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  • 2015-2019  (15)
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  • 1
    Publication Date: 2023-11-03
    Language: English
    Type: article , doc-type:article
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  • 2
    Publication Date: 2023-11-03
    Description: Spectral clustering methods are based on solving eigenvalue problems for the identification of clusters, e.g., the identification of metastable subsets of a Markov chain. Usually, real-valued eigenvectors are mandatory for this type of algorithms. The Perron Cluster Analysis (PCCA+) is a well-known spectral clustering method of Markov chains. It is applicable for reversible Markov chains, because reversibility implies a real-valued spectrum. We extend this spectral clustering method also to non-reversible Markov chains and give some illustrative examples. The main idea is to replace the eigenvalue problem by a real-valued Schur decomposition. By this extension, non-reversible Markov chains can be analyzed. Furthermore, the chains need not have a positive stationary distribution. And additionally to metastabilities, dominant cycles and sinks can be identified, too.
    Language: English
    Type: reportzib , doc-type:preprint
    Format: application/pdf
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  • 3
    Publication Date: 2023-11-03
    Language: English
    Type: doctoralthesis , doc-type:doctoralThesis
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  • 4
    Publication Date: 2023-11-03
    Language: English
    Type: article , doc-type:article
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  • 5
    Publication Date: 2023-11-03
    Description: Markov state models (MSMs) have received an unabated increase in popularity in recent years, as they are very well suited for the identification and analysis of metastable states and related kinetics. However, the state-of-the-art Markov state modeling methods and tools enforce the fulfillment of a detailed balance condition, restricting their applicability to equilibrium MSMs. To date, they are unsuitable to deal with general dominant data structures including cyclic processes, which are essentially associated with nonequilibrium systems. To overcome this limitation, we developed a generalization of the common robust Perron Cluster Cluster Analysis (PCCA+) method, termed generalized PCCA (G-PCCA). This method handles equilibrium and nonequilibrium simulation data, utilizing Schur vectors instead of eigenvectors. G-PCCA is not limited to the detection of metastable states but enables the identification of dominant structures in a general sense, unraveling cyclic processes. This is exemplified by application of G-PCCA on nonequilibrium molecular dynamics data of the Amyloid β (1−40) peptide, periodically driven by an oscillating electric field.
    Language: English
    Type: article , doc-type:article
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  • 6
    Publication Date: 2023-11-03
    Description: Molecular simulations are often used to analyse the stability of protein–ligand complexes. The stability can be characterised by exit rates or using the exit time approach, i.e. by computing the expected holding time of the complex before its dissociation. However determining exit rates by straightforward molecular dynamics methods can be challenging for stochastic processes in which the exit event occurs very rarely. Finding a low variance procedure for collecting rare event statistics is still an open problem. In this work we discuss a novel method for computing exit rates which uses results of Robust Perron Cluster Analysis (PCCA+). This clustering method gives the possibility to define a fuzzy set by a membership function, which provides additional information of the kind ‘the process is being about to leave the set’. Thus, the derived approach is not based on the exit event occurrence and, therefore, is also applicable in case of rare events. The novel method can be used to analyse the temperature effect of protein–ligand systems through the differences in exit rates, and, thus, open up new drug design strategies and therapeutic applications.
    Language: English
    Type: article , doc-type:article
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  • 7
    Publication Date: 2023-11-03
    Description: Spectral clustering methods are based on solving eigenvalue problems for the identification of clusters, e.g., the identification of metastable subsets of a Markov chain. Usually, real-valued eigenvectors are mandatory for this type of algorithms. The Perron Cluster Analysis (PCCA+) is a well-known spectral clustering method of Markov chains. It is applicable for reversible Markov chains, because reversibility implies a real-valued spectrum. We also extend this spectral clustering method to non-reversible Markov chains and give some illustrative examples. The main idea is to replace the eigenvalue problem by a real-valued Schur decomposition. By this extension non-reversible Markov chains can be analyzed. Furthermore, the chains do not need to have a positive stationary distribution. In addition to metastabilities, dominant cycles and sinks can also be identified. This novel method is called GenPCCA (i.e., generalized PCCA), since it includes the case of non-reversible processes. We also apply the method to real-world eye-tracking data.
    Language: English
    Type: article , doc-type:article
    Library Location Call Number Volume/Issue/Year Availability
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  • 8
    Publication Date: 2023-11-03
    Description: Spectral clustering methods are based on solving eigenvalue problems for the identification of clusters, e.g. the identification of metastable subsets of a Markov chain. Usually, real-valued eigenvectors are mandatory for this type of algorithms. The Perron Cluster Analysis (PCCA+) is a well-known spectral clustering method of Markov chains. It is applicable for reversible Markov chains, because reversibility implies a real-valued spectrum. We also extend this spectral clustering method to non-reversible Markov chains and give some illustrative examples. The main idea is to replace the eigenvalue problem by a real-valued Schur decomposition. By this extension non-reversible Markov chains can be analyzed. Furthermore, the chains do not need to have a positive stationary distribution. In addition to metastabilities, dominant cycles and sinks can also be identified. This novel method is called GenPCCA (i.e. Generalized PCCA), since it includes the case of non reversible processes. We also apply the method to real world eye tracking data.
    Language: English
    Type: reportzib , doc-type:preprint
    Format: application/pdf
    Library Location Call Number Volume/Issue/Year Availability
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  • 9
    Publication Date: 2023-11-03
    Description: Molecular dynamics (MD) simulations face challenging problems since the timescales of interest often are much longer than what is possible to simulate and even if sufficiently long simulation are possible the complex nature of the resulting simulation data makes interpretation difficult. Markov State Models (MSMs) help to overcome these problems by making experimentally relevant timescales accessible via coarse grained representations that also allows for convenient interpretation. However, standard set-based MSMs exhibit some caveats limiting their approximation quality and statistical significance. One of the main caveats results from the fact that typical MD trajectories repeatedly re-cross the boundary between the sets used to build the MSM which causes statistical bias in estimating the transition probabilities between these sets. In this article, we present a set-free approach to MSM building utilizing smooth overlapping ansatz functions instead of sets and an adaptive refinement approach. This kind of meshless discretization helps to overcome the recrossing problem and yields an adaptive refinement procedure that allows to improve the quality of the model while exploring state space and inserting new ansatz functions into the MSM.
    Language: English
    Type: reportzib , doc-type:preprint
    Format: application/pdf
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  • 10
    Publication Date: 2023-11-03
    Description: 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.
    Language: English
    Type: reportzib , doc-type:preprint
    Format: application/pdf
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