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Recent large deviation results have provided general lower bounds for the fluctuations of time-integrated currents in the steady state of stochastic systems. A corollary are so-called thermodynamic uncertainty relations connecting precision…

Statistical Mechanics · Physics 2017-03-29 Juan P. Garrahan

Stochastic processes offer a flexible mathematical formalism to model and reason about systems. Most analysis tools, however, start from the premises that models are fully specified, so that any parameters controlling the system's dynamics…

Systems and Control · Computer Science 2017-01-11 Luca Bortolussi , Guido Sanguinetti

We present a novel approach to investigate the long-time stochastic dynamics of multi-dimensional classical systems, in contact with a heat-bath. When the potential energy landscape is rugged, the kinetics displays a decoupling of short and…

Soft Condensed Matter · Physics 2013-05-29 O. Corradini , P. Faccioli , H. Orland

Complex dissipative systems appear across science and engineering, from polymers and active matter to learning algorithms. These systems operate far from equilibrium, where energy dissipation and time irreversibility govern their behavior…

Machine Learning · Computer Science 2025-11-26 Aiqing Zhu , Beatrice W. Soh , Grigorios A. Pavliotis , Qianxiao Li

Accurate state estimation requires careful consideration of uncertainty surrounding the process and measurement models; these characteristics are usually not well-known and need an experienced designer to select the covariance matrices. An…

Machine Learning · Statistics 2025-07-18 Pardha Sai Krishna Ala , Ameya Salvi , Venkat Krovi , Matthias Schmid

The development of stochastic thermodynamics during the last decades prompted the discovery of novel nonequilibrium relations refining our understanding of the second law in small fluctuating systems and its connection with information…

Physics and Society · Physics 2025-11-19 Luis Irisarri , Lucas Trigal , Raúl Toral , Gonzalo Manzano

When monitoring the dynamics of stochastic systems, such as interacting particles agitated by thermal noise, disentangling deterministic forces from Brownian motion is challenging. Indeed, we show that there is an information-theoretic…

Soft Condensed Matter · Physics 2020-04-16 Anna Frishman , Pierre Ronceray

We address the problem of safely learning controlled stochastic dynamics from discrete-time trajectory observations, ensuring system trajectories remain within predefined safe regions during both training and deployment. Safety-critical…

Machine Learning · Statistics 2026-02-03 Luc Brogat-Motte , Alessandro Rudi , Riccardo Bonalli

The relationship between the thermodynamic and computational characteristics of dynamical physical systems has been a major theoretical interest since at least the 19th century, and has been of increasing practical importance as the…

The thermodynamic uncertainty relation originally proven for systems driven into a non-equilibrium steady state (NESS) allows one to infer the total entropy production rate by observing any current in the system. This kind of inference…

Statistical Mechanics · Physics 2021-09-23 Timur Koyuk , Udo Seifert

Driven Langevin processes have appeared in a variety of fields due to the relevance of natural phenomena having both deterministic and stochastic effects. The stochastic currents and fluxes in these systems provide a convenient set of…

Chemical Physics · Physics 2017-01-04 Michael J. Catanzaro , Vladimir Y. Chernyak , John R. Klein

A thermodynamic system is driven into a nonequilibrium condition when a time-dependent force or a nonconservative force represented by a protocol $\lambda(t)$ is applied. Such a system is time irreversible in the sense that the motion under…

Statistical Mechanics · Physics 2014-06-03 Jae Dong Noh

Non-Markovian dynamics arise when a system is coupled to a bath with finite correlation time, giving rise to memory effects that allow the bath to temporarily store and return excitations. However, how memory modifies irreversibility and…

Statistical Mechanics · Physics 2026-04-29 Ken Funo , Tan Van Vu , Keiji Saito

The appealing theoretical measure of irreversibility in a stochastic process, as the ratio of the probabilities of a trajectory and its time reversal, cannot be accessed directly in experiment since the probability of a single trajectory is…

Statistical Mechanics · Physics 2022-04-14 Julian Kappler , Ronojoy Adhikari

Stochastic reduced-order models are widely used to represent the effective dynamics of complex systems, but estimating their drift and diffusion coefficients from data remains challenging. Standard approaches often rely on short-time…

Machine Learning · Statistics 2026-04-28 Ludovico T. Giorgini

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

How can we learn the laws underlying the dynamics of stochastic systems when their trajectories are sampled sparsely in time? Existing methods either require temporally resolved high-frequency observations, or rely on geometric arguments…

Dynamical Systems · Mathematics 2025-12-30 Dimitra Maoutsa

The present study is based on a recent success of the second-order stochastic fluctuation theory in describing time autocorrelations of equilibrium and nonequilibrium physical systems. In particular, it was shown to yield values of the…

Statistical Mechanics · Physics 2017-08-23 Roman Belousov , E. G. D. Cohen , Lamberto Rondoni

Discovering the underlying dynamics of complex systems from data is an important practical topic. Constrained optimization algorithms are widely utilized and lead to many successes. Yet, such purely data-driven methods may bring about…

Dynamical Systems · Mathematics 2023-05-17 Nan Chen , Yinling Zhang

Large fluctuations have received considerable attention as they encode information on the fine-scale dynamics. Large deviation relations known as fluctuation theorems also capture crucial nonequilibrium thermodynamical properties. Here we…

Statistical Mechanics · Physics 2010-12-09 David Andrieux
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