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We discuss the relevance of geometric concepts in the theory of stochastic differential equations for applications to the theory of non-equilibrium thermodynamics of small systems. In particular, we show how the Eells-Elworthy-Malliavin…

Statistical Mechanics · Physics 2015-06-11 Paolo Muratore-Ginanneschi

We present a set-oriented graph-based computational framework for continuous-time optimal transport over nonlinear dynamical systems. We recover provably optimal control laws for steering a given initial distribution in phase space to a…

Dynamical Systems · Mathematics 2018-12-21 Karthik Elamvazhuthi , Piyush Grover

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

Temperature control in refrigerated delivery vehicles is critical for preserving product quality, yet existing approaches neglect critical operational uncertainties, such as stochastic door opening durations and heterogeneous initial…

Optimization and Control · Mathematics 2025-05-08 Francesco Giliberto , Rosario Paradiso , David Wozabal

The Higgs RNA-Model is studied in regard to finite-time driving protocols with minimal-work requirement. In this paper, RNA sequences which at low temperature exhibits hairpins are considered, which are often cited as typical template…

Statistical Mechanics · Physics 2023-10-06 Peter Werner , Alexander K. Hartmann

We propose a geometric theory of non-equilibrium thermodynamics, namely geometric thermodynamics, using our recent developments of differential-geometric aspects of entropy production rate in non-equilibrium thermodynamics. By revisiting…

Statistical Mechanics · Physics 2023-12-14 Sosuke Ito

This paper investigates the optimal control problem for a class of parabolic equations where the diffusion coefficient is influenced by a control function acting nonlocally. Specifically, we consider the optimization of a cost functional…

Optimization and Control · Mathematics 2025-03-11 Stefana-Lucia Anita , Luca Di Persio

In this paper, we consider the stochastic optimal control problem for the interacting particle system. We obtain the stochastic maximum principle of the optimal control system by introducing a generalized backward stochastic differential…

Probability · Mathematics 2025-05-14 Andrey A. Dorogovtsev , Yuecai Han , Kateryna Hlyniana , Yuhang Li

In this paper, we obtain the maximum principle for optimal controls of stochastic systems with jumps by introducing a new method of variation. The control is allowed to enter both diffusion and jump term and the control domain need not to…

Optimization and Control · Mathematics 2019-10-10 Yuanzhuo Song , Shanjian Tang , Zhen Wu

The Boltzmann distribution connects the energetics of an equilibrium system with its statistical properties, and it is desirable to have a similar principle for non-equilibrium systems. Here, we derive a variational principle for the…

Statistical Mechanics · Physics 2025-11-05 Atul Tanaji Mohite , Heiko Rieger

We explore the thermodynamic geometry of a simple system that models the bistable dynamics of nucleic acid hairpins in single molecule force-extension experiments. Near equilibrium, optimal (minimum-dissipation) driving protocols are…

Statistical Mechanics · Physics 2016-11-04 David A. Sivak , Gavin E. Crooks

In these lecture notes, the basic principles of stochastic thermodynamics are developed starting with a closed system in contact with a heat bath. A trajectory undergoes Markovian transitions between observable meso-states that correspond…

Statistical Mechanics · Physics 2018-06-13 Udo Seifert

In this paper we develop a novel, discrete-time optimal control framework for mechanical systems with uncertain model parameters. We consider finite-horizon problems where the performance index depends on the statistical moments of the…

Optimization and Control · Mathematics 2017-05-17 George I. Boutselis , Yunpeng Pan , Gerardo De La Tore , Evangelos A. Theodorou

The tradeoff relation between speed and cost is a central issue in designing fast and efficient information processing devices. We derive an achievable bound on thermodynamic cost for obtaining information through finite-time…

Statistical Mechanics · Physics 2024-05-16 Rihito Nagase , Takahiro Sagawa

We prove a general existence result in stochastic optimal control in discrete time where controls take values in conditional metric spaces, and depend on the current state and the information of past decisions through the evolution of a…

Optimization and Control · Mathematics 2018-12-19 Asgar Jamneshan , Michael Kupper , José Miguel Zapata

In this paper, we study the optimal control of a discrete-time stochastic differential equation (SDE) of mean-field type, where the coefficients can depend on both a function of the law and the state of the process. We establish a new…

Optimization and Control · Mathematics 2022-10-05 Arzu Ahmadova , Nazim I. Mahmudov

We characterize finite-time thermodynamic processes of multidimensional quadratic overdamped systems. Analytic expressions are provided for heat, work, and dissipation for any evolution of the system covariance matrix. The Bures-Wasserstein…

Statistical Mechanics · Physics 2022-11-28 Paolo Abiuso , Viktor Holubec , Janet Anders , Zhuolin Ye , Federico Cerisola , Martí Perarnau-Llobet

In this study, we develop a stochastic optimal control approach with reinforcement learning structure to learn the unknown parameters appeared in the drift and diffusion terms of the stochastic differential equation. By choosing an…

Optimization and Control · Mathematics 2023-08-22 Shuzhen Yang

We prove that the transport of any differentiable scalar observable in $d$-dimensional non-equilibrium systems is bounded from above by the total entropy production scaled by the amount the observation "stretches" microscopic coordinates.…

Statistical Mechanics · Physics 2024-10-10 Cai Dieball , Aljaž Godec

We consider the optimal control problem of a general nonlinear spatio-temporal system described by Partial Differential Equations (PDEs). Theory and algorithms for control of spatio-temporal systems are of rising interest among the…

Optimization and Control · Mathematics 2021-04-12 Ethan N. Evans , Oswin So , Andrew P. Kendall , Guan-Horng Liu , Evangelos A. Theodorou
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