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Jianfeng Lu

James B. Duke Distinguished Professor of Mathematics
Mathematics
Mathematics Department, Duke University, Box 90320, Durham, NC 27708
331 Gross Hall, 140 Science Drive, Durham, NC 27708
Office hours By email appointments  

Scholarly Works - Preprints


Log-Sobolev inequalities for boundary-driven anharmonic chains

Preprint · July 15, 2026 We study the non-equilibrium steady state of a weakly anharmonic chain of $N$ oscillators driven at its boundary by Langevin thermostats at unequal temperatures. Under a perturbative weak-anharmonicity condition, we prove a full-gradient logarithmic Sobole ... Link to item Cite

A Mathematical Introduction to Diffusion Models

Preprint · July 2, 2026 These notes give a proof-oriented introduction to diffusion models from the viewpoint of sampling, tracing a single arc from classical sampling dynamics to modern diffusion samplers, their error analysis, and inference-time control. Throughout, the materia ... Link to item Cite

Space-Time Log-Sobolev Inequality and Hypocoercive Hypercontractivity for Underdamped Langevin Dynamics

Preprint · May 24, 2026 We study hypercontractivity for underdamped Langevin dynamics with a convex confining potential whose spatial Gibbs marginal satisfies a logarithmic Sobolev inequality (LSI). Unlike in the overdamped case, the noise acts only on the velocity variable, so t ... Link to item Cite

Mirror Descent for Deterministic Optimal Control

Preprint · May 4, 2026 We study an explicit mirror-descent method for finite-horizon deterministic optimal control problems. The method is motivated by Pontryagin's maximum principle: at each iteration, one solves the state and adjoint equations and updates the control by maximi ... Link to item Cite

A sharp hypocoercive entropy decay estimate for underdamped Langevin dynamics

Preprint · May 3, 2026 We study the underdamped Langevin dynamics with invariant measure $μ(\,\mathrm{d}x\,\mathrm{d}v)\propto \mathrm{e}^{-U(x)-\lvert v\rvert^2/2}\,\mathrm{d}x\,\mathrm{d}v$. Assume that the position marginal $μ_x(\,\mathrm{d}x)\propto \mathrm{e}^{-U(x)}\,\math ... Link to item Cite

Sharp hypocoercive convergence estimates for underdamped Langevin dynamics via the modified $L^2$ method

Preprint · April 11, 2026 In this note, we consider the underdamped Langevin dynamics with invariant measure $μ(\mathrm{d}x\,\mathrm{d}v) \propto e^{-U(x)-|v|^2/2}\,\mathrm{d}x\,\mathrm{d}v$. Assume that the position marginal $μ_x(\mathrm{d}x)\propto e^{-U(x)}\,\mathrm{d}x$ satisfi ... Link to item Cite

Quantum Gibbs sampling through the detectability lemma

Preprint · April 8, 2026 Gibbs state preparation is an important subroutine in quantum computing. In this work we use the detectability lemma to improve Gibbs state preparation. Specifically, we design new Gibbs state preparation methods that do not rely on simulating Lindbladian ... Link to item Cite

Long-time reverse transportation inequalities for non-globally-dissipative Langevin dynamics

Preprint · December 21, 2025 We establish a dimension-free, uniform-in-time reverse transportation inequality for Langevin dynamics with non-convex potentials. This inequality controls the Rényi divergence of arbitrary order between the process distributions starting from distinct ini ... Link to item Cite

Error Analysis of Generalized Langevin Equations with Approximated Memory Kernels

Preprint · December 10, 2025 We analyze prediction error in stochastic dynamical systems with memory, focusing on generalized Langevin equations (GLEs) formulated as stochastic Volterra equations. We establish that, under a strongly convex potential, trajectory discrepancies decay at ... Link to item Cite

Approximating Young Measures With Deep Neural Networks

Preprint · October 31, 2025 Parametrized measures (or Young measures) enable to reformulate non-convex variational problems as convex problems at the cost of enlarging the search space from space of functions to space of measures. To benefit from such machinery, we need powerful tool ... Link to item Cite

