English
Related papers

Related papers: The diffusion equation and the principle of minimu…

200 papers

Fisher information measures a disorder system, which is specified by a corresponding probability, the likelihood. In this article, we provide a bridge to connect classical and quantum mechanics by using Fisher information. Following the…

Quantum Physics · Physics 2014-12-30 Tzu-Chao Hung

Starting with the relative entropy based on a previously proposed entropy function $S_q[p]=\int dx p(x)(-\ln p(x))^q$, we find the corresponding Fisher's information measure. After function redefinition we then maximize the Fisher…

Statistical Mechanics · Physics 2015-05-13 Marcelo R. Ubriaco

The principle of minimum Fisher information states that in the set of acceptable probability distributions characterizing the given system, it is best done by the one that minimizes the corresponding Fisher information. This principle can…

General Finance · Quantitative Finance 2022-03-24 Marcin Makowski , Edward W. Piotrowski , Piotr Frąckiewicz , Marek Szopa

Using the transport-of-intensity approach for free-space optical propagation in the paraxial regime, we show that diffraction is fundamentally related to the Fisher information associated with models of the transverse intensity…

Optics · Physics 2026-01-16 Jonathan M. Nichols , Frank Bucholtz

We derive a new variational principle for the quantum Fisher information leading to a simple iterative alternating algorithm, the convergence of which is proved. The case of a fixed measurement, i.e. the classical Fisher information, is…

Quantum Physics · Physics 2013-12-06 Katarzyna Macieszczak

A robust prediction model invoking the Takens embedding theorem, whose \textit{working hypothesis} is obtained via an inference procedure based on the minimum Fisher information principle, is presented. The coefficients of the ansatz,…

Methodology · Statistics 2017-04-26 R. C. Venkatesan , A. Plastino

An Edgeworth-type expansion is established for the relative Fisher information distance to the class of normal distributions of sums of i.i.d. random variables, satisfying moment conditions. The validity of the central limit theorem is…

Probability · Mathematics 2012-05-01 S. G. Bobkov , G. P. Chistyakov , F. Götze

We consider the homogenization for time-fractional diffusion equations in a periodic structure and we derive the homogenized time-fractional diffusion equation. Then we discuss the determination of the constant diffusion coefficient by…

Analysis of PDEs · Mathematics 2023-03-06 Atsushi Kawamoto , Manabu Machida , Masahiro Yamamoto

The minimum achievable statistical uncertainty in the estimation of physical parameters is determined by the quantum Fisher information. Its computation for noisy systems is still a challenging problem. Using a variational approach, we…

Quantum Physics · Physics 2012-11-21 B. M. Escher , L. Davidovich , N. Zagury , R. L. de Matos Filho

In this paper, we study an inverse problem for identifying the initial value in a space-time fractional diffusion equation from the final time data. We show the identifiability of this inverse problem by proving the existence of its unique…

Analysis of PDEs · Mathematics 2024-12-10 Mohamed BenSalah , Salih Tatar

It was recently shown, starting from first principles, that thermodynamics' first law (TFL) can be microscopically obtained without need of invoking the adiabatic theorem (AT) [Physica A, {\bf 356}, 167 (2005)]. We show here that a TFL can…

Statistical Mechanics · Physics 2015-06-25 A. Plastino , A. R. Plastino , B. H. Soffer

In this article, we consider the diffusion equation with multi-term time-fractional derivatives. We first derive that the solution is positive when the source term is nonpositive by a subordination principle for the solution. As an…

Analysis of PDEs · Mathematics 2021-06-25 Xiaona Yang , Zhiyuan Li

We consider kinetic models for Fermi-Dirac-like particles obeying the exclusion principle. A generalized notion of Fisher information, tailored to kinetic equations of Fermi-Dirac-Fokker-Planck type, is introduced via the associated entropy…

Analysis of PDEs · Mathematics 2025-08-22 Yuzhe Zhu

This article deals with time-fractional diffusion equations with time-dependent singular source term. Whenever the order of the time-fractional derivative is either multi-term, distributed or space-dependent, we prove that the system admits…

Analysis of PDEs · Mathematics 2022-09-07 Yavar Kian , Eric Soccorsi

Motivated by entropic optimal transport, time reversal of diffusion processes is revisited. An integration by parts formula is derived for the carr\'e du champ of a Markov process in an abstract space. It leads to a time reversal formula…

Probability · Mathematics 2022-09-05 Patrick Cattiaux , Giovanni Conforti , Ivan Gentil , Christian Léonard

Diffusion with multipole-moment conservation gives rise to transport laws that generalize Fick's law and has attracted growing attention following experimental advances in strongly tilted optical lattices. It was recently shown that…

Statistical Mechanics · Physics 2026-04-30 Vaibhav Mohanty , Sunghan Ro

We consider an inverse source problem for partially coherent light propagating in the Fresnel regime. The data is the coherence of the field measured away from the source. The reconstruction is based on a minimum residue formulation, which…

The reaction diffusion equation arises in physical situations in problems from population growth, genetics and physical sciences. We consider the generalised Fisher equation in cylindrical coordinates from Lie theory stand point. An…

Analysis of PDEs · Mathematics 2023-03-31 Ali Reza , Sonia Naseer , F D Zaman , A H Kara

The behaviour of the solutions of the time-fractional diffusion equation, based on the Caputo derivative, is studied and its dependence on the fractional exponent is analysed. The time-fractional convection-diffusion equation is also solved…

Mathematical Physics · Physics 2024-10-14 Andy Manapany , Sébastien Fumeron , Malte Henkel

We study the convexity of mutual information along the evolution of the heat equation. We prove that if the initial distribution is log-concave, then mutual information is always a convex function of time. We also prove that if the initial…

Information Theory · Computer Science 2018-05-09 Andre Wibisono , Varun Jog
‹ Prev 1 2 3 10 Next ›