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This work proposes stochastic partial differential equations (SPDEs) as a practical tool to replicate clustering effects of more detailed particle-based dynamics. Inspired by membrane-mediated receptor dynamics on cell surfaces, we formulate a stochastic particle-based model for diffusion and pairwise interaction of particles, leading to intriguing clustering phenomena. Employing numerical simulation and cluster detection methods, we explore the approximation of the particle-based clustering dynamics through mean-field approaches. We find that SPDEs successfully reproduce spatiotemporal clustering dynamics, not only in the initial cluster formation period, but also on longer time scales where the successive merging of clusters cannot be tracked by deterministic mean-field models. The computational efficiency of the SPDE approach allows us to generate extensive statistical data for parameter estimation in a simpler model that uses a Markov jump process to capture the temporal evolution of the cluster number.

This paper is concerned with collective variables, or reaction coordinates, that map a discrete-in-time Markov process $X_n$ in $\mathbb{R}^d$ to a (much) smaller dimension $k \ll d$. We define the effective dynamics under a given collective variable map $\xi$ as the best Markovian representation of $X_n$ under $\xi$. The novelty of the paper is that it gives strict criteria for selecting optimal collective variables via the properties of the effective dynamics. In particular, we show that the transition density of the effective dynamics of the optimal collective variable solves a relative entropy minimization problem from certain family of densities to the transition density of $X_n$. We also show that many transfer operator-based data-driven numerical approaches essentially learn quantities of the effective dynamics. Furthermore, we obtain various error estimates for the effective dynamics in approximating dominant timescales / eigenvalues and transition rates of the original process $X_n$ and how optimal collective variables minimize these errors. Our results contribute to the development of theoretical tools for the understanding of complex dynamical systems, e.g. molecular kinetics, on large timescales. These results shed light on the relations among existing data-driven numerical approaches for identifying good collective variables, and they also motivate the development of new methods.

The recent COVID-19 pandemic has thrown the importance of accurately forecasting contagion dynamics and learning infection parameters into sharp focus. At the same time, effective policy-making requires knowledge of the uncertainty on such predictions, in order, for instance, to be able to ready hospitals and intensive care units for a worst-case scenario without needlessly wasting resources. In this work, we apply a novel and powerful computational method to the problem of learning probability densities on contagion parameters and providing uncertainty quantification for pandemic projections. Using a neural network, we calibrate an ODE model to data of the spread of COVID-19 in Berlin in 2020, achieving both a significantly more accurate calibration and prediction than Markov-Chain Monte Carlo (MCMC)-based sampling schemes. The uncertainties on our predictions provide meaningful confidence intervals e.g. on infection figures and hospitalisation rates, while training and running the neural scheme takes minutes where MCMC takes hours. We show convergence of our method to the true posterior on a simplified SIR model of epidemics, and also demonstrate our method's learning capabilities on a reduced dataset, where a complex model is learned from a small number of compartments for which data is available.

This article addresses reaction networks in which spatial and stochastic effects are of crucial importance. For such systems, particle-based models allow us to describe all microscopic details with high accuracy. However, they suffer from computational inefficiency if particle numbers and density get too large. Alternative coarse-grained-resolution models reduce computational effort tremendously, e.g., by replacing the particle distribution by a continuous concentration field governed by reaction-diffusion PDEs. We demonstrate how models on the different resolution levels can be combined into hybrid models that seamlessly combine the best of both worlds, describing molecular species with large copy numbers by macroscopic equations with spatial resolution while keeping the stochastic-spatial particle-based resolution level for the species with low copy numbers. To this end, we introduce a simple particle-based model for the binding dynamics of ions and vesicles at the heart of the neurotransmission process. Within this framework, we derive a novel hybrid model and present results from numerical experiments which demonstrate that the hybrid model allows for an accurate approximation of the full particle-based model in realistic scenarios., Comment: 16 pages + 2 pages appendix, 5 figures. Submitted to Mathematical Biosciences

