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The thermodynamic formalism allows one to access the chaotic properties of equilibrium and out-of-equilibrium systems, by deriving those from a dynamical partition function. The definition that has been given for this partition function…

Statistical Mechanics · Physics 2011-11-29 Vivien Lecomte , Cécile Appert-Rolland , Frédéric van Wijland

The relationship between microsystems and macrosystems is considered in the context of quantum field formulation of statistical mechanics: it is argued that problems on foundations of quantum mechanics can be solved relying on this…

Quantum Physics · Physics 2015-06-26 L. Lanz , O. Melsheimer , B. Vacchini

We comment on some conceptual and and technical problems related to computational mechanics, point out some errors in several papers, and straighten out some wrong priority claims. We present explicitly the correct algorithm for…

Data Analysis, Statistics and Probability · Physics 2018-04-09 Peter Grassberger

Stochastic thermodynamics allows us to define heat and work for microscopic systems far from thermodynamic equilibrium, based on observations of their stochastic dynamics. However, a complete account of the energetics necessitates that all…

Statistical Mechanics · Physics 2021-08-31 Jannik Ehrich

A key feature of non-equilibrium thermodynamics is the Markovian, deterministic relaxation of coarse observables such as, for example, the temperature difference between two macroscopic objects which evolves independently of almost all…

Quantum Physics · Physics 2014-04-08 Hendrik Niemeyer , Kristel Michielsen , Hans de Raedt , Jochen Gemmer

For classical system under constant composition, macroscopic structure in thermodynamically equilibrium state can be determined through the so-called canonical average, including sum over possible microscopic states on phase space. Although…

Statistical Mechanics · Physics 2018-08-10 Koretaka Yuge , Shouno Ohta

We consider the thermodynamic approach to the description of economic systems and processes. The first and second laws of thermodynamics as applied to economic systems are derived and analyzed. It is shown that there is a deep analogy…

General Finance · Quantitative Finance 2021-02-03 Sergey Rashkovskiy

Stochastic thermodynamics provides a framework for describing small systems like colloids or biomolecules driven out of equilibrium but still in contact with a heat bath. Both, a first-law like energy balance involving exchanged heat and…

Statistical Mechanics · Physics 2012-05-21 Udo Seifert

Non-Markovian effects in open quantum system dynamics usually manifest backflow of information from the environment to the system, indicating complete-positive divisibility breaking of the dynamics. We provide a criterion for witnessing…

Quantum Physics · Physics 2024-03-04 Bivas Mallick , Saheli Mukherjee , Ananda G. Maity , A. S. Majumdar

A set of core features is set forth as the essence of a thermodynamic description, which derive from large-deviation properties in systems with hierarchies of timescales, but which are \emph{not} dependent upon conservation laws or…

Statistical Mechanics · Physics 2020-10-28 Eric Smith

A small quantum scattering system (the microsystem) is studied in interaction with a large quantum system (the macrosystem) described by unknown stochastic variables. The interaction between the two systems is diagonal for the microsystem…

Quantum Physics · Physics 2007-05-23 Karl-Erik Eriksson

Cellular automata are a set of computational models in discrete space that have a discrete time evolution defined by neighbourhood rules. They are used to simulate many complex systems in physics and science in general. In this work,…

Cellular Automata and Lattice Gases · Physics 2023-05-12 Luca Bertolani , Andrea Idini

In this work, we study dynamic programming (DP) algorithms for partially observable Markov decision processes with jointly continuous and discrete state-spaces. We consider a class of stochastic systems which have coupled discrete and…

Optimization and Control · Mathematics 2019-03-07 Donghwan Lee , Niao He , Jianghai Hu

In multi-period stochastic optimization problems, the future optimal decision is a random variable whose distribution depends on the parameters of the optimization problem. We analyze how the expected value of this random variable changes…

Optimization and Control · Mathematics 2020-01-28 Bar Light

There are multiple ways in which a stochastic system can be out of statistical equilibrium. It might be subject to time-varying forcing; or be in a transient phase on its way towards equilibrium; it might even be in equilibrium without us…

Dynamical Systems · Mathematics 2019-07-08 Péter Koltai , Hao Wu , Frank Noé , Christof Schütte

If an experimentalist observes a sequence of emitted quantum states via either projective or positive-operator-valued measurements, the outcomes form a time series. Individual time series are realizations of a stochastic process over the…

Quantum Physics · Physics 2023-06-14 A. Venegas-Li , J. P. Crutchfield

Motivated by wide-ranging applications such as video delivery over networks using Multiple Description Codes, congestion control, and inventory management, we study the state-tracking of a Markovian random process with a known transition…

Information Theory · Computer Science 2017-03-06 Parisa Mansourifard , Tara Javidi , Bhaskar Krishnamachari

Many dynamical systems consist of multiple, co-evolving subsystems (degrees of freedom). These subsystems often depend upon each other in a way that restricts the overall system's dynamics. How does this network of dependencies affect the…

Statistical Mechanics · Physics 2023-05-23 Farita Tasnim , David H. Wolpert

Stochastic processes offer a flexible mathematical formalism to model and reason about systems. Most analysis tools, however, start from the premises that models are fully specified, so that any parameters controlling the system's dynamics…

Systems and Control · Computer Science 2017-01-11 Luca Bortolussi , Guido Sanguinetti

Perfectly rational decision-makers maximize expected utility, but crucially ignore the resource costs incurred when determining optimal actions. Here we propose an information-theoretic formalization of bounded rational decision-making…

Statistics Theory · Mathematics 2015-06-04 Pedro A. Ortega , Daniel A. Braun