相关论文: Stochastic action principle and maximum entropy
Stochastic maximum principle of nonlinear controlled forward-backward systems, where the set of strict (classical) controls need not be convex and the diffusion coefficient depends explicitly on the variable control, is an open problem…
It is possible to derive the maximum entropy principle from thermodynamic stability requirements. Using as a starting point the equilibrium probability distribution, currently used in non-extensive thermostatistics, it turns out that the…
We describe a method to computationally estimate the probability density function of a univariate random variable by applying the maximum entropy principle with some local conditions given by Gaussian functions. The estimation errors and…
The principle of maximum irreversible is proved to be a consequence of a stochastic order of the paths inside the phase space; indeed, the system evolves on the greatest path in the stochastic order. The result obtained is that, at the…
A thermodynamic-like formalism is developed for superstatistical systems based on conditional entropies. This theory takes into account large-scale variations of intensive variables of systems in nonequilibrium stationary states. Ordinary…
The stochastic entropy generated during the evolution of a system interacting with an environment may be separated into three components, but only two of these have a non-negative mean. The third component of entropy production is…
The uncertainty principle limits quantum states such that when one observable takes predictable values there must be some other mutually unbiased observables which take uniformly random values. We show that this restrictive condition plays…
We obtain new transport-entropy inequalities and, as a by-product, new deviation estimates for the laws of two kinds of discrete stochastic approximation schemes. The first one refers to the law of an Euler like discretization scheme of a…
The minimum entropy production principle provides an approximative variational characterization of close-to-equilibrium stationary states, both for macroscopic systems and for stochastic models. Analyzing the fluctuations of the empirical…
We study stochastic thermodynamics of over-damped Brownian motion in a flowing fluid. Unlike some previous works, we treat the effects of the flow field as a non-conservational driving force acting on the Brownian particle. This allows us…
Recently, progress has been made in the theory of turbulence, which provides a framework on how a deterministic process changes to a stochastic one owing to the change in thermodynamic states. It is well known that, in the framework of…
In these lecture notes, the basic principles of stochastic thermodynamics are developed starting with a closed system in contact with a heat bath. A trajectory undergoes Markovian transitions between observable meso-states that correspond…
How to find unknown distributions is questioned in many pieces of research. There are several ways to figure them out, but the main question is which acts more reasonably than others. In this paper, we focus on the maximum entropy principle…
In this paper, we consider the stochastic optimal control problems under model risk caused by uncertain volatilities. To have a mathematical consistent framework we use the notion of G-expectation and its corresponding G-Brwonian motion…
We give a geometrical interpretation for the principle of stationary action in classical Lagrangian particle mechanics. In a nutshell, the difference of the action along a path and its variation effectively ``counts'' the possible…
This paper proposes a new stochastic model of traffic dynamics in Lagrangian coordinates. The source of uncertainty is heterogeneity in driving behavior, captured using driver-specific speed-spacing relations, i.e., parametric uncertainty.…
The emerging field of stochastic thermodynamics extends classical ideas of entropy, heat and work to non-equilibrium systems. One notable finding is that the second law of thermodynamics typically only holds after taking appropriate…
Entropy production characterizes the thermodynamic irreversibility and reflects the amount of heat dissipated into the environment and free energy lost in nonequilibrium systems. According to the thermodynamic uncertainty relation, we…
Thermodynamics is independent of a description at a microscopic level consequently statistical thermodynamics must produce results independent of the coordinate system used to describe the particles and their interactions. In the path…
Information based thermodynamic logic is revisited. It consists of two parts: Part A applies the modern theory of probability in which an arbitrary convex function \phi is employed as an analytic "device" to express information as…