Weber, MarcusKube, SusannaWalter, LionelDeuflhard, PeterWutricht, Bernd2010-03-302010-03-302010-03-30200710.1137/060675423https://infoscience.epfl.ch/handle/20.500.14299/48986Whenever 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.text::journal::journal article::research article