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In this paper, we develop a general theory for the estimation of the transition probabilities of reversible Markov chains using the maximum entropy principle. A broad range of physical models can be studied within this approach. We use…

Statistical Mechanics · Physics 2015-05-14 Erik Van der Straeten

In this paper, we study the distributionally robust joint chance constrained Markov decision process. {Utilizing the logarithmic transformation technique,} we derive its deterministic reformulation with bi-convex terms under the…

Optimization and Control · Mathematics 2024-01-03 Tian Xia , Jia Liu , Zhiping Chen

The complex dynamics of an increasing number of systems is attributed to the emergence of a rugged energy landscape with an exponential number of metastable states. To develop this picture into a predictive dynamical theory I discuss how to…

Disordered Systems and Neural Networks · Physics 2021-09-15 Tommaso Rizzo

The slow relaxation and aging of glassy systems can be modelled as a Markov process on a simplified rough energy landscape: energy minima where the system tends to get trapped are taken as nodes of a random network, and the dynamics are…

Disordered Systems and Neural Networks · Physics 2020-01-29 Riccardo Giuseppe Margiotta , Reimer Kühn , Peter Sollich

We propose a method for engineering spin dynamics in ensembles of integer-spin atoms confined within a high-finesse optical cavity. Our proposal uses cavity-assisted Raman transitions to engineer a Dicke model for integer-spin atoms, which,…

Quantum Physics · Physics 2017-12-14 Stuart J. Masson , M. D. Barrett , Scott Parkins

In this paper we introduce a general framework for casting fully dynamic transitive closure into the problem of reevaluating polynomials over matrices. With this technique, we improve the best known bounds for fully dynamic transitive…

Data Structures and Algorithms · Computer Science 2007-05-23 Camil Demetrescu , Giuseppe F. Italiano

We study inference and reconstruction of couplings in a partially observed kinetic Ising model. With hidden spins, calculating the likelihood of a sequence of observed spin configurations requires performing a trace over the configurations…

Disordered Systems and Neural Networks · Physics 2021-04-13 Benjamin Dunn , Yasser Roudi

When studying interacting systems, computing their statistical properties is a fundamental problem in various fields such as physics, applied mathematics, and machine learning. However, this task can be quite challenging due to the…

Statistical Mechanics · Physics 2023-05-04 Yijia Wang , Yuwen Ebony Zhang , Feng Pan , Pan Zhang

Dynamical Ising machines are based on continuous dynamical systems evolving from a generic initial state to a state strongly related to the ground state of the classical Ising model on a graph. Reaching the ground state is equivalent to…

Emerging Technologies · Computer Science 2024-12-06 Mikhail Erementchouk , Aditya Shukla , Pinaki Mazumder

We consider the long-ranged Ising spin-glass with random couplings decaying as a power-law of the distance, in the region of parameters where the spin-glass phase exists with a positive droplet exponent. For the Metropolis single-spin-flip…

Disordered Systems and Neural Networks · Physics 2014-08-22 Cecile Monthus

Switching dynamical systems provide a powerful, interpretable modeling framework for inference in time-series data in, e.g., the natural sciences or engineering applications. Since many areas, such as biology or discrete-event systems, are…

Machine Learning · Computer Science 2021-09-30 Lukas Köhs , Bastian Alt , Heinz Koeppl

This paper presents novel method for distribution-free robust trajectory optimization and control of discrete-time, nonlinear, and non-Gaussian stochastic systems, with closed-loop guarantees on chance constraint satisfaction. Our framework…

Systems and Control · Electrical Eng. & Systems 2026-03-10 Rihan Aaron D'Silva , Hiroyasu Tsukamoto

The goal of the paper is to analytically examine escape probabilities for dynamical systems driven by symmetric $\alpha$-stable L\'evy motions. Since escape probabilities are solutions of a type of integro-differential equations (i.e.,…

Probability · Mathematics 2014-02-18 Huijie Qiao , Jinqiao Duan

We propose a model of random walks on weighted graphs where the weights are interval valued, and connect it to reversible imprecise Markov chains. While the theory of imprecise Markov chains is now well established, this is a first attempt…

Optimization and Control · Mathematics 2016-09-20 Damjan Škulj

Solving short and long time dynamics of closed quantum many-body systems is one of the main challenges of both atomic and condensed matter physics. For locally interacting closed systems, the dynamics of local observables can always be…

Quantum Physics · Physics 2025-11-20 Nicolas Loizeau , Berislav Buča , Dries Sels

We present an algorithm for the simulation of the exact real-time dynamics of classical many-body systems with discrete energy levels. In the same spirit of kinetic Monte Carlo methods, a stochastic solution of the master equation is found,…

Statistical Mechanics · Physics 2016-07-20 Alejandro Mendoza-Coto , Rogelio Díaz-Méndez , Guido Pupillo

This article is concerned with stability analysis and stabilization of randomly switched nonlinear systems. These systems may be regarded as piecewise deterministic stochastic systems: the discrete switches are triggered by a stochastic…

Optimization and Control · Mathematics 2010-09-08 Debasish Chatterjee , Daniel Liberzon

We introduce simple conditions ensuring that invariant distributions of a Feller Markov chain on a compact Riemannian manifold are absolutely continuous with a lower semi-continuous, continuous or smooth density with respect to the…

Probability · Mathematics 2024-10-25 Michel Benaïm , Oliver Tough

Facilitated or kinetically constrained spin models (KCSM) are a class of interacting particle systems reversible w.r.t. to a simple product measure. Each dynamical variable (spin) is re-sampled from its equilibrium distribution only if the…

Probability · Mathematics 2012-10-04 Nicoletta Cancrini , Fabio Martinelli , Cyril Roberto , Cristina Toninelli

We establish and generalise several bounds for various random walk quantities including the mixing time and the maximum hitting time. Unlike previous analyses, our derivations are based on rather intuitive notions of local expansion…

Probability · Mathematics 2019-03-05 Thomas Sauerwald , Luca Zanetti
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