Repository: Freie Universität Berlin, Math Department

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Number of items: 11.


Borrell, Enric Ribera and Quer, Jannes and Richter, Lorenz and Schütte, Christof (2023) Improving control based importance sampling strategies for metastable diffusions via adapted metadynamics. Preprint to appear in SISC 2024 . (In Press)

Richter, Lorenz and Sallandt, Leon and Nüsken, Nikolas (2023) From continuous-time formulations to discretization schemes: tensor trains and robust regression for BSDEs and parabolic PDEs. Preprint . (Unpublished)

Richter, Lorenz and Berner, Julius and Liu, Guang-Horng (2023) Improved sampling via learned diffusions. Preprint . (Unpublished)

Nüsken, Nikolas and Richter, Lorenz (2023) Interpolating Between BSDEs and PINNs: Deep Learning for Elliptic and Parabolic Boundary Value Problems. Journal of Machine Learning, 2 . pp. 31-64.


Becker, Simon and Hartmann, Carsten and Redmann, Martin and Richter, Lorenz (2022) Error bounds for model reduction of feedback-controlled linear stochastic dynamics on Hilbert spaces. Stochastic Processes and their Applications, 149 . pp. 107-141.


Nüsken, Nikolas and Richter, Lorenz (2021) Solving high-dimensional Hamilton–Jacobi–Bellman PDEs using neural networks: perspectives from the theory of controlled diffusions and measures on path space. Partial Differential Equations and Applications, 2 (48). pp. 1-48.

Richter, Lorenz and Sallandt, Leon and Nüsken, Nikolas (2021) Solving high-dimensional parabolic PDEs using the tensor train format. Proceedings of the 38th International Conferenceon Machine Learning, 139 . pp. 8998-9009.


Richter, Lorenz and Boustati, Ayman and Nüsken, Nikolas and Ruiz, Francisco J. R. and Akyildiz, Ömer Deniz (2020) VarGrad: A Low-Variance Gradient Estimator for Variational Inference. Advances in Neural Information Processing Systems 2020 . pp. 1-25. (Submitted)

Becker, Simon and Richter, Lorenz (2020) Model order reduction for (stochastic-) delay equations with error bounds. arXive . pp. 1-23. (Submitted)


Becker, Simon and Hartmann, Carsten and Redmann, Martin and Richter, Lorenz (2019) Feedback control theory & Model order reduction for stochastic equations. ArXive . pp. 1-36. (Submitted)

Hartmann, Carsten and Kebiri, Omar and Neureither, Lara and Richter, Lorenz (2019) Variational approach to rare event simulation using least-squares regression. Chaos, 29 (6). ISSN 1054-1500 (print); 1089-7682 (online)

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