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Thermodynamics of small systems has become an important field of statistical physics. They are driven out of equilibrium by a control, and the question is naturally posed how such a control can be optimized. We show that optimization…

Statistical Mechanics · Physics 2011-09-08 Erik Aurell , Carlos Mejia-Monasterio , Paolo Muratore-Ginanneschi

We propose a reformulation of the problem of optimally controlled transitions in stochastic thermodynamics. We impose that any terminal cost specified by a thermodynamic functional should depend only on state variables and not on control…

Statistical Mechanics · Physics 2025-10-03 Julia Sanders , Paolo Muratore-Ginanneschi

The piston system (particles in a box) is the simplest and paradigmatic model in traditional thermodynamics. However, the recently established framework of stochastic thermodynamics (ST) fails to apply to this model system due to the…

Statistical Mechanics · Physics 2016-10-28 Zongping Gong , Yueheng Lan , H. T. Quan

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

This article presents a constrained policy optimization approach for the optimal control of systems under nonstationary uncertainties. We introduce an assumption that we call Markov embeddability that allows us to cast the stochastic…

Optimization and Control · Mathematics 2026-05-11 Sungho Shin , François Pacaud , Emil Contantinescu , Mihai Anitescu

We present a method for determining optimal modes of operation for autonomously oscillating systems with uncertain parameters. In a typical application of the method, a nonlinear dynamical system is optimized with respect to an economic…

Dynamical Systems · Mathematics 2013-08-20 Darya Kastsian , Martin Mönnigmann

We present a stylized model of controlled equilibration of a small system in a fluctuating environment. We derive the equations governing the optimal control steering \emph{in finite time} the system between two equilibrium states. The…

Mesoscale and Nanoscale Physics · Physics 2017-07-25 Paolo Muratore-Ginanneschi , Kay Schwieger

Given a quantum heat engine that operates in a cycle that reaches maximal efficiency for a time-dependent Hamiltonian H(t) of the working substance, with overall controllable driving H(t) = g(t) H, we study the deviation of the efficiency…

Collisional Brownian engines have attracted significant attention due to their simplicity, experimental accessibility, and amenability to exact analytical solutions. While previous research has predominantly focused on optimizing mean…

Statistical Mechanics · Physics 2025-11-11 Gustavo A. L. Forão , Fernando S. Filho , Pedro V. Paraguassú

For periodically driven systems, we derive a family of inequalities that relate entropy production with experimentally accessible data for the mean, its dependence on driving frequency, and the variance of a large class of observables. With…

Statistical Mechanics · Physics 2019-06-25 Timur Koyuk , Udo Seifert

We investigate the thermodynamic efficiency of sub-micro-scale heat engines operating under the conditions described by over-damped stochastic thermodynamics. We prove that at maximum power the efficiency obeys for constant isotropic…

Statistical Mechanics · Physics 2015-11-05 Paolo Muratore-Ginanneschi , Kay Schwieger

We set up a framework for quantum stochastic thermodynamics based solely on experimentally controllable, but otherwise arbitrary interventions at discrete times. Using standard assumptions about the system-bath dynamics and insights from…

Quantum Physics · Physics 2019-08-22 Philipp Strasberg

We introduce the idea of {\it collisional models} for Brownian particles, in which a particle is sequentially placed in contact with distinct thermal environments and external forces. Thermodynamic properties are exactly obtained,…

Statistical Mechanics · Physics 2020-10-07 Angel L. L. Stable , Carlos E. F. Noa , William G. C. Oropesa , C. E. Fiore

The optimal efficiency of quantum (or classical) heat engines whose heat baths are $n$-particle systems is given by the information geometry and the strong large deviation. We give the optimal work extraction process as a concrete…

Quantum Physics · Physics 2017-07-19 Hiroyasu Tajima , Masahito Hayashi

Stochastic thermodynamics is formulated under the assumption of perfect knowledge of all thermodynamic parameters. However, in any real-world experiment, there is non-zero uncertainty about the precise value of temperatures, chemical…

Statistical Mechanics · Physics 2024-01-11 Jan Korbel , David H. Wolpert

In this paper we present a dynamic programing approach to stochastic optimal control problems with dynamic, time-consistent risk constraints. Constrained stochastic optimal control problems, which naturally arise when one has to consider…

Optimization and Control · Mathematics 2015-11-24 Yin-Lam Chow , Marco Pavone

In the real world, one almost never knows the parameters of a thermodynamic process to infinite precision. Reflecting this, here we investigate how to extend stochastic thermodynamics to systems with uncertain parameters, including…

Statistical Mechanics · Physics 2021-03-17 Jan Korbel , David H. Wolpert

We consider a classical and possibly driven composite system $X \otimes Y$ weakly coupled to a Markovian thermal reservoir $R$ so that an unambiguous stochastic thermodynamics ensues for $X \otimes Y$. This setup can be equivalently seen as…

Statistical Mechanics · Physics 2017-06-07 Philipp Strasberg , Massimiliano Esposito

A colloidal particle confined in a time-dependent optical trap can function as a microscopic heat engine, with optimization strategies playing a crucial role in enhancing its performance. In this study, we numerically investigate a Stirling…

Statistical Mechanics · Physics 2025-09-22 Amrutayani Panda , Biswajit Das , Shuvojit Paul , Arnab Saha , Ayan Banerjee

We consider an isothermal machine composed of two Brownian particles (say particle A and B) connected by a harmonic spring. A constant load is attached to particle A, and the particle B is trapped in a harmonic confinement whose minimum is…

Statistical Mechanics · Physics 2018-08-01 Deepak Gupta