Related papers: Effects of Noise on Entropy Evolution
This paper is concerned with stochastic systems whose state is a diffusion process governed by an Ito stochastic differential equation (SDE). In the framework of a nominal white-noise model, the SDE is driven by a standard Wiener process.…
In this article, we provide detailed analysis of the long-time behavior of the underdamped Langevin dynamics. We first provide a necessary condition guaranteeing that the zero-noise dynamical system converges to its unique attractor. We…
We derive quantitative estimates proving the conditional propagation of chaos for large stochastic systems of interacting particles subject to both idiosyncratic and common noise. We obtain explicit bounds on the relative entropy between…
We introduce a class of exactly solvable models which exhibit an ordering noise-induced phase transition driven by an entropic mechanism. In contrast with previous studies, order does not appear in this case as a result of an instability of…
We explore an asymptotic behavior of entropies for sums of independent random variables that are convolved with a small continuous noise.
The entropic lattice Boltzmann framework proposed the construction of the discrete equilibrium by taking into consideration minimization of a discrete entropy functional. The effect of this form of the discrete equilibrium on properties of…
In the context of non-equilibrium statistical physics, the entropy production rate is an important concept to describe how far a specific state of a system is from its equilibrium state. In this paper, we establish a central limit theorem…
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…
Noise aids the encoding of continuous signals into pulse sequences by way of stochastic resonance and endows the encoding device with a preferred frequency. We study encoding by a threshold device based on the Ornstein-Uhlenbeck process,…
The present article is devoted to well-posedness by noise for the continuity equation. Namely, we consider the continuity equation with non-linear and partially degenerate stochastic perturbations in divergence form. We prove the existence…
To this day, von Neumann definition of entropy remains the most popular measure of quantum entanglement. Much of the literature on entanglement entropy, particularly in the context of field theory, has focused on isolating the UV…
In this paper, we claim the availability of deterministic noises for stabilization of the origins of dynamical systems, provided that the noises have unbounded variations. To achieve the result, we first consider the system representations…
A class of asymptotically autonomous systems on the plane with oscillatory coefficients is considered. It is assumed that the limiting system is Hamiltonian with a stable equilibrium. The effect of damped multiplicative stochastic…
Waves and oscillations are commonly observed in the dynamics of self-driven agents such as pedestrians or vehicles. Interestingly, many factors may perturb the stability of space homogeneous streaming, leading to the spontaneous formation…
In the framework of the Lindblad theory for open quantum systems, expressions for the density operator, von Neumann entropy and effective temperature of the damped harmonic oscillator are obtained. The entropy for a state characterized by a…
The paper is concerned with a dissipativity theory and robust performance analysis of discrete-time stochastic systems driven by a statistically uncertain random noise. The uncertainty is quantified by the conditional relative entropy of…
Semilinear stochastic evolution equations with multiplicative L\'evy noise and monotone nonlinear drift are considered. Unlike other similar works, we do not impose coercivity conditions on coefficients. We establish the continuous…
We consider the asymptotic behaviour of the fluctuation process for large stochastic systems of interacting particles driven by both idiosyncratic and common noise with an interaction kernel \(k \in L^2(\R^d) \cap L^\infty(\R^d)\). Our…
We consider a particle in the over-damped regime at zero temperature under the influence of a sawtooth potential and of a noisy force, which is correlated in time. A current occurs, even if the mean of the noisy force vanishes. We calculate…
We study stability of solutions for a randomly driven and degenerately damped version of the Lorenz '63 model. Specifically, we prove that when damping is absent in one of the temperature components, the system possesses a unique invariant…