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There is growing interest in platform trials that allow for adding of new treatment arms as the trial progresses as well as being able to stop treatments part way through the trial for either lack of benefit/futility or for superiority. In…

Methodology · Statistics 2021-12-14 Peter Greenstreet , Thomas Jaki , Alun Bedding , Chris Harbron , Pavel Mozgunov

For systems in an externally controllable time-dependent potential, the optimal protocol minimizes the mean work spent in a finite-time transition between two given equilibrium states. For overdamped dynamics which ignores inertia effects,…

Statistical Mechanics · Physics 2008-07-23 Alex Gomez-Marin , Tim Schmiedl , Udo Seifert

We introduce a path sampling method for obtaining statistical properties of an arbitrary stochastic dynamics. The method works by decomposing a trajectory in time, estimating the probability of satisfying a progress constraint, modifying…

Statistical Mechanics · Physics 2015-06-04 Nicholas Guttenberg , Aaron R. Dinner , Jonathan Weare

Consider N Brownian bridges B_i:[-N,N] -> R, B_i(-N) = B_i(N) = 0, 1 <= i <= N, conditioned not to intersect. The edge-scaling limit of this system is obtained by taking a limit as N -> infinity of these curves scaled around (0,2^{1/2} N)…

Probability · Mathematics 2015-03-19 Ivan Corwin , Alan Hammond

We present some new results on sample path optimality for the ergodic control problem of a class of non-degenerate diffusions controlled through the drift. The hypothesis most often used in the literature to ensure the existence of an a.s.…

Optimization and Control · Mathematics 2019-03-20 Ari Arapostathis

We study the maximum of a Brownian motion with a parabolic drift; this is a random variable that often occurs as a limit of the maximum of discrete processes whose expectations have a maximum at an interior point. We give series expansions…

Probability · Mathematics 2010-02-03 Svante Janson , Guy Louchard , Anders Martin-Löf

Considering the paradigmatic driven Brownian motion, we perform extensive numerical analysis on the performance of optimal linear-response processes far from equilibrium. We focus on the overdamped regime where exact optimal processes are…

Statistical Mechanics · Physics 2022-12-28 Lucas P. Kamizaki , Marcus V. S. Bonança , Sérgio R. muniz

We propose an approach to compute the boundary crossing probabilities for a class of diffusion processes which can be expressed as piecewise monotone (not necessarily one-to-one) functionals of a standard Brownian motion. This class…

Probability · Mathematics 2007-05-23 Liqun Wang , Klaus Pötzelberger

We make the case for studying the complexity of approximately simulating (sampling) quantum systems for reasons beyond that of quantum computational supremacy, such as diagnosing phase transitions. We consider the sampling complexity as a…

Quantum Physics · Physics 2018-08-07 Abhinav Deshpande , Bill Fefferman , Minh C. Tran , Michael Foss-Feig , Alexey V. Gorshkov

Brownian ratchet has emerged as a promising tool for understanding motion mechanism of molecules and proteins, and dynamically manipulating particles in non-equilibrium thermodynamics state. Here, we propose and experimentally demonstrate a…

Optics · Physics 2021-06-02 Xionggui Tang , Yanhua Xu

Our model consists of a Brownian particle $X$ moving in $\mathbb{R}$, where a Poissonian field of moving traps is present. Each trap is a ball with constant radius, centered at a trap point, and each trap point moves under a Brownian motion…

Probability · Mathematics 2017-09-25 Mehmet Öz

We solve optimal stopping problems for an oscillating Brownian motion, i.e. a diffusion with positive piecewise constant volatility changing at the point $x=0$. Let $\sigma_1$ and $\sigma_2$ denote the volatilities on the negative and…

Probability · Mathematics 2019-03-06 Ernesto Mordecki , Paavo Salminen

This paper studies a two-stage model of experimentation, where the researcher first samples representative units from an eligible pool, then assigns each sampled unit to treatment or control. To implement balanced sampling and assignment,…

Econometrics · Economics 2023-08-22 Max Cytrynbaum

The problem of simultaneously testing the marginal distributions of sequentially monitored, independent data streams is considered. The decisions for the various testing problems can be made at different times, using data from all streams,…

Methodology · Statistics 2023-04-21 Yiming Xing , Georgios Fellouris

At high temperature, the overlap of two particles chosen independently according to the Gibbs measure of the branching Brownian motion converges to zero as time goes to infinity. We investigate the precise decay rate of the probability to…

Probability · Mathematics 2026-03-03 Louis Chataignier , Michel Pain

This paper considers the problem of partially observed optimal control for forward stochastic systems which are driven by Brownian motions and an independent Poisson random measure with a feature that the cost functional is of mean-field…

Probability · Mathematics 2014-03-19 Yaozhong Hu , David Nualart , Qing Zhou

Controlling the evolution of nonequilibrium systems to minimize dissipated heat or work is a key goal for designing nanodevices, both in nanotechnology and biology. Progress in computing optimal protocols has thus far been limited to either…

Computational Physics · Physics 2022-01-04 Megan C. Engel , Jamie A. Smith , Michael P. Brenner

We study the problem of when a Brownian motion in the unit ball has a positive probability of avoiding a countable collection of spherical obstacles. We give a necessary and sufficient integral condition for such a collection to be…

Classical Analysis and ODEs · Mathematics 2009-06-19 Julie O'Donovan

We study the problem of optimal control for mean-field stochastic partial differential equations (stochastic evolution equations) driven by a Brownian motion and an independent Poisson random measure, in the case of \textit{partial…

Optimization and Control · Mathematics 2017-04-12 Roxana Dumitrescu , Bernt Øksendal , Agnès Sulem

Fractional Brownian motion is a self-affine, non-Markovian and translationally invariant generalization of Brownian motion, depending on the Hurst exponent $H$. Here we investigate fractional Brownian motion where both the starting and the…

Statistical Mechanics · Physics 2016-11-09 Mathieu Delorme , Kay Jörg Wiese