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We present an exact solution for one-dimensional overdamped dynamics near a hard wall, allowing us to connect steady-state distributions under confinement with the extreme value statistics of unconfined stochastic processes. This mapping…

Statistical Mechanics · Physics 2024-11-05 Thibaut Arnoulx de Pirey

To describe the nonequilibrium states of a system we introduce a new thermodynamic parameter - the lifetime of a system. The statistical distributions which can be obtained out of the mesoscopic description characterizing the behaviour of a…

Statistical Mechanics · Physics 2007-05-23 V. V. Ryazanov , S. G. Shpyrko

A variety of enhanced sampling methods predict multidimensional free energy landscapes associated with biological and other molecular processes as a function of a few selected collective variables (CVs). The accuracy of these methods is…

Computational Physics · Physics 2024-04-09 Lukas Müllender , Andrea Rizzi , Michele Parrinello , Paolo Carloni , Davide Mandelli

We propose an iterative approach for designing Robust Learning Model Predictive Control (LMPC) policies for a class of nonlinear systems with additive, unmodelled dynamics. The nominal dynamics are assumed to be difference flat, i.e., the…

Systems and Control · Electrical Eng. & Systems 2023-03-23 Siddharth H. Nair , Francesco Borrelli

Modeling unknown systems from data is a precursor of system optimization and sequential decision making. In this paper, we focus on learning a Markov model from a single trajectory of states. Suppose that the transition model has a small…

Methodology · Statistics 2020-11-30 Ziwei Zhu , Xudong Li , Mengdi Wang , Anru Zhang

An issue for molecular dynamics simulations is that events of interest often involve timescales that are much longer than the simulation time step, which is set by the fastest timescales of the model. Because of this timescale separation,…

Statistical Mechanics · Physics 2024-08-15 John Strahan , Chatipat Lorpaiboon , Jonathan Weare , Aaron R. Dinner

Non-prehensile manipulation in high-dimensional systems is challenging for a variety of reasons. One of the main reasons is the computationally long planning times that come with a large state space. Trajectory optimisation algorithms have…

Robotics · Computer Science 2024-09-13 David Russell , Rafael Papallas , Mehmet Dogar

Dynamical systems comprising of multiple components that can be partitioned into distinct blocks originate in many scientific areas. A pertinent example is the interactions between financial assets and selected macroeconomic indicators,…

Methodology · Statistics 2017-08-22 Jiahe Lin , George Michailidis

The selection of an equilibrium state by maximising the entropy of a system, subject to certain constraints, is often powerfully motivated as an exercise in logical inference, a procedure where conclusions are reached on the basis of…

Statistical Mechanics · Physics 2015-12-03 Ian J. Ford

We propose parameter optimization techniques for weighted ensemble sampling of Markov chains in the steady-state regime. Weighted ensemble consists of replicas of a Markov chain, each carrying a weight, that are periodically resampled…

Numerical Analysis · Mathematics 2022-04-22 David Aristoff , Daniel M. Zuckerman

We show how thermodynamic properties of molecular models can be computed over a large, multidimensional parameter space by combining multistate reweighting analysis with a linear basis function approach. This approach reduces the…

Chemical Physics · Physics 2016-05-18 Levi N. Naden , Michael R. Shirts

In this paper we provide an optimal control based strategy to explore feasible trajectories of nonlinear systems, that is to find curves that satisfy the dynamics as well as point-wise state-input constraints. The strategy is interesting…

Optimization and Control · Mathematics 2011-12-06 Giuseppe Notarstefano , John Hauser

We propose a new matrix pencil based approach for design of state-feedback and output-feedback stabilizing controllers for a general class of uncertain nonlinear strict-feedback-like systems. While the dynamic controller structure is based…

Optimization and Control · Mathematics 2022-06-08 Prashanth Krishnamurthy , Farshad Khorrami

We investigate the transport properties of active particles undergoing a three-state run-and-tumble dynamics in one dimension, induced by non-reciprocal transition rates between self-propelling velocity states $\{-v, 0, +v\}$ that…

Statistical Mechanics · Physics 2025-08-15 Julio C. R. Romo-Cruz , Francisco J. Sevilla

Equilibrium formally can be represented as an ensemble of uncoupled systems undergoing unbiased dynamics in which detailed balance is maintained. Many non-equilibrium processes can be described by suitable subsets of the equilibrium…

Volume-filling cross-diffusion equations for the components of a tissue structure are formally derived from mass conservation laws and force balances for the interphase pressures and viscous drag forces in a multiphase approach. The…

Analysis of PDEs · Mathematics 2026-04-03 Ansgar Jüngel , Cordula Reisch , Sara Xhahysa

We consider large-scale Markov decision processes (MDPs) with parameter uncertainty, under the robust MDP paradigm. Previous studies showed that robust MDPs, based on a minimax approach to handle uncertainty, can be solved using dynamic…

Machine Learning · Computer Science 2013-06-27 Aviv Tamar , Huan Xu , Shie Mannor

Stochastic quantization offers the opportunity to simulate field theories with a complex action. In some theories unstable trajectories are prevalent when a constant stepsize is employed. We construct algorithms for generating an adaptive…

High Energy Physics - Lattice · Physics 2014-11-20 Gert Aarts , Frank A. James , Erhard Seiler , Ion-Olimpiu Stamatescu

Maximum likelihood estimation (MLE) of latent variable models is often recast as the minimization of a free energy functional over an extended space of parameters and probability distributions. This perspective was recently combined with…

Machine Learning · Computer Science 2024-06-05 Jen Ning Lim , Juan Kuntz , Samuel Power , Adam M. Johansen

We propose a novel approach to design a robust Model Predictive Controller (MPC) for constrained uncertain linear systems. The uncertain system is modeled as linear parameter varying with additive disturbance. Set bounds for the system…

Systems and Control · Electrical Eng. & Systems 2022-08-11 Monimoy Bujarbaruah , Ugo Rosolia , Yvonne R Stürz , Xiaojing Zhang , Francesco Borrelli
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