Related papers: Controls that expedite first passage times in diso…
The presence of frozen-in or quenched disorder in a system can often modify the nature of its phase transition. A particular instance of this phenomenon is the so-called rounding effect: it has been shown in many cases that the free-energy…
In this paper, problems of optimal control are considered where in the objective function, in addition to the control cost there is a tracking term that measures the distance to a desired stationary state. The tracking term is given by some…
This paper discusses a method enabling optimal control of nonlinear systems that are subject to parametric uncertainty. A stochastic optimal tracking problem is formulated that can be expressed in function of the first two stochastic…
The first passage time (FPT) problem is studied for superstatistical models assuming that the mesoscopic system dynamics is described by a Fokker-Planck equation. We show that all moments of the random intensive parameter associated to the…
Public transport administrators rely on efficient algorithms for various problems that arise in public transport networks. In particular, our study focused on designing linear-time algorithms for two fundamental path problems: the earliest…
The transition between the two phases of 4D Euclidean Dynamical Triangulation [1] was long believed to be of second order until in 1996 first order behavior was found for sufficiently large systems [3,4]. However, one may wonder if this…
We study the diffusion process in the presence of stochastic resetting inside a two-dimensional wedge of top angle $\alpha$, bounded by two infinite absorbing edges. In the absence of resetting, the second moment of the first-passage time…
We propose an open loop control scheme for linear time invariant systems perturbed by multivariate $t$ disturbances through the use of quantile reformulations. The multivariate $t$ disturbance is motivated by heavy tailed phenomena that…
We propose an approach for estimating the probability that a given small target, among many, will be the first to be reached in a molecular dynamics simulation. Reaching small targets out of a vast number of possible configurations…
Stochastic restart may drastically reduce the expected run time of a computer algorithm, expedite the completion of a complex search process, or increase the turnover rate of an enzymatic reaction. These diverse first-passage-time (FPT)…
We study the first-passage dynamics of a non-Markovian stochastic process with time-averaged feedback, which we model as a one-dimensional Ornstein--Uhlenbeck process wherein the particle drift is modified by the empirical mean of its…
We consider the so-called frog model with random initial configurations. The dynamics of this model is described as follows: Some particles are randomly assigned on any site of the multidimensional cubic lattice. Initially, only particles…
In road traffic networks, large traffic volumes may lead to extreme delays. These severe delays are caused by the fact that, whenever the maximum capacity of a road is approached, speeds drop rapidly. Therefore, the focus in this paper is…
We consider a random walk in random environment with random holding times, that is, the random walk jumping to one of its nearest neighbors with some transition probability after a random holding time. Both the transition probabilities and…
We present a comprehensive investigation of $\epsilon$-entropy, $h(\epsilon)$, in dynamical systems, stochastic processes and turbulence. Particular emphasis is devoted on a recently proposed approach to the calculation of the…
Transport in Hamiltonian systems with weak chaotic perturbations has been much studied in the past. In this paper, we introduce a new class of problems: transport in Hamiltonian systems with slowly changing phase space structure that are…
Phase transitions abound in nature and society, and, from species extinction to stock market collapse, their prediction is of widespread importance. In earlier work we showed that Global Transfer Entropy, a general measure of information…
Stochastic processes with random reinforced relocations have been introduced in the physics literature to model animal foraging behaviour. Such a process evolves as a Markov process, except at random relocation times, when it chooses a time…
All real physical processes, including of the first-passage time, occur with a change in entropy. This circumstance is not taken into account when studying the first-passage time, but is illustrated in this article using the example of…
Chaotic behavior can be produced from difference equations with unstable fixed points. Difference equations can be used for algorithms to control the chaotic behavior by perturbing a system parameter using feedback based on the first…