Overcoming the timescale barrier in molecular dynamics: Transfer operators, variational principles and machine learning (Q6047503)

scientific article; zbMATH DE number 7736659

Language	Label	Description	Also known as
English	Overcoming the timescale barrier in molecular dynamics: Transfer operators, variational principles and machine learning	scientific article; zbMATH DE number 7736659

Statements

instance of

scholarly article

0 references

title

Overcoming the timescale barrier in molecular dynamics: Transfer operators, variational principles and machine learning (English)

0 references

0 references

0 references

0 references

0 references

12 September 2023

0 references

MaRDI profile type

MaRDI publication profile

0 references

full work available at URL

https://doi.org/10.1017/s0962492923000016

0 references

cites work

Importance sampling: intrinsic dimension and computational cost

0 references

Adaptive Multilevel Splitting in Molecular Dynamics Simulations

0 references

Zero-Variance Importance Sampling Estimators for Markov Process Expectations

0 references

Deep neural networks algorithms for stochastic control problems on finite horizon: numerical applications

0 references

A sparse Markov chain approximation of LQ-type stochastic control problems.

0 references

Understanding the geometry of transport: Diffusion maps for Lagrangian trajectory data unravel coherent sets

0 references

Machine learning approximation algorithms for high-dimensional fully nonlinear partial differential equations and second-order backward stochastic differential equations

0 references

A Mathematical Framework for Exact Milestoning

0 references

Tunneling and metastability of continuous time Markov chains

0 references

A martingale approach to metastability

0 references

Importance Sampling for Backward SDEs

0 references

Least-Squares Monte Carlo for Backward SDEs

0 references

Curse-of-dimensionality revisited: Collapse of the particle filter in very large scale systems

0 references

Kramers' law: Validity, derivations and generalisations

0 references

Metastable states, quasi-stationary distributions and soft measures

0 references

Uncertainty Quantification for Markov Processes via Variational Principles and Functional Inequalities

0 references

Quantification of model uncertainty on path-space<i>via</i>goal-oriented relative entropy

0 references

A Weak Characterization of Slow Variables in Stochastic Dynamical Systems

0 references

Transition manifolds of complex metastable systems. Theory and data-driven computation of effective dynamics

0 references

Optimal Reaction Coordinates: Variational Characterization and Sparse Computation

0 references

The Nosé-Poincaré method for constant temperature molecular dynamics

0 references

Pathwise accuracy and ergodicity of metropolized integrators for SDEs

0 references

A variational representation for certain functionals of Brownian motion

0 references

Metastability and low lying spectra in reversible Markov chains

0 references

Metastability in reversible diffusion processes. I: Sharp asymptotics for capacities and exit times

0 references

Metastability in reversible diffusion processes. II: Precise asymptotics for small eigenvalues

0 references

An introduction to Markov state models and their application to long timescale molecular simulation

0 references

A mathematical formalization of the parallel replica dynamics

0 references

Discovering governing equations from data by sparse identification of nonlinear dynamical systems

0 references

Analysis of individual differences in multidimensional scaling via an \(n\)-way generalization of ``Eckart-Young'' decomposition

0 references

Adaptive Multilevel Splitting for Rare Event Analysis

0 references

Sequential Monte Carlo for rare event estimation

0 references

Long‐Time Protein Folding Dynamics from Short‐Time Molecular Dynamics Simulations

0 references

Optimal prediction and the Mori–Zwanzig representation of irreversible processes

0 references

Estimating the Eigenvalue Error of Markov State Models

0 references

Finding Dominant Structures of Nonreversible Markov Processes

0 references

Connections between stochastic control and dynamic games

0 references

Metastable States of Symmetric Markov Semigroups I

0 references

Metastable States of Symmetric Markov Semigroups II

0 references

The Rotation of Eigenvectors by a Perturbation. III

0 references

Q4819702

0 references

On the uniqueness of solutions to quadratic BSDEs with convex generators and unbounded terminal conditions

