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This paper is devoted to studying the average optimality in continuous-time Markov decision processes with fairly general state and action spaces. The criterion to be maximized is expected average rewards. The transition rates of underlying…

Probability · Mathematics 2007-05-23 Xianping Guo , Ulrich Rieder

This work is devoted to the investigation of the most probable transition time between metastable states for stochastic dynamical systems. Such a system is modeled by a stochastic differential equation with non-vanishing Brownian noise, and…

Mathematical Physics · Physics 2021-08-11 Yuanfei Huang , Ying Chao , Wei Wei , Jinqiao Duan

We consider optimization of the average entropy production in inhomogeneous temperature environments within the framework of stochastic thermodynamics. For systems modeled by Langevin equations (e.g. a colloidal particle in a heat bath) it…

Statistical Mechanics · Physics 2013-03-14 Stefano Bo , Erik Aurell , Ralf Eichhorn , Antonio Celani

The considered optimal control problem of a stochastic power system, is to select the set of power supply vectors which infimizes the probability that the phase-angle differences of any power flow of the network, endangers the transient…

Optimization and Control · Mathematics 2024-01-31 Zhen Wang , Kaihua Xi , Aijie Cheng , Hai Xiang Lin , Jan H. van Schuppen

We study the motion of an overdamped colloidal particle in a time-dependent non-harmonic potential. We demonstrate the first law-like balance between applied work, exchanged heat, and internal energy on the level of a single trajectory. The…

Statistical Mechanics · Physics 2007-05-23 V. Blickle , T. Speck , L. Helden , U. Seifert , C. Bechinger

A recently proposed method for computer simulations in the isothermal-isobaric (NPT) ensemble, based on Langevin-type equations of motion for the particle coordinates and the ``piston'' degree of freedom, is re-derived by straightforward…

Soft Condensed Matter · Physics 2016-08-31 A. Kolb , B. Duenweg

How much free energy is irreversibly lost during a thermodynamic process? For deterministic protocols, lower bounds on energy dissipation arise from the thermodynamic friction associated with pushing a system out of equilibrium in finite…

Statistical Mechanics · Physics 2021-03-26 Samuel J. Bryant , Benjamin B. Machta

In this study, we theoretically analyzed a control protocol based on ``time-dependent resonance" in nearly adiabatic two-level quantum systems, demonstrating that it exhibits properties equivalent to adiabatic control. This protocol is…

Quantum Physics · Physics 2025-01-03 Takayuki Suzuki

We present a method for determining optimal modes of operation for autonomously oscillating systems with uncertain parameters. In a typical application of the method, a nonlinear dynamical system is optimized with respect to an economic…

Dynamical Systems · Mathematics 2013-08-20 Darya Kastsian , Martin Mönnigmann

Work fluctuation and total entropy production play crucial roles in small thermodynamic systems subject to large thermal fluctuations. We investigate a trade-off relation between them in a nonequilibrium situation in which a system starts…

Statistical Mechanics · Physics 2016-12-15 Ken Funo , Tomohiro Shitara , Masahito Ueda

In addition to the Riemannian metricization of the thermodynamic state space, local relaxation times offer a natural time scale, too. Generalizing existing proposals, we relate {\it thermodynamic} time scale to the standard kinetic…

Condensed Matter · Physics 2008-02-03 L. Diosi , K. Kulacsy , B. Lukacs , A. Rácz

Physical systems driven away from equilibrium by an external controller dissipate heat to the environment; the excess entropy production in the thermal reservoir can be interpreted as a "cost" to transform the system in a finite time. The…

Statistical Mechanics · Physics 2024-12-31 Jérémie Klinger , Grant M. Rotskoff

We investigate a stochastic heat engine based on an over-damped particle diffusing on the positive real axis in an externally driven time-periodic log-harmonic potential. The periodic driving is composed of two isothermal and two adiabatic…

Statistical Mechanics · Physics 2014-05-28 Viktor Holubec

In this article, we develop a Bayesian approach to estimate parameters from time traces that originate from an overdamped Brownian particle in a harmonic potential, or Ornstein-Uhlenbeck process (OU). We show that least-square fitting the…

Soft Condensed Matter · Physics 2020-01-08 Helmut H. Strey

We experimentally realize quasistatic adiabatic processes using a single optically-trapped micro- sphere immersed in water whose effective temperature is controlled by an external random electric field. A full energetic characterization of…

Statistical Mechanics · Physics 2015-06-03 Ignacio A. Martínez , Édgar Roldán , Luis Dinis , Dmitri Petrov , Raúl A. Rica

We demonstrate experimentally that, applying optimal protocols which drive the system between two equilibrium states characterized by a free energy difference $\Delta F$, we can maximize the probability of performing the transition between…

Statistical Mechanics · Physics 2024-08-20 Nicolas Barros , Sergio Ciliberto , Ludovic Bellon

Work can be extracted from a single heat bath if additional information is available. For the paradigmatic case of a Brownian particle in a harmonic potential, whose position has been measured with finite precision, we determine the optimal…

Statistical Mechanics · Physics 2011-03-24 D. Abreu , U. Seifert

When a system deviates from equilibrium, it is possible to manipulate and control it to drive it towards equilibrium within a finite time $t_f$, even reducing its natural relaxation time scale $\tau_{relax}$. Although numerous theoretical…

Statistical Mechanics · Physics 2024-02-26 Diego Rengifo , Gabriel Téllez

The energetic efficiency of an overdamped Brownian particle in a saw tooth potential in the presence of time asymmetric forcing is studied in the adiabatic limit. An error made in the earlier work on the same problem in literature is…

Statistical Mechanics · Physics 2007-05-23 Raishma Krishnan , Soumen Roy , A. M. Jayannavar

In this paper, we propose a unified stochastic optimal control framework that integrates time-optimal control problems with classical stochastic optimal control formulations. Unlike conventional deterministic time-optimal control models,…

Optimization and Control · Mathematics 2025-10-21 Shuzhen Yang