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Small nonequilibrium systems in contact with a heat bath can be analyzed with the framework of stochastic thermodynamics. In such systems, fluctuations, which are not negligible, follow universal relations such as the fluctuation theorem.…

Statistical Mechanics · Physics 2018-10-29 Andre C Barato , Raphael Chetrite , Alessandra Faggionato , Davide Gabrielli

This paper establishes limit theorems for a class of stochastic hybrid systems (continuous deterministic dynamic coupled with jump Markov processes) in the fluid limit (small jumps at high frequency), thus extending known results for jump…

Probability · Mathematics 2010-01-15 K. Pakdaman , M. Thieullen , G. Wainrib

Policy-Relevant Treatment Effects (PRTEs) are generally not point-identified under standard Instrumental Variable (IV) assumptions when the instrument generates limited support in treatment propensity. We show that PRTE partial…

Methodology · Statistics 2026-04-28 Jiyuan Tan , Jose Blanchet , Vasilis Syrgkanis

We derive a universal bound on the large-deviation functions of particle currents in coherent conductors. This bound depends only on the mean value of the relevant current and the total rate of entropy production required to maintain a…

Statistical Mechanics · Physics 2025-10-24 Kay Brandner , Keiji Saito

We address the reachability problem for continuous-time stochastic dynamic systems. Our objective is to present a unified framework that characterizes the reachable set of a dynamic system in the presence of both stochastic disturbances and…

Systems and Control · Electrical Eng. & Systems 2024-09-04 Saber Jafarpour , Zishun Liu , Yongxin Chen

Time periodic perturbations of an electron system on a ring are examined. For small frequencies periodic small amplitude perturbations give rise to side band currents which in leading order are inversely proportional to the frequency. These…

Mesoscale and Nanoscale Physics · Physics 2009-11-10 M. Moskalets , M. Buttiker

This work is concerned with the intricate interplay between node or pore pressures and connection or throat conductivities in flow or pore networks. A setting similar to pore networks is given by fracture networks. Recently, a non-local…

Fluid Dynamics · Physics 2019-07-30 Daniel W. Meyer , Artur Gomolinski

The advent of renewable energy has huge implications for the design and control of power grids. Due to increasing supply-side uncertainty, traditional reliability constraints such as strict bounds on current, voltage and temperature in a…

Optimization and Control · Mathematics 2019-05-24 Tommaso Nesti , Jayakrishnan Nair , Bert Zwart

We study a system of drift-diffusion PDEs for a potentially infinite number of incompressible phases, subject to a joint pointwise volume constraint. Our analysis is based on the interpretation as a collection of coupled Wasserstein…

Analysis of PDEs · Mathematics 2024-11-22 Clément Cancès , Daniel Matthes , Ismael Medina , Bernhard Schmitzer

We provide a rigorous justification of various kinetic regimes exhibited by the nonlinear Schr\"{o}dinger equation with an additive stochastic forcing and a viscous dissipation. The importance of such damped-driven models stems from their…

Analysis of PDEs · Mathematics 2026-02-19 Ricardo Grande , Zaher Hani

Probabilistic sampling-based algorithms, such as the probabilistic roadmap (PRM) and the rapidly-exploring random tree (RRT) algorithms, represent one of the most successful approaches to robotic motion planning, due to their strong…

Robotics · Computer Science 2016-05-04 Lucas Janson , Brian Ichter , Marco Pavone

Thermodynamic uncertainty relations (TURs) bound the dissipation in non-equilibrium systems from below by fluctuations of an observed current. Contrasting the elaborate techniques employed in existing proofs, we here prove TURs directly…

Statistical Mechanics · Physics 2023-02-27 Cai Dieball , Aljaž Godec

We present a stochastic optimal control problem for a tree network. The dynamics of the network are governed by transport equations with a special emphasis on the non-linear damping function. Demand profiles at the network sinks are…

Optimization and Control · Mathematics 2022-02-11 Simone Göttlich , Thomas Schillinger

Deep Reinforcement Learning (DRL) has become a popular method for solving control problems in power systems. Conventional DRL encourages the agent to explore various policies encoded in a neural network (NN) with the goal of maximizing the…

Systems and Control · Electrical Eng. & Systems 2024-10-28 Tong Wu , Anna Scaglione , Daniel Arnold

The Fluctuation Theorem describes the probability ratio of observing trajectories that satisfy or violate the second law of thermodynamics. It has been proved in a number of different ways for thermostatted deterministic nonequilibrium…

Statistical Mechanics · Physics 2009-10-31 Debra J. Searles , Denis J. Evans

We investigate different turnpike phenomena of generalized discrete-time stochastic linear-quadratic optimal control problems. Our analysis is based on a novel strict dissipativity notion for such problems, in which a stationary stochastic…

Optimization and Control · Mathematics 2025-05-29 Jonas Schießl , Ruchuan Ou , Timm Faulwasser , Michael Heinrich Baumann , Lars Grüne

We explore the limit of stochastic differential equations driven by some random processes satisfying singularly perturbed second order stochastic differential equations. The main tool we employ is the universal limit theorem in rough path…

Probability · Mathematics 2026-04-08 Qingming Zhao , Xueru Liu , Wei Wang

In nonequilibrium steady states of Markov jump processes, we derive exact Fluctuation-Response Relations (FRRs) that express the covariance between any pair of currents in terms of static responses in a notably simple form, thus…

Statistical Mechanics · Physics 2025-04-17 Timur Aslyamov , Krzysztof Ptaszyński , Massimiliano Esposito

Non-adiabatic charge pumping through a single-level quantum dot with periodically modulated parameters is studied theoretically. By means of a quantum-master-equation approach the full counting statistics of the system is obtained. We find…

Mesoscale and Nanoscale Physics · Physics 2016-04-22 Alexander Croy , Ulf Saalmann

Contraction theory is an analytical tool to study differential dynamics of a non-autonomous (i.e., time-varying) nonlinear system under a contraction metric defined with a uniformly positive definite matrix, the existence of which results…

Machine Learning · Computer Science 2026-03-18 Hiroyasu Tsukamoto , Soon-Jo Chung , Jean-Jacques E. Slotine