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The principle of entropy increase is not only the basis of statistical mechanics, but also closely related to the irreversibility of time, the origin of life, chaos and turbulence. In this paper, we first discuss the dynamic system…

Statistical Mechanics · Physics 2022-10-11 Zou Dan Dan

Natural and social multivariate systems are commonly studied through sets of simultaneous and time-spaced measurements of the observables that drive their dynamics, i.e., through sets of time series. Typically, this is done via hypothesis…

Statistical Finance · Quantitative Finance 2020-07-01 Riccardo Marcaccioli , Giacomo Livan

Entropic dynamics is a framework in which the laws of dynamics are derived as an application of entropic methods of inference. Its successes include the derivation of quantum mechanics and quantum field theory from probabilistic principles.…

Statistical Mechanics · Physics 2021-04-29 Pedro Pessoa , Felipe Xavier Costa , Ariel Caticha

Physical systems behave according to their underlying dynamical equations which, in turn, can be identified from experimental data. Explaining data requires selecting mathematical models that best capture the data regularities. Identifying…

Data Analysis, Statistics and Probability · Physics 2014-03-18 Carlo Cafaro

Interpreting partial information collected from systems subject to noise is a key problem across scientific disciplines. Theoretical frameworks often focus on the dynamics of variables that result from coarse-graining the internal states of…

Statistical Mechanics · Physics 2022-08-18 Pedro E. Harunari , Annwesha Dutta , Matteo Polettini , Édgar Roldán

This note discusses dynamical systems-systems that evolve through time. We start with two contemporary examples illustrating the qualitative and the quantitative behavior of dynamical systems. These are two broad categories, usually called…

Dynamical Systems · Mathematics 2023-08-25 Matthew Foreman

We investigate the lifetime of dynamical regimes under the impact of noise motivated by low-dimensional models of the atmosphere. One may expect that the inclusion of noise tends to make the system leave prescribed regions of the state…

Numerical Analysis · Mathematics 2026-05-01 Henry Schoeller , Robin Chemnitz , Péter Koltai , Maximilian Engel , Stephan Pfahl

Any collection can be ranked. Sports and games are common examples of ranked systems: players and teams are constantly ranked using different methods. The statistical properties of rankings have been studied for almost a century in a…

Social and Information Networks · Computer Science 2026-02-04 José Antonio Morales , Jorge Flores , Carlos Gershenson , Carlos Pineda

Differential equations based on physical principals are used to represent complex dynamic systems in all fields of science and engineering. Through repeated use in both academics and industry, these equations have been shown to represent…

Methodology · Statistics 2022-09-08 Joshua S. North , Christopher K. Wikle , Erin M. Schliep

We develop a model of musical rhythm and meter based on optimizing the trade-off between human psychological preferences for perceiving repeated patterns in time with a desire for variety and complexity. By mapping these competing…

Statistical Mechanics · Physics 2026-04-10 Robert St. Clair , Jesse Berezovsky

When quantifying the mixing properties of a quantum dynamical system in terms of dynamical entropy, the following scheme appears natural: observe the state of the system at regular time intervals while it evolves and determine the entropy…

Mathematical Physics · Physics 2013-02-19 M. Fannes , B. Haegeman , D. Vanpeteghem

Entropic dynamics is a framework for defining dynamical systems that is aligned with the principles of information theory. In an entropic dynamics model for motion on a statistical manifold, we find that the rate of changes for expected…

Dynamical Systems · Mathematics 2021-07-15 Pedro Pessoa

Recovering dynamical equations from observed noisy data is the central challenge of system identification. We develop a statistical mechanics approach to analyze sparse equation discovery algorithms, which typically balance data fit and…

Statistical Mechanics · Physics 2025-09-16 Andrei A. Klishin , Joseph Bakarji , J. Nathan Kutz , Krithika Manohar

The symbolic dynamics technique is well-known for low-dimensional dynamical systems and chaotic maps, and lies at the roots of the thermodynamic formalism of dynamical systems. Here we show that this technique can also be successfully…

Chaotic Dynamics · Physics 2017-08-02 Dan Xu , Christian Beck

The article outlines in memoriam Prof. Pavel Zampa's concepts of system theory which enable to devise a measurement in dynamic systems independently of the particular system behaviour. From the point of view of Zampa's theory, terms like…

Other Computer Science · Computer Science 2018-06-13 Renata Rychtarikova , Jan Urban , Dalibor Stys

Although the notion of entropy lies at the core of statistical mechanics, it is not often used in statistical mechanical models to characterize phase transitions, a role more usually played by quantities such as various order parameters,…

Statistical Mechanics · Physics 2016-08-31 D. A. Johnston , W. Janke , R. Kenna

We introduce a new characteristics of chaoticity of classical and quantum dynamical systems by defining the notion of the dissipation time which enables us to test how the system responds to the noise and in particular to measure the speed…

Chaotic Dynamics · Physics 2007-05-23 Lech Wolowski

Art is the ultimate expression of human creativity that is deeply influenced by the philosophy and culture of the corresponding historical epoch. The quantitative analysis of art is therefore essential for better understanding human…

Physics and Society · Physics 2018-09-19 Higor Y. D. Sigaki , Matjaz Perc , Haroldo V. Ribeiro

This is a review on entropy in various fields of mathematics and science. Its scope is to convey a unified vision of the classical as well as some newer entropy notions to a broad audience with an intermediate background in dynamical…

Dynamical Systems · Mathematics 2022-02-08 José M. Amigó , Karsten Keller , Valentina Unakafova

Within the continuous endeavour of improving the efficiency and resilience of air transport, the trend of using concepts and metrics from statistical physics has recently gained momentum. This scientific discipline, which integrates…

Data Analysis, Statistics and Probability · Physics 2025-07-29 Felipe Olivares , Massimiliano Zanin
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