Weinan E

Professor, Department of Mathematics and
Program in Applied and Computational Mathematics
Princeton University
Princeton, NJ 08544-1000 U.S.A.
Phone: (609)258-3683 ~ Fax: (609)258-1735

Publications List:

L. Wu, C. Ma and W. E, "How SGD Selects the Global Minima in Over-parameterized Learning: A Stability Perspective", NIPS, 2018.
L. Zhang, J. Han, H. Wang, W. Saidi, R. Car and W. E, "End-to-end Symmetry Preserving Inter-atomic Potential Energy Model for Finite and Extended Systems'', NIPS, 2018.
Q. Li, L. Chen, C. Tai and W. E, "Maximum Principle Based Algorithms for Deep Learning'', JMLR, vol.18, no.165, pp.1-29, 2018.
C. Ma. J.C. Wang and W. E, "Model reduction with memory and machine learning of dynamical systems'', accepted by Comm. Comput. Phys., 2018.
W. E, J. Han an Q. Li, "A Mean-Field Optimal Control Formulation of Deep Learning'', Research in Mathematical Sciences, vol. 6, no.10, 2018.
L. F. Zhang, J. Han, R. Car, H. Wang and W. E, "Deep Potential Molecular Dynamics: A scalable model with the accuracy of quantum mechanics'', Phys. Rev. Lett., vol. 120, no. 14, pp.143001, 2018.
J. Han, A. Jentzen and W. E, "Solving high-dimensional partial differential equations using deep learning'', Proc. Natl. Acad. Sci., vol. 115, no. 34, pp. 8505-8510, 2018.
J. Han, L. F. Zhang, R. Car and W. E, "Deep Potential: A general first-principle-based representation of the inter-atomic potential energy'', to appear Comm. Comput. Phys.
L. F. Zhang, H. Wang and W. E, "Reinforced dynamics for the enhanced sampling in large atomic and molecular systems. I. Basic Methodology'', J. Chem. Phys., vol. 148, pp.124113, 2018.
H. Wang, L. F. Zhang, J. Han and W. E, "DeePMD-kit: A deep learning package for many-body potential energy representation and molecular dynamics'', Comput. Phys. Comm., vol. 228, pp. 178-184, 2018.
W. E, "A Proposal on Machine Learning via Dynamical Systems'', Comm. Math. Stat., vol.5, no.1., pp.1-11, 2017.
W. E and B. Yu, "The Deep Ritz method: A deep learning-based numerical algorithm for solving variational problems'', Comm. Math. Stats., vol. 6, no. 1, pp. 1-12. 2018.
W. E, J. Han and A. Jentzen, "Deep learning-based numerical methods for high-dimensional parabolic partial differential equations and backward stochastic differential equations'', Comm. Math. Stats., vol. 5, no. 4, pp. 349-380, 2017.
Q. Li, C. Tai and W. E, "Stochastic modified equations and the dynamics of stochastic gradient algorithms'', JMLR, vol. 20, no. 40, pp. 1-17, 2019.
Q. Li, C. Tai and W. E, "Stochastic modified equations and adaptive stochastic gradient algorithms'', International Conference of Machine Learning, 2017.
W. E and Y. Wang,
"Optimal convergence rates of the universal approximation error'', Research in Mathematical Sciences,vol. 4, no. 2, 2017.
J. Han and W. E, "Deep learning approximation for stochastic control problems'', accepted, NIPS Workshop on Deep Reinforcement Learning, 2016.
C. Tai and W. E, "Multi-scale adaptive representation of signals, I'', JMLR, vol.17, no. 140, pp. 1-38, 2016.
Q. Li, C. Tai and W. E, "Dynamics of stochastic gradient algorithms'', submitted to Machine Learning
C. Tai, T. Xiao, X. Wang and W. E, "Convolutional neural networks with low-rank regularization'', ICLR, 2016.
W. E and Jianchun Wang, "A thermodynamic study of the two-dimensional pressure-driven channel flow", Discrete and Continuous Dynamical Systems,vol.36, no. 8, pp. 4349-4366, 2016.
C. Wang, Y. Wang, W. E and R. E. Schapire, "Functional Frank-Wolfe boosting for general loss functions'', submitted to NIPS
Q. Li and W. E, "The free action for non-equilbirium systems'', J. Stat. Phys., vol. 161, no. 2, 300-325, 2015.


