Research
Research interests
- Stochastic dynamics & stochastic analysis
- Stochastic differential geometry & stochastic geometric mechanics
- Random trees & branching processes
Publications
Journal papers
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
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)
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
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
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
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
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
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
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
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
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
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
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
Qiao Huang, Nicolas Privault. On the random generation of Butcher trees, 2024. ArXiv: 2404.05969
Wei Wei, Qiao Huang, Jinqiao Duan. Large deviations for stochastic differential equations driven by heavy-tailed Lévy processes. 2021. ArXiv: 2101.03856
Projects
- 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