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The Giardin\`a-Kurchan-Peliti algorithm is a numerical procedure that uses population dynamics in order to calculate large deviation functions associated to the distribution of time-averaged observables. To study the numerical errors of…

Statistical Mechanics · Physics 2017-05-11 Takahiro Nemoto , Esteban Guevara Hidalgo , Vivien Lecomte

In these notes we present a pedagogical account of the population dynamics methods recently introduced to simulate large deviation functions of dynamical observables in and out of equilibrium. After a brief introduction on large deviation…

Statistical Mechanics · Physics 2009-02-23 J. Tailleur , V. Lecomte

We present an algorithm to evaluate the large deviation functions associated to history-dependent observables. Instead of relying on a time discretisation procedure to approximate the dynamics, we provide a direct continuous-time algorithm,…

Statistical Mechanics · Physics 2007-12-03 Vivien Lecomte , Julien Tailleur

Population dynamics provides a numerical tool allowing for the study of rare events by means of simulating a large number of copies of the system, supplemented with a selection rule that favours the rare trajectories of interest. The…

Statistical Mechanics · Physics 2018-06-07 Esteban Guevara Hidalgo

We propose a computational method for large deviation statistics of time-averaged quantities in general Markov processes. In our proposed method, we repeat a response measurement against external forces, where the forces are determined by…

Statistical Mechanics · Physics 2014-03-12 Takahiro Nemoto , Shin-ichi Sasa

We consider time-continuous Markovian discrete-state dynamics on random networks of interacting agents and study the large population limit. The dynamics are projected onto low-dimensional collective variables given by the shares of each…

Probability · Mathematics 2026-03-19 Marvin Lücke , Jobst Heitzig , Péter Koltai , Nora Molkenthin , Stefanie Winkelmann

The large deviation principle on phase space is proved for a class of Markov processes known as random population dynamics with catastrophes. In the paper we study the process which corresponds to the random population dynamics with linear…

Probability · Mathematics 2019-11-18 A. Logachov , O. Logachova , A. Yambartsev

We present a straightforward and efficient way to control unstable robotic systems using an estimated dynamics model. Specifically, we show how to exploit the differentiability of Gaussian Processes to create a state-dependent linearized…

Robotics · Computer Science 2021-08-03 Ivan D. Jimenez Rodriguez , Ugo Rosolia , Aaron D. Ames , Yisong Yue

Feedback control synthesis for large-scale particle systems is reviewed in the framework of model predictive control (MPC). The high-dimensional character of collective dynamics hampers the performance of traditional MPC algorithms based on…

Optimization and Control · Mathematics 2024-02-27 Giacomo Albi , Sara Bicego , Michael Herty , Yuyang Huang , Dante Kalise , Chiara Segala

The modeling and simulation of dynamical systems is a necessary step for many control approaches. Using classical, parameter-based techniques for modeling of modern systems, e.g., soft robotics or human-robot interaction, is often…

Systems and Control · Electrical Eng. & Systems 2021-12-01 Thomas Beckers , Sandra Hirche

One of the main tasks in the study of financial and economic processes is forecasting and analysis of the dynamics of these processes. Within this task lie important research questions including how to determine the qualitative properties…

Chaotic Dynamics · Physics 2021-02-03 Tatyana A. Alexeeva , William A. Barnett , Nikolay V. Kuznetsov , Timur N. Mokaev

In this article, a stochastic individual-based model describing Darwinian evolution of asexual, phenotypic trait-structured population, is studied. We consider a large population with constant population size characterised by a resampling…

Probability · Mathematics 2024-07-09 Nicolas Champagnat , Vincent Hass

We study the coupled dynamics of two populations of random replicators by means of statistical mechanics methods, and focus on the effects of relative population size, strategy correlations and heterogeneities in the respective co-operation…

Populations and Evolution · Quantitative Biology 2007-11-02 Tobias Galla

We investigate the large population dynamics of a family of stochastic particle systems with three-state cyclic individual behaviour and parameter-dependent transition rates. On short time scales, the dynamics turns out to be approximated…

Probability · Mathematics 2022-05-10 Julien Barré , Bastien Fernandez , Grégoire Panel

In uncertainty quantification, a stochastic modelling is often applied, where parameters are substituted by random variables. We investigate linear dynamical systems of ordinary differential equations with a quantity of interest as output.…

Numerical Analysis · Mathematics 2019-09-23 Roland Pulch , Akil Narayan

We explore a class of hybrid (piecewise deterministic) systems characterized by a large number of individuals inhabiting an environment whose state is described by a set of continuous variables. We use analytical and numerical methods from…

Statistical Mechanics · Physics 2012-09-10 John Realpe-Gomez , Tobias Galla , Alan J. McKane

In this paper, we analyze the use of the Ornstein-Uhlenbeck process to model dynamical systems subjected to bounded noisy perturbations. In order to discuss the main characteristics of this new approach we consider some basic models in…

Dynamical Systems · Mathematics 2024-01-17 Tomás Caraballo , Renato Colucci , Javier López-de-la-Cruz , Alain Rapaport

We present a stochastic model of population dynamics exploiting cross-sectional data in trend analysis and forecasts for groups and cohorts of a population. While sharing the convenient features of classic Markov models, it alleviates the…

Applications · Statistics 2017-06-20 Agnieszka Werpachowska , Roman Werpachowski

We consider continuous time Markovian processes where populations of individual agents interact stochastically according to kinetic rules. Despite the increasing prominence of such models in fields ranging from biology to smart cities,…

Machine Learning · Statistics 2016-05-16 Anastasis Georgoulas , Jane Hillston , Guido Sanguinetti

We address the control of the dynamics of both population and coherence phase in an open two-level quantum system employing a single external control field. The system dynamics is described by a Markovian master equation that takes into…

Quantum Physics · Physics 2026-01-14 Gustavo Fernandes da Costa , Emanuel Fernandes de Lima
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