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Stable computation of probability densities for metastable dynamical systems (2006)

Weber, Marcus ; Walter, Lionel ; Kube, Susanna ; [et al.]

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Publication Date: 2014-03-10

Description: Whenever the invariant stationary density of metastable dynamical systems decomposes into almost invariant partial densities, its computation as eigenvector of some transition probability matrix is an ill-conditioned problem. In order to avoid this computational difficulty, we suggest to apply an aggregation/disaggregation method which only addresses wellconditioned sub-problems and thus results in a stable algorithm. In contrast to existing methods, the aggregation step is done via a sampling algorithm which covers only small patches of the sampling space. Finally, the theoretical analysis is illustrated by two biomolecular examples.

Keywords: ddc:000

Language: English

Type: reportzib , doc-type:preprint

Format: application/pdf

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