Rare events in stochastic systems

Statistical analysis of the first passage path ensemble of jump processes
(with M. von Kleist and C. Schütte), J. Stat. Phys., 170(4), pp. 809843, 2018.
doi
arxiv

Nucleation Rate Calculation for the Phase
Transition of Diblock Copolymers under Stochastic CahnHilliard Dynamics (with T. Li and P. Zhang),
Multiscale Model. Simul., 11(1), pp.385409, 2013.
doi
pdf

Numerical study for the nucleation of onedimensional stochastic CahnHilliard dynamics
(with T. Li and P. Zhang),
Commun. Math. Sci, 10(4), pp.11051132, 2012.
doi
pdf
Optimal control, importance sampling of stochastic processes

Importance sampling in path space for diffusion processes with slowfast variables
(with C. Hartmann, C. Schütte and M. Weber),
Probab. Theory Related Fields, 170(1), pp.177228, 2018.
doi
arxiv

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., Vol.16, No.2, pp. 293331, 2018.
doi
arxiv

Variational characterization of free energy: Theory and algorithms (with C. Hartmann, L. Richter, C. Schütte), Entropy 2017, 19(11), 626. doi

Model reduction algorithms for optimal control and importance sampling of diffusions
(with C. Hartmann and C. Schütte),
Nonlinearity Vol.29, No.8, pp.22982326, 2016.
doi

Applications of the crossentropy method to importance sampling and optimal control of diffusions
(with H. Wang, C. Hartmann, M. Weber and C. Schütte),
Siam. J. Sci. Comput. Vol.36, No.6, pp. A2654A2672, 2014.
doi
pdf

Optimal control of multiscale systems using reducedorder models
(with C. Hartmann, J.C. Latorre and G.A. Pavliotis),
J. Comput. Dyn. Vol.1, No.2, pp.279306, 2014.
doi
Model reduction of diffusion processes

On finding optimal collective variables for complex systems by minimizing the deviation between effective and full dynamics (with C. Schütte), 2024.
arxiv

Pathwise estimates for effective dynamics: the case of nonlinear vectorial reaction coordinates
(with T. Lelièvre),
Multiscale Model. Simul., 17(3), 10191051, 2019.
doi
arxiv

Reliable approximation of long relaxation timescales in molecular dynamics
(with C. Schütte), Entropy 2017, 19(7), 367. doi

Effective dynamics along given reaction coordinates, and reaction rate theory
(with C. Hartmann and C. Schütte),
Faraday Discuss., 2016, Vol.195, pp.365394.
doi
Monte Carlo sampling methods on submanifolds

Multiple projection MCMC algorithms on submanifolds (with T. Lelièvre and G. Stoltz), IMA J. Numer. Anal. 43(2), pp. 737788, 2023.
doi
arxiv
code

Nonreversible sampling schemes on submanifolds (with U. Sharma), Siam J. Numer. Anal., 59(6), 29893031, 2021.
doi
arxiv

Ergodic SDEs on submanifolds and related numerical sampling schemes, ESAIM:M2AN, 54(2), pp. 391430, 2020.
doi
arxiv
code
Fluctuation relations for nonequilibrium processes

Some new results on relative entropy production, time reversal, and optimal control of timeinhomogeneous diffusion processes, J. Math. Phys. 62(4), 043302, 2021.
doi
arxiv

Jarzynski equality, fluctuation theorem, and variance reduction: Mathematical analysis and numerical algorithms (with C. Hartmann and C. Schütte),
J. Stat. Phys., 175(6), pp. 12141261, 2019.
doi
arxiv
Miscellaneous

Analyzing multimodal probability measures with autoencoders (with T. Lelièvre and T. Pigeon and G. Stoltz), J. Phys. Chem. B, Vol.128, No.11, pp.26072631, 2024.
doi arxiv

EPRNet: Constructing nonequilibrium potential landscape via a variational force projection formulation (with Y. Zhao and T. Li), Natl. Sci. Rev. Vol.11, Issue 7, 2024.
doi
arxiv code

Understanding recent deeplearning techniques for identifying collective variables of molecular dynamics (with C. Schütte),
Proc. Appl. Math. Mech., 23, e202300189, 2023. doi
(extended version on arxiv)

Solving eigenvalue PDEs of metastable diffusion processes using artificial neural networks (with T. Li and C. Schütte), J. Comput. Phys., 465, 111377, 2022. doi
arxiv

Learning chemical reaction networks from trajectory data (with S. Klus, T.
Conrad, C. Schütte), Siam J. Appl. Dyn. Syst., 18(4), pp. 20002046, 2019.
doi
arxiv
code