TY - JOUR A1 - Niemann, Jan-Hendrik A1 - Klus, Stefan A1 - Schütte, Christof T1 - Data-driven model reduction of agent-based systems using the Koopman generator JF - PLOS ONE N2 - The dynamical behavior of social systems can be described by agent-based models. Although single agents follow easily explainable rules, complex time-evolving patterns emerge due to their interaction. The simulation and analysis of such agent-based models, however, is often prohibitively time-consuming if the number of agents is large. In this paper, we show how Koopman operator theory can be used to derive reduced models of agent-based systems using only simulation or real-world data. Our goal is to learn coarse-grained models and to represent the reduced dynamics by ordinary or stochastic differential equations. The new variables are, for instance, aggregated state variables of the agent-based model, modeling the collective behavior of larger groups or the entire population. Using benchmark problems with known coarse-grained models, we demonstrate that the obtained reduced systems are in good agreement with the analytical results, provided that the numbers of agents is sufficiently large. Y1 - 2021 U6 - https://doi.org/10.1371/journal.pone.0250970 VL - 16 IS - 5 ER - TY - JOUR A1 - Wulkow, Hanna A1 - Conrad, Tim A1 - Djurdjevac Conrad, Natasa A1 - Müller, Sebastian A. A1 - Nagel, Kai A1 - Schütte, Christof T1 - Prediction of Covid-19 spreading and optimal coordination of counter-measures: From microscopic to macroscopic models to Pareto fronts JF - PLOS One Y1 - 2021 U6 - https://doi.org/10.1371/journal.pone.0249676 VL - 16 IS - 4 PB - Public Library of Science ER - TY - GEN A1 - Bornemann, Folkmar A. A1 - Schütte, Christof T1 - Adaptive Accuracy Control for Microcanonical Car-Parrinello Simulations N2 - The Car-Parrinello (CP) approach to ab initio molecular dynamics serves as an approximation to time-dependent Born-Oppenheimer (BO) calculations. It replaces the explicit minimization of the energy functional by a fictitious Newtonian dynamics and therefore introduces an artificial mass parameter $\mu$ which controls the electronic motion. A recent theoretical investigation shows that the CP-error, i.e., the deviation of the CP--solution from the BO-solution {\em decreases} like $\mu^{1/2}$ asymptotically. Since the computational effort {\em increases} like $\mu^{-1/2}$, the choice of $\mu$ has to find a compromise between efficiency and accuracy. The asymptotical result is used in this paper to construct an easily implemented algorithm which automatically controls $\mu$: the parameter $\mu$ is repeatedly adapted during the simulation by choosing $\mu$ as large as possible while pushing an error measure below a user-given tolerance. The performance and reliability of the algorithm is illustrated by a typical example. T3 - ZIB-Report - SC-96-20 Y1 - 1996 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-2311 ER - TY - GEN A1 - Bornemann, Folkmar A. A1 - Schütte, Christof T1 - Homogenization of Highly Oscillatory Hamiltonian Systems N2 - The paper studies Hamiltonian systems with a strong potential forcing the solutions to oscillate on a very small time scale. In particular, we are interested in the limit situation where the size $\epsilon$ of this small time scale tends to zero but the velocity components remain oscillating with an amplitude variation of order ${\rm O}(1)$. The process of establishing an effective initial value problem for the limit positions will be called {\em homogenization} of the Hamiltonian system. This problem occurs in mechanics as the problem of realization of holonomic constraints, in plasma physics as the problem of guiding center motion, in the simulation of biomolecules as the so called smoothing problem. We suggest the systematic use of the notion of {\em weak convergence} in order to approach this problem. This methodology helps to establish unified and short proofs of the known results which throw light on the inherent structure of the problem. Moreover, we give a careful and critical review of the literature. T3 - ZIB-Report - SC-95-39 Y1 - 1995 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-2050 ER - TY - GEN A1 - Bornemann, Folkmar A. A1 - Schütte, Christof T1 - On the Singular Limit of the Quantum-Classical Molecular Dynamics Model N2 - \noindent In molecular dynamics applications there is a growing interest in so-called {\em mixed quantum-classical} models. These models describe most atoms of the molecular system by the means of classical mechanics but an important, small portion of the system by the means of quantum mechanics. A particularly extensively used model, the QCMD model, consists of a {\em singularly perturbed}\/ Schrödinger equation nonlinearly coupled to a classical Newtonian equation of motion. This paper studies the singular limit of the QCMD model for finite dimensional Hilbert spaces. The main result states that this limit is given by the time-dependent Born-Oppenheimer model of quantum theory---provided the Hamiltonian under consideration has a smooth spectral decomposition. This result is strongly related to the {\em quantum adiabatic theorem}. The proof uses the method of {\em weak convergence} by directly discussing the density matrix instead of the wave functions. This technique avoids the discussion of highly oscillatory phases. On the other hand, the limit of the QCMD model is of a different nature if the spectral decomposition of the Hamiltonian happens not to be smooth. We will present a generic example for which the limit set is not a unique trajectory of a limit dynamical system but rather a {\em funnel} consisting of infinitely many trajectories. T3 - ZIB-Report - SC-97-07 Y1 - 1997 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-2761 ER - TY - GEN A1 - Deuflhard, Peter A1 - Dellnitz, Michael A1 - Junge, Oliver A1 - Schütte, Christof T1 - Computation of Essential Molecular Dynamics by Subdivision Techniques I: Basic Concept N2 - The paper presents the concept of a new type of algorithm for the numerical computation of what the authors call the {\em essential dynamics\/} of molecular systems. Mathematically speaking, such systems are described by Hamiltonian differential equations. In the bulk of applications, individual trajectories are of no specific interest. Rather, time averages of physical observables or relaxation times of conformational changes need to be actually computed. In the language of dynamical systems, such information is contained in the natural invariant measure (infinite relaxation time) or in almost invariant sets ("large" finite relaxation times). The paper suggests the direct computation of these objects via eigenmodes of the associated Frobenius-Perron operator by means of a multilevel subdivision algorithm. The advocated approach is different to both Monte-Carlo techniques on the one hand and long term trajectory simulation on the other hand: in our setup long term trajectories are replaced by short term sub-trajectories, Monte-Carlo techniques are just structurally connected via the underlying Frobenius-Perron theory. Numerical experiments with a first version of our suggested algorithm are included to illustrate certain distinguishing properties. A more advanced version of the algorithm will be presented in a second part of this paper. T3 - ZIB-Report - SC-96-45 Y1 - 1996 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-2553 ER - TY - GEN A1 - Nettesheim, Peter A1 - Huisinga, Wilhelm A1 - Schütte, Christof T1 - Chebyshev-Approximation for Wavepacket-Dynamics: better than expected N2 - The aim of this work is to study the accuracy and stability of the Chebyshev--approximation method as a time--discretization for wavepacket dynamics. For this frequently used discretization we introduce estimates of the approximation and round--off error. These estimates mathematically confirm the stability of the Chebyshev--approximation with respect to round--off errors, especially for very large stepsizes. But the results also disclose threads to the stability due to large spatial dimensions. All theoretical statements are illustrated by numerical simulations of an analytically solvable example, the harmonic quantum oszillator. T3 - ZIB-Report - SC-96-47 Y1 - 1996 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-2575 ER - TY - GEN A1 - Bornemann, Folkmar A. A1 - Schütte, Christof T1 - A Mathematical Investigation of the Car-Parrinello Method N2 - The Car-Parrinello method for ab-initio molecular dynamics avoids the explicit minimization of energy functionals given by functional density theory in the context of the quantum adiabatic approximation (time-dependent Born-Oppenheimer approximation). Instead, it introduces a fictitious classical dynamics for the electronic orbitals. For many realistic systems this concept allowed first-principle computer simulations for the first time. In this paper we study the {\em quantitative} influence of the involved parameter $\mu$, the fictitious electronic mass of the method. In particular, we prove by use of a carefully chosen two-time-scale asymptotics that the deviation of the Car-Parrinello method from the adiabatic model is of order ${\rm O}(\mu^{1/2})$ --- provided one starts in the ground state of the electronic system and the electronic excitation spectrum satisfies a certain non-degeneracy condition. Analyzing a two-level model problem we prove that our result cannot be improved in general. Finally, we show how to use the gained quantitative insight for an automatic control of the unphysical ``fake'' kinetic energy of the method. T3 - ZIB-Report - SC-96-19 Y1 - 1996 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-2302 ER - TY - GEN A1 - Schütte, Christof A1 - Bornemann, Folkmar A. T1 - Homogenization Approach to Smoothed Molecular Dynamics N2 - {\footnotesize In classical Molecular Dynamics a molecular system is modelled by classical Hamiltonian equations of motion. The potential part of the corresponding energy function of the system includes contributions of several types of atomic interaction. Among these, some interactions represent the bond structure of the molecule. Particularly these interactions lead to extremely stiff potentials which force the solution of the equations of motion to oscillate on a very small time scale. There is a strong need for eliminating the smallest time scales because they are a severe restriction for numerical long-term simulations of macromolecules. This leads to the idea of just freezing the high frequency degrees of freedom (bond stretching and bond angles) via increasing the stiffness of the strong part of the potential to infinity. However, the naive way of doing this via holonomic constraints mistakenly ignores the energy contribution of the fast oscillations. The paper presents a mathematically rigorous discussion of the limit situation of infinite stiffness. It is demonstrated that the average of the limit solution indeed obeys a constrained Hamiltonian system but with a {\em corrected soft potential}. An explicit formula for the additive potential correction is given via a careful inspection of the limit energy of the fast oscillations. Unfortunately, the theory is valid only as long as the system does not run into certain resonances of the fast motions. Behind those resonances, there is no unique limit solution but a kind of choatic scenario for which the notion ``Takens chaos'' was coined. For demonstrating the relevance of this observation for MD, the theory is applied to a realistic, but still simple system: a single butan molecule. The appearance of ``Takens chaos'' in smoothed MD is illustrated and the consequences are discussed.} T3 - ZIB-Report - SC-96-31 Y1 - 1996 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-2410 ER - TY - GEN A1 - Bornemann, Folkmar A. A1 - Nettesheim, Peter A1 - Schütte, Christof T1 - Quantum-Classical Molecular Dynamics as an Approximation to Full Quantum Dynamics N2 - This paper presents a mathematical derivation of a model for quantum-classical molecular dynamics (QCMD) as a {\em partial} classical limit of the full Schrödinger equation. This limit is achieved in two steps: separation of the full wavefunction and short wave asymptotics for its ``classical'' part. Both steps can be rigorously justified under certain smallness assumptions. Moreover, the results imply that neither the time-dependent self-consistent field method nor mixed quantum-semi-classical models lead to better approximations than QCMD since they depend on the separation step, too. On the other hand, the theory leads to a characterization of the critical situations in which the models are in danger of largely deviating from the solution of the full Schrödinger equation. These critical situations are exemplified in an illustrative numerical simulation: the collinear collision of an Argon atom with a harmonic quantum oscillator. T3 - ZIB-Report - SC-95-26 Y1 - 1995 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-1922 ER - TY - GEN A1 - Bornemann, Folkmar A. A1 - Schütte, Christof T1 - A Mathematical Approach to Smoothed Molecular Dynamics: Correcting Potentials for Freezing Bond Angles N2 - The interaction potential of molecular systems which are typically used in molecular dynamics can be split into two parts of essentially different stiffness. The strong part of the potential forces the solution of the equations of motion to oscillate on a very small time scale. There is a strong need for eliminating the smallest time scales because they are a severe restriction for numerical long-term simulations of macromolecules. This leads to the idea of just freezing the high frequency degrees of freedom (bond stretching and bond angles). However, the naive way of doing this via holonomic constraints is bound to produce incorrect results. The paper presents a mathematically rigorous discussion of the limit situation in which the stiffness of the strong part of the potential is increased to infinity. It is demonstrated that the average of the limit solution indeed obeys a constrained Hamiltonian system but with a {\em corrected soft potential}. An explicit formula for the additive potential correction is given and its significant contribution is demonstrated in an illustrative example. It appears that this correcting potential is definitely not identical with the Fixman-potential as was repeatedly assumed in the literature. T3 - ZIB-Report - SC-95-30 Y1 - 1995 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-1960 ER - TY - GEN A1 - Schütte, Christof A1 - Dinand, Manfred A1 - Zumbusch, Gerhard A1 - Brinkmann, Ralf T1 - Dynamics of Erbium-doped Waveguide Lasers: Modelling, Reliable Simulation, and Comparison with Experiments N2 - A theoretical investigation of the dynamic properties of integrated optical Er--doped waveguide lasers is presented. It includes the construction of a physical model and of numerical techniques which allow reliable simulations of the dynamical behaviour of the laser signal depending on essential parameters of the laser device and on its external, time--dependent pump radiation. Therefore, a physical theory is developed which describes the propagation of light and its interaction with the active substrate in the laser cavity. This is realized in two steps. First, a {\em fundamental model} based on Maxwell's equations and on rate equations for the transitions in the active medium is constructed. Since this turns out to prohibit reliable simulations, it is, in a second step, reformulated via averaging in time and space which suppresses the fluctuations on the fastest time scales but represents them correctly. For this {\em reduced model} reliable and efficient simulation techniques using adaptive control schemes are designed and implemented. We apply the linear--implicit Euler discretization with extrapolation in time and a multilevel quadrature scheme in space. Finally, the model is justified in comparison with experimental observations in four cases of technological relevance. T3 - ZIB-Report - SC-95-19 Y1 - 1995 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-1856 ER - TY - GEN A1 - Schütte, Christof T1 - Smoothed Molecular Dynamics for Thermally Embedded Systems N2 - This paper makes use of statistical mechanics in order to construct effective potentials for Molecular Dynamics for systems with nonstationary thermal embedding. The usual approach requires the computation of a statistical ensemble of trajectories. In the context of the new model the evaluation of only one single trajectory is sufficient for the determination of all interesting quantities, which leads to an enormous reduction of computational effort. This single