TY - GEN A1 - Fischer, Alexander T1 - An Uncoupling-Coupling Technique for Markov Chain Monte Carlo Methods N2 - Uncoupling-coupling Monte Carlo (UCMC) combines uncoupling techniques for finite Markov chains with Markov chain Monte Carlo methodology. By determining almost invariant sets of the associated Markov operator, the Monte Carlo sampling splits by a hierarchical annealing process into the essential regions of the state space; therefore UCMC aims at avoiding the typical metastable behavior of Monte Carlo techniques. From the viewpoint of Monte Carlo, a slowly converging long-time Markov chain is replaced by a limited number of rapidly mixing short-time ones. The correct weighting factors for the various Markov chains are obtained via a coupling matrix, that connects the samplings from the different almost invariant sets. The underlying mathematical structure of this approach is given by a general examination of the uncoupling-coupling procedure. Furthermore, the overall algorithmic scheme of UCMC is applied to the $n$-pentane molecule, a well-known example from molecular dynamics. T3 - ZIB-Report - 00-04 KW - almost invariant sets KW - bridge sampling KW - cluster analysis KW - hierarchical annealing KW - Markov chains KW - Monte Carlo KW - $n$-pentane molecule KW - ratio of no Y1 - 2000 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-5720 ER - TY - GEN A1 - Weber, Marcus A1 - Walter, Lionel A1 - Kube, Susanna A1 - Deuflhard, Peter T1 - Stable computation of probability densities for metastable dynamical systems N2 - Whenever the invariant stationary density of metastable dynamical systems decomposes into almost invariant partial densities, its computation as eigenvector of some transition probability matrix is an ill-conditioned problem. In order to avoid this computational difficulty, we suggest to apply an aggregation/disaggregation method which only addresses wellconditioned sub-problems and thus results in a stable algorithm. In contrast to existing methods, the aggregation step is done via a sampling algorithm which covers only small patches of the sampling space. Finally, the theoretical analysis is illustrated by two biomolecular examples. T3 - ZIB-Report - 06-39 KW - dynamical systems KW - metastability KW - molecular conformations KW - cluster analysis KW - sampling KW - aggregation/disaggregation KW - domain decomposition Y1 - 2006 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-9331 ER - TY - GEN A1 - Weber, Marcus A1 - Kube, Susanna A1 - Riemer, Alexander A1 - Bujotzek, Alexander T1 - Efficient Sampling of the Stationary Distribution of Metastable Dynamical Systems N2 - In this article we aim at an efficient sampling of the stationary distribution of dynamical systems in the presence of metastabilities. In the past decade many sophisticated algorithms have been inven ted in this field. We do not want to simply add a further one. We address the problem that one has applied a sampling algorithm for a dynamical system many times. This leads to different samplings which more or less represent the stationary distribution partially very well, but which are still far away from ergodicity or from the global stationary distribution. We will show how these samplings can be joined together in order to get one global sampling of the stationary distribution. T3 - ZIB-Report - 07-03 KW - dynamical systems KW - stationary distribution KW - rare events KW - metastability KW - cluster analysis Y1 - 2006 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-9467 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 - Fischer, Alexander A1 - Schütte, Christof A1 - Deuflhard, Peter A1 - Cordes, Frank T1 - Hierarchical Uncoupling-Coupling of Metastable Conformations N2 - Uncoupling-coupling Monte Carlo (UCMC) combines uncoupling techniques for finite Markov chains with Markov chain Monte Carlo methodology. UCMC aims at avoiding the typical metastable or trapping behavior of Monte Carlo techniques. From the viewpoint of Monte Carlo, a slowly converging long-time Markov chain is replaced by a limited number of rapidly mixing short-time ones. Therefore, the state space of the chain has to be hierarchically decomposed into its metastable conformations. This is done by means of combining the technique of conformation analysis as recently introduced by the authors, and appropriate annealing strategies. We present a detailed examination of the uncoupling-coupling procedure which uncovers its theoretical background, and illustrates the hierarchical algorithmic approach. Furthermore, application of the UCMC algorithm to the $n$-pentane molecule allows us to discuss the effect of its crucial steps in a typical molecular scenario. T3 - ZIB-Report - 01-03 KW - almost invariant sets KW - bridge sampling KW - metastability KW - hierarchical annealing KW - hybrid Monte Carlo KW - $n$-pentane molecule KW - ratio of normalizing co Y1 - 2001 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-6296 ER - TY - GEN A1 - Weber, Marcus T1 - Conformation-based transition state theory N2 - For the treatment of equilibrated molecular systems in a heat bath we propose a transition state theory that is based on conformation dynamics. In general, a set-based discretization of a Markov operator ${\cal P}^\tau$ does not preserve the Markov property. In this article, we propose a discretization method which is based on a Galerkin approach. This discretization method preserves the Markov property of the operator and can be interpreted as a decomposition of the state space into (fuzzy) sets. The conformation-based transition state theory presented here can be seen as a first step in conformation dynamics towards the computation of essential dynamical properties of molecular systems without time-consuming molecular dynamics simulations. T3 - ZIB-Report - 07-18 KW - dynamical systems KW - transition state theory KW - rare events Y1 - 2007 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-9612 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 - Lie, Han Cheng A1 - Fackeldey, Konstantin A1 - Weber, Marcus T1 - A square root approximation of transition rates for a Markov State Model N2 - Trajectory- or mesh-based methods for analyzing the dynamical behavior of large molecules tend to be impractical due to the curse of dimensionality - their computational cost increases exponentially with the size of the molecule. We propose a method to break the curse by a novel square root approximation of transition rates, Monte Carlo quadrature and a discretization approach based on solving linear programs. With randomly sampled points on the molecular energy landscape and randomly generated discretizations of the molecular configuration space as our initial data, we construct a matrix describing the transition rates between adjacent discretization regions. This transition rate matrix yields a Markov State Model of the molecular dynamics. We use Perron cluster analysis and coarse-graining techniques in order to identify metastable sets in configuration space and approximate the transition rates between the metastable sets. Application of our method to a simple energy landscape on a two-dimensional configuration space provides proof of concept and an example for which we compare the performance of different discretizations. We show that the computational cost of our method grows only polynomially with the size of the molecule. However, finding discretizations of higher-dimensional configuration spaces in which metastable sets can be identified remains a challenge. T3 - ZIB-Report - 13-43 KW - Markov State Models KW - Markov chains KW - meshfree methods KW - metastability KW - Voronoi KW - linear programming Y1 - 2013 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-42195 SN - 1438-0064 ER -