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A framework for defining stochastic currents associated with diffusion processes on curved Riemannian manifolds is presented. This is achieved by introducing an overdamped Stratonovich-Langevin equation that remains fully covariant under…

Statistical Mechanics · Physics 2024-07-23 Harry J. D. Miller

Modern learning systems increasingly interact with data that evolve over time and depend on hidden internal state. We ask a basic question: when is such a dynamical system learnable from observations alone? This paper proposes a research…

Machine Learning · Computer Science 2025-12-23 Elad Hazan , Shai Shalev Shwartz , Nathan Srebro

Living systems are open nonequilibrium systems that continuously exchange energy, matter, and information with their environments, leading to stochastic dynamics with memory and active fluctuations. In this study, we develop a non-Markovian…

Statistical Mechanics · Physics 2026-04-20 Feiyi Liu , Min Guo , Hongwei Tan , Yang Wang

Whereas the importance of transient dynamics to the functionality and management of complex systems has been increasingly recognized, most of the studies are based on models. Yet in realistic situations the models are often unknown and what…

Adaptation and Self-Organizing Systems · Physics 2021-10-25 Huawei Fan , Liang Wang , Yao Du , Yafeng Wang , Jinghua Xiao , Xingang Wang

Many complex systems, ranging from migrating cells to animal groups, exhibit stochastic dynamics described by the underdamped Langevin equation. Inferring such an equation of motion from experimental data can provide profound insight into…

Biological Physics · Physics 2026-04-17 David B. Brückner , Pierre Ronceray , Chase P. Broedersz

Progress in automatic control of thermal processes and real-time estimation of heat penetration into live tissue has long been limited by the difficulty of obtaining high-fidelity thermodynamic models. Traditionally, in complex…

Computer Vision and Pattern Recognition · Computer Science 2022-07-20 Hamza El-Kebir , Yongseok Lee , Joseph Bentsman

The analysis of dynamical systems is a fundamental tool in the natural sciences and engineering. It is used to understand the evolution of systems as large as entire galaxies and as small as individual molecules. With predefined conditions…

Machine Learning · Statistics 2024-12-19 Ludwig Winkler

Modelling robot dynamics accurately is essential for control, motion optimisation and safe human-robot collaboration. Given the complexity of modern robotic systems, dynamics modelling remains non-trivial, mostly in the presence of…

Robotics · Computer Science 2022-05-11 David Jorge , Gabriella Pizzuto , Michael Mistry

We introduce a continuous time-reversal operation which connects the time-forward and time-reversed trajectories in the steady state of an irreversible Markovian dynamics via a continuous family of stochastic dynamics. This continuous…

Statistical Mechanics · Physics 2022-01-10 Andreas Dechant , Shin-ichi Sasa

A new Thermodynamic Uncertainty Relation (TUR) is derived for systems described by linearly coupled Langevin equations in the presence of non-linear frictional forces. In our scheme, the main variable represents the velocity of a particle,…

Statistical Mechanics · Physics 2024-05-09 A. Plati , A. Puglisi , A. Sarracino

We provide a minimal strategy for the quantitative analysis of a large class of non-equilibrium systems in a {statistically} steady state using the short-time Thermodynamic Uncertainty Relation (TUR). From short-time trajectory data…

This paper is concerned with the stochastic thermodynamics of non-equilibrium Gaussian processes that can exhibit anomalous diffusion. In the systems considered, the noise correlation function is not necessarily related to friction. Thus,…

Statistical Mechanics · Physics 2022-12-20 S. Mohsen J. Khadem , Rainer Klages , Sabine H. L. Klapp

The probability distributions, as well as the mean values of stochastic currents and fluxes, associated with a driven Langevin process, provide a good and topologically protected measure of how far a stochastic system is driven out of…

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

Many complex fluids can be described by continuum hydrodynamic field equations, to which noise must be added in order to capture thermal fluctuations. In almost all cases, the resulting coarse-grained stochastic partial differential…

Soft Condensed Matter · Physics 2022-02-14 Michael E. Cates , Étienne Fodor , Tomer Markovich , Cesare Nardini , Elsen Tjhung

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…

Statistical Mechanics · Physics 2022-09-14 Stephen Teitsworth , John Neu

In systems far from equilibrium, the statistics of observables are connected to entropy production, leading to the Thermodynamic Uncertainty Relation (TUR). However, the derivation of TURs often involves constraining the parity of…

Statistical Mechanics · Physics 2023-05-17 Domingos S. P. Salazar

We develop a method to learn physical systems from data that employs feedforward neural networks and whose predictions comply with the first and second principles of thermodynamics. The method employs a minimum amount of data by enforcing…

Machine Learning · Computer Science 2020-11-16 Quercus Hernández , Alberto Badias , David Gonzalez , Francisco Chinesta , Elias Cueto

This book covers a wide range of problems involving the applications of stochastic processes, stochastic calculus, large deviation theory, group representation theory and quantum statistics to diverse fields in dynamical systems,…

Mathematical Physics · Physics 2021-08-13 Harish Parthasarathy

The second law of thermodynamics governs that nonequilibrium systems evolve towards states of higher entropy over time. However, it does not specify the rate of this evolution and the role of fluctuations that impact the system's dynamics.…

Statistical Mechanics · Physics 2025-01-27 Mairembam Kelvin Singh , R. K. Brojen Singh , Moirangthem Shubhakanta Singh

Theoretical studies have shown that stochasticity can affect the dynamics of ecosystems in counter-intuitive ways. However, without knowing the equations governing the dynamics of populations or ecosystems, it is difficult to ascertain the…

Quantitative Methods · Quantitative Biology 2024-09-24 Arshed Nabeel , Ashwin Karichannavar , Shuaib Palathingal , Jitesh Jhawar , David B. Brückner , Danny Raj M. , Vishwesha Guttal