Finding Dominant Structures of Nonreversible Markov Processes

DOI10.1137/15M1032272zbMath1352.65025OpenAlexW1936027193MaRDI QIDQ5298161

Marcus Weber, Natasa Djurdjevac Conrad, Christof Schütte

Publication date: 13 December 2016

Published in: Multiscale Modeling & Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/15m1032272

zbMATH Keywords

Schur decompositioncycle decompositionnonreversible Markov processesmetastable sets

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Numerical analysis or methods applied to Markov chains (65C40) Dynamic and nonequilibrium phase transitions (general) in statistical mechanics (82C26)

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Overcoming the timescale barrier in molecular dynamics: Transfer operators, variational principles and machine learning ⋮ A Markov constraint to uniquely identify elementary flux mode weights in unimolecular metabolic networks ⋮ Kernel embedding based variational approach for low-dimensional approximation of dynamical systems ⋮ Mixed-Integer Programming for Cycle Detection in Nonreversible Markov Processes ⋮ Variational approach for learning Markov processes from time series data ⋮ Agent-based modeling: Population limits and large timescales ⋮ Koopman-based spectral clustering of directed and time-evolving graphs

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