TY - JOUR A1 - Fackeldey, Konstantin A1 - Koltai, Peter A1 - Nevir, Peter A1 - Rust, Henning A1 - Schild, Axel A1 - Weber, Marcus T1 - From metastable to coherent sets - Time-discretization schemes JF - Chaos: An Interdisciplinary Journal of Nonlinear Science N2 - In this article, we show that these well-established spectral algorithms (like PCCA+, Perron Cluster Cluster Analysis) 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-time-discretization scheme. The article gives an overview about different time-discretization schemes and shows their applicability in two different fields of application. Y1 - 2019 U6 - https://doi.org/10.1063/1.5058128 VL - 29 SP - 012101 EP - 012101 ER - TY - THES A1 - Quer, Jannes T1 - Importance Sampling for metastable dynamical systems in molecular dynamics Y1 - 2018 ER - TY - JOUR A1 - Donati, Luca A1 - Heida, Martin A1 - Keller, Bettina G. A1 - Weber, Marcus T1 - Estimation of the infinitesimal generator by square-root approximation JF - J. Phys.: Condens. Matter N2 - In recent years, for the analysis of molecular processes, the estimation of time-scales and transition rates has become fundamental. Estimating the transition rates between molecular conformations is—from a mathematical point of view—an invariant subspace projection problem. We present a method to project the infinitesimal generator acting on function space to a low-dimensional rate matrix. This projection can be performed in two steps. First, we discretize the conformational space in a Voronoi tessellation, then the transition rates between adjacent cells is approximated by the geometric average of the Boltzmann weights of the Voronoi cells. This method demonstrates that there is a direct relation between the potential energy surface of molecular structures and the transition rates of conformational changes. We will show also that this approximation is correct and converges to the generator of the Smoluchowski equation in the limit of infinitely small Voronoi cells. We present results for a two dimensional diffusion process and alanine dipeptide as a high-dimensional system. Y1 - 2018 U6 - https://doi.org/10.1088/1361-648X/aadfc8 VL - 30 IS - 42 SP - 425201 EP - 425201 ER - TY - JOUR A1 - Fackeldey, Konstantin A1 - Sikorski, Alexander A1 - Weber, Marcus T1 - Spectral Clustering for Non-Reversible Markov Chains JF - Computational and Applied Mathematics 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 also extend this spectral clustering method 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 do not need to have a positive stationary distribution. In addition to metastabilities, dominant cycles and sinks can also be identified. This novel method is called GenPCCA (i.e., generalized PCCA), since it includes the case of non-reversible processes. We also apply the method to real-world eye-tracking data. KW - Spectral clustering KW - Markov chain KW - Non-reversible KW - Schur decomposition KW - GenPCCA Y1 - 2018 U6 - https://doi.org/https://doi.org/10.1007/s40314-018-0697-0 VL - 37 IS - 5 SP - 6376 EP - 6391 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 - JOUR A1 - Sarich, Marco A1 - Banisch, Ralf A1 - Hartmann, Carsten A1 - Schütte, Christof T1 - Markov State Models for Rare Events in Molecular Dynamics JF - Entropy (Special Issue) Y1 - 2013 U6 - https://doi.org/10.3390/e16010258 VL - 16 IS - 1 SP - 258 EP - 286 ER - TY - GEN A1 - Quer, Jannes A1 - Donati, Luca A1 - Keller, Bettina A1 - Weber, Marcus T1 - An automatic adaptive importance sampling algorithm for molecular dynamics in reaction coordinates N2 - In this article we propose an adaptive importance sampling scheme for dynamical quantities of high dimensional complex systems which are metastable. The main idea of this article is to combine a method coming from Molecular Dynamics Simulation, Metadynamics, with a theorem from stochastic analysis, Girsanov's theorem. The proposed algorithm has two advantages compared to a standard estimator of dynamic quantities: firstly, it is possible to produce estimators with a lower variance and, secondly, we can speed up the sampling. One of the main problems for building importance sampling schemes for metastable systems is to find the metastable region in order to manipulate the potential accordingly. Our method circumvents this problem by using an assimilated version of the Metadynamics algorithm and thus creates a non-equilibrium dynamics which is used to sample the equilibrium quantities. T3 - ZIB-Report - 17-09 KW - Adaptive Importance Sampling KW - Molecular Dynamics KW - Metastability KW - Variance Reduction KW - Non Equilibrium Sampling KW - Metadynamics KW - Girsanov Y1 - 2017 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-62075 SN - 1438-0064 ER - TY - GEN A1 - Weber, Marcus A1 - Fackeldey, Konstantin A1 - Schütte, Christof T1 - Set-free Markov State Building N2 - Molecular dynamics (MD) simulations face challenging problems since the timescales of interest often are much longer than what is possible to simulate and even if sufficiently long simulation are possible the complex nature of the resulting simulation data makes interpretation difficult. Markov State Models (MSMs) help to overcome these problems by making experimentally relevant timescales accessible via coarse grained representations that also allows for convenient interpretation. However, standard set-based MSMs exhibit some caveats limiting their approximation quality and statistical significance. One of the main caveats results from the fact that typical MD trajectories repeatedly re-cross the boundary between the sets used to build the MSM which causes statistical bias in estimating the transition probabilities between these sets. In this article, we present a set-free approach to MSM building utilizing smooth overlapping ansatz functions instead of sets and an adaptive refinement approach. This kind of meshless discretization helps to overcome the recrossing problem and yields an adaptive refinement procedure that allows to improve the quality of the model while exploring state space and inserting new ansatz functions into the MSM. T3 - ZIB-Report - 17-10 Y1 - 2017 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-62167 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 - JOUR A1 - Hartmann, Carsten A1 - Schütte, Christof A1 - Weber, Marcus A1 - Zhang, Wei T1 - Importance sampling in path space for diffusion processes with slow-fast variables JF - Probability Theory and Related Fields N2 - Importance sampling is a widely used technique to reduce the variance of a Monte Carlo estimator by an appropriate change of measure. In this work, we study importance sampling in the framework of diffusion process and consider the change of measure which is realized by adding a control force to the original dynamics. For certain exponential type expectation, the corresponding control force of the optimal change of measure leads to a zero-variance estimator and is related to the solution of a Hamilton–Jacobi–Bellmann equation. We focus on certain diffusions with both slow and fast variables, and the main result is that we obtain an upper bound of the relative error for the importance sampling estimators with control obtained from the limiting dynamics. We demonstrate our approximation strategy with an illustrative numerical example. Y1 - 2017 UR - http://rdcu.be/oA51 U6 - https://doi.org/10.1007/s00440-017-0755-3 N1 - If you are not subscribing to the journal please use the http link below as part of the Springer Nature SharedIt initiative SP - 1 EP - 52 ER -