Related papers: Effective interactions and large deviations in sto…
We study the formation of coherent structures in a system with long-range interactions where particles moving on a circle interact through a repulsive cosine potential. Non equilibrium structures are shown to correspond to statistical…
The aim of this paper is to address optimality of stochastic control strategies via dynamic programming subject to total variation distance ambiguity on the conditional distribution of the controlled process. We formulate the stochastic…
Optimal control of interacting particles governed by stochastic evolution equations in Hilbert spaces is an open area of research. Such systems naturally arise in formulations where each particle is modeled by stochastic partial…
We discuss research done in two important areas of nonequilibrium statistical mechanics: fluctuation dissipation relations and dynamical fluctuations. In equilibrium systems the fluctuation-dissipation theorem gives a simple relation…
How stochastic, microscopic events generate deterministic, macroscopic properties is a fundamental question in physics. We address this question by developing a quantum master equation model for concentrated radical solutions, where random…
A basic result of large deviations theory is Sanov's theorem, which states that the sequence of empirical measures of independent and identically distributed samples satisfies the large deviation principle with rate function given by…
We obtain large and moderate deviation estimates, as well as concentration inequalities, for a class of nonuniformly expanding maps with stretched exponential decay of correlations. In the large deviation regime, we also exhibit examples…
Noise plays a fundamental role in a wide variety of physical and biological dynamical systems. It can arise from an external forcing or due to random dynamics internal to the system. It is well established that even weak noise can result in…
We study a stochastic two-species chemical reaction system with two mechanisms. One mechanism consists of chemical interactions which govern the overall drift of species amounts in the system; the other mechanism consists of resampling,…
This book covers a wide range of problems involving the applications of stochastic processes, stochastic calculus, large deviation theory, group representation theory and quantum statistics to diverse fields in dynamical systems,…
Phase transitions and critical phenomena are among the most intriguing phenomena in nature and their renormalization-group theory is one of the greatest achievements of theoretical physics. However, the predictions of the theory above an…
This special issue collects contributions from the participants of the "Information in Dynamical Systems and Complex Systems" workshop, which cover a wide range of important problems and new approaches that lie in the intersection of…
Self-interacting jump processes (SIJPs) describe systems with non-Markovian stochastic dynamics in which transition rates depend on empirical observables of the process, which gives rise to long-range memory and feedback. We derive the…
A stochastic model of excitatory and inhibitory interactions which bears universality traits is introduced and studied. The endogenous component of noise, stemming from finite size corrections, drives robust inter-nodes correlations, that…
This paper studies the optimal output-feedback control of a linear time-invariant system where a stochastic event-based scheduler triggers the communication between the sensor and the controller. The primary goal of the use of this type of…
Pontryagin type maximum principle and Bellman's dynamic programming principle serve as two of the most important tools in solving optimal control problems. There is a huge literature on the study of relationship between them. The main…
Optimal control of large particle systems with collective dynamics by few agents is a subject of high practical importance (e.g. in evacuation dynamics), but still limited mathematical basis. In particular the transition from discrete…
We discuss a method to solve models with long-range interactions in the microcanonical and canonical ensemble. The method closely follows the one introduced by Ellis, Physica D 133, 106 (1999), which uses large deviation techniques. We show…
We introduce a variational algorithm to estimate the likelihood of a rare event within a nonequilibrium molecular dynamics simulation through the evaluation of an optimal control force. Optimization of a control force within a chosen basis…
We introduce a simple model to describe the interplay between specific and non-specific interactions. We study the influence of various physical factors on the static and dynamic properties of the specific interactions of our model and show…