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Temporal point processes have been widely applied to model event sequence data generated by online users. In this paper, we consider the problem of how to design the optimal control policy for point processes, such that the stochastic…

Machine Learning · Computer Science 2017-11-13 Yichen Wang , Grady Williams , Evangelos Theodorou , Le Song

We propose a reformulation of the problem of optimally controlled transitions in stochastic thermodynamics. We impose that any terminal cost specified by a thermodynamic functional should depend only on state variables and not on control…

Statistical Mechanics · Physics 2025-10-03 Julia Sanders , Paolo Muratore-Ginanneschi

We study finite particle systems on the one-dimensional integer lattice, where each particle performs a continuous-time nearest-neighbour random walk, with jump rates intrinsic to each particle, subject to an exclusion interaction which…

Probability · Mathematics 2024-05-07 Vadim Malyshev , Mikhail Menshikov , Serguei Popov , Andrew Wade

Using a thermodynamically consistent, mesoscopic model for modern complementary metal-oxide-semiconductor transistors, we study an array of logical circuits and explore how their function is constrained by recent thermodynamic uncertainty…

Statistical Mechanics · Physics 2025-03-28 Phillip Helms , Songela W. Chen , David T. Limmer

A positive rate of entropy production at steady state is a distinctive feature of truly non-equilibrium processes. Exact results, while being often limited to simple models, offer a unique opportunity to explore the thermodynamic features…

Statistical Mechanics · Physics 2022-06-29 Henry Alston , Luca Cocconi , Thibault Bertrand

Recent experiments have implemented resetting by means of a time-varying external harmonic trap whereby the trap stiffness is changed from an initial to a final value in finite-time and then the system is reset when it relaxes to an…

Statistical Mechanics · Physics 2025-07-21 Deepak Gupta , Kristian Stølevik Olsen , Supriya Krishnamurthy

We investigate the thermodynamics of overdamped systems weakly driven by time-dependent protocols while interacting with viscoelastic heat baths. Using a generalized Langevin equation with memory, we derive the conditions under which the…

Statistical Mechanics · Physics 2025-10-22 Pierre Nazé , Fabricio Q. Potiguar

This paper presents a method to approximately solve stochastic optimal control problems in which the cost function and the system dynamics are polynomial. For stochastic systems with polynomial dynamics, the moments of the state can be…

Optimization and Control · Mathematics 2017-02-24 Andrew Lamperski , Khem Raj Ghusinga , Abhyudai Singh

Thermodynamics is traditionally concerned with systems comprised of a large number of particles. Here we present a framework for extending thermodynamics to individual quantum systems, including explicitly a thermal bath and work-storage…

Quantum Physics · Physics 2014-09-29 Paul Skrzypczyk , Anthony J. Short , Sandu Popescu

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

We develop a Lindblad framework for quantum stochastic thermodynamics to study the nonequilibrium thermodynamics of open quantum systems. Our approach adopts the local quantum detailed balance condition, ensuring thermodynamic consistency…

Quantum Physics · Physics 2025-02-28 Jin-Fu Chen

This paper proposes a new thermodynamic hypothesis that states that a nonlinear natural system that is not isolated and involves positive feedbacks tends to minimize its resistance to the flow process through it that is imposed by its…

Geophysics · Physics 2013-02-26 Hui-Hai Liu

We present a novel particle filtering framework for continuous-time dynamical systems with continuous-time measurements. Our approach is based on the duality between estimation and optimal control, which allows reformulating the estimation…

Optimization and Control · Mathematics 2021-10-08 Qinsheng Zhang , Amirhossein Taghvaei , Yongxin Chen

Many techniques originally developed in the context of deterministic control theory have been recently applied to the quest for optimal protocols in stochastic processes. Given a system subject to environmental fluctuations, one may ask…

Statistical Mechanics · Physics 2025-01-15 Dario Lucente , Alessandro Manacorda , Andrea Plati , Alessandro Sarracino , Marco Baldovin

Wet-lab experiments, in which the dynamics within living cells are observed, are usually costly and time consuming. This is particularly true if single-cell measurements are obtained using experimental techniques such as flow-cytometry or…

Cell Behavior · Quantitative Biology 2014-12-18 Charalampos Kyriakopoulos , Verena Wolf

In this study, we propose a varying terminal time structure for the optimal control problem under state constraints, in which the terminal time follows the varying of the control via the constrained condition. Focusing on this new optimal…

Optimization and Control · Mathematics 2020-06-17 Shuzhen Yang

In this paper, we propose a unified stochastic optimal control framework that integrates time-optimal control problems with classical stochastic optimal control formulations. Unlike conventional deterministic time-optimal control models,…

Optimization and Control · Mathematics 2025-10-21 Shuzhen Yang

The recently established connection between stochastic thermodynamics and fluctuating hydrodynamics is applied to a study of efficiencies in the coupled transport of heat and matter on a small scale. A stochastic model for a mesoscopic cell…

Statistical Mechanics · Physics 2019-04-01 Jean-François Derivaux , Yannick De Decker

In this paper we formulate and solve an optimal problem for Stochastic process with a regime absorbing state. The solution for this problem is obtained through a system of partial differential equations. The method is applied to obtain an…

Optimization and Control · Mathematics 2023-05-03 yaacov Kopeliovich

We develop the stochastic approach to thermodynamics based on the stochastic dynamics, which can be discrete (master equation) continuous (Fokker-Planck equation), and on two assumptions concerning entropy. The first is the definition of…

Statistical Mechanics · Physics 2015-06-11 Tânia Tomé , Mário J. de Oliveira