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Markov processes restarted or reset at random times to a fixed state or region in space have been actively studied recently in connection with random searches, foraging, and population dynamics. Here we study the large deviations of…

Statistical Mechanics · Physics 2016-01-06 Janusz M. Meylahn , Sanjib Sabhapandit , Hugo Touchette

Irreversibility is commonly quantified by entropy production. An external observer can estimate it through measuring an observable that is antisymmetric under time-reversal like a current. We introduce a general framework that, inter alia,…

Statistical Mechanics · Physics 2023-07-05 Jann van der Meer , Julius Degünther , Udo Seifert

We show that nonequilibrium dynamics can play a constructive role in unsupervised machine learning by inducing the spontaneous emergence of latent-state cycles. We introduce a model in which visible and hidden variables interact through two…

Statistical Mechanics · Physics 2026-05-05 Marco Baiesi , Alberto Rosso

The time evolution of correlation functions in statistical systems is described by an exact functional differential equation for the corresponding generating functionals. This allows for a systematic discussion of non-equilibrium physics…

High Energy Physics - Theory · Physics 2009-10-30 Christof Wetterich

A general geometrical framework of nonequilibrium thermodynamics is developed. The notion of macroscopically definable ensembles is developed. The thesis about macroscopically definable ensembles is suggested. This thesis should play the…

Statistical Mechanics · Physics 2007-05-23 A. N. Gorban , I. V. Karlin

We consider the problem of spatiotemporal sampling in which an initial state $f$ of an evolution process $f_t=A_tf$ is to be recovered from a combined set of coarse samples from varying time levels $\{t_1,\dots,t_N\}$. This new way of…

Other Computer Science · Computer Science 2014-12-04 Akram Aldroubi , Jacqueline Davis , Ilya Krishtal

The paper surveys variational approaches for image reconstruction in dynamic inverse problems. Emphasis is on methods that rely on parametrised temporal models. These are here encoded as diffeomorphic deformations with time dependent…

Image and Video Processing · Electrical Eng. & Systems 2020-07-21 Andreas Hauptmann , Ozan Öktem , Carola Schönlieb

This article presents a general framework for recovering missing dynamical systems using available data and machine learning techniques. The proposed framework reformulates the prediction problem as a supervised learning problem to…

Numerical Analysis · Mathematics 2020-10-20 John Harlim , Shixiao W. Jiang , Senwei Liang , Haizhao Yang

By modeling the interaction of a system with an environment through a renewal approach, we demonstrate that completely positive non-Markovian dynamics may develop some unexplored non-standard statistical properties. The renewal approach is…

Quantum Physics · Physics 2009-08-07 Adrian A. Budini Paolo Grigolini

Time evolution of macroscopic systems is re-examined primarily through further analysis and extension of the equation of motion for the density matrix $\rho(t)$. Because $\rho$ contains both classical and quantum-mechanical probabilities it…

Statistical Mechanics · Physics 2009-11-10 W. T. Grandy

Irreversible processes accomplished in a fixed time involve nonlinearly coupled flows of matter, energy, and information. Here, using entropy production as an example, we show how thermodynamic uncertainty relations and speed limits on…

Statistical Mechanics · Physics 2021-05-12 Schuyler B. Nicholson , Jason R. Green

Data-driven modeling is useful for reconstructing nonlinear dynamical systems when the underlying process is unknown or too expensive to compute. Having reliable uncertainty assessment of the forecast enables tools to be deployed to predict…

Methodology · Statistics 2023-11-01 Mengyang Gu , Yizi Lin , Victor Chang Lee , Diana Qiu

Nonequilibrium statistical mechanics exhibit a variety of complex phenomena far from equilibrium. It inherits challenges of equilibrium, including accurately describing the joint distribution of a large number of configurations, and also…

Statistical Mechanics · Physics 2024-02-08 Ying Tang , Jing Liu , Jiang Zhang , Pan Zhang

Machine learning techniques not only offer efficient tools for modelling dynamical systems from data, but can also be employed as frontline investigative instruments for the underlying physics. Nontrivial information about the original…

Data Analysis, Statistics and Probability · Physics 2021-02-24 Francesco Borra , Marco Baldovin

In this paper we study the problem of inferring the initial conditions of a dynamical system under incomplete information. Studying several model systems, we infer the latent microstates that best reproduce an observed time series when the…

Dynamical Systems · Mathematics 2022-04-04 Blas Kolic , Juan Sabuco , J. Doyne Farmer

We continue our study of the linear response of a nonequilibrium system. This Part II concentrates on models of open and driven inertial dynamics but the structure and the interpretation of the result remain unchanged: the response can be…

Statistical Mechanics · Physics 2010-05-02 Marco Baiesi , Eliran Boksenbojm , Christian Maes , Bram Wynants

We investigate what a snapshot of a quantum evolution - a quantum channel reflecting open system dynamics - reveals about the underlying continuous time evolution. Remarkably, from such a snapshot, and without imposing additional…

Quantum Physics · Physics 2009-11-13 M. M. Wolf , J. Eisert , T. S. Cubitt , J. I. Cirac

Detecting anomalies and discovering driving signals is an essential component of scientific research and industrial practice. Often the underlying mechanism is highly complex, involving hidden evolving nonlinear dynamics and noise…

Machine Learning · Computer Science 2018-06-13 Bin Li , Yueheng Lan , Weisi Guo , Chenglin Zhao

We introduce state-space models where the functionals of the observational and the evolutionary equations are unknown, and treated as random functions evolving with time. Thus, our model is nonparametric and generalizes the traditional…

Methodology · Statistics 2014-02-24 Anurag Ghosh , Soumalya Mukhopadhyay , Sandipan Roy , Sourabh Bhattacharya

We consider the problem of learning a realization of a partially observed dynamical system with linear state transitions and bilinear observations. Under very mild assumptions on the process and measurement noises, we provide a finite time…

Machine Learning · Computer Science 2024-09-26 Yahya Sattar , Yassir Jedra , Sarah Dean