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Devising optimal interventions for constraining stochastic systems is a challenging endeavour that has to confront the interplay between randomness and nonlinearity. Existing methods for identifying the necessary dynamical adjustments…

Statistical Mechanics · Physics 2022-10-18 Dimitra Maoutsa , Manfred Opper

We present a version of the stochastic maximum principle (SMP) for ergodic control problems. In particular we give necessary (and sufficient) conditions for optimality for controlled dissipative systems in finite dimensions. The strategy we…

Probability · Mathematics 2019-08-05 Carlo Orrieri , Gianmario Tessitore , Petr Veverka

Feedback optimization is an increasingly popular control paradigm to optimize dynamical systems, accounting for control objectives that concern the system operation at steady-state. Existing feedback optimization techniques heavily rely on…

Optimization and Control · Mathematics 2025-04-08 Amir Mehrnoosh , Gianluca Bianchin

Counter-diabatic driving protocols were proposed as a means to do fast changes in the Hamiltonian without exciting transitions. Such driving in principle allows one to realize arbitrarily fast annealing protocols or implement fast…

Quantum Physics · Physics 2017-05-11 Dries Sels , Anatoli Polkovnikov

We show that it is possible to learn protocols that effect fast and efficient state-to-state transformations in simulation models of active particles. By encoding the protocol in the form of a neural network we use evolutionary methods to…

Statistical Mechanics · Physics 2024-03-29 Corneel Casert , Stephen Whitelam

In the paradigm of thermodynamic computing, instead of behaving deterministically, hardware undergoes a stochastic process in order to sample from a distribution of interest. While it has been hypothesized that thermodynamic computers may…

In this work, we derive particle schemes, based on micro-macro decomposition, for linear kinetic equations in the diffusion limit. Due to the particle approximation of the micro part, a splitting between the transport and the collision part…

Numerical Analysis · Mathematics 2017-01-19 Anaïs Crestetto , Nicolas Crouseilles , Mohammed Lemou

Finding parameters that minimise a loss function is at the core of many machine learning methods. The Stochastic Gradient Descent algorithm is widely used and delivers state of the art results for many problems. Nonetheless, Stochastic…

Machine Learning · Computer Science 2018-09-26 Yao Zhang , Andrew M. Saxe , Madhu S. Advani , Alpha A. Lee

The macroscopic behavior of dissipative stochastic partial differential equations usually can be described by a finite dimensional system. This article proves that a macroscopic reduced model may be constructed for stochastic…

Mathematical Physics · Physics 2008-12-11 Wei Wang , A. J. Roberts

Dense suspensions tend to shear jam at large packing fractions. However, it has recently been shown that various oscillation protocols can unjam as well as reduce viscosity and dissipation. In this numerical work, we ask ourselves what is…

Soft Condensed Matter · Physics 2023-02-20 Pappu Acharya , Martin Trulsson

The goal of thermodynamic optimal control theory is to find protocols to change the state of a system from an initial to a desired final distribution, within a finite time, with the least possible expenditure of work. The optimal protocol…

Statistical Mechanics · Physics 2025-12-18 Daan Mulder , Thomas E. Ouldridge , Pieter Rein ten Wolde

Designing a protocol to efficiently drive a stochastic system is an active field of research. Here we extend such control theory to an active Ornstein-Uhlenbeck particle (AOUP) in a bistable potential, driven by a harmonic trap. We find…

Statistical Mechanics · Physics 2023-08-15 Deepak Gupta , Sabine H. L. Klapp , David A. Sivak

This paper develops a unified methodology for probabilistic analysis and optimal control design for jump diffusion processes defined by polynomials. For such systems, the evolution of the moments of the state can be described via a system…

Optimization and Control · Mathematics 2017-02-03 Andrew Lamperski , Khem Raj Ghusinga , Abhyudai Singh

A stochastic system under the influence of a stochastic environment is correlated with both present and future states of the environment. Such a system can be seen as implicitly implementing a predictive model of future environmental…

Statistical Mechanics · Physics 2018-10-05 Matthew E. Quenneville , David A. Sivak

The excess work required to drive a stochastic system out of thermodynamic equilibrium through a time-dependent external perturbation is directly related to the amount of entropy produced during the driving process, allowing excess work and…

Statistical Mechanics · Physics 2021-03-15 Steven J Large , Jannik Ehrich , David A Sivak

Many enhanced sampling techniques rely on the identification of a number of collective variables that describe all the slow modes of the system. By constructing a bias potential in this reduced space one is then able to sample efficiently…

Computational Physics · Physics 2019-03-05 Michele Invernizzi , Michele Parrinello

Molecular dynamics is one of the most commonly used approaches for studying the dynamics and statistical distributions of many physical, chemical, and biological systems using atomistic or coarse-grained models. It is often the case,…

Computational Physics · Physics 2015-06-16 Ben Leimkuhler , Daniel T. Margul , Mark E. Tuckerman

Progress in miniaturized technology allows us to control physical systems at nanoscale with remarkable precision. Experimental advancements have sparked interest in control problems in stochastic thermodynamics, typically concerning a…

Statistical Mechanics · Physics 2025-03-26 Julia Sanders , Marco Baldovin , Paolo Muratore-Ginanneschi

We present a theoretical investigation of the stochastic dynamics of a damped particle in a tilted periodic potential with a double well per period. By applying the matrix continued fraction technique to the Fokker-Planck equation in…

Statistical Mechanics · Physics 2024-08-15 Martin Žonda , Wolfgang Belzig , Edward Goldobin , Tomáš Novotný

We develop reduced, stochastic models for high dimensional, dissipative dynamical systems that relax very slowly to equilibrium and can encode long term memory. We present a variety of empirical and first principles approaches for model…

Statistical Mechanics · Physics 2017-05-24 Shankar C. Venkataramani , Raman C. Venkataramani , Juan M. Restrepo
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