TY - JOUR A1 - Hartmann, Carsten A1 - Schütte, Christof T1 - A Geometric Approach to Constrained Molecular Dynamics and Free Energy JF - Comm. Math. Sci. Y1 - 2005 UR - http://publications.imp.fu-berlin.de/48/ VL - 3 IS - 1 SP - 1 EP - 20 ER - TY - JOUR A1 - Schütte, Christof A1 - Noé, Frank A1 - Meerbach, E. A1 - Metzner, Ph. A1 - Hartmann, Carsten T1 - Conformation Dynamics JF - Proceedings of the 6th International Congress on Industrial and Applied Mathematics, I. Jeltsch and G. Wanner (eds.), Y1 - 2009 UR - http://publications.imp.fu-berlin.de/110/ U6 - https://doi.org/10.4171/056-1/15 SP - 297 EP - 335 PB - EMS publishing house ER - TY - JOUR A1 - Schütte, Christof A1 - Walter, J. A1 - Hartmann, Carsten A1 - Huisinga, Wilhelm T1 - An Averaging Principle for Fast Degrees of Freedom Exhibiting Long-Term Correlations JF - Multiscale Model. Simul. Y1 - 2004 UR - http://publications.imp.fu-berlin.de/62/ U6 - https://doi.org/10.1137/030600308 VL - 2 IS - 3 SP - 501 EP - 526 ER - TY - JOUR A1 - Schütte, Christof A1 - Winkelmann, Stefanie A1 - Hartmann, Carsten T1 - Optimal control of molecular dynamics using Markov state models JF - Math. Program. (Series B) Y1 - 2012 UR - http://publications.imp.fu-berlin.de/1107/ U6 - https://doi.org/10.1007/s10107-012-0547-6 VL - 134 IS - 1 SP - 259 EP - 282 ER - TY - JOUR A1 - Hartmann, Carsten A1 - Schütte, Christof T1 - Balancing of partially-observed stochastic differential equations JF - 47th IEEE Conference on Decision and Control Y1 - 2008 UR - http://publications.imp.fu-berlin.de/16/ U6 - https://doi.org/10.1109/CDC.2008.4739161 SP - 4867 EP - 4872 ER - TY - JOUR A1 - Latorre, J. A1 - Hartmann, Carsten A1 - Schütte, Christof T1 - Free energy computation by controlled Langevin processes JF - Procedia Computer Science Y1 - 2010 UR - http://publications.imp.fu-berlin.de/801/ U6 - https://doi.org/10.1016/j.procs.2010.04.179 VL - 1 IS - 1 SP - 1591 EP - 1600 ER - TY - JOUR A1 - Schäfer-Bung, B. A1 - Hartmann, Carsten A1 - Schmidt, Burkhard A1 - Schütte, Christof T1 - Dimension reduction by balanced truncation JF - J. Chem. Phys. Y1 - 2011 UR - http://publications.imp.fu-berlin.de/1023/ VL - 135 IS - 1 SP - 014112 ER - TY - JOUR A1 - Hartmann, Carsten A1 - Schütte, Christof T1 - Comment on Two Distinct Notions of Free Energy JF - Physica D Y1 - 2007 UR - http://publications.imp.fu-berlin.de/30/ U6 - https://doi.org/10.1016/j.physd.2007.02.006 VL - 228 IS - 1 SP - 59 EP - 63 ER - TY - JOUR A1 - Hartmann, Carsten A1 - Schütte, Christof T1 - A Constrained Hybrid Monte-Carlo Algorithm and the Problem of Calculating the Free Energy in Several Variables JF - Z. Angew. Math. Mech. Y1 - 2005 UR - http://publications.imp.fu-berlin.de/47/ U6 - https://doi.org/10.1002/zamm.200410218 VL - 85 IS - 10 SP - 700 EP - 710 ER - TY - JOUR A1 - Hartmann, Carsten A1 - Schütte, Christof A1 - Weber, Marcus A1 - Zhang, Wei T1 - Importance sampling in path space for diffusion processes with slow-fast variables JF - Probability Theory and Related Fields N2 - Importance sampling is a widely used technique to reduce the variance of a Monte Carlo estimator by an appropriate change of measure. In this work, we study importance sampling in the framework of diffusion process and consider the change of measure which is realized by adding a control force to the original dynamics. For certain exponential type expectation, the corresponding control force of the optimal change of measure leads to a zero-variance estimator and is related to the solution of a Hamilton–Jacobi–Bellmann equation. We focus on certain diffusions with both slow and fast variables, and the main result is that we obtain an upper bound of the relative error for the importance sampling estimators with control obtained from the limiting dynamics. We demonstrate our approximation strategy with an illustrative numerical example. Y1 - 2017 UR - http://rdcu.be/oA51 U6 - https://doi.org/10.1007/s00440-017-0755-3 N1 - If you are not subscribing to the journal please use the http link below as part of the Springer Nature SharedIt initiative SP - 1 EP - 52 ER -