Related papers: Stochastic control in microscopic nonequilibrium s…
We present two related anytime algorithms for control of nonlinear systems when the processing resources available are time-varying. The basic idea is to calculate tentative control input sequences for as many time steps into the future as…
We study the convergence to equilibrium of an underdamped Langevin equation that is controlled by a linear feedback force. Specifically, we are interested in sampling the possibly multimodal invariant probability distribution of a Langevin…
A fundamental problem in modern thermodynamics is how a molecular-scale machine performs useful work, while operating away from thermal equilibrium without excessive dissipation. To this end, we derive a friction tensor that induces a…
Many real-world systems are characterized by stochastic dynamical rules where a complex network of interactions among individual elements probabilistically determines their state. Even with full knowledge of the network structure and of the…
This paper presents a method to approximately solve stochastic optimal control problems in which the cost function and the system dynamics are polynomial. For stochastic systems with polynomial dynamics, the moments of the state can be…
The accurate determination of transport coefficients in numerical simulations is becoming increasingly important in a wide range of applications. Here we consider the linear response in systems driven away from thermal equilibrium into a…
We characterize finite-time thermodynamic processes of multidimensional quadratic overdamped systems. Analytic expressions are provided for heat, work, and dissipation for any evolution of the system covariance matrix. The Bures-Wasserstein…
We analyze the dynamics of multi-agent collective behavior models and their control theoretical properties. We first derive a large population limit to parabolic diffusive equations. We also show that the non-local transport equations…
The study of density-dependent stochastic population processes is important from a historical perspective as well as from the perspective of a number of existing and emerging applications today. In more recent applications of these…
Parametric fluctuations or stochastic signals are introduced into the control pulse sequence to investigate the feasibility of random control over quantum open systems. In a large parameter error region, the out-of-order control pulses work…
Most natural systems operate far from equilibrium, displaying time-asymmetric, irreversible dynamics characterized by a positive entropy production while exchanging energy and matter with the environment. Although stochastic thermodynamics…
This paper analyzes stochastic networks consisting of a set of finite capacity sites where different classes of individuals move according to some routing policy. The associated Markov jump processes are analyzed under a thermodynamic limit…
The tendency for flows in microfluidic systems to behave linearly poses a challenge for designing integrated flow control schemes to carry out complex fluid processing tasks. This hindrance has led to the use of numerous external control…
This paper develops a unified methodology for probabilistic analysis and optimal control design for jump diffusion processes defined by polynomials. For such systems, the evolution of the moments of the state can be described via a system…
Using a thermodynamically consistent, mesoscopic model for modern complementary metal-oxide-semiconductor transistors, we study an array of logical circuits and explore how their function is constrained by recent thermodynamic uncertainty…
We consider nano-sized artificial or biological machines working in steady state enforced by imposing non-equilibrium concentrations of solutes or by applying external forces, torques or electric fields. For unicyclic and strongly coupled…
Diffusive motion in an externally driven potential is considered. It is shown that the distribution of work required to drive the system from an initial equilibrium state to another is Gaussian for slow but finite driving. Our result is…
We propose a thermodynamically consistent minimal model to study synchronization which is made of driven and interacting three-state units. This system exhibits at the mean-field level two bifurcations separating three dynamical phases: a…
The complete physical understanding of the optimization of the thermodynamic work still is an important open problem in stochastic thermodynamics. We address this issue using the Hamiltonian approach of linear response theory in finite time…
In this study, we consider an optimal control problem driven by a stochastic differential system with a stopping time terminal cost functional. We establish the stochastic maximum principle for this new kind of an optimal control problem by…