Related papers: Approximation of linear controlled dynamical syste…
Fluctuations in small biological systems can be crucial for their function. Large-deviation theory characterizes such rare events from the perspective of stochastic processes. In most cases it is very difficult to directly determine the…
This paper presents a novel approach for steering the state of a stochastic control-affine system to a desired target within a finite time horizon. Our method leverages the time-reversal of diffusion processes to construct the required…
The optimal control of epidemic-like stochastic processes is important both historically and for emerging applications today, where it can be especially important to include time-varying parameters that impact viral epidemic-like…
The synchronization of power generators is an important condition for the proper functioning of a power system, in which the fluctuations in frequency and the phase angle differences between the generators are sufficiently small when…
We consider a class of stochastic dynamical systems, called piecewise deterministic Markov processes, with states $(x, \s)\in \O\times \G$, $\O$ being a region in $\bbR^d$ or the $d$--dimensional torus, $\G$ being a finite set. The…
In this work we provide explicit conditions on the existence of optimal feedback controls for stochastic processes with regime-switching. We use the compactification method which needs less regularity conditions on the coefficients of the…
Multiscale dynamics are frequently present in real-world processes, such as the atmosphere-ocean and climate science. Because of time scale separation between a small set of slowly evolving variables and much larger set of rapidly changing…
We consider a slow passage through a point of loss of stability. If the passage is sufficiently slow, the dynamics are controlled by additive random disturbances, even if they are extremely small. We derive expressions for the `exit value'…
Fluctuation theorems are fundamental extensions of the second law of thermodynamics for small nonequilibrium systems. While work and heat are equally important forms of energy exchange, fluctuation relations have not been experimentally…
We consider the limiting behavior of fluctuations of small noise diffusions with multiple scales around their homogenized deterministic limit. We allow full dependence of the coefficients on the slow and fast motion. These processes arise…
We discuss a one-dimensional model of a fluctuating interface with a dynamic exponent $z=1$. The events that occur are adsorption, which is local, and desorption which is non-local and may take place over regions of the order of the system…
Stochastic averaging problems with Gaussian forcing have been studied thoroughly for many years, but far less attention has been paid to problems where the stochastic forcing has infinite variance, such as an {\alpha}-stable noise forcing.…
Rate processes are simple and analytically tractable models for many dynamical systems which switch stochastically between a discrete set of quasi stationary states but they may also approximate continuous processes by coarse grained,…
We study the dynamics of dephasing in a quantum two-level system by modeling both 1/f and high-frequency noise by random telegraph processes. Our approach is based on a so-called spin-fluctuator model in which a noisy environment is modeled…
Stochastic reaction-diffusion models can be analytically studied on complex networks using the linear noise approximation. This is illustrated through the use of a specific stochastic model, which displays traveling waves in its…
In this paper, the optimal control for discrete-time systems driven by fractional noises is studied. A stochastic maximum principle is obtained by introducing a backward stochastic difference equation contains both fractional noises and the…
We investigate the total stochastic entropy production of a two-level bosonic open quantum system under protocols of time dependent coupling to a harmonic environment. These processes are intended to represent the measurement of a system…
We propose a method for approximating the large deviation rate function of time-integrated observables of diffusion processes, used in statistical physics to characterize the fluctuations of nonequilibrium systems. The method is based on…
The minimum-time control problem consists in finding a control policy that will drive a given dynamic system from a given initial state to a given target state (or a set of states) as quickly as possible. This is a well-known challenging…
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…