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A non-vanishing entropy production rate is one of the defining characteristics of any non-equilibrium system, and several techniques exist to determine this quantity directly from experimental data. The short-time inference scheme, derived…

Statistical Mechanics · Physics 2022-11-29 Biswajit Das , Sreekanth K Manikandan , Ayan Banerjee

Reachability analysis of hybrid systems has been used as a safety verification tool to assess offline whether the state of a system is capable of remaining within a designated safe region for a given time horizon. Although it has been…

Optimization and Control · Mathematics 2014-04-24 Kendra Lesser , Meeko Oishi

We examine stochastic processes that are used to model nonequilibrium processes (e.g, pulling RNA or dragging colloids) and so deliberately violate detailed balance. We argue that by combining an information-theoretic measure of…

Statistical Mechanics · Physics 2009-11-13 R. A. Blythe

The solution to nonlinear Fokker-Planck equation is constructed in terms of the minimal Markov semigroup generated by the equation. The semigroup is obtained by a purely functional analytical method via Hille-Yosida theorem. The existence…

Mathematical Physics · Physics 2007-05-23 Hong Qian , Min Qian , Xiang Tang

We study the existence of densities for distributions of piecewise deterministic Markov processes. We also obtain relationships between invariant densities of the continuous time process and that of the process observed at jump times. In…

Probability · Mathematics 2020-06-03 Piotr Gwiżdż , Marta Tyran-Kamińska

Thermodynamics can be formulated in either of two approaches, the phenomenological approach, which refers to the macroscopic properties of systems, and the statistical approach, which describes systems in terms of their microscopic…

Quantum Physics · Physics 2019-05-01 Mirjam Weilenmann , Lea Krämer Gabriel , Philippe Faist , Renato Renner

Markov chains are a natural and well understood tool for describing one-dimensional patterns in time or space. We show how to infer $k$-th order Markov chains, for arbitrary $k$, from finite data by applying Bayesian methods to both…

Statistics Theory · Mathematics 2009-11-13 Christopher C. Strelioff , James P. Crutchfield , Alfred W. Hubler

We study safe, data-driven control of (Markov) jump linear systems with unknown transition probabilities, where both the discrete mode and the continuous state are to be inferred from output measurements. To this end, we develop a receding…

Optimization and Control · Mathematics 2021-05-07 Mathijs Schuurmans , Panagiotis Patrinos

Finite stochastic Markov models play a major role for modelling biochemical pathways. Such models are a coarse-grained description of the underlying microscopic dynamics and can be considered mesoscopic. The level of coarse-graining is to a…

Biological Physics · Physics 2012-06-05 Bernhard Altaner , Jürgen Vollmer

Our everyday descriptions of the universe are highly coarse-grained, following only a tiny fraction of the variables necessary for a perfectly fine-grained description. Coarse graining in classical physics is made natural by our limited…

Quantum Physics · Physics 2008-11-26 Murray Gell-Mann , James Hartle

The thermodynamic formalism, which was first developed for dynamical systems and then applied to discrete Markov processes, turns out to be well suited for continuous time Markov processes as well, provided the definitions are interpreted…

Statistical Mechanics · Physics 2009-11-13 Vivien Lecomte , Cecile Appert-Rolland , Frederic Van-Wijland

One of the major goals of quantum thermodynamics is the characterization of irreversibility and its consequences in quantum processes. Here, we discuss how entropy production provides a quantification of the irreversibility in open quantum…

The modeling of diffusion processes on graphs is the basis for many network science and machine learning approaches. Entropic measures of network-based diffusion have recently been employed to investigate the reversibility of these…

Dynamical Systems · Mathematics 2025-10-23 Samuel Koovely , Alexandre Bovet

Multi-state models are frequently applied for representing processes evolving through a discrete set of state. Important classes of multi-state models arise when transitions between states may depend on the time since entry into the current…

Methodology · Statistics 2022-02-28 Rosario Barone , Andrea Tancredi

Multiclass open queueing networks find wide applications in communication, computer and fabrication networks. Often one is interested in steady-state performance measures associated with these networks. Conceptually, under mild conditions,…

Probability · Mathematics 2013-07-24 Sarat Babu Moka , Sandeep Juneja

In this paper we show that the existence of a primarily discrete space-time may be a fruitful assumption from which we may develop a new approach of statistical thermodynamics in pre-relativistic conditions. The discreetness of space-time…

Quantum Physics · Physics 2010-05-17 J. P. Badiali

Thermalization is one of the most important phenomena in statistical physics. Often, the transition probabilities between different states in the phase space is or can be approximated by constants. In this case, the system can be described…

Statistical Mechanics · Physics 2022-09-13 Francesco Caravelli

The concept of entropy in nonequilibrium macroscopic systems is investigated in the light of an extended equation of motion for the density matrix obtained in a previous study. It is found that a time-dependent information entropy can be…

Statistical Mechanics · Physics 2009-11-10 W. T. Grandy

The relation between time series irreversibility and entropy production has been recently investigated in thermodynamic systems operating away from equilibrium. In this work we explore this concept in the context of financial time series.…

Statistical Finance · Quantitative Finance 2016-01-11 Lucas Lacasa , Ryan Flanagan

The entropy production rate is a key quantity in non-equilibrium thermodynamics of both classical and quantum processes. No universal theory of entropy production is available to date, which hinders progress towards its full grasping. By…

Quantum Physics · Physics 2020-12-18 Alessio Belenchia , Luca Mancino , Gabriel T. Landi , Mauro Paternostro