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Stochastic systems have a control-theoretic interpretation in which noise plays the role of control. In the weak-noise limit, relevant at low temperatures or in large populations, this leads to a precise mathematical mapping: the most…

分子网络 · 定量生物学 2025-09-03 Eric De Giuli

Mathematical models of motility are often based on random-walk descriptions of discrete individuals that can move according to certain rules. It is usually the case that large masses concentrated in small regions of space have a great…

物理与社会 · 物理学 2022-11-23 Carles Falcó

Stochastic hybrid systems involve a coupling between a discrete Markov chain and a continuous stochastic process. If the latter evolves deterministically between jumps in the discrete state, then the system reduces to a piecewise…

统计力学 · 物理学 2021-05-26 Paul C. Bressloff

A stochastic theory for the toppling activity in sandpile models is developed, based on a simple mean-field assumption about the toppling process. The theory describes the process as an anti-persistent Gaussian walk, where the diffusion…

统计金融 · 定量金融 2009-11-13 Martin Rypdal , Kristoffer Rypdal

A dual formalism for Lagrange multipliers is developed. The formalism is used to minimize an action function $S(q_2,q_1,T)$ without any dynamical input other than that $S$ is convex. All the key equations of analytical mechanics -- the…

经典物理 · 物理学 2021-09-21 David J. Tannor

Extinction of an epidemic or a species is a rare event that occurs due to a large, rare stochastic fluctuation. Although the extinction process is dynamically unstable, it follows an optimal path that maximizes the probability of…

生物物理 · 物理学 2010-03-25 Eric Forgoston , Simone Bianco , Leah B. Shaw , Ira B. Schwartz

A stochastic system under the influence of a stochastic environment is correlated with both present and future states of the environment. Such a system can be seen as implicitly implementing a predictive model of future environmental…

统计力学 · 物理学 2018-10-05 Matthew E. Quenneville , David A. Sivak

We consider fluctuations of the dissipated energy in nonlinear driven diffusive systems subject to bulk dissipation and boundary driving. With this aim, we extend the recently-introduced macroscopic fluctuation theory to nonlinear driven…

统计力学 · 物理学 2013-10-29 P. I. Hurtado , A. Lasanta , A. Prados

In this paper we bring together the method of Lagrangian descriptors and the principle of least action, or more precisely, of stationary action, in both deterministic and stochastic settings. In particular, we show how the action can be…

动力系统 · 数学 2024-03-06 V. J. García-Garrido , S. Wiggins

We often rely on probabilistic measures -- e.g. event probability or expected time -- to characterize systems' safety. However, determining these quantities for extremely low-probability events is generally challenging, as standard safety…

最优化与控制 · 数学 2026-02-04 Aitor R. Gomez , Manuela L. Bujorianu , Rafal Wisniewski

Devising optimal interventions for constraining stochastic systems is a challenging endeavour that has to confront the interplay between randomness and nonlinearity. Existing methods for identifying the necessary dynamical adjustments…

统计力学 · 物理学 2022-10-18 Dimitra Maoutsa , Manfred Opper

Near equilibrium, thermodynamic intuition suggests that fast, irreversible processes will dissipate more energy and entropy than slow, quasistatic processes connecting the same initial and final states. Here, we test the hypothesis that…

统计力学 · 物理学 2022-12-07 Rebecca A. Bone , Daniel J. Sharpe , David J. Wales , Jason R. Green

We develop a systematic approach to the linear-noise approximation for stochastic reaction systems with distributed delays. Unlike most existing work our formalism does not rely on a master equation, instead it is based upon a dynamical…

统计力学 · 物理学 2013-12-13 Tobias Brett , Tobias Galla

The least action principle is established for the dynamics of a test particle in a dilaton-Maxwell background. These dynamics and background are invariant under the action of the dilatation transformation; explicit form of the corresponding…

综合物理 · 物理学 2018-09-26 I. P. Denisova , O. V. Kechkin

The identification of the constrained dynamics of mechanical systems is often challenging. Learning methods promise to ease an analytical analysis, but require considerable amounts of data for training. We propose to combine insights from…

机器学习 · 计算机科学 2020-09-16 A. Rene Geist , Sebastian Trimpe

For the first time, the energy diffusion approximation is confronted at the percent level with the exact numerical modeling of thermal decay of a metastable state. The latter is performed using the quasistationary decay rates resulting from…

核理论 · 物理学 2019-08-13 Igor I. Gontchar , Maria V. Chushnyakova

A canonical structure compatible with the action of the Lorentz group can be obtained considering the energy and time as conjugate variables of an extended phase space. Scalar probability waves, describing free relativistic particles, are…

量子物理 · 物理学 2009-03-04 M. Grigorescu

We study the noise-induced escape from a stable limit cycle of a non-gradient dynamical system driven by a small additive noise. The fact that the optimal transition path in this case is infinitely long imposes a severe numerical challenge…

最优化与控制 · 数学 2018-06-12 Xiang Zhou , Haijun Yu , Ling Lin

In this note, we introduce a general version of the well-known elliptical potential lemma that is a widely used technique in the analysis of algorithms in sequential learning and decision-making problems. We consider a stochastic linear…

机器学习 · 统计学 2022-01-20 Nima Hamidi , Mohsen Bayati

In this invited contribution, we revisit the stochastic shortest path problem, and show how recent results allow one to improve over the classical solutions: we present algorithms to synthesize strategies with multiple guarantees on the…

计算机科学中的逻辑 · 计算机科学 2014-11-05 Mickael Randour , Jean-François Raskin , Ocan Sankur