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Stochastic differential equations (SDEs) using jump-diffusion processes describe many natural phenomena at the microscopic level. Since they are commonly used to model economic and financial evolutions, the calibration and optimal control…

Optimization and Control · Mathematics 2025-05-08 Jan Bartsch , Alfio Borzi , Gabriele Ciaramella , Jan Reichle

Biological and engineered systems operate by coupling function to the transfer of heat and/or particles down a thermal or chemical gradient. In idealized \textit{deterministically} driven systems, thermodynamic control can be exerted…

Statistical Mechanics · Physics 2016-01-06 Benjamin B. Machta

In this paper we consider non convex control problems of stochastic differential equations driven by relaxed controls. We present existence of optimal controls and then develop necessary conditions of optimality. We cover both continuous…

Optimization and Control · Mathematics 2013-02-15 Nasir U. Ahmed , Charalambos D. Charalambous

Recent studies have explored finite-time dissipation-minimizing protocols for stochastic thermodynamic systems driven arbitrarily far from equilibrium, when granted full external control to drive the system. However, in both simulation and…

Statistical Mechanics · Physics 2022-10-27 Adrianne Zhong , Michael R. DeWeese

A conceptual model for microscopic-macroscopic slow-fast stochastic systems is considered. A dynamical reduction procedure is presented in order to extract effective dynamics for this kind of systems. Under appropriate assumptions, the…

Probability · Mathematics 2010-11-15 Jian Ren , Hongbo Fu , Daomin Cao , Jinqiao Duan

A central goal of thermodynamics is to identify optimal processes during which the least amount of energy is dissipated into the environment. Generally, even for simple systems, such as the parametric harmonic oscillator, optimal control…

Statistical Mechanics · Physics 2018-10-11 Marcus V. S. Bonança , Sebastian Deffner

We analyze the control of the motion of a charged particle by means of an external electric field. The system is constrained to move along a given direction. The goal of the control is to change the speed of the particle in a fixed time…

Optimization and Control · Mathematics 2020-01-22 V. Martikyan , D. Guéry-Odelin , D. Sugny

Physical systems driven away from equilibrium by an external controller dissipate heat to the environment; the excess entropy production in the thermal reservoir can be interpreted as a "cost" to transform the system in a finite time. The…

Statistical Mechanics · Physics 2024-12-31 Jérémie Klinger , Grant M. Rotskoff

Transferring a physical system from an initial to a final state while minimizing energetic losses is an interdisciplinary control problem that bridges stochastic thermodynamics and optimal transport theory. Recent research typically…

Statistical Mechanics · Physics 2026-02-23 Jann van der Meer , Andreas Dechant

The realization of efficient micro-machines built from active matter requires precise thermodynamic control far from equilibrium. Despite theoretical progress, the focus on single-parameter driving, coupled with strict theoretical…

Soft Condensed Matter · Physics 2026-03-18 Luke K. Davis

This article presents a new numerical scheme for the discretization of dissipative particle dynamics with conserved energy. The key idea is to reduce elementary pairwise stochastic dynamics (either fluctuation/dissipation or thermal…

Statistical Mechanics · Physics 2017-04-26 Gabriel Stoltz

We provide an overview on how to use the measurable selection techniques to derive the dynamic programming principle for a general stochastic optimal control/stopping problem. By considering its martingale problem formulation on the…

Optimization and Control · Mathematics 2024-10-03 Nicole El Karoui , Xiaolu Tan

In a finite-time continuous phase transition, topological defects emerge as the system undergoes spontaneous symmetry breaking. The Kibble-Zurek mechanism predicts how the defect density scales with the quench rate. During such processes,…

Controlling thermodynamic cycles to minimize the dissipated heat is a longstanding goal in thermodynamics, and more recently, a central challenge in stochastic thermodynamics for nanoscale systems. Here, we introduce a theoretical and…

Statistical Mechanics · Physics 2023-03-15 Shriram Chennakesavalu , Grant M. Rotskoff

Optimizing the energy efficiency of driving processes provides valuable insights into the underlying physics and is of crucial importance for numerous applications, from biological processes to the design of machines and robots. Knowledge…

Soft Condensed Matter · Physics 2024-04-02 Sarah A. M. Loos , Samuel Monter , Felix Ginot , Clemens Bechinger

This work studies a two-time-scale functional system given by two jump-diffusions under the scale separation by a small parameter $\varepsilon \rightarrow 0$. The coefficients of the equations that govern the dynamics of the system depend…

Probability · Mathematics 2022-07-15 André de Oliveira Gomes , Pedro Catuogno

Nonequilibrium physics encompasses a broad range of natural and synthetic small-scale systems. Optimizing transitions of such systems will be crucial for the development of nanoscale technologies and may reveal the physical principles…

Statistical Mechanics · Physics 2015-09-23 Patrick R. Zulkowski , Michael R. DeWeese

We derive statistical-mechanical speed limits on dissipation from the classical, chaotic dynamics of many-particle systems. In one, the rate of irreversible entropy production in the environment is the maximum speed of a deterministic…

Statistical Mechanics · Physics 2024-06-19 Swetamber Das , Jason R. Green

We introduce a thermodynamically consistent, minimal stochastic model for complementary logic gates built with field-effect transistors. We characterize the performance of such gates with tools from information theory and study the…

Statistical Mechanics · Physics 2021-08-25 Chloe Ya Gao , David T. Limmer

In this paper, we proved moderate deviation principles for a fully coupled two-time-scale stochastic systems, where the slow process is given by stochastic differential equations with small noise, while the fast process is a rapidly…

Probability · Mathematics 2025-12-02 Hongjiang Qian