TY - JOUR A1 - Heida, Martin A1 - Sikorski, Alexander A1 - Weber, Marcus T1 - Consistency and order 1 convergence of cell-centered finite volume discretizations of degenerate elliptic problems in any space dimension JF - SIAM Journal on Numerical Analysis N2 - We study consistency of cell-centered finite difference methods for elliptic equations with degenerate coefficients in any space dimension $d \geq 2$. This results in order of convergence estimates in the natural weighted energy norm and in the weighted discrete $L^2$-norm on admissible meshes. The cells of meshes under consideration may be very irregular in size. We particularly allow the size of certain cells to remain bounded from below even in the asymptotic limit. For uniform meshes we show that the order of convergence is at least 1 in the energy semi-norm, provided the discrete and continuous solutions exist and the continuous solution has $H^2$ regularity. Y1 - 2022 U6 - https://doi.org/10.20347/WIAS.PREPRINT.2913 ER - TY - JOUR A1 - Sechi, Renata A1 - Weber, Marcus A1 - Heyne, Karsten T1 - MSM building and projection for the analysis of time-resolved spectra JF - Proceedings in Applied Mathematics and Mechanics N2 - Understanding the kinetics between the components of time-resolved spectra is a crucial step in the study of photo-activatedprocesses. However, modeling the kinetics requires usually some a priori knowledge about the system. In our approach, webuild a Markov State Model (MSM) from the spectral data, and obtain a Koopman transition matrix K(t). With genPCCA,an invariant subspace projection, we project the process into its metastable components. The result of the application of gen-PCCA is a transition matrix Kc(t), from which we can read the transition probability between the metastable components of the reaction. We discuss the application of this analysis method to the transient absorption spectrum of brominated Al-corrole Y1 - 2021 U6 - http://nbn-resolving.de/urn/resolver.pl?https://onlinelibrary.wiley.com/doi/10.1002/pamm.202100102 IS - 21 SP - e202100102 ER - TY - GEN A1 - Sikorski, Alexander T1 - ISOKANN.jl N2 - Julia pacarkge implementing the ISOKANN algorithm for the computation of invariant subspaces of Koopman operators Y1 - 2024 U6 - https://doi.org/10.5281/zenodo.11519359 ER - TY - GEN A1 - Ribera Borrell, Enric A1 - Quer, Jannes A1 - Richter, Lorenz A1 - Schütte, Christof T1 - Improving control based importance sampling strategies for metastable diffusions via adapted metadynamics N2 - Sampling rare events in metastable dynamical systems is often a computationally expensive task and one needs to resort to enhanced sampling methods such as importance sampling. Since we can formulate the problem of finding optimal importance sampling controls as a stochastic optimization problem, this then brings additional numerical challenges and the convergence of corresponding algorithms might as well suffer from metastabilty. In this article we address this issue by combining systematic control approaches with the heuristic adaptive metadynamics method. Crucially, we approximate the importance sampling control by a neural network, which makes the algorithm in principle feasible for high dimensional applications. We can numerically demonstrate in relevant metastable problems that our algorithm is more effective than previous attempts and that only the combination of the two approaches leads to a satisfying convergence and therefore to an efficient sampling in certain metastable settings. T3 - ZIB-Report - 21-40 KW - importance sampling KW - stochastic optimal control KW - rare event simulation KW - metastability KW - neural networks KW - metadynamics Y1 - 2021 SN - 1438-0064 ER - TY - JOUR A1 - Schütte, Christof A1 - Klus, Stefan A1 - Hartmann, Carsten T1 - Overcoming the Timescale Barrier in Molecular Dynamics: Transfer Operators, Variational Principles, and Machine Learning JF - Acta Numerica N2 - One of the main challenges in molecular dynamics is overcoming the ‘timescale barrier’: in many realistic molecular systems, biologically important rare transitions occur on timescales that are not accessible to direct numerical simulation, even on the largest or specifically dedicated supercomputers. This article discusses how to circumvent the timescale barrier by a collection of transfer operator-based techniques that have emerged from dynamical systems theory, numerical mathematics and machine learning over the last two decades. We will focus on how transfer operators can be used to approximate the dynamical behaviour on long timescales, review the introduction of this approach into molecular dynamics, and outline the respective theory, as well as the algorithmic development, from the early numerics-based methods, via variational reformulations, to modern data-based techniques utilizing and improving concepts from machine learning. Furthermore, its relation to rare event simulation techniques will be explained, revealing