ZIB-Report - SC-97-67 Y1 - 1997 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-3364 ER - TY - GEN A1 - Huisinga, Wilhelm A1 - Best, Christoph A1 - Cordes, Frank A1 - Roitzsch, Rainer A1 - Schütte, Christof T1 - From Simulation Data to Conformational Ensembles: Structure and Dynamics based Methods N2 - Statistical methods for analyzing large data sets of molecular configurations within the chemical concept of molecular conformations are described. The strategies are based on dependencies between configurations of a molecular ensemble; the article concentrates on dependencies induces by a) correlations between the molecular degrees of freedom, b) geometrical similarities of configurations, and c) dynamical relations between subsets of configurations. The statistical technique realizing aspect a) is based on an approach suggested by {\sc Amadei et al.} (Proteins, 17 (1993)). It allows to identify essential degrees of freedom of a molecular system and is extended in order to determine single configurations as representatives for the crucial features related to these essential degrees of freedom. Aspects b) and c) are based on statistical cluster methods. They lead to a decomposition of the available simulation data into {\em conformational ensembles} or {\em subsets} with the property that all configurations in one of these subsets share a common chemical property. In contrast to the restriction to single representative conformations, conformational ensembles include information about, e.g., structural flexibility or dynamical connectivity. The conceptual similarities and differences of the three approaches are discussed in detail and are illustrated by application to simulation data originating from a hybrid Monte Carlo sampling of a triribonucleotide. T3 - ZIB-Report - SC-98-36 KW - conformational ensemble KW - cluster method KW - structural and dynamical similarity KW - representative KW - conformation KW - essential degrees of freedom KW - transi Y1 - 1998 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-3797 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 - TY - GEN A1 - Deuflhard, Peter A1 - Schütte, Christof T1 - Molecular Conformation Dynamics and Computational Drug Design N2 - The paper surveys recent progress in the mathematical modelling and simulation of essential molecular dynamics. Particular emphasis is put on computational drug design wherein time scales of $msec$ up to $min$ play the dominant role. Classical long-term molecular dynamics computations, however, would run into ill-conditioned initial value problems already after time spans of only $psec=10^{-12} sec$. Therefore, in order to obtain results for times of pharmaceutical interest, a combined deterministic-stochastic model is needed. The concept advocated in this paper is the direct identification of metastable conformations together with their life times and their transition patterns. It can be interpreted as a {\em transfer operator} approach corresponding to some underlying hybrid Monte Carlo process, wherein short-term trajectories enter. Once this operator has been discretized, which is a hard problem of its own, a stochastic matrix arises. This matrix is then treated by {\em Perron cluster analysis}, a recently developed cluster analysis method involving the numerical solution of an eigenproblem for a Perron cluster of eigenvalues. In order to avoid the 'curse of dimension', the construction of appropriate boxes for the spatial discretization of the Markov operator requires careful consideration. As a biomolecular example we present a rather recent SARS protease inhibitor. T3 - ZIB-Report - 03-20 KW - conformation dynamics KW - Monte Carlo methods KW - transfer operations KW - Hamiltonian dynamics KW - Smoluchowski dynamics KW - metastable sets KW - Perron cluster an Y1 - 2003 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-7427 ER - TY - THES A1 - Schütte, Christof T1 - A Quasiresonant Smoothing Algorithm for Solving Large Highly Differential Equations from Quantum Chemistry. N2 - In Quantum Chemistry the field of Laser--Assisted Molecular Control'' has received a considerable amount of attention recently. One key problem in this new field is the simulation of the dynamical reaction of a molecule subjected to external radiation. This problem is described by the Schrödinger equation, which, after eigenfunction expansion, can be written in the form of a large system of ordinary differential equations, the solutions of which show a highly oscillatory behaviour. The oscillations with high frequencies and small amplitudes confine the stepsizes of any numerical integrator -- an effect, which, in turn, blows up the simulation time. Larger stepsizes can be expected by averaging these fast oscillations, thus smoothing the trajectories. Standard smoothing techniques (averaging, filtering) would kill the whole process and thus, lead to wrong numerical results. To avoid this unwanted effect and nevertheless speed up computations, this paper presents a quasiresonant smoothing algorithm (QRS). In QRS, a natural splitting parameter $\delta$ controls the smoothing properties. An adaptive QRS--version (AQRS) is presented which includes an error estimation scheme for choosing this parameter $\delta$ in order to meet a given accuracy requirement. In AQRS $\delta$ is permanently adapted to the solution properties for computing the chemically necessary information'' only. The performance of AQRS is demonstrated in several test problems from the field Laser--Assisted Selective Excitation of Molecules'' in which the external radiation is a picosecond laser pulse. In comparison with standard methods speedup factors of the order of $10^2$ are observed. T3 - ZIB-Report - TR-94-04 Y1 - 1994 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-5090 ER - TY - GEN A1 - Schütte, Christof A1 - Huisinga, Wilhelm T1 - On Conformational Dynamics induced by Langevin Processes N2 - The function of many important biomolecules is related to their dynamic properties and their ability to switch between different {\em conformations}, which are understood as {\em almost invariant} or {\em metastable} subsets of the positional state space of the system. Recently, the present authors and their coworkers presented a novel algorithmic scheme for the direct numerical determination of such metastable subsets and the transition probability between them. Although being different in most aspects, this method exploits the same basic idea as {\sc Dellnitz} and {\sc Junge} in their approach to almost invariance in discrete dynamical systems: the almost invariant sets are computed via certain eigenvectors of the Markov operators associated with the dynamical behavior. In the present article we analyze the application of this approach to (high--friction) Langevin models describing the dynamical behavior of molecular systems coupled to a heat bath. We will see that this can be related to theoretical results for (symmetric) semigroups of Markov operators going back to {\sc Davies}. We concentrate on a comparison of our approach in respect to random perturbations of dynamical systems. T3 - ZIB-Report - SC-99-25 KW - Smoluchowski equation KW - Fokker--Planck equation KW - semigroup of Markov operators KW - canonical ensemble KW - small noise KW - first exit time KW - half time perio Y1 - 1999 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-4130 ER - TY - GEN A1 - Schütte, Christof T1 - Partial Wigner Transforms and the Quantum--Classical Liouville Equation N2 - In molecular dynamics applications there is a growing interest in mixed quantum-classical models. The {\em quantum-classical Liouville equation} (QCL) describes most atoms of the molecular system under consideration by means of classical phase space density but an important, small portion of the system by means of quantum mechanics. The QCL is derived from the full quantum dynamical (QD) description by applying the Wigner transform to the classical part'' of the system only. We discuss the conditions under which the QCL model approximates the full QD evolution of the system. First, analysis of the asymptotic properties of the Wigner transform shows that solving the QCL yields a first order approximation of full quantum dynamics. Second, we discuss the adiabatic limit of the QCL. This discussion shows that the QCL solutions may be interpretated as classical phase space densities, at least near the adiabatic limit. Third, it is demonstrated that the QCL yields good approximations of {\em non-adiabatic quantum effects,} especially near so-called {\em avoided crossings} where most quantum-classical models fail. T3 - ZIB-Report - SC-99-10 KW - QCMD KW - quantum-classical Liouville equation KW - surface hopping KW - Wigner transform KW - asymptotic expansion KW - nonadiabatic effects Y1 - 1999 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-3983 ER - TY - GEN A1 - Schütte, Christof A1 - Huisinga, Wilhelm A1 - Deuflhard, Peter