TY - JOUR A1 - Bittracher, Andreas A1 - Mollenhauer, Mattes A1 - Koltai, Péter A1 - Schütte, Christof T1 - Optimal Reaction Coordinates: Variational Characterization and Sparse Computation JF - Multiscale Modelling & Simulation N2 - Reaction coordinates (RCs) are indicators of hidden, low-dimensional mechanisms that govern the long-term behavior of high-dimensional stochastic processes. We present a novel and general variational characterization of optimal RCs and provide conditions for their existence. Optimal RCs are minimizers of a certain loss function, and reduced models based on them guarantee a good approximation of the statistical long-term properties of the original high-dimensional process. We show that for slow-fast systems, metastable systems, and other systems with known good RCs, the novel theory reproduces previous insight. Remarkably, for reversible systems, the numerical effort required to evaluate the loss function scales only with the variability of the underlying, low-dimensional mechanism, and not with that of the full system. The theory provided lays the foundation for an efficient and data-sparse computation of RCs via modern machine learning techniques. Y1 - 2023 U6 - https://doi.org/10.1137/21M1448367 VL - 21 IS - 2 SP - 449 EP - 488 ER - TY - JOUR A1 - Lücke, Marvin A1 - Heitzig, Jobst A1 - Koltai, Péter A1 - Molkethin, Nora A1 - Winkelmann, Stefanie T1 - Large population limits of Markov processes on random networks JF - Stochastic Processes and their Applications N2 - We consider time-continuous Markovian discrete-state dynamics on random networks of interacting agents and study the large population limit. The dynamics are projected onto low-dimensional collective variables given by the shares of each discrete state in the system, or in certain subsystems, and general conditions for the convergence of the collective variable dynamics to a mean-field ordinary differential equation are proved. We discuss the convergence to this mean-field limit for a continuous-time noisy version of the so-called "voter model" on Erdős-Rényi random graphs, on the stochastic block model, as well as on random regular graphs. Moreover, a heterogeneous population of agents is studied. For each of these types of interaction networks, we specify the convergence conditions in dependency on the corresponding model parameters. Y1 - 2023 U6 - https://doi.org/10.1016/j.spa.2023.09.007 VL - 166 ER -