TY - GEN A1 - Weber, Marcus T1 - A Subspace Approach to Molecular Markov State Models via an Infinitesimal Generator N2 - Supercomputers can simulate complex molecular systems. However, there is a very large gap between the fastest oscillations of covalent bonds of a molecule and the time-scale of the dominant processes. In order to extract the dominant time-scales and to identify the dominant processes, a clustering of information is needed. This thesis shows that only the subspace-based Robust Perron Cluster Analysis (PCCA+) can solve this problem correctly by the construction of a Markov State Model. PCCA+ allows for time-extrapolation in molecular kinetics. This thesis shows the difference between molecular dynamics and molecular kinetics. Only in the molecular kinetics framework a definition of transition rates is possible. In this context, the existence of an infinitesimal generator of the dynamical processes is discussed. If the existence is assumed, the Theorem of Gauß can be applied in order to compute transition rates efficiently. Molecular dynamics, however, is not able to provide a suitable statistical basis for the determination of the transition pattern. T3 - ZIB-Report - 09-27 KW - Robuste Perron Cluster Analyse KW - Molekülkinetik KW - Übergangsraten KW - Robust Perron cluster analysis KW - molecular kinetics KW - transition rates Y1 - 2009 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-11432 SN - 1438-0064 ER - TY - GEN A1 - Fackeldey, Konstantin A1 - Röblitz, Susanna A1 - Scharkoi, Olga A1 - Weber, Marcus T1 - Soft Versus Hard Metastable Conformations in Molecular Simulations N2 - Particle methods have become indispensible in conformation dynamics to compute transition rates in protein folding, binding processes and molecular design, to mention a few. Conformation dynamics requires at a decomposition of a molecule's position space into metastable conformations. In this paper, we show how this decomposition can be obtained via the design of either ``soft'' or ``hard'' molecular conformations. We show, that the soft approach results in a larger metastabilitiy of the decomposition and is thus more advantegous. This is illustrated by a simulation of Alanine Dipeptide. T3 - ZIB-Report - 11-27 KW - Proteins, Conformation Space, Meshfree Methods Y1 - 2011 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-13189 ER - TY - GEN A1 - Weber, Marcus T1 - The funnel trap paradox N2 - In this article, an illustrative example is given for the coarse-graining of a Markov process which leads to a shift in the statistical weights of a two-states-system. The example is based on a 2D-funnel trap. The funnel trap is constructed in such a way, that the area inside and outside of the trap is identical. However, observing the flight of the insect as a Markov process, the probability for being “in the trap” is higher. This example can be transferred to several kinds of processes (like receptor-ligandbinding processes in chemistry) and describes the influence of “re-entering events”. T3 - ZIB-Report - 12-12 KW - Markov process KW - Robust Perron Cluster Analysis KW - Conformation Dynamics Y1 - 2012 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-14765 SN - 1438-0064 ER - TY - GEN A1 - Fackeldey, Konstantin T1 - Coupling Meshbased and Meshfree Methods by a Transfer Operator Approach N2 - In contrast to the well known meshbased methods like the finite element method, meshfree methods do not rely on a mesh. However besides their great applicability, meshfree methods are rather time consuming. Thus, it seems favorable to combine both methods, by using meshfree methods only in a small part of the domain, where a mesh is disadvantageous, and a meshbased method for the rest of the domain. We motivate, that this coupling between the two simulation techniques can be considered as saddle point problem and show the stability of this coupling. Thereby a novel transfer operator is introduced, which interacts in the transition zone, where both methods coexist. T3 - ZIB-Report - 10-12 KW - Gitterlose Methoden KW - inf-sup-Bedingung KW - Kopplung KW - meshfree KW - meshbased KW - inf-sup-Condition Y1 - 2010 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-11755 SN - 1438-0064 ER - TY - GEN A1 - Tunga, Burcu A1 - Weber, Marcus T1 - Free Energy Calculation Using Mayer Cluster Expansion and Fluctuation Free Integration N2 - This work aims to develop a new algorithm to calculate the free energy of water molecules by using a deterministic way. For this purpose, we assume a closed system confined to a physical volume, having water molecules in gas phase. To calculate the free energy of this sytem we utilized Mayer cluster expansion and the fluctuation free integration method. T3 - ZIB-Report - 12-35 Y1 - 2012 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-16031 SN - 1438-0064 ER - TY - GEN A1 - Weber, Marcus A1 - Fackeldey, Konstantin T1 - Computing the Minimal Rebinding Effect Included in a Given Kinetics N2 - The rebinding effect is a phenomenon which occurs when observing a ligand-receptor binding process. On the macro scale this process comprises the Markov property. This Makovian view is spoiled when switching to