T1 - Transfer Operator Approach to Conformational Dynamics in Biomolecular Systems N2 - The article surveys the development of novel mathematical concepts and algorithmic approaches based thereon in view of their possible applicability to biomolecular design. Both a first deterministic approach, based on the Frobenius-Perron operator corresponding to the flow of the Hamiltonian dynamics, and later stochastic approaches, based on a spatial Markov operator or on Langevin dynamics, can be subsumed under the unified mathematical roof of the transfer operator approach to effective dynamics of molecular systems. The key idea of constructing specific transfer operators especially taylored for the purpose of conformational dynamics appears as the red line throughout the paper. Different steps of the algorithm are exemplified by a trinucleotide molecular system as a small representative of possible RNA drug molecules. T3 - ZIB-Report - SC-99-36 KW - Transfer operator KW - Markov process KW - Markov chain KW - molecular dynamics KW - biomolecular conformations KW - canonical ensemble KW - transition prohability KW - Ha Y1 - 1999 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-4247 ER - TY - GEN A1 - Deuflhard, Peter A1 - Huisinga, Wilhelm A1 - Fischer, Alexander A1 - Schütte, Christof T1 - Identification of Almost Invariant Aggregates in Reversible Nearly Uncoupled Markov Chains N2 - The topic of the present paper bas been motivated by a recent computational approach to identify chemical conformations and conformational changes within molecular systems. After proper discretization, the conformations show up as almost invariant aggregates in reversible nearly uncoupled Markov chains. Most of the former work on this subject treated the direct problem: given the aggregates, analyze the loose coupling in connection with the computation of the stationary distribution (aggregation/disaggregation techniques). In contrast to that the present paper focuses on the inverse problem: given the system as a whole, identify the almost invariant aggregates together with the associated transition probabilites. A rather simple and robust algorithm is suggested and illustrated by its application to the n-pentane molecule. T3 - ZIB-Report - SC-98-03 KW - essential molecular dynamics KW - nearly reducible KW - nearly completely decomposable KW - nearly uncoupled Markov chain KW - almost invariant aggregates KW - trans Y1 - 1998 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-3469 ER - TY - GEN A1 - Schütte, Christof A1 - Fischer, Alexander A1 - Huisinga, Wilhelm A1 - Deuflhard, Peter T1 - A Hybrid Monte Carlo Method for Essential Molecular Dynamics N2 - Recently, a novel concept for the computation of essential features of Hamiltonian systems (such as those arising in molecular dynamics) has been proposed. The realization of that concept was based on subdivision techniques applied to the Frobenius--Perron operator for the dynamical system. The present paper suggests an alternative but related concept based on statistical mechanics, which allows to attack realistic molecular systems. In a first step, the frequency of conformational changes is characterized in statistical terms leading to the definition of some Markov operator $T$ that describes the corresponding transition probabilities within the canonical ensemble. In a second step, a discretization of $T$ via hybrid Monte Carlo techniques (based on short term subtrajectories only) is shown to lead to a stochastic matrix $P$. With these theoretical preparations, an identification algorithm for conformations is applicable (to be presented elsewhere). Numerical results for the n-pentane molecule are given and interpreted. T3 - ZIB-Report - SC-98-04 Y1 - 1998 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-3474 ER - TY - GEN A1 - Wang, Han A1 - Hartmann, Carsten A1 - Schütte, Christof T1 - Linear response theory and optimal control for a molecular system under nonequilibrium conditions N2 - In this paper, we propose a straightforward generalization of linear response theory to systems in nonequilibrium that are subject to nonequilibrium driving. We briefly revisit the standard linear response result for equilibrium systems, where we consider Langevin dynamics as a special case, and then give an alternative derivation using a change-of-measure argument that does not rely on any stationarity or reversibility assumption. This procedure moreover easily enables us to calculate the second order correction to the linear response formula (which may or may not be useful in practice). Furthermore, we outline how the novel nonequilibirum linear response formula can be used to compute optimal controls of molecular systems for cases in which one wants to steer the system to maximize a certain target expectation value. We illustrate our approach with simple numerical examples. T3 - ZIB-Report - 13-33 KW - nonequilibrium molecular dynamics KW - linear response KW - Girsanov transformation KW - stochastic control Y1 - 2013 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-18944 ER - TY - CHAP A1 - Deuflhard, Peter A1 - Schütte, Christof ED - Hill, James ED - Moore, Ross T1 - Molecular Conformation Dynamics and Computational Drug Design T2 - Applied Mathematics Entering the 21st Century Y1 - 2004 UR - ftp://ftp.zib.de/pub/zib-publications/reports/ZR-03-20.pdf IS - 116 SP - 91 EP - 119 PB - SIAM ER - TY - GEN A1 - Deuflhard, Peter A1 - Schütte, Christof A1 - Cordes, Frank A1 - Müller-Kurth, L. T1 - Konformationsdynamik. Mathematischer Entwurf hochspezifischer Biomoleküle Y1 - 1999 PB - In: D. Hömberg (ed.), 8. Veranstaltungsreihe Forschungspolitische Dialoge in Berlin: Angewandte Mathematik - die verborgene Schlüsseltechnologie, 30. April 1999, Konrad-Zuse-Zentrum Berlin, pp. 30-34 ER - TY - CHAP A1 - Deuflhard, Peter A1 - Dellnitz, M. A1 - Junge, Oliver A1 - Schütte, Christof ED - Deuflhard, Peter T1 - Computation of essential molecular dynamics by subdivision techniques T2 - Computational molecular dynamics Y1 - 1998 VL - 4 SP - 98 EP - 115 PB - Berlin: Springer. ER - TY - JOUR A1 - Deuflhard, Peter A1 - Huisinga, Wilhelm A1 - Fischer, Alexander A1 - Schütte, Christof T1 - Identification of Almost Invariant Aggregates in Reversible Nearly Uncoupled Markov Chains JF - Lin. Alg. Appl. Y1 - 2000 VL - 315 SP - 39 EP - 59 ER - TY - GEN A1 - Horenko, Illia A1 - Schmidt-Ehrenberg, Johannes A1 - Schütte, Christof T1 - Set-oriented dimension reduction: Localizing principal component analysis via hidden Markov models T2 - Computational Life Sciences II Y1 - 2006 VL - 4216 SP - 98 EP - 115 PB - Springer ER - TY - GEN A1 - Willenbockel, Christian Tobias A1 - Schütte, Christof T1 - A Variational Bayesian Algorithm for Clustering of Large and Complex Networks N2 - We propose the Blockloading algorithm for the clustering of large and complex graphs with tens of thousands of vertices according to a Stochastic Block Model (SBM). Blockloading is based on generalized Variational Bayesian EM (VBEM) schemes and works for weighted and unweighted graphs. Existing Variational (Bayesian) EM methods have to consider each possible number of clusters sepa- rately to determine the optimal number of clusters and are prone to converge to local optima making multiple restarts necessary. These factors impose a severe restriction on the size and complexity of graphs these methods can handle. In con- trast, the Blockloading algorithm restricts restarts to subnetworks in a way that provides error correction of an existing cluster assignment. The number of clusters need not be specified in advance because Blockloading will return it as a result. We show that Blockloading outperforms all other variational methods regarding reliability of the results and computational efficiency. T3 - ZIB-Report - 15-25 KW - Clustering KW - Variational Bayes EM KW - Model Selection, KW - Stochastic Block Model KW - Networks KW - unsupervised classification Y1 - 2015 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-54588 SN - 1438-0064 ER - TY - JOUR A1 - Banisch, Ralf A1 - Djurdjevac Conrad, Natasa A1 - Schütte, Christof T1 - Reactive flows and unproductive cycles for random walks on complex networks JF - The European Physical Journal Special Topics, vol. 224, iss. 12 (2015) pp. 2369-2387 Y1 - 2015 U6 - https://doi.org/10.1140/epjst/e2015-02417-8 ER - TY - GEN A1 - Djurdjevac Conrad, Natasa A1 - Weber, Marcus A1 - Schütte, Christof T1 - Finding dominant structures of nonreversible Markov processes N2 - Finding metastable sets as dominant structures of Markov processes has been shown to be especially useful in modeling interesting slow dynamics of various real world complex processes. Furthermore, coarse graining of such processes based on their dominant structures leads to better understanding and dimension reduction of observed systems. However, in many cases, e.g. for nonreversible Markov processes, dominant structures are often not formed by metastable