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We consider the paradigm of an overdamped Brownian particle in a potential well, which is modulated through an external protocol, in the presence of stochastic resetting. Thus, in addition to the short range diffusive motion, the particle…

Statistical Mechanics · Physics 2020-03-25 Deepak Gupta , Carlos A. Plata , Arnab Pal

We study stochastic resetting of a probe particle in a viscoelastic environment where only the probe is reset while the medium retains memory of its past dynamics. Using a minimal model with finite correlation time, we analyze the…

Statistical Mechanics · Physics 2026-03-19 Ion Santra , Debankur Das

We consider optimal transport problems where the cost is optimized over controlled dynamics and the end time is free. Unlike the classical setting, the search for optimal transport plans also requires the identification of optimal "stopping…

Optimization and Control · Mathematics 2018-07-09 Nassif Ghoussoub , Young-Heon Kim , Aaron Zeff Palmer

We present a method to design driving protocols that achieve fast thermal equilibration of a system of interest using techniques inspired by machine learning training algorithms. For example, consider a Brownian particle manipulated by…

Statistical Mechanics · Physics 2025-06-25 Diego Rengifo , Gabriel Téllez

We consider the dynamical evolution of a Brownian particle undergoing stochastic resetting, meaning that after random periods of time it is forced to return to the starting position. The intervals after which the random motion is stopped…

Statistical Mechanics · Physics 2022-07-19 Mattia Radice

What are the fundamental limitations placed by the laws of thermodynamics on the energy expenditure needed to carry out a given task in a nonequilibrium environment in finite time? In this thesis, we investigate "optimal nonequilibrium…

Statistical Mechanics · Physics 2025-09-30 Adrianne Zhong

We consider the statics and dynamics of a single particle trapped in a one-dimensional harmonic potential, and subjected to a driving noise with memory, that is represented by a resetting stochastic process. The finite memory of this…

Statistical Mechanics · Physics 2024-01-18 Mathis Gueneau , Satya N. Majumdar , Gregory Schehr

How much free energy is irreversibly lost during a thermodynamic process? For deterministic protocols, lower bounds on energy dissipation arise from the thermodynamic friction associated with pushing a system out of equilibrium in finite…

Statistical Mechanics · Physics 2021-03-26 Samuel J. Bryant , Benjamin B. Machta

Regenerating braking energy is one major pathway to make rail traffic energy-efficient. It is therefore desirable to design timetables that exploit this feature. However, timetables that allow to regenerate energy are often bad for the…

Optimization and Control · Mathematics 2026-05-05 Sarah Roth , Sven Jäger , Niels Lindner , Anita Schöbel

Learning is a complex dynamical process shaped by a range of interconnected decisions. Careful design of hyperparameter schedules for artificial neural networks or efficient allocation of cognitive resources by biological learners can…

Disordered Systems and Neural Networks · Physics 2025-07-11 Francesca Mignacco , Francesco Mori

To achieve fast computation, it is crucial to reset the memory to a desired state within a limited time. However, the inherent delay in the system's response often prevents reaching the desired state once the control process is completed in…

Statistical Mechanics · Physics 2024-09-17 Geng Li , Hui Dong

Optimal control of levitated nanoparticles subjected to thermal fluctuations is a challenging problem, both theoretically and experimentally. In this Letter, we compute the time-dependent harmonic confining potential that steers, in a…

We show the application of an optimal transportation approach to estimate stochastic volatility process by using the flow that optimally transports the set of particles from the prior to a posterior distribution. We also show how to direct…

Numerical Analysis · Mathematics 2017-09-06 Raphael Douady , Shohruh Miryusupov

Recent studies have explored finite-time dissipation-minimizing protocols for stochastic thermodynamic systems driven arbitrarily far from equilibrium, when granted full external control to drive the system. However, in both simulation and…

Statistical Mechanics · Physics 2022-10-27 Adrianne Zhong , Michael R. DeWeese

We study first-passage time problems for a diffusive particle with stochastic resetting with a finite rate $r$. The optimal search time is compared quantitatively with that of an effective equilibrium Langevin process with the same…

Statistical Mechanics · Physics 2015-06-12 Martin R. Evans , Satya N. Majumdar , Kirone Mallick

We consider damped stochastic systems in a controlled (time-varying) quadratic potential and study their transition between specified Gibbs-equilibria states in finite time. By the second law of thermodynamics, the minimum amount of work…

Statistical Mechanics · Physics 2018-03-23 Yongxin Chen , Tryphon Georgiou , Allen Tannenbaum

We consider a real-time monitoring system where a source node (with energy limitations) aims to keep the information status at a destination node as fresh as possible by scheduling status update transmissions over a set of channels. The…

Networking and Internet Architecture · Computer Science 2025-09-24 Mohamed A. Abd-Elmagid , Ming Shi , Eylem Ekici , Ness B. Shroff

This paper studies the dynamic programming principle using the measurable selection method for stochastic control of continuous processes. The novelty of this work is to incorporate intermediate expectation constraints on the canonical…

Optimization and Control · Mathematics 2020-04-22 Yuk-Loong Chow , Xiang Yu , Chao Zhou

This paper studies a finite-fuel two-dimensional degenerate singular stochastic control problem under regime switching that is motivated by the optimal irreversible extraction problem of an exhaustible commodity. A company extracts a…

Optimization and Control · Mathematics 2017-12-29 Giorgio Ferrari , Shuzhen Yang

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