a broad equivalence of variational principles for long-time quantities in molecular dynamics. The article will mainly take a mathematical perspective and will leave the application to real-world molecular systems to the more than 1000 research articles already written on this subject. Y1 - 2023 U6 - https://doi.org/10.1017/S0962492923000016 VL - 32 SP - 517 EP - 673 ER - TY - GEN A1 - Sikorski, Alexander T1 - VoronoiGraph.jl N2 - This Package implements a variation of the Voronoi Graph Traversal algorithm by Polianskii and Pokorny [1]. It constructs a Voronoi Diagram from a set of points by performing a random walk on the graph of the vertices of the diagram. Unlike many other Voronoi implementations this algorithm is not limited to 2 or 3 dimensions and promises good performance even in higher dimensions. Y1 - 2023 U6 - https://doi.org/10.5281/zenodo.6417636 ER - TY - JOUR A1 - Donati, Luca A1 - Weber, Marcus A1 - Keller, Bettina G. T1 - Markov models from the square root approximation of the Fokker–Planck equation: calculating the grid-dependent flux JF - Journal of Physics: Condensed Matter N2 - Molecular dynamics (MD) are extremely complex, yet understanding the slow components of their dynamics is essential to understanding their macroscopic properties. To achieve this, one models the MD as a stochastic process and analyses the dominant eigenfunctions of the associated Fokker–Planck operator, or of closely related transfer operators. So far, the calculation of the discretized operators requires extensive MD simulations. The square-root approximation of the Fokker–Planck equation is a method to calculate transition rates as a ratio of the Boltzmann densities of neighboring grid cells times a flux, and can in principle be calculated without a simulation. In a previous work we still used MD simulations to determine the flux. Here, we propose several methods to calculate the exact or approximate flux for various grid types, and thus estimate the rate matrix without a simulation. Using model potentials we test computational efficiency of the methods, and the accuracy with which they reproduce the dominant eigenfunctions and eigenvalues. For these model potentials, rate matrices with up to $\mathcal{O}\left(1{0}^{6}\right)$ states can be obtained within seconds on a single high-performance compute server if regular grids are used. Y1 - 2021 U6 - https://doi.org/10.1088/1361-648X/abd5f7 VL - 33 IS - 11 SP - 115902 ER - TY - JOUR A1 - Coomber, Celvic A1 - Chewle, Surahit A1 - Secker, Christopher A1 - Fackeldey, Konstantin A1 - Weber, Marcus A1 - Winkelmann, Stefanie A1 - Schütte, Christof A1 - Sunkara, Vikram T1 - Investigating Endogenous Opioids Unravels the Mechanisms Behind Opioid-Induced Constipation, a Mathematical Modeling Approach JF - International Journal of Molecular Sciences N2 - Endogenous opioids, such as Endomorphin-2, are not typically associated with severe constipation, unlike pharmaceutical opioids, which induce opioid-induced constipation (OIC) by activating μ-opioid receptors in the gastrointestinal tract. In this study, we present a mathematical model, which integrates the serotonergic and opioid pathways, simulating the interaction between serotonin and opioid signaling within the enteric nervous system (ENS). The model explores the mechanisms underlying OIC, with a focus on the change in adenylyl cyclase (AC) activity, cAMP accumulation, and the distinct functionalities of Endomorphin-2 compared to commonly used pharmaceutical opioids. We study the effects of Morphine, Fentanyl, and Methadone and contrast them with Endomorphin-2. Our findings reveal that opioids do not perturb the signaling of serotonin, but only the activity of AC, suggesting that serotonin levels have no influence on improving opioid-induced constipation. Furthermore, this study reveals that the primary difference between endogenous and pharmaceutical opioids is their degradation rates. This finding shows that modulating opioid degradation rates significantly improves cAMP recovery. In conclusion, our insights steer towards exploring opioid degrading enzymes, localized to the gut, as a strategy for mitigating OIC. Y1 - 2025 U6 - https://doi.org/10.3390/ijms26136207 VL - 26 IS - 13 ER - TY - JOUR A1 - Ribera Borrell, Enric A1 - Quer, Jannes A1 - Richter, Lorenz A1 - Schütte, Christof T1 - Improving control based importance sampling strategies for metastable diffusions via adapted metadynamics JF - SIAM Journal on Scientific Computing (SISC) N2 - Sampling rare events in metastable dynamical systems is often a computationally expensive task and one needs to resort to enhanced sampling methods such as importance sampling. Since we can formulate the problem of finding optimal importance sampling controls as a stochastic optimization problem, this then brings additional numerical challenges and the convergence of corresponding algorithms might as well suffer from metastabilty. In this article we address this issue