High-dimensional metastable molecular system can often be characterised by a few features of the system, i.e. collective variables (CVs). Thanks to the rapid advance in the area of machine learning and deep learning, various deep learning-based CV identification techniques have been developed in recent years, allowing accurate modelling and efficient simulation of complex molecular systems. In this paper, we look at two different categories of deep learning-based approaches for finding CVs, either by computing leading eigenfunctions of infinitesimal generator or transfer operator associated to the underlying dynamics, or by learning an autoencoder via minimisation of reconstruction error. We present a concise overview of the mathematics behind these two approaches and conduct a comparative numerical study of these two approaches on illustrative examples., Comment: revised version, 14 pages; This is an extended version of the paper submitted to Proceedings in Applied Mathematics and Mechanics (PAMM) 2023

Agent-based models (ABMs) provide an intuitive and powerful framework for studying social dynamics by modeling the interactions of individuals from the perspective of each individual. In addition to simulating and forecasting the dynamics of ABMs, the demand to solve optimization problems to support, for example, decision-making processes naturally arises. Most ABMs, however, are non-deterministic, high-dimensional dynamical systems, so objectives defined in terms of their behavior are computationally expensive. In particular, if the number of agents is large, evaluating the objective functions often becomes prohibitively time-consuming. We consider data-driven reduced models based on the Koopman generator to enable the efficient solution of multi-objective optimization problems involving ABMs. In a first step, we show how to obtain data-driven reduced models of non-deterministic dynamical systems (such as ABMs) that depend potentially nonlinearly on control inputs. We then use them in the second step as surrogate models to solve multi-objective optimal control problems. We first illustrate our approach using the example of a voter model, where we compute optimal controls to steer the agents to a predetermined majority, and then using the example of an epidemic ABM, where we compute optimal containment strategies in a prototypical situation. We demonstrate that the surrogate models effectively approximate the Pareto-optimal points of the ABM dynamics by comparing the surrogate-based results with test points, where the objectives are evaluated using the ABM. Our results show that when objectives are defined by the dynamic behavior of ABMs, data-driven surrogate models support or even enable the solution of multi-objective optimization problems.

In optical nano metrology numerical models are used widely for parameter reconstructions. Using the Bayesian target vector optimization method we fit a finite element numerical model to a Grazing Incidence X-Ray fluorescence data set in order to obtain the geometrical parameters of a nano structured line grating. Gaussian process, stochastic machine learning surrogate models, were trained during the reconstruction and afterwards sampled with a Markov chain Monte Carlo sampler to determine the distribution of the reconstructed model parameters. The numerical discretization parameters of the used finite element model impact the numerical discretization error of the forward model. We investigated the impact of the polynomial order of the finite element ansatz functions on the reconstructed parameters as well as on the model parameter distributions. We showed that such a convergence study allows to determine numerical parameters which allows for efficient and accurate reconstruction results., Comment: Submitted to Metrologia Focus Issue on MATHMET 2023 conference

At chemical synapses, an arriving electric signal induces the fusion of vesicles with the presynaptic membrane, thereby releasing neurotransmitters into the synaptic cleft. After a fusion event, both the release site and the vesicle undergo a recovery process before becoming available for reuse again. Of central interest is the question which of the two restoration steps acts as the limiting factor during neurotransmission under high-frequency sustained stimulation. In order to investigate this question, we introduce a novel non-linear reaction network which involves explicit recovery steps for both the vesicles and the release sites, and includes the induced time-dependent output current. The associated reaction dynamics are formulated by means of ordinary differential equations (ODEs), as well as via the associated stochastic jump process. While the stochastic jump model describes a single release site, the average over many release sites is close to the ODE solution and shares its periodic structure. The reason for this can be traced back to the insight that recovery dynamics of vesicles and release sites are statistically almost independent. A sensitivity analysis on the recovery rates based on the ODE formulation reveals that neither the vesicle nor the release site recovery step can be identified as the essential rate-limiting step but that the rate-limiting feature changes over the course of stimulation. Under sustained stimulation the dynamics given by the ODEs exhibit transient changes leading from an initial depression of the postsynaptic response to an asymptotic periodic orbit, while the individual trajectories of the stochastic jump model lack the oscillatory behavior and asymptotic periodicity of the ODE-solution., Comment: 30 pages, 12 Figures

