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The formalism of state estimation and hidden Markov models (HMMs) can simplify and clarify the discussion of stochastic thermodynamics in the presence of feedback and measurement errors. After reviewing the basic formalism, we use it to…

Statistical Mechanics · Physics 2015-11-13 John Bechhoefer

We here adapt an extended version of the adaptive cubic regularisation method with dynamic inexact Hessian information for nonconvex optimisation in [3] to the stochastic optimisation setting. While exact function evaluations are still…

Numerical Analysis · Mathematics 2020-09-15 Stefania Bellavia , Gianmarco Gurioli

We focus on nonlinear Function-on-Scalar regression, where the predictors are scalar variables, and the responses are functional data. Most existing studies approximate the hidden nonlinear relationships using linear combinations of basis…

Methodology · Statistics 2025-04-01 Kazunori Takeshita , Yoshikazu Terada

The elastic behavior of materials operating in the linear regime is constrained, by definition, to operations that are linear in the imposed deformation. Though the nonlinear regime holds promise for new functionality, the design in this…

Soft Condensed Matter · Physics 2020-12-15 Daniel Hexner

The entropy of a binary symmetric Hidden Markov Process is calculated as an expansion in the noise parameter epsilon. We map the problem onto a one-dimensional Ising model in a large field of random signs and calculate the expansion…

Information Theory · Computer Science 2009-11-11 O. Zuk , I. Kanter , E. Domany

Multiscale stochastic volatility models have been developed as an efficient way to capture the principle effects on derivative pricing and portfolio optimization of randomly varying volatility. The recent book Fouque, Papanicolaou, Sircar…

Computational Finance · Quantitative Finance 2015-09-17 Jean-Pierre Fouque , Matthew Lorig , Ronnie Sircar

Novel nonlinear damping control is proposed for the second-order systems. The proportional output feedback is combined with the damping term which is quadratic to the output derivative and inverse to the set-point distance. The global…

Systems and Control · Electrical Eng. & Systems 2020-11-30 Michael Ruderman

The non-exponential relaxation is shown to result from subordination by inverse tempered \alpha-stable processes. The main feature of tempered \alpha-stable processes is a finiteness of their moments, and the class of random processes…

Statistical Mechanics · Physics 2011-11-15 Aleksander Stanislavsky , Karina Weron

This paper focuses on observer based fault reconstruction for a class of nonlinear uncertain systems with Lipschitz nonlinearities. An adaptive-gain Super-Twisting (STW) observer is developed for observing the system states, where the…

Optimization and Control · Mathematics 2013-03-26 Jianxing Liu , Salah Laghrouche , Maxime Wack

We adapted a recently proposed framework to characterize the optical response of interacting electrons in solids in order to expedite its computation without compromise in accuracy at the microscopic level. Our formulation is based on…

Materials Science · Physics 2021-03-02 Emilia Ridolfi , Paolo E. Trevisanutto , Vitor M. Pereira

This work sets the exact equations for the quasiclassical response function and susceptibility of a Brownian particle immersed in a bath of quantum harmonic oscillators driving by nonlinear harmonic potentials. A delta force perturbation…

Quantum Physics · Physics 2020-12-09 Pedro J. Colmenares

Organic reaction prediction is a critical task in drug discovery. Recently, researchers have achieved non-autoregressive reaction prediction by modeling the redistribution of electrons, resulting in state-of-the-art top-1 accuracy, and…

Chemical Physics · Physics 2023-06-13 Ziqiao Meng , Peilin Zhao , Yang Yu , Irwin King

The buckling of hyperelastic incompressible cylindrical tubes of arbitrary length and thickness under compressive axial load is considered within the framework of nonlinear elasticity. Analytical and numerical methods for bifurcation are…

Exactly Solvable and Integrable Systems · Physics 2008-12-09 Alain Goriely , Rebecca Vandiver , Michel Destrade

A new formulation of Stochastic Model Predictive Output Feedback Control is presented and analyzed as a translation of Stochastic Optimal Output Feedback Control into a receding horizon setting. This requires lifting the design into a…

Optimization and Control · Mathematics 2020-05-01 Martin A Sehr , Robert R Bitmead

The shift in the backbone of the frequency--response curve and the `jump-down' observed at a critical frequency observed in nano-resonators are caused by their nonlinear mechanical response. The shift and jump-down point are therefore often…

Materials Science · Physics 2024-12-03 Safvan Palathingal , Dominic Vella

A new mathematical representation for nonlinear viscoelasticity is presented based on application of the Volterra series expansion to the general nonlinear relationship between shear stress and shear strain history. This theoretical and…

Soft Condensed Matter · Physics 2022-02-11 Kyle R. Lennon , Gareth H. McKinley , James W. Swan

We develop a class of multivariate ordered discrete response models featuring general rectangular structures, which allow for functionally interdependent thresholds across dimensions, extending beyond traditional (lattice) models that…

Econometrics · Economics 2025-11-06 Tatiana Komarova , William Matcham

It is well known that entropy production is a proxy to the detection of non-equilibrium, i.e. of the absence of detailed balance; however, due to the global character of this quantity, its knowledge does not allow to identify spatial…

Statistical Mechanics · Physics 2021-09-01 Camilla Sarra , Marco Baldovin , Angelo Vulpiani

We develop a continuum theory of linear viscoelastic response in oriented monodomain nematic elastomers. The expression for dissipation function is analogous to the Leslie-Ericksen version of anisotropic nematic viscosity; we propose the…

Soft Condensed Matter · Physics 2009-11-07 E. M. Terentjev , M. Warner

A relativistic fluid in 3+1 dimensions with a global $U(1)$ symmetry admits nine independent static susceptibilities at the second order in the hydrodynamic derivative expansion, which capture the response of the fluid in thermal…

High Energy Physics - Theory · Physics 2021-08-26 Sebastian Grieninger , Ashish Shukla