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This paper studies an optimal control problem for continuous-time stochastic systems subject to reachability objectives specified in a subclass of metric interval temporal logic specifications, a temporal logic with real-time constraints.…

Systems and Control · Computer Science 2015-04-21 Jie Fu , Ufuk Topcu

We revisit stochastic thermodynamics for a system with discrete energy states in contact with a heat and particle reservoir.

Statistical Mechanics · Physics 2015-06-19 Christian Van den Broeck , Massimiliano Esposito

We consider irreversible and coupled reversible-irreversible nonlinear port-Hamiltonian systems and the respective sets of thermodynamic equilibria. In particular, we are concerned with optimal state transitions and output stabilization on…

Optimization and Control · Mathematics 2024-10-08 Friedrich Philipp , Manuel Schaller , Karl Worthmann , Timm Faulwasser , Bernhard Maschke

This note is addressed to giving a short introduction to control theory of stochastic systems, governed by stochastic differential equations in both finite and infinite dimensions. We will mainly explain the new phenomenon and difficulties…

Optimization and Control · Mathematics 2016-12-09 Qi Lu , Xu Zhang

The problem of time-dependent particle transport in quantum conductors is nowadays a well established topic. In contrast, the way in which energy and heat flow in mesoscopic systems subjected to dynamical drivings is a relatively new…

Mesoscale and Nanoscale Physics · Physics 2016-11-29 Maria Florencia Ludovico , Liliana Arrachea , Michael Moskalets , David Sanchez

Surprisingly the looking natural random walk leading to Brownian motion occurs to be often biased in a very subtle way: usually refers to only approximate fulfillment of thermodynamical principles like maximizing uncertainty. Recently, a…

Quantum Physics · Physics 2015-06-03 Jarek Duda

Stochastic processes have found numerous applications in science, as they are broadly used to model a variety of natural phenomena. Due to their intrinsic randomness and uncertainty, they are, however, difficult to characterize. Here, we…

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

We consider continuously monitored quantum systems and introduce definitions of work and heat along individual quantum trajectories that are valid for coherent superpositions of energy eigenstates. We use these quantities to extend the…

Quantum Physics · Physics 2016-03-22 Jose Joaquin Alonso , Eric Lutz , Alessandro Romito

This paper presents a continuous-time optimal control framework for the generation of reference trajectories in driving scenarios with uncertainty. A previous work presented a discrete-time stochastic generator for autonomous vehicles;…

Optimization and Control · Mathematics 2026-03-17 Ange Valli , Shangyuan Zhang , Abdel Lisser

Stochastic dynamic control systems relate in a prob- abilistic fashion the space of control signals to the space of corresponding future states. Consequently, stochastic dynamic systems can be interpreted as an information channel between…

Information Theory · Computer Science 2017-01-19 Stas Tiomkin , Daniel Polani , Naftali Tishby

We study Mean Field stochastic control problems where the cost function and the state dynamics depend upon the joint distribution of the controlled state and the control process. We prove suitable versions of the Pontryagin stochastic…

Optimization and Control · Mathematics 2018-06-26 Beatrice Acciaio , Julio Backhoff-Veraguas , Rene Carmona

Exploiting the rich phenomenology of periodically-driven many-body systems is notoriously hindered by persistent heating in both the classical and quantum realm. Here, we investigate to what extent coupling to a large thermal reservoir…

Statistical Mechanics · Physics 2022-08-22 Thomas Veness , Kay Brandner

This paper develops a variational inference framework for control of infinite dimensional stochastic systems. We employ a measure theoretic approach which relies on the generalization of Girsanov's theorem, as well as the relation between…

Optimization and Control · Mathematics 2018-09-11 George I. Boutselis , Marcus Pereira , Evangelos A. Theodorou

Macroscopic traffic flow is stochastic, but the physics-informed deep learning methods currently used in transportation literature embed deterministic PDEs and produce point-valued outputs; the stochasticity of the governing dynamics plays…

Systems and Control · Electrical Eng. & Systems 2026-03-11 Wuping Xin

Phenomenological nonequilibrium thermodynamics describes how fluxes of conserved quantities such as matter, energy and charge flow from outer reservoirs across a system, and how they irreversibly degrade from one form to another. Stochastic…

Statistical Mechanics · Physics 2016-11-15 Matteo Polettini , Gregory Bulnes Cuetara , Massimiliano Esposito

A stochastic mode reduction strategy is applied to multiscale models with a deterministic energy-conserving fast sub-system. Specifically, we consider situations where the slow variables are driven stochastically and interact with the fast…

Probability · Mathematics 2014-10-14 Ankita Jain , Ilya Timofeyev , Eric Vanden-Eijnden

The large-deviation method can be used to study the measurement trajectories of open quantum systems. For optical arrangements this formalism allows to describe the long time properties of the (non-equilibrium) photon counting statistics in…

Quantum Physics · Physics 2010-12-06 Adrian A. Budini

Brownian particles interacting sequentially with distinct temperatures and driving forces at each stroke have been tackled as a reliable alternative for the construction of engine setups. However they can behave very inefficiently depending…

Statistical Mechanics · Physics 2022-12-28 Iago N. Mamede , Angel L. L. Stable , C. E. Fiore

The past two decades have seen a revolution in statistical physics, generalizing it to apply to systems of arbitrary size, evolving while arbitrarily far from equilibrium. Many of these new results are based on analyzing the dynamics of the…

Statistical Mechanics · Physics 2022-08-08 David H. Wolpert
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