Related papers: Stochastic path power and the Laplace transform

We derive a stochastic path integral representation of counting statistics in semi-classical systems. The formalism is introduced on the simple case of a single chaotic cavity with two quantum point contacts, and then further generalized to…

We present the observation that the process of stochastic model predictive control can be formulated in the framework of iterated function systems. The latter has a rich ergodic theory that can be applied to study the system's long-run…

Slowing down phenomena occur in both deterministic and stochastic dynamical systems at the vicinity of phase transitions or bifurcations. An example is found in systems exhibiting a saddle-node bifurcation, which undergo a dramatic time…

Starting from the canonical formalism of relativistic (timeless) quantum mechanics, the formulation of timeless path integral is rigorously derived. The transition amplitude is reformulated as the sum, or functional integral, over all…

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…

Many complex real world phenomena exhibit abrupt, intermittent or jumping behaviors, which are more suitable to be described by stochastic differential equations under non-Gaussian L\'evy noise. Among these complex phenomena, the most…

We study long-range interacting systems driven by external stochastic forces that act collectively on all the particles constituting the system. Such a scenario is frequently encountered in the context of plasmas, self-gravitating systems,…

Nearly-elastic model systems with one or two degrees of freedom are considered: the system is undergoing a small loss of energy in each collision with the "wall". We show that instabilities in this purely deterministic system lead to…

The path probability of a particle undergoing stochastic motion is studied by the use of functional technique, and the general formula is derived for the path probability distribution functional. The probability of finding paths inside a…

Stochastic systems characterised by a random driving in a form of the general stable noise are considered. The particle experiences long rests due to the traps the density of which is position-dependent and obeys a power-law form attributed…

Near equilibrium, thermodynamic intuition suggests that fast, irreversible processes will dissipate more energy and entropy than slow, quasistatic processes connecting the same initial and final states. Here, we test the hypothesis that…

Stochastic Spatio-Temporal processes are prevalent across domains ranging from modeling of plasma to the turbulence in fluids to the wave function of quantum systems. This letter studies a measure-theoretic description of such systems by…

This paper focuses on the mathematical approaches to the analysis of stability that is a crucial step in the design of dynamical systems. Three methods are presented, namely, absolutely integrable impulse response, Fourier integral, and…

This paper deals with the long time behavior of the optimal solution of stochastic backward linear-quadratic optimal control problem over the finite time horizon. Both weak and strong turnpike properties are established under appropriate…

Systems switching between different dynamical phases is an ubiquitous phenomenon. The general understanding of such a process is limited. To this end, we present a general expression that captures fluctuations of a system exhibiting a…

A Langevin equation whose deterministic part undergoes a saddle-node bifurcation is investigated theoretically. It is found that statistical properties of relaxation trajectories in this system exhibit divergent behaviors near a saddle-node…

The quasipotential is a natural generalization of the concept of energy functions to non-equilibrium systems. In the analysis of rare events in stochastic dynamics, it plays a central role in characterizing the statistics of transition…

A strategy for finding transition paths connecting two stable basins is presented. The starting point is the Hamilton principle of stationary action; we show how it can be transformed into a minimum principle through the addition of…

Stochastic line integrals provide a useful tool for quantitatively characterizing irreversibility and detailed balance violation in noise-driven dynamical systems. A particular realization is the stochastic area, recently studied in coupled…

Recently path integral methods have been developed for stochastic optimal control for a wide class of models with non-linear dynamics in continuous space-time. Path integral methods find the control that minimizes the expected cost-to-go.…