the atomistic scale of a binding process. We therefore suggest a model which accurately describes the rebinding effect on the atomistic scale by allowing ''intermediate'' bound states. This allows us to define an indicator for the magnitude of rebinding and to formulate an optimization problem. The results form our examples show good agreement with data form laboratory. T3 - ZIB-Report - 13-12 KW - Rebinding KW - Molecular Kinetics KW - Conformation Dynamics Y1 - 2013 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-17796 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 - TY - GEN A1 - Nielsen, Adam A1 - Fackeldey, Konstantin A1 - Weber, Marcus T1 - On a Generalized Transfer Operator N2 - We introduce a generalized operator for arbitrary stochastic processes by using a pre-kernel, which is a generalization of the Markov kernel. For deterministic processes, such an operator is already known as the Frobenius-Perron operator, which is defined for a large class of measures. For Markov processes, there exists transfer operators being only well defined for stationary measures in $L^2$. Our novel generalized transfer operator is well defined for arbitrary stochastic processes, in particular also for deterministic ones. We can show that this operator is acting on $L^1$. For stationary measures, this operator is also an endomorphism of $L^2$ and, therefore, allows for a mathematical analysis in Hilbert spaces. T3 - ZIB-Report - 13-74 KW - Transfer Operator KW - Pre Kernel KW - Perron Frobenius Generalization Y1 - 2013 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-43162 SN - 1438-0064 ER - TY - GEN A1 - Bujotzek, Alexander A1 - Schütt, Ole A1 - Nielsen, Adam A1 - Fackeldey, Konstantin A1 - Weber, Marcus T1 - Efficient Conformational Analysis by Partition-of-Unity Coupling T2 - Math Chem N2 - Obtaining a sufficient sampling of conformational space is a common problem in molecular simulation. We present the implementation of an umbrella-like adaptive sampling approach based on function-based meshless discretization of conformational space that is compatible with state of the art molecular dynamics code and that integrates an eigenvector-based clustering approach for conformational analysis and the computation of inter-conformational transition rates. The approach is applied to three example systems, namely n-pentane, alanine dipeptide, and a small synthetic host-guest system, the latter two including explicitly modeled solvent. T3 - ZIB-Report - 13-58 KW - Markov State Models KW - Meshfree KW - Molecular Simulation KW - Partition of Unity Y1 - 2013 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-42570 SN - 1438-0064 ER - TY - GEN A1 - Weber, Marcus T1 - Eigenvalues of non-reversible Markov chains – A case study N2 - Finite reversible Markov chains are characterized by a transition matrix P that has real eigenvalues and pi-orthogonal eigenvectors, where pi is the stationary distribution of P. This means, that a transition matrix with complex eigenvalues corresponds to a non-reversible Markov chain. This observation leads to the question, whether the imaginary part of that eigendecomposition corresponds to or indicates the “pattern” of the nonreversibility. This article shows that the direct relation between imaginary parts of eigendecompositions and the non-reversibility of a transition matrix is not given. It is proposed to apply the Schur decomposition of P instead of the eigendecomposition in order to characterize its nonreversibility. T3 - ZIB-Report - 17-13 KW - non-reversible KW - transition matrix KW - detailed balance Y1 - 2017 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-62191 SN - 1438-0064 ER - TY - GEN A1 - Nielsen, Adam T1 - The Monte Carlo Computation Error of Transition Probabilities N2 - In many applications one is interested to compute transition probabilities of a Markov chain. This can be achieved by using Monte Carlo methods with local or global sampling points. In this article, we analyze the error by the difference in the $L^2$ norm between the true transition probabilities and the approximation achieved through a Monte Carlo method. We give a formula for the error for Markov chains with locally computed sampling points. Further, in the case of reversible Markov chains, we will deduce a formula for the error when sampling points are computed globally. We will see that in both cases the error itself can be approximated with Monte Carlo methods. As a consequence of the result, we will derive surprising properties of reversible Markov chains. T3 - ZIB-Report - 16-37 KW - Reversible Markov chain KW - Monte Carlo methods KW - Computation error KW - Measurable state space KW - Markov operator Y1 - 2016 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-59933 SN - 1438-0064 ER - TY - GEN A1 - Helfmann, Luzie A1 - Djurdjevac Conrad, Natasa A1 - Djurdjevac, Ana A1 - Winkelmann, Stefanie A1 - Schütte, Christof T1 - From interacting agents to density-based modeling with stochastic PDEs N2 - Many real-world processes can naturally be modeled as systems of interacting agents. However, the long-term simulation of such agent-based models is often intractable when the system becomes too