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Free energy landscapes encode the kinetics, intermediates, and transition states that govern molecular processes and are thus a key target of single biomolecule research. Typical approaches to deriving optimal, error-minimizing,…

Biological Physics · Physics 2025-11-25 Oliver Cheng , Zosia Adamska , Michael P. Brenner , Megan C. Engel

In this paper we propose and solve an optimal dividend problem with capital injections over a finite time horizon. The surplus dynamics obeys a linearly controlled drifted Brownian motion that is reflected at the origin, dividends give rise…

Mathematical Finance · Quantitative Finance 2019-05-22 Giorgio Ferrari , Patrick Schuhmann

We investigate optimal stopping problems for systems driven by the Brownian sheet. Our analysis is divided into two parts. In the first part we derive explicit solutions to two optimal stopping problems for the exponentially discounted…

Probability · Mathematics 2026-03-16 Nacira Agram , Bernt Oksendal , Frank Proske , Olena Tymoshenko

Sequential Bayesian experimental design typically assumes that the number of experiments is fixed before data collection begins. In practical campaigns, however, experimentation may need to terminate early because additional measurements…

Methodology · Statistics 2026-05-29 Chen Cheng , Xun Huan

We investigate a model of a stochastic engine operating cyclically at constant bath temperature, which consists of an overdamped Brownian harmonic oscillator that plays the role of working substance and is elastically coupled to an active…

Statistical Mechanics · Physics 2025-09-16 Erick Efrain Cote-Valencia , Juan Ruben Gomez-Solano

The recent advancement in vehicular networking technology provides novel solutions for designing intelligent and sustainable vehicle motion controllers. This work addresses a car-following task, where the feedback linearisation method is…

Systems and Control · Electrical Eng. & Systems 2024-10-28 Sheng Yu , Xiao Pan , Anastasis Georgiou , Boli Chen , Imad M. Jaimoukha , Simos A. Evangelou

We present a theoretical treatment of energy transfer in a molecular motor described in terms of overdamped Brownian motion on a multidimensional tilted periodic potential. The tilt acts as a thermodynamic force driving the system out of…

Soft Condensed Matter · Physics 2013-10-11 K. J. Challis , Michael W. Jack

We study an integrable Hamiltonian reducible to free fermions which is subjected to an imperfect periodic driving with the amplitude of driving (or kicking) randomly chosen from a binary distribution like a coin-toss problem. The randomness…

Statistical Mechanics · Physics 2018-05-30 Utso Bhattacharya , Somnath Maity , Uddipan Banik , Amit Dutta

The efficient computation of the overdamped, random motion of micron and nanometre scale particles in a viscous fluid requires novel methods to obtain the hydrodynamic interactions, random displacements and Brownian drift at minimal cost.…

Computational Physics · Physics 2022-08-10 Timothy A Westwood , Blaise Delmotte , Eric E Keaveny

We consider overdamped Brownian dynamics in a periodic potential with temporally oscillating amplitude. We analyze the transport which shows effective diffusion enhanced by the oscillations and derive approximate expressions for the…

Other Condensed Matter · Physics 2015-05-18 Pawel Romanczuk , Felix Mueller , Lutz Schimansky-Geier

We study thermodynamic processes in contact with a heat bath that may have an arbitrary time-varying periodic temperature profile. Within the framework of stochastic thermodynamics, and for models of thermo-dynamic engines in the idealized…

Optimization and Control · Mathematics 2022-04-06 Olga Movilla Miangolarra , Rui Fu , Amirhossein Taghvaei , Yongxin Chen , Tryphon T. Georgiou

We consider the problem of optimally stopping a Brownian bridge with an unknown pinning time so as to maximise the value of the process upon stopping. Adopting a Bayesian approach, we assume the stopper has a general continuous prior and is…

Probability · Mathematics 2020-03-17 Kristoffer Glover

Parallel-elastic joints can improve the efficiency and strength of robots by assisting the actuators with additional torques. For these benefits to be realized, a spring needs to be carefully designed. However, designing robots is an…

Robotics · Computer Science 2023-01-10 Filip Bjelonic , Joonho Lee , Philip Arm , Dhionis Sako , Davide Tateo , Jan Peters , Marco Hutter

The expressions for entropy production, free energy, and entropy extraction rates are derived for a Brownian particle that walks in an underdamped medium. Our analysis indicates that as long as the system is driven out of equilibrium, it…

Statistical Mechanics · Physics 2021-02-18 Mesfin Asfaw Taye

We address the output regulation problem for a general class of linear stochastic systems. Specifically, we formulate and solve the ideal full-information and output-feedback problems, obtaining perfect, but non-causal, asymptotic…

Systems and Control · Electrical Eng. & Systems 2021-04-26 Alberto Mellone , Giordano Scarciotti

Based on analytical and numerical calculations we study the dynamics of an overdamped colloidal particle moving in two dimensions under time-delayed, non-linear feedback control. Specifically, the particle is subject to a force derived from…

Soft Condensed Matter · Physics 2025-03-07 Robin A. Kopp , Sabine H. L. Klapp

We study problems of optimal boundary control with systems governed by linear hyperbolic partial differential equations. The objective function is quadratic and given by an integral over the finite time interval $(0,\, T)$ that depends on…

Analysis of PDEs · Mathematics 2018-11-08 Martin Gugat , Falk Hante

We study microscopic engines that use a single active particle as their "working medium". Part of the energy required to drive the directed motion of the particle can be recovered as work, even at constant temperature. A wide class of…

Soft Condensed Matter · Physics 2022-01-20 Thomas Speck

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

Optimizing the energy efficiency of driving processes provides valuable insights into the underlying physics and is of crucial importance for numerous applications, from biological processes to the design of machines and robots. Knowledge…

Soft Condensed Matter · Physics 2024-04-02 Sarah A. M. Loos , Samuel Monter , Felix Ginot , Clemens Bechinger
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