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In this note we propose a method based on artificial neural network to study the transition between states governed by stochastic processes. In particular, we aim for numerical schemes for the committor function, the central object of…

Machine Learning · Computer Science 2018-03-01 Yuehaw Khoo , Jianfeng Lu , Lexing Ying

We introduce a path sampling method for obtaining statistical properties of an arbitrary stochastic dynamics. The method works by decomposing a trajectory in time, estimating the probability of satisfying a progress constraint, modifying…

Statistical Mechanics · Physics 2015-06-04 Nicholas Guttenberg , Aaron R. Dinner , Jonathan Weare

Among various rare events, the effective computation of transition paths connecting metastable states in a stochastic model is an important problem. This paper proposes a stochastic optimal control formulation for transition path problems…

Optimization and Control · Mathematics 2023-11-15 Yuan Gao , Jian-Guo Liu , Oliver Tse

Trajectory optimization is a fundamental stochastic optimal control problem. This paper deals with a trajectory optimization approach for dynamical systems subject to measurement noise that can be fitted into linear time-varying stochastic…

Systems and Control · Electrical Eng. & Systems 2021-08-24 Prakash Mallick , Zhiyong Chen

Many natural systems exhibit phase transition where external environmental conditions spark a shift to a new and sometimes quite different state. Therefore, detecting the behavior of a stochastic dynamic system such as the most probable…

Optimization and Control · Mathematics 2023-03-02 Jianyu Chen , Ting Gao , Yang Li , Jinqiao Duan

In stochastic resonance, a periodically forced Brownian particle in a double-well potential jumps between minima at rare increments, the prediction of which poses a major theoretical challenge. Here, we use a path-integral method to find a…

Data Analysis, Statistics and Probability · Physics 2020-04-02 L. T. Giorgini , S. H. Lim , W. Moon , J. S. Wettlaufer

The committor function is a central object for quantifying the transitions between metastable states of dynamical systems. Recently, a number of computational methods based on deep neural networks have been developed for computing the…

Computational Physics · Physics 2024-04-10 Bo Lin , Weiqing Ren

Atomistic simulations are widely used to investigate reactive processes but are often limited by the rare event problem due to kinetic bottlenecks. We recently introduced an enhanced sampling approach based on the committor function,…

Computational Physics · Physics 2026-03-02 Enrico Trizio , Giorgia Rossi , Michele Parrinello

Transition path theory (TPT) is a mathematical framework for quantifying rare transition events between a pair of selected metastable states $A$ and $B$. Central to TPT is the committor function, which describes the probability to hit the…

Numerical Analysis · Mathematics 2026-01-22 Zezheng Song , Maria K. Cameron , Haizhao Yang

Distribution-dependent stochastic dynamical systems arise widely in engineering and science. We consider a class of such systems which model the limit behaviors of interacting particles moving in a vector field with random fluctuations. We…

Numerical Analysis · Mathematics 2023-09-15 Wei Wei , Jianyu Hu

Given two metastable states A and B of a biomolecular system, the problem is to calculate the likely paths of the transition from A to B. Such a calculation is more informative and more manageable if done for a reduced set of collective…

Computational Physics · Physics 2010-11-13 Ruijun Zhao , Juanfang Shen , Robert D. Skeel

We study rare transitions in Markovian open quantum systems driven with Gaussian noise, applying transition path and interface sampling methods to trajectories generated by stochastic Schr\"odinger dynamics. Interface and path sampling…

Quantum Physics · Physics 2025-05-09 Robson Christie , Peter G. Bolhuis , David T. Limmer

We consider rare transitions induced by colored noise excitation in multistable systems. We show that undesirable transitions can be mitigated by a simple time-delay feedback control if the control parameters are judiciously chosen. We…

Dynamical Systems · Mathematics 2021-09-15 Konstantinos Mamis , Mohammad Farazmand

Controllers for autonomous systems that operate in safety-critical settings must account for stochastic disturbances. Such disturbances are often modelled as process noise, and common assumptions are that the underlying distributions are…

Systems and Control · Electrical Eng. & Systems 2022-12-08 Thom S. Badings , Alessandro Abate , Nils Jansen , David Parker , Hasan A. Poonawala , Marielle Stoelinga

We present a numerical method for computing optimal transition pathways and transition rates in systems of stochastic differential equations (SDEs). In particular, we compute the most probable transition path of stochastic equations by…

Dynamical Systems · Mathematics 2015-06-11 Brandon S. Lindley , Ira B. Schwartz

The aim of this notes is to give a concise introduction to control theory for systems governed by stochastic partial differential equations. We shall mainly focus on controllability and optimal control problems for these systems. For the…

Optimization and Control · Mathematics 2021-01-27 Qi Lü , Xu Zhang

We study the problem of predicting rare critical transition events for a class of slow-fast nonlinear dynamical systems. The state of the system of interest is described by a slow process, whereas a faster process drives its evolution and…

Computational Physics · Physics 2020-12-14 Soon Hoe Lim , Ludovico Theo Giorgini , Woosok Moon , J. S. Wettlaufer

We study a biological autoregulation process, involving a protein that enhances its own transcription, in a parameter region where bistability would be present in the absence of fluctuations. We calculate the rate of fluctuation-induced…

Biological Physics · Physics 2018-11-14 John Hertz , Joanna Tyrcha , Alvaro Correales

A central object in the computational studies of rare events is the committor function. Though costly to compute, the committor function encodes complete mechanistic information of the processes involving rare events, including reaction…

Statistical Mechanics · Physics 2022-11-23 Muhammad R. Hasyim , Clay H. Batton , Kranthi K. Mandadapu

This contribution introduces a neural-network-based approach to discover meaningful transition pathways underlying complex biomolecular transformations in coherence with the committor function. The proposed path-committor-consistent…