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The stability of optimal transport maps with respect to perturbations of the marginals is a question of interest for several reasons, ranging from the justification of the linearized optimal transport framework to numerical analysis and…

最优化与控制 · 数学 2025-10-16 Cyril Letrouit

Many-body and complex systems, both classical and quantum, often exhibit slow, nonlinear relaxation toward stationary states due to the presence of metastable configurations and environmental fluctuations. Nonlinear relaxation in a wide…

统计力学 · 物理学 2026-02-02 Claudio Guarcello , Alexander A. Dubkov , Davide Valenti , Bernardo Spagnolo

The aim of the present paper is to provide necessary and sufficient conditions to maintain a stochastic coupled system, with porous media components and gradient-type noise in a prescribed set of constraints by using internal controls. This…

偏微分方程分析 · 数学 2022-02-08 Ioana Ciotir , Dan Goreac , Ionut Munteanu

We consider a model for systemic risk comprising of a system of diffusion processes, interacting through their empirical mean. Each process is subject to a confining double-well potential with some uncertainty in the coefficients,…

概率论 · 数学 2025-11-06 Alexander Alecio

The long-time behavior of the survival probability for unstable multilevel systems that follows the power-decay law is studied based on the N-level Friedrichs model, and is shown to depend on the initial population in unstable states. A…

量子物理 · 物理学 2007-05-23 Manabu Miyamoto

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

Control of continuous time dynamics with multiplicative noise is a classic topic in stochastic optimal control. This work addresses the problem of designing infinite horizon optimal controls with stability guarantees for \textit{a single…

最优化与控制 · 数学 2020-10-02 Kaivalya Bakshi , Evangelos A. Theodorou , Piyush Grover

Inertial effects in fluctuations of the work to sustain a system in a nonequilibrium steady state are discussed for a dragged massive Brownian particle model using a path integral approach. We calculate the work distribution function in the…

统计力学 · 物理学 2007-12-12 Tooru Taniguchi , E. G. D. Cohen

We consider a periodically-forced 1-D Langevin equation that possesses two stable periodic solutions in the absence of noise. We ask the question: is there a most likely noise-induced transition path between these periodic solutions that…

混沌动力学 · 物理学 2019-05-22 Yuxin Chen , John Gemmer , Mary Silber , Alexandria Volkening

We investigate a model where strong noise in a sub-population creates a metastable state in an otherwise unstable two-population system. The induced metastable state is vortex-like, and its persistence time grows exponentially with the…

统计力学 · 物理学 2013-05-29 Matthew Parker , Alex Kamenev , Baruch Meerson

The optimal (`equilibrium') macroscopic properties of an economy with $N$ industries endowed with different technologies, $P$ commodities and one consumer are derived in the limit $N\to\infty$ with $n=N/P$ fixed using the replica method.…

无序系统与神经网络 · 物理学 2008-12-02 A. De Martino , M. Marsili , I. Perez Castillo

Many systems across the sciences evolve through a combination of multiplicative growth and diffusive transport. In the presence of disorder, these systems tend to form localized structures which alternate between long periods of relative…

统计力学 · 物理学 2022-12-19 Matteo Smerlak

L\'evy noise influences diverse non-equilibrium systems across scales, including quantum devices, active biological matter, and financial markets. While such noise is pervasive, its overall impact on activated transitions between metastable…

统计力学 · 物理学 2025-11-25 Shenglan Yuan

In this paper we propose a new method to detect and classify coexisting solutions in nonlinear systems. We focus on mechanical and structural systems where we usually avoid multistability for safety and reliability. We want to be sure that…

适应与自组织系统 · 物理学 2016-02-12 P. Brzeski , M. Lazarek , T. Kapitaniak , J. Kurths , P. Perlikowski

We study the noisy dynamics of two coupled bistable modes of a nanomechanical beam. When de-coupled, each driven mode obeys the Duffing equation of motion, with a well-defined bistable region in the frequency domain. When both modes are…

介观与纳米尺度物理 · 物理学 2025-09-01 David Allemeier , İsmet İnönü Kaya , M. Selim Hanay , Kamil L. Ekinci

We consider the dynamics of a periodic chain of N coupled overdamped particles under the influence of noise. Each particle is subjected to a bistable local potential, to a linear coupling with its nearest neighbours, and to an independent…

概率论 · 数学 2007-10-16 Nils Berglund , Bastien Fernandez , Barbara Gentz

Based on a system-reservoir model, where the system is nonlinearly coupled to a heat bath and the heat bath is modulated by an external stationary Gaussian noise, we derive the generalized Langevin equation with space dependent friction and…

统计力学 · 物理学 2007-05-23 Jyotipratim Ray Chaudhuri , Debashis Barik , Suman Kumar Banik

Stochastic motion of particles in a highly unstable potential generates a number of diverging trajectories leading to undefined statistical moments of the particle position. This makes experiments challenging and breaks down a standard…

We study the path-integral formalism in the imaginary-time to show its validity in a case with a metastable ground state. The well-known method based on the bounce solution leads to the imaginary part of the energy even for a state that is…

高能物理 - 理论 · 物理学 2009-10-30 Hideaki Aoyama , Toshiyuki Harano , Hisashi Kikuchi , Masatoshi Sato , Shinya Wada

We consider the problem of learning a non-deterministic probabilistic system consistent with a given finite set of positive and negative tree samples. Consistency is defined with respect to strong simulation conformance. We propose learning…

计算机科学中的逻辑 · 计算机科学 2012-07-24 Anvesh Komuravelli , Corina S. Pasareanu , Edmund M. Clarke