My current work focuses on the mathematical theory of machine learning and integrating machine learning with multi-scale modeling.

Research summary: My work draws inspiration from various disciplines of sciences and has made an impact in fluid dynamics, chemistry, material sciences, and soft condensed matter physics. I have contributed to the resolution of some long standing scientific problems such as the Burgers turbulence problem (which was the original motivation of Burgers for proposing the well-known Burgers equation), the Cauchy-Born rule for crystalline solids (which indeed dates back to Cauchy, and provides a microscopic foundation for the elasticity theory), and the moving contact line problem (which is still largely open). A common theme is to try bringing clarity to scientific issues through mathematics. A second theme is multi-scale and/or multi-physics problems. I have also worked on building the mathematical framework and finding effective numerical algorithms for modeling rare events which is a very difficult class of problems involving multiple time scales (string method, minimum action methods, transition path theory, etc). I have also worked on multiscale analysis and algorithms (e.g. the heterogeneous multi-scale method) for stochastic simulation algorithms, homogenization problems, problems with multiple time scales, complex fluids, etc. My book (Principles of Multi-Scale Modeling, Cambridge Univ Press) provides a broad introduction to this subject. A third theme is to develop and analyze algorithms in general. In computational fluid mechanics, I was involved in analyzing and developing vorticity-based methods, the project method and the gauge method. In density functional theory (DFT), my collaborators and I have developed the PEXSI algorithm, which is so far the most efficient algorithm for DFT.

Microscopic Mechanisms of Equilibrium Melting of a Solid
The microscopic mechanism of the melting process of simple solids has been an outstanding issue for a long time. Lindemann and Max Born each proposed his own version of melting criterion. Classical nucleation theory also gives a prediction about the melting pathway. So far direct detailed theoretical or experimental investigation of this process has not been possible. However, with the advent of advanced simulation algorithms (free energy sampling mehods, string methods for computing transition pathways, etc), it is now possible to study these problems computationally.

  • PEXSI Webpage
  • Electronic structure analysis, using for example density functional theory, is at the core of material science and chemistry. It is also among the most challenging problems in computational science. We developed the PEXSI algorithm (pole expansion + selected inversion) which, for the first time, has brought the computational complexity of density functional theory from cubic scaling to quadratic scaling for general three dimensional systems. This algorithm has been implemented in SIESTA.

    Here are some examples of the work I have been involved with (click on the ``+'' sign to read more):

    Burgers turbulence
    We have analyzed the statistical properties of solutions to the Burgers equation with random initial data and random forcing. This series of work provided answers to some of the questions that Burgers proposed back in the early 20th century, and resolved some of controversies concerning the asymptotics of the probability distribution functions for the random forced Burgers equation.
    From quantum and molecular mechanics to macroscopic theories of solids (Cauchy-Born rule and related topics)

    The objective here is to understand solids at the level of quantum mechanics or molecular mechanics. As a by-product, we give a rigorous derivation of the macroscopic continuum models of solids. A key ingredient in this analysis is to understand the various levels of stability conditions (quantum, classical but at the atomic level and classical but at the macro level).