0 references

An adaptive subdivision technique for the approximation of attractors and invariant measures

0 references

On the Approximation of Complicated Dynamical Behavior

0 references

Robust Perron cluster analysis in conformation dynamics

0 references

Q2712849

0 references

On a Variational Formula for the Principal Eigenvalue for Operators with Maximum Principle

0 references

Q3342857

0 references

Exponential and uniform ergodicity of Markov processes

0 references

Importance Sampling, Large Deviations, and Differential Games

0 references

Subsolutions of an Isaacs Equation and Efficient Schemes for Importance Sampling

0 references

Path-Space Information Bounds for Uncertainty Quantification and Sensitivity Analysis of Stochastic Dynamics

0 references

Sensitivity analysis for rare events based on Rényi divergence

0 references

On the Infinite Swapping Limit for Parallel Tempering

0 references

Escaping from an attractor: Importance sampling and rest points. I.

0 references

Q3512088

0 references

Towards a theory of transition paths

0 references

Deep learning-based numerical methods for high-dimensional parabolic partial differential equations and backward stochastic differential equations

0 references

Algorithms for solving high dimensional PDEs: from nonlinear Monte Carlo to machine learning

0 references

Q3681702

0 references

Q5565773

0 references

Risk sensitive stochastic control and differential games

0 references

Controlled Markov processes and viscosity solutions

0 references

Q4225410

0 references

An analytic framework for identifying finite-time coherent sets in time-dependent dynamical systems

0 references

Robust FEM-Based Extraction of Finite-Time Coherent Sets Using Scattered, Sparse, and Incomplete Trajectories

0 references

A Computational Method to Extract Macroscopic Variables and Their Dynamics in Multiscale Systems

0 references

Linear regression MDP scheme for discrete backward stochastic differential equations under general conditions

0 references

A regression-based Monte Carlo method to solve backward stochastic differential equations

0 references

Stochastic simulation and Monte Carlo methods. Mathematical foundations of stochastic simulation

0 references

On Stochastic Differential Equations with Locally Unbounded Drift

0 references

Numerical tensor calculus

0 references

Solving high-dimensional eigenvalue problems using deep neural networks: a diffusion Monte Carlo like approach

0 references

Variational approach to rare event simulation using least-squares regression

0 references

Coarse Graining of Nonreversible Stochastic Differential Equations: Quantitative Results and Connections to Averaging

0 references

Model reduction algorithms for optimal control and importance sampling of diffusions

0 references

Convergences of the squareroot approximation scheme to the Fokker–Planck operator

0 references

Tunnel Effect for Kramers-Fokker-Planck Type Operators: Return to Equilibrium and Applications

0 references

Tunnel effect and symmetries for Kramers–Fokker–Planck type operators

0 references

RELATIONS BETWEEN TWO SETS OF VARIATES

0 references

High-dimensional time series prediction using kernel-based koopman mode regression

0 references

Metastability and Dominant Eigenvalues of Transfer Operators

0 references

Phase transitions and metastability in Markovian and molecular systems

0 references

Deep Neural Networks Algorithms for Stochastic Control Problems on Finite Horizon: Convergence Analysis

0 references

Q3523239

0 references

Q4002114

0 references

Perturbation theory for linear operators.

0 references

Adaptive importance sampling with forward-backward stochastic differential equations

0 references

Koopman-based spectral clustering of directed and time-evolving graphs

0 references

Kernel methods for detecting coherent structures in dynamical data

0 references

On the numerical approximation of the Perron-Frobenius and Koopman operator

0 references

Koopman analysis of quantum systems*

0 references

Data-driven model reduction and transfer operator approximation

0 references

Data-driven approximation of the Koopman generator: model reduction, system identification, and control

0 references

Eigendecompositions of transfer operators in reproducing kernel Hilbert spaces

0 references

Backward stochastic differential equations and partial differential equations with quadratic growth.

