Related papers: Reweighting non-equilibrium steady-state dynamics …
In this paper, we revisit the computation of controlled invariant sets for linear discrete-time systems through a trajectory-based viewpoint. We begin by introducing the notion of convex feasible points, which provides a new…
We propose a sampling algorithm relying on a collective variable (CV) of mid-size dimension modelled by a normalizing flow and using non-equilibrium dynamics to propose full configurational moves from the proposition of a refreshed value of…
Non-equilibrium transport properties of quantum systems have recently become experimentally accessible in a number of platforms in so-called full-counting experiments that measure transient and steady state non-equilibrium transport…
Monte Carlo simulations are an essential tool in particle physics data analysis. Events are typically generated alongside weights that redistribute the cross section of the simulated process across the phase space. These weights can be…
Equilibrium statistical mechanics provides a robust framework for characterizing phase transitions in systems whose microsopic dynamics are time-reversible. Efforts to develop and validate theoretical frameworks for time-irreversible,…
The field of complex networks studies a wide variety of interacting systems by representing them as networks. To understand their properties and mutual relations, the randomisation of network connections is a commonly used tool. However,…
In this paper, we present an equivalent convex optimization formulation for discrete-time stochastic linear systems subject to linear chance constraints, alongside a tight convex relaxation for quadratic chance constraints. By lifting the…
This paper presents a robust control synthesis and analysis framework for nonlinear systems with uncertain initial conditions. First, a deep learning-based lifting approach is proposed to approximate nonlinear dynamical systems with linear…
This paper studies optimization of Conditional Value-at-Risk (CVaR) for Markov Decision Processes (MDPs) with finite state and action sets. It introduces the Dynamically augmented CVaR (DCVaR) risk measure and provides an algorithm for its…
We analyse the convergence and stability of a micro-macro acceleration algorithm for Monte Carlo simulations of stiff stochastic differential equations with a time-scale separation between the fast evolution of the individual stochastic…
We propose a learning-based robust predictive control algorithm that compensates for significant uncertainty in the dynamics for a class of discrete-time systems that are nominally linear with an additive nonlinear component. Such systems…
The dynamics in a confined turbulent convection flow is dominated by multiple long-lived macroscopic circulation states, which are visited subsequently by the system in a Markov-type hopping process. In the present work, we analyze the…
A new theoretical approach to non-equilibrium statistical systems has recently been proposed by the author, a co-author and others. It is based on a variational principle which is associated with the discrepancy of a path through…
I give an overview of rare event simulation techniques to generate dynamical pathways across high free energy barriers. The methods on which I will concentrate are the reactive flux approach, transition path sampling, (replica-exchange)…
Dynamical reweighting of path measures is a powerful approach for accurately evaluating slow molecular processes using modified potential energy surfaces used in enhanced sampling methods. Integrating this reweighting framework into the…
Stochastic nonlinear dynamical systems can undergo rapid transitions relative to the change in their forcing, for example due to the occurrence of multiple equilibrium solutions for a specific interval of parameters. In this paper, we…
Physical understanding of how the interplay between symmetries and nonlinear effects can control the scaling and multiscaling properties in a coupled driven system, such as magnetohydrodynamic turbulence or turbulent binary fluid mixtures,…
The current conditional autoregressive image generation methods have shown promising results, yet their potential remains largely unexplored in the practical unsupervised image translation domain, which operates without explicit…
Stochastic model-based methods have received increasing attention lately due to their appealing robustness to the stepsize selection and provable efficiency guarantee. We make two important extensions for improving model-based methods on…
We introduce and apply a novel efficient method for the precise simulation of stochastic dynamical processes on locally tree-like graphs. Networks with cycles are treated in the framework of the cavity method. Such models correspond, for…