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Related papers: Entropy potential and Lyapunov exponents

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For a Markovian dynamics on discrete states, the logarithmic ratio of waiting-time distributions between two successive, instantaneous transitions in forward and backward direction is a measure of time-irreversibility. It thus serves as an…

Statistical Mechanics · Physics 2024-06-13 Ellen Meyberg , Julius Degünther , Udo Seifert

Since its origin in the thermodynamics of the 19th century, the concept of entropy has also permeated other fields of physics and mathematics, such as Classical and Quantum Statistical Mechanics, Information Theory, Probability Theory,…

Machine Learning · Statistics 2025-03-06 Salomé A. Sepúveda Fontaine , José M. Amigó

We prove the large deviation principle for several entropy and cross entropy estimators based on return times and waiting times on shift spaces over finite alphabets. We consider shift-invariant probability measures satisfying some…

Probability · Mathematics 2024-08-07 Noé Cuneo , Renaud Raquépas

For a measurable map $T$ and a sequence of $T$-invariant probability measures $\mu_n$ that converges in some sense to a $T$-invariant probability measure $\mu$, an estimate from below for the Kolmogorov--Sinai entropy of $T$ with respect to…

Dynamical Systems · Mathematics 2016-06-02 Boris Gurevich

Inspired by Katok's intermediate entropy property [Inst. Hautes \'Etudes Sci. Publ. Math. 51 (1980), 137-173], we introduce and study the notion of entropy flexibility for discrete-time and continuous-time dynamical systems. By using…

Dynamical Systems · Mathematics 2025-07-18 Alexander Arbieto , Piotr Oprocha , Elias Rego

The basic model for incompressible two-phase flows with phase transitions is derived from basic principles and shown to be thermodynamically consistent in the sense that the total energy is conserved and the total entropy is nondecreasing.…

Analysis of PDEs · Mathematics 2016-12-20 Jan Pruess , Senjo Shimizu , Yoshihiro Shibata , Gieri Simonett

This work evaluates the magnitude of the turbulent energy cascade in terms of forward and backward scattering by modeling the "stretch and fold" mechanism through a drift-free Hanggi-Klimontovich stochastic process. Mapping this dynamics…

Fluid Dynamics · Physics 2026-05-26 Nicola de Divitiis

In this paper we deal with infinite-dimensional nonlinear forward complete dynamical systems which are subject to external disturbances. We first extend the well-known Datko lemma to the framework of the considered class of systems. Thanks…

Optimization and Control · Mathematics 2020-02-18 Ihab Haidar , Yacine Chitour , Paolo Mason , Mario Sigalotti

Recently, a new algorithm for the computation of covariant Lyapunov vectors and of corresponding local Lyapunov exponents has become available. Here we study the properties of these still unfamiliar quantities for a number of simple models,…

Chaotic Dynamics · Physics 2015-05-18 Hadrien Bosetti , Harald A. Posch , Christoph Dellago , William G. Hoover

We study discontinuity of the Lyapunov exponent. We construct a limit-periodic Schr\"odinger operator, of which the Lyapunov exponent has a positive measure set of discontinuities. We also show that the limit-periodic potentials, whose…

Spectral Theory · Mathematics 2015-03-17 Zheng Gan , Helge Krueger

Many complex systems are characterized by non-Boltzmann distribution functions of their statistical variables. If one wants to -- justified or not -- hold on to the maximum entropy principle for complex statistical systems (non-Boltzmann)…

Statistical Mechanics · Physics 2009-11-13 Stefan Thurner , Rudolf Hanel

On the basis of the balance equations for energy-momentum, spin, particle and entropy density, an approach is considered which represents a comparatively general framework for special- and general-relativistic continuum thermodynamics. In…

General Relativity and Quantum Cosmology · Physics 2009-11-13 W. Muschik , H. -H. v. Borzeszkowski

We consider a large class of 2D area-preserving diffeomorphisms that are not uniformly hyperbolic but have strong hyperbolicity properties on large regions of their phase spaces. A prime example is the Standard map. Lower bounds for…

Dynamical Systems · Mathematics 2017-01-27 Alex Blumenthal , Jinxin Xue , Lai-Sang Young

Numerous entropy-type characteristics (functionals) generalizing R\'enyi entropy are widely used in mathematical statistics, physics, information theory, and signal processing for characterizing uncertainty in probability distributions and…

Statistics Theory · Mathematics 2011-03-28 David Källberg , Nikolaj Leonenko , Oleg Seleznjev

The ordinal approach to evaluate time series due to innovative works of Bandt and Pompe has increasingly established itself among other techniques of nonlinear time series analysis. In this paper, we summarize and generalize the theory of…

Dynamical Systems · Mathematics 2017-10-19 Karsten Keller , Sergiy Maksymenko , Inga Stolz

Asymptotically entropy of chaotic systems increases linearly and the sensitivity to initial conditions is exponential with time: these two behaviors are related. Such relationship is the analogous of and under specific conditions has been…

Statistical Mechanics · Physics 2011-01-04 Roberto Tonelli , Giuseppe Mezzorani , Franco Meloni , Marcello Lissia , Massimo Coraddu

In the case of ergodicity much of the structure of a one-dimensional time-discrete dynamical system is already determined by its ordinal structure. We generally discuss this phenomenon by considering the distribution of ordinal patterns,…

Chaotic Dynamics · Physics 2015-05-13 Karsten Keller , Mathieu Sinn

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

Boltzmann-Sanov and Cramer-Chernoff's theorems provide large deviation probabilities, entropy, and rate functions for the spatial distribution of systems and the total internal energy of an ensemble respectively. By the method of Lagrange's…

Statistical Mechanics · Physics 2021-09-17 D. P. Shinde

We study the problem of entropy increase of the Bernoulli-shift map without recourse to the concept of trajectory and we discuss whether, and under which conditions if it does, the distribution density entropy coincides with the…

Statistical Mechanics · Physics 2009-10-31 Mauro Bologna , Paolo Grigolini , Markos Karagiorgis