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The topic of statistical inference for dynamical systems has been studied extensively across several fields. In this survey we focus on the problem of parameter estimation for non-linear dynamical systems. Our objective is to place results…

Statistics Theory · Mathematics 2012-06-19 Kevin McGoff , Sayan Mukherjee , Natesh S. Pillai

Entropy serves as a central observable which indicates uncertainty in many chemical, thermodynamical, biological and ecological systems, and the principle of the maximum entropy (MaxEnt) is widely supported in natural science. Recently,…

Physics and Society · Physics 2015-06-03 Bin Xu , Hongen Zhang , Zhijian Wang , Jianbo Zhang

Entropy production is a universal measure of irreversibility and energy dissipation in physical, chemical, and biological systems operating far from equilibrium. However, quantifying and spatiotemporally localising it in complex processes…

Statistical Mechanics · Physics 2026-05-18 Biswajit Das , Sreekanth K Manikandan

Superstatistics describes nonequilibrium steady states as superpositions of canonical ensembles with a probability distribution of temperatures. Rather than assume a certain distribution of temperature, recently [J. Phys. A: Math. Theor.…

Statistical Mechanics · Physics 2020-10-28 Sergio Davis

Polydisperse systems are commonly encountered when dealing with soft matter in general or any non simple fluid. Yet their treatment within the framework of statistical thermodynamics is a delicate task as the latter has been essentially…

Statistical Mechanics · Physics 2015-06-22 Fabien Paillusson , Ignacio Pagonabarraga

Nonlinear systems with model uncertainty are often described by stochastic differential equations. Some techniques from random dynamical systems are discussed. They are relevant to better understanding of solution processes of stochastic…

Dynamical Systems · Mathematics 2008-11-25 Jinqiao Duan

Computational entropies provide a framework for quantifying uncertainty and randomness under computational constraints. They play a central role in classical cryptography, underpinning the analysis and construction of primitives such as…

Quantum Physics · Physics 2026-02-03 Noam Avidan , Rotem Arnon

We develop a general kinetic theory framework to describe the hydrodynamics of strongly interacting, nonequilibrium quantum systems in which integrability is weakly broken, leaving a few residual conserved quantities. This framework is…

Statistical Mechanics · Physics 2021-03-03 Javier Lopez-Piqueres , Brayden Ware , Sarang Gopalakrishnan , Romain Vasseur

Stochastic thermodynamics provides the framework to analyze thermodynamic laws and quantities along individual trajectories of small but fully observable systems. If the observable level fails to capture all relevant degrees of freedom,…

Statistical Mechanics · Physics 2024-07-01 Julius Degünther , Jann van der Meer , Udo Seifert

Thermodynamic irreversibility is a fundamental concept in statistical physics, yet its experimental measurement remains challenging, especially for complex systems. We introduce a novel random coarse-graining framework to identify…

Statistical Mechanics · Physics 2025-09-25 Ruicheng Bao , Naruo Ohga , Sosuke Ito

Closely related to the laws of thermodynamics, the detection and quantification of disequilibria are crucial in unraveling the complexities of nature, particularly those beneath observable layers. Theoretical developments in nonequilibrium…

Statistical Mechanics · Physics 2024-07-23 Pedro E. Harunari

We present a method of parameter estimation for large class of nonlinear systems, namely those in which the state consists of output derivatives and the flow is linear in the parameter. The method, which solves for the unknown parameter by…

Systems and Control · Electrical Eng. & Systems 2024-07-16 Simon Kuang , Xinfan Lin

The thermodynamic definition of entropy can be extended to nonequilibrium systems based on its relation to information. To apply this definition in practice requires access to the physical system's microstates, which may be prohibitively…

Statistical Mechanics · Physics 2020-08-21 Gil Ariel , Haim Diamant

To describe the nonequilibrium states of a system we introduce a new thermodynamic parameter - the lifetime of a system. The statistical distributions which can be obtained out of the mesoscopic description characterizing the behaviour of a…

Statistical Mechanics · Physics 2007-05-23 V. V. Ryazanov

Maximum entropy principle identifies forces conjugated to observables and the thermodynamic relations between them, independent upon their underlying mechanistic details. For data about state distributions or transition statistics, the…

Statistical Mechanics · Physics 2023-12-08 Ying-Jen Yang , Hong Qian

Different aspects of the predictability problem in dynamical systems are reviewed. The deep relation among Lyapunov exponents, Kolmogorov-Sinai entropy, Shannon entropy and algorithmic complexity is discussed. In particular, we emphasize…

Chaotic Dynamics · Physics 2009-11-07 G. Boffetta , M. Cencini , M. Falcioni , A. Vulpiani

These lectures deal with the problem of inductive inference, that is, the problem of reasoning under conditions of incomplete information. Is there a general method for handling uncertainty? Or, at least, are there rules that could in…

Data Analysis, Statistics and Probability · Physics 2016-09-08 Ariel Caticha

In many real world chaotic systems, the interest is typically in determining when the system will behave in an extreme manner. Flooding and drought, extreme heatwaves, large earthquakes, and large drops in the stock market are examples of…

Applications · Statistics 2019-08-19 Michael LuValle

Entanglement in nonequilibrium systems is considered. A general definition for entanglement measure is introduced, which can be applied for characterizing the level of entanglement produced by arbitrary operators. Applying this definition…

Quantum Physics · Physics 2009-11-10 V. I. Yukalov

Stationary non-equilibrium states describe steady flows through macroscopic systems. Although they represent the simplest generalization of equilibrium states, they exhibit a variety of new phenomena. Within a statistical mechanics…

Statistical Mechanics · Physics 2015-12-18 Lorenzo Bertini , Alberto De Sole , Davide Gabrielli , Giovanni Jona-Lasinio , Claudio Landim
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