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Physical systems driven away from equilibrium by an external controller dissipate heat to the environment; the excess entropy production in the thermal reservoir can be interpreted as a "cost" to transform the system in a finite time. The…

Statistical Mechanics · Physics 2024-12-31 Jérémie Klinger , Grant M. Rotskoff

The second law of thermodynamics sets a lower bound on the work required to drive a system between thermal equilibrium states, with equality attained in the quasistatic limit. For finite-time processes, part of the extractable work is…

Quantum Physics · Physics 2025-11-20 Masaaki Tokieda

The considered optimal control problem of a stochastic power system, is to select the set of power supply vectors which infimizes the probability that the phase-angle differences of any power flow of the network, endangers the transient…

Optimization and Control · Mathematics 2024-01-31 Zhen Wang , Kaihua Xi , Aijie Cheng , Hai Xiang Lin , Jan H. van Schuppen

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

We propose an optimization strategy to control the dynamics of a stochastic system transferred from one thermal equilibrium to another and apply it experimentally to a Brownian particle in an optical trap under compression. Based on a…

Many complex real world phenomena exhibit abrupt, intermittent or jumping behaviors, which are more suitable to be described by stochastic differential equations under non-Gaussian L\'evy noise. Among these complex phenomena, the most…

Numerical Analysis · Mathematics 2023-09-15 Wei Wei , Ting Gao , Jinqiao Duan , Xiaoli Chen

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

Stochastic thermodynamics is a framework for describing non-equilibrium processes at the level of fluctuating trajectories, where the state of a system evolves as a stochastic time series, allowing thermodynamic quantities such as work,…

The investigation of optimal processes has a long history in the field of thermodynamics. It is well known that finite-time processes that minimize dissipation often exhibit discontinuities. We use a combination of numerical and analytical…

Statistical Mechanics · Physics 2022-05-31 Ilana Bogod , Saar Rahav

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

Thermodynamic speed limits are a set of classical uncertainty relations that, so far, place global bounds on the stochastic dissipation of energy as heat and the production of entropy. Here, instead of constraints on these thermodynamic…

Statistical Mechanics · Physics 2023-02-13 Erez Aghion , Jason R. Green

The purpose of the present work is to expand substantially the type of control and estimation problems that can be addressed following the paradigm of Schr\"odinger bridges, by incorporating termination (killing) of stochastic flows.…

Optimization and Control · Mathematics 2024-06-24 Asmaa Eldesoukey , Olga Movilla Miangolarra , Tryphon T. Georgiou

Stochastic thermodynamics is the field of study relating fluctuations in stochastic systems to thermodynamic quantities. The total entropy production (EP), is central to the thermodynamic classification of systems. Non-equilibrium systems…

Statistical Mechanics · Physics 2025-08-05 Lars Torbjørn Stutzer

A central goal of thermodynamics is to identify optimal processes during which the least amount of energy is dissipated into the environment. Generally, even for simple systems, such as the parametric harmonic oscillator, optimal control…

Statistical Mechanics · Physics 2018-10-11 Marcus V. S. Bonança , Sebastian Deffner

The optimal control of epidemic-like stochastic processes is important both historically and for emerging applications today, where it can be especially important to include time-varying parameters that impact viral epidemic-like…

Optimization and Control · Mathematics 2017-10-02 Yingdong Lu , Mark S. Squillante , Chai Wah Wu

Recent experiments have implemented resetting by means of an external trap, whereby a system relaxes to the minimum of the trap and is reset in a finite time. In this work, we set up and analyse the thermodynamics of such a protocol. We…

Statistical Mechanics · Physics 2024-10-01 Kristian Stølevik Olsen , Deepak Gupta , Francesco Mori , Supriya Krishnamurthy

Transferring a physical system from an initial to a final state while minimizing energetic losses is an interdisciplinary control problem that bridges stochastic thermodynamics and optimal transport theory. Recent research typically…

Statistical Mechanics · Physics 2026-02-23 Jann van der Meer , Andreas Dechant

Diffusive motion in an externally driven potential is considered. It is shown that the distribution of work required to drive the system from an initial equilibrium state to another is Gaussian for slow but finite driving. Our result is…

Statistical Mechanics · Physics 2007-05-23 Thomas Speck , Udo Seifert

In this paper we consider non convex control problems of stochastic differential equations driven by relaxed controls. We present existence of optimal controls and then develop necessary conditions of optimality. We cover both continuous…

Optimization and Control · Mathematics 2013-02-15 Nasir U. Ahmed , Charalambos D. Charalambous

This paper is concerned with transition paths within the framework of the overdamped Langevin dynamics model of chemical reactions. We aim to give an efficient description of typical transition paths in the small temperature regime. We…

Probability · Mathematics 2017-06-27 Yulong Lu , Andrew M. Stuart , Hendrik Weber