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We consider matrix-valued processes described as solutions to stochastic differential equations of very general form. We study the family of the empirical measure-valued processes constructed from the corresponding eigenvalues. We show that…

Probability · Mathematics 2019-01-10 Jacek Małecki , José Luis Pérez

We consider nonclassical entropy solutions to scalar conservation laws with concave-convex flux functions, whose set of left- and right-hand admissible states across undercompressive shocks is selected by a kinetic function \phi. We…

Analysis of PDEs · Mathematics 2008-12-23 Marc Laforest , Philippe G. LeFloch

We develop an entropic framework to model the dynamics of stocks and European Options. Entropic inference is an inductive inference framework equipped with proper tools to handle situations where incomplete information is available. The…

Pricing of Securities · Quantitative Finance 2019-08-20 Mohammad Abedi , Daniel Bartolomeo

Matrix models are a highly successful framework for the analytic study of random two dimensional surfaces with applications to quantum gravity in two dimensions, string theory, conformal field theory, statistical physics in random geometry,…

Mathematical Physics · Physics 2012-09-17 Razvan Gurau

We develop an information-theoretic formulation of stochastic dynamics in which the fundamental stochastic variable is the total action connecting spacetime points, rather than individual paths. By maximizing Shannon entropy over a joint…

We consider the compatibility of the equations of motion which follow from d'Alembert's principle in the case of a general autonomous non-holonomic mechanical system in N dimensions, with those equations which follow for the same system by…

Classical Physics · Physics 2008-10-21 Christofer Cronstrom , Tommi Raita

We study an entropy measure for quantum systems that generalizes the von Neumann entropy as well as its classical counterpart, the Gibbs or Shannon entropy. The entropy measure is based on hypothesis testing and has an elegant formulation…

Quantum Physics · Physics 2014-02-19 F. Dupuis , L. Kraemer , P. Faist , J. M. Renes , R. Renner

We introduce a new fractional derivative which obeys classical properties including: linearity, product rule, quotient rule, power rule, chain rule, vanishing derivatives for constant functions, the Rolle's Theorem and the Mean Value…

Classical Analysis and ODEs · Mathematics 2014-11-11 Udita N. Katugampola

In order to study as a whole a wide part of entropy measures, we introduce a two-parameter non-extensive entropic form with respect to the $h$-derivative, which generalizes the conventional Newton--Leibniz calculus. This new entropy,…

Statistical Mechanics · Physics 2023-06-14 Jin-Wen Kang , Ke-Ming Shen , Ben-Wei Zhang

Different notions of entropy play a fundamental role in the classical theory of dynamical systems. Unlike many other concepts used to analyze autonomous dynamics, both measure-theoretic and topological entropy can be extended quite…

Dynamical Systems · Mathematics 2017-08-03 Christoph Kawan

We formulate an "action principle" for the operator product expansion (OPE) describing how a given OPE coefficient changes under a deformation induced by a marginal or relevant operator. Our action principle involves no ad-hoc regulator or…

High Energy Physics - Theory · Physics 2018-03-14 Stefan Hollands

A decomposition principle for nonlinear dynamic compartmental systems is introduced in the present paper. This theory is based on the mutually exclusive and exhaustive, analytical and dynamic, novel system and subsystem partitioning…

Systems and Control · Computer Science 2020-11-24 Huseyin Coskun

We define a diagonal entropy (d-entropy) for an arbitrary Hamiltonian system as $S_d=-\sum_n \rho_{nn}\ln \rho_{nn}$ with the sum taken over the basis of instantaneous energy states. In equilibrium this entropy coincides with the…

Statistical Mechanics · Physics 2012-08-10 Anatoli Polkovnikov

For classical dynamical systems, the polynomial entropy serves as a refined invariant of the topological entropy. In the setting of categorical dynamical systems, that is, triangulated categories endowed with an endofunctor, we develop the…

Algebraic Geometry · Mathematics 2021-03-23 Yu-Wei Fan , Lie Fu , Genki Ouchi

The usual canonical Hamiltonian or Lagrangian formalism of classical mechanics applied to macroscopic systems describes energy conserving adiabatic motion. If irreversible diabatic processes are to be included, then the law of increasing…

Classical Physics · Physics 2009-11-13 J. Silverberg , A. Widom

Cellular automata can show well known features of quantum mechanics, such as a linear rule according to which they evolve and which resembles a discretized version of the Schroedinger equation. This includes corresponding conservation laws.…

Quantum Physics · Physics 2016-04-25 Hans-Thomas Elze

Monte Carlo simulations of a system whose action has an imaginary part are considered to be extremely difficult. We propose a new approach to this `complex-action problem', which utilizes a factorization property of distribution functions.…

High Energy Physics - Theory · Physics 2008-11-26 K. N. Anagnostopoulos , J. Nishimura

The use of the von Neumann entropy in formulating the laws of thermodynamics has recently been challenged. It is associated with the average work whereas the work guaranteed to be extracted in any single run of an experiment is the more…

Quantum Physics · Physics 2015-07-13 Dario Egloff , Oscar C. O. Dahlsten , Renato Renner , Vlatko Vedral

In this paper, we present a statistical model of spacetime trajectories based on a finite collection of paths organized into a branched manifold. For each configuration of the branched manifold, we define a Shannon entropy. Given the…

Quantum Physics · Physics 2026-03-17 Roukaya Dekhil , Clifford Ellgen , Bruno Klajn

For statistical systems that violate one of the four Shannon-Khinchin axioms, entropy takes a more general form than the Boltzmann-Gibbs entropy. The framework of superstatistics allows one to formulate a maximum entropy principle with…

Classical Physics · Physics 2012-11-13 Rudolf Hanel , Stefan Thurner , Murray Gell-Mann