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How systems transit between different stable states under external perturbation is an important practical issue. We discuss here how a recently-developed energy optimization method for identifying the minimal disturbance necessary to reach…

Pattern Formation and Solitons · Physics 2018-05-02 Daniel Lecoanet , Rich R. Kerswell

Based on the Fokker-Planck and the entropy balance equations we have studied the relaxation of a dissipative dynamical system driven by external Ornstein-Uhlenbeck noise processes in absence and presence of nonequilibrium constraint in…

Statistical Mechanics · Physics 2009-11-07 Bidhan Chandra Bag

Based on a Fokker-Planck description of external Ornstein-Uhlenbeck noise and cross-correlated noise processes driving a dynamical system we examine the interplay of the properties of noise processes and the dissipative characteristic of…

Statistical Mechanics · Physics 2009-11-07 Bidhan Chandra Bag , Suman Kumar Banik , Deb Shankar Ray

The Steepest Entropy Ascent approach is considered and applied to few-state systems. When the Hamiltonian of the system is time dependent, the principle of maximum entropy production can still be exploited; arguments to support this fact…

Quantum Physics · Physics 2018-07-10 Benedetto Militello

In this article, we investigate an interacting particle system featuring random intensities, individual noise, and environmental noise, commonly referred to as stochastic point vortex model. The model serves as an approximation for the…

Probability · Mathematics 2024-02-06 Yufei Shao , Xianliang Zhao

We consider a finite horizon linear discrete time varying system whose input is a random noise with an imprecisely known probability law. The statistical uncertainty is described by a nonnegative parameter a which constrains the anisotropy…

Systems and Control · Computer Science 2012-08-21 Eugene A. Maximov , Alexander P. Kurdyukov , Igor G. Vladimirov

We consider the problem of minimizing a generalized relative entropy, with respect to a reference diffusion law, over the set of path-measures with fully prescribed marginal distributions. When dealing with the actual relative entropy,…

Optimization and Control · Mathematics 2020-04-23 Julio Backhoff-Veraguas , Joaquín Fontbona

The Boltzmann distribution connects the energetics of an equilibrium system with its statistical properties, and it is desirable to have a similar principle for non-equilibrium systems. Here, we derive a variational principle for the…

Statistical Mechanics · Physics 2025-11-05 Atul Tanaji Mohite , Heiko Rieger

A simple model of charge transport is provided by a classical particle in a smooth random potential and a dissipative coupling to the environment in the form of Markovian noise and friction. The corresponding Non-Equilibrium Steady State…

Statistical Mechanics · Physics 2024-02-16 Anton Kapustin

We discuss the validity of close-to-equilibrium entropy production principles in the context of linear electrical circuits. Both the minimum and the maximum entropy production principle are understood within dynamical fluctuation theory.…

Statistical Mechanics · Physics 2015-05-14 Stijn Bruers , Christian Maes , Karel Netocny

A linearized Vlasov-Poisson system of equations is transformed into a Schr\"{o}dinger equation, which is used to demonstrate that the fluctuation theorem holds for the relative stochastic entropy, defined in terms of the probability density…

Plasma Physics · Physics 2025-08-11 Hideo Sugama

We study the long time behavior of isentropic compressible Euler equations with linear damping driven by a white-in-time noise, on a one-dimensional torus. We prove the existence of a statistically stationary solution in the class of weak…

Analysis of PDEs · Mathematics 2025-11-03 Jeffrey Kuan , Krutika Tawri , Konstantina Trivisa

We study a class of diffusion processes arising from random perturbations of conservative Hamiltonian systems. Under a set of abstract hypotheses -- including basic structural assumptions on the Hamiltonian, a weak Lyapunov structure, and a…

Probability · Mathematics 2025-09-03 Shimaa Elesaely , David P. Herzog , Kyle L. Liss

We study the least-energy way to reshape a probability distribution when motion is constrained to a horizontal bundle, that is, optimal transport and distribution steering in sub-Riemannian geometry, motivated by density control over…

Optimization and Control · Mathematics 2026-05-18 Daniel Owusu Adu , Karthik Elamvazhuthi , Bahman Gharesifard

This work is devoted to the investigation of the most probable transition time between metastable states for stochastic dynamical systems. Such a system is modeled by a stochastic differential equation with non-vanishing Brownian noise, and…

Mathematical Physics · Physics 2021-08-11 Yuanfei Huang , Ying Chao , Wei Wei , Jinqiao Duan

We give a proof of transient fluctuation relations for the entropy production (dissipation function) in nonequilibrium systems, which is valid for most time reversible dynamics. We then consider the conditions under which a transient…

Statistical Mechanics · Physics 2009-11-13 Debra J. Searles , Lamberto Rondoni , Denis J. Evans

Work fluctuation and total entropy production play crucial roles in small thermodynamic systems subject to large thermal fluctuations. We investigate a trade-off relation between them in a nonequilibrium situation in which a system starts…

Statistical Mechanics · Physics 2016-12-15 Ken Funo , Tomohiro Shitara , Masahito Ueda

We investigate different turnpike phenomena of generalized discrete-time stochastic linear-quadratic optimal control problems. Our analysis is based on a novel strict dissipativity notion for such problems, in which a stationary stochastic…

Optimization and Control · Mathematics 2025-05-29 Jonas Schießl , Ruchuan Ou , Timm Faulwasser , Michael Heinrich Baumann , Lars Grüne

We consider the problem of steering an initial probability density for the state vector of a linear system to a final one, in finite time, using minimum energy control. In the case where the dynamics correspond to an integrator ($\dot x(t)…

Optimization and Control · Mathematics 2015-02-05 Yongxin Chen , Tryphon Georgiou , Michele Pavon

Starting from the most general formulation of stochastic thermodynamics---i.e. a thermodynamically consistent nonautonomous stochastic dynamics describing systems in contact with several reservoirs---, we define a procedure to identify the…

Statistical Mechanics · Physics 2018-02-07 Riccardo Rao , Massimiliano Esposito