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We consider a network of identical piecewise smooth systems that synchronizes on the manifold given by a periodic orbit of a single agent. We explicitly characterize the fundamental matrix solution of the network along the synchronous…

Dynamical Systems · Mathematics 2021-11-09 L. Dieci , C. Elia

We introduce an alternative way to derive the generalized form of the master equation recently presented by J. P. Pekola et al. [Phys. Rev. Lett. 105, 030401 (2010)] for an adiabatically steered two-level quantum system interacting with a…

Quantum Physics · Physics 2011-12-22 J. Salmilehto , P. Solinas , J. Ankerhold , M. Möttönen

We develop a discrete-time version of the blended dynamics theorem for the use of designing distributed computation algorithms. The blended dynamics theorem enables to predict the behavior of heterogeneous multi-agent systems. Therefore,…

Systems and Control · Electrical Eng. & Systems 2023-12-01 Jeong Woo Kim , Jin Gyu Lee , Donggil Lee , Hyungbo Shim

We study discrete-time predictable forward processes when trading times do not coincide with performance evaluation times in a binomial tree model for the financial market. The key step in the construction of these processes is to solve a…

Mathematical Finance · Quantitative Finance 2023-12-05 Gechun Liang , Moris S. Strub , Yuwei Wang

Speed limit for classical stochastic Markov processes with discrete states is studied. We find that a trade-off inequality exists between the speed of the state transformation and the entropy production. The dynamical activity determines…

Statistical Mechanics · Physics 2018-08-22 Naoto Shiraishi , Ken Funo , Keiji Saito

How should statistical procedures be designed so as to be scalable computationally to the massive datasets that are increasingly the norm? When coupled with the requirement that an answer to an inferential question be delivered within a…

Machine Learning · Statistics 2013-10-01 Michael I. Jordan

The chemical dynamics scene is the most important application of computer simulation. We show that electrons jump between potential holes of different depths (new molecular orbits, hybrid atomic orbits with different energies) under the…

Quantum Physics · Physics 2023-10-17 Chen Ran , Yuri Ozhigov

We consider several multiscale-in-time kinetic Monte Carlo models, in which some variables evolve on a fast time scale, while the others evolve on a slow time scale. In the first two models we consider, a particle evolves in a…

Probability · Mathematics 2015-06-12 Salma Lahbabi , Frederic Legoll

In this article we discuss some of the consequences of the mixed membership perspective on time series analysis. In its most abstract form, a mixed membership model aims to associate an individual entity with some set of attributes based on…

Methodology · Statistics 2013-09-16 Emily B. Fox , Michael I. Jordan

Stability landscapes are useful for understanding the properties of dynamical systems. These landscapes can be calculated from the system's dynamical equations using the physical concept of scalar potential. Unfortunately, for most…

Quantitative Methods · Quantitative Biology 2020-04-24 Pablo Rodríguez-Sánchez , Egbert H. van Nes , Marten Scheffer

Optimization problems have been the subject of statistical physics approximations. A specially relevant and general scenario is provided by optimization methods considering tradeoffs between cost and efficiency, where optimal solutions…

Statistical Mechanics · Physics 2015-09-16 Luís F. Seoane , Ricard V. Solé

Developing a thermodynamic theory of computation is a challenging task at the interface of non-equilibrium thermodynamics and computer science. In particular, this task requires dealing with difficulties such as stochastic halting times,…

Statistical Mechanics · Physics 2024-05-14 Gonzalo Manzano , Gülce Kardeş , Édgar Roldán , David Wolpert

Applying the method of moments to the chemical master equation (CME) appearing in stochastic chemical kinetics often leads to the so-called closure problem. Recently, several authors showed that this problem can be partially overcome using…

Probability · Mathematics 2018-08-24 Garrett R. Dowdy , Paul I. Barton

Recently we have presented a hidden variable model of measurements for a qubit where the hidden variable state space dimension is one-half the quantum state manifold dimension. The absence of a short memory (Markov) dynamics is the price…

Quantum Physics · Physics 2011-03-23 Alberto Montina

Markov Decision Processes (MDPs), the mathematical framework underlying most algorithms in Reinforcement Learning (RL), are often used in a way that wrongfully assumes that the state of an agent's environment does not change during action…

Machine Learning · Computer Science 2019-12-13 Simon Ramstedt , Christopher Pal

Nonlinear differential equations rarely admit closed-form solutions, thus requiring numerical time-stepping algorithms to approximate solutions. Further, many systems characterized by multiscale physics exhibit dynamics over a vast range of…

Machine Learning · Computer Science 2020-08-26 Yuying Liu , J. Nathan Kutz , Steven L. Brunton

Many-to-many matching with contracts is studied in the framework of revealed preferences. All preferences are described by choice functions that satisfy natural conditions. Under a no-externality assumption individual preferences can be…

Computer Science and Game Theory · Computer Science 2020-03-05 Daniel Lehmann

Markov Decision Processes (MDPs) have been used to formulate many decision-making problems in science and engineering. The objective is to synthesize the best decision (action selection) policies to maximize expected rewards (or minimize…

Optimization and Control · Mathematics 2015-07-07 Mahmoud El Chamie , Behcet Acikmese

Experts in different domains rely increasingly on simulation models of complex processes to reach insights, make decisions, and plan future projects. These models are often used to study possible trade-offs, as experts try to optimise…

Human-Computer Interaction · Computer Science 2019-02-06 Nadia Boukhelifa , Anastasia Bezerianos , Ioan Cristian Trelea , Nathalie Mejean Perrot , Evelyne Lutton

Partial differential equations with discrete (concentrated) state-dependent delays in the space of continuous functions are investigated. In general, the corresponding initial value problem is not well posed, so we find an additional…

Analysis of PDEs · Mathematics 2014-12-16 Alexander V. Rezounenko
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