Related papers: Heat release by controlled continuous-time Markov …
We extend the principles of information thermodynamics to study energy and information exchanges between coupled systems composed of one part undergoing a Markov jump process and another underdamped diffusion. We derive integral fluctuation…
Observing stochastic trajectories with rare transitions between states, practically undetectable on time scales accessible to experiments, makes it impossible to directly quantify the entropy production and thus infer whether and how far…
The objective of this work is to study continuous-time Markov decision processes on a general Borel state space with both impulsive and continuous controls for the infinite-time horizon discounted cost. The continuous-time controlled…
The purpose of this paper is to study optimal control of conditional McKean-Vlasov (mean-field) stochastic differential equations with jumps (conditional McKean-Vlasov jump diffusions, for short). To this end, we first prove a stochastic…
The finite state semi-Markov process is a generalization over the Markov chain in which the sojourn time distribution is any general distribution. In this article we provide a sufficient stochastic maximum principle for the optimal control…
We present the mathematical ingredients for an extension of the Third Law of Thermodynamics (Nernst heat postulate) to nonequilibrium processes. The central quantity is the excess heat which measures the quasistatic addition to the steady…
In this paper, we consider the problem of controlling a diffusion process pertaining to an opioid epidemic dynamical model with random perturbation so as to prevent it from leaving a given bounded open domain. Here, we assume that the…
Thermo-Kinetic relations bound thermodynamic quantities such as entropy production with statistics of dynamical observables. We introduce a Thermo-Kinetic Relation to bound the entropy production or the non-adiabatic (Hatano-Sasa, excess)…
A living non-Newtonian matter like the cell cortex and tissues are driven out-of-equilibrium at multiple spatial and temporal scales. The stochastic dynamics of a particle embedded in such a medium are non-Markovian, given by a generalized…
Biochemical signaling cascades transmit intracellular information while dissipating energy under nonequilibrium conditions. We model a cascade as a code string and apply information-entropy ideas to quantify an optimal transmission rate. A…
We propose a piecewise deterministic Markovian jump process in Hilbert space such that the covariance matrix of this stochastic process solves the thermodynamic quantum master equation. The proposed stochastic process is particularly simple…
Stochastic thermodynamics is the field of study relating fluctuations in stochastic systems to thermodynamic quantities. The total entropy production (EP), is central to the thermodynamic classification of systems. Non-equilibrium systems…
In this work we prove a Kramers' type law for the low-temperature behavior of the exit-times from a metastable state for a class of self-interacting nonlinear diffusion processes. Contrary to previous works, the interaction is not assumed…
In molecular dynamics, several algorithms have been designed over the past few years to accelerate the exit event from a metastable region of the configuration space. Some of them are based on the fact that the exit event from a metastable…
We compute statistical properties of the stochastic entropy production associated with the nonstationary transport of heat through a system coupled to a time dependent nonisothermal heat bath. We study the 1-d stochastic evolution of a…
In this paper we consider an energy storage optimization problem in finite time in a model with partial information that allows for a changing economic environment. The state process consists of the storage level controlled by the storage…
Starting at the mesoscopic level with a general formulation of stochastic thermodynamics in terms of Markov jump processes, we identify the scaling conditions that ensure the emergence of a (typically nonlinear) deterministic dynamics and…
We investigate the long time behavior of weakly dissipative semilinear Hamilton-Jacobi-Bellman (HJB) equations and the turnpike property for the corresponding stochastic control problems. To this aim, we develop a probabilistic approach…
In the absence of external driving, a system exposed to thermal fluctuations will relax to equilibrium. However, the constant input of work makes it possible to counteract this relaxation, and maintain the system in a nonequilibrium steady…
We consider the context of molecular motors modelled by a diffusion process driven by the gradient of a weakly periodic potential that depends on an internal degree of freedom. The switch of the internal state, that can freely be…