sets but by important cycles or mixture of both. This paper aims at understanding and identifying these different types of dominant structures for reversible as well as nonreversible ergodic Markov processes. Our algorithmic approach generalizes spectral based methods for reversible process by using Schur decomposition techniques which can tackle also nonreversible cases. We illustrate the mathematical construction of our new approach by numerical experiments. T3 - ZIB-Report - 15-40 KW - nonreversible Markov processes KW - metastable sets KW - cycle decomposition KW - Schur decomposition Y1 - 2015 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-55739 SN - 1438-0064 ER - TY - GEN A1 - Gelß, Patrick A1 - Matera, Sebastian A1 - Schütte, Christof T1 - Solving the master equation without kinetic Monte Carlo: tensor train approximations for a CO oxidation model N2 - In multiscale models of heterogeneous catalysis, one crucial point is the solution of a Markovian master equation describing the stochastic reaction kinetics. This usually is too high-dimensional to be solved with standard numerical techniques and one has to rely on sampling approaches based on the kinetic Monte Carlo method. In this study we break the curse of dimensionality for the direct solution of the Markovian master equation by exploiting the Tensor Train Format for this purpose. The performance of the approach is demonstrated on a first principles based, reduced model for the CO oxidation on the RuO_2(110) surface. We investigate the complexity for increasing system size and for various reaction conditions. The advantage over the stochastic simulation approach is illustrated by a problem with increased stiffness. T3 - ZIB-Report - 15-41 KW - heterogeneous catalysis KW - master equation KW - kinetic Monte Carlo KW - tensor decompositions KW - tensor train format KW - alternating linear scheme Y1 - 2015 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-55743 SN - 1438-0064 ER - TY - GEN A1 - Enciso, Marta A1 - Schütte, Christof A1 - Delle Site, Luigi T1 - Influence of pH and sequence in peptide aggregation via molecular simulation N2 - We employ a recently developed coarse-grained model for peptides and proteins where the effect of pH is automatically included. We explore the effect of pH in the aggregation process of the amyloidogenic peptide KTVIIE and two related sequences, using three different pH environments. Simulations using large systems (24 peptides chains per box) allow us to correctly account for the formation of realistic peptide aggregates. We evaluate the thermodynamic and kinetic implications of changes in sequence and pH upon peptide aggregation, and we discuss how a minimalistic coarse- grained model can account for these details. T3 - ZIB-Report - 15-42 KW - coarse graining KW - peptide aggregation dynamics KW - Monte Carlo Y1 - 2015 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-55805 SN - 1438-0064 ER - TY - GEN A1 - Schütte, Christof A1 - Sarich, Marco T1 - A Critical Appraisal of Markov State Models N2 - Markov State Modelling as a concept for a coarse grained description of the essential kinetics of a molecular system in equilibrium has gained a lot of atten- tion recently. The last 10 years have seen an ever increasing publication activity on how to construct Markov State Models (MSMs) for very different molecular systems ranging from peptides to proteins, from RNA to DNA, and via molecu- lar sensors to molecular aggregation. Simultaneously the accompanying theory behind MSM building and approximation quality has been developed well be- yond the concepts and ideas used in practical applications. This article reviews the main theoretical results, provides links to crucial new developments, outlines the full power of MSM building today, and discusses the essential limitations still to overcome. T3 - ZIB-Report - 15-18 Y1 - 2015 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-54218 SN - 1438-0064 ER - TY - GEN A1 - Banisch, Ralf A1 - Djurdjevac Conrad, Natasa A1 - Schütte, Christof T1 - Reactive flows and unproductive cycles for random walks on complex networks N2 - We present a comprehensive theory for analysis and understanding of transition events between an initial set A and a target set B for general ergodic finite-state space Markov chains or jump processes, including random walks on networks as they occur, e.g., in Markov State Modelling in molecular dynamics. The theory allows us to decompose the probability flow generated by transition events between the sets A and B into the productive part that directly flows from A to B through reaction pathways and the unproductive part that runs in loops and is supported on cycles of the underlying network. It applies to random walks on directed networks and nonreversible Markov processes and can be seen as an extension of Transition Path Theory. Information on reaction pathways and unproductive cycles results from the stochastic cycle decomposition of the underlying network which also allows to compute their corresponding weight, thus characterizing completely which structure is used how often in transition events. The new theory is illustrated by an application to a Markov State Model resulting from weakly damped Langevin dynamics where the unproductive cycles are associated with periodic orbits of the underlying Hamiltonian dynamics. T3 - ZIB-Report - 15-19 KW - Complex networks KW - molecular transition networks KW - transition path theory KW - cycle decomposition KW - reactive trajectories KW - Markow State Methods Y1 - 2015 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-54239 SN - 1438-0064 ER - TY - JOUR A1 - Zhang, Wei A1 - Wang, Han A1 - Hartmann, Carsten A1 - Weber, Marcus A1 - Schütte, Christof T1 - Applications of the cross-entropy method to importance sampling and optimal control of diffusions JF - Siam Journal on Scientific Computing Y1 - 2014 U6 - https://doi.org/10.1137/14096493X VL - 36 IS - 6 SP - A2654 EP - A2672 ER - TY - GEN A1 - Djurdjevac Conrad, Natasa A1 - Banisch, Ralf A1 - Schütte, Christof T1 - Modularity of Directed Networks: Cycle Decomposition Approach N2 - The problem of decomposing networks into modules (or clusters) has gained much attention in recent years, as it can account for a coarsegrained description of complex systems, often revealing functional subunits of these systems. A variety of module detection algorithms have been proposed, mostly oriented towards finding hard partitionings of undirected networks. Despite the increasing number of fuzzy clustering methods for directed networks, many of these approaches tend to neglect important directional information. In this paper, we present a novel random walk based approach for finding fuzzy partitions of directed, weighted networks, where edge directions play a crucial role in defining how well nodes in a module are interconnected. We will show that cycle decomposition of a random walk process connects the notion of network modules and information transport in a network, leading to a new, symmetric measure of node communication. Finally, we will use this measure to introduce a communication graph, for which we will show that although being undirected it inherits all necessary information about modular structures from the original network. T3 - ZIB-Report - 14-31 KW - directed networks, modules, cycle decomposition, measure of node communication Y1 - 2014 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-51166 SN - 1438-0064 ER - TY - JOUR A1 - Wang, Han A1 - Schütte, Christof A1 - Ciccotti, Giovanni A1 - von Kleist, Max T1 - Exploring the conformational dynamics of alanine dipeptide in solution subjected to an external electric field: A nonequilibrium molecular dynamics simulation JF - Journal of Chemical Theory and Computation N2 - In this paper, we investigate the conformational dynamics of alanine dipeptide under an external electric field by nonequilibrium molecular dynamics simulation. We consider the case of a constant and of an oscillatory field. In this context, we propose a procedure to implement the temperature control, which removes the irrelevant thermal effects of the field. For the constant field different time-scales are identified in the conformational, dipole moment, and orientational dynamics. Moreover, we prove that the solvent structure only marginally changes when the external field is switched on. In the case of oscillatory field, the conformational changes are shown to be as strong as in the previous case, and nontrivial nonequilibrium circular paths in the conformation space are revealed by calculating the integrated net probability fluxes. Y1 - 2014 U6 - https://doi.org/10.1021/ct400993e VL - 10 IS - 4 SP - 1376 EP - 1386 ER - TY - JOUR A1 - Winkelmann, Stefanie A1 - Schütte, Christof A1 - von Kleist, Max T1 - Markov Control Processes with Rare State Observation: Theory and Application to Treatment Scheduling in HIV-1 JF - Communications in Mathematical