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We consider one-dimensional diffusions, with polynomial drift and diffusion coefficients, so that in particular the motion can be space-inhomogeneous, interacting via one-sided reflections. The prototypical example is the well-known model…

Probability · Mathematics 2023-07-05 Theodoros Assiotis

We consider finite element approximations of ill-posed elliptic problems with conditional stability. The notion of {\emph{optimal error estimates}} is defined including both convergence with respect to mesh parameter and perturbations in…

Numerical Analysis · Mathematics 2024-03-25 Erik Burman , Mihai Nechita , Lauri Oksanen

Stochastic entropy production, which quantifies the difference between the probabilities of trajectories of a stochastic dynamics and its time reversals, has a central role in nonequilibrium thermodynamics. In the theory of probability, the…

Statistical Mechanics · Physics 2020-03-04 Ying-Jen Yang , Hong Qian

The selection of an equilibrium state by maximising the entropy of a system, subject to certain constraints, is often powerfully motivated as an exercise in logical inference, a procedure where conclusions are reached on the basis of…

Statistical Mechanics · Physics 2015-12-03 Ian J. Ford

Time estimation is a fundamental task that underpins precision measurement, global navigation systems, financial markets, and the organisation of everyday life. Many biological processes also depend on time estimation by nanoscale clocks,…

Entanglement is the key feature of many-body quantum systems, and the development of new tools to probe it in the laboratory is an outstanding challenge. Measuring the entropy of different partitions of a quantum system provides a way to…

Entropy is one of the key thermodynamic variables reflecting changes in the state of matter. Unlike other thermodynamic variables, it is well-defined also for nonequilibrium steady states through its relation to information. Applying this…

Statistical Mechanics · Physics 2026-04-15 Haim Diamant , Gil Ariel

A definition of entropy via the Kolmogorov algorithmic complexity is discussed. As examples, we show how the meanfield theory for the Ising model, and the entropy of a perfect gas can be recovered. The connection with computations are…

Statistical Mechanics · Physics 2007-05-23 Somendra M. Bhattacharjee

Convexity properties of the entropy along displacement interpolations are crucial in the Lott-Sturm-Villani theory of lower bounded curvature of geodesic measure spaces. As discrete spaces fail to be geodesic, an alternate analogous theory…

Probability · Mathematics 2022-09-05 Christian Léonard

In this paper, we investigate and compare two well-developed definitions of entropy relevant for describing the dynamics of isolated quantum systems: bipartite entanglement entropy and observational entropy. In a model system of interacting…

Quantum Physics · Physics 2020-06-01 Dana Faiez , Dominik Šafránek , J. M. Deutsch , Anthony Aguirre

The evolution of non-interacting bosons in the presence of repeated projective measurements is studied. Following the established approach, this monitored evolution is characterized by the first detected return and the first detected…

Quantum Physics · Physics 2024-08-09 Quancheng Liu , Klaus Ziegler

Stochastic mathematical models are essential tools for understanding and predicting complex phenomena. The purpose of this work is to study the exit times of a stochastic dynamical system-specifically, the mean exit time and the…

Probability · Mathematics 2025-08-06 Eric José Ávila-Vales , José Villa-Morales

Many complex fluids can be described by continuum hydrodynamic field equations, to which noise must be added in order to capture thermal fluctuations. In almost all cases, the resulting coarse-grained stochastic partial differential…

Soft Condensed Matter · Physics 2022-02-14 Michael E. Cates , Étienne Fodor , Tomer Markovich , Cesare Nardini , Elsen Tjhung

Some physical processes, including the intensity fluctuations of a chaotic laser, the detection of single photons, and the Brownian motion of a microscopic particle in a fluid are unpredictable, at least on long timescales. This…

Chaotic Dynamics · Physics 2015-08-10 Aaron M. Hagerstrom , Thomas E. Murphy , Rajarshi Roy

Stochastic efficiency is evaluated in five case studies: driven Brownian motion, effusion with a thermo-chemical and thermo-velocity gradient, a quantum dot and a model for information to work conversion. The salient features of stochastic…

Statistical Mechanics · Physics 2015-06-03 Karel Proesmans , Christian Van den Broeck

The stability of stationary solutions of first-order systems of PDE's are considered. They may include some singular geometric terms, leading to discontinuous flux and non-conservative products. Based on several examples in Fluid Mechanics,…

Analysis of PDEs · Mathematics 2017-09-15 Nicolas Seguin

We explore the measurement problem in the entropic dynamics approach to quantum theory. The dual modes of quantum evolution---either continuous unitary evolution or abrupt wave function collapse during measurement---are unified by virtue of…

Quantum Physics · Physics 2015-05-30 David T. Johnson , Ariel Caticha

We consider the time discretization of fractional stochastic wave equation with Gaussian noise, which is negatively correlated. Major obstacles to design and analyze time discretization of stochastic wave equation come from the…

Numerical Analysis · Mathematics 2022-05-20 Xing Liu

The rate of change of entropy $\dot S$ is measured for a system of particles floating on the surface of a fluid maintained in a turbulent steady state. The resulting coagulation of the floaters allows one to relate $\dot S$ to the velocity…

Chaotic Dynamics · Physics 2009-11-11 M. M. Bandi , W. I. Goldburg , J. R. Cressman

We consider a toy model for the study of monitored dynamics in a many-body quantum systems. We study the stochastic Schrodinger equation resulting from the continuous monitoring with a rate $\Gamma$ of a random hermitian operator chosen at…

Statistical Mechanics · Physics 2024-07-02 Federico Gerbino , Pierre Le Doussal , Guido Giachetti , Andrea De Luca
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