trajectory is the solution to a corrected Hamiltonian system with a new potential $\tilde{V}$. It turns out that $\tilde{V}$ can be defined as spatial average of the original potential $V$. Therefore, the Hamiltonian dynamics defined by $\tilde{V}$ is smoother than that effected by $V$, i.e. a numerical integration of its evolution in time allows larger stepsizes. Thus, the presented approach introduces a Molecular Dynamics with smoothed trajectories originating from spatial averaging. This is deeply connected to time--averaging in Molecular Dynamics. These two types of {\em smoothed Molecular Dynamics} share advantages (gain in efficiency, reduction of error amplification, increased stability) and problems (necessity of closing relations and adaptive control schemes) which will be explained in detail. T3 - ZIB-Report - SC-95-14 Y1 - 1995 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-1809 ER - TY - GEN A1 - Schütte, Christof T1 - A quasiresonant smoothing algorithm for the fast analysis of selective vibrational excitation. N2 - One key problem in modern chemistry is the simulation of the dynamical reaction of a molecule subjected to external radiation. This is described by the Schrödinger equation, which, after eigenfunction expansion, can be written in form of a system of ordinary differential equations, whose solutions show a highly oscillatory behaviour. The oscillations with high frequencies and small amplitudes confine the stepsizes of any numerical integrator -- an effect, which, in turn, blows up the simulation time. Larger stepsizes can be expected by averaging these fast oscillations, thus smoothing the trajectories. This idea leads to the construction of a quasiresonant smoothing algorithm (QRS). In QRS, a natural and computationally available splitting parameter $\delta$ controls the smoothing properties. The performance of QRS is demonstrated in two applications treating the selective excitation of vibrational states by picosecond laser pulses. In comparison with standard methods a speedup factor of 60--100 is observed. A closer look to purely physically motivated quasiresonant approximations such as WFQRA shows some additional advantages of the above smoothing idea. Among these the possibility of an adaptive formulation of QRS via the parameter $\delta$ is of particular importance. T3 - ZIB-Report - SC-93-10 Y1 - 1993 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-1066 ER - TY - GEN A1 - Schütte, Christof A1 - Hohmann, Andreas A1 - Dinand, Manfred T1 - Numerical Simulation of Relaxation Oscillations of Waveguide-Lasers. N2 - An analysis of relaxation oscillations in local Er-doped optically pumped lasers is reported. It is based on a time dependent rate equation model for a quasi-two-level-system with wavelength dependent emission- and absorption cross-sections. For the first time a numerically reliable simulation of the characteristic laser behaviour was possible: the onset and decay of the oscillations, the time-dependent repetition period and the steady state signal output power. The characteristic waveguide parameters, as the erbium-concentration profile, the polarization dependent pump- and signal mode intensity profiles, the scattering losses, the cavity length and the front and rear reflectivities were all taken into account. The basic formulas are general and can also be used for Er-doped fiber lasers. Mathematically the problem can be characterized as a large boundary value problem, which can approximately be replaced by a stiff initial value problem of ordinary differential equations. The used algorithmic replacement procedure is motivated and discussed in detail. Here, pump- and signal evolution versus time are presented for an planar Er-diffused $\rm Ti$:$\rm LiNbO_{3}$ waveguide laser. The numerically obtained results show a nearly quantitative agreement with experimental investigations. Simultanously they supply knowledge about non-measureable (space-dependent population dynamic of the Er-atoms) and till today not measured data (dynamical response of the laser by a sharp peak in the external pump). T3 - ZIB-Report - SC-93-14 Y1 - 1993 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-1106 ER - TY - GEN A1 - Schütte, Christof A1 - Wulkow, Michael T1 - Quantum Theory with Discrete Spectra and Countable Systems of Differential Equations - A Numerical Treatment of RamanSpectroscopy. N2 - Models for occupation dynamics in discrete quantum systems lead to large or even infinite systems of ordinary differential equations. Some new mathematical techniques, developed for the simulation of chemical processes, make a numerical solution of countable systems of ordinary differential equations possible. Both, a basic physical concept for the construction of such systems and the structure of the numerical tools for solving them are presented. These conceptual aspects are illustrated by a simulation of an occupation process from spectroscopy. In this example the structures of rotation spectra observed in infrared spectroscopy are explained and some possibilities for an extension of the model are shown. T3 - ZIB-Report - SC-92-07 Y1 - 1992 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-778 ER - TY - GEN A1 - Schütte, Christof A1 - Nettesheim, Peter T1 - Non-Adiabatic Effects in Quantum-Classical Molecular Dynamics N2 - In molecular dynamics applications there is a growing interest in mixed quantum-classical models. The article is concerned with the so-called QCMD model. This model describes most atoms of the molecular system by the means of classical mechanics but an important, small portion of the system by the means of a wavefunction. We review the conditions under which the QCMD model is known to approximate the full quantum dynamical evolution of the system. In most quantum-classical simulations the {\em Born-Oppenheimer model} (BO) is used. In this model, the wavefunction is adiabatically coupled to the classical motion which leads to serious approximation deficiencies with respect to non-adiabatic effects in the fully quantum dynamical description of the system. In contrast to the BO model, the QCMD model does include non-adiabatic processes, e.g., transitions between the energy levels of the quantum system. It is demonstrated that, in mildly non-adiabatic scenarios, so-called {\em surface hopping} extensions of QCMD simulations yield good approximations of the non-adiabatic effects in full quantum dynamics. The algorithmic strategy of such extensions of QCMD is explained and the crucial steps of its realization are discussed with special emphasis on the numerical problems caused by highly oscillatory phase effects. T3 - ZIB-Report - SC-98-38 KW - quantum-classical molecular dynamics KW - non-adiabatic processes KW - Schrödinger equation KW - highly oscillatory phase KW - adiabatic limit KW - quantum adiabati Y1 - 1998 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-3817 ER - TY - GEN A1 - Schütte, Christof A1 - Fischer, Alexander A1 - Huisinga, Wilhelm A1 - Deuflhard, Peter T1 - A Direct Approach to Conformational Dynamics based on Hybrid Monte Carlo N2 - Recently, a novel concept for the computation of essential features of the dynamics of Hamiltonian systems (such as molecular dynamics) has been proposed. The realization of this concept had been based on subdivision techniques applied to the Frobenius--Perron operator for the dynamical system. The present paper suggests an alternative but related concept that merges the conceptual advantages of the dynamical systems approach with the appropriate statistical physics framework. This approach allows to define the phrase ``conformation'' in terms of the dynamical behavior of the molecular system and to characterize the dynamical stability of conformations. 