Related papers: Entropy-Maximising Diffusions Satisfy a Parallel T…
Nonequilibrium complex systems are often effectively described by the mixture of different dynamics on different time scales. Superstatistics, which is "statistics of statistics" with two largely separated time scales, offers a consistent…
We develop the method of Maximum Entropy (ME) as a technique to generate approximations to probability distributions. The central results consist in (a) justifying the use of relative entropy as the uniquely natural criterion to select a…
While accurate simulations of dense gas flows far from the equilibrium can be achieved by Direct Simulation adapted to the Enskog equation, the significant computational demand required for collisions appears as a major constraint. In order…
In this paper we consider a nonlinear Fokker-Planck equation with asymptotically small parameters. It describes the diffusion of finite-size particles in the presence of a fixed distribution of obstacles in the limit of low-volume fraction.…
Conventional approaches for simulating steady-state distributions of particles under diffusive and advective transport at high P\'eclet numbers involve solving the diffusion and advection equations in at least two dimensions. Here, we…
A maximum entropy dissipation problem at a traffic junction and the corresponding coupling condition are studied. We prove that this problem is equivalent to a coupling condition introduced by Holden and Risebro. An $L^1$-contraction…
The length-scale dependence of the dynamic entropy is studied in a molecular dynamics simulation of a binary Lennard-Jones liquid above the mode-coupling critical temperature $T_c$. A number of methods exist for estimating the entropy of…
In this paper we are presenting the theory of balance equations of the Continuum Thermodynamics (balance systems) in a geometrical form using Poincare-Cartan formalism of the Multisymplectic Field Theory. A constitutive relation…
Systems out of equilibrium exhibit a net production of entropy. We study the dynamics of a stochastic system represented by a Master Equation that can be modeled by a Fokker-Planck equation in a coarse-grained, mesoscopic description. We…
This paper is concerned with a general maximum principle for the fully coupled forward-backward stochastic optimal control problem with jumps, where the control domain is not necessarily convex, within the progressively measurable…
We apply the Principle of Maximum Entropy to the study of a general class of deterministic fractal sets. The scaling laws peculiar to these objects are accounted for by means of a constraint concerning the average content of information in…
The well known maximum-entropy principle due to Jaynes, which states that given mean parameters, the maximum entropy distribution matching them is in an exponential family, has been very popular in machine learning due to its "Occam's…
We propose an extension of the principle of virtual work of mechanics to random dynamics of mechanical systems. The total virtual work of the interacting forces and inertial forces on every particle of the system is calculated by…
We study uncertainty in the dynamics of time-dependent flows by identifying barriers and enhancers to stochastic transport. This topological segmentation is closely related to the theory of Lagrangian coherent structures and is based on a…
Presently, the main methods for describing a non-equilibrium charge-transporting steady state are based on time-evolving it from the initial zero-current situation. An alternative class of theories would give the statistical non-equilibrium…
We study a regulation problem for stochastic systems subject to both continuous fluctuations and rare but significant shocks, modeled as a jump-diffusion with uncertainty in both the drift and the jump intensity. Such settings arise in…
We develop a method for multidimensional optimisation using flow equations. This method is based on homotopy continuation in combination with a maximum entropy approach. Extrema of the optimising functional correspond to fixed points of the…
For a plasma in a stationary homogeneous turbulence, the Fokker-Planck equation is derived from the nonlinear Vlasov equation by introducing the entropy principle. The ensemble average in evaluating the kinetic diffusion tensor, whose…
From the underlying Master equations we derive one-dimensional stochastic processes that describe generalized ensemble simulations as well as tempering (simulated and parallel) simulations. The representations obtained are either in the…
The time variation of entropy, as an alternative to the variance, is proposed as a measure of the diffusion rate. It is shown that for linear and time-translationally invariant systems having a large-time limit for the density, at large…