60J10 Markov chains (discrete-time Markov processes on discrete state spaces)
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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.
Trajectory- or mesh-based methods for analyzing the dynamical behavior of large molecules tend to be impractical due to the curse of dimensionality - their computational cost increases exponentially with the size of the molecule. We propose a method to break the curse by a novel square root approximation of transition rates, Monte Carlo quadrature and a discretization approach based on solving linear programs. With randomly sampled points on the molecular energy landscape and randomly generated discretizations of the molecular configuration space as our initial data, we construct a matrix describing the transition rates between adjacent discretization regions. This transition rate matrix yields a Markov State Model of the molecular dynamics. We use Perron cluster analysis and coarse-graining techniques in order to identify metastable sets in configuration space and approximate the transition rates between the metastable sets. Application of our method to a simple energy landscape on a two-dimensional configuration space provides proof of concept and an example for which we compare the performance of different discretizations. We show that the computational cost of our method grows only polynomially with the size of the molecule. However, finding discretizations of higher-dimensional configuration spaces in which metastable sets can be identified remains a challenge.
The statistical behavior of deterministic and stochastic dynamical systems may be described using transfer operators, which generalize the notion of Frobenius Perron and Koopman operators. Since numerical techniques to analyze dynamical systems based on eigenvalues problems for the corresponding transfer operator have emerged, bounds on its essential spectral radius became of interest. This article shows that they are also of great theoretical interest. We give an analytical representation of the essential spectral radius in $L^{1}\!(\mu)$, which then is exploited to analyze the asymptotical properties of transfer operators by combining results from functional analysis, Markov operators and Markov chain theory. In particular, it is shown, that an essential spectral radius less than $1$, constrictiveness and some weak form'' of the so--called Doeblin condition are equivalent. Finally, we apply the results to study three main problem classes: deterministic systems, stochastically perturbed deterministic systems and stochastic systems.
The topic of the present paper bas been motivated by a recent computational approach to identify chemical conformations and conformational changes within molecular systems. After proper discretization, the conformations show up as almost invariant aggregates in reversible nearly uncoupled Markov chains. Most of the former work on this subject treated the direct problem: given the aggregates, analyze the loose coupling in connection with the computation of the stationary distribution (aggregation/disaggregation techniques). In contrast to that the present paper focuses on the inverse problem: given the system as a whole, identify the almost invariant aggregates together with the associated transition probabilites. A rather simple and robust algorithm is suggested and illustrated by its application to the n-pentane molecule.