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 specific hybrid Monte Carlo techniques is shown to lead to a stochastic matrix $P$. With these theoretical preparations, an identification algorithm for conformations is applicable. It is demonstrated that the discretization of $T$ can be restricted to few essential degrees of freedom so that the combinatorial explosion of discretization boxes is prevented and biomolecular systems can be attacked. Numerical results for the n-pentane molecule and the triribonucleotide adenylyl\emph{(3'-5')}cytidylyl\emph{(3'-5')}cytidin are given and interpreted. T3 - ZIB-Report - SC-98-45 KW - conformation KW - conformational dynamics KW - hybrid Monte Carlo KW - reweighting KW - essential degrees of freedom KW - transition probabilities KW - Markov operator Y1 - 1999 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-3889 ER - TY - GEN A1 - Nettesheim, Peter A1 - Schütte, Christof T1 - Numerical Integrators for Quantum-Classical Molecular Dynamics N2 - It was revealed that the QCMD model is of canonical Hamiltonian form with symplectic structure, which implies the conservation of energy. An efficient and reliable integrator for transfering these properties to the discrete solution is the symplectic and explicit {\sc Pickaback} algorithm. The only drawback of this kind of integrator is the small stepsize in time induced by the splitting techniques used to discretize the quantum evolution operator. Recent investigations concerning Krylov iteration techniques result in alternative approaches which overcome this difficulty for a wide range of problems. By using iterative methods in the evaluation of the quantum time propagator, these techniques allow for the stepsize to adapt to the coupling between the classical and the quantum mechanical subsystem. This yields a drastic reduction of the numerical effort. The pros and cons of both approaches as well as the suitable applications are discussed in the last part. T3 - ZIB-Report - SC-97-42 Y1 - 1997 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-3111 ER - TY - GEN A1 - Schütte, Christof A1 - Bornemann, Folkmar A. T1 - Approximation Properties and Limits of the Quantum-Classical Molecular Dynamics Model N2 - In molecular dynamics applications there is a growing interest in including quantum effects for simulations of larger molecules. This paper is concerned with {\em mixed quantum-classical} models which are currently discussed: the so-called QCMD model with variants and the time-dependent Born-Oppenheimer approximation. All these models are known to approximate the full quantum dynamical evolution---under different assumptions, however. We review the meaning of these assumptions and the scope of the approximation. In particular, we characterize those typical problematic situations where a mixed model might largely deviate from the full quantum evolution. One such situation of specific interest, a non-adiabatic excitation at certain energy level crossings, can promisingly be dealt with by a modification of the QCMD model that we suggest. T3 - ZIB-Report - SC-97-41 Y1 - 1997 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-3102 ER - TY - GEN A1 - Fischer, Alexander A1 - Cordes, Frank A1 - Schütte, Christof T1 - Hybrid Monte Carlo with Adaptive Temperature in a Mixed-Canonical Ensemble: Efficient Conformational Analysis of RNA N2 - A hybrid Monte Carlo method with adaptive temperature choice is presented, which exactly generates the distribution of a mixed-canonical ensemble composed of two canonical ensembles at low and high temperature. The analysis of resulting Markov chains with the reweighting technique shows an efficient sampling of the canonical distribution at low temperature, whereas the high temperature component facilitates conformational transitions, which allows shorter simulation times. \\The algorithm was tested by comparing analytical and numerical results for the small n-butane molecule before simulations were performed for a triribonucleotide. Sampling the complex multi-minima energy landscape of these small RNA segments, we observed enforced crossing of energy barriers. T3 - ZIB-Report - SC-97-67 Y1 - 1997 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-3364 ER - TY - GEN A1 - Huisinga, Wilhelm A1 - Best, Christoph A1 - Cordes, Frank A1 - Roitzsch, Rainer A1 - Schütte, Christof T1 - From Simulation Data to Conformational Ensembles: Structure and Dynamics based Methods N2 - Statistical methods for analyzing large data sets of molecular configurations within the chemical concept of molecular conformations are described. The strategies are based on dependencies between configurations of a molecular ensemble; the article concentrates on dependencies induces by a) correlations between the molecular degrees of freedom, b) geometrical similarities of configurations, and c) dynamical relations between subsets of configurations. The statistical technique realizing aspect a) is based on an approach suggested by {\sc Amadei et al.} (Proteins, 17 (1993)). It allows to identify essential degrees of freedom of a molecular system and is extended in order to determine single configurations as representatives for the crucial features related to these essential degrees of freedom. Aspects b) and c) are based on statistical cluster methods. They lead to a decomposition of the available simulation data into {\em conformational ensembles} or {\em subsets} with the property that all configurations in one of these subsets share a common chemical property. In contrast to the restriction to single representative conformations, conformational ensembles include information about, e.g., structural flexibility or dynamical connectivity. The conceptual similarities and differences of the three approaches are discussed in detail and are illustrated by application to simulation data originating from a hybrid Monte Carlo sampling of a triribonucleotide. T3 - ZIB-Report - SC-98-36 KW - conformational ensemble KW - cluster method KW - structural and dynamical similarity KW - representative KW - conformation KW - essential degrees of freedom KW - transi Y1 - 1998 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-3797 ER - TY - JOUR A1 - Zimper, Sebastian A1 - Djurdjevac, Ana A1 - Hartmann, Carsten A1 - Schütte, Christof A1 - Conrad, Natasa Djurdjevac T1 - Mean-field optimal control with stochastic leaders N2 - We consider interacting agent systems with a large number of stochastic agents (or particles) influenced by a fixed number of external stochastic lead agents. Such examples arise, for example in models of opinion dynamics, where a small number of leaders (influencers) can steer the behaviour of a large population of followers. In this context, we study a partial mean-field limit where the number of followers tends to infinity, while the number of leaders stays constant. The partial mean-field limit dynamics is then given by a McKean-Vlasov stochastic differential equation (SDE) for the followers, coupled to a controlled Itô-SDE governing the dynamics of the lead agents. For a given cost functional that the lead agents seek to minimise, we show that the unique optimal control of the finite agent system convergences to the optimal control of the limiting system. This establishes that the low-dimensional control of the partial (mean-field) system provides an effective approximation for controlling the high-dimensional finite agent system. In addition, we propose a stochastic gradient descent algorithm that can efficiently approximate the mean-field control. Our theoretical results are illustrated on opinion dynamics model with lead agents, where the control objective is to drive the followers to reach consensus in finite time. Y1 - 2025 ER - TY - JOUR A1 - Hartmann, Carsten A1 - Jöster, Annika A1 - Schütte, Christof A1 - Sikorski, Alexander A1 - Weber, Marcus T1 - Importance sampling of unbounded random stopping times: computing committor functions and exit rates without reweighting N2 - Rare events in molecular dynamics are often related to noise-induced transitions between different macroscopic states (e.g., in protein folding). A common feature of these rare transitions is that they happen on timescales that are on average exponentially long compared to the characteristic timescale of the system, with waiting time distributions that have (sub)exponential tails and infinite support. As a result, sampling such rare events can lead to trajectories that can be become arbitrarily long, with not too low probability, which makes the reweighting of such trajectories a real challenge. Here, we discuss rare event simulation by importance sampling from a variational perspective, with a focus on applications in molecular dynamics, in particular the computation of committor functions. The idea is to design importance sampling schemes that (a) reduce the variance of a rare event estimator while