Digital communication has made the public discourse considerably more complex, and new actors and strategies have emerged as a result of this seismic shift. Aside from the often-studied interactions among individuals during opinion formation, which have been facilitated on a large scale by social media platforms, the changing role of traditional media and the emerging role of "influencers" are not well understood, and the implications of their engagement strategies arising from the incentive structure of the attention economy even less so. Here we propose a novel opinion dynamics model that accounts for these different roles, namely that media and influencers change their own positions on slower time scales than individuals, while influencers dynamically gain and lose followers. Numerical simulations show the importance of their relative influence in creating qualitatively different opinion formation dynamics: with influencers, fragmented but short-lived clusters emerge, which are then counteracted by more stable media positions. Mean-field approximations by partial differential equations reproduce this dynamic. Based on the mean-field model, we study how strategies of influencers to gain more followers can influence the overall opinion distribution. We show that moving towards extreme positions can be a beneficial strategy for influencers to gain followers. Finally, we demonstrate that optimal control strategies allow other influencers or media to counteract such attempts and prevent further fragmentation of the opinion landscape. Our modelling framework contributes to better understanding the different roles and strategies in the increasingly complex information ecosystem and their impact on public opinion formation.

Sampling rare events in metastable dynamical systems is often a computationally expensive task and one needs to resort to enhanced sampling methods such as importance sampling. Since we can formulate the problem of finding optimal importance sampling controls as a stochastic optimization problem, this then brings additional numerical challenges and the convergence of corresponding algorithms might as well suffer from metastabilty. In this article, we address this issue by combining systematic control approaches with the heuristic adaptive metadynamics method. Crucially, we approximate the importance sampling control by a neural network, which makes the algorithm in principle feasible for high-dimensional applications. We can numerically demonstrate in relevant metastable problems that our algorithm is more effective than previous attempts and that only the combination of the two approaches leads to a satisfying convergence and therefore to an efficient sampling in certain metastable settings.

Agent based models (ABMs) are a useful tool for modeling spatio-temporal population dynamics, where many details can be included in the model description. Their computational cost though is very high and for stochastic ABMs a lot of individual simulations are required to sample quantities of interest. Especially, large numbers of agents render the sampling infeasible. Model reduction to a metapopulation model leads to a significant gain in computational efficiency, while preserving important dynamical properties. Based on a precise mathematical description of spatio-temporal ABMs, we present two different metapopulation approaches (stochastic and piecewise deterministic) and discuss the approximation steps between the different models within this framework. Especially, we show how the stochastic metapopulation model results from a Galerkin projection of the underlying ABM onto a finite-dimensional ansatz space. Finally, we utilize our modeling framework to provide a conceptual model for the spreading of COVID-19 that can be scaled to real-world scenarios.

The reaction-diffusion master equation (RDME) is a lattice-based stochastic model for spatially resolved cellular processes. It is often interpreted as an approximation to spatially continuous reaction-diffusion models, which, in the limit of an infinitely large population, may be described by means of reaction-diffusion partial differential equations (RDPDEs). Analyzing and understanding the relation between different mathematical models for reaction-diffusion dynamics is a research topic of steady interest. In this work, we explore a route to the hydrodynamic limit of the RDME which uses gradient structures. Specifically, we elaborate on a method introduced in [J. Maas, A. Mielke: Modeling of chemical reactions systems with detailed balance using gradient structures. J. Stat. Phys. (181), 2257-2303 (2020)] in the context of well-mixed reaction networks by showing that, once it is complemented with an appropriate limit procedure, it can be applied to spatially extended systems with diffusion. Under the assumption of detailed balance, we write down a gradient structure for the RDME and use the method to produce a gradient structure for its hydrodynamic limit, namely, for the corresponding RDPDE.

We present a numerical method to model dynamical systems from data. We use the recently introduced method Scalable Probabilistic Approximation (SPA) to project points from a Euclidean space to convex polytopes and represent these projected states of a system in new, lower-dimensional coordinates denoting their position in the polytope. We then introduce a specific nonlinear transformation to construct a model of the dynamics in the polytope and to transform back into the original state space. To overcome the potential loss of information from the projection to a lower-dimensional polytope, we use memory in the sense of the delay-embedding theorem of Takens. By construction, our method produces stable models. We illustrate the capacity of the method to reproduce even chaotic dynamics and attractors with multiple connected components on various examples.

