6 papers
Geometric Methods for Stochastic Dynamical Systems
Jinqiao Duan, Ting Gao, Qiao Huang +1
Geometric methods are indispensable for analyzing, predicting, and mitigating the complex behaviors inherent in nonlinear systems. In this regime, the most probable transition path…
A study of path measures based on second-order Hamilton--Jacobi equations and their applications in stochastic thermodynamics
Jianyu Hu, Qiao Huang, Yuanfei Huang +1
This paper provides a systematic investigation of the mathematical structure of path measures and their profound connections to stochastic differential equations (SDEs) through the…
Transition Path Theory For Lévy-Type Processes: SDE Representation and Statistics
Yuanfei Huang, Xiang Zhou
This paper establishes a Transition Path Theory (TPT) for Lévy-type processes, addressing a critical gap in the study of the transition mechanism between meta-stabile states in no…
Entropy Production in Non-Gaussian Active Matter: A Unified Fluctuation Theorem and Deep Learning Framework
Yuanfei Huang, Chengyu Liu, Bing Miao +1
We present a general framework for deriving entropy production rates (EPRs) in active matter systems driven by non-Gaussian active fluctuations. Employing the probability-flow equi…
Lévy Score Function and Score-Based Particle Algorithm for Nonlinear Lévy--Fokker--Planck Equations
Yuanfei Huang, Chengyu Liu, Xiang Zhou
The score function for the diffusion process, also known as the gradient of the log-density, is a basic concept to characterize the probability flow with important applications in…
Weak Generative Sampler to Efficiently Sample Invariant Distribution of Stochastic Differential Equation
Zhiqiang Cai, Yu Cao, Yuanfei Huang +1
Sampling invariant distributions from an Itô diffusion process presents a significant challenge in stochastic simulation. Traditional numerical solvers for stochastic differential…