Sciences N2 - Markov Decision Processes (MDP) or Partially Observable MDPs (POMDP) are used for modelling situations in which the evolution of a process is partly random and partly controllable. These MDP theories allow for computing the optimal control policy for processes that can continuously or frequently be observed, even if only partially. However, they cannot be applied if state observation is very costly and therefore rare (in time). We present a novel MDP theory for rare, costly observations and derive the corresponding Bellman equation. In the new theory, state information can be derived for a particular cost after certain, rather long time intervals. The resulting information costs enter into the total cost and thus into the optimization criterion. This approach applies to many real world problems, particularly in the medical context, where the medical condition is examined rather rarely because examination costs are high. At the same time, the approach allows for efficient numerical realization. We demonstrate the usefulness of the novel theory by determining, from the national economic perspective, optimal therapeutic policies for the treatment of the human immunodeficiency virus (HIV) in resource-rich and resource-poor settings. Based on the developed theory and models, we discover that available drugs may not be utilized efficiently in resource-poor settings due to exorbitant diagnostic costs. Y1 - 2014 U6 - https://doi.org/10.4310/CMS.2014.v12.n5.a4 VL - 12 IS - 5 SP - 859 EP - 877 ER - TY - GEN A1 - Sarich, Marco A1 - Schütte, Christof ED - Bowman, Gregory R. ED - Pande, Vijay S. ED - Noé, Frank T1 - Markov Model Theory T2 - An Introduction to Markov State Models and Their Application to Long Timescale Molecular Simulation N2 - This section reviews the relation between the continuous dynamics of a molecular system in thermal equilibrium and the kinetics given by a Markov State Model (MSM). We will introduce the dynamical propagator, an error-less, alternative description of the continuous dynamics, and show how MSMs result from its discretization. This allows for an precise understanding of the approximation quality of MSMs in comparison to the continuous dynamics. The results on the approximation quality are key for the design of good MSMs. While this section is important for understanding the theory of discretization and related systematic errors, practitioners wishing only to learn how to construct MSMs may skip directly to the discussion of Markov model estimation. Y1 - 2014 U6 - https://doi.org/10.1007/978-94-007-7606-7 VL - 797 SP - 23 EP - 44 PB - Springer ER - TY - GEN A1 - Sarich, Marco A1 - Schütte, Christof T1 - Utilizing hitting times for finding metastable sets in non-reversible Markov chains N2 - Techniques for finding metastable or almost invariant sets have been investigated, e.g., for deterministic dynamical systems in set-oriented numerics, for stochastic processes in molecular dynamics, and for random walks on complex networks. Most prominent algorithms are based on spectral apporaches and identify metastable sets via the doimant eigenvalues of the transfer operator associated with the dynamical system under consideration. These algorithms require the dominant eigenvalues to be real-valued. However, for many types of dynamics, e.g. for non-reversible Markov chains, this condition is not met. In this paper we utilize the hitting time apporach to metastable sets and demonstrate how the wellknown statements about optimal metastable decompositions of reversible chains can be reformulated for non-reversible chains if one switches from a spectral approach to an exit time approach. The performance of the resulting algorithm is illustrated by numerical experiments on random walks on complex networks. T3 - ZIB-Report - 14-32 KW - metastability KW - hitting times KW - non-reversible Markov chain KW - directed networks KW - random walk Y1 - 2014 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-51209 SN - 1438-0064 ER - TY - JOUR A1 - Djurdjevac Conrad, Natasa A1 - Banisch, Ralf A1 - Schütte, Christof T1 - Modularity of Directed Networks: Cycle Decomposition Approach JF - Journal of Computational Dynamics 2 (2015) pp. 1-24 N2 - The problem of decomposing networks into modules (or clusters) has gained much attention in recent years, as it can account for a coarsegrained description of complex systems, often revealing functional subunits of these systems. A variety of module detection algorithms have been proposed, mostly oriented towards finding hard partitionings of undirected networks. Despite the increasing number of fuzzy clustering methods for directed networks, many of these approaches tend to neglect important directional information. In this paper, we present a novel random walk based approach for finding fuzzy partitions of directed, weighted networks, where edge directions play a crucial role in defining how well nodes in a module are interconnected. We will show that cycle decomposition of a random walk process connects the notion of network modules and information transport in a network, leading to a new, symmetric measure of node communication. Finally, we will use this measure to introduce a communication graph, for which we will show that although being undirected it inherits all necessary information about modular structures from the original network. Y1 - 2015 U6 - https://doi.org/10.3934/jcd.2015.2.1 ER - TY - JOUR A1 - Enciso, Marta A1 - Schütte, Christof A1 - Delle Site, Luigi T1 - A pH-dependent coarse-grained model for peptides JF - Soft Matter N2 - We propose the first, to our knowledge, coarse-grained modeling strategy for peptides where the effect of changes of the pH can be efficiently described. The idea is based on modeling the effects of the pH value on the main driving interactions. We use reference data from atomistic simulations and experimental databases and transfer their main physical features to the coarse-grained resolution according to the principle of “consistency across the scales”. The coarse-grained model is refined by finding a set of parameters that, when applied to peptides with different sequences and experimental properties, reproduces the experimental and atomistic data of reference. We use such a parameterized model for performing several numerical tests to check its transferability to other systems and to prove the universality of the related modeling strategy. We have tried systems with rather different responses to pH variations, showing a highly satisfactory performance of the model. Y1 - 2013 U6 - https://doi.org/10.1039/C3SM27893J VL - 9 IS - 26 SP - 6118 EP - 6127 ER - TY - JOUR A1 - Winkelmann, Stefanie A1 - Schütte, Christof A1 - von Kleist, Max T1 - Markov Control Processes with Rare State Observation: Sensitivity Analysis with Respect to Optimal Treatment Strategies against HIV-1 JF - International Journal of Biomathematics and Biostatistics N2 - We present the theory of “Markov decision processes (MDP) with rare state observation” and apply it to optimal treatment scheduling and diagnostic testing to mitigate HIV-1 drug resistance development in resource-poor countries. The developed theory assumes that the state of the process is hidden and can only be determined by making an examination. Each examination produces costs which enter into the considered cost functional so that the resulting optimization problem includes finding optimal examination times. This is a realistic ansatz: In many real world applications, like HIV-1 treatment scheduling, the information about the disease evolution involves substantial costs, such that examination and control are intimately connected. However, a perfect compliance with the optimal strategy can rarely be achieved. This may be particularly true for HIV-1 resistance testing in resource-constrained countries. In the present work, we therefore analyze the sensitivity of the costs with respect to deviations from the optimal examination times both analytically and for the considered application. We discover continuity in the cost-functional with respect to the examination times. For the HIV-application, moreover, sensitivity towards small deviations from the optimal examination rule depends on the disease state. Furthermore, we compare the optimal rare-control strategy to (i) constant control strategies (one action for the remaining time) and to (ii) the permanent control of the original, fully observed MDP. This comparison is done in terms of expected costs and in terms of life-prolongation. The proposed rare-control strategy offers a clear benefit over a constant control, stressing the usefulness of medical testing and informed decision making. This indicates that lower-priced medical tests could improve HIV treatment in resource-constrained settings and warrants further investigation. Y1 - 2013 VL - 2 IS - 1 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 - JOUR A1 - Agarwal, Animesh A1 - Wang, Han