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For optimal control of diffusions under several criteria, due to computational or analytical reasons, many studies have a apriori assumed control policies to be Lipschitz or smooth, often with no rigorous analysis on whether this…

We study a diffusion approximation for a model of stochastic motion of a particle in one spatial dimension. The velocity of the particle is constant but the direction of the motion undergoes random changes with a Poisson clock. Moreover,…

Active fluids operate by constantly dissipating energy at the particle level to perform a directed motion, yielding dynamics and phases without any equilibrium equivalent. The emerging behaviors have been studied extensively, yet…

We consider the problem of load balancing in parallel queues by transferring customers between them at discrete points in time. Holding costs accrue as customers wait in the queue, while transfer decisions incur both fixed (setup) costs and…

Correct prediction of particle transport by surface waves is crucial in many practical applications such as search and rescue or salvage operations and pollution tracking and clean-up efforts. Recent results have indicated transport by…

Model-free adaptive optimization methods are capable of optimizing unknown, time-varying processes even when other optimization methods are not. However, their practical application is often limited by perturbations that are used to gather…

Motivated by the design question of additional fuel needed to complete a task in an uncertain environment, this paper introduces metrics to quantify the maximal additional energy used by a control system in the presence of bounded…

This paper presents a new resolution strategy for multi-scale streamer discharge simulations based on a second order time adaptive integration and space adaptive multiresolution. A classical fluid model is used to describe plasma…

We consider rate swaps which pay a fixed rate against a floating rate in presence of bid-ask spread costs. Even for simple models of bid-ask spread costs, there is no explicit strategy optimizing an expected function of the hedging error.…

Conventional approaches for simulating steady-state distributions of particles under diffusive and advective transport at high P\'eclet numbers involve solving the diffusion and advection equations in at least two dimensions. Here, we…

Systematic deflection of microparticles off of initial streamlines is a fundamental task in microfluidics, aiming at applications including sorting, accumulation, or capture of the transported particles. In a large class of setups,…

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.…

A recently introduced particle-based model for fluid dynamics with continuous velocities is generalized to model fluids with excluded volume effects. This is achieved through the use of biased stochastic multi-particle collisions which…

Due to their versatility in investigating phenomena in microscopic scales, optical tweezers have been an excellent platform for studying stochastic thermodynamics. In this context, this work presents experimental measurements of the…

We study simple diffusion where a particle stochastically resets to its initial position at a constant rate r. A finite resetting rate leads to a nonequilibrium stationary state with non-Gaussian fluctuations for the particle position. We…

We analyze the dynamics of particles in two dimensions with constant speed and a stochastic switching angle dynamics defined by a correlated dichotomous Markov process (telegraph noise) plus Gaussian white noise. We study various cases of…

We study the energetic efficiency of navigating microswimmers by explicitly taking into account the geometry of their body. We show that, as their shape transitions from prolate to oblate, non-steering microswimmers rotated by flow…

We present a derivation of a recently proposed theory for the time dependence of density fluctuations in stationary states of strongly interacting, athermal, self-propelled particles. The derivation consists of two steps. First, we start…

In this paper, we propose a novel approach for controlling surface water waves and their interaction with floating bodies. We consider a floating target rigid body surrounded by a control region where we design three control strategies of…

Typically the motion of self-propelled active particles is described in a quiescent environment establishing an inertial frame of reference. Here we assume that friction, self-propulsion and uctuations occur relative to a non-inertial frame…