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 - 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 - TY - THES A1 - Lie, Han Cheng T1 - A Meshless Method for Conformational Analysis Y1 - 2012 ER - TY - GEN A1 - Wang, Han A1 - Schütte, Christof T1 - Building Markov State Models for Periodically Driven Non-Equilibrium Systems N2 - Recent years have seen an increased interest in non-equilibrium molecular dynamics (NEMD) simulations, especially for molecular systems with periodic forcing by external fields, e.g., in the context of studying effects of electromagnetic radiation on the human body tissue. Lately, an NEMD methods with local thermostating has been proposed that allows for studying non-equilibrium processes in a statistically reliable and thermodynamically consistent way. In this article, we demonstrate how to construct Markov State Models (MSMs) for such NEMD simulations. MSM building has been well-established for systems in equilibrium where MSMs with just a few (macro-)states allow for accurate reproduction of the essential kinetics of the molecular system under consideration. Non-equilibrium MSMs have been lacking so far. The article presents how to construct such MSMs and illustrates their validity and usefulness for the case of conformation dynamics of alanine dipeptide in an external electric field. T3 - ZIB-Report - 14-46 KW - Non-equilibrium KW - Markov states model KW - Alanine dipeptide KW - Electric field KW - Floquet theory Y1 - 2014 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-53167 SN - 1438-0064 N1 - To appear in: Journal of Chemical Theory and Computation ER - TY - JOUR A1 - Nielsen, Adam A1 - Weber, Marcus T1 - Computing the nearest reversible Markov chain JF - Numerical Linear Algebra with Applications 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. KW - Reversible Markov Chain KW - Convex Optimization KW - MSM Y1 - 2015 U6 - https://doi.org/10.1002/nla.1967 VL - 22 IS - 3 SP - 483 EP - 499 ER - TY - BOOK ED - Ciccotti, Giovanni ED - Ferrario, Mauro ED - Schütte, Christof T1 - Molecular Dynamics Simulation T3 - Entropy (special issue) Y1 - 2014 PB - Multidisciplinary Digital Publishing Institute (MDPI) ER - TY - JOUR A1 - Hartmann, Carsten A1 - Schütte, Christof A1 - Zhang, Wei T1 - Model reduction algorithms for optimal control and importance sampling of diffusions JF - Nonlinearity N2 - We propose numerical algorithms for solving optimal control and importance sampling problems based on simplified models. The algorithms combine model reduction techniques for multiscale diffusions and stochastic optimization tools, with the aim of reducing the original, possibly high-dimensional problem to a lower dimensional representation of the dynamics, in which only a few relevant degrees of freedom are controlled or biased. Specifically, we study situations in which either a reaction coordinate onto which the dynamics can be projected is known, or situations in which the dynamics shows strongly localized behavior in the small noise regime. No explicit assumptions about small parameters or scale separation have to be made. We illustrate the approach with simple, but paradigmatic numerical examples. Y1 - 2016 U6 - https://doi.org/10.1088/0951-7715/29/8/2298 VL - 29 IS - 8 SP - 2298 EP - 2326 ER - TY - JOUR A1 - Klus, Stefan A1 - Koltai, Peter A1 - Schütte, Christof T1 - On the numerical approximation of the Perron-Frobenius and Koopman operator JF - Journal of Computational Dynamics N2 - Information about the behavior of dynamical systems can often be obtained by analyzing the eigenvalues and corresponding eigenfunctions of linear operators associated with a dynamical system. Examples of such operators are the Perron-Frobenius and the Koopman operator. In this paper, we will review di� fferent methods that have been developed over the last decades to compute � infinite-dimensional approximations of these in� finite-dimensional operators - in particular Ulam's method and Extended Dynamic Mode Decomposition (EDMD) - and highlight the similarities and di� fferences between these approaches. The results will be illustrated using simple stochastic di� fferential equations and molecular dynamics examples. Y1 - 2016 U6 - https://doi.org/10.3934/jcd.2016003 VL - 3 IS - 1 SP - 51 EP - 77 ER - TY - JOUR A1 - Klus, Stefan A1 - Nüske, Feliks A1 - Koltai, Peter A1 - Wu, Hao A1 - Kevrekidis, Ioannis A1 - Schütte, Christof A1 - Noé, Frank T1 - Data-driven model reduction and transfer operator approximation JF - Journal of Nonlinear Science Y1 - 2018 UR - https://link.springer.com/article/10.1007/s00332-017-9437-7 U6 - https://doi.org/10.1007/s00332-017-9437-7 VL - 28 IS - 3 SP - 985 EP - 1010 ER - TY - JOUR A1 - Rüdrich, S. A1 - Sarich, Marco A1 - Schütte, Christof T1 - Utilizing hitting times for finding metastable sets in non-reversible Markov chains JF - Journal of Comp. Dynamics Y1 - 2017 ER - TY - JOUR A1 - Weber, Marcus A1 - Fackeldey, Konstantin A1 - Schütte, Christof T1 - Set-Free Markov State Model Building JF - Journal of Chemical Physics Y1 - 2017 U6 - https://doi.org/10.1063/1.4978501 VL - 146 IS - 12 ER - TY - JOUR A1 - Quer, Jannes A1 - Lie, Han Cheng T1 - Some connections between importance sampling and enhanced sampling methods in molecular dynamics JF - Journal of Chemical Physics N2 - Enhanced sampling methods play an important role in molecular dynamics, because they enable the collection of better statistics of rare events that are important in many physical phenomena. We show that many enhanced sampling methods can be viewed as methods for performing importance sampling, by identifying important correspondences between the language of molecular dynamics and the language of probability theory. We illustrate these connections by highlighting the similarities between the rare event simulation method of Hartmann and Schütte (J. Stat. Mech. Theor. Exp., 2012), and the enhanced sampling method of Valsson and Parrinello (Phys. Rev. Lett. 113, 090601). We show that the idea of changing a probability measure is fundamental to both enhanced sampling and importance sampling. Y1 - 2017 ER - TY - GEN A1 - Quer, Jannes A1 - Lie, Han Cheng T1 - Some connections between importance sampling and enhanced sampling methods in molecular dynamics N2 - Enhanced sampling methods play an important role in molecular dynamics, because they enable the collection of better statistics of rare events that are important in many physical phenomena. We show that many enhanced sampling methods can be viewed as methods for performing importance sampling, by identifying important correspondences between the language of molecular dynamics and the language of probability theory. We illustrate these connections by highlighting the similarities between the rare event simulation method of Hartmann and Schütte (J. Stat. Mech. Theor. Exp., 2012), and the enhanced sampling method of Valsson and Parrinello (Phys. Rev. Lett. 113, 090601). We show that the idea of changing a probability measure is fundamental to both enhanced sampling and importance sampling. T3 - ZIB-Report - 17-30 Y1 - 2017 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-64289 SN - 1438-0064 ER - TY - JOUR A1 - Fackeldey, Konstantin A1 - Niknejad, Amir A1 - Weber, Marcus T1 - Finding Metastabilities in Reversible Markov Chains based on Incomplete Sampling: Case of Molecular Simulation JF - Special Matrices Y1 - 2017 U6 - https://doi.org/10.1515/spma-2017-0006 IS - 5/1 SP - 73 EP - 81 ER - TY - JOUR A1 - Fackeldey, Konstantin A1 - Weber, Marcus T1 - GenPCCA -- Markov State Models for Non-Equilibrium Steady States JF - Big data clustering: Data preprocessing, variable selection, and dimension reduction. WIAS Report No. 29 Y1 - 2017 U6 - https://doi.org/10.20347/WIAS.REPORT.29 SP - 70 EP - 80 ER - TY - GEN 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 N2 - We study the cross-entropy method for diffusions. One of the results is a versatile cross-entropy algorithm that can be used to design efficient importance sampling strategies for rare events or to solve optimal control problems. The approach is based on the minimization of a suitable cross-entropy functional, with a parametric family of exponentially tilted probability distributions. We illustrate the new algorithm with several numerical examples and discuss algorithmic issues and possible extensions of the method. T3 - ZIB-Report - 14-10 KW - important sampling KW - optimal control KW - cross-entropy method KW - rare events KW - change of measure Y1 - 2014 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-49720 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 - JOUR A1 - Bujotzek, Alexander A1 - Schütt, Ole A1 - Nielsen, Adam A1 - Fackeldey, Konstantin A1 - Weber, Marcus T1 - ZIBgridfree: Efficient Conformational Analysis by Partition-of-Unity Coupling JF - Journal of Mathematical Chemistry Y1 - 2014 U6 - https://doi.org/10.1007/s10910-013-0265-1 VL - 52 IS - 3 SP - 781 EP - 804 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 - JOUR A1 - Lorenz, Philipp A1 - Wolf, Frederik A1 - Braun, Jonas A1 - Djurdjevac Conrad, Natasa A1 - Hövel, Philipp T1 - Capturing the Dynamics of Hashtag-Communities JF - International Workshop on Complex Networks and their Applications Y1 - 2017 U6 - https://doi.org/10.1007/978-3-319-72150-7_33 SP - 401 EP - 413 ER -