相关论文: Constructing Auxiliary Dynamics for Nonequilibrium…

Nonequilibrium, ``fast switching'' estimates of equilibrium free energy differences, Delta F, are often plagued by poor convergence due to dissipation. We propose a method to improve these estimates by generating trajectories with reduced…

We study the Stochastic Gradient Descent (SGD) method in nonconvex optimization problems from the point of view of approximating diffusion processes. We prove rigorously that the diffusion process can approximate the SGD algorithm weakly…

Probabilistic approaches for handling count-valued time sequences have attracted amounts of research attentions because their ability to infer explainable latent structures and to estimate uncertainties, and thus are especially suitable for…

We propose a novel framework for learning a low-dimensional representation of data based on nonlinear dynamical systems, which we call dynamical dimension reduction (DDR). In the DDR model, each point is evolved via a nonlinear flow towards…

We study the problem of identifying the dynamics of a linear system when one has access to samples generated by a similar (but not identical) system, in addition to data from the true system. We use a weighted least squares approach and…

One-step generative modeling has emerged as a leading approach to amortize the inference cost of diffusion and flow-matching models. Among distillation-free methods, MeanFlow training is notoriously unstable, with non-decreasing loss and…

This paper studies the problem of steering large-scale multi-agent stochastic linear systems between Gaussian distributions under probabilistic collision avoidance constraints. We introduce a family of \textit{distributed covariance…

We describe a strategy to improve the efficiency of free energy estimates by reducing dissipation in nonequilibrium Monte Carlo simulations. This strategy generalizes the targeted free energy perturbation approach [Phys. Rev. E. 65, 046122,…

A dynamic phasor (DP) framework for time-domain and frequency-domain analyses of grid-forming converters (GFCs) connected to series-compensated transmission lines is proposed. The proposed framework can capture the behavior of GFCs…

We study a one-dimensional totally asymmetric exclusion process with random particle attachments and detachments in the bulk. The resulting dynamics leads to unexpected stationary regimes for large but finite systems. Such regimes are…

Purpose: Diffusion-weighted steady-state free precession (DW-SSFP) is shown to provide a means to probe non-Gaussian diffusion through manipulation of the flip angle. A framework is presented to define an effective b-value in DW-SSFP.…

Dimension reduction is a common strategy to study non-linear dynamical systems composed by a large number of variables. The goal is to find a smaller version of the system whose time evolution is easier to predict while preserving some of…

We consider the setting where the nodes of an undirected, connected network collaborate to solve a shared objective modeled as the sum of smooth functions. We assume that each summand is privately known by a unique node. NEAR-DGD is a…

We present a straightforward and efficient way to control unstable robotic systems using an estimated dynamics model. Specifically, we show how to exploit the differentiability of Gaussian Processes to create a state-dependent linearized…

This paper uses dynamical invariants to describe the evolution of collisionless systems subject to time-dependent gravitational forces without resorting to maximum-entropy probabilities. We show that collisionless relaxation can be viewed…

In the context of data-driven control of nonlinear systems, many approaches lack of rigorous guarantees, call for nonconvex optimization, or require knowledge of a function basis containing the system dynamics. To tackle these drawbacks, we…

The dynamic mode decomposition (DMD) has become a leading tool for data-driven modeling of dynamical systems, providing a regression framework for fitting linear dynamical models to time-series measurement data. We present a simple…

We study the numerical solution of nonlinear partially observed optimal stopping problems. The system state is taken to be a multi-dimensional diffusion and drives the drift of the observation process, which is another multi-dimensional…

Understanding transport processes in complex nanoscale systems, like ionic conductivities in nanofluidic devices or heat conduction in low dimensional solids, poses the problem of examining fluctuations of currents within nonequilibrium…

In this paper, the problem of state estimation, in the context of both filtering and smoothing, for nonlinear state-space models is considered. Due to the nonlinear nature of the models, the state estimation problem is generally intractable…