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Xiangjun Wang

Xiangjun Wang contributes to research discovery and scholarly infrastructure.

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Published work

5 published item(s)

preprint2026arXiv

Recursive Agent Optimization

We introduce Recursive Agent Optimization (RAO), a reinforcement learning approach for training recursive agents: agents that can spawn and delegate sub-tasks to new instantiations of themselves recursively. Recursive agents implement an inference-time scaling algorithm that naturally allows agents to scale to longer contexts and generalize to more difficult problems via divide-and-conquer. RAO provides a method to train models to best take advantage of such recursive inference, teaching agents when and how to delegate and communicate. We find that recursive agents trained in this way enjoy better training efficiency, can scale to tasks that go beyond the model's context window, generalize to tasks much harder than the ones the agent was trained on, and can enjoy reduced wall-clock time compared to single-agent systems.

preprint2026arXiv

Residual-loss Anomaly Analysis of Physics-Informed Neural Networks: An Inverse Method for Change-point Detection in Nonlinear Dynamical Systems with Regime Switching

Nonlinear dynamical systems with regime transitions are typically described by ordinary differential equations with jumping parameters parameters. Traditional methods often treat change-point detection and parameter estimation as separate tasks, ignoring the inherent coupling between them. To address this, we propose residual-loss anomaly analysis of physics-informed neural networks, a unified framework that leverages dynamical consistency within the physics-informed learning paradigm. This approach jointly infers piecewise parameters and transition points under a single set of constraints. The method follows a two-stage strategy: First, local physical residuals are analyzed through overlapping subinterval decomposition. When a subinterval spans a true transition point, the residual exhibits a distinct structural elevation in noise-free conditions, which has a non-zero lower bound, enabling effective localization of potential transition intervals. Second, within our framework, change-point locations and piecewise parameters are integrated into a unified physical loss function for joint optimization, enabling simultaneous identification. Experiments on benchmark nonlinear dynamical systems, including Malthusian and logistic growth models, Van der Pol oscillator, Lotka-Volterra model and Lorenz system, demonstrate that the proposed method outperforms traditional decoupled approaches in both change-point localization and parameter estimation accuracy. This study provides an efficient, unified solution for structurally coupled inverse problems in nonlinear dynamical systems with regime switching.

preprint2021arXiv

Acceleration of tracer and light particles in compressible homogeneous isotropic turbulence

The accelerations of tracer and light particles in compressible homogeneous isotropic turbulence (CHIT) is investigated by using data from direct numerical simulations (DNS) up to turbulent Mach number $M_t =1$. For tracer particles, the flatness factor of acceleration components, $F_a$, increases gradually for $M_t \in [0.3, 1]$. On the contrary, $F_a$ for light particles develops a maximum around $M_t \sim 0.6$. The PDF of longitudinal acceleration of tracers is increasingly skewed towards the negative value as $M_t$ increases. By contrast, for light particles, the skewness factor of longitudinal acceleration, $S_a$, firstly becomes more negative with the increase of $M_t$, and then goes back to $0$ when $M_t$ is larger than $0.6$. Similarly, differences among tracers and light particles appear also in the zero-crossing time of acceleration correlation. It is argued that all these phenomenons are intimately linked to the flow structures in compression regions, e.g. close to shocklets.

preprint2020arXiv

Maximum Likelihood Estimation of Stochastic Differential Equations with Random Effects Driven by Fractional Brownian Motion

Stochastic differential equations and stochastic dynamics are good models to describe stochastic phenomena in real world. In this paper, we study N independent stochastic processes Xi(t) with real entries and the processes are determined by the stochastic differential equations with drift term relying on some random effects. We obtain the Girsanov-type formula of the stochastic differential equation driven by Fractional Brownian Motion through kernel transformation. Under some assumptions of the random effect, we estimate the parameter estimators by the maximum likelihood estimation and give some numerical simulations for the discrete observations. Results show that for the different H, the parameter estimator is closer to the true value as the amount of data increases.

preprint2020arXiv

Stochastic Volterra integral equations with jumps and non-Lipschitz coefficients

Stochastic Volterra integral equations with jumps (SVIEs) have become very common and widely used in numerous branches of science, due to their connections with mathematical finance, biology, engineering and so on. In this paper, we apply the successive approximation method to investigate the existence and uniqueness of solutions to the SVIEs driven by Brownian motion and compensated Poisson random measure under non-Lipschitz condition.