A1 - Schütte, Christof A1 - Delle Site, Luigi T1 - Chemical potential of liquids and mixtures via Adaptive Resolution Simulation JF - The Journal of Chemical Physics Y1 - 2014 U6 - https://doi.org/10.1063/1.4886807 VL - 141 SP - 034102 ER - TY - GEN A1 - Wang, Han A1 - Schütte, Christof T1 - Building Markov State Models for Periodically Driven Non-Equilibrium Systems N2 - Recent years have seen an increased interest in non-equilibrium molecular dynamics (NEMD) simulations, especially for molecular systems with periodic forcing by external fields, e.g., in the context of studying effects of electromagnetic radiation on the human body tissue. Lately, an NEMD methods with local thermostating has been proposed that allows for studying non-equilibrium processes in a statistically reliable and thermodynamically consistent way. In this article, we demonstrate how to construct Markov State Models (MSMs) for such NEMD simulations. MSM building has been well-established for systems in equilibrium where MSMs with just a few (macro-)states allow for accurate reproduction of the essential kinetics of the molecular system under consideration. Non-equilibrium MSMs have been lacking so far. The article presents how to construct such MSMs and illustrates their validity and usefulness for the case of conformation dynamics of alanine dipeptide in an external electric field. T3 - ZIB-Report - 14-46 KW - Non-equilibrium KW - Markov states model KW - Alanine dipeptide KW - Electric field KW - Floquet theory Y1 - 2014 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-53167 SN - 1438-0064 N1 - To appear in: Journal of Chemical Theory and Computation ER - TY - GEN A1 - Gul, Raheem A1 - Schütte, Christof A1 - Bernhard, Stefan T1 - Mathematical modeling and sensitivity analysis of arterial anastomosis in arm arteries N2 - Cardiovascular diseases are one of the major problems in medicine today and the number of patients increases worldwide. To find the most efficient treatment, prior knowledge about function and dysfunction of the cardiovas- cular system is required and methods need to be developed that identify the disease in an early stage. Mathematical modeling is a powerful tool for prediction and investigation of cardiovascular diseases. It has been shown that the Windkessel model, being based on an analogy between electrical circuits and fluid flow, is a simple but effective method to model the human cardiovascular system. In this paper, we have applied parametric local sensitivity analysis (LSA) to a linear elastic model of the arm arteries, to find and rank sensitive param- eters that may be helpful in clinical diagnosis. A computational model for end-to-side anastomosis (superior ulnar collateral anastomosis with posterior ulnar recurrent, SUC-PUR) is carried out to study the effects of some clinically relevant haemodynamic parameters like blood flow resistance and terminal re- sistance on pressure and flow at different locations of the arm artery. In this context, we also discuss the spatio-temporal dependency of local sensitivities. The sensitivities with respect to cardiovascular parameters reveal the flow resistance and diameter of the vessels as most sensitive parameters. These parameters play a key role in diagnosis of severe stenosis and aneurysms. In contrast, wall thickness and elastic modulus are found to be less sensitive. T3 - ZIB-Report - 15-22 KW - computational cardiovascular model KW - cardiovascular parameters KW - sensitivity analysis KW - anastomosis KW - Windkessel model Y1 - 2015 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-54339 SN - 1438-0064 ER - TY - JOUR A1 - Klus, Stefan A1 - Schütte, Christof T1 - Towards tensor-based methods for the numerical approximation of the Perron-Frobenius and Koopman operator JF - Journal of Computational Dynamics N2 - The global behavior of dynamical systems can be studied by analyzing the eigenvalues and corresponding eigenfunctions of linear operators associated with the system. Two important operators which are frequently used to gain insight into the system's behavior are the Perron-Frobenius operator and the Koopman operator. Due to the curse of dimensionality, computing the eigenfunctions of high-dimensional systems is in general infeasible. We will propose a tensor-based reformulation of two numerical methods for computing finite-dimensional approximations of the aforementioned infinite-dimensional operators, namely Ulam's method and Extended Dynamic Mode Decomposition (EDMD). The aim of the tensor formulation is to approximate the eigenfunctions by low-rank tensors, potentially resulting in a significant reduction of the time and memory required to solve the resulting eigenvalue problems, provided that such a low-rank tensor decomposition exists. Typically, not all variables of a high-dimensional dynamical system contribute equally to the system's behavior, often the dynamics can be decomposed into slow and fast processes, which is also reflected in the eigenfunctions. Thus, the weak coupling between different variables might be approximated by low-rank tensor cores. We will illustrate the efficiency of the tensor-based formulation of Ulam's method and EDMD using simple stochastic differential equations. Y1 - 2016 U6 - https://doi.org/10.3934/jcd.2016007 VL - 3 IS - 2 SP - 139 EP - 161 ER - TY - JOUR A1 - Hartmann, Carsten A1 - Schütte, Christof A1 - Zhang, Wei T1 - Model reduction algorithms for optimal control and importance sampling of diffusions JF - Nonlinearity N2 - We propose numerical algorithms for solving optimal control and importance sampling problems based on simplified models. The algorithms combine model reduction techniques for multiscale diffusions and stochastic optimization tools, with the aim of reducing the original, possibly high-dimensional problem to a lower dimensional representation of the dynamics, in which only a few relevant degrees of freedom are controlled or biased. Specifically, we study situations in which either a reaction coordinate onto which the dynamics can be projected is known, or situations in which the dynamics shows strongly localized behavior in the small noise regime. No explicit assumptions about small parameters or scale separation have to be made. We illustrate the approach with simple, but paradigmatic numerical examples. Y1 - 2016 U6 - https://doi.org/10.1088/0951-7715/29/8/2298 VL - 29 IS - 8 SP - 2298 EP - 2326 ER - TY - JOUR A1 - Klus, Stefan A1 - Koltai, Peter A1 - Schütte, Christof T1 - On the numerical approximation of the Perron-Frobenius and Koopman operator JF - Journal of Computational Dynamics N2 - Information about the behavior of dynamical systems can often be obtained by analyzing the eigenvalues and corresponding eigenfunctions of linear operators associated with a dynamical system. Examples of such operators are the Perron-Frobenius and the Koopman operator. In this paper, we will review di� fferent methods that have been developed over the last decades to compute � infinite-dimensional approximations of these in� finite-dimensional operators - in particular Ulam's method and Extended Dynamic Mode Decomposition (EDMD) - and highlight the similarities and di� fferences between these approaches. The results will be illustrated using simple stochastic di� fferential equations and molecular dynamics examples. Y1 - 2016 U6 - https://doi.org/10.3934/jcd.2016003 VL - 3 IS - 1 SP - 51 EP - 77 ER - TY - JOUR A1 - Huttary, Rudolf A1 - Goubergrits, Leonid A1 - Schütte, Christof A1 - Bernhard, Stefan T1 - Simulation, Identification and Statistical Variation in Cardiovascular Analysis (SISCA) - a Software Framework for Multi-compartment Lumped Modeling JF - Computers in Biology and Medicine Y1 - 2017 U6 - https://doi.org/10.1016/j.compbiomed.2017.05.021 VL - 87 SP - 104 EP - 123 ER - TY - GEN A1 - Gupta, Pooja A1 - Gramatke, Annika A1 - Einspanier, Ralf A1 - Schütte, Christof A1 - von Kleist, Max A1 - Sharbati, Jutta T1 - In silicio cytotoxicity assessment on cultured rat intestinal cells deduced from cellular impedance measurements N2 - Early and reliable identification of chemical toxicity is of utmost importance. At the same time, reduction of animal testing is paramount. Therefore, methods that improve the interpretability and usability of in vitro assays are essential. xCELLigence’s real-time cell analyzer (RTCA) provides a novel, fast and cost effective in vitro method to probe compound toxicity. We developed a simple mathematical framework for the qualitative and quantitative assessment of toxicity for RTCA measurements. Compound toxicity, in terms of its 50% inhibitory concentration IC_{50} on cell growth, and parameters related to cell turnover were estimated on cultured IEC-6 cells exposed to 10 chemicals at varying concentrations. Our method estimated IC50 values of 113.05, 7.16, 28.69 and 725.15 μM for the apparently toxic compounds 2-acetylamino-fluorene, aflatoxin B1, benzo-[a]-pyrene and chloramphenicol in