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We define a new measure of causation from a fluctuation-response theorem for Kullback-Leibler divergences, based on the information-theoretic cost of perturbations. This information response has both the invariance properties required for…

Information Theory · Computer Science 2021-10-27 Andrea Auconi , Benjamin M. Friedrich , Andrea Giansanti

Simple homogeneous shear flows of frictionless, deformable particles are studied by particle simulations at large shear rates and for differently soft, deformable particles. The particle stiffness sets a time-scale that can be used to scale…

Soft Condensed Matter · Physics 2024-07-25 Dalila Vescovi , Stefan Luding

This paper provides a semiparametric model of estimating states of the volatility defined as the squared diffusion coefficient of a stochastic differential equation. Without assuming any functional form of the volatility function, we…

Statistics Theory · Mathematics 2007-07-18 I. Shoji

In this work, we consider the problem of bounding the values of a covariance function corresponding to a continuous-time stationary stochastic process or signal. Specifically, for two signals whose covariance functions agree on a finite…

Signal Processing · Electrical Eng. & Systems 2021-10-07 Filip Elvander , Johan Karlsson , Toon van Waterschoot

The first article in a two-part series (the second article being [arXiv:2205.13197]) assumes a weak local energy decay estimate holds and proves that solutions to the linear wave equation with variable coefficients in $\mathbb R^{1+3}$,…

Analysis of PDEs · Mathematics 2022-05-31 Shi-Zhuo Looi

Exerting fluctuations is a part of our daily life: traffic noise, heartbeat, opinion poll, currency exchange rate, electrical current, chemical reactions - they all permanently fluctuate. One of the most important questions is why the…

Physics and Society · Physics 2016-09-08 Maria K. Koleva

We consider a class of stochastic dynamical systems, called piecewise deterministic Markov processes, with states $(x, \s)\in \O\times \G$, $\O$ being a region in $\bbR^d$ or the $d$--dimensional torus, $\G$ being a finite set. The…

Statistical Mechanics · Physics 2009-02-25 Alessandra Faggionato , Davide Gabrielli , Marco Ribezzi Crivellari

We show that grains streaming through a fluid are generically unstable if their velocity, projected along some direction, matches the phase velocity of a fluid wave (linear oscillation). This can occur whenever grains stream faster than any…

Earth and Planetary Astrophysics · Physics 2018-04-11 Jonathan Squire , Philip F. Hopkins

Complexity measures are introduced, that quantify the change of the natural entropy fluctuations at different length scales in time-series emitted from systems operating far from equilibrium. They identify impending sudden cardiac death…

Data Analysis, Statistics and Probability · Physics 2007-05-23 P. A. Varotsos , N. V. Sarlis , E. S. Skordas , M. S. Lazaridou

Quantum mechanics gives a new breakthrough to the field of parameter estimation. In the realm of quantum metrology, the precision of parameter estimation is limited by the quantum Fisher information. We introduce the measures of partial…

Quantum Physics · Physics 2024-11-14 Dong-Ping Xuan , Zhong-Xi Shen , Wen Zhou , Hua Nan , Shao-Ming Fei , Zhi-Xi Wang

Quantum coherence is a fundamental common trait of quantum phenomena, from the interference of matter waves to quantum degeneracy of identical particles. Despite its importance, estimating and measuring quantum coherence in generic, mixed…

Statistical Mechanics · Physics 2016-08-17 Irénée Frérot , Tommaso Roscilde

We formulate dynamical rate equations for physical processes driven by a combination of diffusive growth, size fragmentation and fragment coagulation. Initially, we consider processes where coagulation is absent. In this case we solve the…

Statistical Mechanics · Physics 2007-05-23 Poul Olesen , Jesper Ferkinghoff-Borg , Mogens H. Jensen , Joachim Mathiesen

The dynamics of a quantum mechanical particle in a time-independent potential are found to contain many interesting phenomena. These are direct consequences of the (typical) existence of more than one time scale governing the problem. This…

Quantum Physics · Physics 2007-05-23 Ross C. O'Connell

The maintenance of diversity, the `commonness of rarity', and compositional turnover are ubiquitous features of species-rich communities. Through a minimal model, we consider how these features reflect the interplay between environmental…

Populations and Evolution · Quantitative Biology 2025-12-04 Emil Mallmin , Arne Traulsen , Silvia De Monte

Characterising the time over which quantum coherence survives is critical for any implementation of quantum bits, memories and sensors. The usual method for determining a quantum system's decoherence rate involves a suite of experiments…

We study the intrinsic, disorder-induced decoherence of an isolated quantum system under its own dynamics. Specifically, we investigate the characteristic time scale (i.e., the decoherence time) associated with an interacting many-body…

Disordered Systems and Neural Networks · Physics 2017-01-11 Yang-Le Wu , Dong-Ling Deng , Xiaopeng Li , S. Das Sarma

We show that the derivative of the (measure) transfer operator with respect to the parameter of the map is a divergence. Then, for physical measures of discrete-time hyperbolic chaotic systems, we derive an equivariant divergence formula…

Numerical Analysis · Mathematics 2023-08-09 Angxiu Ni , Yao Tong

Collective motion - or flocking - is an emergent phenomena that underlies many biological processes of relevance, from cellular migrations to animal groups movement. In this work, we derive scaling relations for the fluctuations of the mean…

Soft Condensed Matter · Physics 2023-02-13 Martino Brambati , Giuseppe Fava , Francesco Ginelli

For multivariant Wright-Fisher models in population genetics, we introduce equilibrium states, expressed by fluctuations of probability ratio, in contrast to the traditionally used fluctuations, expressed by the difference between the…

Statistics Theory · Mathematics 2020-08-04 D. Koroliouk , V. S. Koroliuk

We combine random walks, growth and decay, and convection, in a Monte Carlo simulation to model 1D interface dynamics with fluctuations. The continuum limit corresponds to the deterministic Fisher equation with convection. We find…

Condensed Matter · Physics 2015-06-25 Oliver Schönborn , Rashmi C. Desai , Dietrich Stauffer
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