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We introduce a model for a periodically driven electron pump that sequentially interact with an arbitrary number of heat and particle reservoirs. Exact expressions for the thermodynamic fluxes, such as entropy production and particle flows…

Statistical Mechanics · Physics 2021-09-03 Pedro E. Harunari , Carlos E. Fiore , Karel Proesmans

Chance-constrained optimization has emerged as a promising framework for managing uncertainties in power systems. This work advances its application to the DC Optimal Power Flow (DC-OPF) model, developing a novel approach to uncertainty…

Systems and Control · Electrical Eng. & Systems 2026-03-18 Tianyang Yi , D. Adrian Maldonado , Anirudh Subramanyam

We derive a universal bound on generalized currents in Langevin systems in terms of the mean-square fluctuations of the current and the total entropy production. This bound generalizes a relation previously found by Barato et al. to…

Statistical Mechanics · Physics 2018-06-29 Andreas Dechant , Shin-ichi Sasa

We demonstrate supersymmetry in the counting statistics of stochastic particle currents and use it to derive exact nonperturbative relations for the statistics of currents induced by arbitrarily fast time-dependent protocols.

Statistical Mechanics · Physics 2011-07-26 Nikolai A. Sinitsyn , Alexei Akimov , Vladimir Y. Chernyak

We present a heavy traffic analysis for a single server queue with renewal arrivals and generally distributed i.i.d. service times, in which the server employs the Shortest Remaining Processing Time (SRPT) policy. Under typical heavy…

Probability · Mathematics 2012-10-04 H. Christian Gromoll , Łukasz Kruk , Amber L. Puha

We develop a central limit theorem (CLT) for a non-parametric estimator of the transition matrices in controlled Markov chains (CMCs) with finite state-action spaces. Our results establish precise conditions on the logging policy under…

Statistics Theory · Mathematics 2026-03-26 Ziwei Su , Imon Banerjee , Diego Klabjan

We investigate how the underlying graph of a network supports a flow between a source node and a destination node and propose to compute the expected number of nodes and links that contribute to transferring items in random graphs. Since…

Mathematical Physics · Physics 2026-03-04 Zhihao Qiu , Xinhan Liu , Rogier Noldus , Piet Van Mieghem

This paper concerns the application of techniques from optimal transport (OT) to mean field control, in which the probability measures of interest in OT correspond to empirical distributions associated with a large collection of controlled…

Optimization and Control · Mathematics 2025-06-23 Thomas Le Corre , Ana Busic , Sean Meyn

We conjecture that the current fluctuations in one-dimensional driven transport systems obey an upper bound determined by the mean current and the driving force. This inequality originates from repulsive interactions between transporting…

Statistical Mechanics · Physics 2025-10-13 Jiayin Gu , Fan Zhang

In this paper we present new (stochastic) passivity properties for Direct Current (DC) power networks, where the unknown and unpredictable load demand is modelled by a stochastic process. More precisely, the considered power network…

Optimization and Control · Mathematics 2020-10-27 Amirreza Silani , Michele Cucuzzella , Jacquelien M. A. Scherpen , Mohammad Javad Yazdanpanah

The fluctuation-dissipation theorem is a central result in statistical mechanics and is usually formulated for systems described by diffusion processes. In this paper, we propose a generalization for a wider class of stochastic processes,…

Statistical Mechanics · Physics 2018-09-20 Alberto Montefusco , Mark A. Peletier , Hans Christian Öttinger

This paper introduce the notion of output contraction that expands the contraction notion to the time-varying nonlinear systems with output. It pertains to the systems' property that any pair of outputs from the system converge to each…

Systems and Control · Electrical Eng. & Systems 2023-12-12 Hao Yin , Bayu Jayawardhana , Stephan Trenn

The counting statistics of electron transport is theoretically studied in a system with two capacitively coupled parallel transport channels. Each channel is composed of a quantum dot connected by tunneling to two reservoirs. The…

Mesoscale and Nanoscale Physics · Physics 2015-05-28 Gregory Bulnes Cuetara , Massimiliano Esposito , Pierre Gaspard

Synthetic nanoscale complexes capable of mechanical movement are often studied theoretically using discrete-state models that involve instantaneous transitions between metastable states. A number of general results have been derived within…

Statistical Mechanics · Physics 2012-12-21 Dibyendu Mandal , Christopher Jarzynski

In this work we consider a flow network for which the goal is to solve a practical optimal regulation problem in the presence of input saturation. Based on Lyapunov arguments we propose distributed controllers which guarantee global…

Optimization and Control · Mathematics 2016-06-28 Tjardo Scholten , Claudio De Persis , Pietro Tesi

We investigate the incremental stability properties of It\^o stochastic dynamical systems. Specifically, we derive a stochastic version of nonlinear contraction theory that provides a bound on the mean square distance between any two…

Optimization and Control · Mathematics 2011-11-09 Q. -C. Pham , N. Tabareau , J. -J. Slotine

Thermodynamic uncertainty relations (TURs) express a fundamental tradeoff between the precision (inverse scaled variance) of any thermodynamic current by functionals of the average entropy production. Relying on purely variational…

Statistical Mechanics · Physics 2022-11-28 Kyle J. Ray , Alexander B. Boyd , Giacomo Guarnieri , James P. Crutchfield

This paper introduces the {\it particle swarm filter} (not to be confused with particle swarm optimization): a recursive and embarrassingly parallel algorithm that targets an approximation to the sequence of posterior predictive…

Methodology · Statistics 2021-02-16 Taylor R. Brown

Fluctuation theorems impose constraints on the probability of observing negative entropy production in small systems driven out of equilibrium. The range of validity of fluctuation theorems has been extensively tested for transitions…

Statistical Mechanics · Physics 2015-04-21 Léo Granger , Jumna Mehlis , Édgar Roldán , Sergio Ciliberto , Holger Kantz

We establish a generalized work theorem for stochastic chemical reaction networks (CRNs). By using a compensated Poisson jump process, we identify a martingale structure in a generalized entropy defined relative to an auxiliary backward…

Statistical Mechanics · Physics 2026-01-21 Xiangting Li , Tom Chou