Stable computation of probability densities for metastable dynamical systems

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 applying an aggregation/disaggregation method which addresses only well-conditioned subproblems aud 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.


Published in:
Multiscale Modeling and Simulation, 6, 2, 396-416
Year:
2007
Publisher:
Society for Industrial and Applied Mathematics
ISSN:
1540-3459
Laboratories:




 Record created 2010-03-30, last modified 2018-03-17

n/a:
ZR-06-39 - Download fulltextPDF
stable_computation_probability_densities - Download fulltextPDF
Rate this document:

Rate this document:
1
2
3
 
(Not yet reviewed)