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`Entropy' appears as driving force in many different evolution equations, both deterministic and stochastic, and in these equations this `entropy' also takes different forms. We show how all these examples can be understood as different…

Dynamical Systems · Mathematics 2026-03-10 Mark A. Peletier

Realistic quantum mechanical systems are always exposed to an external environment. The presence of the environment often gives rise to a Markovian process in which the system loses information to its surroundings. However, many quantum…

We investigate the dynamical information exchange between a two-state system and its environment which is measured by von Neumann entropy. It is found that in the underdamping regime, the entropy dynamics exhibits an extremely non-Markovian…

Quantum Physics · Physics 2015-05-27 Zhiguo Lü , H. Zheng

The selection of an equilibrium state by maximising the entropy of a system, subject to certain constraints, is often powerfully motivated as an exercise in logical inference, a procedure where conclusions are reached on the basis of…

Statistical Mechanics · Physics 2015-12-03 Ian J. Ford

Evolution of arbitrary stochastic system was considered in frame of phase transition description. Concept of Reynolds parameter of hydrodynamic motion was extended to arbitrary complex system. Basic phase parameter was expressed through…

Chaotic Dynamics · Physics 2014-07-29 Sergey Kamenshchikov

Populations of agents often exhibit surprising collective behavior emerging from simple local interactions. The common belief is that the agents must posses a certain level of cognitive abilities for such an emerging collective behavior to…

Statistical Mechanics · Physics 2025-04-15 M. Andrecut

We propose to examine the predictability and the complexity characteristics of the Standard&Poor500 dynamics behaviors in a coarse-grained way using the symbolic dynamics method and under the prism of the Information theory through the…

Statistical Finance · Quantitative Finance 2021-05-11 Geoffrey Ducournau

Evolutionary game theory is a framework to formalize the evolution of collectives ("populations") of competing agents that are playing a game and, after every round, update their strategies to maximize individual payoffs. There are two…

Adaptation and Self-Organizing Systems · Physics 2021-01-05 Sergey Denisov , Olga Vershinina , Juzar Thingna , Peter Hänggi , Mikhail Ivanchenko

The focus of this article is on entropy and Markov processes. We study the properties of functionals which are invariant with respect to monotonic transformations and analyze two invariant "additivity" properties: (i) existence of a…

Data Analysis, Statistics and Probability · Physics 2013-11-12 A. N. Gorban , P. A. Gorban , G. Judge

In this paper we revisit the notion of the "minus logarithm of stationary probability" as a generalized potential in nonequilibrium systems and attempt to illustrate its central role in an axiomatic approach to stochastic nonequilibrium…

Statistical Mechanics · Physics 2016-08-30 Lowell F. Thompson , Hong Qian

We study the problem of detecting the structure of a complex dynamical system described by a set of deterministic differential equation that contains a Hamiltonian subsystem, without any information on the explicit form of evolution laws.…

Data Analysis, Statistics and Probability · Physics 2015-12-21 György Steinbrecher , Giorgio Sonnino

We consider a two-level open quantum system undergoing either pure dephasing, dissipative, or multiply decohering dynamics and show that, whenever the dynamics is non-Markovian, the initial speed of evolution is a monotonic function of the…

Quantum Physics · Physics 2017-07-12 Marco Cianciaruso , Sabrina Maniscalco , Gerardo Adesso

For a system moving away from equilibrium, we express the entropy production via a two-point correlation function for any time and any distance from equilibrium. The long-time limit gives the sum of the Lyapunov exponents for a general…

Chaotic Dynamics · Physics 2007-05-23 Gregory Falkovich , Alexander Fouxon

We study the dynamics of the pump mode in the down-conversion Hamiltonian using the cumulant expansion method, perturbation theory, and the full numerical simulation of systems with a pump mean photon number of up to one hundred thousand.…

Quantum Physics · Physics 2024-08-21 Karthik Chinni , Nicolás Quesada

In this second part, we analyze the dissipation properties of Generalized Poisson-Kac (GPK) processes, considering the decay of suitable $L^2$-norms and the definition of entropy functions. In both cases, consistent energy dissipation and…

Statistical Mechanics · Physics 2017-08-02 Massimiliano Giona , Antonio Brasiello , Silvestro Crescitelli

This contribution analyses the classical laws of motion by means of an approach relating time and entropy. We argue that adopting the notion of change of states as opposed to the usual derivation of Newton's laws in terms of fields a…

General Physics · Physics 2007-06-19 R Assumpcao

The evolution of entropy is derived with respect to dynamical systems. For a stochastic system, its relative entropy $D$ evolves in accordance with the second law of thermodynamics; its absolute entropy $H$ may also be so, provided that the…

Chaotic Dynamics · Physics 2010-08-31 X. San Liang

Motivated by a general principle governing regulation mechanisms in biological cells, we investigate a general interaction scheme between different populations of particles and specific particles, referred to as agents. Assuming that each…

Probability · Mathematics 2023-10-10 Vincent Fromion , Philippe Robert , Jana Zaherddine

In this paper, we extend the concept of generalized entropy to uniform spaces, allowing computations beyond metrizable settings. We apply this to parabolic dynamics - systems with a unique fixed point uniformly attracting all compact…

Dynamical Systems · Mathematics 2025-07-02 Frederico A. C. L. Marinho , Hellen de Paula , Lucas H. R. de Souza

We propose the entropy of random Markov trajectories originating and terminating at a state as a measure of the stability of a state of a Markov process. These entropies can be computed in terms of the entropy rates and stationary…

Dynamical Systems · Mathematics 2020-02-11 Marc Harper , Dashiell Fryer
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