by combining systematic control approaches with the heuristic adaptive metadynamics method. Crucially, we approximate the importance sampling control by a neural network, which makes the algorithm in principle feasible for high dimensional applications. We can numerically demonstrate in relevant metastable problems that our algorithm is more effective than previous attempts and that only the combination of the two approaches leads to a satisfying convergence and therefore to an efficient sampling in certain metastable settings. KW - importance sampling KW - stochastic optimal control KW - rare event simulation KW - metastability KW - neural networks KW - metadynamics Y1 - 2023 U6 - https://doi.org/10.1137/22M1503464 VL - 89 IS - 1 ER - TY - JOUR A1 - Sikorski, Alexander A1 - Ribera Borrell, Enric A1 - Weber, Marcus T1 - Learning Koopman eigenfunctions of stochastic diffusions with optimal importance sampling and ISOKANN JF - Journal of Mathematical Physics N2 - The dominant eigenfunctions of the Koopman operator characterize the metastabilities and slow-timescale dynamics of stochastic diffusion processes. In the context of molecular dynamics and Markov state modeling, they allow for a description of the location and frequencies of rare transitions, which are hard to obtain by direct simulation alone. In this article, we reformulate the eigenproblem in terms of the ISOKANN framework, an iterative algorithm that learns the eigenfunctions by alternating between short burst simulations and a mixture of machine learning and classical numerics, which naturally leads to a proof of convergence. We furthermore show how the intermediate iterates can be used to reduce the sampling variance by importance sampling and optimal control (enhanced sampling), as well as to select locations for further training (adaptive sampling). We demonstrate the usage of our proposed method in experiments, increasing the approximation accuracy by several orders of magnitude. Y1 - 2024 U6 - https://doi.org/10.1063/5.0140764 VL - 65 SP - 013502 ER - TY - JOUR A1 - Sikorski, Alexander A1 - Weber, Marcus A1 - Schütte, Christof T1 - The Augmented Jump Chain JF - Advanced Theory and Simulations N2 - Modern methods of simulating molecular systems are based on the mathematical theory of Markov operators with a focus on autonomous equilibrated systems. However, non-autonomous physical systems or non-autonomous simulation processes are becoming more and more important. A representation of non-autonomous Markov jump processes is presented as autonomous Markov chains on space-time. Augmenting the spatial information of the embedded Markov chain by the temporal information of the associated jump times, the so-called augmented jump chain is derived. The augmented jump chain inherits the sparseness of the infinitesimal generator of the original process and therefore provides a useful tool for studying time-dependent dynamics even in high dimensions. Furthermore, possible generalizations and applications to the computation of committor functions and coherent sets in the non-autonomous setting are discussed. After deriving the theoretical foundations, the concepts with a proof-of-concept Galerkin discretization of the transfer operator of the augmented jump chain applied to simple examples are illustrated. Y1 - 2021 U6 - https://doi.org/10.1002/adts.202000274 VL - 4 IS - 4 PB - Wiley-VCH ER - TY - JOUR A1 - Sechi, Renata A1 - Sikorski, Alexander A1 - Weber, Marcus T1 - Estimation of the Koopman Generator by Newton's Extrapolation JF - Multiscale Modeling and Simulation N2 - This article addresses the problem of estimating the Koopman generator of a Markov process. The direct computation of the infinitesimal generator is not easy because of the discretization of the state space, in particular because of the trade-off inherent in the choice of the best lag time to study the process. Short lag times implies a strong discretization of the state space and a consequent loss of Markovianity. Large lag times bypass events on fast timescales. We propose a method to approximate the generator with the computation of the Newton polynomial extrapolation. This technique is a multistep approach which uses as its input Koopman transfer operators evaluated for a series of lag times. Thus, the estimated infinitesimal generator combines information from different time resolutions and does not bias only fast- or slow-decaying dynamics. We show that the multi-scale Newton method can improve the estimation of the generator in comparison to the computation using finite difference or matrix logarithm methods. Y1 - 2020 U6 - https://doi.org/10.1137/20M1333006 VL - 19 IS - 2 SP - 758 EP - 774 PB - SIAM ER - TY - GEN A1 - Schütte, Christof A1 - Klus, Stefan A1 - Hartmann, Carsten T1 - Overcoming the Timescale Barrier in Molecular Dynamics: Transfer Operators, Variational Principles, and Machine Learning N2 - One of the main challenges in molecular dynamics is overcoming