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 -