Quantitative Hypocoercivity and Lifting of Classical and Quantum Dynamics

Preprint · October 25, 2025 We consider quantitative convergence analysis for hypocoercive dynamics such as Langevin and Lindblad equations describing classical and quantum open systems. Our goal is to provide an overview of recent results of hypocoercivity estimates based on space-t ... Link to item Cite

Quantum Fisher information matrix via its classical counterpart from random measurements

Preprint · September 9, 2025 Preconditioning with the quantum Fisher information matrix (QFIM) is a popular approach in quantum variational algorithms. Yet the QFIM is costly to obtain directly, usually requiring more state preparation than its classical counterpart: the classical Fis ... Link to item Cite

Speeding up quantum Markov processes through lifting

Preprint · May 17, 2025 We generalize the concept of non-reversible lifts for reversible diffusion processes initiated by Eberle and Lorler (2024) to quantum Markov dynamics. The lifting operation, which naturally results in hypocoercive processes, can be formally interpreted as, ... Link to item Cite

Solution Theory of Hamilton-Jacobi-Bellman Equations in Spectral Barron Spaces

Preprint · March 24, 2025 We study the solution theory of the whole-space static (elliptic) Hamilton-Jacobi-Bellman (HJB) equation in spectral Barron spaces. We prove that under the assumption that the coefficients involved are spectral Barron functions and the discount factor is s ... Link to item Cite

Bi-Lipschitz Ansatz for Anti-Symmetric Functions

Preprint · March 6, 2025 Motivated by applications to the simulation of quantum many-body systems by neural networks, researchers have suggested several models which are antisymmetric by construction, and can approximate all antisymmetric functions. However, these works either req ... Link to item Cite

Quantum Circuit for Non-Unitary Linear Transformation of Basis Sets

Preprint · February 12, 2025 This paper introduces a novel approach to implementing non-unitary linear transformations of basis on quantum computational platforms, a significant leap beyond the conventional unitary methods. By integrating Singular Value Decomposition (SVD) into the pr ... Link to item Cite

Convergence of two-timescale gradient descent ascent dynamics: finite-dimensional and mean-field perspectives

Preprint · January 28, 2025 The two-timescale gradient descent-ascent (GDA) is a canonical gradient algorithm designed to find Nash equilibria in min-max games. We analyze the two-timescale GDA by investigating the effects of learning rate ratios on convergence behavior in both finit ... Link to item Cite

A Unified Blockwise Measurement Design for Learning Quantum Channels and Lindbladians via Low-Rank Matrix Sensing

Preprint · January 23, 2025 Quantum superoperator learning is a pivotal task in quantum information science, enabling accurate reconstruction of unknown quantum operations from measurement data. We propose a robust approach based on the matrix sensing techniques for quantum superoper ... Link to item Cite

Posterior sampling via Langevin dynamics based on generative priors

Preprint · October 2, 2024 Posterior sampling in high-dimensional spaces using generative models holds significant promise for various applications, including but not limited to inverse problems and guided generation tasks. Despite many recent developments, generating diverse poster ... Link to item Cite

What does guidance do? A fine-grained analysis in a simple setting

Preprint · September 19, 2024 The use of guidance in diffusion models was originally motivated by the premise that the guidance-modified score is that of the data distribution tilted by a conditional likelihood raised to some power. In this work we clarify this misconception by rigorou ... Link to item Cite

Guidance for twisted particle filter: a continuous-time perspective

Preprint · September 3, 2024 The particle filter (PF), also known as sequential Monte Carlo (SMC), approximates high-dimensional probability distributions and their normalizing constants in the discrete-time setting. To reduce the variance of the Monte Carlo approximation, various twi ... Link to item Cite

Error Bounds for Open Quantum Systems with Harmonic Bosonic Bath

Preprint · August 7, 2024 We investigate the dependence of physical observable of open quantum systems with Bosonic bath on the bath correlation function. We provide an error estimate of the difference of physical observable induced by the variation of bath correlation function, ba ... Link to item Cite