controlling the average length of the trajectories and (b) that do not require the reweighting of possibly very long trajectories. In doing so, we study different stochastic control formulations for committor and mean first exit times, which we compare both from a theoretical and a computational point of view, including numerical studies of some benchmark examples. Y1 - 2026 ER - TY - GEN A1 - Deuflhard, Peter A1 - Schütte, Christof T1 - Molecular Conformation Dynamics and Computational Drug Design N2 - The paper surveys recent progress in the mathematical modelling and simulation of essential molecular dynamics. Particular emphasis is put on computational drug design wherein time scales of $msec$ up to $min$ play the dominant role. Classical long-term molecular dynamics computations, however, would run into ill-conditioned initial value problems already after time spans of only $psec=10^{-12} sec$. Therefore, in order to obtain results for times of pharmaceutical interest, a combined deterministic-stochastic model is needed. The concept advocated in this paper is the direct identification of metastable conformations together with their life times and their transition patterns. It can be interpreted as a {\em transfer operator} approach corresponding to some underlying hybrid Monte Carlo process, wherein short-term trajectories enter. Once this operator has been discretized, which is a hard problem of its own, a stochastic matrix arises. This matrix is then treated by {\em Perron cluster analysis}, a recently developed cluster analysis method involving the numerical solution of an eigenproblem for a Perron cluster of eigenvalues. In order to avoid the 'curse of dimension', the construction of appropriate boxes for the spatial discretization of the Markov operator requires careful consideration. As a biomolecular example we present a rather recent SARS protease inhibitor. T3 - ZIB-Report - 03-20 KW - conformation dynamics KW - Monte Carlo methods KW - transfer operations KW - Hamiltonian dynamics KW - Smoluchowski dynamics KW - metastable sets KW - Perron cluster an Y1 - 2003 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-7427 ER - TY - THES A1 - Schütte, Christof T1 - A Quasiresonant Smoothing Algorithm for Solving Large Highly Differential Equations from Quantum Chemistry. N2 - In Quantum Chemistry the field of Laser--Assisted Molecular Control'' has received a considerable amount of attention recently. One key problem in this new field is the simulation of the dynamical reaction of a molecule subjected to external radiation. This problem is described by the Schrödinger equation, which, after eigenfunction expansion, can be written in the form of a large system of ordinary differential equations, the solutions of which show a highly oscillatory behaviour. The oscillations with high frequencies and small amplitudes confine the stepsizes of any numerical integrator -- an effect, which, in turn, blows up the simulation time. Larger stepsizes can be expected by averaging these fast oscillations, thus smoothing the trajectories. Standard smoothing techniques (averaging, filtering) would kill the whole process and thus, lead to wrong numerical results. To avoid this unwanted effect and nevertheless speed up computations, this paper presents a quasiresonant smoothing algorithm (QRS). In QRS, a natural splitting parameter $\delta$ controls the smoothing properties. An adaptive QRS--version (AQRS) is presented which includes an error estimation scheme for choosing this parameter $\delta$ in order to meet a given accuracy requirement. In AQRS $\delta$ is permanently adapted to the solution properties for computing the chemically necessary information'' only. The performance of AQRS is demonstrated in several test problems from the field Laser--Assisted Selective Excitation of Molecules'' in which the external radiation is a picosecond laser pulse. In comparison with standard methods speedup factors of the order of $10^2$ are observed. T3 - ZIB-Report - TR-94-04 Y1 - 1994 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-5090 ER - TY - GEN A1 - Schütte, Christof A1 - Huisinga, Wilhelm T1 - On Conformational Dynamics induced by Langevin Processes N2 - The function of many important biomolecules is related to their dynamic properties and their ability to switch between different {\em conformations}, which are understood as {\em almost invariant} or {\em metastable} subsets of the positional state space of the system. Recently, the present authors and their coworkers presented a novel algorithmic scheme for the direct numerical determination of such metastable subsets and the transition probability between them. Although being different in most aspects, this method exploits the same basic idea as {\sc Dellnitz} and {\sc Junge} in their approach to almost invariance in discrete dynamical systems: the almost invariant sets are computed via certain eigenvectors of the Markov operators associated with the dynamical behavior. In the present article we analyze the application of this approach to (high--friction) Langevin models describing the dynamical behavior of molecular systems coupled to a heat bath. We will see that this can be related to theoretical results for (symmetric) semigroups of Markov operators going back to {\sc Davies}. We concentrate on a comparison of our approach in respect to random perturbations of dynamical systems. T3 - ZIB-Report - SC-99-25 KW - Smoluchowski equation KW - Fokker--Planck equation KW - semigroup of Markov operators KW - canonical ensemble KW - small noise KW - first exit time KW - half time perio Y1 - 1999 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-4130 ER - TY - GEN A1 - Schütte, Christof T1 - Partial Wigner Transforms and the Quantum--Classical Liouville Equation N2 - In molecular dynamics applications there is a growing interest in mixed quantum-classical models. The {\em quantum-classical Liouville equation} (QCL) describes most atoms of the molecular system under consideration by means of classical phase space density but an important, small portion of the system by means of quantum mechanics. The QCL is derived from the full quantum dynamical (QD) description by applying the Wigner transform to the classical part'' of the system only. We discuss the conditions under which the QCL model approximates the full QD evolution of the system. First, analysis of the asymptotic properties of the Wigner transform shows that solving the QCL yields a first order approximation of full quantum dynamics. Second, we discuss the adiabatic limit of the QCL. This discussion shows that the QCL solutions may be interpretated as classical phase space densities, at least near the adiabatic limit. Third, it is demonstrated that the QCL yields good approximations of {\em non-adiabatic quantum effects,} especially near so-called {\em avoided crossings} where most quantum-classical models fail. T3 - ZIB-Report - SC-99-10 KW - QCMD KW - quantum-classical Liouville equation KW - surface hopping KW - Wigner transform KW - asymptotic expansion KW - nonadiabatic effects Y1 - 1999 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-3983 ER - TY - GEN A1 - Schütte, Christof A1 - Huisinga, Wilhelm A1 - Deuflhard, Peter T1 - Transfer Operator Approach to Conformational Dynamics in Biomolecular Systems N2 - The article surveys the development of novel mathematical concepts and algorithmic approaches based thereon in view of their possible applicability to biomolecular design. Both a first deterministic approach, based on the Frobenius-Perron operator corresponding to the flow of the Hamiltonian dynamics, and later stochastic approaches, based on a spatial Markov operator or on Langevin dynamics, can be subsumed under the unified mathematical roof of the transfer operator approach to effective dynamics of molecular systems. The key idea of constructing specific transfer operators especially taylored for the purpose of conformational dynamics appears as the red line throughout the paper. Different steps of the algorithm are exemplified by a trinucleotide molecular system as a small representative of possible RNA drug molecules. T3 - ZIB-Report - SC-99-36 KW - Transfer operator KW - Markov process KW - Markov chain KW - molecular dynamics KW - biomolecular conformations KW - canonical ensemble KW - transition