Repository: Freie Universität Berlin, Math Department

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Number of items: 26.


Richter, Lorenz and Sallandt, Leon and Nüsken, Nikolas (2021) Solving high-dimensional parabolic PDEs using the tensor train format. arXiv . pp. 1-17. (Unpublished)

Hartmann, C. and Richter, L. (2021) Nonasymptotic bounds for suboptimal importance sampling. arXive . pp. 1-26. (Unpublished)


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)

Nüsken, N. and Richter, L. (2020) Solving high-dimensional Hamilton-Jacobi-Bellman PDEs using neural networks: perspectives from the theory of controlled diffusions and measures on path space. SFB 1114 Preprint in arXiv . pp. 1-40. (Submitted)


Hartmann, C. and Neureither, L. and Sharma, U. (2019) Coarse-graining of non-reversible stochastic differential equations: quantitative results and connections to averaging. SIAM J. Math. Anal. . pp. 1-39. (Submitted)

Kebiri, O. and Neureither, L. and Hartmann, C. (2019) Adaptive importance sampling with forward-backward stochastic differential equations. In: Stochastic Dynamics Out of Equilibrium. IHPStochDyn 2017. Springer Proceedings in Mathematics & Statistics, 282 . Springer, pp. 265-281. ISBN 978-3-030-15095-2

Neureither, L. and Hartmann, C. (2019) Time scales and exponential trends to equilibrium: Gaussian model problems. In: Stochastic Dynamics Out of Equilibrium. IHPStochDyn 2017. Springer Proceedings in Mathematics & Statistics, 282 . Springer, pp. 391-410. ISBN 978-3-030-15095-2

Hartmann, C. and Kebiri, O. and Neureither, L. and Richter, L. (2019) Variational approach to rare event simulation using least-squares regression. Chaos, 29 (6). 063107. ISSN 1054-1500 (print); 1089-7682 (online)

Hartmann, C. and Schütte, Ch. and Zhang, W. (2019) Jarzysnki equality, fluctuation theorems and variance reduction: Mathematical analysis and numerical algorithms. J. Stat. Phys., 175 (6). pp. 1214-1261. ISSN 0022-4715; ESSN: 1572-9613


Donati, L. and Heida, M. and Weber, M. and Keller, B. (2018) Estimation of the infinitesimal generator by square-root approximation. Journal of Physics: Condensed Matter, 30 (42). p. 425201. ISSN 0953-8984, ESSN: 1361-648X

Kebiri, O. and Neureither, L. and Hartmann, C. (2018) Singularly perturbed forward-backward stochastic differential equations: application to the optimal control of bilinear systems. Computation, 6 (3). p. 41. ISSN 2079-3197 (online)

Hartmann, C. and Schütte, Ch. and Weber, M. and Zhang, W. (2018) Importance sampling in path space for diffusion processes with slow-fast variables. Probab. Theory Rel. Fields, 170 (1-2). pp. 177-228. ISSN 0178-8051 (print) 1432-2064 (online)

Weber, M. (2018) Implications of PCCA+ in Molecular Simulation. Computation, 6 (1). ISSN 2079-3197 (online)


Hartmann, C. and Richter, L. and Schütte, Ch. and Zhang, W. (2017) Variational characterization of free energy: theory and algorithms. Entropy (Special Issue), 19 (11). pp. 1-27. ISSN 1099-4300

Quer, J. and Lie, H. (2017) Some connections between importance sampling and enhanced sampling methods in molecular dynamics. Journal of Chemical Physics . pp. 1-19. ISSN 0021-9606

Delle Site, L. and Ciccotti, G. and Hartmann, C. (2017) Partitioning a macroscopic system into independent subsystems. Journal of Statistical Mechanics: Theory and Experiment, 2017 . pp. 1-13.

Quer, J. and Donati, L. and Keller, B.G. and Weber, M. (2017) An automatic adaptive importance sampling algorithm for molecular dynamics in reaction coordinates. SIAM J. Sci. Comput. . pp. 1-19. ISSN 1064-8275 (print) (In Press)

Weber, M. and Fackeldey, K. and Schütte, Ch. (2017) Set-free Markov state model building. Journal of Chemical Physics, 146 (12). p. 124133.


Koltai, P. and Ciccotti, G. and Schütte, Ch. (2016) On metastability and Markov state models for non-stationary molecular dynamics. Journal of Chemical Physics, 145 (17). p. 174103.

Quer, J. and Weber, M. (2016) Estimating exit rate for rare event dynamical systems by extrapolation. ZIB-Report . pp. 1-19. ISSN 2192-7782 (online)

Banisch, Ralf and Hartmann, C. (2016) A sparse Markov chain approximation of LQ-type stochastic control problems. Math. Control Relat. F., 6 (3). pp. 363-389. ISSN 1064-8275

Hartmann, C. and Schütte, Ch. and Zhang, W. (2016) Model reduction algorithms for optimal control and importance sampling of diffusions. Nonlinearity, 29 (8). pp. 2298-2326. ISSN 0951-7715

Zhang, W. and Hartmann, C. and Schütte, Ch. (2016) Effective dynamics along given reaction coordinates, and reaction rate theory. Faraday discussions, 195 . pp. 365-394. ISSN 1359-6640


Bittracher, Andreas and Hartmann, C. and Junge, O. and Koltai, Péter (2015) Pseudo generators for under-resolved molecular dynamics. The European Physical Journal Special Topics, 224 (12). pp. 2463-2490. ISSN 1951-6355


Hartmann, C. and Latorre, J.C. and Pavliotis, G. A. and Zhang, W. (2014) Optimal control of multiscale systems using reduced-order models. J. Computational Dynamics, 1 (2). pp. 279-306. ISSN 2158-2505

Lie, Han Cheng and Schütte, Ch. and Hartmann, C. (2014) Martingale-based gradient descent algorithm for estimating free energy values of diffusions. SIAM J. Sci. Comput. . ISSN 1064-8275 (Submitted)

This list was generated on Sat May 8 11:25:30 2021 CEST.