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We study the existing algorithms that solve the multidimensional martingale optimal transport. Then we provide a new algorithm based on entropic regularization and Newton's method. Then we provide theoretical convergence rate results and we…

Probability · Mathematics 2018-12-31 Hadrien De March

We calculate certain features of Bose-Einstein condensation in the ideal gas by using recurrence relations for the partition function. The grand canonical ensemble gives inaccurate results for certain properties of the condensate that are…

Statistical Mechanics · Physics 2016-08-16 W. J. Mullin , J. P. Fernández

Gibbsian statistical mechanics is extended into the domain of non-negligible {though non-specified} correlations in phase space while respecting the fundamental laws of thermodynamics. The appropriate Gibbsian probability distribution is…

Statistical Mechanics · Physics 2014-06-26 R. A. Treumann , W. Baumjohann

The problem considered here is motivated by a work by B. Nachtergaele and H.T. Yau where the Euler equations of fluid dynamics are derived from manybody quantum mechanics, see [10]. A crucial concept in their work is that of local quantum…

Analysis of PDEs · Mathematics 2021-09-29 Romain Duboscq , Olivier Pinaud

The Boltzmann equation for $d$-dimensional inelastic Maxwell models is considered to analyze transport properties for monodisperse gas-solid suspensions. The influence of the interstitial gas phase on the dynamics of solid particles is…

Statistical Mechanics · Physics 2015-12-03 Aleksander Kubicki , Vicente Garzó

Maximum entropy modeling is a flexible and popular framework for formulating statistical models given partial knowledge. In this paper, rather than the traditional method of optimizing over the continuous density directly, we learn a smooth…

Methodology · Statistics 2017-05-01 Gabriel Loaiza-Ganem , Yuanjun Gao , John P. Cunningham

We derive the spatially homogeneous Landau equation for Maxwellian molecules from a natural stochastic interacting particle system. More precisely, we control the relative entropy between the joint law of the particle system and the…

Analysis of PDEs · Mathematics 2024-10-01 José Antonio Carrillo , Xuanrui Feng , Shuchen Guo , Pierre-Emmanuel Jabin , Zhenfu Wang

A simplified thermodynamic approach of the incompressible 2D Euler equation is considered based on the conservation of energy, circulation and microscopic enstrophy. Statistical equilibrium states are obtained by maximizing the…

Fluid Dynamics · Physics 2011-04-12 A. Naso , P. H. Chavanis , B. Dubrulle

The classical Maximum Entropy (ME) problem consists of determining a probability distribution function (pdf) from a finite set of expectations of known functions. The solution depends on $N+1$ Lagrange multipliers which are determined by…

Data Analysis, Statistics and Probability · Physics 2007-05-23 A. Mohammad-Djafari

Based on the prescription termed the optimal Lagrange multipliers formalism for extremizing the Tsallis entropy indexed by q, it is shown that key aspects of the treatment of the ideal gas problem are identical in both the nonextensive and…

Statistical Mechanics · Physics 2009-10-31 Sumiyoshi Abe , S. Martinez , F. Pennini , A. Plastino

A common statistical situation concerns inferring an unknown distribution Q(x) from a known distribution P(y), where X (dimension n), and Y (dimension m) have a known functional relationship. Most commonly, n<m, and the task is relatively…

Quantitative Methods · Quantitative Biology 2016-02-01 Jayajit Das , Sayak Mukherjee , Susan E. Hodge

The Boltzmann kinetic equation is obtained from an integro-differential master equation that describes a stochastic dynamics in phase space of an isolated thermodynamic system. The stochastic evolution yields a generation of entropy,…

Statistical Mechanics · Physics 2019-06-05 Mário J. de Oliveira

Lattice Boltzmann methods are usually derived under the assumption of isotropy. In this work, we present a derivation of a Lattice Boltzmann method for anisotropic fluid flow. Starting from an anisotropic equilibrium distribution, we show a…

Fluid Dynamics · Physics 2026-05-27 Benjamin Kellers , Julius Weinmiller , Arnulf Latz , Timo Danner

We consider a previously proposed non-extensive statistical mechanics in which the entropy depends only on the probability, this was obtained from a f(\beta) distribution and its corresponding Boltzmann factor. We show that the first term…

Statistical Mechanics · Physics 2016-10-24 Octavio Obregón , J. Torres-Arenas , A. Gil-Villegas

The problem of assigning probability distributions which objectively reflect the prior information available about experiments is one of the major stumbling blocks in the use of Bayesian methods of data analysis. In this paper the method of…

Data Analysis, Statistics and Probability · Physics 2009-11-10 Ariel Caticha , Roland Preuss

A simplified thermodynamic approach of the incompressible axisymmetric Euler equations is considered based on the conservation of helicity, angular momentum and microscopic energy. Statistical equilibrium states are obtained by maximizing…

Fluid Dynamics · Physics 2010-07-02 Aurore Naso , Romain Monchaux , Pierre-Henri Chavanis , Berengere Dubrulle

Starting from the BBGKY hierarchy, describing the kinetics of nonlinear particle system, we obtain the relevant entropy and stationary distribution function. Subsequently, by employing the Lorentz transformations we propose the relativistic…

Statistical Mechanics · Physics 2012-06-12 G. Kaniadakis

Statistical mechanics relies on the complete though probabilistic description of a system in terms of all the microscopic variables. Its object is to derive therefrom static and dynamic properties involving some reduced set of variables.…

Statistical Mechanics · Physics 2009-10-31 R. Balian

In this paper we derive accurate numerical methods for the quantum Boltzmann equation for a gas of interacting bosons. The schemes preserve the main physical features of the continuous problem, namely conservation of mass and energy, the…

Numerical Analysis · Mathematics 2010-09-15 P. A. Markowitch , L. Pareschi

An ensemble of classical subsystems interacting with surrounding particles has been considered. In general case, a phase volume of the subsystems ensemble was shown to be a function of time. The evolutional equations of the ensemble are…

Statistical Mechanics · Physics 2015-06-24 S. R. Sharov
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