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math.PR2020
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…
math.PR2018
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…
math.PR2018
Pathwise estimates for effective dynamics: the case of nonlinear vectorial reaction coordinates
Tony Lelièvre, Wei Zhang
Effective dynamics using conditional expectation was proposed in [F. Legoll and T. Lelièvre, Nonlinearity, 2010] to approximate the essential dynamics of high-dimensional diffusion…