Related papers: Construction of stochastic hybrid path integrals u…
We address the reachability problem for continuous-time stochastic dynamic systems. Our objective is to present a unified framework that characterizes the reachable set of a dynamic system in the presence of both stochastic disturbances and…
This paper motivates the use of random-bridges -- stochastic processes conditioned to take target distributions at fixed timepoints -- in the realm of generative modelling. Herein, random-bridges can act as stochastic transports between two…
A recently proposed method for computer simulations in the isothermal-isobaric (NPT) ensemble, based on Langevin-type equations of motion for the particle coordinates and the ``piston'' degree of freedom, is re-derived by straightforward…
We develop a non-perturbative method for calculating partition functions of strongly coupled quantum mechanical systems with interactions between subsystems described by a path integral of a dual system. The dual path integral is derived…
The dynamics of systems of many degrees of freedom evolving on multiple scales are often modeled in terms of stochastic differential equations. Usually the structural form of these equations is unknown and the only manifestation of the…
Presentation of the probability as an intrinsic property of the nature leads researchers to switch from deterministic to stochastic description of the phenomena. The procedure of stochastization of one-step process was formulated. It allows…
We {\em derive} the exact configuration space path integral, together with the way how to evaluate it, from the Hamiltonian approach for any quantum mechanical system in flat spacetime whose Hamiltonian has at most two momentum operators.…
We derive and study two different formalisms used for non-equilibrium processes: The coherent-state path integral, and an effective, coarse-grained stochastic equation of motion. We first study the coherent-state path integral and the…
Over the last 50 years a steady stream of accounts have been written on the separation principle of stochastic control. Even in the context of the linear-quadratic regulator in continuous time with Gaussian white noise, subtle difficulties…
In this paper we study the effect of stochastic errors on two constrained incremental sub-gradient algorithms. We view the incremental sub-gradient algorithms as decentralized network optimization algorithms as applied to minimize a sum of…
The time evolution of many physical, chemical, and biological systems can be modelled by stochastic transitions between the minima of the potential energy surface describing the system of interest. We show that in cases where there are two…
Massively parallel computer architectures create new opportunities for the performance of long-timescale molecular dynamics (MD) simulations. Here, we introduce the path-accelerated molecular dynamics (PAMD) method that takes advantage of…
We investigate a stochastic approach to non-equilibrium quantum spin systems based on recent insights linking quantum and classical dynamics. Exploiting a sequence of exact transformations, quantum expectation values can be recast as…
Stochastic compositional optimization minimizes objectives of the form $\min_{\bm{x} \in \mathcal{X}} F(\bm{f}(\bm{x}), \bm{x})$, where $\bm{f}$ is accessible only through noisy stochastic queries. Existing methods for this problem assume…
In this work, we introduce a new class of neural network operators designed to handle problems where memory effects and randomness play a central role. In this work, we introduce a new class of neural network operators designed to handle…
By exploiting the complexity intrinsic to quantum dynamics, quantum technologies promise a whole host of computational advantages. One such advantage lies in the field of stochastic modelling, where it has been shown that quantum stochastic…
We discuss how one calculates the coherent path integrals for locally interacting systems, where some inconsistencies with exact results have been reported previously. It is shown that the operator ordering subtlety that is hidden in the…
Control barrier functions are widely used to synthesize safety-critical controls. However, the presence of Gaussian-type noise in dynamical systems can generate unbounded signals and potentially result in severe consequences. Although…
Reversible electropermeabilization, commonly referred to as electroporation, is a transient increase in cell membrane permeability induced by short, high-voltage electric pulses. We present a stochastically perturbed version of a…
Efficient analysis and simulation of multiscale stochastic systems of chemical kinetics is an ongoing area for research, and is the source of many theoretical and computational challenges. In this paper, we present a significant improvement…