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All of the basic microsopic physical laws are time reversible. In contrast, the second law of thermodynamics, which is a macroscopic physical representation of the world, is able to describe irreversible processes in an isolated system…
We consider a discrete-time system of n coupled random vectors, a.k.a. interacting particles. The dynamics involve a vanishing step size, some random centered perturbations, and a mean vector field which induces the coupling between the…
The inverse problem of fractional Brownian motion and other Gaussian processes with stationary increments involves inverting an infinite hermitian positively definite Toeplitz matrix (a matrix that has equal elements along its diagonals).…
There is a relation between the irreversibility of thermodynamic processes as expressed by the breaking of time-reversal symmetry, and the entropy production in such processes. We explain on an elementary mathematical level the relations…
We introduce a variant of the Hybrid Monte Carlo (HMC) algorithm to address large-deviation statistics in stochastic hydrodynamics. Based on the path-integral approach to stochastic (partial) differential equations, our HMC algorithm…
A Halpern-type relaxed inertial inexact progressive hedging algorithm (PHA) is proposed for solving multi-stage stochastic variational inequalities in general probability spaces. The subproblems in this algorithm are allowed to be…
We make a rigorous computation of the relative entropy between the vacuum state and a coherent state for a free scalar in the framework of AQFT. We study the case of the Rindler Wedge. Previous calculations including path integral methods…
A completely Lorentz-invariant Bohmian model has been proposed recently for the case of a system of non-interacting spinless particles, obeying Klein-Gordon equations. It is based on a multi-temporal formalism and on the idea of treating…
We investigate the convergence rates of variational posterior distributions for statistical inverse problems involving nonlinear partial differential equations (PDEs). Departing from exact Bayesian inference, variational inference…
The entropy power inequality, which plays a fundamental role in information theory and probability, may be seen as an analogue of the Brunn-Minkowski inequality. Motivated by this connection to Convex Geometry, we survey various recent…
Vlasov-Maxwell equilibria are described by the self-consistent solutions of the time-independent Maxwell equations for the real-space dynamics of electromagnetic fields, and the Vlasov equation for the phase-space dynamics of particle…
We in this paper study the quantization of a particle in an inverted potential well. The Hamiltonian is Hermitian, while the potential is unbounded below. Classically the particle moves away acceleratingly from the center of potential top.…
A new method, based on the simulated annealing algorithm and aimed at the inverse problem in the analysis of intergalactic (interstellar) complex spectra of hydrogen and metal lines, is presented. We consider the process of line formation…
Characterising intractable high-dimensional random variables is one of the fundamental challenges in stochastic computation. The recent surge of transport maps offers a mathematical foundation and new insights for tackling this challenge by…
As a prototype of an evolution equation we consider the Schr\"odinger equation i (d/dt) \Psi(t) = H \Psi(t), H = H_0 + V(x) for the Hilbert space valued function \Psi(.) which describes the state of the system at time t in space dimension…
We develop an efficient and convergent numerical method for solving the inverse problem of determining the potential of nonlinear hyperbolic equations from lateral Cauchy data. In our numerical method we construct a sequence of linear…
We show that a proper expression of the uncertainty relation for a pair of canonically-conjugate continuous variables relies on entropy power, a standard notion in Shannon information theory for real-valued signals. The resulting…
In solving Bayesian inverse problems, it is often desirable to use a common density parameterization to denote the prior and posterior. Typically we seek a density from the same family as the prior which closely approximates the true…
General hyperbolic systems of balance laws with inhomogeneity in space and time in all constitutive functions are studied in the context of relative entropy. A framework is developed in this setting that contributes to a measure-valued weak…
We introduce a variational approach for the Quantum Inverse Scattering Method to exactly solve a class of Hamiltonians via Bethe ansatz methods. We undertake this in a manner which does not rely on any prior knowledge of integrability…