Related papers: Minimum Relative Entropy State Transitions in Line…
This paper considers the problem of stabilizing a discrete-time non-linear stochastic system over a finite capacity noiseless channel. Our focus is on systems which decompose into a stable and unstable component, and the stability notion…
Modelling the evolution of a system using stochastic dynamics typically implies a greater subjective uncertainty in the adopted system coordinates as time progresses, and stochastic entropy production has been developed as a measure of this…
We consider the task of generating discrete-time realisations of a nonlinear multivariate diffusion process satisfying an It\^o stochastic differential equation conditional on an observation taken at a fixed future time-point. Such…
Problems of probabilistic inference and decision making under uncertainty commonly involve continuous random variables. Often these are discretized to a few points, to simplify assessments and computations. An alternative approximation is…
We consider a general stochastic input-output dynamical system with output evolving in time as the solution to a functional coefficients, It\^{o}'s stochastic differential equation, excited by an input process. This general class of…
We consider an agent trying to bring a system to an acceptable state by repeated probabilistic action. Several recent works on algorithmizations of the Lovasz Local Lemma (LLL) can be seen as establishing sufficient conditions for the agent…
When a quantum system is coupled to several heat baths at different temperatures, it eventually reaches a non-equilibrium steady state featuring stationary internal heat currents. These currents imply that entropy is continually being…
A simplified thermodynamic approach of the incompressible 2D Euler equation is considered based on the conservation of energy, circulation and microscopic enstrophy. Statistical equilibrium states are obtained by maximizing the…
Dynamical systems driven by a general L\'evy stable noise are considered. The inertia is included and the noise, represented by a generalised Ornstein-Uhlenbeck process, has a finite relaxation time. A general linear problem (the additive…
We derive an Ito stochastic differential equation for entropy production in nonequilibrium Langevin processes. Introducing a random-time transformation, entropy production obeys a one-dimensional drift-diffusion equation, independent of the…
It is well known that the addition of noise in a multistable system can induce random transitions between stable states. The rate of transition can be characterised in terms of the noise-free system's dynamics and the added noise: for…
In this paper, we study the dynamics of a linear control system with given state feedback control law in the presence of fast periodic sampling at temporal frequency $1/\delta$ ($0 < \delta \ll 1$), together with small white noise…
A goal of data assimilation is to infer stochastic dynamical behaviors with available observations. We consider transition phenomena between metastable states for a stochastic system with (non-Gaussian) $\alpha-$stable L\'evy noise. With…
The stochastic entropy generated during the evolution of a system interacting with an environment may be separated into three components, but only two of these have a non-negative mean. The third component of entropy production is…
This work aims to control the dynamics of certain non-Newtonian fluids in a bounded domain of $\mathbb{R}^d$, $d=2,3$ perturbed by a multiplicative Wiener noise, the control acts as a predictable distributed random force, and the goal is to…
The entropy production is one of the most essential features for systems operating out of equilibrium. The formulation for discrete-state systems goes back to the celebrated Schnakenberg's work and hitherto can be carried out when for each…
The von Neumann entropy at the output of a bosonic channel with thermal noise is analyzed. Coherent-state inputs are conjectured to minimize this output entropy. Physical and mathematical evidence in support of the conjecture is provided. A…
Using recent mathematical advances, a geometric approach to rare noise-driven transition events in nonequilibrium systems is given, and an algorithm for computing the maximum likelihood transition curve is generalized to the case of…
We consider Hamiltonian quantum systems with energy bandwidth \Delta E and show that each measurement that determines the time up to an error \Delta t generates at least the entropy (\hbar/(\Delta t \Delta E))^2/2. Our result describes…
This work presents a general unifying theoretical framework for quantum non-equilibrium systems. It is based on a re-statement of the dynamical problem as one of inferring the distribution of collision events that move a system toward…