TY - GEN A1 - Lie, Han Cheng A1 - Sullivan, T. J. A1 - Teckentrup, Aretha T1 - Random forward models and log-likelihoods in Bayesian inverse problems T2 - SIAM/ASA Journal on Uncertainty Quantification N2 - We consider the use of randomised forward models and log-likelihoods within the Bayesian approach to inverse problems. Such random approximations to the exact forward model or log-likelihood arise naturally when a computationally expensive model is approximated using a cheaper stochastic surrogate, as in Gaussian process emulation (kriging), or in the field of probabilistic numerical methods. We show that the Hellinger distance between the exact and approximate Bayesian posteriors is bounded by moments of the difference between the true and approximate log-likelihoods. Example applications of these stability results are given for randomised misfit models in large data applications and the probabilistic solution of ordinary differential equations. T3 - ZIB-Report - 18-03 KW - Bayesian inverse problem KW - random likelihood KW - surrogate model KW - posterior consistency KW - probabilistic numerics KW - uncertainty quantification KW - randomised misfit Y1 - 2018 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-66324 SN - 1438-0064 VL - 6 IS - 4 SP - 1600 EP - 1629 ER - TY - GEN A1 - Bittracher, Andreas A1 - Banisch, Ralf A1 - Schütte, Christof T1 - Data-driven Computation of Molecular Reaction Coordinates N2 - The identification of meaningful reaction coordinates plays a key role in the study of complex molecular systems whose essential dynamics is characterized by rare or slow transition events. In a recent publication, the authors identified a condition under which such reaction coordinates exist - the existence of a so-called transition manifold - and proposed a numerical method for their point-wise computation that relies on short bursts of MD simulations. This article represents an extension of the method towards practical applicability in computational chemistry. It describes an alternative computational scheme that instead relies on more commonly available types of simulation data, such as single long molecular trajectories, or the push-forward of arbitrary canonically-distributed point clouds. It is based on a Galerkin approximation of the transition manifold reaction coordinates, that can be tuned to individual requirements by the choice of the Galerkin ansatz functions. Moreover, we propose a ready-to-implement variant of the new scheme, that computes data-fitted, mesh-free ansatz functions directly from the available simulation data. The efficacy of the new method is demonstrated on a realistic peptide system. T3 - ZIB-Report - 17-77 KW - reaction coordinate KW - coarse graining KW - transition manifold KW - transfer operator KW - Galerkin method KW - meshfree basis KW - data-driven Y1 - 2017 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-66179 SN - 1438-0064 ER - TY - GEN A1 - Fackeldey, Konstantin A1 - Koltai, Péter A1 - Névir, Peter A1 - Rust, Henning A1 - Schild, Axel A1 - Weber, Marcus T1 - From Metastable to Coherent Sets - time-discretization schemes N2 - Given a time-dependent stochastic process with trajectories x(t) in a space $\Omega$, there may be sets such that the corresponding trajectories only very rarely cross the boundaries of these sets. We can analyze such a process in terms of metastability or coherence. Metastable sets M are defined in space $M\subset\Omega$, coherent sets $M(t)\subset\Omega$ are defined in space and time. Hence, if we extend the space by the time-variable t, coherent sets are metastable sets in $\Omega\times[0,\infty]$. This relation can be exploited, because there already exist spectral algorithms for the identification of metastable sets. In this article we show that these well-established spectral algorithms (like PCCA+) also identify coherent sets of non-autonomous dynamical systems. For the identification of coherent sets, one has to compute a discretization (a matrix T) of the transfer operator of the process using a space-timediscretization scheme. The article gives an overview about different time-discretization schemes and shows their applicability in two different fields of application. T3 - ZIB-Report - 17-74 Y1 - 2017 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-66074 SN - 1438-0064 ER - TY - GEN A1 - Binkowski, Felix T1 - On the convergence behavior of spectral deferred correction methods for convection-diffusion equations N2 - Spectral deferred correction (SDC) Methoden, vorgestellt von Dutt, Greengard und Rokhlin in [1], sind iterative Verfahren zur numerischen Lösung von Anfangswertproblemen für gewöhnliche Differentialgleichungen. Wenn diese Methoden konvergieren, dann wird unter Verwendung von Zeitschrittverfahren niedriger Ordnung eine Kollokationslösung berechnet. Die Lösung von steifen Anfangswertproblemen ist eine relevante Problemstellung in der numerischen Mathematik. SDC-Methoden, speziell für steife Probleme, werden von Martin Weiser in [2] konstruiert. Die Theorie und die Experimente beziehen sich dabei auf Probleme, die aus räumlich semidiskretisierten Reaktions-Diffusions-Gleichungen entstehen. In dieser Arbeit werden die Ansätze aus [2] auf Konvektions-Diffusions-Gleichungen angewendet und das resultierende Konvergenzverhalten