Journal of Nonlinear Science

, Volume 27, Issue 3, pp 927–972 | Cite as

A Graph-Algorithmic Approach for the Study of Metastability in Markov Chains



Large continuous-time Markov chains with exponentially small transition rates arise in modeling complex systems in physics, chemistry, and biology. We propose a constructive graph-algorithmic approach to determine the sequence of critical timescales at which the qualitative behavior of a given Markov chain changes, and give an effective description of the dynamics on each of them. This approach is valid for both time-reversible and time-irreversible Markov processes, with or without symmetry. Central to this approach are two graph algorithms, Algorithm 1 and Algorithm 2, for obtaining the sequences of the critical timescales and the hierarchies of Typical Transition Graphs or T-graphs indicating the most likely transitions in the system without and with symmetry, respectively. The sequence of critical timescales includes the subsequence of the reciprocals of the real parts of eigenvalues. Under a certain assumption, we prove sharp asymptotic estimates for eigenvalues (including pre-factors) and show how one can extract them from the output of Algorithm 1. We discuss the relationship between Algorithms 1 and 2 and explain how one needs to interpret the output of Algorithm 1 if it is applied in the case with symmetry instead of Algorithm 2. Finally, we analyze an example motivated by R. D. Astumian’s model of the dynamics of kinesin, a molecular motor, by means of Algorithm 2.


Continuous-time Markov chain Optimal W-graphs Typical Transition Graphs Graph algorithms Symmetry Asymptotic estimates for eigenvalues Freidlin’s cycles Molecular motor 



We would like to thank Mr. Weilin Li for valuable discussions in the early stage of this work. We are grateful to Prof. C. Jarzynski and Prof. M. Fisher for suggesting us to consider molecular motors as an example of a natural time-irreversible system with transition rates in the exponential form. We also thank the anonymous reviewers for their valuable feedback and comments. This work was partially supported by NSF Grants 1217118 and 1554907.


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© Springer Science+Business Media New York 2016

Authors and Affiliations

  1. 1.Department of MathematicsUniversity of MarylandCollege ParkUSA

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