In this paper, we consider the eigenvalue PDE problem of the infinitesimal generators of metastable diffusion processes. We propose a numerical algorithm based on training artificial neural networks for solving the leading eigenvalues and eigenfunctions of such high-dimensional eigenvalue problem. The algorithm is able to find multiple leading eigenpairs by solving a single training task. It is useful in understanding the dynamical behaviors of metastable processes on large timescales. We demonstrate the capability of our algorithm on a high-dimensional model problem, and on the simple molecular system alanine dipeptide., Comment: revision with minor changes

The urea-urease clock reaction is a pH switch from acid to basic that can turn into a pH oscillator if it occurs inside a suitable open reactor. We study the confinement of the reaction to lipid vesicles, which permit the exchange with an external reservoir by differential transport, enabling the recovery of the pH level and yielding a constant supply of urea molecules.For microscopically small vesicles, the discreteness of the number of molecules requires a stochastic treatment of the reaction dynamics. Our analysis shows that intrinsic noise induces a significant statistical variation of the oscillation period, which increases as the vesicles become smaller. The mean period, however, is found to be remarkably robust for vesicle sizes down to approximately 200 nm. The observed oscillations are explained as a canard-like limit cycle that differs from the wide class of conventional feedback oscillators., Comment: 11 pages, 4 figures with 2 pages of Supporting info; published in the Journal of Physical Chemistry Letters

The modeling and simulation of stochastic reaction-diffusion processes is a topic of steady interest that is approached with a wide range of methods. \rev{At the level of particle-resolved descriptions, where chemical reactions are coupled to the spatial diffusion of individual particles, there exist comprehensive numerical simulation schemes, while the corresponding mathematical formalization is relatively underdeveloped. The aim of this paper is to provide a framework to systematically formulate the probabilistic evolution equation, termed chemical diffusion master equation (CDME), that governs particle-based stochastic reaction-diffusion processes. To account for the non-conserved and unbounded particle number of this type of open systems, we employ a classical analogue of the quantum mechanical Fock space that contains the symmetrized probability densities of the many-particle configurations in space. Following field-theoretical ideas of second quantization, we introduce creation and annihilation operators that act on single-particle densities and provide natural representations of symmetrized probability densities as well as of reaction and diffusion operators. These operators allow us to consistently and systematically formulate the CDME for arbitrary reaction schemes. The resulting form of the CDME further serves as the foundation to derive more coarse-grained descriptions of reaction-diffusion dynamics. In this regard, we show that a discretization of the evolution equation by projection onto a Fock subspace generated by a finite set of single-particle densities leads to a generalized form of the well-known reaction-diffusion master equation, which supports non-local reactions between grid cells and which converges properly in the continuum limit.

Reaction Coordinates (RCs) are indicators of hidden, low-dimensional mechanisms that govern the long-term behavior of high-dimensional stochastic processes. We present a novel and general variational characterization of optimal RCs and provide conditions for their existence. Optimal RCs are minimizers of a certain loss function and reduced models based on them guarantee very good approximation of the long-term dynamics of the original high-dimensional process. We show that, for slow-fast systems, metastable systems, and other systems with known good RCs, the novel theory reproduces previous insight. Remarkably, the numerical effort required to evaluate the loss function scales only with the complexity of the underlying, low-dimensional mechanism, and not with that of the full system. The theory provided lays the foundation for an efficient and data-sparse computation of RCs via modern machine learning techniques.

A novel approach to simulate simple protein-ligand systems at large time- and length-scales is to couple Markov state models (MSMs) of molecular kinetics with particle-based reaction-diffusion (RD) simulations, MSM/RD. Currently, MSM/RD lacks a mathematical framework to derive coupling schemes; is limited to isotropic ligands in a single conformational state, and is lacking a multi-particle extensions. In this work, we address these needs by developing a general MSM/RD framework by coarse-graining molecular dynamics into hybrid switching diffusion processes. Given enough data to parametrize the model, it is capable of modeling protein-protein interactions over large time- and length-scales, and it can be extended to handle multiple molecules. We derive the MSM/RD framework, and we implement and verify it for two protein-protein benchmark systems and one multiparticle implementation to model the formation of pentameric ring molecules. To enable reproducibility, we have published our code in the MSM/RD software package.

