相关论文: Stochastic formalism for thermally driven distribu…

The computational efficiency of stochastic simulation algorithms is notoriously limited by the kinetic trapping of the simulated trajectories within low energy basins. Here we present a new method that overcomes kinetic trapping while still…

Saddle points provide a hierarchical view of the energy landscape, revealing transition pathways and interconnected basins of attraction, and offering insight into the global structure, metastability, and possible collective mechanisms of…

Statistical thermodynamics delivers the probability distribution of the equilibrium state of matter through the constrained maximization of a special functional, entropy. Its elegance and enormous success have led to numerous attempts to…

Stochastic dynamical systems allow modelling of transitions induced by disturbances, in particular from an attracting equilibrium and crossing the stable manifold of a saddle. In the small-noise limit, the probability of such transitions is…

Recently a non-empirical stochastic walker algorithm has been developed to search for the minimum-energy escape paths (MEP) from the minima of the potential surface [J. Phys. Soc. Jpn. 87, 063801 (2018); Physica A, 528, 121481 (2019)]. This…

Stochastic mathematical models are essential tools for understanding and predicting complex phenomena. The purpose of this work is to study the exit times of a stochastic dynamical system-specifically, the mean exit time and the…

Recently a non-empirical stochastic walker algorithm has been developed to search for the minimum-energy escape paths (MEP) from the minima of the potential surface [J. Phys. Soc. Jpn. 87, 063801 (2018)]. This algorithm is novel in that it…

Trajectory optimization methods for motion planning attempt to generate trajectories that minimize a suitable objective function. Such methods efficiently find solutions even for high degree-of-freedom robots. However, a globally optimal…

Stochastic processes have found numerous applications in science, as they are broadly used to model a variety of natural phenomena. Due to their intrinsic randomness and uncertainty, they are, however, difficult to characterize. Here, we…

We present a class of simple algorithms that allows to find the reaction path in systems with a complex potential energy landscape. The approach does not need any knowledge on the product state and does not require the calculation of any…

This paper proposes a new model for individuals movement in ecology. The movement process is defined as a solution to a stochastic differential equation whose drift is the gradient of a multimodal potential surface. This offers a new…

The path probability of stochastic motion of non dissipative or quasi-Hamiltonian systems is investigated by numerical experiment. The simulation model generates ideal one-dimensional motion of particles subject only to conservative forces…

We propose a sampling-based trajectory optimization methodology for constrained problems. We extend recent works on stochastic search to deal with box control constraints,as well as nonlinear state constraints for discrete dynamical…

The diffusion strategy for distributed learning from streaming data employs local stochastic gradient updates along with exchange of iterates over neighborhoods. In Part I [2] of this work we established that agents cluster around a network…

We propose a stochastic approximation method for approximating the efficient frontier of chance-constrained nonlinear programs. Our approach is based on a bi-objective viewpoint of chance-constrained programs that seeks solutions on the…

Robots are still poor at traversing cluttered large obstacles required for important applications like search and rescue. By contrast, animals are excellent at doing so, often using direct physical interaction with obstacles rather than…

We present a numerical method for computing optimal transition pathways and transition rates in systems of stochastic differential equations (SDEs). In particular, we compute the most probable transition path of stochastic equations by…

We introduce a path sampling method for obtaining statistical properties of an arbitrary stochastic dynamics. The method works by decomposing a trajectory in time, estimating the probability of satisfying a progress constraint, modifying…

We first derive the Hamilton-Jacobi theory underlying continuous-time Markov processes, and then use the construction to develop a variational algorithm for estimating escape (least improbable or first passage) paths for a generic…

Stochastic thermodynamics as reviewed here systematically provides a framework for extending the notions of classical thermodynamics like work, heat and entropy production to the level of individual trajectories of well-defined…