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We build on a previous statistical model for distributed systems and formulate it in a way that the deterministic and stochastic processes within the system are clearly separable. We show how internal fluctuations can be analysed in a…
Dynamic Mode Decomposition (DMD) is a data-driven and model-free decomposition technique. It is suitable for revealing spatio-temporal features of both numerically and experimentally acquired data. Conceptually, DMD performs a…
We derive a functional for the entropy contributed by any microscopic degrees of freedom as arising from their measurable pair correlations. Applicable both in and out of equilibrium, this functional yields the maximum entropy which a…
We study the asymptotic properties, in the weak sense, of regenerative processes and Markov renewal processes. For the latter, we derive both renewal-type results, also concerning the related counting process, and ergodic-type ones,…
For a functionally generated portfolio, there is a natural decomposition of the relative log-return into the log-change in the generating function and a drift process. In this note, this decomposition is extended to arbitrary stock…
Value decomposition has long been a fundamental technique in multi-agent dynamic programming and reinforcement learning (RL). Specifically, the value function of a global state $(s_1,s_2,\ldots,s_N)$ is often approximated as the sum of…
Uncertainty is an important feature of dynamic systems, and entropy has been widely used to measure this attribute. In this Letter, we prove that state aggregation and decomposition can decrease and increase the entropy, respectively, of…
Description of the transitional process from a static to a dynamic frictional regime is a fundamental problem of modern physics. Previously we developed a model based on the well-known Frenkel-Kontorova model to describe dry macroscopic…
The concept of entropy has been pivotal in the formulation of thermodynamics. For systems driven away from thermal equilibrium, a comparable role is played by entropy production and dissipation. Here we provide a comprehensive picture how…
For a Markovian dynamics on discrete states, the logarithmic ratio of waiting-time distributions between two successive, instantaneous transitions in forward and backward direction is a measure of time-irreversibility. It thus serves as an…
We consider some special classes of L\'evy processes with no gaussian component whose L\'evy measure is of the type $\pi(dx)=e^{\gamma x}\nu(e^x-1) dx$, where $\nu$ is the density of the stable L\'evy measure and $\gamma$ is a positive…
A central task in stochastic thermodynamics is the estimation of entropy production for partially accessible Markov networks. We establish an effective transition-based description for such networks with transitions that are not…
This paper presents a thermodynamically consistent model for multicomponent electrolyte solutions. The first part of this paper derives the general governing equations for nonequilibrium systems within the theory of nonequilibrium…
In this paper, we study one dimensional Markov processes with spatial delay. Since the seminal work of Feller, we know that virtually any one dimensional, strong, homogeneous, continuous Markov process can be uniquely characterized via its…
Entropy, its production, and its change in a dynamical system can be understood from either a fully stochastic dynamic description or from a deterministic dynamics exhibiting chaotic behavior. By taking the former approach based on the…
We study the existence of densities for distributions of piecewise deterministic Markov processes. We also obtain relationships between invariant densities of the continuous time process and that of the process observed at jump times. In…
The characteristic decomposition for GRMHD is not known in a form useful for current numerical simulations. This prevents us from using the most accurate known computational methods, such as full-wave Riemann solvers. In this paper, we…
A monolithic process is a single recursive equation with data parameters, which only uses non-determinism, action prefixing, and recursion. We present a technique that decomposes such a monolithic process into multiple processes where each…
We consider a two-phase Darcy flow in a fractured porous medium consisting in a matrix flow coupled with a tangential flow in the fractures, described as a network of planar surfaces. This flow model is also coupled with the mechanical…
Out-of-equilibrium systems continuously generate entropy, with its rate of production being a fingerprint of non-equilibrium conditions. In small-scale dissipative systems subject to thermal noise, fluctuations of entropy production are…