arXiv subjects

Christof Schütte

Publications and source records attributed to Christof Schütte.

70 records · Page 4Linked to original sources

arXiv2017

Transition manifolds of complex metastable systems: Theory and data-driven computation of effective dynamics

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.

math.DS↗

arXiv2017

Data-driven model reduction and transfer operator approximation

In this review paper, we will present different data-driven dimension reduction techniques for dynamical systems that are based on transfer operator theory as well as methods to approximate transfer operators and their eigenvalues, eigenfunctions, and eigenmodes. The goal is to point out similarities and differences between methods developed independently by the dynamical systems, fluid dynamics, and molecular dynamics communities such as time-lagged independent component analysis (TICA), dynamic mode decomposition (DMD), and their respective generalizations. As a result, extensions and best practices developed for one particular method can be carried over to other related methods.

math.DS↗

arXiv2017

Statistical analysis of the first passage path ensemble of jump processes

The transition mechanism of jump processes between two different subsets in state space reveals important dynamical information of the processes and therefore has attracted considerable attention in the past years. In this paper, we study the first passage path ensemble of both discrete-time and continuous-time jump processes on a finite state space. The main approach is to divide each first passage path into nonreactive and reactive segments and to study them separately. The analysis can be applied to jump processes which are non-ergodic, as well as continuous-time jump processes where the waiting time distributions are non-exponential. In the particular case that the jump processes are both Markovian and ergodic, our analysis elucidates the relations between the study of the first passage paths and the study of the transition paths in transition path theory. We provide algorithms to numerically compute statistics of the first passage path ensemble. The computational complexity of these algorithms scales with the complexity of solving a linear system, for which efficient methods are available. Several examples demonstrate the wide applicability of the derived results across research areas.

math.PR↗

arXiv2017

Nearest-Neighbor Interaction Systems in the Tensor-Train Format

Low-rank tensor approximation approaches have become an important tool in the scientific computing community. The aim is to enable the simulation and analysis of high-dimensional problems which cannot be solved using conventional methods anymore due to the so-called curse of dimensionality. This requires techniques to handle linear operators defined on extremely large state spaces and to solve the resulting systems of linear equations or eigenvalue problems. In this paper, we present a systematic tensor-train decomposition for nearest-neighbor interaction systems which is applicable to a host of different problems. With the aid of this decomposition, it is possible to reduce the memory consumption as well as the computational costs significantly. Furthermore, it can be shown that in some cases the rank of the tensor decomposition does not depend on the network size. The format is thus feasible even for high-dimensional systems. We will illustrate the results with several guiding examples such as the Ising model, a system of coupled oscillators, and a CO oxidation model.

math.NA↗

arXiv2017

Tensor-based dynamic mode decomposition

Dynamic mode decomposition (DMD) is a recently developed tool for the analysis of the behavior of complex dynamical systems. In this paper, we will propose an extension of DMD that exploits low-rank tensor decompositions of potentially high-dimensional data sets to compute the corresponding DMD modes and eigenvalues. The goal is to reduce the computational complexity and also the amount of memory required to store the data in order to mitigate the curse of dimensionality. The efficiency of these tensor-based methods will be illustrated with the aid of several different fluid dynamics problems such as the von Kármán vortex street and the simulation of two merging vortices.

math.NA↗

arXiv2016

Empirical Bayes Methods for Prior Estimation in Systems Medicine

One of the main goals of mathematical modeling in systems medicine related to medical applications is to obtain patient-specific parameterizations and model predictions. In clinical practice, however, the number of available measurements for single patients is usually limited due to time and cost restrictions. This hampers the process of making patient-specific predictions about the outcome of a treatment. On the other hand, data are often available for many patients, in particular if extensive clinical studies have been performed. Therefore, before applying Bayes' rule \emph{separately} to the data of each patient (which is typically performed using a non-informative prior), it is meaningful to use empirical Bayes methods in order to construct an informative prior from all available data. We compare the performance of four priors -- a non-informative prior and priors chosen by nonparametric maximum likelihood estimation (NPMLE), by maximum penalized likelihood estimation (MPLE) and by doubly-smoothed maximum likelihood estimation (DS-MLE) -- by applying them to a low-dimensional parameter estimation problem in a toy model as well as to a high-dimensional ODE model of the human menstrual cycle, which represents a typical example from systems biology modeling.

stat.ME↗

arXiv2016

Sparse Proteomics Analysis - A compressed sensing-based approach for feature selection and classification of high-dimensional proteomics mass spectrometry data

