Related papers: A Projected Entropy Controller for Transition Matr…
Classical thermodynamics treats temperature as a state variable characterizing systems in equilibrium with idealized infinite reservoirs. We argue that this framing, while computationally exact, obscures an essential physical reality: any…
Bond rating Transition Probability Matrices (TPMs) are built over a one-year time-frame and for many practical purposes, like the assessment of risk in portfolios or the computation of banking Capital Requirements (e.g. the new IFRS 9…
We consider the problem of approximating the stationary distribution of an ergodic Markov chain given a set of sampled transitions. Classical simulation-based approaches assume access to the underlying process so that trajectories of…
This paper presents a new concept of controlled dissipativity as an extension of the standard dissipativity property to systems with parameter-varying storage functions under the framework of economic model predictive control (EMPC). Based…
We study the entanglement entropy between the two outgoing particles in an elastic scattering process. It is formulated within an S-matrix formalism using the partial wave expansion of two-body states, which plays a significant role in our…
In a scattering process, the final state is determined by an initial state and an S-matrix. We focus on two-particle scattering processes and consider the entanglement between these particles. For two types initial states; i.e., an…
The contact process is an emblematic model of a non-equilibrium system, containing a phase transition between inactive and active dynamical regimes. In the epidemiological context, the model is known as the susceptible-infected-susceptible…
We revisit textbook claims that entropy must increase and show that, under time-reversal invariant microscopic dynamics, no universal trajectory-wise or statistical assertion that the coarse-grained entropy $S(t)$ is non-decreasing can…
We consider the problem of minimizing the entropy, energy, or exergy production for state transitions of irreversible port-Hamiltonian systems subject to control constraints. Via a dissipativity-based analysis we show that optimal solutions…
New sampling algorithms based on simulating continuous-time stochastic processes called piece-wise deterministic Markov processes (PDMPs) have shown considerable promise. However, these methods can struggle to sample from multi-modal or…
We consider continuous-time, finite-horizon, optimal quadratic control of semi-Markov jump linear systems (S-MJLS), and develop principled approximations through Markov-like representations for the holding-time distributions. We adopt a…
Transfer entropy has been used to quantify the directed flow of information between source and target variables in many complex systems. While transfer entropy was originally formulated in discrete time, in this paper we provide a framework…
Markov chain Monte Carlo (MCMC) methods to sample from a probability distribution $\pi$ defined on a space $(\Theta,\mathcal{T})$ consist of the simulation of realisations of Markov chains $\{\theta_{n},n\geq1\}$ of invariant distribution…
Continuous-time Markov chains are mathematical models that are used to describe the state-evolution of dynamical systems under stochastic uncertainty, and have found widespread applications in various fields. In order to make these models…
Markov chain Monte Carlo (MCMC) methods are frequently used to approximately simulate high-dimensional, multimodal probability distributions. In adaptive MCMC methods, the transition kernel is changed "on the fly" in the hope to speed up…
A new variational method for studying the equilibrium states of an interacting particles system has been proposed. The statistical description of the system is realized by means of a density matrix. This method is used for description of…
The reduced density matrix that characterises the state of an open quantum system is a projection from the full density matrix of the quantum system and its environment, and there are many full density matrices consistent with a given…
The Markovian evolution of an open quantum system is characterized by a positive entropy production, while the global entropy gets redistributed between the system and the environment degrees of freedom. Starting from these premises, we…
Entanglement entropy in topologically ordered matter phases has been computed extensively using various methods. In this paper, we study the entanglement entropy of topological phases in two-spaces from a new perspective---the perspective…
Systems with quenched disorder possess complex energy landscapes that are challenging to explore under the conventional Monte Carlo method. In this work, we implement an efficient entropy sampling scheme for accurate computation of the…