A Randomized Method for Simulating Lindblad Equations and Thermal State Preparation

Preprint · July 9, 2024 We study a qDRIFT-type randomized method to simulate Lindblad dynamics by decomposing its generator into an ensemble of Lindbladians, $\mathcal{L} = \sum_{a \in \mathcal{A}} \mathcal{L}_a$, where each $\mathcal{L}_a$ comprises a simple Hamiltonian and a si ... Link to item Cite

Quantum space-time Poincaré inequality for Lindblad dynamics

Preprint · June 13, 2024 We investigate the mixing properties of primitive Markovian Lindblad dynamics (i.e., quantum Markov semigroups), where the detailed balance is disrupted by a coherent drift term. It is known that the sharp $L^2$-exponential convergence rate of Lindblad dyn ... Link to item Cite

Mixing Time of Open Quantum Systems via Hypocoercivity

Preprint · April 17, 2024 Understanding the mixing of open quantum systems is a fundamental problem in physics and quantum information science. Existing approaches for estimating the mixing time often rely on the spectral gap estimation of the Lindbladian generator, which can be ch ... Link to item Cite

Fully discretized Sobolev gradient flow for the Gross-Pitaevskii eigenvalue problem

Preprint · March 9, 2024 This paper studies the numerical approximation of the ground state of the Gross-Pitaevskii (GP) eigenvalue problem with a fully discretized Sobolev gradient flow induced by the $H^1$ norm. For the spatial discretization, we consider the finite element meth ... Link to item Cite

Solving Time-Continuous Stochastic Optimal Control Problems: Algorithm Design and Convergence Analysis of Actor-Critic Flow

Preprint · February 26, 2024 We propose an actor-critic framework to solve the time-continuous stochastic optimal control problem. A least square temporal difference method is applied to compute the value function for the critic. The policy gradient method is implemented as policy imp ... Link to item Cite

Learning Memory Kernels in Generalized Langevin Equations

Preprint · February 18, 2024 We introduce a novel approach for learning memory kernels in Generalized Langevin Equations. This approach initially utilizes a regularized Prony method to estimate correlation functions from trajectory data, followed by regression over a Sobolev norm-base ... Link to item Cite

Exact and Efficient Representation of Totally Anti-Symmetric Functions

Preprint · November 8, 2023 This paper concerns the long-standing question of representing (totally) anti-symmetric functions in high dimensions. We propose a new ansatz based on the composition of an odd function with a fixed set of anti-symmetric basis functions. We prove that this ... Link to item Cite

Convergence of flow-based generative models via proximal gradient descent in Wasserstein space

Preprint · October 26, 2023 Flow-based generative models enjoy certain advantages in computing the data generation and the likelihood, and have recently shown competitive empirical performance. Compared to the accumulating theoretical studies on related score-based diffusion models, ... Link to item Cite

Qubit Count Reduction by Orthogonally-Constrained Orbital Optimization for Variational Quantum Excited States Solvers

Preprint · October 13, 2023 We propose a state-averaged orbital optimization scheme for improving the accuracy of excited states of the electronic structure Hamiltonian for use on near-term quantum computers. Instead of parameterizing the orbital rotation operator in the conventional ... Link to item Cite

Thermodynamic Limits of Electronic Systems

Preprint · September 10, 2023 We review thermodynamic limits and scaling limits of electronic structure models for condensed matter. We discuss several mathematical ways to implement these limits in three models of increasing chemical complexity and mathematical difficulty: (1) Thomas- ... Link to item Cite

Riemannian Langevin Monte Carlo schemes for sampling PSD matrices with fixed rank

Preprint · September 7, 2023 This paper introduces two explicit schemes to sample matrices from Gibbs distributions on $\mathcal S^{n,p}_+$, the manifold of real positive semi-definite (PSD) matrices of size $n\times n$ and rank $p$. Given an energy function $\mathcal E:\mathcal S^{n, ... Link to item Cite