von SDC-Methoden untersucht. Basierend auf einem einfachen Konvektions-Diffusions-Operator, dessen spektrale Eigenschaften umfassend studiert werden, wird ein Schema zur Verbesserung dieses Verhaltens entwickelt. Numerische Experimente zeigen, dass eine Verbesserung der in [1] eingeführten SDC-Methoden möglich ist. Die Untersuchungen ergeben weiterhin, dass das auch für komplexere Konvektions-Diffusions-Probleme gilt. [1] Alok Dutt, Leslie Greengard, und Vladimir Rokhlin. “Spectral deferred correction methods for ordinary differential equations.” In: BIT 40.2 (2000), pp. 241–266. [2] Martin Weiser. “Faster SDC convergence on non-equidistant grids by DIRK sweeps.” In: BIT 55.4 (2015), pp. 1219–1241. T3 - ZIB-Report - 17-53 Y1 - 2017 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-66016 SN - 1438-0064 ER - TY - GEN A1 - Hartmann, Carsten A1 - Richter, Lorenz A1 - Schütte, Christof A1 - Zhang, Wei T1 - Variational characterization of free energy: Theory and algorithms N2 - The article surveys and extends variational formulations of the thermodynamic free energy and discusses their information-theoretic content from the perspective of mathematical statistics. We revisit the well-known Jarzynski equality for nonequilibrium free energy sampling within the framework of importance sampling and Girsanov change-of-measure transformations. The implications of the different variational formulations for designing efficient stochastic optimization and nonequilibrium simulation algorithms for computing free energies are discussed and illustrated. T3 - ZIB-Report - 17-52 KW - Importance sampling KW - Donsker-Varadhan principle KW - thermodynamic free energy KW - nonequilibrium molecular dynamics KW - stochastic approximation KW - cross-entropy method Y1 - 2017 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-65045 SN - 1438-0064 ER - TY - GEN A1 - Götschel, Sebastian A1 - Minion, Michael L. T1 - Parallel-in-Time for Parabolic Optimal Control Problems Using PFASST N2 - In gradient-based methods for parabolic optimal control problems, it is necessary to solve both the state equation and a backward-in-time adjoint equation in each iteration of the optimization method. In order to facilitate fully parallel gradient-type and nonlinear conjugate gradient methods for the solution of such optimal control problems, we discuss the application of the parallel-in-time method PFASST to adjoint gradient computation. In addition to enabling time parallelism, PFASST provides high flexibility for handling nonlinear equations, as well as potential extra computational savings from reusing previous solutions in the optimization loop. The approach is demonstrated here for a model reaction-diffusion optimal control problem. T3 - ZIB-Report - 17-51 Y1 - 2017 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-64989 SN - 1438-0064 ER - TY - GEN A1 - Koltai, Péter A1 - Schütte, Christof T1 - A multi scale perturbation expansion approach for Markov state modeling of non-stationary molecular dynamics N2 - We investigate metastable dynamical systems subject to non-stationary forcing as they appear in molecular dynamics for systems driven by external fields. We show, that if the strength of the forcing is inversely proportional to the length of the slow metastable time scales of the unforced system, then the effective behavior of the forced system on slow time scales can be described by a low-dimensional reduced master equation. Our construction is explicit and uses the multiscale perturbation expansion method called two-timing, or method of multiple scales. The reduced master equation—a Markov state model—can be assembled by constructing two equilibrium Markov state models; one for the unforced system, and one for a slightly perturbed one. T3 - ZIB-Report - 17-49 KW - Markov state model KW - non-equilibrium molecular dynamics KW - two timescale master equation KW - non-stationary forcing KW - metastability Y1 - 2017 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-64868 SN - 1438-0064 ER - TY - GEN A1 - Berg, Mascha A1 - Plöntzke, Julia A1 - Leonhard-Marek, Sabine A1 - Müller, Kerstin-Elisabeth A1 - Röblitz, Susanna T1 - A dynamic model to simulate potassium balance in dairy cows. N2 - High performing dairy cows require a particular composition of nutritional ingredients, adapted to their individual requirements and depending on their production status. The optimal dimensioning of minerals in the diet, one of them being potassium, is indispensable for the prevention of imbalances. The potassium balance in cows is the result of potassium intake, distribution in the organism, and excretion, it is closely related with the glucose and electrolyte metabolism. In this paper, we present a dynamical model for the potassium balance in lactating and non-lactating dairy cows based on ordinary differential equations. Parameter values are obtained from clinical trial data and from the literature. To verify the consistency of the model, we present simulation outcomes for three different scenarios: potassium balance in (i) non-lactating cows with varying feed intake, (ii) non-lactating cows with varying potassium fraction in the diet, and (iii) lactating cows with varying milk production levels. The results give insights into the short and long term potassium metabolism, providing