@article{LelievreZhang2019, author = {Leli{\`e}vre, Tony and Zhang, Wei}, title = {Pathwise estimates for effective dynamics: the case of nonlinear vectorial reaction coordinates}, journal = {Multiscale Modeling and Simulation}, number = {17}, arxiv = {http://arxiv.org/abs/1805.01928}, doi = {10.1137/18M1186034}, pages = {1019 -- 1051}, year = {2019}, abstract = {Effective dynamics using conditional expectation was proposed in [F. Legoll and T. Leli{\`e}vre, Nonlinearity, 2010] to approximate the essential dynamics of high-dimensional diffusion processes along a given reaction coordinate. The approximation error of the effective dynamics when it is used to approximate the behavior of the original dynamics has been considered in recent years. As a continuation of the previous work [F. Legoll, T. Leli{\`e}vre, and S. Olla, Stoch. Process. Appl, 2017], in this paper we obtain pathwise estimates for effective dynamics when the reaction coordinate function is either nonlinear or vector-valued.}, language = {en} } @article{HartmannSchuetteZhang2019, author = {Hartmann, Carsten and Sch{\"u}tte, Christof and Zhang, Wei}, title = {Jarzynski's equality, fluctuation theorems, and variance reduction: Mathematical analysis and numerical algorithms}, volume = {175}, journal = {Journal of Statistical Physics}, number = {6}, arxiv = {http://arxiv.org/abs/1803.09347}, doi = {10.1007/s10955-019-02286-4}, pages = {1214 -- 1261}, year = {2019}, abstract = {In this paper, we study Jarzynski's equality and fluctuation theorems for diffusion processes. While some of the results considered in the current work are known in the (mainly physics) literature, we review and generalize these nonequilibrium theorems using mathematical arguments, therefore enabling further investigations in the mathematical community. On the numerical side, variance reduction approaches such as importance sampling method are studied in order to compute free energy differences based on Jarzynski's equality.}, language = {en} } @article{ZhangKlusConradetal.2019, author = {Zhang, Wei and Klus, Stefan and Conrad, Tim and Sch{\"u}tte, Christof}, title = {Learning chemical reaction networks from trajectory data}, volume = {18}, journal = {SIAM Journal on Applied Dynamical Systems (SIADS)}, number = {4}, arxiv = {http://arxiv.org/abs/1902.04920}, doi = {10.1137/19M1265880}, pages = {2000 -- 2046}, year = {2019}, abstract = {We develop a data-driven method to learn chemical reaction networks from trajectory data. Modeling the reaction system as a continuous-time Markov chain and assuming the system is fully observed,our method learns the propensity functions of the system with predetermined basis functions by maximizing the likelihood function of the trajectory data under l^1 sparse regularization. We demonstrate our method with numerical examples using synthetic data and carry out an asymptotic analysis of the proposed learning procedure in the infinite-data limit.}, language = {en} } @article{Zhang2019, author = {Zhang, Wei}, title = {Ergodic SDEs on submanifolds and related numerical sampling schemes}, journal = {ESAIM: Mathematical Modelling and Numerical Analysis}, arxiv = {http://arxiv.org/abs/1702.08064}, year = {2019}, abstract = {In many applications, it is often necessary to sample the mean value of certain quantity with respect to a probability measure \$\mu\$ on the level set of a smooth function ξ:R^d→R^k, 1≤k