TY - JOUR A1 - Zhang, Wei A1 - Schütte, Christof T1 - Reliable approximation of long relaxation timescales in molecular dynamics JF - Entropy Y1 - 2017 U6 - https://doi.org/10.3390/e19070367 VL - 19 IS - 7 ER - TY - JOUR A1 - von Kleist, Max A1 - Schütte, Christof A1 - Zhang, Wei T1 - Statistical analysis of the first passage path ensemble of jump processes JF - Journal of Statistical Physics N2 - The transition mechanism of jump processes between two different subsets in state space reveals important dynamical information of the processes and therefore has attracted considerable attention in the past years. In this paper, we study the first passage path ensemble of both discrete-time and continuous-time jump processes on a finite state space. The main approach is to divide each first passage path into nonreactive and reactive segments and to study them separately. The analysis can be applied to jump processes which are non-ergodic, as well as continuous-time jump processes where the waiting time distributions are non-exponential. In the particular case that the jump processes are both Markovian and ergodic, our analysis elucidates the relations between the study of the first passage paths and the study of the transition paths in transition path theory. We provide algorithms to numerically compute statistics of the first passage path ensemble. The computational complexity of these algorithms scales with the complexity of solving a linear system, for which efficient methods are available. Several examples demonstrate the wide applicability of the derived results across research areas. Y1 - 2018 U6 - https://doi.org/10.1007/s10955-017-1949-x VL - 170 SP - 809 EP - 843 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 - 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 - 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 - 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