large. In this paper, starting from a stochastic spatio-temporal agent-based model (ABM), we present a reduced model in terms of stochastic PDEs that describes the evolution of agent number densities for large populations. We discuss the algorithmic details of both approaches; regarding the SPDE model, we apply Finite Element discretization in space which not only ensures efficient simulation but also serves as a regularization of the SPDE. Illustrative examples for the spreading of an innovation among agents are given and used for comparing ABM and SPDE models. T3 - ZIB-Report - 19-21 Y1 - 2019 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-73456 SN - 1438-0064 ER - TY - GEN A1 - Weber, Marcus A1 - Fackeldey, Konstantin T1 - G-PCCA: Spectral Clustering for Non-reversible Markov Chains N2 - Spectral clustering methods are based on solving eigenvalue problems for the identification of clusters, e.g., the identification of metastable subsets of a Markov chain. Usually, real-valued eigenvectors are mandatory for this type of algorithms. The Perron Cluster Analysis (PCCA+) is a well-known spectral clustering method of Markov chains. It is applicable for reversible Markov chains, because reversibility implies a real-valued spectrum. We extend this spectral clustering method also to non-reversible Markov chains and give some illustrative examples. The main idea is to replace the eigenvalue problem by a real-valued Schur decomposition. By this extension, non-reversible Markov chains can be analyzed. Furthermore, the chains need not have a positive stationary distribution. And additionally to metastabilities, dominant cycles and sinks can be identified, too. T3 - ZIB-Report - 15-35 Y1 - 2015 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-55505 ER - TY - GEN A1 - Nielsen, Adam A1 - Weber, Marcus T1 - Computing the nearest reversible Markov chain N2 - Reversible Markov chains are the basis of many applications. However, computing transition probabilities by a finite sampling of a Markov chain can lead to truncation errors. Even if the original Markov chain is reversible, the approximated Markov chain might be non-reversible and will lose important properties, like the real valued spectrum. In this paper, we show how to find the closest reversible Markov chain to a given transition matrix. It turns out that this matrix can be computed by solving a convex minimization problem. T3 - ZIB-Report - 14-48 KW - Reversible Markov Chain KW - Convex Optimization KW - MSM Y1 - 2014 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-53292 SN - 1438-0064 ER - TY - GEN A1 - Weber, Marcus A1 - Quer, Jannes T1 - Estimating exit rates in rare event dynamical systems via extrapolation N2 - In this article we present a new idea for approximating exit rates for diffusion processes living in a craggy landscape. We are especially interested in the exit rates of a process living in a metastable regions. Due to the fact that Monte Carlo simulations perform quite poor and are very computational expensive in this setting we create several similar situations with a smoothed potential. For this we introduce a new parameter $\lambda \in [0,1]$ ($\lambda = 1$ very smoothed potential, $\lambda=0$ original potential) into the potential which controls the influence the smoothing. We then sample the exit rate for different parameters $\lambda$ the exit rate from a given region. Due to the fact that $\lambda$ is connected to the exit rate we can use this dependency to approximate the real exit rate. The method can be seen as something between hyperdynamics and temperature accelerated MC. T3 - ZIB-Report - 15-54 KW - rare event sampling, smoothing, membership functions, perturbed potential Y1 - 2015 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-56622 SN - 1438-0064 ER - TY - GEN A1 - Schütte, Christof A1 - Nielsen, Adam A1 - Weber, Marcus T1 - Markov State Models and Molecular Alchemy N2 - In recent years Markov State Models (MSMs) have attracted a consid- erable amount of attention with regard to modelling conformation changes and associated function of biomolecular systems. They have been used successfully, e.g., for peptides including time-resolved spectroscopic ex- periments, protein function and protein folding , DNA and RNA, and ligand-receptor interaction in drug design and more complicated multi- valent scenarios. In this article a novel reweighting scheme is introduced that allows to construct an MSM for certain molecular system out of an MSM for a similar system. This permits studying how molecular proper- ties on long timescales differ between similar molecular systems without performing full molecular dynamics simulations for each system under con- sideration. The performance of the reweighting scheme is illustrated for simple test cases including one where the main wells of the respective en- ergy landscapes are located differently and an alchemical transformation of butane to pentane where the dimension of the state space is changed. T3 - ZIB-Report - 14-05 KW - Girsanov Theorem KW - Stochastic Differential Equation KW - Importance Sampling Y1 - 2014 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-46718 SN - 1438-0064 