Markov chains can accurately model the state-to-state dynamics of a wide range of complex systems, but the underlying transition matrix is ill-conditioned when the dynamics feature a separation of timescales. Graph transformation (GT) provides a numerically stable method to compute exact mean first passage times (MFPTs) between states, which are the usual dynamical observables in continuous-time Markov chains (CTMCs). Here, we generalize the GT algorithm to discrete-time Markov chains (DTMCs), which are commonly estimated from simulation data, for example, in the Markov state model approach. We then consider the dimensionality reduction of CTMCs and DTMCs, which aids model interpretation and facilitates more expensive computations, including sampling of pathways. We perform a detailed numerical analysis of existing methods to compute the optimal reduced CTMC, given a partitioning of the network into metastable communities (macrostates) of nodes (microstates). We show that approaches based on linear algebra encounter numerical problems that arise from the requisite metastability. We propose an alternative approach using GT to compute the matrix of intermicrostate MFPTs in the original Markov chain, from which a matrix of weighted intermacrostate MFPTs can be obtained. We also propose an approximation to the weighted-MFPT matrix in the strongly metastable limit. Inversion of the weighted-MFPT matrix, which is better conditioned than the matrices that must be inverted in alternative dimensionality reduction schemes, then yields the optimal reduced Markov chain. The superior numerical stability of the GT approach therefore enables us to realize optimal Markovian coarse-graining of systems with rare event dynamics.
Optimal dimensionality reduction of Markov chains using graph transformation
Deepti Kannan, Daniel J. Sharpe, Thomas D. Swinburne, David J. Wales; Optimal dimensionality reduction of Markov chains using graph transformation. J. Chem. Phys. 28 December 2020; 153 (24): 244108. https://doi.org/10.1063/5.0025174
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