Agent-based models are a natural choice for modeling complex social systems. In such models simple stochastic interaction rules for a large population of individuals can lead to emergent dynamics on the macroscopic scale, for instance a sudden shift of majority opinion or behavior. Here, we are concerned with studying noise-induced tipping between relevant subsets of the agent state space representing characteristic configurations. Due to the large number of interacting individuals, agent-based models are high-dimensional, though usually a lower-dimensional structure of the emerging collective behaviour exists. We therefore apply Diffusion Maps, a non-linear dimension reduction technique, to reveal the intrinsic low-dimensional structure. We characterize the tipping behaviour by means of Transition Path Theory, which helps gaining a statistical understanding of the tipping paths such as their distribution, flux and rate. By systematically studying two agent-based models that exhibit a multitude of tipping pathways and cascading effects, we illustrate the practicability of our approach.

Governing equations are essential to the study of nonlinear dynamics, often enabling the prediction of previously unseen behaviors as well as the inclusion into control strategies. The discovery of governing equations from data thus has the potential to transform data-rich fields where well-established dynamical models remain unknown. This work contributes to the recent trend in data-driven sparse identification of nonlinear dynamics of finding the best sparse fit to observational data in a large library of potential nonlinear models. We propose an efficient first-order Conditional Gradient algorithm for solving the underlying optimization problem. In comparison to the most prominent alternative algorithms, the new algorithm shows significantly improved performance on several essential issues like sparsity-induction, structure-preservation, noise robustness, and sample efficiency. We demonstrate these advantages on several dynamics from the field of synchronization, particle dynamics, and enzyme chemistry.

The dynamical behavior of social systems can be described by agent-based models. Although single agents follow easily explainable rules, complex time-evolving patterns emerge due to their interaction. The simulation and analysis of such agent-based models, however, is often prohibitively time-consuming if the number of agents is large. In this paper, we show how Koopman operator theory can be used to derive reduced models of agent-based systems using only simulation data. Our goal is to learn coarse-grained models and to represent the reduced dynamics by ordinary or stochastic differential equations. The new variables are, for instance, aggregated state variables of the agent-based model, modeling the collective behavior of larger groups or the entire population. Using benchmark problems with known coarse-grained models, we demonstrate that the obtained reduced systems are in good agreement with the analytical results, provided that the numbers of agents is sufficiently large.

We propose a method for the approximation of high- or even infinite-dimensional feature vectors, which play an important role in supervised learning. The goal is to reduce the size of the training data, resulting in lower storage consumption and computational complexity. Furthermore, the method can be regarded as a regularization technique, which improves the generalizability of learned target functions. We demonstrate significant improvements in comparison to the computation of data-driven predictions involving the full training data set. The method is applied to classification and regression problems from different application areas such as image recognition, system identification, and oceanographic time series analysis.

Single molecule fluorescence tracking provides information at nm-scale and ms-temporal resolution about the dynamics and interaction of individual molecules in a biological environment. While the dynamic behavior of isolated molecules can be characterized well, the quantitative insight is more limited when interactions between two indistinguishable molecules occur. We address here this aspect by developing a solid theoretical foundation for a spectroscopy of interaction times, i.e. the inference of interaction constants from imaging data. The non trivial crossover between a power law to an exponential behavior of the distribution of the interaction times is highlighted here, together with the dependence of the exponential term upon the product of the microscopic reaction rates (affinity). Our approach is validated on simulated as well as experimental datasets., Comment: 7 pages, 3 figures

