The eigenvalues and eigenvectors of the molecular dynamics propagator (or transfer operator) contain the essential information about the molecular thermodynamics and kinetics. This includes the stationary distribution, the metastable states, and state-to-state transition rates. Here, we present a variational approach for computing these dominant eigenvalues and eigenvectors. This approach is analogous to the variational approach used for computing stationary states in quantum mechanics. A corresponding method of linear variation is formulated. It is shown that the matrices needed for the linear variation method are correlation matrices that can be estimated from simple MD simulations for a given basis set. The method proposed here is thus to first define a basis set able to capture the relevant conformational transitions, then compute the respective correlation matrices, and then to compute their dominant eigenvalues and eigenvectors, thus obtaining the key ingredients of the slow kinetics.

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In this review paper, we will present different data-driven dimension reduction techniques for dynamical systems that are based on transfer operator theory as well as methods to approximate transfer operators and their eigenvalues, eigenfunctions, and eigenmodes. The goal is to point out similarities and differences between methods developed independently by the dynamical systems, fluid dynamics, and molecular dynamics communities such as time-lagged independent component analysis (TICA), dynamic mode decomposition (DMD), and their respective generalizations. As a result, extensions and best practices developed for one particular method can be carried over to other related methods.

With the rapid increase of available data for complex systems, there is great interest in the extraction of physically relevant information from massive datasets. Recently, a framework called Sparse Identification of Nonlinear Dynamics (SINDy) has been introduced to identify the governing equations of dynamical systems from simulation data. In this study, we extend SINDy to stochastic dynamical systems which are frequently used to model biophysical processes. We prove the asymptotic correctness of stochastic SINDy in the infinite data limit, both in the original and projected variables. We discuss algorithms to solve the sparse regression problem arising from the practical implementation of SINDy and show that cross validation is an essential tool to determine the right level of sparsity. We demonstrate the proposed methodology on two test systems, namely, the diffusion in a one-dimensional potential and the projected dynamics of a two-dimensional diffusion process.

Markov state models (MSMs) and master equation models are popular approaches to approximate molecular kinetics, equilibria, metastable states, and reaction coordinates in terms of a state space discretization usually obtained by clustering. Recently, a powerful generalization of MSMs has been introduced, the variational approach conformation dynamics/molecular kinetics (VAC) and its special case the time-lagged independent component analysis (TICA), which allow us to approximate slow collective variables and molecular kinetics by linear combinations of smooth basis functions or order parameters. While it is known how to estimate MSMs from trajectories whose starting points are not sampled from an equilibrium ensemble, this has not yet been the case for TICA and the VAC. Previous estimates from short trajectories have been strongly biased and thus not variationally optimal. Here, we employ the Koopman operator theory and the ideas from dynamic mode decomposition to extend the VAC and TICA to non-equilibrium data. The main insight is that the VAC and TICA provide a coefficient matrix that we call Koopman model, as it approximates the underlying dynamical (Koopman) operator in conjunction with the basis set used. This Koopman model can be used to compute a stationary vector to reweight the data to equilibrium. From such a Koopman-reweighted sample, equilibrium expectation values and variationally optimal reversible Koopman models can be constructed even with short simulations. The Koopman model can be used to propagate densities, and its eigenvalue decomposition provides estimates of relaxation time scales and slow collective variables for dimension reduction. Koopman models are generalizations of Markov state models, TICA, and the linear VAC and allow molecular kinetics to be described without a cluster discretization.