an important step towards the understanding of the potassium network, the design of prophylactic feed additives, and possible treatment strategies. T3 - ZIB-Report - 17-47 KW - cow, potassium, model, ode Y1 - 2017 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-64756 SN - 1438-0064 ER - TY - GEN A1 - Hammerschmidt, Martin A1 - Weiser, Martin A1 - Santiago, Xavier Garcia A1 - Zschiedrich, Lin A1 - Bodermann, Bernd A1 - Burger, Sven T1 - Quantifying parameter uncertainties in optical scatterometry using Bayesian inversion N2 - We present a Newton-like method to solve inverse problems and to quantify parameter uncertainties. We apply the method to parameter reconstruction in optical scatterometry, where we take into account a priori information and measurement uncertainties using a Bayesian approach. Further, we discuss the influence of numerical accuracy on the reconstruction result. T3 - ZIB-Report - 17-37 KW - computational metrology KW - optical metrology KW - computational lithography KW - nanolithography KW - finite- element methods KW - nanooptics Y1 - 2017 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-64704 SN - 1438-0064 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 - GEN A1 - Winkelmann, Stefanie A1 - Schütte, Christof T1 - Hybrid Models for Chemical Reaction Networks: Multiscale Theory and Application to Gene Regulatory Systems N2 - Well-mixed stochastic chemical kinetics are properly modelled by the chemical master equation (CME) and associated Markov jump processes in molecule number space. If the reactants are present in large amounts, however, corresponding simulations of the stochastic dynamics become computationally expensive and model reductions are demanded. The classical model reduction approach uniformly rescales the overall dynamics to obtain deterministic systems characterized by ordinary differential equations, the well-known mass action reaction rate equations. For systems with multiple scales there exist hybrid approaches that keep parts of the system discrete while another part is approximated either using Langevin dynamics or deterministically. This paper aims at giving a coherent overview of the different hybrid approaches, focusing on their basic concepts and the relation between them. We derive a novel general description of such hybrid models that allows to express various forms by one type of equation. We also check in how far the approaches apply to model extensions of the CME for dynamics which do not comply with the central well-mixed condition and require some spatial resolution. A simple but meaningful gene expression system with negative self-regulation is analysed to illustrate the different approximation qualities of some of the hybrid approaches discussed. T3 - ZIB-Report - 17-29 Y1 - 2017 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-64264 ER - TY - GEN A1 - Fischer, Lisa A1 - Götschel, Sebastian A1 - Weiser, Martin T1 - Lossy data compression reduces communication time in hybrid time-parallel integrators N2 - Parallel in time methods for solving initial value problems are a means to increase the parallelism of numerical simulations. Hybrid parareal schemes interleaving the parallel in time iteration with an iterative solution of the individual time steps are among the most efficient methods for general nonlinear problems. Despite the hiding of communication time behind computation, communication has in certain situations a significant impact on the total runtime. Here we present strict, yet no sharp, error bounds for hybrid parareal methods with inexact communication due to lossy data compression, and derive theoretical estimates of the impact of compression on parallel efficiency of the algorithms. These and some computational experiments suggest that compression is a viable method to make hybrid parareal schemes robust with respect to low bandwidth setups. T3 - ZIB-Report - 17-25 KW - parallel-in-time integration KW - hybrid parareal KW - convergence KW - lossy compression KW - MPI Y1 - 2017 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-63961 SN - 1438-0064 ER - TY - GEN A1 - Lange, Alexander A1 - Schwieger, Robert A1 - Plöntzke, Julia A1 - Schäfer, Stefan A1 - Röblitz, Susanna T1 - Follicular competition: the selection of dominant follicles as a synergistic effect N2 - The estrous cycle of mono-ovulatory species such as cows or humans, is known to show two or more waves of follicular growth and decline between two successive ovulations. Within each wave, there is one dominant follicle escorted by subordinate follicles of varying number. Under the surge of the luteinizing hormone a growing dominant follicle ovulates. Rarely the number of ovulating follicles exceeds one. In the biological literature, the change of hormonal concentrations and individually varying numbers of follicular receptors are made responsible for the selection of exactly one dominant follicle, yet a clear cause has not been identified. In this paper, we suggest a synergistic explanation based on competition, formulated by a parsimoniously defined system of ordinary differential equations (ODEs) that quantifies the time evolution of multiple follicles and their competitive interaction during one wave. Not discriminating between follicles, growth and decline are given by