Deep Network Approximation: Beyond ReLU to Diverse Activation Functions

Preprint · July 13, 2023 This paper explores the expressive power of deep neural networks for a diverse range of activation functions. An activation function set $\mathscr{A}$ is defined to encompass the majority of commonly used activation functions, such as $\mathtt{ReLU}$, $\ma ... Link to item Cite

The probability flow ODE is provably fast

Preprint · May 19, 2023 We provide the first polynomial-time convergence guarantees for the probability flow ODE implementation (together with a corrector step) of score-based generative modeling. Our analysis is carried out in the wake of recent results obtaining such guarantees ... Link to item Cite

Coordinate Descent Full Configuration Interaction for Excited States

Preprint · April 26, 2023 An efficient excited state method, named xCDFCI, in the configuration interaction framework, is proposed. xCDFCI extends the unconstrained nonconvex optimization problem in coordinate descent full configuration interaction~(CDFCI) to a multicolumn version, ... Link to item Cite

Score-based Transport Modeling for Mean-Field Fokker-Planck Equations

Preprint · April 20, 2023 We use the score-based transport modeling method to solve the mean-field Fokker-Planck equations, which we call MSBTM. We establish an upper bound on the time derivative of the Kullback-Leibler (KL) divergence to MSBTM numerical estimation from the exact s ... Link to item Cite

Convergence of stochastic gradient descent under a local Lojasiewicz condition for deep neural networks

Preprint · April 18, 2023 We study the convergence of stochastic gradient descent (SGD) for non-convex objective functions. We establish the local convergence with positive probability under the local Łojasiewicz condition introduced by Chatterjee in \cite{chatterjee2022convergence ... Link to item Cite

A Policy Gradient Framework for Stochastic Optimal Control Problems with Global Convergence Guarantee

Preprint · February 11, 2023 We consider policy gradient methods for stochastic optimal control problem in continuous time. In particular, we analyze the gradient flow for the control, viewed as a continuous time limit of the policy gradient method. We prove the global convergence of ... Link to item Cite

On Enhancing Expressive Power via Compositions of Single Fixed-Size ReLU Network

Preprint · January 28, 2023 This paper explores the expressive power of deep neural networks through the framework of function compositions. We demonstrate that the repeated compositions of a single fixed-size ReLU network exhibit surprising expressive power, despite the limited expr ... Link to item Cite

On the convergence of Sobolev gradient flow for the Gross-Pitaevskii eigenvalue problem

Preprint · January 24, 2023 We study the convergences of three projected Sobolev gradient flows to the ground state of the Gross-Pitaevskii eigenvalue problem. They are constructed as the gradient flows of the Gross-Pitaevskii energy functional with respect to the $H^1_0$-metric and ... Link to item Cite

Representation Theorem for Multivariable Totally Symmetric Functions

Preprint · November 29, 2022 In this work, we establish a representation theorem for multivariable totally symmetric functions: a multisymmetric continuous function must be the composition of a continuous function and a set of generators of the multisymmetric polynomials. We then stud ... Link to item Cite

Regularized Stein Variational Gradient Flow

Preprint · November 14, 2022 The Stein Variational Gradient Descent (SVGD) algorithm is a deterministic particle method for sampling. However, a mean-field analysis reveals that the gradient flow corresponding to the SVGD algorithm (i.e., the Stein Variational Gradient Flow) only prov ... Link to item Cite

Improved Analysis of Score-based Generative Modeling: User-Friendly Bounds under Minimal Smoothness Assumptions

Preprint · November 3, 2022 We give an improved theoretical analysis of score-based generative modeling. Under a score estimate with small $L^2$ error (averaged across timesteps), we provide efficient convergence guarantees for any data distribution with second-order moment, by eithe ... Link to item Cite

Neural Network Approximations of PDEs Beyond Linearity: A Representational Perspective

Preprint · October 21, 2022 A burgeoning line of research leverages deep neural networks to approximate the solutions to high dimensional PDEs, opening lines of theoretical inquiry focused on explaining how it is that these models appear to evade the curse of dimensionality. However, ... Link to item Cite

