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The ability to manipulate and control fluid flows is of great importance in many scientific and engineering applications. Here, a cluster-based control framework is proposed to determine optimal control laws with respect to a cost function…
Stochastic dynamical systems arise naturally across nearly all areas of science and engineering. Typically, a dynamical system model is based on some prior knowledge about the underlying dynamics of interest in which probabilistic features…
A dynamical system is a transformation of a phase space, and the transformation law is the primary means of defining as well as identifying the dynamical system. It is the object of focus of many learning techniques. Yet there are many…
We consider a stochastic process which is (a) described by a continuous-time Markov chain on only short time-scales and (b) constrained to conserve a number of hidden quantities on long time-scales. We assume that the transition matrix of…
A process-theoretic approach to electrodynamics based on persistent Kac-type stochastic processes is developed. Finite-velocity stochastic propagation is taken as primary, while relativistic wave equations arise as emergent descriptions…
For a dynamical system satisfying the approximate product property and asymptotically entropy expansiveness, we characterize a delicate structrue of the space of invariant measures: The ergodic measures of intermediate entropies and…
Given two distinct subsets $A,B$ in the state space of some dynamical system, Transition Path Theory (TPT) was successfully used to describe the statistical behavior of transitions from $A$ to $B$ in the ergodic limit of the stationary…
Stochastic thermodynamics as reviewed here systematically provides a framework for extending the notions of classical thermodynamics like work, heat and entropy production to the level of individual trajectories of well-defined…
Stochastic gradient descent is an optimisation method that combines classical gradient descent with random subsampling within the target functional. In this work, we introduce the stochastic gradient process as a continuous-time…
In this paper, we seek to understand the behavior of dynamical systems that are perturbed by a parameter that changes discretely in time. If we impose certain conditions, we can study certain embedded systems within a hybrid system as…
The developing field of stochastic thermodynamics extends concepts of macroscopic thermodynamics such as entropy production and work to the microscopic level of individual trajectories taken by a system through phase space. The scheme…
A new class of exclusion type processes acting in continuum with synchronous updating is introduced and studied. Ergodic averages of particle velocities are obtained and their connections to other statistical quantities, in particular to…
The dynamics of one dimensional iterative maps in the regime of fully developed chaos is studied in detail. Motivated by the observation of dynamical structures around the unstable fixed point we introduce the geometrical concept of a…
Stochastic thermodynamics provides a framework for describing small systems like colloids or biomolecules driven out of equilibrium but still in contact with a heat bath. Both, a first-law like energy balance involving exchanged heat and…
A successful method to describe the asymptotic behavior of various deterministic and stochastic processes such as asymptotically autonomous differential equations or stochastic approximation processes is to relate it to an appropriately…
In this paper we consider a diffusion process obtained as a small random perturbation of a dynamical system attracted to a stable equilibrium point. The drift and the diffusive perturbation are assumed to evolve slowly in time. We describe…
We distinguish a mechanical representation of the world in terms of point masses with positions and momenta and the chemical representation of the world in terms of populations of different individuals, each with intrinsic stochasticity,…
Applying the mathematical circulation theory of Markov chains, we investigate the synchronized stochastic dynamics of a discrete network model of yeast cell-cycle regulation where stochasticity has been kept rather than being averaged out.…
Discrete-time stochastic systems are an essential modelling tool for many engineering systems. We consider stochastic control systems that are evolving over continuous spaces. For this class of models, methods for the formal verification…
Modelling the evolution of a system using stochastic dynamics typically implies a greater subjective uncertainty in the adopted system coordinates as time progresses, and stochastic entropy production has been developed as a measure of this…