Related papers: Effective dynamics using conditional expectations

Efficient analysis and simulation of multiscale stochastic systems of chemical kinetics is an ongoing area for research, and is the source of many theoretical and computational challenges. In this paper, we present a significant improvement…

Thermal energy agitates all matter and its competition with ordering tendencies is one of the most fundamental organizing principles in the physical world. Thus, it is natural to enquire if an effective temperature could result when…

The description of activated relaxation of glassy systems in the multidimensional configurational space is a long-standing open problem. We develop a phenomenological description of the out-of-equilibrium dynamics of a model with a rough…

Starting from a coarse-grained map of a quantum many-body system, we construct the inverse map that assigns a microscopic state to a coarse-grained state based on the maximum entropy principle. Assuming unitary evolution in the microscopic…

Non-linear dynamical systems represent a compact, flexible, and robust tool for reactive motion generation. The effectiveness of dynamical systems relies on their ability to accurately represent stable motions. Several approaches have been…

Human activity patterns display a bursty dynamics, with interevent times following a heavy tailed distribution. This behavior has been recently shown to be rooted in the fact that humans assign their active tasks different priorities, a…

The unique properties of suspensions containing both active (self-propelling) and passive matter, arising from the nonequilibrium nature of these systems, have been widely studied (e.g., enhanced diffusion, phase separation, and directed…

We consider a stochastic optimal control problem in a market model with temporary and permanent price impact, which is related to an expected utility maximization problem under finite fuel constraint. We establish the initial condition…

Aiming to establish a rigorous link between macroscopic random motion (described e.g. by Langevin-type theories) and microscopic dynamics, we have undertaken a kinetic-theoretical study of the dynamics of a classical test-particle weakly…

The novel proposal to invoke the split of the Ricci scalar into bulk and boundary terms in the gravitational action, opens up a new avenue of investigation into stellar dynamics. The Lagrangian contains functional forms of the bulk term…

We study the formation of coherent structures in a system with long-range interactions where particles moving on a circle interact through a repulsive cosine potential. Non equilibrium structures are shown to correspond to statistical…

Equilibrium properties in statistical physics are obtained by computing averages with respect to Boltzmann-Gibbs measures, sampled in practice using ergodic dynamics such as the Langevin dynamics. Some quantities however cannot be computed…

A computational tool for coarse-graining nonlinear systems of ordinary differential equations in time is discussed. Three illustrative model examples are worked out that demonstrate the range of capability of the method. This includes the…

We introduce a definition of coarse-grained entropy that unifies measurement-based (observational entropy) and max-entropy-based (Jaynes) approaches to coarse-graining, by identifying physical constraints with information theoretic priors.…

Inspired by the need for effective stochastic models to describe the complex behavior of biological motor proteins that move on linear tracks exact results are derived for the velocity and dispersion of simple linear sequential models (or…

Many biological functions require the dynamics to be necessarily driven out-of-equilibrium. In contrast, in various contexts, a nonequilibrium dynamics at fast timescales can be described by an effective equilibrium dynamics at a slower…

Energy-Based Models (EBMs) have proven to be a highly effective approach for modelling densities on finite-dimensional spaces. Their ability to incorporate domain-specific choices and constraints into the structure of the model through…

We consider the problem of building a continuous stochastic model, i.e. a Langevin or Fokker-Planck equation, through a well-controlled coarse-graining procedure. Such a method usually involves the elimination of the fast degrees of freedom…

We develop an effective description of noise-induced oscillations based on deterministic phase dynamics. The phase equation is constructed to exhibit correct frequency and distribution density of noise-induced oscillations. In the simplest…

Learning for control in repeated tasks allows for well-designed experiments to gather the most useful data. We consider the setting in which we use a data-driven controller that does not have access to the true system dynamics. Rather, the…