Related papers: Paths and stochastic order in open systems
In this paper we review and extend our earlier recent work on thermostated systems. A description of nano-biological systems by Markov chains in coordinate space in the strongly overdamped limit is presented. Characterization of the most…
In this technical communique we study the maximal robust positively invariant set for state-constrained continuous-time nonlinear systems subjected to a bounded disturbance. Extending results from the theory of barriers, we show that this…
We develop a necessary stochastic maximum principle for a finite-dimensional stochastic control problem in infinite horizon under a polynomial growth and joint monotonicity assumption on the coefficients. The second assumption generalizes…
This paper aims to study the relationship between the maximum principle and the dynamic programming principle for recursive optimal control problem of stochastic evolution equations, where the control domain is not necessarily convex and…
In this paper, we consider the stochastic optimal control problem for the interacting particle system. We obtain the stochastic maximum principle of the optimal control system by introducing a generalized backward stochastic differential…
There are rich emergent phase behaviors in non-equilibrium active systems. Flocking and clustering are two representative dynamic phases. The relationship between these two phases is still unclear. In the paper, we numerically investigate…
Systems whose organization displays causal asymmetry constraints, from evolutionary trees to river basins or transport networks, can be often described in terms of directed paths (causal flows) on a discrete state space. Such a set of paths…
The field of complex networks studies a wide variety of interacting systems by representing them as networks. To understand their properties and mutual relations, the randomisation of network connections is a commonly used tool. However,…
We investigate the maximum caliber variational principle as an inference algorithm used to predict dynamical properties of complex nonequilibrium, stationary, statistical systems in the presence of incomplete information. Specifically, we…
We consider particles that are conditioned to initial and final states. The trajectory of these particles is uniquely shaped by the intricate interplay of internal and external sources of randomness. The internal randomness is aptly…
Self-organization is the autonomous assembly of a network of interacting components into a stable, organized pattern. This article shows that the process of self-assembly can be encoded in terms of evolutionary entropy, a statistical…
*First-principles derivation of the entropy production in erectric static conduction. *The second-order (symmetric) density matrix contributes to the entropy production. *New schemes of steady states formulated using a relaxation-type von…
In this study, we consider an optimal control problem driven by a stochastic differential equation with state constraints. Here, the state constraints mean the constraints about the path of state. In order to show the maximum principe for…
To better understand the structure and function of complex systems, researchers often represent direct interactions between components in complex systems with networks, assuming that indirect influence between distant components can be…
We study the statistical underpinnings of life. We question some common assumptions about the thermodynamics of life and illustrate how, contrary to widespread belief, even in a closed system entropy growth can accompany an increase in…
The maximum entropy ansatz, as it is often invoked in the context of time-series analysis, suggests the selection of a power spectrum which is consistent with autocorrelation data and corresponds to a random process least predictable from…
The first-order relativistic fluid theories of dissipation proposed by Eckart and Landau-Lifshitz have been proved to be unstable. They admit solutions which start in proximity of equilibrium and depart exponentially from it. We show that…
Turbulence may appear as a complex process with a multitude of scales and flow patterns, but still obeys simple physical principles such as the conservation of momentum, of energy, and the maximum entropy principle. The latter states that…
Order can spontaneously emerge from seemingly noisy interactions between biological agents, like a flock of birds changing their direction of flight in unison, without a leader or an external cue. We are interested in the generic conditions…
Extinction appears ubiquitously in many fields, including chemical reactions, population biology, evolution, and epidemiology. Even though extinction as a random process is a rare event, its occurrence is observed in large finite…