TY - JOUR A1 - Lelièvre, Tony A1 - Zhang, Wei T1 - Pathwise estimates for effective dynamics: the case of nonlinear vectorial reaction coordinates JF - Multiscale Modeling and Simulation N2 - Effective dynamics using conditional expectation was proposed in [F. Legoll and T. Lelièvre, 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. Lelièvre, 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. Y1 - 2018 U6 - https://doi.org/10.1137/18M1186034 IS - 17 SP - 1019 EP - 1051 ER - TY - JOUR A1 - Hartmann, Carsten A1 - Schütte, Christof A1 - Zhang, Wei T1 - Jarzynski's equality, fluctuation theorems, and variance reduction: Mathematical analysis and numerical algorithms JF - Journal of Statistical Physics N2 - 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. Y1 - 2018 U6 - https://doi.org/10.1007/s10955-019-02286-4 VL - 175 IS - 6 SP - 1214 EP - 1261 ER - TY - JOUR A1 - Zhang, Wei T1 - Some new results on relative entropy production, time reversal, and optimal control of time-inhomogeneous diffusion processes JF - Journal of Mathematical Physics N2 - This paper studies time-inhomogeneous nonequilibrium diffusion processes, including both Brownian dynamics and Langevin dynamics. We derive upper bounds of the relative entropy production of the time-inhomogeneous process with respect to the transient invariant probability measures. We also study the time reversal of the reverse process in Crooks' fluctuation theorem. We show that the time reversal of the reverse process coincides with the optimally controlled forward process that leads to zero variance importance sampling estimator based on Jarzynski's equality. Y1 - 2021 U6 - https://doi.org/10.1063/5.0038740 VL - 62 IS - 4 ER - TY - JOUR A1 - Lelievre, Tony A1 - Stoltz, Gabriel A1 - Zhang, Wei T1 - Multiple projection MCMC algorithms on submanifolds JF - IMA Journal of Numerical Analysis N2 - We propose new Markov Chain Monte Carlo algorithms to sample probability distributions on submanifolds, which generalize previous methods by allowing the use of set-valued maps in the proposal step of the MCMC algorithms. The motivation for this generalization is that the numerical solvers used to project proposed moves to the submanifold of interest may find several solutions. We show that the new algorithms indeed sample the target probability measure correctly, thanks to some carefully enforced reversibility property. We demonstrate the interest of the new MCMC algorithms on illustrative numerical examples. Y1 - 2022 U6 - https://doi.org/10.1093/imanum/drac006 ER - TY - JOUR A1 - Zhang, Wei A1 - Li, Tiejun A1 - Schütte, Christof T1 - Solving eigenvalue PDEs of metastable diffusion processes using artificial neural networks JF - Journal of Computational Physics N2 - In this paper, we consider the eigenvalue PDE problem of the infinitesimal generators of metastable diffusion processes. We propose a numerical algorithm based on training artificial neural networks for solving the leading eigenvalues and eigenfunctions of such high-dimensional eigenvalue problem. The algorithm is useful in understanding the dynamical behaviors of metastable processes on large timescales. We demonstrate the capability of our algorithm on a high-dimensional model problem, and on the simple molecular system alanine dipeptide. Y1 - 2021 U6 - https://doi.org/10.1016/j.jcp.2022.111377 VL - 465 ER - TY - JOUR A1 - Zhang, Wei A1 - Klus, Stefan A1 - Conrad, Tim A1 - Schütte, Christof T1 - Learning chemical reaction networks from trajectory data JF - SIAM Journal on Applied Dynamical Systems (SIADS) N2 - 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. Y1 - 2019 U6 - https://doi.org/10.1137/19M1265880 VL - 18 IS - 4 SP - 2000 EP - 2046 ER - TY - JOUR A1 - Zhao, Yue A1 - Zhang, Wei A1 - Li, Tiejun T1 - EPR-Net: Constructing non-equilibrium potential landscape via a variational force projection formulation JF - National Science Review N2 - We present EPR-Net, a novel and effective deep learning approach that tackles a crucial challenge in biophysics: constructing potential landscapes for high-dimensional non-equilibrium steady-state (NESS) systems. EPR-Net leverages a nice mathematical fact that the desired negative potential gradient is simply the orthogonal projection of the driving force of the underlying dynamics in a weighted inner-product space. Remarkably, our loss function has an intimate connection with the steady entropy production rate (EPR), enabling simultaneous landscape construction and EPR estimation. We introduce an enhanced learning strategy for systems with small noise, and extend our framework to include dimensionality reduction and state-dependent diffusion coefficient case in a unified fashion. Comparative evaluations on benchmark problems demonstrate the superior accuracy, effectiveness, and robustness of EPR-Net compared to existing methods. We apply our approach to challenging biophysical problems, such as an 8D limit cycle and a 52D multi-stability problem, which provide accurate solutions and interesting insights on constructed landscapes. With its versatility and power, EPR-Net offers a promising solution for diverse landscape construction problems in biophysics. Y1 - 2024 U6 - https://doi.org/10.1093/nsr/nwae052 VL - 11 IS - 7 ER - TY - JOUR A1 - Akhyar, Fatima-Zahrae A1 - Zhang, Wei A1 - Stoltz, Gabriel A1 - Schütte, Christof T1 - Generative modeling of conditional probability distributions on the level-sets of collective variables N2 - Given a probability distribution $\mu$ in $\mathbb{R}^d$ represented by data, we study in this paper the generative modeling of its conditional probability distributions on the level-sets of a collective variable $\xi: \mathbb{R}^d \rightarrow \mathbb{R}^k$, where $1 \le k