Related papers: Transition path theory for Langevin dynamics on ma…
We introduce a set of techniques that allow for efficiently generating many independent random walks in the Massive Parallel Computation (MPC) model with space per machine strongly sublinear in the number of vertices. In this…
We introduce a statistical mechanics formalism for the study of constrained graph evolution as a Markovian stochastic process, in analogy with that available for spin systems, deriving its basic properties and highlighting the role of the…
This paper deals with control of partially observable discrete-time stochastic systems. It introduces and studies Markov Decision Processes with Incomplete Information and with semi-uniform Feller transition probabilities. The important…
We introduce a computational framework for generating realistic transition paths between distinct conformations of large bio-molecular systems. The method is built on a stochastic integro-differential formulation derived from the Langevin…
The large deviation theory has recently been applied to open quantum systems to uncover dynamical crossovers in the space of quantum trajectories associated to Markovian evolutions. Such dynamical crossovers are characterized by qualitative…
Optimal sampled-data control of a nonlinear system is considered with the stable-manifold approach and extensive use of numerical techniques. The idea is to notice the Hamiltonian system associated with the considered optimal control…
The parameters of a discrete stationary Markov model are transition probabilities between states. Traditionally, data consist in sequences of observed states for a given number of individuals over the whole observation period. In such a…
The Langevin dynamics of a random heteropolymer and its dynamic glass transition are studied using elementary mode coupling theory. Contrary to recent reports using a similar framework, a discontinuous ergodic-nonergodic phase transition is…
This paper establishes a Transition Path Theory (TPT) for L\'{e}vy-type processes, addressing a critical gap in the study of the transition mechanism between meta-stabile states in non-Gaussian stochastic systems. A key contribution is the…
Path reweighting is a principally exact method to estimate dynamic properties from biased simulations - provided that the path probability ratio matches the stochastic integrator used in the simulation. Previously reported path probability…
As written by statistician George Box "All models are wrong, but some are useful", standard diffusion derivation or Feynman path ensembles use nonphysical infinite velocity/kinetic energy nowhere differentiable trajectories - what seems…
We present a closed-form, computable expression for the expected number of times any transition event occurs during the transient phase of a reducible Markov chain. Examples of events include time to absorption, number of visits to a state,…
This paper proposes a fully data-driven approach for optimal control of nonlinear control-affine systems represented by a stochastic diffusion. The focus is on the scenario where both the nonlinear dynamics and stage cost functions are…
The probability distributions, as well as the mean values of stochastic currents and fluxes, associated with a driven Langevin process, provide a good and topologically protected measure of how far a stochastic system is driven out of…
The probability of trajectories of weakly diffusive processes to remain in the tubular neighbourhood of a smooth path is given by the Freidlin-Wentzell-Graham theory of large deviations. The most probable path between two states (the…
Switching dynamical systems provide a powerful, interpretable modeling framework for inference in time-series data in, e.g., the natural sciences or engineering applications. Since many areas, such as biology or discrete-event systems, are…
We consider a class of optimal control problems, with finite or infinite horizon, for a continuous-time Markov chain with finite state space. In this case, the control process affects the transition rates. We suppose that the controlled…
We study the role of quantum fluctuations of atomic nuclei in the real-time dynamics of non-equilibrium macro-molecular transitions. To this goal we introduce an extension of the Dominant Reaction Pathways (DRP) formalism, in which the…
We study the problem of estimating the value function of discrete-time switched systems under arbitrary switching. Unlike the switched LQR problem, where both inputs and mode sequences are optimized, we consider the case where switching is…
Pedestrian crowds encompass a complex interplay of intentional movements aimed at reaching specific destinations, fluctuations due to personal and interpersonal variability, and interactions with each other and the environment. Previous…