TY - JOUR A1 - Zhang, Wei A1 - Schütte, Christof T1 - On finding optimal collective variables for complex systems by minimizing the deviation between effective and full dynamics JF - Multiscale Modeling and Simulation N2 - This paper is concerned with collective variables, or reaction coordinates, that map a discrete-in-time Markov process X_n in R^d to a (much) smaller dimension k≪d. We define the effective dynamics under a given collective variable map ξ as the best Markovian representation of X_n under ξ. The novelty of the paper is that it gives strict criteria for selecting optimal collective variables via the properties of the effective dynamics. In particular, we show that the transition density of the effective dynamics of the optimal collective variable solves a relative entropy minimization problem from certain family of densities to the transition density of X_n. We also show that many transfer operator-based data-driven numerical approaches essentially learn quantities of the effective dynamics. Furthermore, we obtain various error estimates for the effective dynamics in approximating dominant timescales / eigenvalues and transition rates of the original process X_n and how optimal collective variables minimize these errors. Our results contribute to the development of theoretical tools for the understanding of complex dynamical systems, e.g. molecular kinetics, on large timescales. These results shed light on the relations among existing data-driven numerical approaches for identifying good collective variables, and they also motivate the development of new methods. Y1 - 2025 U6 - https://doi.org/10.1137/24M1658917 VL - 23 IS - 2 SP - 924 EP - 958 ER - TY - JOUR A1 - Liu, Zichen A1 - Zhang, Wei A1 - Li, Tiejun T1 - Improving the Euclidean Diffusion Generation of Manifold Data by Mitigating Score Function Singularity JF - NeurIPS 2025 N2 - Euclidean diffusion models have achieved remarkable success in generative modeling across diverse domains, and they have been extended to manifold case in recent advances. Instead of explicitly utilizing the structure of special manifolds as studied in previous works, we investigate direct sampling of the Euclidean diffusion models for general manifold-constrained data in this paper. We reveal the multiscale singularity of the score function in the embedded space of manifold, which hinders the accuracy of diffusion-generated samples. We then present an elaborate theoretical analysis of the singularity structure of the score function by separating it along the tangential and normal directions of the manifold. To mitigate the singularity and improve the sampling accuracy, we propose two novel methods: (1) Niso-DM, which introduces non-isotropic noise along the normal direction to reduce scale discrepancies, and (2) Tango-DM, which trains only the tangential component of the score function using a tangential-only loss function. Numerical experiments demonstrate that our methods achieve superior performance on distributions over various manifolds with complex geometries. Y1 - 2025 ER - TY - JOUR A1 - Zhang, Wei A1 - Hartmann, Carsten A1 - von Kleist, Max T1 - Optimal control of Markov jump processes: Asymptotic analysis, algorithms and applications to the modeling of chemical reaction systems JF - Communications in Mathematical Sciences N2 - Markov jump processes are widely used to model natural and engineered processes. In the context of biological or chemical applications one typically refers to the chemical master equation (CME), which models the evolution of the probability mass of any copy-number combination of the interacting particles. When many interacting particles (“species”) are considered, the complexity of the CME quickly increases, making direct numerical simulations impossible. This is even more problematic when one aims at controlling the Markov jump processes defined by the CME. In this work, we study both open loop and feedback optimal control problems of the Markov jump processes in the case that the controls can only be switched at fixed control stages. Based on Kurtz’s limit theorems, we prove the convergence of the respective control value functions of the underlying Markov decision problem as the copy numbers of the species go to infinity. In the case of the optimal control problem on a finite time-horizon, we propose a hybrid control policy algorithm to overcome the difficulties due to the curse of dimensionality when the copy number of the involved species is large. Two numerical examples demonstrate the suitability of both the analysis and the proposed algorithms. Y1 - 2018 U6 - https://doi.org/10.4310/CMS.2018.v16.n2.a1 SP - 293 EP - 331 ER - TY - JOUR A1 - Sharma, Upanshu A1 - Zhang, Wei T1 - Non-reversible sampling schemes on submanifolds JF - SIAM Journal on Numerical Analysis N2 - Calculating averages with respect to probability measures on submanifolds is often necessary in various application areas such as molecular dynamics, computational statistical mechanics and Bayesian statistics. In recent years, various numerical schemes have been proposed in the literature to study this problem based on appropriate reversible constrained stochastic dynamics. In this paper we present and analyse a non-reversible generalisation of the projection-based scheme developed by one of the authors [ESAIM: M2AN, 54 (2020), pp. 391-430]. This scheme consists of two steps - starting from a state on the submanifold, we first update the state using a non-reversible stochastic differential equation which takes the state away from the submanifold, and in the second step we project the state back onto the manifold using the long-time limit of a ordinary differential equation. We prove the consistency of this numerical scheme and provide quantitative error estimates for estimators based on finite-time running averages. Furthermore, we present theoretical analysis which shows that this scheme outperforms its reversible counterpart in terms of asymptotic variance. We demonstrate our findings on an illustrative test example. Y1 - 2020 U6 - https://doi.org/10.1137/20M1378752 VL - 59 IS - 6 SP - 2989 EP - 3031 ER - TY - JOUR A1 - Zhang, Wei T1 - Ergodic SDEs on submanifolds and related numerical sampling schemes JF - ESAIM: Mathematical Modelling and Numerical Analysis N2 - 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