Related papers: On the entropy minimization problem in Statistical…
Boltzmann introduced in the 1870's a logarithmic measure for the connection between the thermodynamical entropy and the probabilities of the microscopic configurations of the system. His entropic functional for classical systems was…
We consider the numerical solution of scalar, nonlinear degenerate convection-diffusion problems with random diffusion coefficient and with random flux functions. Building on recent results on the existence, uniqueness and continuous…
Overdamped Langevin dynamics are reversible stochastic differential equations which are commonly used to sample probability measures in high-dimensional spaces, such as the ones appearing in computational statistical physics and Bayesian…
We continue discussion of hard-ball models of statistical mechanics, by example of random walk of hard ball immersed into equlibrium ideal gas. Our goal is to highlight decisive role of specific phase-space subsets, despite their…
Entropy production in stochastic mechanical systems is examined here with strict bounds on its rate. Stochastic mechanical systems include pure diffusions in Euclidean space or on Lie groups, as well as systems evolving on phase space for…
Based on a cocycle structure, we identify a new derivation of the Boltzmann distribution for finite energy-level systems from the maximal entropy principle (MEP). Our approach does not rely on the method of the Lagrange multiplier, and it…
Some general considerations on the notion of entropy in physics are presented. An attempt is made to clarify the question of the differentiation between physical entropy (the Clausius-Boltzmann one) and quantities called entropies…
Using the quantum statistical method, the difficulty of solving the wave equation on the background of the black hole is avoided.We directly solve the partition functions of Bose and Fermi field on the background of an axisymmetric…
We give a variational formulation of classical statistical mechanics where the one-body density and the local entropy distribution constitute the trial fields. Using Levy's constrained search method it is shown that the grand potential is a…
This note derives the various forms of entropy of systems subject to Olbert distributions (generalized Lorentzian probability distributions known as $\kappa$-distributions) which are frequently observed particularly in high temperature…
Exploiting a fluid dynamic formulation for which a probabilistic counterpart might not be available, we extend the theory of Schroedinger bridges to the case of inertial particles with losses and general, possibly singular diffusion…
We consider nodal-based Lagrangian interpolations for the finite element approximation of the Maxwell eigenvalue problem. The first approach introduced is a standard Galerkin method on Powell-Sabin meshes, which has recently been shown to…
Observational entropy -- a quantity that unifies Boltzmann's entropy, Gibbs' entropy, von Neumann's macroscopic entropy, and the diagonal entropy -- has recently been argued to play a key role in a modern formulation of statistical…
Boltzmann defined the entropy of a macroscopic system in a macrostate $M$ as the $\log$ of the volume of phase space (number of microstates) corresponding to $M$. This agrees with the thermodynamic entropy of Clausius when $M$ specifies the…
If the N bosons that compose an ideal Bose-Einstein gas with energy E and volume V are each assumed to have the average energy of the system E/N, the entropy is easily expressed in terms of the number of bosons N and the number of…
What is the probability that all the gas in a box accumulates in the same half of this box? Though amusing, this question underlies the fundamental problem of density fluctuations at equilibrium, which has profound implementations in many…
This paper is devoted to the stochastic approximation of entropically regularized Wasserstein distances between two probability measures, also known as Sinkhorn divergences. The semi-dual formulation of such regularized optimal…
Optimisation problems in science and engineering typically involve finding the ground state (i.e. the minimum energy configuration) of a cost function with respect to many variables. If the variables are corrupted by noise then this…
I present a generalization of the Ehrenfest urn model that is aimed at simulating the approach to equilibrium in a dilute gas. The present model differs from the original one in two respects: 1) the two boxes have different volumes and are…
This paper focuses on stochastic optimal control problems with constraints in law, which are rewritten as optimization (minimization) of probability measures problem on the canonical space. We introduce a penalized version of this type of…