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Some aspects of the predictability problem in dynamical systems are reviewed. The deep relation among Lyapunov exponents, Kolmogorov-Sinai entropy, Shannon entropy and algorithmic complexity is discussed. In particular, we emphasize how a…

Chaotic Dynamics · Physics 2007-05-23 Fabio Cecconi , Massimo Falcioni , Angelo Vulpiani

We consider stationary stochastic dynamical systems evolving on a compact metric space, by perturbing a deterministic dynamics with a random noise, added according to an arbitrary probabilistic distribution. We prove the maximal and…

Dynamical Systems · Mathematics 2018-07-10 Eleonora Catsigeras

We develop a formalism to describe the discrete-time dynamics of systems containing an arbitrary number of interacting species. The individual-based model, which forms our starting point, is described by a Markov chain, which in the limit…

Statistical Mechanics · Physics 2014-10-06 César Parra-Rojas , Joseph D. Challenger , Duccio Fanelli , Alan J. McKane

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

The second law of thermodynamics governs that nonequilibrium systems evolve towards states of higher entropy over time. However, it does not specify the rate of this evolution and the role of fluctuations that impact the system's dynamics.…

Statistical Mechanics · Physics 2025-01-27 Mairembam Kelvin Singh , R. K. Brojen Singh , Moirangthem Shubhakanta Singh

We have shown how the intrinsic properties of a noise process can set an upper bound for the time derivative of entropy in a nonequilibrium system. The interplay of dissipation and the properties of noise processes driving the dynamical…

Statistical Mechanics · Physics 2009-11-07 Bidhan Chandra Bag

We have analyzed the effects of the addition of external noise to non-dynamical systems displaying intrinsic noise, and established general conditions under which stochastic resonance appears. The criterion we have found may be applied to a…

Condensed Matter · Physics 2016-08-15 J. M. G. Vilar , G. Gomila , J. M. Rubí

This article studies typical dynamics and fluctuations for a slow-fast dynamical system perturbed by a small fractional Brownian noise. Based on an ergodic theorem with explicit rates of convergence, which may be of independent interest, we…

Probability · Mathematics 2020-08-20 Solesne Bourguin , Siragan Gailus , Konstantinos Spiliopoulos

For deterministic continuous time nonlinear control systems, epsilon-practical stabilization entropy and practical stabilization entropy are introduced. Here the rate of attraction is specified by a KL-function. Upper and lower bounds for…

Optimization and Control · Mathematics 2022-12-13 Fritz Colonius , Boumediene Hamzi

In this paper, we derive a novel procedure for set-membership estimation of dynamical systems affected by stochastic noise with unbounded support. Employing a bound on the sample covariance matrix, we are able to provide a finite- sample…

Systems and Control · Electrical Eng. & Systems 2026-05-20 Felix Brändle , Nicolas Chatzikiriakos , Andrea Iannelli , Frank Allgöwer

Stochastic differential equations (SDEs) are a ubiquitous modeling framework that finds applications in physics, biology, engineering, social science, and finance. Due to the availability of large-scale data sets, there is growing interest…

Machine Learning · Statistics 2025-03-04 Ziheng Guo , James Greene , Ming Zhong

We consider an agent trying to bring a system to an acceptable state by repeated probabilistic action. Several recent works on algorithmizations of the Lovasz Local Lemma (LLL) can be seen as establishing sufficient conditions for the agent…

Discrete Mathematics · Computer Science 2016-11-29 Dimitris Achlioptas , Fotis Iliopoulos , Nikos Vlassis

In this paper, a non-autonomous stochastic logistic system is considered. An interesting result on the effect of stochastically perturbation for the dynamic behavior are obtained. That is, under certain conditions the stochastic system have…

Dynamical Systems · Mathematics 2012-08-08 Hu Hongxiao

Dynamical sampling deals with signals that evolve in time under the action of a linear operator. The purpose of the present paper is to analyze the performance of the basic dynamical sampling algorithms in the finite dimensional case and…

Numerical Analysis · Mathematics 2018-10-16 Akram Aldroubi , Longxiu Huang , Ilya Krishtal , Akos Ledeczi , Roy R. Lederman , Peter Volgyesi

Computation plays a key role in predicting and analyzing natural phenomena. There are two fundamental barriers to our ability to computationally understand the long-term behavior of a dynamical system that describes a natural process. The…

Computational Complexity · Computer Science 2017-02-15 Mark Braverman , Alexander Grigo , Cristobal Rojas

We use entropy-energy arguments to assess the limitations on the running time and on the system size, as measured in qubits, of noisy macroscopic circuit-based quantum computers.

Quantum Physics · Physics 2007-05-23 Maxim Raginsky

We study the quantum dynamics generated by a non-Hermitian Hamiltonian subject to stochastic perturbations in its anti-Hermitian part, describing fluctuating gains and losses. The dynamics averaged over the noise is described by an…

Quantum Physics · Physics 2025-07-09 Pablo Martinez-Azcona , Aritra Kundu , Avadh Saxena , Adolfo del Campo , Aurelia Chenu

Uncertainty principle plays a crucial role in quantum mechanics, because it captures the essence of the inevitable randomness associated with the outcomes of two incompatible quantum measurements. Information entropy can perfectly describe…

Quantum Physics · Physics 2021-10-25 Xi-Hao Fang , Fei Ming , Dong Wang

We compare two proposals for the dynamical entropy of quantum deterministic systems (CNT and AFL) by studying their extensions to classical stochastic systems. We show that the natural measurement procedure leads to a simple explicit…

Mathematical Physics · Physics 2009-11-07 Mark Fannes , Bart Haegeman

A diagonal entropy, which depends only on the diagonal elements of the system's density matrix in the energy representation, has been recently introduced as the proper definition of thermodynamic entropy in out-of-equilibrium quantum…

Statistical Mechanics · Physics 2012-02-17 Lea F. Santos , Anatoli Polkovnikov , Marcos Rigol