Modern methods of simulating molecular systems are based on the mathematical theory of Markov operators with a focus on autonomous equilibrated systems. However, non-autonomous physical systems or non-autonomous simulation processes are becoming more and more important. We present a representation of non-autonomous Markov jump processes as autonomous Markov chains on space-time. Augmenting the spatial information of the embedded Markov chain by the temporal information of the associated jump times, we derive the so-called augmented jump chain. The augmented jump chain inherits the sparseness of the infinitesimal generator of the original process and therefore provides a useful tool for studying time-dependent dynamics even in high dimensions. We furthermore discuss possible generalizations and applications to the computation of committor functions and coherent sets in the non-autonomous setting. After deriving the theoretical foundations we illustrate the concepts with a proof-of-concept Galerkin discretization of the transfer operator of the augmented jump chain applied to simple examples., Comment: 22 pages, 8 figures

We investigate opinion dynamics based on an agent-based model, and are interested in predicting the evolution of the percentages of the entire agent population that share an opinion. Since these opinion percentages can be seen as an aggregated observation of the full system state, the individual opinions of each agent, we view this in the framework of the Mori-Zwanzig projection formalism. More specifically, we show how to estimate a nonlinear autoregressive model (NAR) with memory from data given by a time series of opinion percentages, and discuss its prediction capacities for various specific topologies of the agent interaction network. We demonstrate that the inclusion of memory terms significantly improves the prediction quality on examples with different network topologies.

Open biochemical systems of interacting molecules are ubiquitous in life-related processes. However, established computational methodologies, like molecular dynamics, are still mostly constrained to closed systems and timescales too small to be relevant for life processes. Alternatively, particle-based reaction-diffusion models are currently the most accurate and computationally feasible approach at these scales. Their efficiency lies in modeling entire molecules as particles that can diffuse and interact with each other. In this work, we develop modeling and numerical schemes for particle-based reaction-diffusion in an open setting, where the reservoirs are mediated by reaction-diffusion PDEs. We derive two important theoretical results. The first one is the mean-field for open systems of diffusing particles; the second one is the mean-field for a particle-based reaction-diffusion system with second-order reactions. We employ these two results to develop a numerical scheme that consistently couples particle-based reaction-diffusion processes with reaction-diffusion PDEs. This allows modeling open biochemical systems in contact with reservoirs that are time-dependent and spatially inhomogeneous, as in many relevant real-world applications.

We present a novel characterization of slow variables for continuous Markov processes that provably preserve the slow timescales. These slow variables are known as reaction coordinates in molecular dynamical applications, where they play a key role in system analysis and coarse graining. The defining characteristics of these slow variables is that they parametrize a so-called transition manifold, a low-dimensional manifold in a certain density function space that emerges with progressive equilibration of the system's fast variables. The existence of said manifold was previously predicted for certain classes of metastable and slow-fast systems. However, in the original work, the existence of the manifold hinges on the pointwise convergence of the system's transition density functions towards it. We show in this work that a convergence in average with respect to the system's stationary measure is sufficient to yield reaction coordinates with the same key qualities. This allows one to accurately predict the timescale preservation in systems where the old theory is not applicable or would give overly pessimistic results. Moreover, the new characterization is still constructive, in that it allows for the algorithmic identification of a good slow variable. The improved characterization, the error prediction and the variable construction are demonstrated by a small metastable system.

We consider autocovariance operators of a stationary stochastic process on a Polish space that is embedded into a reproducing kernel Hilbert space. We investigate how empirical estimates of these operators converge along realizations of the process under various conditions. In particular, we examine ergodic and strongly mixing processes and obtain several asymptotic results as well as finite sample error bounds. We provide applications of our theory in terms of consistency results for kernel PCA with dependent data and the conditional mean embedding of transition probabilities. Finally, we use our approach to examine the nonparametric estimation of Markov transition operators and highlight how our theory can give a consistency analysis for a large family of spectral analysis methods including kernel-based dynamic mode decomposition.

Given two distinct subsets $A,B$ in the state space of some dynamical system, Transition Path Theory (TPT) was successfully used to describe the statistical behavior of transitions from $A$ to $B$ in the ergodic limit of the stationary system. We derive generalizations of TPT that remove the requirements of stationarity and of the ergodic limit, and provide this powerful tool for the analysis of other dynamical scenarios: periodically forced dynamics and time-dependent finite-time systems. This is partially motivated by studying applications such as climate, ocean, and social dynamics. On simple model examples we show how the new tools are able to deliver quantitative understanding about the statistical behavior of such systems. We also point out explicit cases where the more general dynamical regimes show different behaviors to their stationary counterparts, linking these tools directly to bifurcations in non-deterministic systems.