ER - TY - GEN A1 - Fackeldey, Konstantin T1 - Challenges in Atomistic-to-Continuum Coupling T2 - ZIB Report N2 - This paper is concerned with the design, analysis, and implementation of concurrent coupling approaches where different (atomic and continuous) models are used simultaneously within a single simulation process. Thereby, several problems or pitfalls can happen, for example, the reflection of molecular movements at the “boundary” between the atomic and continuum regions which leads to an unphysical increase in energy in the atomic model. We investigate the problems with the aim of giving an introduction into this field and preventing errors for scientists starting their research towards multiscale methods. Y1 - 2010 U6 - https://doi.org/10.1155/2015/834517 VL - 2010 ET - 10-12 ER - TY - GEN A1 - Fackeldey, Konstantin A1 - Koltai, Péter A1 - Névir, Peter A1 - Rust, Henning A1 - Schild, Axel A1 - Weber, Marcus T1 - From Metastable to Coherent Sets - time-discretization schemes N2 - Given a time-dependent stochastic process with trajectories x(t) in a space $\Omega$, there may be sets such that the corresponding trajectories only very rarely cross the boundaries of these sets. We can analyze such a process in terms of metastability or coherence. Metastable sets M are defined in space $M\subset\Omega$, coherent sets $M(t)\subset\Omega$ are defined in space and time. Hence, if we extend the space by the time-variable t, coherent sets are metastable sets in $\Omega\times[0,\infty]$. This relation can be exploited, because there already exist spectral algorithms for the identification of metastable sets. In this article we show that these well-established spectral algorithms (like PCCA+) also identify coherent sets of non-autonomous dynamical systems. For the identification of coherent sets, one has to compute a discretization (a matrix T) of the transfer operator of the process using a space-timediscretization scheme. The article gives an overview about different time-discretization schemes and shows their applicability in two different fields of application. T3 - ZIB-Report - 17-74 Y1 - 2017 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-66074 SN - 1438-0064 ER - TY - GEN A1 - Kube, Susanna A1 - Lasser, Caroline A1 - Weber, Marcus T1 - Monte Carlo sampling of Wigner functions and surface hopping quantum dynamics N2 - Wigner transformation provides a one-to-one correspondence between functions on position space (wave functions) and functions on phase space (Wigner functions). Weighted integrals of Wigner functions yield quadratic quantities of wave functions like position and momentum densities or expectation values. For molecular quantum systems, suitably modified classical transport of Wigner functions provides an asymptotic approximation of the dynamics in the high energy regime. The article addresses the computation of Wigner functions by Monte Carlo quadrature. An ad aption of the Metropolis algorithm for the approximation of signed measures with disconnected support is systematically tested in combination with a surface hopping algorithm for non-adiabatic quantum dynamics. The numerical experiments give expectation values and level populations with an error of two to three percent, which agrees with the theoretically expected accuracy. T3 - ZIB-Report - 07-17 KW - Metropolis Monte Carlo KW - approximation KW - quadrature KW - oscillating functions Y1 - 2007 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-9604 ER - TY - GEN A1 - Witzig, Jakob A1 - Beckenbach, Isabel A1 - Eifler, Leon A1 - Fackeldey, Konstantin A1 - Gleixner, Ambros A1 - Grever, Andreas A1 - Weber, Marcus T1 - Mixed-Integer Programming for Cycle Detection in Non-reversible Markov Processes N2 - In this paper, we present a new, optimization-based method to exhibit cyclic behavior in non-reversible stochastic processes. While our method is general, it is strongly motivated by discrete simulations of ordinary differential equations representing non-reversible biological processes, in particular molecular simulations. Here, the discrete time steps of the simulation are often very small compared to the time scale of interest, i.e., of the whole process. In this setting, the detection of a global cyclic behavior of the process becomes difficult because transitions between individual states may appear almost reversible on the small time scale of the simulation. We address this difficulty using a mixed-integer programming model that allows us to compute a cycle of clusters with maximum net flow, i.e., large forward and small backward probability. For a synthetic genetic regulatory network consisting of a ring-oscillator with three genes, we show that this approach can detect the most productive overall cycle, outperforming classical spectral analysis methods. Our method applies to general non-equilibrium steady state systems such as catalytic reactions, for which the objective value computes the effectiveness of the catalyst. T3 - ZIB-Report - 16-39 KW - Non-reversible Markov Processes KW - NESS KW - Mixed-Integer Programming KW - Markov State Models Y1 - 2016 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-60353 SN - 1438-0064 ER -