the tested cell line, in agreement with literature knowledge. IC_{50} values of all apparent in vivo non-toxic compounds were estimated to be non-toxic by our method. Corresponding estimates from RTCA’s in-built model gave false positive (toxicity) predictions in 5/10 cases. Taken together, our proposed method reduces false positive predictions and reliably identifies chemical toxicity based on impedance measurements. The source code for the developed method including instructions is available at https://git.zib.de/bzfgupta/toxfit/tree/master. T3 - ZIB-Report - 17-08 KW - Real-time cell analyzer KW - Toxicity KW - Mathematical modeling KW - IC_{50} Y1 - 2017 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-62666 SN - 1438-0064 ER - TY - JOUR A1 - Klus, Stefan A1 - Nüske, Feliks A1 - Koltai, Peter A1 - Wu, Hao A1 - Kevrekidis, Ioannis A1 - Schütte, Christof A1 - Noé, Frank T1 - Data-driven model reduction and transfer operator approximation JF - Journal of Nonlinear Science Y1 - 2018 UR - https://link.springer.com/article/10.1007/s00332-017-9437-7 U6 - https://doi.org/10.1007/s00332-017-9437-7 VL - 28 IS - 3 SP - 985 EP - 1010 ER - TY - JOUR A1 - Koltai, Peter A1 - Ciccotti, Giovanni A1 - Schütte, Christof T1 - On Markov state models for non-equilibrium molecular dynamics JF - The Journal of Chemical Physics Y1 - 2016 U6 - https://doi.org/10.1063/1.4966157 N1 - 2016 Editor's Choice of The Journal of Chemical Physics VL - 145 IS - 174103 ER - TY - JOUR A1 - Gelß, Patrick A1 - Matera, Sebastian A1 - Schütte, Christof T1 - Solving the master equation without kinetic Monte Carlo: Tensor train approximations for a CO oxidation model JF - Journal of Computational Physics N2 - In multiscale modeling of heterogeneous catalytic processes, one crucial point is the solution of a Markovian master equation describing the stochastic reaction kinetics. Usually, this is too high-dimensional to be solved with standard numerical techniques and one has to rely on sampling approaches based on the kinetic Monte Carlo method. In this study we break the curse of dimensionality for the direct solution of the Markovian master equation by exploiting the Tensor Train Format for this purpose. The performance of the approach is demonstrated on a first principles based, reduced model for the CO oxidation on the RuO2(110) surface. We investigate the complexity for increasing system size and for various reaction conditions. The advantage over the stochastic simulation approach is illustrated by a problem with increased Y1 - 2016 U6 - https://doi.org/10.1016/j.jcp.2016.03.025 VL - 314 SP - 489 EP - 502 ER - TY - JOUR A1 - Vega, Iliusi A1 - Schütte, Christof A1 - Conrad, Tim T1 - Finding metastable states in real-world time series with recurrence networks JF - Physica A: Statistical Mechanics and its Applications N2 - In the framework of time series analysis with recurrence networks, we introduce a self-adaptive method that determines the elusive recurrence threshold and identifies metastable states in complex real-world time series. As initial step, we introduce a way to set the embedding parameters used to reconstruct the state space from the time series. We set them as the ones giving the maximum Shannon entropy of the diagonal line length distribution for the first simultaneous minima of recurrence rate and Shannon entropy. To identify metastable states, as well as the transitions between them, we use a soft partitioning algorithm for module finding which is specifically developed for the case in which a system shows metastability. We illustrate our method with a complex time series example. Finally, we show the robustness of our method for identifying metastable states. Our results suggest that our method is robust for identifying metastable states in complex time series, even when introducing considerable levels of noise and missing data points. Y1 - 2016 U6 - https://doi.org/10.1016/j.physa.2015.10.041 VL - 445 SP - 1 EP - 17 ER - TY - JOUR A1 - Conrad, Tim A1 - Genzel, Martin A1 - Cvetkovic, Nada A1 - Wulkow, Niklas A1 - Leichtle, Alexander Benedikt A1 - Vybiral, Jan A1 - Kytyniok, Gitta A1 - Schütte, Christof T1 - Sparse Proteomics Analysis – a compressed sensing-based approach for feature selection and classification of high-dimensional proteomics mass spectrometry data JF - BMC Bioinfomatics N2 - Background: High-throughput proteomics techniques, such as mass spectrometry (MS)-based approaches, produce very high-dimensional data-sets. In a clinical setting one is often interested in how mass spectra differ between patients of different classes, for example spectra from healthy patients vs. spectra from patients having a particular disease. Machine learning algorithms are needed to (a) identify these discriminating features and (b) classify unknown spectra based on this feature set. Since the acquired data is usually noisy, the algorithms should be robust against noise and outliers, while the identified feature set should be as small as possible. Results: We present a new algorithm, Sparse Proteomics Analysis (SPA),based on thet heory of compressed sensing that allows us to identify a minimal discriminating set of features from mass spectrometry data-sets. We show (1) how our method performs on artificial and real-world data-sets, (2) that its performance is competitive with standard (and widely used) algorithms for analyzing proteomics data, and (3) that it is robust against random and systematic noise. We further demonstrate the applicability of our algorithm to two previously published clinical data-sets. Y1 - 2017 U6 - https://doi.org/10.1186/s12859-017-1565-4 VL - 18 IS - 160 ER - TY - JOUR A1 - Rüdrich, S. A1 - Sarich, Marco A1 - Schütte, Christof T1 - Utilizing hitting times for finding metastable sets in non-reversible Markov chains JF - Journal of Comp. Dynamics Y1 - 2017 ER - TY - JOUR A1 - Gupta, Pooja A1 - Gramatke, Annika A1 - Einspanier, Ralf A1 - Schütte, Christof A1 - von Kleist, Max A1 - Sharbati, Jutta T1 - In silico cytotoxicity assessment on cultured rat intestinal cells deduced from cellular impedance measurements JF - Toxicology in Vitro N2 - Early and reliable identification of chemical toxicity is of utmost importance. At the same time, reduction of animal testing is paramount. Therefore, methods that improve the interpretability and usability of in vitro assays are essential. xCELLigence’s real-time cell analyzer (RTCA) provides a novel, fast and cost effective in vitro method to probe compound toxicity. We developed a simple mathematical framework for the qualitative and quantitative assessment of toxicity for RTCA measurements. Compound toxicity, in terms of its 50% inhibitory concentration IC50 on cell growth, and parameters related to cell turnover were estimated on cultured IEC-6 cells exposed to 10 chemicals at varying concentrations. Our method estimated IC50 values of 113.05, 7.16, 28.69 and 725.15 μM for the apparently toxic compounds 2-acetylamino-fluorene, aflatoxin B1, benzo-[a]-pyrene and chloramphenicol in the tested cell line, in agreement with literature knowledge. IC50 values of all apparent in vivo non-toxic compounds were estimated to be non-toxic by our method. Corresponding estimates from RTCA’s in-built model gave false positive (toxicity) predictions in 5/10 cases. Taken together, our proposed method reduces false positive predictions and reliably identifies chemical toxicity based on impedance measurements. The source code for the developed method including instructions is available at https://git.zib.de/bzfgupta/toxfit/tree/master. KW - Real-time cell analyzer KW - Toxicity KW - Mathematical modeling Y1 - 2017 SN - 1438-0064 VL - 41 SP - 179 EP - 188 ER - TY - JOUR A1 - Klus, Stefan A1 - Gelß, Patrick A1 - Peitz, Sebastian A1 - Schütte, Christof T1 - Tensor-based dynamic mode decomposition JF - Nonlinearity Y1 - 2018 U6 - https://doi.org/10.1088/1361-6544/aabc8f VL - 31 IS - 7 PB - IOP Publishing Ltd & London Mathematical Society ER - TY - JOUR A1 - Weber, Marcus A1 - Fackeldey, Konstantin A1 - Schütte, Christof T1 - Set-Free Markov State Model Building JF - Journal of Chemical Physics Y1 - 2017 U6 - https://doi.org/10.1063/1.4978501 VL - 146 IS - 12 ER - TY - GEN A1 - Winkelmann, Stefanie A1 - Schütte, Christof T1 - Hybrid Models for Chemical Reaction Networks: Multiscale Theory and Application to Gene Regulatory Systems N2 - Well-mixed stochastic chemical kinetics are properly modelled by the chemical master equation (CME) and associated Markov jump processes in molecule number space. If the reactants are present in large amounts, however, corresponding simulations of the stochastic dynamics become computationally expensive and model reductions are demanded. The classical model reduction approach uniformly rescales the overall dynamics to obtain deterministic systems characterized by ordinary differential equations, the well-known mass action reaction rate equations. For systems with multiple scales