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We formulate and study a general time-varying multi-agent system where players repeatedly compete under incomplete information. Our work is motivated by scenarios commonly observed in online advertising and retail marketplaces, where agents…

Computer Science and Game Theory · Computer Science 2025-05-27 Ludovico Crippa , Yonatan Gur , Bar Light

Several approximations are made to study the microcanonical formalism that are valid in the thermodynamics limit. Usually it is assumed that: 1)Stirling approximation can be used to evaluate the number of microstates; 2) the surface entropy…

General Physics · Physics 2015-10-07 E. N. Miranda , Dalia S. Bertoldi

The use of the isoconfigurational ensemble to explore structure-dynamic correlations in supercooled liquids is examined. The statistical error of the dynamic propensity and its spatial distribution are determined. The authors present the…

Statistical Mechanics · Physics 2011-09-08 Asaph Widmer-Cooper , Peter Harrowell

We present a new and improved method for simultaneous control of temperature and pressure in molecular dynamics simulations with periodic boundary conditions. The thermostat-barostat equations are build on our previously developed…

Statistical Mechanics · Physics 2014-11-20 Niels Grønbech-Jensen , Oded Farago

Recovering dynamical equations from observed noisy data is the central challenge of system identification. We develop a statistical mechanics approach to analyze sparse equation discovery algorithms, which typically balance data fit and…

Statistical Mechanics · Physics 2025-09-16 Andrei A. Klishin , Joseph Bakarji , J. Nathan Kutz , Krithika Manohar

Dynamical weather and climate prediction models underpin many studies of the Earth system and hold the promise of being able to make robust projections of future climate change based on physical laws. However, simulations from these models…

Atmospheric and Oceanic Physics · Physics 2019-09-04 Peter A. G. Watson

The fundamental lemma from behavioral systems theory yields a data-driven non-parametric system representation that has shown great potential for the data-efficient control of unknown linear and weakly nonlinear systems, even in the…

Systems and Control · Electrical Eng. & Systems 2024-09-26 Johannes Teutsch , Sebastian Ellmaier , Sebastian Kerz , Dirk Wollherr , Marion Leibold

Optimal control of stochastic nonlinear dynamical systems is a major challenge in the domain of robot learning. Given the intractability of the global control problem, state-of-the-art algorithms focus on approximate sequential optimization…

Machine Learning · Computer Science 2020-04-23 Joe Watson , Hany Abdulsamad , Jan Peters

In this letter we propose the use of physics techniques for entropy determination on constrained parameter optimization problems. The main feature of such techniques, the construction of an unbiased walk on energy space, suggests their use…

Statistical Mechanics · Physics 2009-11-07 A. R. Lima , M. Argollo de Menezes

We show how statistical thermodynamics can be formulated in situations in which thermodynamics applies, while equilibrium statistical mechanics does not. A typical case is, in the words of Landau and Lifshitz, that of partial (or…

Statistical Mechanics · Physics 2013-04-16 A. Carati , A. Maiocchi , L. Galgani

In this paper we deal with stochastic optimization problems where the data distributions change in response to the decision variables. Traditionally, the study of optimization problems with decision-dependent distributions has assumed…

Optimization and Control · Mathematics 2023-10-05 Zifan Wang , Changxin Liu , Thomas Parisini , Michael M. Zavlanos , Karl H. Johansson

During a spontaneous change, a macroscopic physical system will evolve towards a macro-state with more realizations. This observation is at the basis of the Statistical Mechanical version of the Second Law of Thermodynamics, and it provides…

Statistical Mechanics · Physics 2020-04-22 Mengjie Zu , Arunkumar Bupathy , Daan Frenkel , Srikanth Sastry

We study the nonequilibrium steady state realized in a general stochastic system attached to multiple heat baths and/or driven by an external force. Starting from the detailed fluctuation theorem we derive concise and suggestive expressions…

Statistical Mechanics · Physics 2009-11-13 Teruhisa S. Komatsu , Naoko Nakagawa

We introduce a stochastic model that describes the quasi-static dynamics of an electric transmission network under perturbations introduced by random load fluctuations, random removing of system components from service, random repair times…

Physics and Society · Physics 2007-05-23 Marian Anghel , Kenneth A. Werley , Adilson E. Motter

Adaptive physical and biological systems continually process fluctuating information from their environments. When the environment is nonstationary, inference itself becomes a nonequilibrium process with thermodynamic cost. We analyse a…

Statistical Mechanics · Physics 2026-03-23 Aditya Gupta

Stochastic thermodynamics allows us to define heat and work for microscopic systems far from thermodynamic equilibrium, based on observations of their stochastic dynamics. However, a complete account of the energetics necessitates that all…

Statistical Mechanics · Physics 2021-08-31 Jannik Ehrich

The properties of statistical ensembles with abelian charges close to the thermodynamic limit are discussed. The finite volume corrections to the probability distributions and particle density moments are calculated. Results are obtained…

High Energy Physics - Theory · Physics 2007-05-23 J. Cleymans , K. Redlich , L. Turko

Stochastic Spatio-Temporal processes are prevalent across domains ranging from modeling of plasma to the turbulence in fluids to the wave function of quantum systems. This letter studies a measure-theoretic description of such systems by…

Optimization and Control · Mathematics 2021-05-25 George I. Boutselis , Ethan N. Evans , Marcus A. Pereira , Evangelos A. Theodorou

In the real world, one almost never knows the parameters of a thermodynamic process to infinite precision. Reflecting this, here we investigate how to extend stochastic thermodynamics to systems with uncertain parameters, including…

Statistical Mechanics · Physics 2021-03-17 Jan Korbel , David H. Wolpert

The quasi-steady-state approximation (or stochastic averaging principle) is a useful tool in the study of multiscale stochastic systems, giving a practical method by which to reduce the number of degrees of freedom in a model. The method is…

Chemical Physics · Physics 2015-06-18 Maria Bruna , S. Jonathan Chapman , Matthew J. Smith
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