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We study the optimal transport between two probability measures on the real line, where the transport plans are laws of one-step martingales. A quasi-sure formulation of the dual problem is introduced and shown to yield a complete duality…

Probability · Mathematics 2016-06-14 Mathias Beiglböck , Marcel Nutz , Nizar Touzi

Following Barany et al., who proved that large random lattice zonotopes converge to a deterministic shape in any dimension after rescaling, we establish a central limit theorem for finite-dimensional marginals of the boundary of the…

Probability · Mathematics 2023-04-03 Théophile Buffière , Philippe Marchal

We consider a generalized processing system having several queues, where the available service rate combinations are fluctuating over time due to reliability and availability variations. The objective is to allocate the available resources,…

Networking and Internet Architecture · Computer Science 2011-05-04 Kevin Ross , Nicholas Bambos , George Michailidis

We continue the investigation, started in [J. Stat. Phys. 166, 926-1015 (2017)], of a network of harmonic oscillators driven out of thermal equilibrium by heat reservoirs. We study the statistics of the fluctuations of the heat fluxes…

Mathematical Physics · Physics 2020-08-07 Mondher Damak , Mayssa Hammami , Claude-Alain Pillet

We use a method of Luczak (arXiv:1212.3231) to investigate the equilibrium distribution of a dynamic routing model on a network. In this model, there are $n$ nodes, each pair joined by a link of capacity $C$. For each pair of nodes, calls…

Probability · Mathematics 2013-06-24 Graham Brightwell , Malwina Luczak

We have derived the closed system of averaged MHD-equations for general oscillating flows, which are purely oscillating in the main approximation. We have used the mathematical approach which combines the two-timing method and the notion of…

Fluid Dynamics · Physics 2011-09-16 Vladimir A. Vladimirov

Queueing networks are notoriously difficult to analyze sans both Markovian and stationarity assumptions. Much of the theoretical contribution towards performance analysis of time-inhomogeneous single class queueing networks has focused on…

Probability · Mathematics 2017-08-22 Harsha Honnappa , Rahul Jain

We have developed a steady state theory of complex transport networks used to model the flow of commodity, information, viruses, opinions, or traffic. Our approach is based on the use of the Markov chains defined on the graph…

Physics and Society · Physics 2009-11-13 D. Volchenkov , Ph. Blanchard

We consider the routing flow shop problem with two machines on an asymmetric network. For this problem we discuss properties of an optimal schedule and present a polynomial time algorithm assuming the number of nodes of the network to be…

Discrete Mathematics · Computer Science 2020-05-14 Ilya Chernykh , Alexander Kononov , Sergey Sevastyanov

We study local features, and provide a topological insight into the global structure of the probability density distribution and of the pattern of the optimal paths for large rare fluctuations away from a stable state. In contrast to…

Condensed Matter · Physics 2009-10-22 Mark I. Dykman , Mark M. Millonas , Vadim N. Smelyanskiy

The majority of coastal flows are characterized by turbulence, rendering the application of shallow water equations an inadequate approach for their accurate description. This paper presents a theory for characterizing accelerated coastal…

Fluid Dynamics · Physics 2024-09-19 Arno Roland Ndengna Ngatcha

In various situations where wave transport is preeminent, like in wireless communication, a strong established transmission is present in a complex scattering environment. We develop a novel approach to describe emerging fluctuations, which…

Mesoscale and Nanoscale Physics · Physics 2020-10-08 Dmitry V. Savin , Martin Richter , Ulrich Kuhl , Olivier Legrand , Fabrice Mortessagne

We consider the problem of minimizing the supplied energy of infinite-dimensional linear port-Hamiltonian systems and prove that optimal trajectories exhibit the turnpike phenomenon towards certain subspaces induced by the dissipation of…

Optimization and Control · Mathematics 2021-05-11 Friedrich Philipp , Manuel Schaller , Timm Faulwasser , Bernhard Maschke , Karl Worthmann

We apply a large-deviation method to study the diffusive trajectories of the quadrature operators of light within a reservoir connected to dissipative quantum systems. We formulate the study of quadrature trajectories in terms of…

Statistical Mechanics · Physics 2020-09-03 James M. Hickey , Sam Genway , Igor Lesanovsky , Juan P. Garrahan

A network of signalized intersections is modeled as a queuing network. The intersections are regulated by fixed-time (FT) controls, all with the same cycle length or period, $T$. Vehicles arrive from outside the network at entry links in a…

Dynamical Systems · Mathematics 2014-11-05 Ajith Muralidharan , Ramtin Pedarsani , Pravin Varaiya

For diffusive many-particle systems such as the SSEP (symmetric simple exclusion process) or independent particles coupled with reservoirs at the boundaries, we analyze the density fluctuations conditioned on current integrated over a large…

Statistical Mechanics · Physics 2019-10-02 Bernard Derrida , Tridib Sadhu

Using the large-deviation formalism, we study the statistics of current fluctuations in a diffusive nonequilibrium quantum spin chain. The boundary-driven XX chain with dephasing consists of a coherent bulk hopping and a local dissipative…

Statistical Mechanics · Physics 2014-04-25 Marko Znidaric

We develop a new semiclassical approach, which starts with the density matrix given by the Euclidean time path integral with fixed coinciding endpoints, and proceed by identifying classical (minimal Euclidean action) path, to be referred to…

High Energy Physics - Theory · Physics 2016-06-01 M. A. Escobar-Ruiz , E. Shuryak , A. V. Turbiner

We consider a class of either fermionic or bosonic noninteracting open quantum chains driven by dissipative interactions at the boundaries and study the interplay of coherent transport and dissipative processes, such as bulk dephasing and…

Statistical Mechanics · Physics 2017-11-17 Federico Carollo , Juan P. Garrahan , Igor Lesanovsky , Carlos Pérez-Espigares

We consider a dissipative flow network that obeys the standard linear nodal flow conservation, and where flows on edges are driven by potential difference between adjacent nodes. We show that in the case when the flow is a monotonically…

Optimization and Control · Mathematics 2015-04-10 Sidhant Misra , Marc Vuffray , Michael Chertkov