1 citations · 2 across the 3 of their papers we have counts for
8 papers
Global Solutions of Stochastic Stackelberg Differential Games under Convex Control Constraint
Liangquan Zhang, Wei Zhang
This paper is concerned with a Stackelberg stochastic differential game, where the systems are driven by stochastic differential equation (SDE for short), in which the control ente…
Non-reversible sampling schemes on submanifolds
Upanshu Sharma, Wei Zhang
Calculating averages with respect to probability measures on submanifolds is often necessary in various application areas such as molecular dynamics, computational statistical mech…
A theoretical framework for Koopman analyses of fluid flows, part 2: from linear to nonlinear dynamics
Wei Zhang, Mingjun Wei
A theoretic framework for dynamics is obtained by transferring dynamics from state space to its dual space. As a result, the linear structure where dynamics are analytically decomp…
A theoretical framework for Koopman analyses of fluid flows, part 1: local Koopman spectrum and properties
Wei Zhang, Mingjun Wei
Local Koopman spectral problem is studied to resolve all dynamics for a nonlinear system. The proposed spectral problem is compatible with the linear spectral theory for various li…
Some new results on relative entropy production, time reversal, and optimal control of time-inhomogeneous diffusion processes
Wei Zhang
This paper studies time-inhomogeneous nonequilibrium diffusion processes, including both Brownian dynamics and Langevin dynamics. We derive upper bounds of the relative entropy pro…
Moderate deviation and central limit theorem for SDDEs with plynomial growth
Yongqiang Suo, Jin Tao, Wei Zhang
In this paper, employing the weak convergence method, based on a variational representation for expected values of positive functionals of a Brownian motion, we investigate moderat…