We derive a data-driven method for the approximation of the Koopman generator called gEDMD, which can be regarded as a straightforward extension of EDMD (extended dynamic mode decomposition). This approach is applicable to deterministic and stochastic dynamical systems. It can be used for computing eigenvalues, eigenfunctions, and modes of the generator and for system identification. In addition to learning the governing equations of deterministic systems, which then reduces to SINDy (sparse identification of nonlinear dynamics), it is possible to identify the drift and diffusion terms of stochastic differential equations from data. Moreover, we apply gEDMD to derive coarse-grained models of high-dimensional systems, and also to determine efficient model predictive control strategies. We highlight relationships with other methods and demonstrate the efficacy of the proposed methods using several guiding examples and prototypical molecular dynamics problems. arXiv:1909.10638v1 [math.DS] 23 Sep 2019Most of the aforementioned techniques turn out to be strongly related, with the unifying concept being Koopman operator theory [16,17,18]. In what follows, we will focus mainly on the generator of the Koopman operator and its properties and applications. SINDy [5] constitutes a milestone for data-driven discovery of dynamical systems. Because of the close relationship between the vector field of a deterministic dynamical system and its Koopman generator, SINDy is a special case of the framework we will introduce in this study. In [19,20], the authors presented an extension of SINDy to determine eigenfunctions of the Koopman generator. The discovered eigenfunctions are then used for control, resulting in the so-called KRONIC framework. Another extension of SINDy was derived in [21], allowing for the identification of parameters of a stochastic system using Kramers-Moyal formulae.A different avenue towards system identification was taken in [22,23]. Here, the Koopman operator is first approximated with the aid of EDMD, and then its generator is determined using the matrix logarithm. Subsequently, the right-hand side of the differential equation is extracted from the matrix representation of the generator. The relationship between the Koopman operator and its generator was also exploited in [24] for parameter estimation of stochastic differential equations.A method for computing eigenfunctions of the Koopman generator was proposed in [25], where the diffusion maps algorithm is used to set up a Galerkin-projected eigenvalue problem with orthogonal basis elements. Two efficient methods for computing the generator of the adjoint Perron-Frobenius operator based on Ulam's method and spectral collocation were presented in [26]. Provided that a model of the system dynamics is available, the computation of trajectories can be replaced by evaluations of the right-hand side of the system, which is often orders of magnitude faster.The purpose of this study is to present a general framework to compute a matrix approximation of the Koop...

Many state of the art methods for the thermodynamic and kinetic characterization of large and complex biomolecular systems by simulation rely on ensemble approaches, where data from large numbers of relatively short trajectories are integrated. In this context, Markov state models (MSMs) are extremely popular because they can be used to compute stationary quantities and long-time kinetics from ensembles of short simulations, provided that these short simulations are in "local equilibrium" within the MSM states. However, in the last over 15 years since the inception of MSMs, it has been controversially discussed and not yet been answered how deviations from local equilibrium can be detected, whether these deviations induce a practical bias in MSM estimation, and how to correct for them. In this paper, we address these issues: We systematically analyze the estimation of Markov state models (MSMs) from short non-equilibrium simulations, and we provide an expression for the error between unbiased transition probabilities and the expected estimate from many short simulations. We show that the unbiased MSM estimate can be obtained even from relatively short non-equilibrium simulations in the limit of long lag times and good discretization. Further, we exploit observable operator model (OOM) theory to derive an unbiased estimator for the MSM transition matrix that corrects for the effect of starting out of equilibrium, even when short lag times are used. Finally, we show how the OOM framework can be used to estimate the exact eigenvalues or relaxation timescales of the system without estimating an MSM transition matrix, which allows us to practically assess the discretization quality of the MSM. Applications to model systems and molecular dynamics simulation data of alanine dipeptide are included for illustration. The improved MSM estimator is implemented in PyEMMA as of version 2

Adaptive sampling methods, often used in combination with Markov state models, are becoming increasingly popular for speeding up rare events in simulation such as molecular dynamics (MD) without biasing the system dynamics. Several adaptive sampling strategies have been proposed, but it is not clear which methods perform better for different physical systems. In this work, we present a systematic evaluation of selected adaptive sampling strategies on a wide selection of fast folding proteins. The adaptive sampling strategies were emulated using models constructed on already existing MD trajectories. We provide theoretical limits for the sampling speed-up and compare the performance of different strategies with and without using some a priori knowledge of the system. The results show that for different goals, different adaptive sampling strategies are optimal. In order to sample slow dynamical processes such as protein folding without a priori knowledge of the system, a strategy based on the identification of a set of metastable regions is consistently the most efficient, while a strategy based on the identification of microstates performs better if the goal is to explore newer regions of the conformational space. Interestingly, the maximum speed-up achievable for the adaptive sampling of slow processes increases for proteins with longer folding times, encouraging the application of these methods for the characterization of slower processes, beyond the fast-folding proteins considered here.