Related papers: Effects of Noise on Entropy Evolution
We study stochastic particle systems that conserve the particle density and exhibit a condensation transition due to particle interactions. We restrict our analysis to spatially homogeneous systems on finite lattices with stationary product…
We investigate the time evolution of the entanglement entropy of coupled single-mode Bose-Einstein condensates in a double well potential at $T=0$ temperature, by combining numerical results with analytical approximations. We find that the…
The present manuscript is devoted to the study of the convergence to equilibrium as the noise intensity $\varepsilon>0$ tends to zero for ergodic random systems out of equilibrium of the type \begin{align*} \mathrm{d} X^{\varepsilon}_t(x) =…
Partial differential equations with random inputs have become popular models to characterize physical systems with uncertainty coming from, e.g., imprecise measurement and intrinsic randomness. In this paper, we perform asymptotic rare…
In this paper, we study concentration phenomena of zero-noise limits of invariant measures for stochastic differential equations defined on $\mathbb{R}^d$ with locally Lipschitz continuous coefficients and more than one ergodic state. Under…
Experience shows that typical evolutionary algorithms can cope well with stochastic disturbances such as noisy function evaluations. In this first mathematical runtime analysis of the $(1+\lambda)$ and $(1,\lambda)$ evolutionary algorithms…
We consider some questions concerning the monotonicity properties of entropy and mean entropy of states on translationally invariant systems (classical lattice, quantum lattice and quantum continuous). By taking the property of strong…
An $N$-particle system with stochastic interactions is considered. Interactions are driven by a Brownian noise term and total energy conservation is imposed. The evolution of the system, in velocity space, is a diffusion on a…
We present an analytical study of a nonlinear oscillator subject to an additive Ornstein-Uhlenbeck noise. Known results are mainly perturbative and are restricted to the large dissipation limit (obtained by neglecting the inertial term) or…
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…
We propose a non-Gaussian operator-valued extension of the Barndorff-Nielsen and Shephard stochastic volatility dynamics, defined as the square-root of an operator-valued Ornstein-Uhlenbeck process with Levy noise and bounded drift. We…
We present a systematic study of moment evolution in multidimensional stochastic difference systems, focusing on characterizing systems whose low-order moments diverge in the neighborhood of a stable fixed point. We consider systems with a…
We consider a stochastic differential equation with additive fractional noise with Hurst parameter $H>1/2$, and a non-linear drift depending on an unknown parameter. We show the Local Asymptotic Normality property (LAN) of this parametric…
Experimental and theoretical results about entropy limits for macroscopic and single-particle systems are reviewed. It is clarified when it is possible to speak about a quantum of entropy, given by the Boltzmann constant k, and about a…
The limiting stability of invariant probability measures of time homogeneous transition semigroups for autonomous stochastic systems has been extensively discussed in the literature. In this paper we initially initiate a program to study…
Using numerical simulations, we show that the asymptotic states of two-dimensional (2D) Euler turbulence exhibit large-scale flow structures due to nonzero energy transfers among small wavenumber modes. These asymptotic states, which depend…
We establish an important connection between coherent quantum feedback and the Ornstein-Uhlenbeck process in quantum optics. We show that an emitter with fluctuating energy levels in front of a mirror results in an Ornstein-Uhlenbeck…
In this paper we continue our earlier investigations into the asymptotic behaviour of infinite systems of coupled differential equations. Under the mild assumption that the so-called characteristic function of our system is completely…
The phenomenon of stochastic resonance, wherein the stimulus-response of a system can be maximized by an intermediate level of noise, has been extensively investigated through linear response theory. As yet a unified response-noise or…
We consider an Ornstein-Uhlenbeck process with values in R^n driven by a L\'evy process (Z_t) taking values in R^d with d possibly smaller than n. The L\'evy noise can have a degenerate or even vanishing Gaussian component. Under a…