fixed rates. Competition is introduced via a growth-suppressing term, equally supported by all follicles. We prove that the number of dominant follicles is determined exclusively by the ratio of follicular growth and competition. This number turns out to be independent of the number of subordinate follicles. The asymptotic behavior of the corresponding dynamical system is investigated rigorously, where we demonstrate that the omega-limit set only contains fixed points. When also including follicular decline, our ODEs perfectly resemble ultrasound data of bovine follicles. Implications for the involved but not explicitly modeled hormones are discussed. T3 - ZIB-Report - 17-21 Y1 - 2017 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-63863 SN - 1438-0064 ER - TY - GEN A1 - Bittracher, Andreas A1 - Koltai, Péter A1 - Klus, Stefan A1 - Banisch, Ralf A1 - Dellnitz, Michael A1 - Schütte, Christof T1 - Transition manifolds of complex metastable systems: Theory and data-driven computation of effective dynamics N2 - We consider complex dynamical systems showing metastable behavior but no local separation of fast and slow time scales. The article raises the question of whether such systems exhibit a low-dimensional manifold supporting its effective dynamics. For answering this question, we aim at finding nonlinear coordinates, called reaction coordinates, such that the projection of the dynamics onto these coordinates preserves the dominant time scales of the dynamics. We show that, based on a specific reducibility property, the existence of good low-dimensional reaction coordinates preserving the dominant time scales is guaranteed. Based on this theoretical framework, we develop and test a novel numerical approach for computing good reaction coordinates. The proposed algorithmic approach is fully local and thus not prone to the curse of dimension with respect to the state space of the dynamics. Hence, it is a promising method for data-based model reduction of complex dynamical systems such as molecular dynamics. T3 - ZIB-Report - 17-22 KW - metastability KW - slow dynamics KW - effective dynamics KW - transition manifold KW - embedding KW - transfer operator KW - reaction coordinate Y1 - 2017 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-63822 SN - 1438-0064 ER - TY - GEN A1 - Weiser, Martin A1 - Erdmann, Bodo A1 - Schenkl, Sebastian A1 - Muggenthaler, Holger A1 - Hubig, Michael A1 - Mall, Gita A1 - Zachow, Stefan T1 - Uncertainty in Temperature-Based Determination of Time of Death N2 - Temperature-based estimation of time of death (ToD) can be per- formed either with the help of simple phenomenological models of corpse cooling or with detailed mechanistic (thermodynamic) heat transfer mod- els. The latter are much more complex, but allow a higher accuracy of ToD estimation as in principle all relevant cooling mechanisms can be taken into account. The potentially higher accuracy depends on the accuracy of tissue and environmental parameters as well as on the geometric resolution. We in- vestigate the impact of parameter variations and geometry representation on the estimated ToD based on a highly detailed 3D corpse model, that has been segmented and geometrically reconstructed from a computed to- mography (CT) data set, differentiating various organs and tissue types. From that we identify the most crucial parameters to measure or estimate, and obtain a local uncertainty quantifcation for the ToD. T3 - ZIB-Report - 17-18 KW - forensic medicine KW - determination of time of death KW - heat transfer equation KW - sensitivity i.r.t. thermal parameters KW - sensitivity i.r.t. geometric resolution Y1 - 2017 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-63818 SN - 1438-0064 ER - TY - GEN A1 - Hammerschmidt, Martin A1 - Döpking, Sandra A1 - Burger, Sven A1 - Matera, Sebastian T1 - Field Heterogeneities and their Impact on Photocatalysis: Combining optical and kinetic Monte Carlo Simulations on the Nanoscale N2 - Gaining insights into the working principles of photocatalysts on an atomic scale is a challenging task. The obviously high complexity of the reaction mechanism involving photo-excited electrons and holes is one reason. Another complicating aspect is that the electromagnetic field, driving photocatalysis, is not homogeneous on a nanoscale level for particle based catalysts as it is influenced by the particle’s shape and size. We present a simple model, inspired by the CO2 reduction on titania anatase, which addresses the impact of these heterogeneities on the photocatalytic kinetics by combining kinetic Monte Carlo with electromagnetic wave simulations. We find that average activity and especially efficiency might differ significantly between different particles. Moreover, we find sizable variation of the catalytic activity on a single facet of a nanocrystal. Besides this quantitative heterogeneity, the coverage situation in general changes laterally on this facet and we observe a concomitant change of the rate-determining steps. This heterogeneity on all levels of photocatalytic activity is masked in experimental studies, where only the spatially averaged activity can be addressed. Microkinetic models based on experimental findings might therefore not represent the true micro- scopic behavior, and mechanistic conclusion