• Wei Zhang


    Wei Zhang, PhD (*30.03.1983, Peking, China)

    Post-Doctoral Researcher

    2014-            PostDoc, Freie Universität Berlin, Germany
    2013-13       PostDoc, Konrad-Zuse-Institut Berlin, Germany
    2012-13       Visiting Researcher, Freie Universität Berlin, Germany

    2008-12   Ph.D. Applied Mathematics, Peking University
    2006-08   M.S Applied Mathematics, Peking University
    2002-06   B.S. Pure Mathematics, Peking University

    Research interests

    My research focuses on stochastic optimal control and importance sampling in diffusion process as well as in chemical reactions. I am interested in designing effective algorithms and analyzing the behavior of dynamics systems with multiscale features or metastability.


    1.  Importance sampling in path space for diffusion processes.  C. Hartmann , Ch. Schuette , M. Weber , W. Zhang. submitted
    2. Optimal Control of Multiscale Systems using Reduced-order Models. W. Zhang, J.C. Latorre, G.A. Pavliotis and C. Hartmann. J. Comput. Dyn. Vol.1, No.2, pp.279-306, 2014.
    3. Applications of the cross-entropy method to importance sampling and optimal control of diffusions. W. Zhang, H. Wang, C. Hartmann, M. Weber and C. Schütte. Siam. J. Sci. Comput. Vol.36, No.6, pp. A2654-A2672, 2014.
    4. Nucleation Rate Calculation for the Phase Transition of Diblock Copolymers under Stochastic Cahn-Hilliard Dynamics.  T. Li, P. Zhang, W. Zhang. Multiscale Model. Simul., 11(1), 385–409, 2013.
    5. Numerical study for the nucleation of one-dimensional stochastic Cahn-Hilliard dynamics. W. Zhang, T. Li, P. Zhang. Commun. Math. Sci, 10(4), 1105-1132, 2012.