B.S. Pure Mathematics , Peking University, 2002.9 - 2006.7
Reserch Interests
rare events and metastability in stochastic dynamical systems
model reduction of stochastic dynamics
optimal control and importance sampling for multiscale diffusion processes
Publications
Submitted :
Constructing ergodic diffusion processes on submanifolds, 2017. arxiv
Refereed :
Statistical analysis of the first passage path ensemble of jump processes
(with M. von Kleist and Ch. Schuette), J. Stat. Phys., 170(4), pp. 809-843, 2018.
doiarxiv
Optimal control of Markov jump processes : asymptotic analysis, algorithms, and application to modelling of chemical reaction systems
(with C. Hartmann and M. von Kleist), Commun. Math. Sci., 2017, accepted.
arxiv
Importance sampling in path space for diffusion processes with slow-fast variables
(with C. Hartmann, Ch. Schuette and M. Weber),
Probab. Theory Related Fields, 170(1), pp.177-228, 2018.
doiarxiv
Reliable approximation of long relaxation timescales in molecular dynamics
(with Ch. Schuette), Entropy 2017, 19(7), 367. doi
Effective dynamics along given reaction coordinates, and reaction rate theory
(with C. Hartmann and Ch. Schuette),
Faraday Discuss., 2016, Vol.195, pp.365-394. doi
Model reduction algorithms for optimal control and importance sampling of diffusions
(with C. Hartmann and Ch. Schuette),
Nonlinearity Vol.29, No.8, pp.2298-2326, 2016.
doi
Applications of the cross-entropy method to importance sampling and optimal control of diffusions
(with H. Wang, C. Hartmann, M. Weber and Ch. Schuette),
Siam. J. Sci. Comput. Vol.36, No.6, pp. A2654-A2672, 2014.
pdf
Optimal control of multiscale systems using reduced-order models
(with C. Hartmann, J.C. Latorre and G.A. Pavliotis),
J. Comput. Dyn. Vol.1, No.2, pp.279-306, 2014.
doi
Nucleation Rate Calculation for the Phase
Transition of Diblock Copolymers under Stochastic Cahn-Hilliard Dynamics
(with T. Li and P. Zhang),
Multiscale Model. Simul., 11(1), pp.385–409, 2013.
pdf
Numerical study for the nucleation of one-dimensional stochastic Cahn-Hilliard dynamics
(with T. Li and P. Zhang),
Commun. Math. Sci, 10(4), pp.1105-1132, 2012.
pdf
Unrefereed :
Asymptotic analysis of Multiscale Markov chain. 2015. arxiv