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We demonstrate that Shannon's information entropy and the thermodynamic entropy of Boltzmann and Gibbs are quantitatively equivalent for real condensed-matter systems. By interpreting atomic configurations as information sources, we compute…
In this paper we suggest a consistent approach to derivation of generalized Fokker-Planck equation (GFPE) for Gaussian non-Markovian processes with stationary increments. This approach allows us to construct the probability density function…
Based on a parametric point-wise decomposition, a kind of isospectral deformation, of the exact one-particle probability density of an externally confined, analytically solvable interacting two-particle model system we introduce the…
We derive the stationary probability distribution for a non-equilibrium system composed by an arbitrary number of degrees of freedom that are subject to Gaussian colored noise and a conservative potential. This is based on a…
Probabilistic inference is a fundamental task in modern machine learning. Recent advances in tensor network (TN) contraction algorithms have enabled the development of better exact inference methods. However, many common inference tasks in…
The theory of Maximum Probability Domains (MPDs) is formulated for the Hubbard model in terms of projection operators and generating functions for both exact eigenstates as well as Slater determinants. A fast MPD analysis procedure is…
Identifying the right tools to express the stochastic aspects of neural activity has proven to be one of the biggest challenges in computational neuroscience. Even if there is no definitive answer to this issue, the most common procedure to…
This paper revisits the textbook 'particle in a box', but from the point of view of Koopman-von Neumann (KvN) mechanics. KvN mechanics is a way to describe \emph{classical} dynamics in a Hilbert space. That simple fact changes the usual…
Randomness is viewed through an analogy between a physical quantity, density of gas, and a mathematical construct -- probability density. Boltzmann's deduction of equilibrium distribution of ideal gas placed in an external potential field…
In this paper we discuss distributional robustness in the context of stochastic model predictive control (SMPC) for linear time-invariant systems. We derive a simple approximation of the MPC problem under an additive zero-mean i.i.d. noise…
We use Big Bang Nucleosynthesis (BBN) data in order to impose constraints on the exponent of Barrow entropy. The latter is an extended entropy relation arising from the incorporation of quantum-gravitational effects on the black-hole…
We present a maximum entropy approach to analyze the internal dynamics of a small system in contact with a large bath e.g. a solute-solvent system. For the small solute, the fluctuations around the mean values of observables are not…
The combinatorial basis of entropy by Boltzmann can be written $H= {N}^{-1} \ln \mathbb{W}$, where $H$ is the dimensionless entropy of a system, per unit entity, $N$ is the number of entities and $\mathbb{W}$ is the number of ways in which…
We have studied statistical properties of the values of the Wigner function W(x) of 1D quantum maps on compact 2D phase space of finite area V. For this purpose we have defined a Wigner function probability distribution P(w) = (1/V) int…
Set-membership estimation is usually formulated in the context of set-valued calculus and no probabilistic calculations are necessary. In this paper, we show that set-membership estimation can be equivalently formulated in the probabilistic…
How to introduce thermodynamics to quantum mechanics ? Among from numerous possibilities of solving this task, the simple choice is here: The conventional von Neumann equation deals with a density operator whose probability weights are time…
A derivation of the Boltzmann equation from the Liouville equation by the use of the Grad limiting procedure in a finite volume is proposed. We introduce two scales of space-time: macro- and microscale and use the BBGKY hierarchy and the…
We study mixed-moment models (full zeroth moment, half higher moments) for a Fokker-Planck equation in one space dimension. Mixed-moment minimum-entropy models are known to overcome the zero net-flux problem of full-moment minimum entropy…
A wide range of phenomena in the natural and social sciences involve large systems of interacting particles, including plasmas, collections of galaxies, coupled oscillators, cell aggregations, and economic ``agents'. Kinetic methods for…
As a counterpoint to classical stochastic particle methods for linear diffusion equations, we develop a deterministic particle method for the weighted porous medium equation (WPME) and prove its convergence on bounded time intervals. This…