Related papers: Entropy-Maximising Diffusions Satisfy a Parallel T…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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,…