A Variational Approach to Modeling Slow Processes in Stochastic Dynamical Systems

@article{No2013AVA,
  title={A Variational Approach to Modeling Slow Processes in Stochastic Dynamical Systems},
  author={Frank No{\'e} and Feliks N{\"u}ske},
  journal={Multiscale Modeling & Simulation},
  year={2013},
  volume={11},
  pages={635-655}
}
The slow processes of metastable stochastic dynamical systems are difficult to access by direct numerical simulation due to the sampling problems. Here, we suggest an approach for modeling the slow parts of Markov processes by approximating the dominant eigenfunctions and eigenvalues of the propagator. To this end, a variational principle is derived that is based on the maximization of a Rayleigh coefficient. It is shown that this Rayleigh coefficient can be estimated from statistical… CONTINUE READING
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