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Large deviation theory provides a framework to understand macroscopic fluctuations and collective phenomena in many-body nonequilibrium systems in terms of microscopic dynamics. In these lecture notes we discuss the large deviation…

Statistical Mechanics · Physics 2025-01-17 Pablo I. Hurtado

Many scientific questions can be framed as asking for a first passage time (FPT), which generically describes the time it takes a random "searcher" to find a "target." The important timescale in a variety of biophysical systems is the time…

Probability · Mathematics 2025-02-18 Hwai-Ray Tung , Sean D Lawley

We present a heavy traffic analysis for a single server queue with renewal arrivals and generally distributed i.i.d. service times, in which the server employs the Shortest Remaining Processing Time (SRPT) policy. Under typical heavy…

Probability · Mathematics 2012-10-04 H. Christian Gromoll , Łukasz Kruk , Amber L. Puha

We consider the mean time to absorption by an absorbing target of a diffusive particle with the addition of a process whereby the particle is reset to its initial position with rate $r$. We consider several generalisations of the model of…

Statistical Mechanics · Physics 2015-11-24 Martin R. Evans , Satya N. Majumdar

The time it takes the fastest searcher out of $N\gg1$ searchers to find a target determines the timescale of many physical, chemical, and biological processes. This time is called an extreme first passage time (FPT) and is typically much…

Probability · Mathematics 2019-12-10 Sean D Lawley

Transition states (TSs) are transient structures that are key in understanding reaction mechanisms and designing catalysts but challenging to be captured in experiments. Alternatively, many optimization algorithms have been developed to…

Long time-duration low-thrust nonlinear optimal spacecraft trajectory global search is a computationally and time expensive problem characterized by clustering patterns in locally optimal solutions. During preliminary mission design,…

Systems and Control · Electrical Eng. & Systems 2025-11-24 Jannik Graebner , Ryne Beeson

In this article, we consider diffusion approximations for a general class of stochastic recursions. Such recursions arise as models for population growth, genetics, financial securities, multiplicative time series, numerical schemes and…

Probability · Mathematics 2016-01-13 David Kelly

A description in terms of transition rates among cells is used to analyze self-diffusion of hard spheres in the fluid phase. Cell size is assumed much larger than the mean free path. Transition state theory is used to obtain an equation…

Statistical Mechanics · Physics 2021-11-15 Miguel Hoyuelos

The state of many physical, biological and socio-technical systems evolves by combining smooth local transitions and abrupt resetting events to a set of reference values. The inclusion of the resetting mechanism not only provides the…

Statistical Mechanics · Physics 2022-12-21 Oriol Artime

Decision Transformer (DT), a trajectory modelling method, has shown competitive performance compared to traditional offline reinforcement learning (RL) approaches on various classic control tasks. However, it struggles to learn optimal…

Machine Learning · Computer Science 2025-09-18 Xingshuai Huang , Di Wu , Benoit Boulet

We consider one dimensional diffusive search strategies subjected to external potentials. The location of a single target is drawn from a given probability density function (PDF) $f_G(x)$ and is fixed for each stochastic realization of the…

Statistical Mechanics · Physics 2017-04-07 Łukasz Kuśmierz , Martin Bier , Ewa Gudowska-Nowak

We introduce DeepFHT, a survival-analysis framework that couples deep neural networks with first hitting time (FHT) distributions from stochastic process theory. Time to event is represented as the first passage of a latent diffusion…

Machine Learning · Computer Science 2026-05-13 Alessio Cristofoletto , Cesare Rollo , Giovanni Birolo , Piero Fariselli

We study several lattice random walk models with stochastic resetting to previously visited sites which exhibit a phase transition between an anomalous diffusive regime and a localization regime where diffusion is suppressed. The localized…

Statistical Mechanics · Physics 2020-01-27 Denis Boyer , Andrea Falcón-Cortés , Luca Giuggioli , Satya N. Majumdar

Quantifying how spatial disorder affects the movement of a diffusing particle or agent is fundamental to target search studies. When diffusion occurs on a network, that is on a highly disordered environment, we lack the mathematical tools…

Statistical Mechanics · Physics 2025-08-15 Daniel Marris , Chittaranjan Hens , Subrata Ghosh , Luca Giuggioli

Reaction-diffusion systems driven far from thermodynamic equilibrium through the injection of energy can support multiple distinct spatial patterns that persist as long-lived dynamical phases. The stability of these metastable phases is not…

Statistical Mechanics · Physics 2026-03-13 Eric R. Heller , David T. Limmer

The exploration of transition state (TS) geometries is crucial for elucidating chemical reaction mechanisms and modeling their kinetics. Recently, machine learning (ML) models have shown remarkable performance for prediction of TS…

Chemical Physics · Physics 2023-10-13 Seonghwan Kim , Jeheon Woo , Woo Youn Kim

The efficient Test-Time Scaling (TTS) paradigm offers a promising perspective for enhancing the generation performance of diffusion models. However, current solutions are limited to a static, pre-defined noise pool and suffer from…

Computer Vision and Pattern Recognition · Computer Science 2026-05-22 Gang Dai , Yining Huang , Yiming Xia , Guohao Chen , Shuaicheng Niu

Stochastic resetting is prevalent in natural and man-made systems giving rise to a long series of non-equilibrium phenomena. Diffusion with stochastic resetting serves as a paradigmatic model to study these phenomena, but the lack of a…

Statistical Mechanics · Physics 2020-10-27 Ofir Tal-Friedman , Arnab Pal , Amandeep Sekhon , Shlomi Reuveni , Yael Roichman

We study first-passage time problems for a diffusive particle with stochastic resetting with a finite rate $r$. The optimal search time is compared quantitatively with that of an effective equilibrium Langevin process with the same…

Statistical Mechanics · Physics 2015-06-12 Martin R. Evans , Satya N. Majumdar , Kirone Mallick
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