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Complex network states are characterized by the interplay between system's structure and dynamics. One way to represent such states is by means of network density matrices, whose von Neumann entropy characterizes the number of distinct…

Physics and Society · Physics 2022-12-06 Arsham Ghavasieh , Manlio De Domenico

The question of characterization of the degree of non-equilibrium activity in active matter systems is studied in the context of a stochastic microswimmer model driven by a chemical cycle. The resulting dynamical properties and entropy…

Statistical Mechanics · Physics 2024-05-27 Michalis Chatzittofi , Jaime Agudo-Canalejo , Ramin Golestanian

We consider an entropy-regularized version of optimal density control of deterministic discrete-time linear systems. Entropy regularization, or a maximum entropy (MaxEnt) method for optimal control has attracted much attention especially in…

Optimization and Control · Mathematics 2023-08-15 Kaito Ito , Kenji Kashima

Entropy-stable (ES) schemes have gained considerable attention over the last decade, especially in the context of turbulent flow simulations using high-order methods. While promising because of their nonlinear stability properties, ES…

Numerical Analysis · Mathematics 2018-11-26 Ayoub Gouasmi , Karthik Duraisamy , Scott Murman

In this paper we present a Doob type maximal inequality for stochastic processes satisfying the conditional increment control condition. If we assume, in addition, that the margins of the process have uniform exponential tail decay, we…

Probability · Mathematics 2019-12-17 Xuan Liu , Guangyu Xi

We propose the difference discrete variational principle in discrete mechanics and symplectic algorithm with variable step-length of time in finite duration based upon a noncommutative differential calculus established in this paper. This…

Mathematical Physics · Physics 2018-01-17 Xu-Dong Luo , Han-Ying Guo , Yu-Qi Li , Ke Wu

We derive a bound for entropy production in terms of the mean of normalizable path-antisymmetric observables. The optimal observable for this bound is shown to be the signum of entropy production, which is often easier determined or…

Statistical Mechanics · Physics 2024-10-07 Gabriel Knotz , Till M. Muenker , Timo Betz , Matthias Krüger

We consider the problem of adaptive stabilization for discrete-time, multi-dimensional linear systems with bounded control input constraints and unbounded stochastic disturbances, where the parameters of the true system are unknown. To…

Systems and Control · Electrical Eng. & Systems 2023-04-04 Seth Siriya , Jingge Zhu , Dragan Nešić , Ye Pu

High order strong stability preserving (SSP) time discretizations are often needed to ensure the nonlinear (and sometimes non-inner-product) strong stability properties of spatial discretizations specially designed for the solution of…

Numerical Analysis · Mathematics 2018-10-22 Zachary Grant , Sigal Gottlieb , David C Seal

Configurational entropy is an important factor in the free energy change of many macromolecular recognition and binding processes, and has been intensively studied. Despite great progresses that have been made, the global sampling remains…

Biological Physics · Physics 2012-12-04 Wenzhao Li , Kai Wang , Suyan Tian , Pu Tian

We show a diffusive upper bound on the transition probability of a tagged particle in the symmetric simple exclusion process. The proof relies on optimal spectral gap estimates for the dynamics in finite volume, which are of independent…

Probability · Mathematics 2018-04-27 Arianna Giunti , Yu Gu , Jean-Christophe Mourrat

We aim at estimating in a non-parametric way the density $\pi$ of the stationary distribution of a $d$-dimensional stochastic differential equation $(X_t)_{t \in [0, T]}$, for $d \ge 2$, from the discrete observations of a finite sample…

Statistics Theory · Mathematics 2022-12-29 Chiara Amorino , Arnaud Gloter

Existing permanental processes often impose constraints on kernel types or stationarity, limiting the model's expressiveness. To overcome these limitations, we propose a novel approach utilizing the sparse spectral representation of…

Machine Learning · Statistics 2024-12-20 Zicheng Sun , Yixuan Zhang , Zenan Ling , Xuhui Fan , Feng Zhou

Privacy is an essential issue in data trading markets. This work uses a mechanism design approach to study the optimal market model to economize the value of privacy of personal data, using differential privacy. The buyer uses a finite…

Computer Science and Game Theory · Computer Science 2021-12-24 Tao Zhang , Quanyan Zhu

A hyperbolic integro-differential equation is considered, as a model problem, where the convolution kernel is assumed to be either smooth or no worse than weakly singular. Well-posedness of the problem is studied in the context of semigroup…

Numerical Analysis · Mathematics 2013-03-12 Fardin Saedpanah

We study the optimal control of discrete time mean filed dynamical systems under partial observations. We express the global law of the filtered process as a controlled system with its own dynamics. Following a dynamic programming approach,…

Optimization and Control · Mathematics 2023-03-13 Jeremy Chichportich , Idris Kharroubi

As a main step in the numerical solution of control problems in continuous time, the controlled process is approximated by sequences of controlled Markov chains, thus discretising time and space. A new feature in this context is to allow…

Optimization and Control · Mathematics 2007-05-23 Markus Fischer , Markus Reiss

Sampling considerations limit the experimental conditions under which information theoretic analyses of neurophysiological data yield reliable results. We develop a procedure for computing the full temporal entropy and information of…

Biological Physics · Physics 2009-11-06 Simon R. Schultz , Stefano Panzeri

Understanding the dynamics of neural networks is a major challenge in experimental neuroscience. For that purpose, a modelling of the recorded activity that reproduces the main statistics of the data is required. In a first part, we present…

Neurons and Cognition · Quantitative Biology 2014-04-15 Hassan Nasser , Olivier Marre , Bruno Cessac

Discrete maximum principles in the approximation of partial differential equations are crucial for the preservation of qualitative properties of physical models. In this work we enforce the discrete maximum principle by performing a simple…

Numerical Analysis · Mathematics 2017-03-22 Christian Kreuzer