the “timescale barrier”, a phrase used to describe that in many realistic molecular systems, biologically important rare transitions occur on timescales that are not accessible to direct numerical simulation, not even on the largest or specifically dedicated supercomputers. This article discusses how to circumvent the timescale barrier by a collection of transfer operator-based techniques that have emerged from dynamical systems theory, numerical mathematics, and machine learning over the last two decades. We will focus on how transfer operators can be used to approximate the dynamical behavior on long timescales, review the introduction of this approach into molecular dynamics, and outline the respective theory as well as the algorithmic development from the early numerics-based methods, via variational reformulations, to modern data-based techniques utilizing and improving concepts from machine learning. Furthermore, its relation to rare event simulation techniques will be explained, revealing a broad equivalence of variational principles for long-time quantities in MD. The article will mainly take a mathematical perspective and will leave the application to real-world molecular systems to the more than 1000 research articles already written on this subject. T3 - ZIB-Report - 22-25 Y1 - 2022 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-88637 SN - 1438-0064 ER - TY - JOUR A1 - Quer, Jannes A1 - Ribera Borrell, Enric T1 - Connecting Stochastic Optimal Control and Reinforcement Learning JF - Journal of Mathematical Physics N2 - In this paper the connection between stochastic optimal control and reinforcement learning is investigated. Our main motivation is to apply importance sampling to sampling rare events which can be reformulated as an optimal control problem. By using a parameterised approach the optimal control problem becomes a stochastic optimization problem which still raises some open questions regarding how to tackle the scalability to high-dimensional problems and how to deal with the intrinsic metastability of the system. To explore new methods we link the optimal control problem to reinforcement learning since both share the same underlying framework, namely a Markov Decision Process (MDP). For the optimal control problem we show how the MDP can be formulated. In addition we discuss how the stochastic optimal control problem can be interpreted in the framework of reinforcement learning. At the end of the article we present the application of two different reinforcement learning algorithms to the optimal control problem and a comparison of the advantages and disadvantages of the two algorithms. Y1 - 2024 U6 - https://doi.org/10.1063/5.0140665 VL - 65 IS - 8 ER - TY - JOUR A1 - Lelièvre, Tony A1 - Zhang, Wei T1 - Pathwise estimates for effective dynamics: the case of nonlinear vectorial reaction coordinates JF - Multiscale Modeling and Simulation N2 - Effective dynamics using conditional expectation was proposed in [F. Legoll and T. Lelièvre, Nonlinearity, 2010] to approximate the essential dynamics of high-dimensional diffusion processes along a given reaction coordinate. The approximation error of the effective dynamics when it is used to approximate the behavior of the original dynamics has been considered in recent years. As a continuation of the previous work [F. Legoll, T. Lelièvre, and S. Olla, Stoch. Process. Appl, 2017], in this paper we obtain pathwise estimates for effective dynamics when the reaction coordinate function is either nonlinear or vector-valued. Y1 - 2018 U6 - https://doi.org/10.1137/18M1186034 IS - 17 SP - 1019 EP - 1051 ER - TY - JOUR A1 - Hartmann, Carsten A1 - Schütte, Christof A1 - Zhang, Wei T1 - Jarzynski's equality, fluctuation theorems, and variance reduction: Mathematical analysis and numerical algorithms JF - Journal of Statistical Physics N2 - In this paper, we study Jarzynski's equality and fluctuation theorems for diffusion processes. While some of the results considered in the current work are known in the (mainly physics) literature, we review and generalize these nonequilibrium theorems using mathematical arguments, therefore enabling further investigations in the mathematical community. On the numerical side, variance reduction approaches such as importance sampling method are studied in order to compute free energy differences based on Jarzynski's equality. Y1 - 2018 U6 - https://doi.org/10.1007/s10955-019-02286-4 VL - 175 IS - 6 SP - 1214 EP - 1261 ER - TY - JOUR A1 - Akhyar, Fatima-Zahrae A1 - Zhang, Wei A1 - Stoltz, Gabriel A1 - Schütte, Christof T1 - Generative modeling of conditional probability distributions on the level-sets of collective variables N2 - Given a probability distribution $\mu$ in $\mathbb{R}^d$ represented by data, we study in this paper the generative modeling of its conditional probability distributions on the level-sets of a collective variable $\xi: \mathbb{R}^d \rightarrow \mathbb{R}^k$, where $1 \le k