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Stochastic thermodynamics is a developing theory for systems out of thermal equilibrium. It allows to formulate a wealth of nontrivial relations among thermodynamic quantities such as heat dissipation, excess work, and entropy production in…

Statistical Mechanics · Physics 2026-02-24 Benjamin Sorkin , Gil Ariel , Tomer Markovich

The committor functions are central to investigating rare but important events in molecular simulations. It is known that computing the committor function suffers from the curse of dimensionality. Recently, using neural networks to estimate…

Machine Learning · Statistics 2025-01-28 Yueyang Wang , Kejun Tang , Xili Wang , Xiaoliang Wan , Weiqing Ren , Chao Yang

This paper proposes a novel reaction-diffusion system approximation tailored for singular diffusion problems, typified by the fast diffusion equation. While such approximation methods have been successfully applied to degenerate parabolic…

Analysis of PDEs · Mathematics 2026-04-01 Hideki Murakawa , Florian Salin

Here we define and study the properties of retrodictive inference. We derive equations relating retrodiction entropy and thermodynamic entropy, and as a special case, show that under equilibrium conditions, the two are identical. We…

Other Statistics · Statistics 2018-07-04 Nathaniel Rupprecht , Dervis Vural

We consider a refracted jump diffusion process having two-sided jumps with rational Laplace transforms. For such a process, by applying a straightforward but interesting approach, we derive formulas for the Laplace transform of its…

Probability · Mathematics 2016-03-31 Jiang Zhou , Lan Wu

One of the most influential results in neural network theory is the universal approximation theorem [1, 2, 3] which states that continuous functions can be approximated to within arbitrary accuracy by single-hidden-layer feedforward neural…

Machine Learning · Computer Science 2021-12-16 Clemens Hutter , Recep Gül , Helmut Bölcskei

The main motivation of this work is to assess the validity of a LWR traffic flow model to model measurements obtained from trajectory data, and propose extensions of this model to improve it. A formulation for a discrete dynamical system is…

Signal Processing · Electrical Eng. & Systems 2023-12-06 Mike Pereira , Pinar Boyraz Baykas , Balázs Kulcsár , Annika Lang

We introduce exact methods for the simulation of sample paths of one-dimensional diffusions with a discontinuity in the drift function. Our procedures require the simulation of finite-dimensional candidate draws from probability laws…

Methodology · Statistics 2017-01-24 Omiros Papaspiliopoulos , Gareth O. Roberts , Kasia B. Taylor

We consider the inverse problem of reconstructing the posterior measure over the trajec- tories of a diffusion process from discrete time observations and continuous time constraints. We cast the problem in a Bayesian framework and derive…

Machine Learning · Statistics 2016-12-21 Botond Cseke , David Schnoerr , Manfred Opper , Guido Sanguinetti

Despite a long record of intense efforts, the basic mechanisms by which dissipation emerges from the microscopic dynamics of a relativistic fluid still elude a complete understanding. In particular, no unique pathway from kinetic theory to…

Computational Physics · Physics 2017-08-16 A. Gabbana , M. Mendoza , S. Succi , R. Tripiccione

Whereas the original Boltzmann's $H$-theorem applies to elastic collisions, its rigorous generalization to the inelastic case is still lacking. Nonetheless, it has been conjectured in the literature that the relative entropy of the velocity…

Soft Condensed Matter · Physics 2021-06-09 Alberto Megías , Andrés Santos

We consider optimization of the average entropy production in inhomogeneous temperature environments within the framework of stochastic thermodynamics. For systems modeled by Langevin equations (e.g. a colloidal particle in a heat bath) it…

Statistical Mechanics · Physics 2013-03-14 Stefano Bo , Erik Aurell , Ralf Eichhorn , Antonio Celani

The paradigmatic model of the directed percolation process is studied near its second order phase transition between an absorbing and an active state. The model is first expressed in a form of Langevin equation and later rewritten into a…

Statistical Mechanics · Physics 2019-10-23 Š. Birnšteinová , M. Hnatič , T. Lučivjanský , L. Mižišin , V. Škultéty

We consider systems of conservation laws endowed with a convex entropy. We show the contraction, up to a translation, to extremal entropic shocks, for a pseudo-distance based on the notion of relative entropy. The contraction holds for…

Analysis of PDEs · Mathematics 2013-09-17 Alexis Vasseur

Trajectory optimization with contact-rich behaviors has recently gained attention for generating diverse locomotion behaviors without pre-specified ground contact sequences. However, these approaches rely on precise models of robot dynamics…

Robotics · Computer Science 2020-09-29 Luke Drnach , Ye Zhao

We outline a reduction scheme for a class of Brownian dynamics which leads to meaningful corrections to the Smoluchowski equation in the overdamped regime. The mobility coefficient of the reduced dynamics is obtained by exploiting the…

Statistical Mechanics · Physics 2022-05-19 Matteo Colangeli , Adrian Muntean

In this work we focus on fluctuations of time-integrated observables for a particle diffusing in a one-dimensional periodic potential in the weak-noise asymptotics. Our interest goes to rare trajectories presenting an atypical value of the…

Statistical Mechanics · Physics 2019-03-05 Nicolás Tizón-Escamilla , Vivien Lecomte , Eric Bertin

We use the entropy production variational method to associate a one particle distribution function to the assumed known energy-momentum and entropy currents describing a relativistic conformal fluid. Assuming a simple form for the collision…

High Energy Physics - Phenomenology · Physics 2011-05-18 E. Calzetta , J. Peralta-Ramos

We present a method to sample reactive pathways via biased molecular dynamics simulations in trajectory space. We show that the use of enhanced sampling techniques enables unconstrained exploration of multiple reaction routes. Time…

Computational Physics · Physics 2020-07-15 Davide Mandelli , Barak Hirshberg , Michele Parrinello

Reaction coordinates (RCs) are low-dimensional representations of complex dynamical systems that capture their long-term dynamics. In this work, we focus on the criteria of lumpability and decomposability, previously established for…

Numerical Analysis · Mathematics 2024-09-16 Zhicheng Zhang , Ling Guo , Hao Wu