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The stochastic differential equations for a model of dissipative particle dynamics with both total energy and total momentum conservation in the particle-particle interactions are presented. The corresponding Fokker-Planck equation for the…

Statistical Mechanics · Physics 2009-10-30 J. Bonet Avalos , A. D. Mackie

Shortcuts to adiabaticity let a system reach the results of a slow adiabatic process in a shorter time. We propose to quantify the "energy cost" of the shortcut by the energy consumption of the system enlarged by including the control…

This work presents new parallelizable numerical schemes for the integration of Dissipative Particle Dynamics with Energy conservation (DPDE). So far, no numerical scheme introduced in the literature is able to correctly preserve the energy…

Computational Physics · Physics 2016-02-17 A. -A. Homman , J. -B. Maillet , J. Roussel , G. Stoltz

We theoretically study the dynamical phase diagram of the Dicke model in both classical and quantum limits using large, experimentally relevant system sizes. Our analysis elucidates that the model features dynamical critical points that are…

Quantum Physics · Physics 2021-06-09 R. J. Lewis-Swan , S. R. Muleady , D. Barberena , J. J. Bollinger , A. M. Rey

A system responding to a stochastic driving signal can be interpreted as computing, by means of its dynamics, an implicit model of the environmental variables. The system's state retains information about past environmental fluctuations,…

Statistical Mechanics · Physics 2012-10-09 Susanne Still , David A. Sivak , Anthony J. Bell , Gavin E. Crooks

The notion of dissipative dynamical systems provides a formal description of processes that cannot generate energy internally. For these systems, changes in energy can only occur due to an external energy supply or dissipation effects.…

Numerical Analysis · Mathematics 2026-02-18 Attila Karsai , Philipp Schulze

While the transition to electric vehicles (EVs) is essential for decarbonizing the transportation system, the production and distribution of EVs entail substantial carbon costs. To ensure these emissions are accurately accounted for and…

Optimization and Control · Mathematics 2024-09-11 Tareq Alsaleh , Bilal Farooq

We develop a continuous-time model of incentives for carbon emissive firms to exit the market based on a compensation payment identical to all firms. In our model, firms enjoy profits from production modeled as a simple geometric Brownian…

General Economics · Economics 2025-05-08 René Aïd , Xiangying Pang , Xiaolu Tan

In this work, we consider the optimal portfolio selection problem under hard constraints on trading volume amounts when the dynamics of the risky asset returns are governed by a discrete-time approximation of the Markov-modulated geometric…

Portfolio Management · Quantitative Finance 2014-10-07 Vladimir Dombrovskii , Tatyana Obyedko

Predictive business process monitoring methods exploit historical process execution logs to generate predictions about running instances (called cases) of a business process, such as the prediction of the outcome, next activity or remaining…

Artificial Intelligence · Computer Science 2018-05-14 Ilya Verenich , Marlon Dumas , Marcello La Rosa , Fabrizio Maggi , Irene Teinemaa

Kinetic exchange models have been successful in explaining the shape of the income/wealth distribution in the economies. However, such models usually make some ad-hoc assumptions when it comes to determining the savings factor. Here, we…

Trading and Market Microstructure · Quantitative Finance 2010-06-28 Anindya S. Chakrabarti

The metabolic state of a cell, comprising fluxes, metabolite concentrations and enzyme levels, is shaped by a compromise between metabolic benefit and enzyme cost. This hypothesis and its consequences can be studied by computational models…

Molecular Networks · Quantitative Biology 2022-10-05 Wolfram Liebermeister

Circular Dyson Brownian motion describes the Brownian dynamics of particles on a circle (periodic boundary conditions), interacting through a logarithmic, long-range two-body potential. Within the log-gas picture of random matrix theory, it…

Statistical Mechanics · Physics 2024-06-11 Wouter Buijsman

Renewable energy brings huge uncertainties to the power system, which challenges the traditional power system operation with limited flexible resources. One promising solution is to introduce dynamic pricing to more consumers, which, if…

Systems and Control · Electrical Eng. & Systems 2019-11-19 Jiaman Wu , Zhiqi Wang , Yang Yu , Chenye Wu

We study the optimal control of discrete time mean filed dynamical systems under partial observations. We express the global law of the filtered process as a controlled system with its own dynamics. Following a dynamic programming approach,…

Optimization and Control · Mathematics 2023-03-13 Jeremy Chichportich , Idris Kharroubi

We propose and study a system whose dynamics are governed by predictions of its future states. General formalism and concrete examples are presented. We find that the dynamical characteristics depend on both how to shape predictions as well…

Other Condensed Matter · Physics 2007-05-23 Toru Ohira

As energy systems transform to rely on renewable energy and electrification, they encounter stronger year-to-year variability in energy supply and demand. However, most infrastructure planning is based on a single weather year, resulting in…

Physics and Society · Physics 2025-10-30 Ebbe Kyhl Gøtske , Gorm Bruun Andresen , Fabian Neumann , Marta Victoria

In this paper, we consider the problem of optimizing the worst-case behavior of a partially observed system. All uncontrolled disturbances are modeled as finite-valued uncertain variables. Using the theory of cost distributions, we present…

Optimization and Control · Mathematics 2023-02-21 Aditya Dave , Nishanth Venkatesh , Andreas A. Malikopoulos

We study the Proportional Response dynamic in exchange economies, where each player starts with some amount of money and a good. Every day, the players bring one unit of their good and submit bids on goods they like, each good gets…

Computer Science and Game Theory · Computer Science 2023-09-13 Simina Brânzei , Nikhil R. Devanur , Yuval Rabani

The interrelationship between energy and probability conservation is explored from the point of view of statistical physics and non-relativistic quantum mechanics. The simultaneous validity of the law of conservation of energy and the…

General Physics · Physics 2023-05-08 Victor Atanasov
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