prohability KW - Ha Y1 - 1999 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-4247 ER - TY - GEN A1 - Deuflhard, Peter A1 - Huisinga, Wilhelm A1 - Fischer, Alexander A1 - Schütte, Christof T1 - Identification of Almost Invariant Aggregates in Reversible Nearly Uncoupled Markov Chains N2 - The topic of the present paper bas been motivated by a recent computational approach to identify chemical conformations and conformational changes within molecular systems. After proper discretization, the conformations show up as almost invariant aggregates in reversible nearly uncoupled Markov chains. Most of the former work on this subject treated the direct problem: given the aggregates, analyze the loose coupling in connection with the computation of the stationary distribution (aggregation/disaggregation techniques). In contrast to that the present paper focuses on the inverse problem: given the system as a whole, identify the almost invariant aggregates together with the associated transition probabilites. A rather simple and robust algorithm is suggested and illustrated by its application to the n-pentane molecule. T3 - ZIB-Report - SC-98-03 KW - essential molecular dynamics KW - nearly reducible KW - nearly completely decomposable KW - nearly uncoupled Markov chain KW - almost invariant aggregates KW - trans Y1 - 1998 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-3469 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 - Wang, Han A1 - Hartmann, Carsten A1 - Schütte, Christof T1 - Linear response theory and optimal control for a molecular system under nonequilibrium conditions N2 - In this paper, we propose a straightforward generalization of linear response theory to systems in nonequilibrium that are subject to nonequilibrium driving. We briefly revisit the standard linear response result for equilibrium systems, where we consider Langevin dynamics as a special case, and then give an alternative derivation using a change-of-measure argument that does not rely on any stationarity or reversibility assumption. This procedure moreover easily enables us to calculate the second order correction to the linear response formula (which may or may not be useful in practice). Furthermore, we outline how the novel nonequilibirum linear response formula can be used to compute optimal controls of molecular systems for cases in which one wants to steer the system to maximize a certain target expectation value. We illustrate our approach with simple numerical examples. T3 - ZIB-Report - 13-33 KW - nonequilibrium molecular dynamics KW - linear response KW - Girsanov transformation KW - stochastic control Y1 - 2013 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-18944 ER - TY - CHAP A1 - Deuflhard, Peter A1 - Schütte, Christof ED - Hill, James ED - Moore, Ross T1 - Molecular Conformation Dynamics and Computational Drug Design T2 - Applied Mathematics Entering the 21st Century Y1 - 2004 UR - ftp://ftp.zib.de/pub/zib-publications/reports/ZR-03-20.pdf IS - 116 SP - 91 EP - 119 PB - SIAM ER - TY - GEN A1 - Deuflhard, Peter A1 - Schütte, Christof A1 - Cordes, Frank A1 - Müller-Kurth, L. T1 - Konformationsdynamik. Mathematischer Entwurf hochspezifischer Biomoleküle Y1 - 1999 PB - In: D. Hömberg (ed.), 8. Veranstaltungsreihe Forschungspolitische Dialoge in Berlin: Angewandte Mathematik - die verborgene Schlüsseltechnologie, 30. April 1999, Konrad-Zuse-Zentrum Berlin, pp. 30-34 ER - TY - CHAP A1 - Deuflhard, Peter A1 - Dellnitz, M. A1 - Junge, Oliver A1 - Schütte, Christof ED - Deuflhard, Peter T1 - Computation of essential molecular dynamics by subdivision techniques T2 - Computational molecular dynamics Y1 - 1998 VL - 4 SP - 98 EP - 115 PB - Berlin: Springer. ER - TY - JOUR A1 - Deuflhard, Peter A1 - Huisinga, Wilhelm A1 - Fischer, Alexander A1 - Schütte, Christof T1 - Identification of Almost Invariant Aggregates in Reversible Nearly Uncoupled Markov Chains JF - Lin. Alg. Appl. Y1 - 2000 VL - 315 SP - 39 EP - 59 ER - TY - GEN A1 - Horenko, Illia A1 - Schmidt-Ehrenberg, Johannes A1 - Schütte, Christof T1 - Set-oriented dimension reduction: Localizing principal component analysis via hidden Markov models T2 - Computational Life Sciences II Y1 - 2006 VL - 4216 SP - 98 EP - 115 PB - Springer ER - TY - GEN A1 - Willenbockel, Christian Tobias A1 - Schütte, Christof T1 - A Variational Bayesian Algorithm for Clustering of Large and Complex Networks N2 - We propose the Blockloading algorithm for the clustering of large and complex graphs with tens of thousands of vertices according to a Stochastic Block Model (SBM). Blockloading is based on generalized Variational Bayesian EM (VBEM) schemes and works for weighted and unweighted graphs. Existing Variational (Bayesian) EM methods have to consider each possible number of clusters sepa- rately to determine the optimal number of clusters and are prone to converge to local optima making multiple restarts necessary. These factors impose a severe restriction on the size and complexity of graphs these methods can handle. In con- trast, the Blockloading algorithm restricts restarts to subnetworks in a way that provides error correction of an existing cluster assignment. The number of clusters need not be specified in advance because Blockloading will return it as a result. We show that Blockloading outperforms all other variational methods regarding reliability of the results and computational efficiency. T3 - ZIB-Report - 15-25 KW - Clustering KW - Variational Bayes EM KW - Model Selection, KW - Stochastic Block Model KW - Networks KW - unsupervised classification Y1 - 2015 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-54588 SN - 1438-0064 ER - TY - JOUR A1 - Banisch, Ralf A1 - Djurdjevac Conrad, Natasa A1 - Schütte, Christof T1 - Reactive flows and unproductive cycles for random walks on complex networks JF - The European Physical Journal Special Topics, vol. 224, iss. 12 (2015) pp. 2369-2387 Y1 - 2015 U6 - https://doi.org/10.1140/epjst/e2015-02417-8 ER - TY - GEN A1 - Djurdjevac Conrad, Natasa A1 - Weber, Marcus A1 - Schütte, Christof T1 - Finding dominant structures of nonreversible Markov processes N2 - Finding metastable sets as dominant structures of Markov processes has been shown to be especially useful in modeling interesting slow dynamics of various real world complex processes. Furthermore, coarse graining of such processes based on their dominant structures leads to better understanding and dimension reduction of observed systems. However, in many cases, e.g. for nonreversible Markov processes, dominant structures are often not formed by metastable sets but by important cycles or mixture of both. This paper aims at understanding and identifying these different types of dominant structures for reversible as well as nonreversible ergodic Markov processes. Our algorithmic approach generalizes spectral based methods for reversible process by using Schur decomposition techniques which can tackle also nonreversible cases. We illustrate the mathematical construction of our new approach by numerical experiments. T3 - ZIB-Report - 15-40 KW - nonreversible Markov processes KW - metastable sets KW - cycle decomposition KW - Schur decomposition Y1 - 2015 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-55739 SN - 1438-0064 ER - TY - GEN A1 - Gelß, Patrick A1 - Matera, Sebastian A1 - Schütte, Christof T1 - Solving the master equation without kinetic Monte Carlo: tensor train approximations for a CO oxidation model N2 - In multiscale models of heterogeneous catalysis, one crucial point is the solution of a Markovian master equation describing the stochastic reaction kinetics. This usually is too high-dimensional to be solved with standard numerical techniques and one has to rely on sampling approaches based on the kinetic Monte Carlo method. In this study we break the curse of dimensionality for the direct solution of the Markovian master equation by exploiting the Tensor Train Format for this purpose. The performance of the approach is demonstrated on a first principles based, reduced model for the CO oxidation on the RuO_2(110) surface. We investigate the complexity for increasing system size and for various reaction conditions. The advantage over the stochastic simulation approach is illustrated by a problem with increased stiffness. T3 - ZIB-Report - 15-41 KW - heterogeneous