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In this paper, we present large deviation theory that characterizes the exponential estimate for rare events of stochastic dynamical systems in the limit of weak noise. We aim to consider next-to-leading-order approximation for more…

Machine Learning · Statistics 2023-06-21 Yang Li , Shenglan Yuan , Linghongzhi Lu , Xianbin Liu

In this paper we develop the large deviations principle and a rigorous mathematical framework for asymptotically efficient importance sampling schemes for general, fully dependent systems of stochastic differential equations of slow and…

Probability · Mathematics 2013-01-29 Konstantinos Spiliopoulos

We consider a generic Hamiltonian system of nonlinear interacting waves with 3-wave interactions. In the kinetic regime of wave turbulence, which assumes weak nonlinearity and large system size, the relevant observable associated with the…

Statistical Mechanics · Physics 2022-09-07 Jules Guioth , Freddy Bouchet , Gregory L. Eyink

We formulate the large deviations for a class of two scale chemical kinetic processes motivated from biological applications. The result is successfully applied to treat a genetic switching model with positive feedbacks. The corresponding…

Probability · Mathematics 2016-04-05 Tiejun Li , Feng Lin

We study a large deviation principle for a system of stochastic reaction--diffusion equations (SRDEs) with a separation of fast and slow components and small noise in the slow component. The derivation of the large deviation principle is…

Probability · Mathematics 2019-05-02 Wenqing Hu , Michael Salins , Konstantinos Spiliopoulos

Since gene regulatory systems contain sometimes only a small number of molecules, these systems are not described well by macroscopic rate equations; a master equation approach is needed for such cases. We develop an approximation scheme…

Biological Physics · Physics 2015-05-20 Jun Ohkubo

With the maturation of differentiable physics, its role in various downstream applications: such as model predictive control, robotic design optimization, and neural PDE solvers, has become increasingly important. However, the derivative…

Robotics · Computer Science 2025-09-26 Xiaohan Ye , Kui Wu , Zherong Pan , Taku Komura

Several types of stochastic equations are important in thermodynamics, chemistry, evolutionary biology, population dynamics and quantitative social science. For systems with pair interactions four different types of equations are derived,…

Statistical Mechanics · Physics 2009-10-31 Dirk Helbing

The large-scale dynamics of a two-fluid system with a time dependent interaction is studied analytically and numerically. We show how a rapid transition can significantly suppress the large-scale curvature perturbation and present…

Astrophysics · Physics 2009-11-11 T. Multamaki , J. Sainio , I. Vilja

Recent research has provided a wealth of evidence highlighting the pivotal role of high-order interdependencies in supporting the information-processing capabilities of distributed complex systems. These findings may suggest that high-order…

Adaptation and Self-Organizing Systems · Physics 2023-05-24 Patricio Orio , Pedro A. M. Mediano , Fernando E. Rosas

The issue of retarded long-range resonant interactions between two molecules with oscillating dipole moments is reinvestigated within the framework of classical electrodynamics. By taking advantage of a theorem in complex analysis, we…

Biological Physics · Physics 2012-01-26 Jordane Preto , Marco Pettini

Robots that physically interact with their surroundings, in order to accomplish some tasks or assist humans in their activities, require to exploit contact forces in a safe and proficient manner. Impedance control is considered as a…

Robotics · Computer Science 2023-09-27 Fares J. Abu-Dakka , Matteo Saveriano

We revisit and extend the physical interpretation recently given to a certain identity between large--deviations rate--functions (as well as applications of this identity to Information Theory), as an instance of thermal equilibrium between…

Information Theory · Computer Science 2009-08-26 Neri Merhav

We obtain the rate function for the level 2.5 of large deviations for pure jump and diffusion processes. This result is proved by two methods: tilting, for which a tilted process with an appropriate typical behavior is considered, and a…

Statistical Mechanics · Physics 2015-08-04 Andre C. Barato , Raphael Chetrite

We study systems of interacting reinforced stochastic processes, where agents' decisions evolve under reinforcement, network-mediated interactions, and environmental influences. In competitive environments with irreducible networks, we…

Probability · Mathematics 2025-09-18 Michele Aleandri , Paolo Dai Pra , Ida Germana Minelli

The work relates to a new way for analysis of one-dimensional stochastic systems, based on consideration of its higher order difference structure. From this point of view, the deterministic and random processes are analyzed. A new numerical…

Chaotic Dynamics · Physics 2016-09-08 A. Yu. Shahverdian , A. V. Apkarian

Reaction-diffusion systems offer a powerful framework for understanding self-organized patterns in biological systems, yet controlling these patterns remains a significant challenge. As a consequence, we present a rigorous framework of…

Optimization and Control · Mathematics 2026-04-13 Mohamed Amine Ouchdiri , Hamza Faquir , Saad Benjelloun , Mohamed Adlene Maghenem , Irene Otero-Muras , Adnane Saoud

The goal of this paper is to solve a class of stochastic optimal control problems numerically, in which the state process is governed by an It\^o type stochastic differential equation with control process entering both in the drift and the…

Optimization and Control · Mathematics 2020-06-05 Richard Archibald , Feng Bao , Jiongmin Yong , Tao Zhou

Correlations and other collective phenomena in a schematic model of heterogeneous binary agents (individual spin-glass samples) are considered on the complete graph and also on 2d and 3d regular lattices. The system's stochastic dynamics is…

Disordered Systems and Neural Networks · Physics 2014-02-25 Imre Kondor , István Csabai , Gábor Papp , Enys Mones , Gábor Czimbalmos , Máté Csaba Sándor

The process of fluctuations of trajectory observables of stochastic systems is related to processes with independent increments from the risk theory. The first-passage times of variables of the thermodynamics of trajectories, in particular,…

Statistical Mechanics · Physics 2025-06-17 V. V. Ryazanov