Diffusion Maps, Reduction Coordinates, and Low Dimensional Representation of Stochastic Systems
Coifman R, Kevrekidis I, Lafon S, Maggioni M, Nadler B. Diffusion Maps, Reduction Coordinates, and Low Dimensional Representation of Stochastic Systems. Multiscale Modeling And Simulation 2008, 7: 842-864. DOI: 10.1137/070696325.Peer-Reviewed Original ResearchStochastic systemsEffective free energy surfaceHigh-dimensional stochastic systemsLow-dimensional representationDimensional stochastic systemsRandom walk matrixHigh-dimensional systemsDiffusion maps spaceDimensional representationDiffusion mapsMean squared error criterionReduction coordinatesSquared error criterionComputational physicsDiffusion operatorDimensional systemsFinite differencesRestriction operatorOriginal spaceComputational experimentsFree energy surfaceError criterionEigenfunctionsSimulation runsDifferent simulation runs