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We provide escape rates formulae for piecewise expanding interval maps with `random holes'. Then we obtain rigorous approximations of invariant densities of randomly perturbed metabstable interval maps. We show that our escape rates…

Dynamical Systems · Mathematics 2015-06-05 Wael Bahsoun , Sandro Vaienti

We have obtained an exact expression for the phase-space volume corresponding to a microcanonical ensemble of systems under center of mass, total linear and angular momenta conservation constraints, and arbitrary constraints on the…

Statistical Mechanics · Physics 2013-05-08 I. H. Umirzakov

We evaluate the mean escape time of overdamped particles over potential barriers in short-correlated quenched Gaussian disorder potentials in one dimension at low temperature. The thermally activated escape is very sensitive to the form of…

Statistical Mechanics · Physics 2023-03-27 Baruch Meerson

We propose a method for open-loop stochastic optimal control of LTI systems based on Taylor approximations of quantile functions. This approach enables efficient computation of quantile functions that arise in chance constrained…

Optimization and Control · Mathematics 2022-09-12 Shawn Priore , Christopher Petersen , Meeko Oishi

We derive a semiclassical formula for the tunneling current of electrons trapped in a potential well which can tunnel into and across a wide quantum well. The calculations idealize an experimental situation where a strong magnetic field…

Condensed Matter · Physics 2009-10-31 E. B. Bogomolny , D. C. Rouben

Variational algorithms have particular relevance for near-term quantum computers but require non-trivial parameter optimisations. Here we propose Analytic Descent: Given that the energy landscape must have a certain simple form in the local…

Quantum Physics · Physics 2022-05-16 Bálint Koczor , Simon C. Benjamin

High-temperature series are computed for a generalized $3d$ Ising model with arbitrary potential. Two specific ``improved'' potentials (suppressing leading scaling corrections) are selected by Monte Carlo computation. Critical exponents are…

Statistical Mechanics · Physics 2009-10-31 Massimo Campostrini , Andrea Pelissetto , Paolo Rossi , Ettore Vicari

In this paper we propose a novel semi-definite programming approach that solves reach-avoid problems over open (i.e., not bounded a priori) time horizons for dynamical systems modeled by polynomial stochastic differential equations. The…

Optimization and Control · Mathematics 2023-12-22 Bai Xue , Naijun Zhan , Martin Fränzle

We derive a general formula for the RG improved effective (Coleman-Weinberg) potential for classically conformal models, applying it to several examples of physical interest, and in particular a model of QCD coupled via quarks to a…

High Energy Physics - Theory · Physics 2010-01-15 Krzysztof A. Meissner , Hermann Nicolai

Self-interactions (SIs) are a major problem in density functional approximations and the source of serious divergence from experimental results. Here, we propose to optimize density functional total energies in terms of the effective local…

Other Condensed Matter · Physics 2012-06-20 Nikitas I. Gidopoulos , Nektarios N. Lathiotakis

We consider the problem of learning an interpretable potential energy function from a Hamiltonian system's trajectories. We address this problem for classical, separable Hamiltonian systems. Our approach first constructs a neural network…

Machine Learning · Computer Science 2019-07-30 Harish S. Bhat

The narrow escape problem consists of deriving the asymptotic expansion of the solution of a drift-diffusion equation with the Dirichlet boundary condition on a small absorbing part of the boundary and the Neumann boundary condition on the…

Analysis of PDEs · Mathematics 2010-03-12 Habib Ammari , Kostis Kalimeris , Hyeonbae Kang , Hyundae Lee

This paper presents a stochastic model predictive control approach for nonlinear systems subject to time-invariant probabilistic uncertainties in model parameters and initial conditions. The stochastic optimal control problem entails a cost…

Optimization and Control · Mathematics 2014-10-17 Stefan Streif , Matthias Karl , Ali Mesbah

This work is concerned with a singularly perturbed stochastic nonlinear wave equation with a random dynamical boundary condition. A splitting skill is used to derive the approximating equation of the system in the sense of probability…

Analysis of PDEs · Mathematics 2012-08-30 Guanggan Chen , Jinqiao Duan , Jian Zhang

We generalize stochastic resonance to the nonadiabatic limit by treating the double-well potential using two quadratic potentials. We use a singular perturbation method to determine an approximate analytical solution for the probability…

Statistical Mechanics · Physics 2022-01-31 W. Moon , L. T. Giorgini , J. S. Wettlaufer

We establish efficient approximate counting algorithms for several natural problems in local lemma regimes. In particular, we consider the probability of intersection of events and the dimension of intersection of subspaces. Our approach is…

Data Structures and Algorithms · Computer Science 2025-12-12 Ryan L. Mann , Gabriel Waite

We investigate the Kramers escape from a potential well of a test particle driven by fractional Gaussian noise with Hurst exponent 0<H<1. From a numerical analysis we demonstrate the exponential distribution of escape times from the well…

A very simple example of an algorithmic problem solvable by dynamic programming is to maximize, over sets A in {1,2,...,n}, the objective function |A| - \sum_i \xi_i 1(i \in A,i+1 \in A) for given \xi_i > 0. This problem, with random…

Probability · Mathematics 2007-10-04 David J. Aldous , Charles Bordenave , Marc Lelarge

A particle in the H\'enon-Heiles potential can escape when its energy is above the threshold value $E_{th}={1/6}$. We report a theoretical study on the the escape rates near threshold. We derived an analytic formula for the escape rate as a…

Chaotic Dynamics · Physics 2007-05-23 H. J. Zhao , M. L. Du

We analyze the fluctuation-driven escape of particles from a metastable state under the influence of a weak periodic force. We develop an asymptotic method to solve the appropriate Fokker-Planck equation with mixed natural and absorbing…

Statistical Mechanics · Physics 2020-02-14 W. Moon , N. J. Balmforth , J. S. Wettlaufer