0 references

Spectral theory and limit theorems for geometrically ergodic Markov processes

0 references

Geometric ergodicity and the spectral gap of non-reversible Markov chains

0 references

Linear predictors for nonlinear dynamical systems: Koopman operator meets model predictive control

0 references

On convergence of extended dynamic mode decomposition to the Koopman operator

0 references

Block algorithms for reordering standard and generalized Schur forms

0 references

A few comments on a result of A. Novikov and Girsanov's theorem

0 references

Chaos, fractals, and noise: Stochastic aspects of dynamics.

0 references

A structure-preserving numerical discretization of reversible diffusions

0 references

Q3629714

0 references

Effective dynamics using conditional expectations

0 references

tgEDMD: approximation of the Kolmogorov operator in tensor train format

0 references

Data-driven Koopman operator approach for computational neuroscience

0 references

The simulated tempering method in the infinite switch limit with adaptive weight learning

0 references

Ergodicity for SDEs and approximations: locally Lipschitz vector fields and degenerate noise.

0 references

Q4787374

0 references

Q3550630

0 references

Transition Path Theory for Markov Jump Processes

0 references

Markov chains and stochastic stability

0 references

Transport, Collective Motion, and Brownian Motion

0 references

A Variational Approach to Modeling Slow Processes in Stochastic Dynamical Systems

0 references

Constructing the equilibrium ensemble of folding pathways from short off-equilibrium simulations

0 references

Tensor-based computation of metastable and coherent sets

0 references

Solving high-dimensional Hamilton-Jacobi-Bellman PDEs using neural networks: perspectives from the theory of controlled diffusions and measures on path space

0 references

Stochastic differential equations. An introduction with applications.

0 references

Tensor-Train Decomposition

0 references

TT-cross approximation for multidimensional arrays

0 references

Adapted solution of a backward stochastic differential equation

0 references

Forward-backward stochastic differential equations and quasilinear parabolic PDEs

0 references

Koopman operator-based model reduction for switched-system control of PDEs

0 references

Continuous-time stochastic control and optimization with financial applications

0 references

Neural networks-based backward scheme for fully nonlinear PDEs

0 references

On the convergence of diffusion processes conditioned to remain in a bounded region for large time to limiting positive recurrent diffusion processes

0 references

An Automatic Adaptive Importance Sampling Algorithm for Molecular Dynamics in Reaction Coordinates

0 references

Minimum action method for the study of rare events

0 references

The Fokker-Planck equation. Methods of solutions and applications.

0 references

Fuzzy spectral clustering by PCCA+: application to Markov state models and data classification

0 references

Q4492756

0 references

Importance Sampling and Necessary Sample Size: An Information Theory Approach

0 references

On the Approximation Quality of Markov State Models

0 references

Dynamic mode decomposition of numerical and experimental data

0 references

Q4524854

0 references

Q5745832

0 references

A direct approach to conformational dynamics based on hybrid Monte Carlo

0 references

Metastability of Diffusion Processes

0 references

Q2755103

0 references

DGM: a deep learning algorithm for solving partial differential equations

0 references

Support Vector Machines

0 references

Kernel embedding based variational approach for low-dimensional approximation of dynamical systems

0 references

Rare Event Simulation of Small Noise Diffusions

0 references

Q3355935

0 references

Computing the Minimal Rebinding Effect Included in a Given Kinetics

0 references

A data-driven approximation of the koopman operator: extending dynamic mode decomposition

0 references

A kernel-based method for data-driven Koopman spectral analysis

0 references

Variational approach for learning Markov processes from time series data

0 references

A useful variant of the Davis–Kahan theorem for statisticians

0 references

Solving eigenvalue PDEs of metastable diffusion processes using artificial neural networks

0 references

Applications of the Cross-Entropy Method to Importance Sampling and Optimal Control of Diffusions

0 references

Derivative reproducing properties for kernel methods in learning theory

0 references

Identifiers

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

0 references

0 references

0 references

0 references

0 references

0 references

10.1017/S0962492923000016

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:6047503