catalysis KW - master equation KW - kinetic Monte Carlo KW - tensor decompositions KW - tensor train format KW - alternating linear scheme Y1 - 2015 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-55743 SN - 1438-0064 ER - TY - GEN A1 - Enciso, Marta A1 - Schütte, Christof A1 - Delle Site, Luigi T1 - Influence of pH and sequence in peptide aggregation via molecular simulation N2 - We employ a recently developed coarse-grained model for peptides and proteins where the effect of pH is automatically included. We explore the effect of pH in the aggregation process of the amyloidogenic peptide KTVIIE and two related sequences, using three different pH environments. Simulations using large systems (24 peptides chains per box) allow us to correctly account for the formation of realistic peptide aggregates. We evaluate the thermodynamic and kinetic implications of changes in sequence and pH upon peptide aggregation, and we discuss how a minimalistic coarse- grained model can account for these details. T3 - ZIB-Report - 15-42 KW - coarse graining KW - peptide aggregation dynamics KW - Monte Carlo Y1 - 2015 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-55805 SN - 1438-0064 ER - TY - GEN A1 - Schütte, Christof A1 - Sarich, Marco T1 - A Critical Appraisal of Markov State Models N2 - Markov State Modelling as a concept for a coarse grained description of the essential kinetics of a molecular system in equilibrium has gained a lot of atten- tion recently. The last 10 years have seen an ever increasing publication activity on how to construct Markov State Models (MSMs) for very different molecular systems ranging from peptides to proteins, from RNA to DNA, and via molecu- lar sensors to molecular aggregation. Simultaneously the accompanying theory behind MSM building and approximation quality has been developed well be- yond the concepts and ideas used in practical applications. This article reviews the main theoretical results, provides links to crucial new developments, outlines the full power of MSM building today, and discusses the essential limitations still to overcome. T3 - ZIB-Report - 15-18 Y1 - 2015 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-54218 SN - 1438-0064 ER - TY - GEN A1 - Banisch, Ralf A1 - Djurdjevac Conrad, Natasa A1 - Schütte, Christof T1 - Reactive flows and unproductive cycles for random walks on complex networks N2 - We present a comprehensive theory for analysis and understanding of transition events between an initial set A and a target set B for general ergodic finite-state space Markov chains or jump processes, including random walks on networks as they occur, e.g., in Markov State Modelling in molecular dynamics. The theory allows us to decompose the probability flow generated by transition events between the sets A and B into the productive part that directly flows from A to B through reaction pathways and the unproductive part that runs in loops and is supported on cycles of the underlying network. It applies to random walks on directed networks and nonreversible Markov processes and can be seen as an extension of Transition Path Theory. Information on reaction pathways and unproductive cycles results from the stochastic cycle decomposition of the underlying network which also allows to compute their corresponding weight, thus characterizing completely which structure is used how often in transition events. The new theory is illustrated by an application to a Markov State Model resulting from weakly damped Langevin dynamics where the unproductive cycles are associated with periodic orbits of the underlying Hamiltonian dynamics. T3 - ZIB-Report - 15-19 KW - Complex networks KW - molecular transition networks KW - transition path theory KW - cycle decomposition KW - reactive trajectories KW - Markow State Methods Y1 - 2015 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-54239 SN - 1438-0064 ER - TY - JOUR 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 JF - Siam Journal on Scientific Computing Y1 - 2014 U6 - https://doi.org/10.1137/14096493X VL - 36 IS - 6 SP - A2654 EP - A2672 ER - TY - GEN A1 - Djurdjevac Conrad, Natasa A1 - Banisch, Ralf A1 - Schütte, Christof T1 - Modularity of Directed Networks: Cycle Decomposition Approach N2 - The problem of decomposing networks into modules (or clusters) has gained much attention in recent years, as it can account for a coarsegrained description of complex systems, often revealing functional subunits of these systems. A variety of module detection algorithms have been proposed, mostly oriented towards finding hard partitionings of undirected networks. Despite the increasing number of fuzzy clustering methods for directed networks, many of these approaches tend to neglect important directional information. In this paper, we present a novel random walk based approach for finding fuzzy partitions of directed, weighted networks, where edge directions play a crucial role in defining how well nodes in a module are interconnected. We will show that cycle decomposition of a random walk process connects the notion of network modules and information transport in a network, leading to a new, symmetric measure of node communication. Finally, we will use this measure to introduce a communication graph, for which we will show that although being undirected it inherits all necessary information about modular structures from the original network. T3 - ZIB-Report - 14-31 KW - directed networks, modules, cycle decomposition, measure of node communication Y1 - 2014 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-51166 SN - 1438-0064 ER - TY - JOUR A1 - Wang, Han A1 - Schütte, Christof A1 - Ciccotti, Giovanni A1 - von Kleist, Max T1 - Exploring the conformational dynamics of alanine dipeptide in solution subjected to an external electric field: A nonequilibrium molecular dynamics simulation JF - Journal of Chemical Theory and Computation N2 - In this paper, we investigate the conformational dynamics of alanine dipeptide under an external electric field by nonequilibrium molecular dynamics simulation. We consider the case of a constant and of an oscillatory field. In this context, we propose a procedure to implement the temperature control, which removes the irrelevant thermal effects of the field. For the constant field different time-scales are identified in the conformational, dipole moment, and orientational dynamics. Moreover, we prove that the solvent structure only marginally changes when the external field is switched on. In the case of oscillatory field, the conformational changes are shown to be as strong as in the previous case, and nontrivial nonequilibrium circular paths in the conformation space are revealed by calculating the integrated net probability fluxes. Y1 - 2014 U6 - https://doi.org/10.1021/ct400993e VL - 10 IS - 4 SP - 1376 EP - 1386 ER - TY - JOUR A1 - Winkelmann, Stefanie A1 - Schütte, Christof A1 - von Kleist, Max T1 - Markov Control Processes with Rare State Observation: Theory and Application to Treatment Scheduling in HIV-1 JF - Communications in Mathematical Sciences N2 - Markov Decision Processes (MDP) or Partially Observable MDPs (POMDP) are used for modelling situations in which the evolution of a process is partly random and partly controllable. These MDP theories allow for computing the optimal control policy for processes that can continuously or frequently be observed, even if only partially. However, they cannot be applied if state observation is very costly and therefore rare (in time). We present a novel MDP theory for rare, costly observations and derive the corresponding Bellman equation. In the new theory, state information can be derived for a particular cost after certain, rather long time intervals. The resulting information costs enter into the total cost and thus into the optimization criterion. This approach applies to many real world problems, particularly in the medical context, where the medical condition is examined rather rarely because examination costs are high. At the same time, the approach allows for efficient numerical realization. We demonstrate the usefulness of the novel theory by determining, from the national economic perspective, optimal therapeutic policies for the treatment of the human immunodeficiency virus (HIV) in resource-rich and resource-poor settings. Based on