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We extend the theory of stochastic thermodynamics in three directions: (i) instead of a continuously monitored system we consider measurements only at an arbitrary set of discrete times, (ii) we allow for imperfect measurements and…

Statistical Mechanics · Physics 2019-08-27 Philipp Strasberg , Andreas Winter

Assume that a stochastic processes can be approximated, when some scale parameter gets large, by a fluid limit (also called "mean field limit", or "hydrodynamic limit"). A common practice, often called the "fixed point approximation"…

Dynamical Systems · Mathematics 2022-06-28 Jean-Yves Le Boudec

The application of a random modulation of a system parameter usually increases decoherence effects. Here we show how, employing an appropriate stochastic modulation, it is instead possible to preserve the quantum coherence of a system.

Quantum Physics · Physics 2009-11-07 Stefano Mancini , David Vitali , Paolo Tombesi , Rodolfo Bonifacio

We consider a class of stochastic control problems which has been widely used in optimal foraging theory. The state processes have two distinct dynamics, characterized by two pairs of drift and diffusion coefficients, depending on whether…

Optimization and Control · Mathematics 2024-04-12 Zengjing Chen , Panyu Wu , Xiaowen Zhou

For cellular biochemical reaction systems where the numbers of molecules is small, significant noise is associated with chemical reaction events. This molecular noise can give rise to behavior that is very different from the predictions of…

Molecular Networks · Quantitative Biology 2009-11-13 Matthew Scott , Terence Hwa , Brian Ingalls

We propose a mechanism which produces periodic variations of the degree of predictability in dynamical systems. It is shown that even in the absence of noise when the control parameter changes periodically in time, below and above the…

chao-dyn · Physics 2009-10-22 A. Crisanti , M. Falcioni , G. Paladin , A. Vulpiani

Modelling is an essential procedure in analyzing and controlling a given logical dynamic system (LDS). It has been proved that deterministic LDS can be modeled as a linear-like system using algebraic state space representation. However, due…

Optimization and Control · Mathematics 2022-03-04 Changxi Li , Jun-e Feng , Daizhan Cheng , Xiao Zhang

We consider the transport of gas in long pipes and pipeline networks for which the dynamics are dominated by friction at the pipe walls. The governing equations can be formulated as an abstract dissipative Hamiltonian system which allows us…

Analysis of PDEs · Mathematics 2023-04-11 Herbert Egger , Jan Giesselmann

The applicability of stochastic differential equations to thermodynamics is considered and a new form, different from the classical Ito and Stratonovich forms, is introduced. It is shown that the new presentation is more appropriate for the…

Statistical Mechanics · Physics 2015-06-05 R. Tsekov

In a gas transport system, the customer behavior is uncertain. Motivated by this situation, we consider a boundary stabilization problem for the flow through a gas pipeline, where the outflow at one end of the pipe that is governed by the…

Analysis of PDEs · Mathematics 2017-11-13 Martin Gugat , Rüdiger Schultz

A heuristic law widely used in fluid dynamics for steady flows states that the amount of a fluid in a control volume is the product of the fluid influx and the mean time that the particles of the fluid spend in the volume, or mean residence…

Mathematical Physics · Physics 2023-04-24 Marco Zamparo , Luca Dall'Asta , Andrea Gamba

This paper presents a general approach to linear stochastic processes driven by various random noises. Mathematically, such processes are described by linear stochastic differential equations of arbitrary order (the simplest non-trivial…

Condensed Matter · Physics 2009-10-28 Alon Drory

Random perturbations applied in tandem to an ensemble of oscillating objects can synchronize their motion. We study multiple copies of an arbitrary dynamical system in a stable limit cycle, described via a standard phase reduction picture.…

Statistical Mechanics · Physics 2024-02-23 Yunxiang Song , Thomas A. Witten

In many applications, the common assumption that a driving noise process affecting a system is independent or Markovian may not be realistic, but the noise process may be assumed to be stationary. To study such problems, this paper…

Probability · Mathematics 2018-01-08 Serdar Yüksel

This study deals with continuous limits of interacting one-dimensional diffusive systems, arising from stochastic distortions of discrete curves with various kinds of coding representations. These systems are essentially of a…

Statistical Mechanics · Physics 2011-09-09 Guy Fayolle , Cyril Furtlehner

We consider lattice gas diffusive dynamics with creation-annihilation in the bulk and maintained out of equilibrium by two reservoirs at the boundaries. This stochastic particle system can be viewed as a toy model for granular gases where…

Statistical Mechanics · Physics 2015-05-14 T. Bodineau , M. Lagouge

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'…

adap-org · Physics 2008-02-03 G. D. Lythe

It has been generally recognized that stochasticity can play an important role in the information processing accomplished by reaction networks in biological cells. Most treatments of that stochasticity employ Gaussian noise even though it…

Molecular Networks · Quantitative Biology 2015-05-30 Neda Bostani , David A. Kessler , Nadav M. Shnerb , Wouter-Jan Rappel , Herbert Levine

We study the problem of system identification for stochastic continuous-time dynamics, based on a single finite-length state trajectory. We present a method for estimating the possibly unstable open-loop matrix by employing properly…

Machine Learning · Statistics 2025-09-30 Reza Sadeghi Hafshejani , Mohamad Kazem Shirani Fradonbeh

Living systems often function with regulatory interactions, but the question of how activity, stochasticity and regulations work together for achieving different goals still remains puzzling. We propose a stochastic model of an active…

Soft Condensed Matter · Physics 2026-03-02 Tai Han , Fanlong Meng
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