Background: High-throughput proteomics techniques, such as mass spectrometry (MS)-based approaches, produce very high-dimensional data-sets. In a clinical setting one is often interested in how mass spectra differ between patients of different classes, for example spectra from healthy patients vs. spectra from patients having a particular disease. Machine learning algorithms are needed to (a) identify these discriminating features and (b) classify unknown spectra based on this feature set. Since the acquired data is usually noisy, the algorithms should be robust against noise and outliers, while the identified feature set should be as small as possible. Results: We present a new algorithm, Sparse Proteomics Analysis (SPA), based on the theory of compressed sensing that allows us to identify a minimal discriminating set of features from mass spectrometry data-sets. We show (1) how our method performs on artificial and real-world data-sets, (2) that its performance is competitive with standard (and widely used) algorithms for analyzing proteomics data, and (3) that it is robust against random and systematic noise. We further demonstrate the applicability of our algorithm to two previously published clinical data-sets.

math.ST↗

arXiv2016

Towards tensor-based methods for the numerical approximation of the Perron-Frobenius and Koopman operator

The global behavior of dynamical systems can be studied by analyzing the eigenvalues and corresponding eigenfunctions of linear operators associated with the system. Two important operators which are frequently used to gain insight into the system's behavior are the Perron-Frobenius operator and the Koopman operator. Due to the curse of dimensionality, computing the eigenfunctions of high-dimensional systems is in general infeasible. We will propose a tensor-based reformulation of two numerical methods for computing finite-dimensional approximations of the aforementioned infinite-dimensional operators, namely Ulam's method and Extended Dynamic Mode Decomposition (EDMD). The aim of the tensor formulation is to approximate the eigenfunctions by low-rank tensors, potentially resulting in a significant reduction of the time and memory required to solve the resulting eigenvalue problems, provided that such a low-rank tensor decomposition exists. Typically, not all variables of a high-dimensional dynamical system contribute equally to the system's behavior, often the dynamics can be decomposed into slow and fast processes, which is also reflected in the eigenfunctions. Thus, the weak coupling between different variables might be approximated by low-rank tensor cores. We will illustrate the efficiency of the tensor-based formulation of Ulam's method and EDMD using simple stochastic differential equations.

math.NA↗

arXiv2016

On the numerical approximation of the Perron-Frobenius and Koopman operator

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 different methods that have been developed over the last decades to compute finite-dimensional approximations of these infinite-dimensional operators - e.g. Ulam's method and Extended Dynamic Mode Decomposition (EDMD) - and highlight the similarities and differences between these approaches. The results will be illustrated using simple stochastic differential equations and molecular dynamics examples.

math.DS↗

arXiv2016

Importance sampling in path space for diffusion processes with slow-fast variables

Importance sampling is a widely used technique to reduce the variance of a Monte Carlo estimator by an appropriate change of measure. In this work, we study importance sam- pling in the framework of diffusion process and consider the change of measure which is realized by adding a control force to the original dynamics. For certain exponential type expectation, the corresponding control force of the optimal change of measure leads to a zero-variance estimator and is related to the solution of a Hamilton-Jacobi-Bellmann equation. We focus on certain diffu- sions with both slow and fast variables, and the main result is that we obtain an upper bound of the relative error for the importance sampling estimators with control obtained from the limiting dynamics. We demonstrate our approximation strategy with an illustrative numerical example.

math.PR↗

arXiv2014

Finding metastable states in real-world time series with recurrence networks

In the framework of time series analysis with recurrence networks, we introduce a self-adaptive method that determines the elusive recurrence threshold and identifies metastable states in complex real-world time series. As initial step, we introduce a way to set the embedding parameters used to reconstruct the state space from the time series. We set them as the ones giving the maximum Shannon entropy for the first simultaneous minima of recurrence rate and Shannon entropy. To identify metastable states, as well as the transitions between them, we use a soft partitioning algorithm for module finding which is specifically developed for the case in which a system shows metastability. We illustrate our method with two complex time series examples. Finally, we show the robustness of our method for identifying metastable states. Our results suggest that our method is robust for identifying metastable states in complex time series, even when introducing considerable levels of noise and missing data points.

