| Publication | Date of Publication | Type |
|---|
Optimal relaxed control for a decoupled \(G\)-FBSDE
Journal of Optimization Theory and Applications | 2024-10-07 | Paper |
Overcoming the timescale barrier in molecular dynamics: Transfer operators, variational principles and machine learning
Acta Numerica | 2023-09-12 | Paper |
Two-sided Bogoliubov inequality to estimate finite size effects in quantum molecular simulations
Letters in Mathematical Physics | 2022-10-24 | Paper |
Error bounds for model reduction of feedback-controlled linear stochastic dynamics on Hilbert spaces
Stochastic Processes and their Applications | 2022-05-16 | Paper |
\(\alpha\)-hypergeometric uncertain volatility models and their connection to 2BSDEs
Bulletin of the Institute of Mathematics Academia Sinica NEW SERIES | 2022-02-22 | Paper |
Stochastic gradient descent and fast relaxation to thermodynamic equilibrium: a stochastic control approach
Journal of Mathematical Physics | 2022-01-04 | Paper |
Reachability Analysis of Randomly Perturbed Hamiltonian Systems
| 2021-05-05 | Paper |
Nonasymptotic bounds for suboptimal importance sampling
| 2021-02-18 | Paper |
Model reduction and uncertainty quantification of multiscale diffusions with parameter uncertainties using nonlinear expectations
| 2021-02-09 | Paper |
Coarse graining of nonreversible stochastic differential equations: quantitative results and connections to averaging
SIAM Journal on Mathematical Analysis | 2020-09-09 | Paper |
Model reduction of controlled Fokker-Planck and Liouville-von Neumann equations
Journal of Computational Dynamics | 2020-08-17 | Paper |
Partitioning a macroscopic system into independent subsystems
Journal of Statistical Mechanics: Theory and Experiment | 2020-08-11 | Paper |
Adaptive importance sampling with forward-backward stochastic differential equations
| 2020-05-19 | Paper |
Time scales and exponential trend to equilibrium: Gaussian model problems
| 2020-05-19 | Paper |
Balanced model reduction of linear systems with nonzero initial conditions: singular perturbation approximation
Applied Mathematics and Computation | 2019-11-27 | Paper |
Optimal control of linear systems with balanced reduced-order models: perturbation approximations
Applied Mathematics and Computation | 2019-11-15 | Paper |
Variational approach to rare event simulation using least-squares regression
Chaos: An Interdisciplinary Journal of Nonlinear Science | 2019-08-06 | Paper |
Jarzynski's equality, fluctuation theorems, and variance reduction: mathematical analysis and numerical algorithms
Journal of Statistical Physics | 2019-08-01 | Paper |
Infinite-dimensional bilinear and stochastic balanced truncation with explicit error bounds
MCSS. Mathematics of Control, Signals, and Systems | 2019-05-17 | Paper |
Optimal control of Markov jump processes: asymptotic analysis, algorithms and applications to the modeling of chemical reaction systems
Communications in Mathematical Sciences | 2018-05-17 | Paper |
Singularly perturbed forward-backward stochastic differential equations: application to the optimal control of bilinear systems
| 2018-02-14 | Paper |
Importance sampling in path space for diffusion processes with slow-fast variables
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2018-02-12 | Paper |
Model reduction in classical molecular dynamics
| 2017-06-08 | Paper |
A sparse Markov chain approximation of LQ-type stochastic control problems.
Mathematical Control and Related Fields | 2016-10-12 | Paper |
Model reduction algorithms for optimal control and importance sampling of diffusions
Nonlinearity | 2016-08-23 | Paper |
Book Reviews
SIAM Review | 2016-08-08 | Paper |
Markov state models for rare events in molecular dynamics
Entropy | 2016-06-15 | Paper |
Applications of the cross-entropy method to importance sampling and optimal control of diffusions
SIAM Journal on Scientific Computing | 2015-03-02 | Paper |
Pseudo generators for under-resolved molecular dynamics
| 2015-02-04 | Paper |
Optimal control of multiscale systems using reduced-order models
Journal of Computational Dynamics | 2015-01-29 | Paper |
Balanced model reduction of partially observed Langevin equations: an averaging principle
Mathematical and Computer Modelling of Dynamical Systems | 2014-04-24 | Paper |
A structure-preserving numerical discretization of reversible diffusions
Communications in Mathematical Sciences | 2014-01-21 | Paper |
Meshless discretization of LQ-type stochastic control problems
| 2013-09-28 | Paper |
Balanced averaging of bilinear systems with applications to stochastic control
SIAM Journal on Control and Optimization | 2013-09-26 | Paper |
Optimal control of molecular dynamics using Markov state models
Mathematical Programming. Series A. Series B | 2012-11-02 | Paper |
Efficient Rare Event Simulation by Optimal Nonequilibrium Forcing
| 2012-08-15 | Paper |
Variational collision integrator for polymer chains
Journal of Computational Physics | 2012-05-18 | Paper |
Balanced truncation of linear second-order systems: a Hamiltonian approach
Multiscale Modeling & Simulation | 2011-01-21 | Paper |
scientific article; zbMATH DE number 5587342 (Why is no real title available?)
| 2009-07-27 | Paper |
An ergodic sampling scheme for constrained Hamiltonian systems with applications to molecular dynamics
Journal of Statistical Physics | 2008-04-16 | Paper |
Comment on two distinct notions of free energy
Physica D | 2007-05-23 | Paper |
A geometric approach to constrained molecular dynamics and free energy
Communications in Mathematical Sciences | 2005-10-11 | Paper |
A constrained hybrid Monte‐Carlo algorithm and the problem of calculating the free energy in several variables
ZAMM - Journal of Applied Mathematics and Mechanics / Zeitschrift für Angewandte Mathematik und Mechanik | 2005-10-10 | Paper |
An Averaging Principle for Fast Degrees of Freedom Exhibiting Long-Term Correlations
Multiscale Modeling & Simulation | 2005-03-01 | Paper |
Scaling law for the size dependence of a finite-range quantum gas
| N/A | Paper |
Risk-neutral limit of adaptive importance sampling of random stopping times
| N/A | Paper |