    Stochastic PDEs
    We have developed a new way of studying stochastic PDEs, by viewing the stationary solutions as functionals of the stochastic forcing. This has led to a very elegant description of the stationary solutions of the stochastic Burgers equation and the stochastic passive scalar equation as well as the ergodicity of the stochastic Navier-Stokes equation.
    Modeling rare events
    My work on modeling rare events (joint with Weiqing Ren and Eric Vanden-Eijnden) has centered around developing the string method, which is now quite popular in cmputational chemistry and begins to get popularity in material science, as well as the transition path theory, which is a general theoretical framework for analyzing transition events in complex systems.
    Multiscale methods
    We have developed the framework of the heterogeneous multiscale method (HMM). HMM has led to very promising applications to stochastic simulation algorithms, ODEs with multiple time scales, and many other areas. It also provides a very nice framework for analyzing multiscale methods.
    Soft condensed matter physics
    We have developed the first general nonlinear model for smectic A liquid crystals and used it to study the interesting filamentary structures arising in isotropic-smectic phase transition. We have also developed models for the dynamics of membranes and polymer phase separations that are consistent with thermodynamics. In addition, we have developed models for general inhomogeneous liquid crystal polymer systems using the one-particle probability distribution function as the order parameter.
    Computational fluid dynamics
    Jian-Guo Liu and I addressed long time controversies in vorticity boundary conditions and the numerical boundary layers for the projection method.
    A posteriori error estimates
    In my master degree thesis completed in 1985 under the supervision of Prof. Huang Hongci, I established some of the earliest results on a posteriori error estimates for finite element methods. I introduced the Clement interpolation technique, and proved upper and lower bounds for local error estimators.
    Weak KAM theory
    Under the influence of Jurgen Moser, I independently (of Fathi) developed the weak KAM theory. This was one of the first application of PDE methods to the study of dynamical systems. The most interesting aspect is to study the implication of weak solutions of the Hamilton-Jacobi equation to Hamiltonian systems. This gives an alternative (and much simplified) viewpoint for the Aubry-Mather theory.
    Numerical algorithms for Kohn-Sham density functional theory
    Other topics I have made contributions to include: Onsager's conjecture on the energy conservation for weak solutions of the 3D Euler's equation, homogenization and two-scale convergence, singularity formation in solutions of Prandtl's equation, Ginzburg-Landau vortices, micromagnetics and the Landau-Lifshitz equation, stochastic resonance, etc.

  • String Method Webpage
  • HMM webpage
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    Analysis and algorithms for multiscale problems

    Mathematical theory of solids at the atomic and macroscopic scales

    The main objective is to develop a rigorous mathematical theory for solids. This requires understanding models of solids at the electronic, atomistic and continuum level, as well as the relation between these models. Problems of interest include: (1). The crystallization problem: Why solids take the form of crystal lattice at zero temperature? (2). The Cauchy-Born rule, which serves as a connection between atomistic and continuum models of solids.

    Electronic structure, density functional theory

    The main objective is to understand the mathematical foundation of electronic structure analysis, to develop and analysis efficient algorithms.

    General issues in multiscale modeling

    Problems with multiple time scales

    Stochastic chemical kinetic systems

    Multiscale modeling of solids

    Multiscale modeling of complex fluids

    Multiscale methods for multiscale PDEs

    The moving contact line problem and micro-fluidics

    Homogenization theory

    Analysis and modeling of stochastic problems

    Analysis of stochastic partial differential equations

    Rare events: String method, minimum action method and transition path theory

    Stochastic chemical kinetic systems

    ``Burgers turbulence'' and passive scalar turbulence

    General issues in stochastic modeling

    Other topics

    Incompressible flow: Projection methods, vorticity-based methods and gauge methods

    A posterior error estimates

    Work done in Master degree thesis, under the guidance of Professor Hongci Huang at the Chinese Academy of Sciences. The main focus is on finite element for problems with corner singularities. Issues discussed include: A posterior error estimates, direct and inverseerror estimates on locally refined domains, convergence of multi-grid methods on such domains, etc.

    Miscellaneous topics
    Euler equations, boundary layer problem, Aubry-Mather theory, micromagnetics and the Landau-Lifshitz equation, vortex dynamcis in Ginzburg-Landau theory
    Micromagnetics and Landau-Lifshitz equation

    Ginzburg-Landau vortices

    Selected Review Papers