Related papers: Path integral methods for the dynamics of stochast…
We present a path integral formalism to compute potentials for nonequilibrium steady states, reached by a multiplicative stochastic dynamics. We develop a weak-noise expansion, which allows the explicit evaluation of the potential in…
How can we learn the laws underlying the dynamics of stochastic systems when their trajectories are sampled sparsely in time? Existing methods either require temporally resolved high-frequency observations, or rely on geometric arguments…
We use the cavity method to study parallel dynamics of disordered Ising models on a graph. In particular, we derive a set of recursive equations in single site probabilities of paths propagating along the edges of the graph. These equations…
In car-following models, the driver reacts according to his physical and psychological abilities which may change over time. However, most car-following models are deterministic and do not capture the stochastic nature of human perception.…
This work presents an integrated framework of: vehicle dynamics models, with a particular attention to instabilities and traffic waves; vehicle energy models, with particular attention to accurate energy values for strongly unsteady driving…
The path integral approach offers not only an exact expression for the non- equilibrium dynamics of dissipative quantum systems, but is also a convenient starting point for perturbative treatments. An alternative way to explore the…
Stochastic Optimal Control (SOC) problems arise in systems influenced by uncertainty, such as autonomous robots or financial models. Traditional methods like dynamic programming are often intractable for high-dimensional, nonlinear systems…
The theory of slow manifolds is an important tool in the study of deterministic dynamical systems, giving a practical method by which to reduce the number of relevant degrees of freedom in a model, thereby often resulting in a considerable…
We present an approach to the dynamics of interacting particle systems, which allows to derive path integral formulas from purely stochastic considerations. We show that the resulting field theory is a dual version of the standard theory of…
We continue the approach in Part I \cite{duchong19} to study stationary states of controlled differential equations driven by rough paths, using the framework of random dynamical systems and random attractors. Part II deals with driving…
In the path integral formulation of the partition function of quantum spin models, most current treatments employ the so-called static approximation to simplify the process of summing over all possible paths. Although sufficient for…
In the realm of complex systems, dynamics is often modeled in terms of a non-linear, stochastic, ordinary differential equation (SDE) with either an additive or a multiplicative Gaussian white noise. In addition to a well-established…
We address the role of noise and the issue of efficient computation in stochastic optimal control problems. We consider a class of non-linear control problems that can be formulated as a path integral and where the noise plays the role of…
Using a path integral approach, we derive an analytical solution of a nonlinear and singular Langevin equation, which has been introduced previously by P.-G. de Gennes as a simple phenomenological model for the stick-slip motion of a solid…
Periodic orbit theory allows calculations of long time properties of chaotic systems from traces, dynamical zeta functions and spectral determinants of deterministic evolution operators, which are in turn evaluated in terms of periodic…
We study the dynamics of a dilute spherical model with two body interactions and random exchanges. We analyze the Langevin equations and we introduce a functional variational method to study generic dilute disordered models. A crossover…
In this work, we apply the Martin-Siggia-Rose path integral formalism to the equations of a thin elastic plate. Using a diagrammatic technique, we obtain the direct interaction approximation (DIA) equations to describe the evolutions of the…
These lecture notes can be read in two ways. The first two Sections contain a review of the phenomenology of several physical systems with slow nonequilibrium dynamics. In the Conclusions we summarize the scenario derived from the solution…
Recently path integral methods have been developed for stochastic optimal control for a wide class of models with non-linear dynamics in continuous space-time. Path integral methods find the control that minimizes the expected cost-to-go.…
Extreme events occur across the natural, engineering, and socioeconomic sciences, where rare but high-impact episodes can lead to disproportionate consequences that pose major challenges for prediction and risk management. Existing studies…