drawn from these need to be handled with care. T3 - ZIB-Report - 17-20 Y1 - 2017 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-63690 SN - 1438-0064 ER - TY - GEN A1 - Zhang, Wei A1 - Schütte, Christof T1 - Reliable approximation of long relaxation timescales in molecular dynamics N2 - Many interesting rare events in molecular systems like ligand association, protein folding or con- formational changes happen on timescales that often are not accessible by direct numerical simulation. Therefore rare event approximation approaches like interface sampling, Markov state model building or advanced reaction coordinate based free energy estimation have attracted huge attention recently. In this article we analyze the reliability of such approaches: How precise is an estimate of long relaxation timescales of molecular systems resulting from various forms of rare event approximation methods? Our results give a theoretical answer to this question by relating it with the transfer operator approach to molecular dynamics. By doing so they also allow for understanding deep connections between the different approaches. T3 - ZIB-Report - 17-19 Y1 - 2017 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-63718 SN - 1438-0064 ER - TY - GEN A1 - Gupta, Pooja A1 - Gramatke, Annika A1 - Einspanier, Ralf A1 - Schütte, Christof A1 - von Kleist, Max A1 - Sharbati, Jutta T1 - In silicio cytotoxicity assessment on cultured rat intestinal cells deduced from cellular impedance measurements N2 - Early and reliable identification of chemical toxicity is of utmost importance. At the same time, reduction of animal testing is paramount. Therefore, methods that improve the interpretability and usability of in vitro assays are essential. xCELLigence’s real-time cell analyzer (RTCA) provides a novel, fast and cost effective in vitro method to probe compound toxicity. We developed a simple mathematical framework for the qualitative and quantitative assessment of toxicity for RTCA measurements. Compound toxicity, in terms of its 50% inhibitory concentration IC_{50} on cell growth, and parameters related to cell turnover were estimated on cultured IEC-6 cells exposed to 10 chemicals at varying concentrations. Our method estimated IC50 values of 113.05, 7.16, 28.69 and 725.15 μM for the apparently toxic compounds 2-acetylamino-fluorene, aflatoxin B1, benzo-[a]-pyrene and chloramphenicol in the tested cell line, in agreement with literature knowledge. IC_{50} values of all apparent in vivo non-toxic compounds were estimated to be non-toxic by our method. Corresponding estimates from RTCA’s in-built model gave false positive (toxicity) predictions in 5/10 cases. Taken together, our proposed method reduces false positive predictions and reliably identifies chemical toxicity based on impedance measurements. The source code for the developed method including instructions is available at https://git.zib.de/bzfgupta/toxfit/tree/master. T3 - ZIB-Report - 17-08 KW - Real-time cell analyzer KW - Toxicity KW - Mathematical modeling KW - IC_{50} Y1 - 2017 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-62666 SN - 1438-0064 ER - TY - GEN A1 - Freytag, Yvonne T1 - Optimal Experimental Design to Estimate the Time of Death in a Bayesian Context N2 - This thesis is devoted to the interdisciplinary work between mathematicians and forensic experts: the modeling of the human body cooling process after death laying the foundation for the estimation of the time of death. An inverse problem needs to be solved. In this thesis the inverse problem computes the time of death given the measured body temperature and the Forward Model that simulates the body cooling process. The Forward Model is based on the heat equation established by Fourier. This differential equation is numerically solved by the discretization over space by the Finite Element Method and the discretization over time by the Implicit Euler Method. The applications in this thesis demand a fast computation time. A model reduction is achieved by the Proper Orthogonal Decomposition in combination with the Galerkin Method. For reasons of simplification the computations and the measurements are restricted to a cylindrical phantom that is made out of homogeneous polyethylene. The estimate of the time of death is accompanied by an uncertainty. The inverse problem is incorporated by Bayesian inference to interpret the quality of the estimate and the effciency of the experiment. The uncertainty of the estimate of the time of death is minimized by approaching the Optimal Design of the Experiment. An objective function measures the certainty of the data and lays the foundation of the optimization problem. Solving the optimization problem is successfully done by relaxing the complex discrete NP-hard problem and applying a gradient-based method. The results of this thesis clearly show that the design of an experiment has a great in- uence on the outcome of the quality of the estimate. The comparison of the estimate and its properties based on different designs and conditions reveals the effciency of the Design of Experiment in the context of the estimation of the time of death. T3 - ZIB-Report - 17-14 Y1 - 2017 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-62475 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 -