Macroscopic stochastic thermodynamics

G Falasco, M Esposito - arXiv preprint arXiv:2307.12406, 2023 - arxiv.org
Starting at the mesoscopic level with a general formulation of stochastic thermodynamics in
terms of Markov jump processes, we identify the scaling conditions that ensure the …

Master equations for finite state mean field games with nonlinear activations

Y Gao, W Li, JG Liu - arXiv preprint arXiv:2212.05675, 2022 - arxiv.org
We formulate a class of mean field games on a finite state space with variational principles
resembling those in continuous-state mean field games. We construct a controlled continuity …

Computational mean-field information dynamics associated with reaction-diffusion equations

W Li, W Lee, S Osher - Journal of Computational Physics, 2022 - Elsevier
We formulate and compute a class of mean-field information dynamics for reaction-diffusion
equations. Given a class of nonlinear reaction-diffusion equations and entropy type …

Transition path theory for Langevin dynamics on manifolds: Optimal control and data-driven solver

Y Gao, T Li, X Li, JG Liu - Multiscale Modeling & Simulation, 2023 - SIAM
We present a data-driven point of view for rare events, which represent conformational
transitions in biochemical reactions modeled by overdamped Langevin dynamics on …

Controlling conservation laws I: Entropy–entropy flux

W Li, S Liu, S Osher - Journal of Computational Physics, 2023 - Elsevier
We study a class of variational problems for regularized conservation laws with Lax's
entropy-entropy flux pairs. We first introduce a modified optimal transport space based on …

Structure preserving schemes for Fokker–Planck equations of irreversible processes

C Liu, Y Gao, X Zhang - Journal of Scientific Computing, 2024 - Springer
In this paper, we construct structure preserving schemes for solving Fokker–Planck
equations associated with irreversible processes. The proposed method is first order in time …

A selection principle for weak KAM solutions via Freidlin–Wentzell large deviation principle of invariant measures

Y Gao, JG Liu - SIAM Journal on Mathematical Analysis, 2023 - SIAM
This paper reinterprets the Freidlin–Wentzell variational construction of the rate function in
the large deviation principle for invariant measures from the weak KAM perspective …

HJ-sampler: A Bayesian sampler for inverse problems of a stochastic process by leveraging Hamilton-Jacobi PDEs and score-based generative models

T Meng, Z Zou, J Darbon, GE Karniadakis - arXiv preprint arXiv …, 2024 - arxiv.org
The interplay between stochastic processes and optimal control has been extensively
explored in the literature. With the recent surge in the use of diffusion models, stochastic …

Variational structures beyond gradient flows: a macroscopic fluctuation-theory perspective

RIA Patterson, DRM Renger, U Sharma - Journal of Statistical Physics, 2024 - Springer
Macroscopic equations arising out of stochastic particle systems in detailed balance (called
dissipative systems or gradient flows) have a natural variational structure, which can be …

Large deviation principle and thermodynamic limit of chemical master equation via nonlinear semigroup

Y Gao, JG Liu - Multiscale Modeling & Simulation, 2023 - SIAM
Chemical reactions can be modeled by a random time-changed Poisson process on
countable states. The macroscopic behaviors, such as large fluctuations, can be studied via …