there exist hybrid approaches that keep parts of the system discrete while another part is approximated either using Langevin dynamics or deterministically. This paper aims at giving a coherent overview of the different hybrid approaches, focusing on their basic concepts and the relation between them. We derive a novel general description of such hybrid models that allows to express various forms by one type of equation. We also check in how far the approaches apply to model extensions of the CME for dynamics which do not comply with the central well-mixed condition and require some spatial resolution. A simple but meaningful gene expression system with negative self-regulation is analysed to illustrate the different approximation qualities of some of the hybrid approaches discussed. T3 - ZIB-Report - 17-29 Y1 - 2017 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-64264 ER - TY - GEN A1 - Bittracher, Andreas A1 - Koltai, Péter A1 - Klus, Stefan A1 - Banisch, Ralf A1 - Dellnitz, Michael A1 - Schütte, Christof T1 - Transition manifolds of complex metastable systems: Theory and data-driven computation of effective dynamics N2 - We consider complex dynamical systems showing metastable behavior but no local separation of fast and slow time scales. The article raises the question of whether such systems exhibit a low-dimensional manifold supporting its effective dynamics. For answering this question, we aim at finding nonlinear coordinates, called reaction coordinates, such that the projection of the dynamics onto these coordinates preserves the dominant time scales of the dynamics. We show that, based on a specific reducibility property, the existence of good low-dimensional reaction coordinates preserving the dominant time scales is guaranteed. Based on this theoretical framework, we develop and test a novel numerical approach for computing good reaction coordinates. The proposed algorithmic approach is fully local and thus not prone to the curse of dimension with respect to the state space of the dynamics. Hence, it is a promising method for data-based model reduction of complex dynamical systems such as molecular dynamics. T3 - ZIB-Report - 17-22 KW - metastability KW - slow dynamics KW - effective dynamics KW - transition manifold KW - embedding KW - transfer operator KW - reaction coordinate Y1 - 2017 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-63822 SN - 1438-0064 ER - TY - GEN A1 - Koltai, Péter A1 - Schütte, Christof T1 - A multi scale perturbation expansion approach for Markov state modeling of non-stationary molecular dynamics N2 - We investigate metastable dynamical systems subject to non-stationary forcing as they appear in molecular dynamics for systems driven by external fields. We show, that if the strength of the forcing is inversely proportional to the length of the slow metastable time scales of the unforced system, then the effective behavior of the forced system on slow time scales can be described by a low-dimensional reduced master equation. Our construction is explicit and uses the multiscale perturbation expansion method called two-timing, or method of multiple scales. The reduced master equation—a Markov state model—can be assembled by constructing two equilibrium Markov state models; one for the unforced system, and one for a slightly perturbed one. T3 - ZIB-Report - 17-49 KW - Markov state model KW - non-equilibrium molecular dynamics KW - two timescale master equation KW - non-stationary forcing KW - metastability Y1 - 2017 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-64868 SN - 1438-0064 ER - TY - JOUR A1 - Benn, Andreas A1 - Hiepen, Christian A1 - Osterland, Marc A1 - Schütte, Christof A1 - Zwijsen, An A1 - Knaus, Petra T1 - Role of bone morphogenetic proteins in sprouting angiogenesis: differential BMP receptor-dependent signaling pathways balance stalk vs. tip cell competence JF - FASEB Journal N2 - Before the onset of sprouting angiogenesis, the endothelium is prepatterned for the positioning of tip and stalk cells. Both cell identities are not static, as endothelial cells (ECs) constantly compete for the tip cell position in a dynamic fashion. Here, we show that both bone morphogenetic protein (BMP) 2 and BMP6 are proangiogenic in vitro and ex vivo and that the BMP type I receptors, activin receptor-like kinase (ALK)3 and ALK2, play crucial and distinct roles in this process. BMP2 activates the expression of tip cell–associated genes, such as DLL4 (delta-like ligand 4) and KDR (kinase insert domain receptor), and p38-heat shock protein 27 (HSP27)–dependent cell migration, thereby generating tip cell competence. Whereas BMP6 also triggers collective cell migration via the p38-HSP27 signaling axis, BMP6 induces in addition SMAD1/5 signaling, thereby promoting the expression of stalk cell–associated genes, such as HES1 (hairy and enhancer of split 1) and FLT1 (fms-like tyrosine kinase 1). Specifically, ALK3 is required for sprouting from HUVEC spheroids, whereas ALK2 represses sprout formation. We demonstrate that expression levels and respective complex formation of BMP type I receptors in ECs determine stalk vs. tip cell identity, thus contributing to endothelial plasticity during sprouting angiogenesis. As antiangiogenic monotherapies that target the VEGF or ALK1 pathways have not fulfilled efficacy objectives in clinical trials, the selective targeting of the ALK2/3 pathways may be an attractive new approach. Y1 - 2017 U6 - https://doi.org/10.1096/fj.201700193RR VL - 31 IS - 11 SP - 4720 EP - 4733 ER - TY - JOUR A1 - Winkelmann, Stefanie A1 - Schütte, Christof T1 - Hybrid models for chemical reaction networks: Multiscale theory and application to gene regulatory systems JF - The Journal of Chemical Physics N2 - Well-mixed stochastic chemical kinetics are properly modeled by the chemical master equation (CME) and associated Markov jump processes in molecule number space. If the reactants are present in large amounts, however, corresponding simulations of the stochastic dynamics become computationally expensive and model reductions are demanded. The classical model reduction approach uniformly rescales the overall dynamics to obtain deterministic systems characterized by ordinary differential equations, the well-known mass action reaction rate equations. For systems with multiple scales, there exist hybrid approaches that keep parts of the system discrete while another part is approximated either using Langevin dynamics or deterministically. This paper aims at giving a coherent overview of the different hybrid approaches, focusing on their basic concepts and the relation between them. We derive a novel general description of such hybrid models that allows expressing various forms by one type of equation. We also check in how far the approaches apply to model extensions of the CME for dynamics which do not comply with the central well-mixed condition and require some spatial resolution. A simple but meaningful gene expression system with negative self-regulation is analysed to illustrate the different approximation qualities of some of the hybrid approaches discussed. Especially, we reveal the cause of error in the case of small volume approximations. Y1 - 2017 U6 - https://doi.org/10.1063/1.4986560 VL - 147 IS - 11 SP - 114115-1 EP - 114115-18 ER - TY - GEN A1 - Vega, Iliusi A1 - Schütte, Christof A1 - Conrad, Tim T1 - SAIMeR: Self-adapted method for the identification of metastable states in real-world time series N2 - In the framework of time series analysis with recurrence networks, we introduce SAIMeR, a heuristic self-adapted method that determines the elusive recurrence threshold and identifies metastable states in complex time series. To identify metastable states as well as the transitions between them, we use graph theory concepts and a fuzzy partitioning clustering algorithm. We illustrate SAIMeR by applying it to three real-world time series and show that it is able to identify metastable states in real-world data with noise and missing data points. Finally, we suggest a way to choose the embedding parameters used to construct the state space in which this method is performed, based on the analysis of how the values of these parameters affect two recurrence quantitative measurements: recurrence rate and entropy. T3 - ZIB-Report - 14-16 KW - time series analysis KW - application in statistical physics KW - recurrence quantification analysis KW - threshold KW - metastability KW - non-linear dynamics Y1 - 2014 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-50130 SN - 1438-0064 ER - TY - GEN A1 - Bockmayr, Alexander A1 - Siebert, Heike A1 - Röblitz, Susanna A1 - Schütte, Christof A1 - Deuflhard, Peter ED - Deuflhard, Peter ED - Grötschel, Martin ED - Hömberg, Dietmar ED - Kramer, Jürg ED - Mehrmann, Volker ED - Polthier, Konrad ED - Schmidt, Frank ED - Schütte, Christof ED - Skutela, Martin ED - Sprekels, Jürgen T1 - Advanced mathematical modeling in systems