On Representing Mixed-Integer Linear Programs by Graph Neural Networks

Preprint · October 19, 2022 While Mixed-integer linear programming (MILP) is NP-hard in general, practical MILP has received roughly 100--fold speedup in the past twenty years. Still, many classes of MILPs quickly become unsolvable as their sizes increase, motivating researchers to s ... Link to item Cite

Convergence of score-based generative modeling for general data distributions

Preprint · September 25, 2022 Score-based generative modeling (SGM) has grown to be a hugely successful method for learning to generate samples from complex data distributions such as that of images and audio. It is based on evolving an SDE that transforms white noise into a sample fro ... Link to item Cite

On Representing Linear Programs by Graph Neural Networks

Preprint · September 25, 2022 Learning to optimize is a rapidly growing area that aims to solve optimization problems or improve existing optimization algorithms using machine learning (ML). In particular, the graph neural network (GNN) is considered a suitable ML model for optimizatio ... Link to item Cite

One-dimensional Tensor Network Recovery

Preprint · July 21, 2022 We study the recovery of the underlying graphs or permutations for tensors in the tensor ring or tensor train format. Our proposed algorithms compare the matricization ranks after down-sampling, whose complexity is $O(d\log d)$ for $d$-th order tensors. We ... Link to item Cite

Interpolation between modified logarithmic Sobolev and Poincare inequalities for quantum Markovian dynamics

Preprint · July 13, 2022 We define the quantum $p$-divergences and introduce Beckner's inequalities for primitive quantum Markov semigroups on a finite-dimensional matrix algebra satisfying the detailed balance condition. Such inequalities quantify the convergence rate of the quan ... Link to item Cite

Convergence for score-based generative modeling with polynomial complexity

Preprint · June 13, 2022 Score-based generative modeling (SGM) is a highly successful approach for learning a probability distribution from data and generating further samples. We prove the first polynomial convergence guarantees for the core mechanic behind SGM: drawing samples f ... Link to item Cite

Neural Network Based Variational Methods for Solving Quadratic Porous Medium Equations in High Dimensions

Preprint · May 5, 2022 In this paper, we propose and study neural network based methods for solutions of high-dimensional quadratic porous medium equation (QPME). Three variational formulations of this nonlinear PDE are presented: a strong formulation and two weak formulations. ... Link to item Cite

Asymptotic analysis of diabatic surface hopping algorithm in the adiabatic and non-adiabatic limits

Preprint · May 4, 2022 Surface hopping algorithms, as an important class of quantum dynamics simulation algorithms for non-adiabatic dynamics, are typically performed in the adiabatic representation, which can break down in the presence of ill-defined adiabatic potential energy ... Link to item Cite

Fast Algorithms of Bath Calculations in Simulations of Quantum System-Bath Dynamics

Preprint · February 12, 2022 We present fast algorithms for the summation of Dyson series and the inchworm Monte Carlo method for quantum systems that are coupled with harmonic baths. The algorithms are based on evolving the integro-differential equations where the most expensive part ... Link to item Cite

Single Time-scale Actor-critic Method to Solve the Linear Quadratic Regulator with Convergence Guarantees

Preprint · January 31, 2022 We propose a single time-scale actor-critic algorithm to solve the linear quadratic regulator (LQR) problem. A least squares temporal difference (LSTD) method is applied to the critic and a natural policy gradient method is used for the actor. We give a pr ... Link to item Cite

A Regularity Theory for Static Schrödinger Equations on $\mathbb{R}^d$ in Spectral Barron Spaces

Preprint · January 24, 2022 Spectral Barron spaces have received considerable interest recently as it is the natural function space for approximation theory of two-layer neural networks with a dimension-free convergence rate. In this paper we study the regularity of solutions to the ... Link to item Cite

Quantum Orbital Minimization Method for Excited States Calculation on Quantum Computer

Preprint · January 19, 2022 We propose a quantum-classical hybrid variational algorithm, the quantum orbital minimization method (qOMM), for obtaining the ground state and low-lying excited states of a Hermitian operator. Given parameterized ansatz circuits representing eigenstates, ... Link to item Cite