Related papers: When Stochasticity Resolves into Certainty: Hidden…
We study a strongly interacting crowded system of self-propelled stiff filaments by event-driven Brownian dynamics simulations and an analytical theory to elucidate the intricate interplay of crowding and self-propulsion. We find a…
We consider the dynamics of a droplet on a vibrating fluid bath. This hydrodynamic quantum analog system is shown to elicit the canonical behavior of damped-driven systems, including a period doubling route to chaos. By approximating the…
In this article, we discuss two algorithms tailored to discrete-time deterministic finite-horizon nonlinear optimal control problems or so-called deterministic trajectory optimization problems. Both algorithms can be derived from an…
Viscous flows through pipes and channels are steady and ordered until, with increasing velocity, the laminar motion catastrophically breaks down and gives way to turbulence. How this apparently discontinuous change from low- to…
In this note, we study an infinite reaction network called the stochastic Becker-D\"oring process, a sub-class of the general coagulation-fragmentation models. We prove pathwise convergence of the process towards the deterministic…
We propose a novel data-driven stochastic model predictive control framework for uncertain linear systems with noisy output measurements. Our approach leverages multi-step predictors to efficiently propagate uncertainty, ensuring chance…
Every open-system dynamics can be associated to infinitely many stochastic pictures, called unravelings, which have proved to be extremely useful in several contexts, both from the conceptual and the practical point of view. Here, focusing…
We study the dynamics of a deterministic walk confined in a narrow two-dimensional space randomly filled with point-like targets. At each step, the walker visits the nearest target not previously visited. Complex dynamics is observed at…
We study the scaling limits of stochastic gradient descent (SGD) with constant step-size in the high-dimensional regime. We prove limit theorems for the trajectories of summary statistics (i.e., finite-dimensional functions) of SGD as the…
A deterministic walk in a random environment can be understood as a general random process with finite-range dependence that starts repeating a loop once it reaches a site it has visited before. Such process lacks the Markov property. We…
We study stochastic motion planning problems which involve a controlled process, with possibly discontinuous sample paths, visiting certain subsets of the state-space while avoiding others in a sequential fashion. For this purpose, we first…
We extend flow matching to ensembles of linear systems in both deterministic and stochastic settings. Averaging over system parameters induces memory leading to a non-Markovian interpolation problem for the stochastic case. In this setting,…
Under the effects of strong genetic drift, it is highly probable to observe gene fixation or loss in a population, shown by divergent probability density functions, or infinite adaptive peaks on a landscape. It is then interesting to ask…
We consider a dynamical system which has the hyperbolic structure along an attracting invariant manifold $M$. The problem is whether every motion starting in a neighborhood of $M$ possesses an asymptotic phase, i.e. eventually approaches a…
We consider the dynamics of an elastic beam which is clamped at its left end to a vibrating support and which can move freely at its right end between two rigid obstacles (the stops). We model the contact with Signorini's complementary…
The proposed stochastic model for pedestrian dynamics is based on existing approaches using cellular automata, combined with substantial extensions, to compensate the deficiencies resulting of the discrete grid structure. This agent motion…
The coherence times achieved with continuous dynamical decoupling techniques are often limited by fluctuations in the driving amplitude. In this work, we use time-dependent phase-modulated continuous driving to increase the robustness…
An analysis of stick-slip behavior and convergence of trajectories in the feedback-controlled motion systems with discontinuous Coulomb friction is provided. A closed-form parameter-dependent stiction region, around an invariant equilibrium…
We show that \emph{stochastic bursting} is observed in a ring of unidirectional delay-coupled noisy excitable systems, thanks to the combinational action of time-delayed coupling and noise. Under the approximation of timescale separation,…
We develop a necessary stochastic maximum principle for a finite-dimensional stochastic control problem in infinite horizon under a polynomial growth and joint monotonicity assumption on the coefficients. The second assumption generalizes…