Related papers: Variance sum rule: proofs and solvable models
In this article we review recent generalisations of the central limit theorem for the sum of specially correlated (or q-independent) variables, focusing on q greater or equal than 1. Specifically, this kind of correlation turns the…
The change of electric power generation - from synchronous generator (SG) to converter - is generally regarded as the second revolution of power system. Different from rotor swing of SG in traditional grids mainly described by the swing…
A variational principle is further developed for out of equilibrium dynamical systems by using the concept of maximum entropy. With this new formulation it is obtained a set of two first-order differential equations, revealing the same…
Noether invariance in statistical mechanics provides fundamental connections between the symmetries of a physical system and its conservation laws and sum rules. The latter are exact identities that involve statistically averaged forces and…
State estimation or filtering serves as a fundamental task to enable intelligent decision-making in applications such as autonomous vehicles, robotics, healthcare monitoring, smart grids, intelligent transportation, and predictive…
Stochastic reduced-order models are widely used to represent the effective dynamics of complex systems, but estimating their drift and diffusion coefficients from data remains challenging. Standard approaches often rely on short-time…
A new Thurstonian rating scale model uses a variable decision rule (VDR) that incorporates three previously formulated, distinct decision rules. The model includes probabilities for choosing each rule, along with Gaussian representation and…
We provide a rigorous justification of various kinetic regimes exhibited by the nonlinear Schr\"{o}dinger equation with an additive stochastic forcing and a viscous dissipation. The importance of such damped-driven models stems from their…
A new theoretical approach to non-equilibrium statistical systems has recently been proposed by the author, a co-author and others. It is based on a variational principle which is associated with the discrepancy of a path through…
Systems out of equilibrium, in stationary as well as in nonstationary regimes, display a linear response to energy impulses simply expressed as the sum of two specific temporal correlation functions. There is a natural interpretation of…
This paper proposes a novel way to solve transient linear, and non-linear solid dynamics for compressible, nearly incompressible, and incompressible material in the updated Lagrangian framework for tetrahedral unstructured finite elements.…
A simplified thermodynamic approach of the incompressible 2D Euler equation is considered based on the conservation of energy, circulation and microscopic enstrophy. Statistical equilibrium states are obtained by maximizing the…
The existence of generalized steady states (GSSs) in nonlinear mechanical systems under moderate temporally aperiodic forcing has only been shown recently. Here we derive systematic expansions for such GSSs and construct a numerical…
In an earlier paper, a randomized load balancing model was studied in a heavy traffic asymptotic regime where the load balancing stream is thin compared to the total arrival stream. It was shown that the limit is given by a system of…
Diffusion-based generative models have demonstrated a capacity for perceptually impressive synthesis, but can they also be great likelihood-based models? We answer this in the affirmative, and introduce a family of diffusion-based…
Very special relativity (VSR) keeps the main features of special relativity but breaks rotational invariance. It can not be regarded as a fundamental symmetry of nature because many observed phenomena depend on the existence of Lorentz…
We propose a relative entropy gradient sampler (REGS) for sampling from unnormalized distributions. REGS is a particle method that seeks a sequence of simple nonlinear transforms iteratively pushing the initial samples from a reference…
Entropy production in stochastic mechanical systems is examined here with strict bounds on its rate. Stochastic mechanical systems include pure diffusions in Euclidean space or on Lie groups, as well as systems evolving on phase space for…
In this Letter, we investigate the stability of the statistical equilibrium of spherically symmetric collisionless self-gravitating systems. By calculating the second variation of the entropy, we find that perturbations of the relevant…
Variable speed of light (VSL) theories generically lead to large violations of charge conservation that can be written in terms of a dimensionless parameter $\lambda$. It is shown that the motion of the Earth with respect to the Sun could…