biology T2 - MATHEON-Mathematics for Key Technologies Y1 - 2014 VL - 1 SP - 29 EP - 44 PB - European Mathematical Society ER - TY - GEN A1 - Agarwal, Animesh A1 - Wang, Han A1 - Schütte, Christof A1 - Delle Site, Luigi T1 - Chemical potential of liquids and mixtures via Adaptive Resolution Simulation N2 - We employ the adaptive resolution approach AdResS, in its recently developed Grand Canonicallike version (GC-AdResS) [Wang et al. Phys.Rev.X 3, 011018 (2013)], to calculate the excess chemical potential, $μ^{ex}$, of various liquids and mixtures. We compare our results with those obtained from full atomistic simulations using the technique of thermodynamic integration and show a satisfactory agreement. In GC-AdResS the procedure to calculate $μ^{ex}$ corresponds to the process of standard initial equilibration of the system; this implies that, independently of the specific aim of the study, $μ^{ex}$, for each molecular species, is automatically calculated every time a GC-AdResS simulation is performed. T3 - ZIB-Report - 14-25 KW - Coarse graining KW - adaptive resolution KW - molecular dynamics KW - chemical potential Y1 - 2014 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-50972 SN - 1438-0064 ER - TY - GEN A1 - Banisch, Ralf A1 - Schütte, Christof A1 - Djurdjevac Conrad, Natasa T1 - Module Detection in Directed Real-World Networks N2 - We investigate the problem of finding modules (or clusters, communities) in directed networks. Until now, most articles on this topic have been oriented towards finding complete network partitions despite the fact that this often is unwanted. We present a novel random walk based approach for non-complete partitions of the directed network into modules in which some nodes do not belong to only one of the modules but to several or to none at all. The new random walk process is reversible even for directed networks but inherits all necessary information about directions and structure of the original network. We demonstrate the performance of the new method in application to a real-world earthquake network. T3 - ZIB-Report - 14-13 KW - Module identification and classification KW - cycle decomposition KW - communication KW - directed networks Y1 - 2014 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-49849 SN - 1438-0064 ER - TY - GEN A1 - Schütte, Christof A1 - Deuflhard, Peter A1 - Noé, Frank A1 - Weber, Marcus ED - Deuflhard, Peter ED - Grötschel, Martin ED - Hömberg, Dietmar ED - Horst, Ulrich ED - Kramer, Jürg ED - Mehrmann, Volker ED - Polthier, Konrad ED - Schmidt, Frank ED - Schütte, Christof ED - Skutella, Martin ED - Sprekels, Jürgen T1 - Design of functional molecules T2 - MATHEON-Mathematics for Key Technologies Y1 - 2014 VL - 1 SP - 49 EP - 65 PB - European Mathematical Society ER - TY - GEN A1 - Deuflhard, Peter A1 - Schütte, Christof ED - Deuflhard, Peter ED - Grötschel, Martin ED - Hömberg, Dietmar ED - Horst, Ulrich ED - Kramer, Jürg ED - Mehrmann, Volker ED - Polthier, Konrad ED - Schmidt, Frank ED - Schütte, Christof ED - Skutella, Martin ED - Sprekels, Jürgen T1 - Life Sciences T2 - MATHEON-Mathematics for Key Technologies Y1 - 2014 VL - 1 SP - 1 EP - 5 PB - European Mathematical Society ER - TY - GEN A1 - Schütte, Christof A1 - Conrad, Tim ED - Deuflhard, Peter ED - Grötschel, Martin ED - Hömberg, Dietmar ED - Horst, Ulrich ED - Kramer, Jürg ED - Mehrmann, Volker ED - Polthier, Konrad ED - Schmidt, Frank ED - Skutella, Martin ED - Sprekels, Jürgen T1 - Showcase 3: Information-based medicine T2 - MATHEON-Mathematics for Key Technologies Y1 - 2014 VL - 1 SP - 66 EP - 67 PB - European Mathematical Society ER - TY - GEN A1 - Zhang, Wei A1 - Wang, Han A1 - Hartmann, Carsten A1 - Weber, Marcus A1 - Schütte, Christof T1 - Applications of the cross-entropy method to importance sampling and optimal control of diffusions N2 - We study the cross-entropy method for diffusions. One of the results is a versatile cross-entropy algorithm that can be used to design efficient importance sampling strategies for rare events or to solve optimal control problems. The approach is based on the minimization of a suitable cross-entropy functional, with a parametric family of exponentially tilted probability distributions. We illustrate the new algorithm with several numerical examples and discuss algorithmic issues and possible extensions of the method. T3 - ZIB-Report - 14-10 KW - important sampling KW - optimal control KW - cross-entropy method KW - rare events KW - change of measure Y1 - 2014 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-49720 SN - 1438-0064 ER - TY - GEN A1 - Klebanov, Ilja A1 - Sikorski, Alexander A1 - Schütte, Christof A1 - Röblitz, Susanna T1 - Prior estimation and Bayesian inference from large cohort data sets N2 - One of the main goals of mathematical modelling in systems biology related to medical applications is to obtain patient-specific parameterisations and model predictions. In clinical practice, however, the number of available measurements for single patients is usually limited due to time and cost restrictions. This hampers the process of making patient-specific predictions about the outcome of a treatment. On the other hand, data are often available for many patients, in particular if extensive clinical studies have been performed. Using these population data, we propose an iterative algorithm for contructing an informative prior distribution, which then serves as the basis for computing patient-specific posteriors and obtaining individual predictions. We demonsrate the performance of our method by applying it to a low-dimensional parameter estimation problem in a toy model as well as to a high-dimensional ODE model of the human menstrual cycle, which represents a typical example from systems biology modelling. T3 - ZIB-Report - 16-09 Y1 - 2016 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-57475 SN - 1438-0064 ER - TY - JOUR A1 - Kryven, Ivan A1 - Röblitz, Susanna A1 - Schütte, Christof T1 - Solution of the chemical master equation by radial basis functions approximation with interface tracking JF - BMC Systems Biology N2 - Background. The chemical master equation is the fundamental equation of stochastic chemical kinetics. This differential-difference equation describes temporal evolution of the probability density function for states of a chemical system. A state of the system, usually encoded as a vector, represents the number of entities or copy numbers of interacting species, which are changing according to a list of possible reactions. It is often the case, especially when the state vector is high-dimensional, that the number of possible states the system may occupy is too large to be handled computationally. One way to get around this problem is to consider only those states that are associated with probabilities that are greater than a certain threshold level. Results. We introduce an algorithm that significantly reduces computational resources and is especially powerful when dealing with multi-modal distributions. The algorithm is built according to two key principles. Firstly, when performing time integration, the algorithm keeps track of the subset of states with significant probabilities (essential support). Secondly, the probability distribution that solves the equation is parametrised with a small number of coefficients using collocation on Gaussian radial basis functions. The system of basis functions is chosen in such a way that the solution is approximated only on the essential support instead of the whole state space. Discussion. In order to demonstrate the effectiveness of the method, we consider four application examples: a) the self-regulating gene model, b) the 2-dimensional bistable toggle switch, c) a generalisation of the bistable switch to a 3-dimensional tristable problem, and d) a 3-dimensional cell differentiation model that, depending on parameter values, may operate in bistable or tristable modes. In all multidimensional examples the manifold containing the system states with significant probabilities undergoes drastic transformations over time. This fact makes the examples especially challenging for numerical methods. Conclusions. The proposed method is a new numerical approach permitting to approximately solve a wide range of problems that have been hard to tackle until now. A full representation of multi-dimensional distributions is recovered. The method is especially attractive when dealing with models that yield solutions of a complex structure, for instance, featuring multi-stability. Electronic version: http://www.biomedcentral.com/1752-0509/9/67 Y1 - 2015 U6 - https://doi.org/10.1186/s12918-015-0210-y VL - 9 IS - 67 SP - 1 EP - 12 ER - TY - JOUR A1 - Enciso, Marta A1 - Schütte, Christof A1 - Delle Site, Luigi T1 - Influence of pH and sequence in peptide aggregation via molecular simulation JF - Journal of Chemical Physics Y1 - 2015 U6 - https://doi.org/https://doi.org/10.1063/1.4935707 VL - 143 IS - 24 ER -