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We formulate a finite-particle method of mass transport that accounts for general mixed boundary conditions. The particle method couples a geometrically-exact treatment of advection; Wasserstein gradient-flow dynamics; and a…

Numerical Analysis · Mathematics 2025-03-05 Anna Pandolfi , Ignacio Romero , Michael Ortiz

A specific class of stochastic heat engines driven cyclically by time-dependent potential, which is defined in the half-line ($0<x<+\infty$), is analysed. For such engines, most of their physical quantities can be obtained explicitly,…

Statistical Mechanics · Physics 2020-02-18 Yunxin Zhang

The viscous drag on a colloidal particle pulled through solution by an optical trap is large enough that on experimentally relavant time scales the mechanical force exerted by the trap is equal and op- posite the viscous drag force. The…

Statistical Mechanics · Physics 2007-05-23 R. Dean Astumian

Optimal power flow (OPF) is a critical optimization problem for power systems to operate at points where cost or other operational objectives are optimized. Due to the non-convexity of the set of feasible OPF operating points, it is…

Optimization and Control · Mathematics 2025-03-03 Daniel Turizo , Diego Cifuentes , Anton Leykin , Daniel K. Molzahn

In this paper, a purely measurement-based method is proposed to estimate the dynamic system state matrix by applying the regression theorem of the multivariate Ornstein-Uhlenbeck process. The proposed method employs a recursive algorithm to…

Signal Processing · Electrical Eng. & Systems 2019-05-29 Hao Sheng , Xiaozhe Wang

The optimal selection of experimental conditions is essential to maximizing the value of data for inference and prediction, particularly in situations where experiments are time-consuming and expensive to conduct. We propose a general…

Machine Learning · Statistics 2012-12-04 Xun Huan , Youssef M. Marzouk

We propose a method for optimal Bayesian filtering with deterministic particles. In order to avoid particle degeneration, the filter step is not performed at once. Instead, the particles progressively flow from prior to posterior. This is…

Machine Learning · Statistics 2023-03-07 Uwe D. Hanebeck

We investigate a one-dimensional model of active motion, which takes into account the effects of persistent self-propulsion through a memory function in a dissipative-like term of the generalized Langevin equation for particle swimming…

Statistical Mechanics · Physics 2019-09-25 Francisco J. Sevilla , Rosalío F. Rodríguez , Juan Ruben Gomez-Solano

Optimal control theory deals with finding protocols to steer a system between assigned initial and final states, such that a trajectory-dependent cost function is minimized. The application of optimal control to stochastic systems is an…

Statistical Mechanics · Physics 2024-09-18 Julia Sanders , Marco Baldovin , Paolo Muratore-Ginanneschi

In this study, we investigate the transition path of a free active Brownian particle (ABP) on a two-dimensional plane between two given states. The extremum conditions for the most probable path connecting the two states are derived using…

Statistical Mechanics · Physics 2024-05-20 Kento Yasuda , Kenta Ishimoto

This paper proposes a gradient descent based optimization method that relies on automatic differentiation for the computation of gradients. The method uses tools and techniques originally developed in the field of artificial neural networks…

Systems and Control · Electrical Eng. & Systems 2023-09-29 Georg Kordowich , Johann Jaeger

The effective classical/quantum dynamics of a particle constrained on a closed line embedded in a higher dimensional configuration space is analyzed. By considering explicit examples it is shown how different reduction mechanisms produce…

High Energy Physics - Theory · Physics 2007-05-23 P. Maraner

We derive optimal-work finite time protocols for a colloidal particle in a Gaussian well in the general non-Markovian underdamped regime in contact with a single reservoir. Optimal work protocols with and without measurements of position…

Statistical Mechanics · Physics 2018-05-08 Oscar Paredes-Altuve , Ernesto Medina , Pedro J. Colmenares

We calculate the trajectories which maximize the Unruh effect, mode by mode, when given a fixed energy budget for acceleration. We find that Unruh processes are most likely to occur, and therefore potentially best observable, for certain…

General Relativity and Quantum Cosmology · Physics 2018-11-20 Aida Ahmadzadegan , Achim Kempf

Brownian motion on manifolds with non-trivial diffusion coefficient can be constructed by stochastic development of Euclidean Brownian motions using the fiber bundle of linear frames. We provide a comprehensive study of paths for such…

Probability · Mathematics 2022-08-31 Erlend Grong , Stefan Sommer

The transport of independent active Brownian particles within a two-dimensional narrow channel, modeled as an open-wedge, is studied both numerically and theoretically. We show that the active force tends to localize the particles near the…

Statistical Mechanics · Physics 2019-05-01 Lorenzo Caprini , Fabio Cecconi , Umberto Marini Bettolo Marconi

Optimisation problems in science and engineering typically involve finding the ground state (i.e. the minimum energy configuration) of a cost function with respect to many variables. If the variables are corrupted by noise then this…

Quantum Physics · Physics 2016-03-08 Nicholas Chancellor , Szilard Szoke , Walter Vinci , Gabriel Aeppli , Paul A. Warburton

The emergence of transition phenomena between metastable states induced by noise plays a fundamental role in a broad range of nonlinear systems. The computation of the most probable paths is a key issue to understand the mechanism of…

Dynamical Systems · Mathematics 2021-01-27 Yang Li , Jinqiao Duan , Xianbin Liu

We consider the utilization of a computational model to guide the optimal acquisition of experimental data to inform the stochastic description of model input parameters. Our formulation is based on the recently developed consistent…

Computation · Statistics 2021-05-04 Scott N. Walsh , Tim M. Wildey , John D. Jakeman

We present a novel particle filtering framework for continuous-time dynamical systems with continuous-time measurements. Our approach is based on the duality between estimation and optimal control, which allows reformulating the estimation…

Optimization and Control · Mathematics 2021-10-08 Qinsheng Zhang , Amirhossein Taghvaei , Yongxin Chen