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We study the nonlinear Fokker-Planck equation on graphs, which is the gradient flow in the space of probability measures supported on the nodes with respect to the discrete Wasserstein metric. The energy functional driving the gradient flow…

Dynamical Systems · Mathematics 2017-09-26 Shui-Nee Chow , Wuchen Li , Haomin Zhou

We propose exact results for the full counting statistics, or the scaled cumulant generating function, pertaining to the transfer of arbitrary conserved quantities across an interface in homogeneous integrable models out of equilibrium. We…

Statistical Mechanics · Physics 2020-01-22 Jason Myers , M. J. Bhaseen , Rosemary J. Harris , Benjamin Doyon

We propose a unified method for the large space-time scaling limit of \emph{linear} collisional kinetic equations in the whole space. The limit is of \emph{fractional} diffusion type for heavy tail equilibria with slow enough decay, and of…

Analysis of PDEs · Mathematics 2023-02-22 Emeric Bouin , Clément Mouhot

Computing the stochastic entropy production associated with the evolution of a stochastic dynamical system is a well-established problem. In a small number of cases such as the Ornstein-Uhlenbeck process, of which we give a complete…

Statistical Mechanics · Physics 2020-08-26 Richard J Martin , Ian J Ford

In this paper an alternative approach to statistical mechanics based on the maximum information entropy principle (MaxEnt) is examined, specifically its close relation with the Gibbs method of ensembles. It is shown that the MaxEnt…

Statistical Mechanics · Physics 2016-05-30 Domagoj Kuic

We consider optimization of the average entropy production in inhomogeneous temperature environments within the framework of stochastic thermodynamics. For systems modeled by Langevin equations (e.g. a colloidal particle in a heat bath) it…

Statistical Mechanics · Physics 2013-03-14 Stefano Bo , Erik Aurell , Ralf Eichhorn , Antonio Celani

For a plasma with fixed total energy, number of particles, and momentum, the distribution function that maximizes entropy is a Boltzmann distribution. If, in addition, the rearrangement of charge is constrained, as happens on ion-ion…

Plasma Physics · Physics 2020-04-08 E. J. Kolmes , I. E. Ochs , M. E. Mlodik , N. J. Fisch

We prove the well-posedness of entropy solutions for a wide class of nonlocal transport equations with nonlinear mobility in one spatial dimension. The solution is obtained as the limit of approximations constructed via a deterministic…

Analysis of PDEs · Mathematics 2025-09-25 Simone Fagioli , Oliver Tse

We derive limit distributions for certain empirical regularized optimal transport distances between probability distributions supported on a finite metric space and show consistency of the (naive) bootstrap. In particular, we prove that the…

Statistics Theory · Mathematics 2019-05-02 Marcel Klatt , Carla Tameling , Axel Munk

Topological entropy serves as a viable candidate for quantifying mixing and complexity of a highly chaotic system. Particularly in turbulence, this is determined as the exponential stretching rate of a fluid material line that typically…

Fluid Dynamics · Physics 2026-03-12 Ankan Biswas , Amal Manoharan , Ashwin Joy

We review here {\it Maximum Caliber} (Max Cal), a general variational principle for inferring distributions of paths in dynamical processes and networks. Max Cal is to dynamical trajectories what the principle of {\it Maximum Entropy} (Max…

Statistical Mechanics · Physics 2018-01-17 Purushottam D. Dixit , Jason Wagoner , Corey Weistuch , Steve Pressé , Kingshuk Ghosh , Ken A. Dill

The most frequently used in physical application diffusive (based on the Fokker-Planck equation) model leans upon the assumption of small jumps of a macroscopic variable for each given realization of the stochastic process. This imposes…

Statistical Mechanics · Physics 2007-05-23 Serge Shpyrko , V. V. Ryazanov

The first paper of this series [J. Chem. Phys. 158, 034103 (2023)] demonstrated that excess entropy scaling holds for both fine-grained and corresponding coarse-grained (CG) systems. Despite its universality, a more exact determination of…

Chemical Physics · Physics 2023-01-18 Jaehyeok Jin , Kenneth S. Schweizer , Gregory A. Voth

The stochastic motion in a nonhomogeneous medium with traps is studied and diffusion properties of that system are discussed. The particle is subjected to a stochastic stimulation obeying a general L\'evy stable statistics and experiences…

Statistical Mechanics · Physics 2015-06-11 Tomasz Srokowski

This paper studies a stochastic model that describes the evolution of vehicle densities in a road network. It is consistent with the class of (deterministic) kinematic wave models, which describe traffic flows on the basis of conservation…

Probability · Mathematics 2021-02-11 Michel Mandjes , Jaap Storm

Using statistical thermodynamics, we derive a general expression of the stationary probability distribution for thermodynamic systems driven out of equilibrium by several thermodynamic forces. The local equilibrium is defined by imposing…

Statistical Mechanics · Physics 2015-06-12 Giorgio Sonnino , György Steinbrecher , Alessandro Cardinali , Alberto Sonnino , Mustapha Tlidi

Generating samples from limited information is a fundamental problem across scientific domains. Classical maximum entropy methods provide principled uncertainty quantification from moment constraints but require sampling via MCMC or…

Optimal transport has recently been brought forward as a tool for modeling and efficiently solving a variety of flow problems, such as origin-destination problems and multi-commodity flow problems. Although the framework has shown to be…

Optimization and Control · Mathematics 2025-07-29 Anqi Dong , Karl Henrik Johansson , Johan Karlsson

In this paper we prove a version of the maximum principle, in the sense of Pontryagin, for the optimal control of a finite dimensional stochastic differential equation, driven by a multidimensional Wiener process. We drop the usual…

Optimization and Control · Mathematics 2017-03-14 Carlo Orrieri

We study multi-marginal optimal transport problems from a probabilistic graphical model perspective. We point out an elegant connection between the two when the underlying cost for optimal transport allows a graph structure. In particular,…

Optimization and Control · Mathematics 2020-06-26 Isabel Haasler , Rahul Singh , Qinsheng Zhang , Johan Karlsson , Yongxin Chen