Research
Research interests
- Stochastic dynamics & stochastic analysis
- Stochastic differential geometry & stochastic geometric mechanics
- Random trees & branching processes
Publications
Journal papers
[11] Qiao Huang, Wei Wei*, Jinqiao Duan. Rolling with random slipping and twisting: A large deviation point of view. Stochastics and Dynamics, 2450031 (42 pp), 2024. DOI: 10.1142/S021949372450031X
[10] Qiao Huang, Wei Wei*, Jinqiao Duan. Large deviations for stochastic differential equations driven by semimartingales. Theory of Probability and its Applications, 69(3):578–610, 2024. DOI: 10.4213/tvp5549 (Russian version) 10.1137/S0040585X97T992045 (English version)
[9] Yuanfei Huang, Qiao Huang*, Jinqiao Duan. The most probable transition paths of stochastic dynamical systems: A sufficient and necessary characterization. Nonlinearity, 37(1):015010 (45pp), 2024. DOI: 10.1088/1361-6544/ad0ffe
[8] Yanjie Zhang*, Qiao Huang, Xiao Wang, Zibo Wang, Jinqiao Duan. Weak averaging principle for multiscale stochastic dynamical systems driven by stable processes. Journal of Differential Equations, 379:721–761, 2024. DOI: 10.1016/j.jde.2023.10.031
[7] Qiao Huang, Jean-Claude Zambrini*. From second-order differential geometry to stochastic geometric mechanics. Journal of Nonlinear Science, 33(4):67 (127pp), 2023. DOI: 10.1007/s00332-023-09917-x
[6] Qiao Huang, Jean-Claude Zambrini*. Stochastic geometric mechanics in nonequilibrium thermodynamics: Schrödinger meets Onsager. Journal of Physics A: Mathematical and Theoretical, 56(13):134003 (24pp), 2023. DOI: 10.1088/1751-8121/acbf8d
[5] Qiao Huang, Jinqiao Duan*, Renming Song. Homogenization of non-symmetric jump processes. Advances in Applied Probability, 56(1):1–33, 2023. DOI: 10.1017/apr.2023.8
[4] Qiao Huang, Jinqiao Duan*, Renming Song. Homogenization of nonlocal partial differential equations related to stochastic differential equations with Lévy noise. Bernoulli, 28(3):1648–1674, 2022. DOI: 10.3150/21-BEJ1365
[3] Qiao Huang, Xiongtao Zhang*. On the stochastic singular Cucker–Smale model: Well-posedness, collision-avoidance and flocking. Mathematical Models and Methods in Applied Sciences, 32(01):43–99, 2022. DOI: 10.1142/S0218202522500026
[2] Yanjie Zhang, Xiao Wang*, Qiao Huang, Jinqiao Duan, Tingting Li. Numerical analysis and applications of Fokker-Planck equations for stochastic dynamical systems with multiplicative \(\alpha\)-stable noises. Applied Mathematical Modelling, 87:711–730, 2020. DOI: 10.1016/j.apm.2020.06.031
[1] Qiao Huang, Jinqiao Duan*, Jiang-Lun Wu. Maximum principles for nonlocal parabolic Waldenfels operators. Bulletin of Mathematical Sciences, 9(3):1950015 (31pp), 2019. DOI: 10.1142/S1664360719500152
Proceedings
[3] Qiao Huang*, Jean-Claude Zambrini. Stochastic Maupertuis’s principles and Jacobi’s integration theorem. GSI’25–the 7th International Conference on Geometric Science of Information, Lecture Notes in Computer Science, 16034:406–415, 2025. DOI: 10.1007/978-3-032-03921-7_42
[2] Qiao Huang*, Jean-Claude Zambrini. Gauge transformations in stochastic geometric mechanics. GSI’23–the 6th International Conference on Geometric Science of Information, Lecture Notes in Computer Science, 14071:583–591, 2023. DOI: 10.1007/978-3-031-38271-0_58
[1] Qiao Huang, Jean-Claude Zambrini*. Hamilton–Jacobi–Bellman equations in stochastic geometric mechanics. MaxEnt 2022–the 41st International Workshop on Bayesian Inference and Maximum Entropy Methods in Science and Engineering, Physical Sciences Forum, 5(1), 37, 2022. DOI: 10.3390/psf2022005037
Preprints
[7] Jianyu Hu, Qiao Huang*, Yuanfei Huang. A study of path measures based on second-order Hamilton–Jacobi equations and their applications in stochastic thermodynamics, 2025. ArXiv: 2508.02469
[6] Pingyuan Wei, Qiao Huang*, Jinqiao Duan. The stochastic Hamilton–Jacobi–Bellman equation on Jacobi structures, 2025. ArXiv: 2503.11171
[5] Qiao Huang, Nicolas Privault*. Stability analysis of a branching diffusion solver for nonlinear PDEs, 2025. ArXiv: 2502.17853
[4] Qiao Huang, Nicolas Privault*. Probabilistic representation of ODE solutions with quantitative estimates. Accepted by Journal of Mathematical Analysis and Applications, 2025. ArXiv: 2502.10644
[3] Qiao Huang, Nicolas Privault*. Binary Galton-Watson trees with mutations, 2025. ArXiv: 2501.10951
[2] Qiao Huang*, Nicolas Privault. On the random generation of Butcher trees, 2024. ArXiv: 2404.05969
[1] Wei Wei, Qiao Huang, Jinqiao Duan. Large deviations for stochastic differential equations driven by heavy-tailed Lévy processes. 2021. ArXiv: 2101.03856
Projects
- Applications of second-order Hamilton–Jacobi–Bellman equations in nonequilibrium thermodynamic systems
- PI: Qiao Huang
- Sponsor: NSFC
- Duration: 2026.01–2028.12
- Nonstationary shot-noise modeling of neuron membrane potentials by point processes & Combinatorial stochastic analysis for the connectivity of random graphs - applications to vehicular and wireless networks
- PI: Prof. Nicolas Privault
- Sponsor: MOE Singapore
- My role & duration: team member, 2022.09 – 2024.05
- Schrödinger’s Problem and Optimal Transport: a multidisciplinary perspective (SchröMoka)
- PI: Prof. Jean-Claude Zambrini
- Sponsor: FCT Portugal
- My role & duration: team member, 2020.10 – 2022.09
- Stochastic Homogenization with Applications to Materials Science
- PI: Qiao Huang
- Sponsor: Fundamental Research Funds for Central Universities, HUST
- Duration: 2016.01 – 2019.12
