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Related papers: Learning force fields from stochastic trajectories

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The large deviations analysis of solutions to stochastic differential equations and related processes is often based on approximation. The construction and justification of the approximations can be onerous, especially in the case where the…

Probability · Mathematics 2008-08-28 Amarjit Budhiraja , Paul Dupuis , Vasileios Maroulas

Estimating entropy production in continuous systems that can only be observed with a limited resolution remains an open problem in stochastic thermodynamics. Extant estimators based on the measurement of waiting-time distributions require…

Statistical Mechanics · Physics 2026-03-06 Jonas H. Fritz , Udo Seifert

Statistical properties of Brownian motion that arise by analyzing, separately, trajectories over which the system energy increases (upside) or decreases (downside) with respect to a threshold energy level, are derived. This selective…

Statistical Mechanics · Physics 2019-08-02 Galen T. Craven , Abraham Nitzan

We define a characteristic energy density based on the measurement of the two first moments of the extrinsic injected power smoothed over time. Using the stationarity, we show that this definition characterizes an energy per degrees freedom…

Statistical Mechanics · Physics 2018-07-06 Sebastien Aumaitre , Antoine Naert

How to determine the vector of power supplies of a stochastic power system for the next short horizon, such that the probability is less than a prespecified value that any phase-angle difference of a power line of the power network exits…

Systems and Control · Electrical Eng. & Systems 2024-07-16 Zhen Wang , Kaihua Xi , Aijie Cheng , Hai Xiang Lin , Jan H. van Schuppen

Entropy production quantifies the breaking of time-reversal symmetry in non-equilibrium systems. Here, we develop a direct method to obtain closed, tractable expressions for entropy production in a broad class of dynamical density…

Statistical Mechanics · Physics 2026-02-03 Antonin Brossollet , Giulio Biroli

In active Brownian motion, an internal propulsion mechanism interacts with translational and rotational thermal noise and other internal fluctuations to produce directed motion. We derive the distribution of its extreme fluctuations and…

Statistical Mechanics · Physics 2016-05-04 Patrick Pietzonka , Kevin Kleinbeck , Udo Seifert

Understanding the statistical laws governing citation dynamics remains a fundamental challenge in network theory and the science of science. Citation networks typically exhibit in-degree distributions well approximated by log-normal…

Physics and Society · Physics 2025-10-14 Keisuke Okamura

We consider the overdamped motion of Brownian particles, interacting via particle exclusion, in an external potential that varies with time and space. We show that periodic potentials that maintain specific position-dependent phase…

Statistical Mechanics · Physics 2011-05-09 Debasish Chaudhuri , Abhishek Dhar

We study the large deviation behavior of a system of diffusing particles with a mean field interaction, described through a collection of stochastic differential equations, in which each particle is driven by a vanishing independent…

Probability · Mathematics 2021-08-10 Amarjit Budhiraja , Michael Conroy

Model-based controllers learned from data have the biases and noise of their training trajectories, making it important to know which trajectories help or hurt closed-loop performance. Influence functions, widely used in machine learning…

Systems and Control · Electrical Eng. & Systems 2026-03-24 Jiachen Li , Shihao Li , Soovadeep Bakshi , Jiamin Xu , Dongmei Chen

Complex dissipative systems appear across science and engineering, from polymers and active matter to learning algorithms. These systems operate far from equilibrium, where energy dissipation and time irreversibility govern their behavior…

Machine Learning · Computer Science 2025-11-26 Aiqing Zhu , Beatrice W. Soh , Grigorios A. Pavliotis , Qianxiao Li

We study fluctuations of entropy production for a charged Brownian particle confined in a harmonic trap and driven out of equilibrium by crossed electric and magnetic fields. The magnetic field is constant and perpendicular to the plane of…

Statistical Mechanics · Physics 2025-12-19 L. C. González-Morales , I. Pérez Castillo , J. I. Jiménez-Aquino

We investigate the impact of intermittent energy injections on a Brownian particle, modeled as stochastic renewals of its kinetic energy to a fixed value. Between renewals, the particle follows standard underdamped Langevin dynamics. For…

Statistical Mechanics · Physics 2025-06-11 Ion Santra , Kristian Stølevik Olsen

Entropy production is often interpreted as a proxy for microscopic disorder or environmental roughness in stochastic systems. We test this interpretation using controlled simulations of overdamped stochastic dynamics on curved surfaces in…

Statistical Mechanics · Physics 2026-02-23 Patrick Romanescu

We develop the stochastic approach to thermodynamics based on the stochastic dynamics, which can be discrete (master equation) continuous (Fokker-Planck equation), and on two assumptions concerning entropy. The first is the definition of…

Statistical Mechanics · Physics 2015-06-11 Tânia Tomé , Mário J. de Oliveira

A unified thermodynamic formalism describing the efficiency of learning is proposed. First, we derive an inequality, which is more strength than Clausius's inequality, revealing the lower bound of the entropy-production rate of a subsystem.…

Statistical Mechanics · Physics 2025-04-15 Shanhe Su , Ousi Pan , Shihao Xia , Jincan Chen , Chikako Uchiyama

We study the dynamics of fronts when both inertial effects and external fluctuations are taken into account. Stochastic fluctuations are introduced as multiplicative noise arising from a control parameter of the system. Contrary to the…

Statistical Mechanics · Physics 2009-10-31 Jose M. Sancho , Angel Sanchez

In communications, unknown variables are usually modelled as random variables, and concepts such as independence, entropy and information are defined in terms of the underlying probability distributions. In contrast, control theory often…

Systems and Control · Computer Science 2014-01-14 Girish N. Nair

This work is focussed on the inversion task of inferring the distribution over parameters of interest leading to multiple sets of observations. The potential to solve such distributional inversion problems is driven by increasing…

Machine Learning · Statistics 2026-05-06 Arnaud Vadeboncoeur , Mark Girolami , Andrew M. Stuart