Related papers: Nonlinear transport coefficients from large deviat…
We consider nonlinear stochastic systems that arise in path planning and control of mobile robots. As is typical of almost all nonlinear stochastic systems, the optimally solving problem is intractable. We provide a design approach which…
The calculation of observable averages in non-equilibrium regimes is one of the most important problems in statistical physics. Using the Hamiltonian approach of nonlinear response theory, we obtain a series expansion of the average excess…
In this note, we present a simple derivation, from time-reversal symmetry, of fluctuation relations for steady-state large deviation functions in non-equilibrium quantum systems. We further show that a condition of pure transmission implies…
This paper considers the robustness of an uncertain nonlinear system along a finite-horizon trajectory. The uncertain system is modeled as a connection of a nonlinear system and a perturbation. The analysis relies on three ingredients.…
Time-irreversible stochastic processes are frequently used in natural sciences to explain non-equilibrium phenomena and to design efficient stochastic algorithms. Our main goal in this thesis is to analyse their dynamics by means of large…
We discuss transport equations resulting from relativistic diffusions in the proper time. We show that a solution of the transport equation can be obtained from the solution of the diffusion equation by means of an integration over the…
Understanding and predicting environmental phenomena often requires the construction of spatio-temporal statistical models, which are typically Gaussian processes. A common assumption made on Gaussian processes is that of covariance…
A shifted or misaligned feedback loop gives rise to a two-point nonlocality that is the spatial analog of a temporal delay. Important consequences of this nonlocal coupling have been found both in diffusive and in diffractive systems, and…
In this work, we consider the problem of steering the first two moments of the uncertain state of an unknown discrete-time stochastic nonlinear system to a given terminal distribution in finite time. Toward that goal, first, a…
A fast convergence in a fixed-time of solutions of nonlinear dynamical systems, for which special requirements are satisfied on the derivative of a quadratic function calculated along the solutions of the system, is proposed. The conditions…
We present a construction of non-equilibrium steady states in one-dimensional quantum critical systems carrying energy and charge fluxes. This construction is based on a scattering approach within a real-time hamiltonian reservoir…
Quantifying energy flows at nanometer scales promises to guide future research in a variety of disciplines, from microscopic control and manipulation, to autonomously operating molecular machines. A general understanding of the…
In many experimental situations, a physical system undergoes stochastic evolution which may be described via random maps between two compact spaces. In the current work, we study the applicability of large deviations theory to time-averaged…
We study large deviations for the current of one-dimensional stochastic particle systems with periodic boundary conditions. Following a recent approach based on an earlier result by Jensen and Varadhan, we compare several candidates for…
Can far-from-equilibrium material response under arbitrary loading be inferred from equilibrium data and vice versa? Can the effect of element transmutation on mechanical behavior be predicted? Remarkably, such extrapolations are possible…
Adaptive transport networks in biological and physical systems exhibit hierarchical organization, characteristic channel spacing, and robust scaling relations. Existing adaptive network models, formulated on a lattice, successfully…
Nonintegrable systems thermalize, leading to the emergence of fluctuating hydrodynamics. Typically, this hydrodynamics is diffusive. We use the effective field theory (EFT) of diffusion to compute higher-point functions of conserved…
We study an ensemble of random walkers carrying internal noisy phase oscillators which are synchronized among the walkers by local interactions. Due to individual mobility, the interaction partners of every walker change randomly, hereby…
A new method is proposed to numerically extract the diffusivity of a (typically nonlinear) diffusion equation from underlying stochastic particle systems. The proposed strategy requires the system to be in local equilibrium and have…
A scheme is developed for estimating state-dependent drift and diffusion coefficients in a stochastic differential equation from time-series data. The scheme does not require to specify parametric forms for the drift and diffusion…