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Related papers: Effects of Noise on Entropy Evolution

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We present a stability result for a wide class doubly nonlinear equations, featuring general maximal monotone operators, and (possibly) nonconvex and nonsmooth energy functionals. The limit analysis resides on the reformulation of the…

Analysis of PDEs · Mathematics 2013-02-19 Thomas Roche , Riccarda Rossi , Ulisse Stefanelli

We consider a system of stochastic interacting particles in $\mathbb{R}^d$ and we describe large deviations asymptotics in a joint mean-field and small-noise limit. Precisely, a large deviations principle (LDP) is established for the…

Probability · Mathematics 2020-11-17 Carlo Orrieri

In this paper, we investigate the complete monotonicity of R\'enyi entropy along the heat flow. We confirm this property for the order of derivative up to $4$, when the order of R\'enyi entropy is in certain regimes. We also investigate…

Information Theory · Computer Science 2025-11-04 Hao Wu , Lei Yu , Laigang Guo

We investigate, via computer simulations, the time evolution of the (Boltzmann) entropy of a dense fluid not in local equilibrium. The macrovariables $M$ describing the system are the (empirical) particle density $f=\{f(\un{x},\un{v})\}$…

Statistical Mechanics · Physics 2009-11-10 P. L. Garrido , S. Goldstein , J. L. Lebowitz

This paper investigates the fundamental information-theoretic limits for the control and sensing of noiseless linear dynamical systems subject to a broad class of nonlinear observations. We analyze the interactions between the control and…

Systems and Control · Electrical Eng. & Systems 2026-01-21 Ming Li , Fan Liu , Yifeng Xiong , Jie Xu , Tao Liu

We investigate entropy minimization problems for quantum states subject to convex block-separable constraints. Our principal result is a quantitative stability theorem: under a natural confining (fixed-support) hypothesis, if a state has…

Quantum Physics · Physics 2026-01-21 Hassan Nasreddine

We prove the conditional Entropy Power Inequality for Gaussian quantum systems. This fundamental inequality determines the minimum quantum conditional von Neumann entropy of the output of the beam-splitter or of the squeezing among all the…

Mathematical Physics · Physics 2018-06-04 Giacomo De Palma , Dario Trevisan

We discuss estimation problems where a polynomial is observed under Ornstein Uhlenbeck noise over a long time interval. We prove local asymptotic normality (LAN) and specify asymptotically efficient estimators. We apply this to the…

Probability · Mathematics 2020-03-31 Reinhard Höpfner

We study maximum-entropy inference for finite-dimensional quantum states under linear moment constraints. Given expectation values of finitely many observables, the feasible set of states is convex but typically non-unique. The…

Quantum Physics · Physics 2025-10-27 James Tian

High-order accurate, $\textit{entropy stable}$ numerical methods for hyperbolic conservation laws have attracted much interest over the last decade, but only a few rigorous convergence results are available, particularly in multiple space…

Numerical Analysis · Mathematics 2019-06-13 Neelabja Chatterjee , Ulrik Skre Fjordholm

For strictly entropic Riemann shock solutions of strictly hyperbolic systems of balance laws, we prove that exponential spectral stability implies large-time asymptotic orbital stability. As a preparation, we also prove similar results for…

Analysis of PDEs · Mathematics 2022-07-27 Grégory Faye , L. Miguel Rodrigues

We show that the dipole, a system usually proposed to model relaxation phenomena, exhibits a maximum in the signal-to-noise ratio at a non-zero noise level, thus indicating the appearance of stochastic resonance. The phenomenon occurs in…

Condensed Matter · Physics 2016-08-15 J. M. G. Vilar , A. Pérez-Madrid , J. M. Rubí

A statistical-mechanical investigation is performed on Rayleigh-B\'enard convection of a dilute classical gas starting from the Boltzmann equation. We first present a microscopic derivation of basic hydrodynamic equations and an expression…

Statistical Mechanics · Physics 2007-05-23 Takafumi Kita

Noise, through its interaction with the nonlinearity of the living systems, can give rise to counter-intuitive phenomena such as stochastic resonance, noise-delayed extinction, temporal oscillations, and spatial patterns. In this paper we…

Populations and Evolution · Quantitative Biology 2007-05-23 B. Spagnolo , D. Valenti , A. Fiasconaro

This paper presents new sufficient conditions for convergence and asymptotic or exponential stability of a stochastic discrete-time system, under which the constructed Lyapunov function always decreases in expectation along the system's…

Systems and Control · Computer Science 2019-06-05 Yuzhen Qin , Ming Cao , Brian D. O. Anderson

In this article we study the expanding properties of random perturbations of contracting Lorenz maps satisfying the summability condition of exponent 1. Under general conditions on the maps and perturbation types, we prove stochastic…

Dynamical Systems · Mathematics 2026-04-10 Haoyang Ji

The entropy of a thermally isolated system should not decrease after a quench or external driving. For a classical system following Hamiltonian dynamics, we show how this statement emerges for a large system in the sense that the extensive…

Statistical Mechanics · Physics 2020-12-24 Udo Seifert

This paper studies the stability properties of stochastic differential equations subject to persistent noise (including the case of additive noise), which is noise that is present even at the equilibria of the underlying differential…

Dynamical Systems · Mathematics 2015-01-22 D. Mateos-Núñez , J. Cortés

In an essential and quite general setup, based on networks, we identify Schnakenberg's observables as the constraints that prevent a system from relaxing to equilibrium, showing that, in the linear regime, steady states satisfy a minimum…

Statistical Mechanics · Physics 2015-05-28 Matteo Polettini

For stochastic partial differential equations driven by L\'evy noise, understanding when changes in the drift operator preserve the law of the solution is fundamental to filtering, control, and simulation. We extend law-equivalence results…

Probability · Mathematics 2025-10-22 Tomasz Kania