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We prove the Fréchet differentiability with respect to the drift of Perron–Frobenius and Koopman operators associated to time-inhomogeneous ordinary stochastic differential equations. This result relies on a similar differentiability result for pathwise expectations of path functionals of the solution of the stochastic differential equation, which we establish using Girsanov's formula. We demonstrate the significance of our result in the context of dynamical systems and operator theory, by proving continuously differentiable drift dependence of the simple eigen- and singular values and the corresponding eigen- and singular functions of the stochastic Perron–Frobenius and Koopman operators.

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.

Probabilistic integration of a continuous dynamical system is a way of systematically introducing model error, at scales no larger than errors inroduced by standard numerical discretisation, in order to enable thorough exploration of possible responses of the system to inputs. It is thus a potentially useful approach in a number of applications such as forward uncertainty quantification, inverse problems, and data assimilation. We extend the convergence analysis of probabilistic integrators for deterministic ordinary differential equations, as proposed by Conrad et al.\ (\textit{Stat.\ Comput.}, 2016), to establish mean-square convergence in the uniform norm on discrete- or continuous-time solutions under relaxed regularity assumptions on the driving vector fields and their induced flows. Specifically, we show that randomised high-order integrators for globally Lipschitz flows and randomised Euler integrators for dissipative vector fields with polynomially-bounded local Lipschitz constants all have the same mean-square convergence rate as their deterministic counterparts, provided that the variance of the integration noise is not of higher order than the corresponding deterministic integrator.

Modes of a probability measure on an infinite-dimensional Banach space X are often defined by maximising the small-radius limit of the ratio of measures of norm balls. Helin and Burger weakened the definition of such modes by considering only balls with centres in proper subspaces of X, and posed the question of when this restricted notion coincides with the unrestricted one. We generalise these definitions to modes of arbitrary measures on topological vector spaces, defined by arbitrary bounded, convex, neighbourhoods of the origin. We show that a coincident limiting ratios condition is a necessary and sufficient condition for the equivalence of these two types of modes, and show that the coincident limiting ratios condition is satisfied in a wide range of topological vector spaces.

Molecular processes such as protein folding or ligand-receptor-binding can be understood by analyzing the free energy landscape. Those processes are often metastable, i.e. the molecular systems remain in basins around local minima of the free energy landscape, and in rare cases undergo gauche transitions between metastable states by passing saddle-points of this landscape. By discretizing the configuration space, this can be modeled as a discrete Markov process. One way to compute the transition rates between conformations of a molecular system is by utilizing Transition Path Theory and the concept of committor functions. A fundamental problem from the computational point of view is that many time-scales are involved, ranging from 10^(-14) sec for the fastest motion to 10^(-6) sec or more for conformation changes that cause biological effects.
The goal of our work is to provide a better understanding of such transitions in configuration space on various time-scales by analyzing characteristic scalar functions topologically and geometrically. We are developing suitable visualization and interaction techniques to support our analysis. For example, we are analyzing a transition rate indicator function by computing and visualizing its Reeb graph together with the sets of molecular states corresponding to maxima of the transition rate indicator function. A particular challenge is the high dimensionality of the domain which does not allow for a straightforward visualization of the function.
The computational topology approach to the analysis of the transition rate indicator functions for a molecular system allows to explore different time scales of the system by utilizing coarser or finer topological partitioning of the function. A specific goal is the development of tools for analyzing the hierarchy of these partitionings. This approach tackles the analysis of a complex and sparse dataset from a different angle than the well-known spectral analysis of Markov State Models.

Given a sequence of Cauchy-distributed random variables defined by a sequence of location parameters and a sequence of scale parameters, we consider another sequence of random variables that is obtained by perturbing the location or scale parameter sequences. Using a result of Kakutani on equivalence of infinite product measures, we provide sufficient conditions for the equivalence of laws of the two sequences.