We derive a data-driven method for the approximation of the Koopman generator called gEDMD, which can be regarded as a straightforward extension of EDMD (extended dynamic mode decomposition). This approach is applicable to deterministic and stochastic dynamical systems. It can be used for computing eigenvalues, eigenfunctions, and modes of the generator and for system identification. In addition to learning the governing equations of deterministic systems, which then reduces to SINDy (sparse identification of nonlinear dynamics), it is possible to identify the drift and diffusion terms of stochastic differential equations from data. Moreover, we apply gEDMD to derive coarse-grained models of high-dimensional systems, and also to determine efficient model predictive control strategies. We highlight relationships with other methods and demonstrate the efficacy of the proposed methods using several guiding examples and prototypical molecular dynamics problems.

Many real-world processes can naturally be modeled as systems of interacting agents. However, the long-term simulation of such agent-based models is often intractable when the system becomes too large. In this paper, starting from a stochastic spatio-temporal agent-based model (ABM), we present a reduced model in terms of stochastic PDEs that describes the evolution of agent number densities for large populations. We discuss the algorithmic details of both approaches; regarding the SPDE model, we apply Finite Element discretization in space which not only ensures efficient simulation but also serves as a regularization of the SPDE. Illustrative examples for the spreading of an innovation among agents are given and used for comparing ABM and SPDE models.

We present a novel kernel-based machine learning algorithm for identifying the low-dimensional geometry of the effective dynamics of high-dimensional multiscale stochastic systems. Recently, the authors developed a mathematical framework for the computation of optimal reaction coordinates of such systems that is based on learning a parametrization of a low-dimensional transition manifold in a certain function space. In this article, we enhance this approach by embedding and learning this transition manifold in a reproducing kernel Hilbert space, exploiting the favorable properties of kernel embeddings. Under mild assumptions on the kernel, the manifold structure is shown to be preserved under the embedding, and distortion bounds can be derived. This leads to a more robust and more efficient algorithm compared to previous parametrization approaches.

We develop a data-driven method to learn chemical reaction networks from trajectory data. Modeling the reaction system as a continuous-time Markov chain and assuming the system is fully observed, our method learns the propensity functions of the system with predetermined basis functions by maximizing the likelihood function of the trajectory data under $l^1$ sparse regularization. We demonstrate our method with numerical examples using synthetic data and carry out an asymptotic analysis of the proposed learning procedure in the infinite-data limit.

The term fractal describes a class of complex structures exhibiting self-similarity across different scales. Fractal patterns can be created by using various techniques such as finite subdivision rules and iterated function systems. In this paper, we will present a method for the construction of geometric fractals that exploits Kronecker products and tensor decompositions, which can be regarded as a generalization of matrix factorizations. We will show how to create several well-known examples for one-, two-, and three-dimensional self-similar structures. Additionally, the proposed method will be extended to the construction of fractals in arbitrary dimensions.

We present a novel machine learning approach to understanding conformation dynamics of biomolecules. The approach combines kernel-based techniques that are popular in the machine learning community with transfer operator theory for analyzing dynamical systems in order to identify conformation dynamics based on molecular dynamics simulation data. We show that many of the prominent methods like Markov State Models, EDMD, and TICA can be regarded as special cases of this approach and that new efficient algorithms can be constructed based on this derivation. The results of these new powerful methods will be illustrated with several examples, in particular the alanine dipeptide and the protein NTL9.

A key task in the field of modeling and analyzing nonlinear dynamical systems is the recovery of unknown governing equations from measurement data only. There is a wide range of application areas for this important instance of system identification, ranging from industrial engineering and acoustic signal processing to stock market models. In order to find appropriate representations of underlying dynamical systems, various data-driven methods have been proposed by different communities. However, if the given data sets are high-dimensional, then these methods typically suffer from the curse of dimensionality. To significantly reduce the computational costs and storage consumption, we propose the method MANDy which combines data-driven methods with tensor network decompositions. The efficiency of the introduced approach will be illustrated with the aid of several high-dimensional nonlinear dynamical systems.

