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We study the problem of optimizing released heat or dissipated work in stochastic thermodynamics. In the overdamped limit these functionals have singular solutions, previously interpreted as protocol jumps. We show that a regularization,…

Statistical Mechanics · Physics 2015-06-03 Erik Aurell , Carlos Mejia-Monasterio , Paolo Muratore-Ginanneschi

We consider stochastic control with discretionary stopping for the drift of a diffusion process over an infinite time horizon. The objective is to choose a control process and a stopping time to minimize the expectation of a convex terminal…

Optimization and Control · Mathematics 2025-06-24 Václav E. Beneš , Georgy Gaitsgori , Ioannis Karatzas

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

The optimal control of a mechanical system is of crucial importance in many realms. Typical examples are the determination of a time-minimal path in vehicle dynamics, a minimal energy trajectory in space mission design, or optimal motion…

Optimization and Control · Mathematics 2008-10-09 S. Ober-Bloebaum , O. Junge , J. E. Marsden

Optimal transport theory, originally developed in the 18th century for civil engineering, has since become a powerful optimization framework across disciplines, from generative AI to cell biology. In physics, it has recently been shown to…

Statistical Mechanics · Physics 2025-12-02 Shingo Oikawa , Yohei Nakayama , Sosuke Ito , Takahiro Sagawa , Shoichi Toyabe

The design of efficient quantum information processing will rely on optimal nonequilibrium transitions of driven quantum systems. Building on a recently-developed geometric framework for computing optimal protocols for classical systems…

Statistical Mechanics · Physics 2015-10-28 Patrick R. Zulkowski , Michael R. DeWeese

Fluctuations of thermodynamic quantities become non-negligible and play an important role when the system size is small. We develop finite-time thermodynamics of fluctuations in microscopic heat engines whose environmental temperature and…

Statistical Mechanics · Physics 2022-02-16 Gentaro Watanabe , Yuki Minami

In this paper, we consider a general time-inconsistent optimal control problem for a non homogeneous linear system, in which its state evolves according to a stochastic differential equation with deterministic coefficients, when the noise…

Optimization and Control · Mathematics 2015-05-19 Ishak Alia , Farid Chighoub , Ayesha Sohail

IIn this paper, we study a partially observed progressive optimal control problem of forward-backward stochastic differential equations with random jumps, where the control domain is not necessarily convex, and the control variable enter…

Optimization and Control · Mathematics 2022-06-27 Yueyang Zheng , Jingtao Shi

The realization of high-fidelity quantum control is crucial for quantum information processing, particularly in noisy environments where control strategies must simultaneously achieve precise manipulation and effective noise suppression.…

Quantum Physics · Physics 2026-02-05 JunDong Zhong , ZhaoMing Wang

This paper develops a variational inference framework for control of infinite dimensional stochastic systems. We employ a measure theoretic approach which relies on the generalization of Girsanov's theorem, as well as the relation between…

Optimization and Control · Mathematics 2018-09-11 George I. Boutselis , Marcus Pereira , Evangelos A. Theodorou

The minimal set of thermodynamic control parameters consists of a statistical (thermal) and a mechanical one. These suffice to introduce all the pertinent thermodynamic variables; thermodynamic processes can then be defined as paths on this…

Statistical Mechanics · Physics 2009-11-13 Jan Birjukov , Thomas Jahnke , Günter Mahler

In this paper, we study an optimal control problem of a mean-field forward-backward stochastic system with random jumps in progressive structure, where both regular and singular controls are considered in our formula. In virtue of the…

Optimization and Control · Mathematics 2023-05-30 Tian Chen , Kai Du , Zongyuan Huang , Zhen Wu

By controlling in real-time the variance of the radiation pressure exerted on an optically trapped microsphere, we engineer temperature protocols that shortcut thermal relaxation when transferring the microsphere from one thermal…

We study the convergence to equilibrium of an underdamped Langevin equation that is controlled by a linear feedback force. Specifically, we are interested in sampling the possibly multimodal invariant probability distribution of a Langevin…

Optimization and Control · Mathematics 2022-01-12 Tobias Breiten , Carsten Hartmann , Lara Neureither , Upanshu Sharma

A fundamental problem in modern thermodynamics is how a molecular-scale machine performs useful work, while operating away from thermal equilibrium without excessive dissipation. To this end, we derive a friction tensor that induces a…

Statistical Mechanics · Physics 2012-05-09 David A. Sivak , Gavin E. Crooks

This paper studies an optimal control problem for continuous-time stochastic systems subject to reachability objectives specified in a subclass of metric interval temporal logic specifications, a temporal logic with real-time constraints.…

Systems and Control · Computer Science 2015-04-21 Jie Fu , Ufuk Topcu

Application of thermodynamics to driven systems is discussed. As particular examples, simple traffic flow models are considered. On a microscopic level, traffic flow is described by Bando's optimal velocity model in terms of accelerating…

Statistical Mechanics · Physics 2007-07-16 R. Mahnke , J. Kaupuzs , J. Hinkel , H. Weber

The energetic optimization problem, e.g., searching for the optimal switch- ing protocol of certain system parameters to minimize the input work, has been extensively studied by stochastic thermodynamics. In current work, we study this…

Statistical Mechanics · Physics 2010-01-07 Linchen Gong , Ming Li , Zhong-can Ou-yang

In the paradigm of thermodynamic computing, instead of behaving deterministically, hardware undergoes a stochastic process in order to sample from a distribution of interest. While it has been hypothesized that thermodynamic computers may…

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