TY - JOUR A1 - Lücke, Marvin A1 - Nüske, Feliks T1 - tgEDMD: Approximation of the Kolmogorov Operator in Tensor Train Format JF - Journal of Nonlinear Science N2 - Extracting information about dynamical systems from models learned off simulation data has become an increasingly important research topic in the natural and engineering sciences. Modeling the Koopman operator semigroup has played a central role in this context. As the approximation quality of any such model critically depends on the basis set, recent work has focused on deriving data-efficient representations of the Koopman operator in low-rank tensor formats, enabling the use of powerful model classes while avoiding over-fitting. On the other hand, detailed information about the system at hand can be extracted from models for the infinitesimal generator, also called Kolmogorov backward operator for stochastic differential equations. In this work, we present a data-driven method to efficiently approximate the generator using the tensor train (TT) format. The centerpiece of the method is a TT representation of the tensor of generator evaluations at all data sites. We analyze consistency and complexity of the method, present extensions to practically relevant settings, and demonstrate its applicability to benchmark numerical examples. Y1 - 2022 U6 - https://doi.org/10.1007/s00332-022-09801-0 VL - 32 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 - TY - JOUR A1 - Lücke, Marvin A1 - Lu, Jingyi A1 - Quevedo, Daniel E. T1 - Coding for secrecy in remote state estimation with an adversary JF - IEEE Transactions on Automatic Control N2 - We study the problem of remote state estimation in the presence of an eavesdropper. A sensor transmits state information over a packet-dropping link to a legitimate user. This information is randomly overheard by an eavesdropper. To reduce information leakage to the eavesdropper, previous studies have shown that by encoding the estimate with the acknowledgments (Acks), perfect secrecy can be achieved. However, this strategy greatly relies on the accuracy of the Acks and may easily fail if the Acks are compromised by cyberattacks. In this article, we tackle this issue by proposing to switch between sending an encoded state and sending the plain state to stay resilient against fake Acks. Specifically, we assume the Acks to be randomly attacked and derive recursive expressions for the minimum-mean-squared error estimates and error covariance matrices at the legitimate user and at the eavesdropper. Based upon this, we propose a transmission policy that depends on the probability of synchronization. We formulate a partially observable Markov decision process to model the evolution of the synchronization status and derive associated optimal transmission policies. Numerical examples are provided to verify the theoretical results. Y1 - 2022 U6 - https://doi.org/10.1109/TAC.2022.3169839 VL - 67 IS - 9 SP - 4955 EP - 4962 ER - TY - JOUR A1 - Lücke, Marvin A1 - Winkelmann, Stefanie A1 - Heitzig, Jobst A1 - Molkenthin, Nora A1 - Koltai, Péter T1 - Learning interpretable collective variables for spreading processes on networks JF - Physical Review E N2 - Collective variables (CVs) are low-dimensional projections of high-dimensional system states. They are used to gain insights into complex emergent dynamical behaviors of processes on networks. The relation between CVs and network measures is not well understood and its derivation typically requires detailed knowledge of both the dynamical system and the network topology. In this Letter, we present a data-driven method for algorithmically learning and understanding CVs for binary-state spreading processes on networks of arbitrary topology. We demonstrate our method using four example networks: the stochastic block model, a ring-shaped graph, a random regular graph, and a scale-free network generated by the Albert-Barabási model. Our results deliver evidence for the existence of low-dimensional CVs even in cases that are not yet understood theoretically. Y1 - 2024 U6 - https://doi.org/10.1103/PhysRevE.109.L022301 VL - 2 SP - L022301 ET - 109 ER - TY - JOUR A1 - Dellnitz, Michael A1 - Hüllermeier, Eyke A1 - Lücke, Marvin A1 - Ober-Blöbaum, Sina A1 - Offen, Christian A1 - Peitz, Sebastian A1 - Pfannschmidt, Karlson T1 - Efficient Time-Stepping for Numerical Integration Using Reinforcement Learning JF - SIAM Journal on Scientific Computing Y1 - 2023 U6 - https://doi.org/10.1137/21M1412682 VL - 45 IS - 2 SP - A579 EP - A595 ER -