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In this paper, we first establish well-posedness results for one-dimensional McKean-Vlasov stochastic differential equations (SDEs) and related particle systems with a measure-dependent drift coefficient that is discontinuous in the spatial…

Probability · Mathematics 2024-03-29 Gunther Leobacher , Christoph Reisinger , Wolfgang Stockinger

A method for estimating the Shannon differential entropy of multidimensional random variables using independent samples is described. The method is based on decomposing the distribution into a product of the marginal distributions and the…

Statistical Mechanics · Physics 2020-04-22 Gil Ariel , Yoram Louzoun

This paper deals with the existence of global weak solutions for a wide class of (multiple species) cross-diffusions systems. The existence is based on two different ingredients: an entropy estimate giving some gradient control and a…

Analysis of PDEs · Mathematics 2016-09-28 Thomas Lepoutre , Ayman Moussa

Seifert derived an exact fluctuation relation for diffusion processes using the concept of "stochastic system entropy". In this note we extend his formalism to entropic transport. We introduce the notion of relative stochastic entropy, or…

Statistical Mechanics · Physics 2012-11-30 Matteo Smerlak

Diffusive transport of a particle in spatially correlated random energy landscape having exponential density of states has been considered. We exactly calculate the diffusivity in the nondispersive quasi-equilibrium transport regime and…

Disordered Systems and Neural Networks · Physics 2018-02-14 S. V. Novikov

Making statistical predictions requires tackling two problems: one must assign appropriate probability distributions and then one must calculate a variety of expected values. The method of maximum entropy is commonly used to address the…

Statistical Mechanics · Physics 2009-11-07 Chih-Yuan Tseng , Ariel Caticha

We present a theoretical study of transport properties of a liquid comprised of particles uist1:/home/sokrates/egorov/oldhome/Pap41/Submit > m abs.tex We present a theoretical study of transport properties of a liquid comprised of particles…

Soft Condensed Matter · Physics 2015-05-18 Lindsey Ann Shall , Sergei A. Egorov

We review recent quantitative results on the approximation of mean field diffusion equations by large systems of interacting particles, obtained by optimal coupling methods. These results concern a larger range of models, more precise…

Classical Analysis and ODEs · Mathematics 2010-09-21 François Bolley

We present a novel generative modeling method called diffusion normalizing flow based on stochastic differential equations (SDEs). The algorithm consists of two neural SDEs: a forward SDE that gradually adds noise to the data to transform…

Machine Learning · Computer Science 2021-10-15 Qinsheng Zhang , Yongxin Chen

We investigate the performance of entropy estimation methods, based either on block entropies or compression approaches, in the case of bidimensional sequences. We introduce a validation dataset made of images produced by a large number of…

Data Analysis, Statistics and Probability · Physics 2022-07-07 F. N. M. de Sousa Filho , V. G. Pereira de Sá , E. Brigatti

The information processing capacity of a complex dynamical system is reflected in the partitioning of its state space into disjoint basins of attraction, with state trajectories in each basin flowing towards their corresponding attractor.…

Disordered Systems and Neural Networks · Physics 2007-05-23 Peter Krawitz , Ilya Shmulevich

Transfer entropy provides a general tool for analyzing the magnitudes and directions---but not the \emph{kinds}---of information transfer in a system. We extend transfer entropy in two complementary ways. First, we distinguish…

Data Analysis, Statistics and Probability · Physics 2011-02-09 Paul L. Williams , Randall D. Beer

We present a coupling framework for Stokes-Darcy systems valid for arbitrary flow direction at low Reynolds numbers and for isotropic porous media. The proposed method is based on an overlapping domain decomposition concept to represent the…

Numerical Analysis · Mathematics 2024-01-24 Marco Discacciati , Paola Gervasio

This work considers distributed sensing and transmission of sporadic random samples. Lower bounds are derived for the reconstruction error of a single normally or uniformly-distributed finite-dimensional vector imperfectly measured by a…

Information Theory · Computer Science 2015-11-20 Ayşe Ünsal , Raymond Knopp

Given a thermodynamic process which carries a system from one equilibrium state to another, we construct a quantity whose average, over an ensemble of microscopic realizations of the process, depends only on these end states, even if at…

Statistical Mechanics · Physics 2015-06-25 C. Jarzynski

Motivated by compartmental analysis in engineering and biophysical systems, we present a variational framework for the nonequilibrium thermodynamics of systems involving both distributed and discrete (finite dimensional) subsystems by…

Statistical Mechanics · Physics 2022-04-07 François Gay-Balmaz , Hiroaki Yoshimura

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…

Probability · Mathematics 2025-06-09 Pascal Bianchi , Walid Hachem , Victor Priser

Entropy estimation is of practical importance in information theory and statistical science. Many existing entropy estimators suffer from fast growing estimation bias with respect to dimensionality, rendering them unsuitable for…

Information Theory · Computer Science 2023-08-22 Ziqiao Ao , Jinglai Li

An adaptive, adversarial methodology is developed for the optimal transport problem between two distributions $\mu$ and $\nu$, known only through a finite set of independent samples $(x_i)_{i=1..N}$ and $(y_j)_{j=1..M}$. The methodology…

Optimization and Control · Mathematics 2019-02-20 Montacer Essid , Debra Laefer , Esteban G. Tabak

In this work, we generalize the two-fluid theory to a superfluid system with anisotropic effective masses along different principal axis directions. As a specific example, such a theory can be applied to spin-orbit coupled Bose-Einstein…

Quantum Gases · Physics 2019-04-26 Yi-Cai Zhang , Chao-Fei Liu , Bao Xu , Gang Chen , W. M. Liu