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Systems with interacting degrees of freedom play a prominent role in stochastic thermodynamics. Our aim is to use the concept of detached path probabilities and detached entropy production for bipartite Markov processes and elaborate on a…

Statistical Mechanics · Physics 2017-10-17 Jannik Ehrich , Andreas Engel

In the present work, we study the entropy productions in a system controlled by double control parameters. By introducing a thermal fluctuation part, we solve the problem that the second law of the thermodynamics seems to be violated by the…

Statistical Mechanics · Physics 2015-08-21 Jang-il Sohn

Entropy arises in strong interactions by a dynamical separation of ``partons'' from unobservable ``environment'' modes due to confinement. For interacting scalar fields we calculate the statistical entropy of the observable subsystem.…

High Energy Physics - Theory · Physics 2011-08-04 Hans-Thomas Elze

Entropy functionals are computed for non-stationary distributions of particles of Lorentz gas and hard disks. The distributions consisting of beams of particles are found to have the largest amount of entropy and entropy increase. The…

Statistical Mechanics · Physics 2007-05-23 Maurice Courbage , Seyed Majid Saberi Fathi

The emerging field of stochastic thermodynamics extends classical ideas of entropy, heat and work to non-equilibrium systems. One notable finding is that the second law of thermodynamics typically only holds after taking appropriate…

Statistical Mechanics · Physics 2024-02-27 Paul C Bressloff

Estimating entropy production, which quantifies irreversibility and energy dissipation, remains a significant challenge despite its central role in nonequilibrium physics. We propose a novel method for estimating the mean entropy production…

Statistical Mechanics · Physics 2026-01-05 Ivan Di Terlizzi

Entropy is a central concept in physics, but can be challenging to calculate even for systems that are easily simulated. This is exacerbated out of equilibrium, where generally little is known about the distribution characterizing simulated…

Statistical Mechanics · Physics 2024-05-09 Samuel D. Gelman , Guy Cohen

We present an algorithm for the decomposition of periodic financial return data into orthogonal factors of expected return and "systemic", "productive", and "nonproductive" risk. Generally, when the number of funds does not exceed the…

Portfolio Management · Quantitative Finance 2014-11-19 Vic Norton

Partial differential equations are ubiquitous in almost all applications of mathematics, where they provide a natural mathematical description of many phenomena involving change in physical, chemical, biological, and social processes. The…

Analysis of PDEs · Mathematics 2013-11-07 John M. Ball , Gui-Qiang G. Chen

We consider a new functional inequality controlling the rate of relative entropy decay for random walks, the interchange process and more general block-type dynamics for permutations. The inequality lies between the classical logarithmic…

Probability · Mathematics 2022-05-12 Alexandre Bristiel , Pietro Caputo

A theory for non-equilibrium systems is derived from a maximum entropy approach similar in spirit to the equilibrium theory given by Gibbs. Requiring Hamilton's principle of stationary action to be satisfied on average during a trajectory,…

Statistical Mechanics · Physics 2019-02-04 David M. Rogers , Susan B. Rempe

How is it that entropy derivatives almost in their own are characterizing the state of a system close to equilibrium, and what happens further away from it? We explain within the framework of Markov jump processes why fluctuation theory can…

Statistical Mechanics · Physics 2009-08-24 Christian Maes , Karel Netočný , Bram Wynants

The paper describes an approach to measuring convergence of an algorithm to its result in terms of an entropy-like function of partitions of its inputs of a given length. The goal is to look at the algorithmic data processing from the…

Computational Complexity · Computer Science 2016-05-06 Anatol Slissenko

A new axiomatic characterization with a minimum of conditions for entropy as a function on the set of states in quantum mechanics is presented. Traditionally unspoken assumptions are unveiled and replaced by proven consequences of the…

Mathematical Physics · Physics 2014-07-02 Bernhard Baumgartner

In the general process of eliminating dynamic variables in Markovian models, there exists a difference in the irreversible entropy production between the original and reduced dynamics. We call this difference the hidden entropy production,…

Statistical Mechanics · Physics 2022-06-28 Kyogo Kawaguchi , Yohei Nakayama

The state of an open quantum system undergoing an adiabatic process evolves by following the instantaneous stationary state of its time-dependent generator. This observation allows one to characterize, for a generic adiabatic evolution, the…

Statistical Mechanics · Physics 2024-01-23 Paulo J. Paulino , Igor Lesanovsky , Federico Carollo

We show explicitly the entropy reduction from a detailed fluctuation theorem for the general stochastic system driven by nonequilibrium process under feedback control. The effect of interaction of the feedback controller with the system is…

Statistical Mechanics · Physics 2011-04-27 M. Ponmurugan

Standard Quantum Mechanics, although successful in terms of calculating and predicting results, is inherently difficult to understand and can suffer from misinterpretation. Entropic Dynamics is an epistemic approach to quantum mechanics…

Quantum Physics · Physics 2019-07-04 Susan DiFranzo

We apply a common measure of randomness, the entropy, in the context of iterated functions on a finite set with n elements. For a permutation, it turns out that this entropy is asymptotically (for a growing number of iterations) close to…

Number Theory · Mathematics 2017-12-20 Joachim von zur Gathen

The geometric Brownian motion (GBM) is widely employed for modeling stochastic processes, yet its solutions are characterized by the log-normal distribution. This comprises predictive capabilities of GBM mainly in terms of forecasting…

Data Analysis, Statistics and Probability · Physics 2024-03-19 Rishabh Gupta , Ewa A. Drzazga-Szczȩśniak , Sabre Kais , Dominik Szczȩśniak
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