physics.data-an↗

arXiv2014

Modularity of Directed Networks: Cycle Decomposition Approach

The problem of decomposing networks into modules (or clusters) has gained much attention in recent years, as it can account for a coarse-grained description of complex systems, often revealing functional subunits of these systems. A variety of module detection algorithms have been proposed, mostly oriented towards finding hard partitionings of undirected networks. Despite the increasing number of fuzzy clustering methods for directed networks, many of these approaches tend to neglect important directional information. In this paper, we present a novel random walk based approach for finding fuzzy partitions of directed, weighted networks, where edge directions play a crucial role in defining how well nodes in a module are interconnected. We will show that cycle decomposition of a random walk process connects the notion of network modules and information transport in a network, leading to a new, symmetric measure of node communication. walk process, for which we will prove that although being time-reversible it inherits all necessary information about directions and modular structure of the original network. Finally, we will use this measure to introduce a communication graph, for which we will show that although being undirected it inherits all necessary information about modular structures from the original network.

math-ph↗

arXiv2014

Chemical potential of liquids and mixtures via Adaptive Resolution Simulation

We employ the adaptive resolution approach AdResS, in its recently developed Grand Canonical-like version (GC-AdResS) [Wang et al. Phys.Rev.X 3, 011018 (2013)], to calculate the excess chemical potential, $μ^{ex}$, of various liquids and mixtures. We compare our results with those obtained from full atomistic simulations using the technique of thermodynamic integration and show a satisfactory agreement. In GC-AdResS the procedure to calculate $μ^{ex}$ corresponds to the process of standard initial equilibration of the system; this implies that, independently of the specific aim of the study, $μ^{ex}$, for each molecular species, is automatically calculated every time a GC-AdResS simulation is performed.

cond-mat.stat-mech↗

arXiv2014

Exploring the conformational dynamics of alanine dipeptide in solution subjected to an external electric field: A nonequilibrium molecular dynamics simulation

In this paper, we investigate the conformational dynamics of alanine dipeptide under an external electric field by nonequilibrium molecular dynamics simulation. We consider the case of a constant and of an oscillatory field. In this context we propose a procedure to implement the temperature control, which removes the irrelevant thermal effects of the field. For the constant field different time-scales are identified in the conformational, dipole moment, and orientational dynamics. Moreover, we prove that the solvent structure only marginally changes when the external field is switched on. In the case of oscillatory field, the conformational changes are shown to be as strong as in the previous case, and non-trivial nonequilibrium circular paths in the conformation space are revealed by calculating the integrated net probability fluxes.

physics.chem-ph↗

arXiv2013

Grand-canonical-like molecular-dynamics simulations by using an adaptive-resolution technique

In this work, we provide a detailed theoretical analysis, supported by numerical tests, of the reliability of the adaptive resolution simulation (AdResS) technique in sampling the Grand Canonical ensemble. We demonstrate that the correct density and radial distribution functions in the hybrid region, where molecules change resolution, are two necessary conditions for considering the atomistic and coarse-grained regions in AdResS equivalent to subsystems of a full atomistic system with an accuracy up to the second order with respect to the probability distribution of the system. Moreover, we show that the work done by the thermostat and a thermodynamic force in the transition region is formally equivalent to balance the chemical potential difference between the different resolutions. From these results follows the main conclusion that the atomistic region exchanges molecules with the coarse-grained region in a Grand Canonical fashion with an accuracy up to (at least) second order. Numerical tests, for the relevant case of liquid water at ambient conditions, are carried out to strengthen the conclusions of the theoretical analysis. Finally, in order to show the computational convenience of AdResS as a Grand Canonical set up, we compare our method to the Insertion Particle Method (IMP) in its most efficient computational implementation. This fruitful combination of theoretical principles and numerical evidence candidates the adaptive resolution technique as a natural, general and efficient protocol for Grand Canonical Molecular Dynamics for the case of large systems.

cond-mat.stat-mech↗

arXiv2012

Efficient Rare Event Simulation by Optimal Nonequilibrium Forcing

Rare event simulation and estimation for systems in equilibrium are among the most challenging topics in molecular dynamics. As was shown by Jarzynski and others, nonequilibrium forcing can theoretically be used to obtain equilibrium rare event statistics. The advantage seems to be that the external force can speed up the sampling of the rare events by biasing the equilibrium distribution towards a distribution under which the rare events is no longer rare. Yet algorithmic methods based on Jarzynski's and related results often fail to be efficient because they are based on sampling in path space. We present a new method that replaces the path sampling problem by minimization of a cross-entropy-like functional which boils down to finding the optimal nonequilibrium forcing. We show how to solve the related optimization problem in an efficient way by using an iterative strategy based on milestoning.

math.OC↗