the developed theory and models, we discover that available drugs may not be utilized efficiently in resource-poor settings due to exorbitant diagnostic costs. Y1 - 2014 U6 - https://doi.org/10.4310/CMS.2014.v12.n5.a4 VL - 12 IS - 5 SP - 859 EP - 877 ER - TY - GEN A1 - Sarich, Marco A1 - Schütte, Christof ED - Bowman, Gregory R. ED - Pande, Vijay S. ED - Noé, Frank T1 - Markov Model Theory T2 - An Introduction to Markov State Models and Their Application to Long Timescale Molecular Simulation N2 - This section reviews the relation between the continuous dynamics of a molecular system in thermal equilibrium and the kinetics given by a Markov State Model (MSM). We will introduce the dynamical propagator, an error-less, alternative description of the continuous dynamics, and show how MSMs result from its discretization. This allows for an precise understanding of the approximation quality of MSMs in comparison to the continuous dynamics. The results on the approximation quality are key for the design of good MSMs. While this section is important for understanding the theory of discretization and related systematic errors, practitioners wishing only to learn how to construct MSMs may skip directly to the discussion of Markov model estimation. Y1 - 2014 U6 - https://doi.org/10.1007/978-94-007-7606-7 VL - 797 SP - 23 EP - 44 PB - Springer ER - TY - GEN A1 - Sarich, Marco A1 - Schütte, Christof T1 - Utilizing hitting times for finding metastable sets in non-reversible Markov chains N2 - Techniques for finding metastable or almost invariant sets have been investigated, e.g., for deterministic dynamical systems in set-oriented numerics, for stochastic processes in molecular dynamics, and for random walks on complex networks. Most prominent algorithms are based on spectral apporaches and identify metastable sets via the doimant eigenvalues of the transfer operator associated with the dynamical system under consideration. These algorithms require the dominant eigenvalues to be real-valued. However, for many types of dynamics, e.g. for non-reversible Markov chains, this condition is not met. In this paper we utilize the hitting time apporach to metastable sets and demonstrate how the wellknown statements about optimal metastable decompositions of reversible chains can be reformulated for non-reversible chains if one switches from a spectral approach to an exit time approach. The performance of the resulting algorithm is illustrated by numerical experiments on random walks on complex networks. T3 - ZIB-Report - 14-32 KW - metastability KW - hitting times KW - non-reversible Markov chain KW - directed networks KW - random walk Y1 - 2014 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-51209 SN - 1438-0064 ER - TY - JOUR A1 - Djurdjevac Conrad, Natasa A1 - Banisch, Ralf A1 - Schütte, Christof T1 - Modularity of Directed Networks: Cycle Decomposition Approach JF - Journal of Computational Dynamics 2 (2015) pp. 1-24 N2 - The problem of decomposing networks into modules (or clusters) has gained much attention in recent years, as it can account for a coarsegrained description of complex systems, often revealing functional subunits of these systems. A variety of module detection algorithms have been proposed, mostly oriented towards finding hard partitionings of undirected networks. Despite the increasing number of fuzzy clustering methods for directed networks, many of these approaches tend to neglect important directional information. In this paper, we present a novel random walk based approach for finding fuzzy partitions of directed, weighted networks, where edge directions play a crucial role in defining how well nodes in a module are interconnected. We will show that cycle decomposition of a random walk process connects the notion of network modules and information transport in a network, leading to a new, symmetric measure of node communication. Finally, we will use this measure to introduce a communication graph, for which we will show that although being undirected it inherits all necessary information about modular structures from the original network. Y1 - 2015 U6 - https://doi.org/10.3934/jcd.2015.2.1 ER - TY - JOUR A1 - Enciso, Marta A1 - Schütte, Christof A1 - Delle Site, Luigi T1 - A pH-dependent coarse-grained model for peptides JF - Soft Matter N2 - We propose the first, to our knowledge, coarse-grained modeling strategy for peptides where the effect of changes of the pH can be efficiently described. The idea is based on modeling the effects of the pH value on the main driving interactions. We use reference data from atomistic simulations and experimental databases and transfer their main physical features to the coarse-grained resolution according to the principle of “consistency across the scales”. The coarse-grained model is refined by finding a set of parameters that, when applied to peptides with different sequences and experimental properties, reproduces the experimental and atomistic data of reference. We use such a parameterized model for performing several numerical tests to check its transferability to other systems and to prove the universality of the related modeling strategy. We have tried systems with rather different responses to pH variations, showing a highly satisfactory performance of the model. Y1 - 2013 U6 - https://doi.org/10.1039/C3SM27893J VL - 9 IS - 26 SP - 6118 EP - 6127 ER - TY - JOUR A1 - Winkelmann, Stefanie A1 - Schütte, Christof A1 - von Kleist, Max T1 - Markov Control Processes with Rare State Observation: Sensitivity Analysis with Respect to Optimal Treatment Strategies against HIV-1 JF - International Journal of Biomathematics and Biostatistics N2 - We present the theory of “Markov decision processes (MDP) with rare state observation” and apply it to optimal treatment scheduling and diagnostic testing to mitigate HIV-1 drug resistance development in resource-poor countries. The developed theory assumes that the state of the process is hidden and can only be determined by making an examination. Each examination produces costs which enter into the considered cost functional so that the resulting optimization problem includes finding optimal examination times. This is a realistic ansatz: In many real world applications, like HIV-1 treatment scheduling, the information about the disease evolution involves substantial costs, such that examination and control are intimately connected. However, a perfect compliance with the optimal strategy can rarely be achieved. This may be particularly true for HIV-1 resistance testing in resource-constrained countries. In the present work, we therefore analyze the sensitivity of the costs with respect to deviations from the optimal examination times both analytically and for the considered application. We discover continuity in the cost-functional with respect to the examination times. For the HIV-application, moreover, sensitivity towards small deviations from the optimal examination rule depends on the disease state. Furthermore, we compare the optimal rare-control strategy to (i) constant control strategies (one action for the remaining time) and to (ii) the permanent control of the original, fully observed MDP. This comparison is done in terms of expected costs and in terms of life-prolongation. The proposed rare-control strategy offers a clear benefit over a constant control, stressing the usefulness of medical testing and informed decision making. This indicates that lower-priced medical tests could improve HIV treatment in resource-constrained settings and warrants further investigation. Y1 - 2013 VL - 2 IS - 1 ER - TY - JOUR A1 - Schütte, Christof A1 - Nielsen, Adam A1 - Weber, Marcus T1 - Markov State Models and Molecular Alchemy JF - Molecular Physics 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 experiments, protein function and protein folding , DNA and RNA, and ligand-receptor interaction in drug design and more complicated multivalent 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 properties 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 energy landscapes are located differently and an alchemical transformation of butane to pentane where the dimension of the state space is changed. KW - MSM KW - Reweighting KW - Girsanov Y1 - 2015 U6 - https://doi.org/10.1080/00268976.2014.944597 VL - 113 IS - 1 SP - 69 EP - 78 ER -