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Related papers: Effects of Noise on Entropy Evolution

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We study the temporal approach to equilibrium of the Gibbs' and conditional entropies for both invertible deterministic dynamics as well as non-invertible stochastic systems in the presence of white noise. The conditional entropy will…

Statistical Mechanics · Physics 2008-04-15 Michael C. Mackey , Marta Tyran-Kaminska

The current series of papers is concerned with stochastic stability of monotone dynamical systems by identifying the basic dynamical units that can survive in the presence of noise interference. In the first of the series, for the…

Dynamical Systems · Mathematics 2025-11-18 Jifa Jiang , Xi Sheng , Yi Wang

Information theory on a time-discrete setting in the framework of time series analysis is generalized to the time-continuous case. Considerations of the Roessler and Lorenz dynamics as well as the Ornstein-Uhlenbeck process yield for…

Chaotic Dynamics · Physics 2008-06-04 Detlef Holstein

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

Entropic uncertainty and entanglement are two distinct aspects of quantum mechanical procedures. To estimate entropic uncertainty relations, entropies are used: the greater the entropy bound, the less effective the quantum operations and…

Quantum Physics · Physics 2022-05-06 Atta Ur Rahman , Nour Zidan , S. M. Zangi , Hazrat Ali

We investigate the total stochastic entropy production of a two-level bosonic open quantum system under protocols of time dependent coupling to a harmonic environment. These processes are intended to represent the measurement of a system…

Quantum Physics · Physics 2023-01-24 D. Matos , L. Kantorovich , I. J. Ford

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 analyze the stochastic thermodynamics of systems with continuous space of states. The evolution equation, the rate of entropy production, and other results are obtained by a continuous time limit of a discrete time formulation. We point…

Statistical Mechanics · Physics 2020-08-27 Mário J. de Oliveira

We study the one-dimensional isentropic compressible Euler equations with linear (frictional) damping, subject to multiplicative, white-in-time stochastic forcing. The system is posed on a bounded interval with $L^\infty$ initial data and…

Analysis of PDEs · Mathematics 2026-03-19 Rongyi Dai , Jeffrey Kuan , Krutika Tawri , Sunčica Čanić , Konstantina Trivisa

Based on a Fokker-Planck description of external Ornstein-Uhlenbeck noise and cross-correlated noise processes driving a dynamical system we examine the interplay of the properties of noise processes and the dissipative characteristic of…

Statistical Mechanics · Physics 2009-11-07 Bidhan Chandra Bag , Suman Kumar Banik , Deb Shankar Ray

Based on the Fokker-Planck and the entropy balance equations we have studied the relaxation of a dissipative dynamical system driven by external Ornstein-Uhlenbeck noise processes in absence and presence of nonequilibrium constraint in…

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

We analyze the effects of noise on the permutation entropy of dynamical systems. We take as numerical examples the logistic map and the R\"ossler system. Upon varying the noise strengthfaster, we find a transition from an…

Data Analysis, Statistics and Probability · Physics 2015-09-30 C. Quintero-Quiroz , Simone Pigolotti , M. C. Torrent , Cristina Masoller

This paper studies Langevin equation with random damping due to multiplicative noise and its solution. Two types of multiplicative noise, namely the dichotomous noise and fractional Gaussian noise are considered. Their solutions are…

Statistical Mechanics · Physics 2017-11-30 Chai Hok Eab , S. C. Lim

We assume that to zero order in the Knudsen number the deviation of the entropy from a background value vansishes. We then show that adding a super-Burnett term we obtain a stable state of rest. The resulting equations have the same form as…

Fluid Dynamics · Physics 2007-05-23 Lars H. Söderholm

This paper investigates the asymptotic behavior of stochastic recursive inclusions in the presence of non-zero, non-diminishing bias, a setting that frequently arises in zeroth-order optimization, stochastic approximation with…

Optimization and Control · Mathematics 2026-01-19 Anik Kumar Paul , Karthik Shenoy , Arun D. Mahindrakar

We study the large-time asymptotic behavior of solutions to the one-dimensional damped pressureless Euler-Poisson system with variable background states, subject to a neutrality condition. In the case where the background density converges…

Analysis of PDEs · Mathematics 2025-06-10 Young-Pil Choi , Dong-ha Kim , Dowan Koo , Eitan Tadmor

We study the long time behavior of isentropic compressible Euler equations with linear damping driven by a white-in-time noise, on a one-dimensional torus. We prove the existence of a statistically stationary solution in the class of weak…

Analysis of PDEs · Mathematics 2025-11-03 Jeffrey Kuan , Krutika Tawri , Konstantina Trivisa

Entropy production in stochastic mechanical systems is examined here with strict bounds on its rate. Stochastic mechanical systems include pure diffusions in Euclidean space or on Lie groups, as well as systems evolving on phase space for…

Mathematical Physics · Physics 2022-01-12 Gregory S. Chirikjian

The effect of small noise in a smooth dynamical system is negligible on any finite time interval. Here we study situations when it persists on intervals increasing to infinity. Such asymptotic regime occurs when the system starts from…

Probability · Mathematics 2026-01-14 J. Baker , P. Chigansky , K. Hamza , F. C. Klebaner

We calculate the stochastic upper bounds for the Lorenz equations using an extension of the background method. In analogy with Rayleigh-B\'enard convection the upper bounds are for heat transport versus Rayleigh number. As might be…

Chaotic Dynamics · Physics 2020-07-06 Sahil Agarwal , J. S. Wettlaufer
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