TY - GEN A1 - Zhang, Wei A1 - Hartmann, Carsten A1 - Schütte, Christof T1 - Effective Dynamics Along Given Reaction Coordinates, and Reaction Rate Theory N2 - In molecular dynamics and related fields one considers dynamical descriptions of complex systems in full (atomic) detail. In order to reduce the overwhelming complexity of realistic systems (high dimension, large timescale spread, limited computational resources) the projection of the full dynamics onto some reaction coordinates is examined in order to extract statistical information like free energies or reaction rates. In this context, the effective dynamics that is induced by the full dynamics on the reaction coordinate space has attracted considerable attention in the literature. In this article, we contribute to this discussion: We first show that if we start with an ergodic diffusion processes whose invariant measure is unique then these properties are inherited by the effective dynamics. Then, we give equations for the effective dynamics, discuss whether the dominant timescales and reaction rates inferred from the effective dynamics are accurate approximations of such quantities for the full dynamics, and compare our findings to results from approaches like Zwanzig-Mori, averaging, or homogenization. Finally, by discussing the algorithmic realization of the effective dynamics, we demonstrate that recent algorithmic techniques like the ”equation-free” approach and the ”heterogeneous multiscale method” can be seen as special cases of our approach. T3 - ZIB-Report - 16-35 KW - Ergodic diffusion KW - reaction coordinate KW - effective dynamics KW - model reduction KW - equation-free KW - heterogeneous multiscale method Y1 - 2016 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-59706 SN - 1438-0064 ER - TY - 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 - Zhang, Wei A1 - Schütte, Christof T1 - Reliable approximation of long relaxation timescales in molecular dynamics N2 - Many interesting rare events in molecular systems like ligand association, protein folding or con- formational changes happen on timescales that often are not accessible by direct numerical simulation. Therefore rare event approximation approaches like interface sampling, Markov state model building or advanced reaction coordinate based free energy estimation have attracted huge attention recently. In this article we analyze the reliability of such approaches: How precise is an estimate of long relaxation timescales of molecular systems resulting from various forms of rare event approximation methods? Our results give a theoretical answer to this question by relating it with the transfer operator approach to molecular dynamics. By doing so they also allow for understanding deep connections between the different approaches. T3 - ZIB-Report - 17-19 Y1 - 2017 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-63718 SN - 1438-0064 ER - TY - GEN A1 - Hartmann, Carsten A1 - Richter, Lorenz A1 - Schütte, Christof A1 - Zhang, Wei T1 - Variational characterization of free energy: Theory and algorithms N2 - The article surveys and extends variational formulations of the thermodynamic free energy and discusses their information-theoretic content from the perspective of mathematical statistics. We revisit the well-known Jarzynski equality for nonequilibrium free energy sampling within the framework of importance sampling and Girsanov change-of-measure transformations. The implications of the different variational formulations for designing efficient stochastic optimization and nonequilibrium simulation algorithms for computing free energies are discussed and illustrated. T3 - ZIB-Report - 17-52 KW - Importance sampling KW - Donsker-Varadhan principle KW - thermodynamic free energy KW - nonequilibrium molecular dynamics KW - stochastic approximation KW - cross-entropy method Y1 - 2017 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-65045 SN - 1438-0064 ER -