Related papers: Fokker--Planck Dynamics on Star Graphs with Variab…
Pre-asymptotic transport of a scalar quantity passively advected by a velocity field formed by a large-scale component superimposed to a small-scale fluctuation is investigated both analytically and by means of numerical simulations.…
This paper proposes a fully data-driven approach for optimal control of nonlinear control-affine systems represented by a stochastic diffusion. The focus is on the scenario where both the nonlinear dynamics and stage cost functions are…
Fokker-Planck equations represent a suitable description of the finite-time behavior for a large class of particle systems as the size of the population tends to infinity. Recently, the theory of graph limits has been introduced in the…
This paper develops a comprehensive framework for optimal control of systems governed by fractional backward stochastic evolution equations (FBSEEs) in Hilbert spaces. We first establish a stochastic maximum principle (SMP) as a necessary…
We consider classical solutions to the kinetic Fokker-Planck equation on a bounded domain $\mathcal O \subset~\mathbb{R}^d$ in position, and we obtain a probabilistic representation of the solutions using the Langevin diffusion process with…
Optimal transport on a graph focuses on finding the most efficient way to transfer resources from one distribution to another while considering the graph's structure. This paper introduces a new distributed algorithm that solves the optimal…
In this paper, we consider the problem of optimally guiding a large-scale swarm of underwater vehicles that is tasked with the indirect control of an advection-diffusion environmental field. The microscopic vehicle dynamics are governed by…
Diffusion theory establishes a fundamental connection between stochastic differential equations and partial differential equations. The solution of a partial differential equation known as the Fokker-Planck equation describes the…
Sunspot numbers exhibit large short-timescale (daily-monthly) variation in addition to longer timescale variation due to solar cycles. A formal statistical framework is presented for estimating and forecasting randomness in sunspot numbers…
In this two-part paper, we identify a broad class of decentralized output-feedback LQG systems for which the optimal control strategies have a simple intuitive estimation structure and can be computed efficiently. Roughly, we consider the…
In this paper, we consider optimal control of stochastic differential equations subject to an expected path constraint. The stochastic maximum principle is given for a general optimal stochastic control in terms of constrained FBSDEs. In…
This paper establishes a verification theorem for impulse control problems involving conditional McKean-Vlasov jump diffusions. We obtain a Markovian system by combining the state equation of the problem with the stochastic Fokker-Planck…
We show that there is a PDE formulation in terms of Fokker-Planck equations for weak optimal transport problems. The main novelty is that we introduce a minimization problem involving Fokker-Planck equations in the extended sense of…
This paper studies a class of continuous-time scalar-state stochastic Linear-Quadratic (LQ) optimal control problem with the linear control constraints. Applying the state separation theorem induced from its special structure, we develop…
The Fokker-Planck (FP) equation governing the evolution of the probability density function (PDF) is applicable to many disciplines but it requires specification of the coefficients for each case, which can be functions of space-time and…
We consider an evolving network of a fixed number of nodes. The allocation of edges is a dynamical stochastic process inspired by biological reproduction dynamics, namely by deleting and duplicating existing nodes and their edges. The…
Macroscopic traffic flow is stochastic, but the physics-informed deep learning methods currently used in transportation literature embed deterministic PDEs and produce point-valued outputs; the stochasticity of the governing dynamics plays…
This study investigates the use of global control strategies to enhance the directed migration of swarms of interacting self-propelled particles confined in a channel. Uncontrolled dynamics naturally leads to wall accumulation, clogging,…
We propose a variational formulation of an inverse problem in continuous-time stochastic control, aimed at identifying control costs consistent with a given distribution over trajectories. The formulation is based on minimizing the…
The Fokker-Planck equation is a partial differential equation that describes the evolution of a probability distribution over time. It is used to model a wide range of physical and biological phenomena, such as diffusion, chemical…