Related papers: Minimum Relative Entropy State Transitions in Line…
We have shown how the intrinsic properties of a noise process can set an upper bound for the time derivative of entropy in a nonequilibrium system. The interplay of dissipation and the properties of noise processes driving the dynamical…
We analyze the effects of noise on the permutation entropy of dynamical systems. We take as numerical examples the logistic map and the R\"ossler system. Upon varying the noise strengthfaster, we find a transition from an…
Stokes' equations model microscale fluid flows including the flows of nanoliter-sized fluid samples in lab-on-a-chip systems. Helmholtz's dissipation theorem guarantees that the solution of Stokes' equations in a given domain minimizes…
Using the white noise setting, in particular the Wick product, the Hermite transform, and the Kondratiev space, we present a new approach to study linear stochastic systems, where randomness is also included in the transfer function. We…
We extend the notion of estimation entropy of autonomous dynamical systems proposed by Liberzon and Mitra [1] to nonlinear dynamical systems with uncertain inputs with bounded variation. We call this new notion the {$\epsilon$}-estimation…
Stochastic systems characterised by a random driving in a form of the general stable noise are considered. The particle experiences long rests due to the traps the density of which is position-dependent and obeys a power-law form attributed…
We recently proposed a method for estimation of states and parameters in stochastic differential equations, which included intermediate time points between observations and used the Laplace approximation to integrate out these intermediate…
We generalize to non equilibrium states Onsager's minimum dissipation principle. We also interpret this principle and some previous results in terms of optimal control theory. Entropy production plays the role of the cost necessary to drive…
Nowadays many tools, e.g. fluctuation relations, are available to characterize the statistical properties of non-equilibrium systems. However, most of these tools rely on the assumption that the driving noise is normally distributed. Here…
This paper is concerned with robust performance criteria for linear continuous time invariant stochastic systems driven by statistically uncertain random processes. The uncertainty is understood as the deviation of imprecisely known…
We introduce a random variable approach to investigate the dynamics of a dissipative two-state system. Based on an exact functional integral description, our method reformulates the problem as that of the time evolution of a quantum state…
This paper introduces a dynamic formulation of divergence-regularized optimal transport with weak targets on the path space. In our formulation, the classical relative entropy penalty is replaced by a general convex divergence, and terminal…
In many real-world dynamical systems, obtaining precise models of system uncertainty remains a challenge. It may be difficult to estimate noise distributions or robustness bounds, especially when the distributions/robustness bounds vary…
We investigate the behavior of dissipative particle dynamics (DPD) with time-correlated random noise. A new stochastic force for DPD is proposed which consists of a random force whose noise has an algebraic correlation proportional to 1/t…
For discrete-time stochastic processes, there is a close connection between return/waiting times and entropy. Such a connection cannot be straightforwardly extended to the continuous-time setting. Contrarily to the discrete-time case one…
We reassess the concept of transition at minimum work in classical stochastic finite-time thermodynamics, when the system dynamics is modelled by a diffusion process. We show that a well-posed formulation of the optimal control problem…
In this article, we study the dynamics of a nonlinear system governed by an ordinary differential equation under the combined influence of fast periodic sampling with period $\delta$ and small jump noise of size $\varepsilon, 0<…
Entropic Optimal Transport (EOT), also referred to as the Schr\"odinger problem, seeks to find a random processes with prescribed initial/final marginals and with minimal relative entropy with respect to a reference measure. The relative…
A quantum statistical expression for the entropy of a nonequilibrium system is defined so as to be consistent with Gibbs' relation, and is shown to corresponds to dynamical variable by introducing analogous to the Heisenberg picture in…
In this paper we consider a diffusion process obtained as a small random perturbation of a dynamical system attracted to a stable equilibrium point. The drift and the diffusive perturbation are assumed to evolve slowly in time. We describe…