Related papers: Entropy dissipation via Information Gamma calculus…

Fisher information is a lower bound on the uncertainty in the statistical estimation of classical and quantum mechanical parameters. While some deterministic dynamical systems are not subject to random fluctuations, they do still have a…

We use Lyapunov-like functions and convex optimization to propagate uncertainty in the initial condition of nonlinear systems governed by ordinary differential equations. We consider the full nonlinear dynamics without approximation,…

We show that the nonlocal Fisher information - defined as the entropy dissipation of the Boltzmann entropy for nonlocal heat equations - admits a natural lifting in the sense of Guillen and Silvestre (2025). Important examples include the…

Transfer Entropy and Directed Information are information-theoretic measures of the directional dependency between stochastic processes. Following the definitions of Schreiber and Massey in discrete time, we define and evaluate these…

We develop a powerful and general method to provide rigorous and accurate upper and lower bounds for Lyapunov exponents of stochastic flows. Our approach is based on computer-assisted tools, the adjoint method and established results on the…

We develop a probabilistic characterisation of trajectorial expansion rates in non-autonomous stochastic dynamical systems that can be defined over a finite time interval and used for the subsequent uncertainty quantification in Lagrangian…

In this article, we review our recently introduced methods for obtaining strictly positive lower bounds on the top Lyapunov exponent of high-dimensional, stochastic differential equations such as the weakly-damped Lorenz-96 (L96) model or…

We present a new algorithm for computing the Lyapunov exponents spectrum based on a matrix differential equation. The approach belongs to the so called continuous type, where the rate of expansion of perturbations is obtained for all times,…

A stochastic nonlinear dynamical system generates information, as measured by its entropy rate. Some---the ephemeral information---is dissipated and some---the bound information---is actively stored and so affects future behavior. We derive…

We develop a general method to study the Fisher information distance in central limit theorem for nonlinear statistics. We first construct completely new representations for the score function. We then use these representations to derive…

We prove that the (square root) Fisher information functional is a strong Wasserstein upper gradient of the entropy on non-convex Riemannian domains. This fills a gap in the literature by allowing one to completely dispense from…

An implicit Euler discontinuous Galerkin scheme for the Fisher-Kolmogorov-Petrovsky-Piscounov (Fisher-KPP) equation for population densities with no-flux boundary conditions is suggested and analyzed. Using an exponential variable…

In this paper, we present new estimates for the entropy dissipation of the Landau-Fermi-Dirac equation (with hard or moderately soft potentials) in terms of a weighted relative Fisher information adapted to this equation. Such estimates are…

The variance and the entropy power of a continuous random variable are bounded from below by the reciprocal of its Fisher information through the Cram\'{e}r-Rao bound and the Stam's inequality respectively. In this note, we introduce the…

We compute the full Lyapunov spectra for a hard-disk fluid under temperature gradient and shear. The system is thermalized by deterministic and time-reversible scattering at the boundary. This thermostating mechanism allows for energy…

This paper develops a rigorous probabilistic framework that extends denoising diffusion models to the setting of noncommutative random variables. Building on Voiculescu's theory of free entropy and free Fisher information, we formulate…

We establish a variant of the log-Sobolev and transport-information inequalities for mixture distributions. If a probability measure $\pi$ can be decomposed into components that individually satisfy such inequalities, then any measure $\mu$…

This paper presents an elementary proof of stochastic stability of a discrete-time reversible Markov chain starting from a Foster-Lyapunov drift condition. Besides its relative simplicity, there are two salient features of the proof: (i) it…

We establish an expansion by Gamma-convergence of the Fisher information relative to the reference measure exp(-beta V), where V is a generic multiwell potential and beta goes to infinity. The expansion reveals a hierarchy of multiple…

Some microscopic dynamics are also macroscopically irreversible, dissipating energy and producing entropy. For many-particle systems interacting with deterministic thermostats, the rate of thermodynamic entropy dissipated to the environment…