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We develop a provably efficient importance sampling scheme that estimates exit probabilities of solutions to small-noise stochastic reaction-diffusion equations from scaled neighborhoods of a stable equilibrium. The moderate deviation…

Probability · Mathematics 2023-10-24 Ioannis Gasteratos , Michael Salins , Konstantinos Spiliopoulos

Hypoelliptic diffusion processes can be used to model a variety of phenomena in applications ranging from molecular dynamics to audio signal analysis. We study parameter estimation for such processes in situations where we observe some…

Methodology · Statistics 2007-10-30 Y. Pokern , A. M. Stuart , P. Wiberg

Industrial, metrological, and medical applications provide a strong technological pull for advanced nanoscale sensors exploiting the unique sensitivity of quantum coherent systems to their environments. Essential to the functionality of…

Quantum Physics · Physics 2018-02-07 V. M. Frey , S. Mavadia , L. M. Norris , W. de Ferranti , D. Lucarelli , L. Viola , M. J. Biercuk

The issue of determining not only an adequate dose but also a dosing frequency of a drug arises frequently in Phase II clinical trials. This results in the comparison of models which have some parameters in common. Planning such studies…

Methodology · Statistics 2017-11-16 Kirsten Schorning , Maria Konstantinou

We consider systems of slow--fast diffusions with small noise in the slow component. We construct provably logarithmic asymptotically optimal importance schemes for the estimation of rare events based on the moderate deviations principle.…

Probability · Mathematics 2020-01-07 Matthew R. Morse , Konstantinos Spiliopoulos

A class of algorithms for the solution of discrete material optimization problems in electromagnetic applications is discussed. The idea behind the algorithm is similar to that of the sequential programming. However, in each major iteration…

Optimization and Control · Mathematics 2017-07-14 Johannes Semmler , Lukas Pflug , Michael Stingl

We report on speeding up equilibrium recovery in the previously unexplored general case of the underdamped regime using an optically levitated particle. We accelerate the convergence towards equilibrium by an order of magnitude compared to…

Run-and-tumble particles constitute one of the simplest models of self-propelled active matter, and provide an ideal playground to the understanding of out-of-equilibrium systems. We consider an idealized setup where one such particle is…

Statistical Mechanics · Physics 2026-02-05 Marco Baldovin , Alessandro Manacorda

The paper is devoted to deriving necessary optimality conditions in a general optimal control problem for dynamical systems governed by controlled sweeping processes with hard-constrained control actions entering both polyhedral moving sets…

Optimization and Control · Mathematics 2021-03-17 Tan H. Cao , Giovanni Colombo , Boris S. Mordukhovich , Dao Nguyen

The optimal control of passive systems in equilibrium typically favours quasistatic (infinite-time) protocols. We show that a breakdown of quasistatic optimality occurs when the controller itself is dissipative. Concretely, we study a…

Statistical Mechanics · Physics 2026-05-08 Luca Cocconi , Henry Alston , Thibault Bertrand

We study nucleation dynamics of Ising model in a topology that consists of two coupled random networks, thereby mimicking the modular structure observed in real-world networks. By introducing a variant of a recently developed forward flux…

Statistical Mechanics · Physics 2015-05-27 Hanshuang Chen , Zhonghuai Hou

Usually, in a non-equilibrium setting, a current brings mass from the highest density regions to the lowest density ones. Although rare, the opposite phenomenon (known as "uphill diffusion") has also been observed in multicomponent systems,…

Statistical Mechanics · Physics 2018-03-28 Matteo Colangeli , Cristian Giardinà , Claudio Giberti , Cecilia Vernia

In this paper, we propose a sampling-based planning and optimal control method of nonlinear systems under non-differentiable constraints. Motivated by developing scalable planning algorithms, we consider the optimal motion plan to be a…

Systems and Control · Computer Science 2016-12-19 Jie Fu

A central endeavor of thermodynamics is the measurement of free energy changes. Regrettably, although we can measure the free energy of a system in thermodynamic equilibrium, typically all we can say about the free energy of a…

Statistical Mechanics · Physics 2012-04-10 David A. Sivak , Gavin E. Crooks

A new method is proposed to numerically extract the diffusivity of a (typically nonlinear) diffusion equation from underlying stochastic particle systems. The proposed strategy requires the system to be in local equilibrium and have…

Statistical Mechanics · Physics 2018-05-09 Peter Embacher , Nicolas Dirr , Johannes Zimmer , Celia Reina

The population annealing algorithm is a population-based equilibrium version of simulated annealing. It can sample thermodynamic systems with rough free-energy landscapes more efficiently than standard Markov chain Monte Carlo alone. A…

Statistical Mechanics · Physics 2024-01-17 Denis Gessert , Wolfhard Janke , Martin Weigel

Nonequilibrium statistical models of point vortex systems are constructed using an optimal closure method, and these models are employed to approximate the relaxation toward equilibrium of systems governed by the two-dimensional Euler…

Fluid Dynamics · Physics 2018-12-26 Jonathan Maack , Bruce Turkington

We present a procedure to accelerate the relaxation of an open quantum system towards its equilibrium state. The control protocol, termed Shortcut to Equilibration, is obtained by reverse-engineering the non-adiabatic master equation. This…

Quantum Physics · Physics 2021-03-11 Roie Dann , Ander Tobalina , Ronnie Kosloff

Sampling the collective, dynamical fluctuations that lead to nonequilibrium pattern formation requires probing rare regions of trajectory space. Recent approaches to this problem based on importance sampling, cloning, and spectral…

Statistical Mechanics · Physics 2022-02-14 Jiawei Yan , Hugo Touchette , Grant M. Rotskoff

For a small system like a colloidal particle or a single biomolecule embedded in a heat bath, the optimal protocol of an external control parameter minimizes the mean work required to drive the system from one given equilibrium state to…

Statistical Mechanics · Physics 2009-11-13 Tim Schmiedl , Udo Seifert
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