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We consider a class of numerical approximations to the Caputo fractional derivative. Our assumptions permit the use of nonuniform time steps, such as is appropriate for accurately resolving the behavior of a solution whose derivatives are…

Numerical Analysis · Mathematics 2020-12-23 Hong-lin Liao , William McLean , Jiwei Zhang

A class of estimators of the R\'{e}nyi and Tsallis entropies of an unknown distribution $f$ in $\mathbb{R}^m$ is presented. These estimators are based on the $k$th nearest-neighbor distances computed from a sample of $N$ i.i.d. vectors with…

Statistics Theory · Mathematics 2012-11-16 Nikolai Leonenko , Luc Pronzato , Vippal Savani

In this paper, a new fractional operator of variable order with the use of the monotonic increasing function is proposed in sense of Caputo type. The properties in term of the Laplace and Fourier transforms are analyzed and the results for…

Statistical Mechanics · Physics 2017-07-18 Xiao-Jun Yang , J. A. Tenreiro Machado

We study how the Shannon entropy of sequences produced by an information source converges to the source's entropy rate. We synthesize several phenomenological approaches to applying information theoretic measures of randomness and memory to…

Statistical Mechanics · Physics 2007-05-23 James P. Crutchfield , David P. Feldman

We use entropy theory as a new tool to study sectional hyperbolic flows in any dimension. We show that for $C^1$ flows, every sectional hyperbolic set $\Lambda$ is entropy expansive, and the topological entropy varies continuously with the…

Dynamical Systems · Mathematics 2020-07-17 Maria Jose Pacifico , Fan Yang , Jiagang Yang

We present high-order variational Lagrangian finite element methods for compressible fluids using a discrete energetic variational approach. Our spatial discretization is mass/momentum/energy conserving and entropy stable. Fully implicit…

Numerical Analysis · Mathematics 2023-08-16 Guosheng Fu , Chun Liu

A new definition of a fractional derivative has recently been developed, making use of a fractional Dirac delta function as its integral kernel. This derivative allows for the definition of a distributional fractional derivative, and as…

Classical Analysis and ODEs · Mathematics 2018-05-16 Evan Camrud

Fractional calculus has been used to describe physical systems with complexity. Here, we show that a fractional calculus approach can restore or include complexity in any physical systems that can be described by partial differential…

Mesoscale and Nanoscale Physics · Physics 2024-08-06 Kyle Rockwell , Ezio Iacocca

Stochastic thermodynamics extends classical thermodynamics to small systems in contact with one or more heat baths. It can account for the effects of thermal fluctuations and describe systems far from thermodynamic equilibrium. A basic…

Statistical Mechanics · Physics 2018-01-04 Momčilo Gavrilov , Raphaël Chétrite , John Bechhoefer

A new unimodal distribution family indexed by the mode and three other parameters is derived from a mixture of a Gumbel distribution for the maximum and a Gumbel distribution for the minimum. Properties of the proposed distribution are…

Methodology · Statistics 2024-07-02 Qingyang Liu , Xianzheng Huang , Haiming Zhou

Motivated by the modeling of three-dimensional fluid turbulence, we define and study a class of stochastic partial differential equations (SPDEs) that are randomly stirred by a spatially smooth and uncorrelated in time forcing term. To…

Probability · Mathematics 2021-12-24 Gabriel B. Apolinário , Laurent Chevillard , Jean-Christophe Mourrat

Mobility entropy is proposed to measure predictability of human movements, based on which, the upper and lower bound of prediction accuracy is deduced, but corresponding mathematical expressions of prediction accuracy keeps yet open. In…

Social and Information Networks · Computer Science 2019-01-29 Lu Liu , Wuyang Zhou , Sihai Zhang , Wei Cai

In this paper, a higher order finite difference scheme is proposed for Generalized Fractional Diffusion Equations (GFDEs). The fractional diffusion equation is considered in terms of the generalized fractional derivatives (GFDs) which uses…

Numerical Analysis · Mathematics 2022-06-08 Kamlesh Kumar , Rajesh K. Pandey

For a colloidal particle driven by a constant force across a periodic potential, we investigate the distribution of entropy production both experimentally and theoretically. For short trajectories, the fluctuation theorem holds…

Statistical Mechanics · Physics 2009-11-13 T. Speck , V. Blickle , C. Bechinger , U. Seifert

We propose the Fourier-domain transfer entropy spectrum, a novel generalization of transfer entropy, as a model-free metric of causality. For arbitrary systems, this approach systematically quantifies the causality among their different…

Data Analysis, Statistics and Probability · Physics 2021-10-14 Yang Tian , Yaoyuan Wang , Ziyang Zhang , Pei Sun

We develop a stochastic model for the velocity gradients dynamics along a Lagrangian trajectory. Comparing with different attempts proposed in the literature, the present model, at the cost of introducing a free parameter known in…

Fluid Dynamics · Physics 2018-02-23 Rodrigo M. Pereira , Luca Moriconi , Laurent Chevillard

The organization of high-dimensional probability spaces is a fundamental problem at the intersection of statistical physics and information theory. Here, we analyze the distributions populating level surfaces of the probability simplex…

Statistical Mechanics · Physics 2026-05-12 Bautista Arenaza , Sebastián Risau-Gusman , Inés Samengo , Damián G. Hernández

In recent years, discrete fractional epidemic models with reaction-diffusion have become increasingly popular in the literature, not only for its necessity of numerical simulation, but also for its defined physical processes. In this paper,…

Numerical Analysis · Mathematics 2022-08-16 Lu Zhenzhen , Yu Yongguang , Xu Weiyi , Ren Guojian , Meng Xiangyun

This paper considers the issue of modeling fractional data observed in the interval [0,1), (0,1] or [0,1]. Mixed continuous-discrete distributions are proposed. The beta distribution is used to describe the continuous component of the model…

Methodology · Statistics 2008-03-19 Raydonal Ospina , Silvia L. P. Ferrari

In the present paper, we address a class of the fractional derivatives of constant and variable orders for the first time. Fractional-order relaxation equations of constants and variable orders in the sense of Caputo type are modeled from…

Classical Physics · Physics 2017-07-18 Xiao-Jun Yang
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