Reproducing kernel Hilbert spaces (RKHSs) play an important role in many statistics and machine learning applications ranging from support vector machines to Gaussian processes and kernel embeddings of distributions. Operators acting on such spaces are, for instance, required to embed conditional probability distributions in order to implement the kernel Bayes rule and build sequential data models. It was recently shown that transfer operators such as the Perron-Frobenius or Koopman operator can also be approximated in a similar fashion using covariance and cross-covariance operators and that eigenfunctions of these operators can be obtained by solving associated matrix eigenvalue problems. The goal of this paper is to provide a solid functional analytic foundation for the eigenvalue decomposition of RKHS operators and to extend the approach to the singular value decomposition. The results are illustrated with simple guiding examples.

In this paper, we study Jarzynski's equality and fluctuation theorems for diffusion processes. While some of the results considered in the current work are known in the (mainly physics) literature, we review and generalize these nonequilibrium theorems using mathematical arguments, therefore enabling further investigations in the mathematical community. On the numerical side, variance reduction approaches such as importance sampling method are studied in order to compute free energy differences based on Jarzynski's equality., Comment: journal version

There are multiple ways in which a stochastic system can be out of statistical equilibrium. It might be subject to time-varying forcing; or be in a transient phase on its way towards equilibrium; it might even be in equilibrium without us noticing it, due to insufficient observations; and it even might be a system failing to admit an equilibrium distribution at all. We review some of the approaches that model the effective statistical behavior of equilibrium and non-equilibrium dynamical systems, and show that both cases can be considered under the unified framework of optimal low-rank approximation of so-called transfer operators. Particular attention is given to the connection between these methods, Markov state models, and the concept of metastability, further to the estimation of such reduced order models from finite simulation data. We illustrate our considerations by numerical examples.

Molecular dynamics (MD) simulations can model the interactions between macromolecules with high spatiotemporal resolution but at a high computational cost. By combining high-throughput MD with Markov state models (MSMs), it is now possible to obtain long-timescale behavior of small to intermediate biomolecules and complexes. To model the interactions of many molecules at large lengthscales, particle-based reaction-diffusion (RD) simulations are more suitable but lack molecular detail. Thus, coupling MSMs and RD simulations (MSM/RD) would be highly desirable, as they could efficiently produce simulations at large time- and lengthscales, while still conserving the characteristic features of the interactions observed at atomic detail. While such a coupling seems straightforward, fundamental questions are still open: Which definition of MSM states is suitable? Which protocol to merge and split RD particles in an association/dissociation reaction will conserve the correct bimolecular kinetics and thermodynamics? In this paper, we make the first step towards MSM/RD by laying out a general theory of coupling and proposing a first implementation for association/dissociation of a protein with a small ligand (A + B <--> C). Applications on a toy model and CO diffusion into the heme cavity of myoglobin are reported.

The identification of meaningful reaction coordinates plays a key role in the study of complex molecular systems whose essential dynamics is characterized by rare or slow transition events. In a recent publication, precise defining characteristics of such reaction coordinates were identified and linked to the existence of a so-called transition manifold. This theory gives rise to a novel numerical method for the pointwise computation of reaction coordinates that relies on short parallel MD simulations only, but yields accurate approximation of the long time behavior of the system under consideration. This article presents an extension of the method towards practical applicability in computational chemistry. It links the newly defined reaction coordinates to concepts from transition path theory and Markov state model building. The main result is an alternative computational scheme that allows for a global computation of reaction coordinates based on commonly available types of simulation data, such as single long molecular trajectories, or the push-forward of arbitrary canonically-distributed point clouds. It is based on a Galerkin approximation of the transition manifold reaction coordinates, that can be tuned to individual requirements by the choice of the Galerkin ansatz functions. Moreover, we propose a ready-to-implement variant of the new scheme, that computes data-fitted, mesh-free ansatz functions directly from the available simulation data. The efficacy of the new method is demonstrated on a small protein system.

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.

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.

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., Comment: 35 pages