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Starting at the mesoscopic level with a general formulation of stochastic thermodynamics in terms of Markov jump processes, we identify the scaling conditions that ensure the emergence of a (typically nonlinear) deterministic dynamics and…

统计力学 · 物理学 2025-05-26 Gianmaria Falasco , Massimiliano Esposito

We show that any positive, continuous, and bounded function can be realised as the diffusion coefficient of an evolution equation associated with a gradient interacting particle system. The proof relies on the construction of an appropriate…

概率论 · 数学 2026-01-26 Gabriel S. Nahum

This study leverages the basic insight that the gradient-flow equation associated with the relative Boltzmann entropy, in relation to a Gaussian reference measure within the Hellinger-Kantorovich (HK) geometry, preserves the class of…

偏微分方程分析 · 数学 2025-04-30 Matthias Liero , Alexander Mielke , Oliver Tse , Jia-Jie Zhu

Many applications in machine learning involve data represented as probability distributions. The emergence of such data requires radically novel techniques to design tractable gradient flows on probability distributions over this type of…

机器学习 · 计算机科学 2025-06-10 Clément Bonet , Christophe Vauthier , Anna Korba

In this note we continue the analysis of metric measure space with variable ricci curvature bounds. First, we study $(\kappa,N)$-convex functions on metric spaces where $\kappa$ is a lower semi-continuous function, and gradient flow curves…

度量几何 · 数学 2015-11-10 Christian Ketterer

This article develops mathematical formalisms and provides numerical methods for studying the evolution of measures in nonsmooth dynamical systems using the continuity equation. The nonsmooth dynamical system is described by an evolution…

最优化与控制 · 数学 2025-06-24 Saroj Prasad Chhatoi , Aneel Tanwani , Didier Henrion

In the previous papers (Kui\'{c} et al. in Found Phys 42:319-339, 2012; Kui\'{c} in arXiv:1506.02622, 2015), it was demonstrated that applying the principle of maximum information entropy by maximizing the conditional information entropy,…

统计力学 · 物理学 2016-06-14 Domagoj Kuic

We introduce dynamic and static formulations that formally extend unbalanced optimal transport from the space of positive densities to the space of Riemannian metrics. The first construction is based on a dynamic variational formulation in…

微分几何 · 数学 2026-05-27 Martin Bauer , Peter W. Michor , François-Xavier Vialard

In this paper, we explore the emergence of the Wigner entropy production rate in the stationary state of a two-mode Gaussian system. The interacting modes dissipate into different local thermal baths. Also, one of the bosonic modes evolves…

量子物理 · 物理学 2022-05-23 Sareh Shahidani , Morteza Rafiee

This paper develops a rigorous probabilistic framework that extends denoising diffusion models to the setting of noncommutative random variables. Building on Voiculescu's theory of free entropy and free Fisher information, we formulate…

概率论 · 数学 2025-11-04 Swagatam Das

The Onsager linear relations between macroscopic flows and thermodynamics forces are derived from the point of view of large deviation theory. For a given set of macroscopic variables, we consider the short-time evolution of…

统计力学 · 物理学 2021-04-28 Brian R. La Cour , William C. Schieve

We generalize Gaspard's method for computing the \epsilon-entropy production rate in Hamiltonian systems to dissipative systems with attractors considered earlier by T\'el, Vollmer, and Breymann. This approach leads to a natural definition…

chao-dyn · 物理学 2015-06-24 T. Gilbert , J. R. Dorfman

We show that the principle of maximum entropy, a variational method appearing in statistical inference, statistical physics, and the analysis of stochastic dynamical systems, admits a geometric description from gauge theory. Using the…

数学物理 · 物理学 2023-01-05 Dalton A R Sakthivadivel

Two geometrical structures have been extensively studied for a manifold of probability distributions. One is based on the Fisher information metric, which is invariant under reversible transformations of random variables, while the other is…

最优化与控制 · 数学 2017-10-02 Shun-ichi Amari , Ryo Karakida , Masafumi Oizumi

We revisit the variational characterization of diffusion as entropic gradient flux and provide for it a probabilistic interpretation based on stochastic calculus. It was shown by Jordan, Kinderlehrer, and Otto that, for diffusions of…

概率论 · 数学 2020-03-24 Ioannis Karatzas , Walter Schachermayer , Bertram Tschiderer

The $E$-optimality criterion for a regression model maximizes the smallest eigenvalue of the information matrix and becomes non-differentiable when this eigenvalue has multiplicity greater than one. Working in the $2$-Wasserstein space, we…

最优化与控制 · 数学 2026-04-17 Jieling Shi , Kim-Chuan Toh , Xin T. Tong , Weng Kee Wong

This paper develops the so-called Weighted Energy-Dissipation (WED) variational approach for the analysis of gradient flows in metric spaces. This focuses on the minimization of the parameter-dependent global-in-time functional of…

偏微分方程分析 · 数学 2018-01-17 Riccarda Rossi , Giuseppe Savaré , Antonio Segatti , Ulisse Stefanelli

We give a comprehensive description of Wasserstein gradient flows of maximum mean discrepancy (MMD) functionals $\mathcal F_\nu := \text{MMD}_K^2(\cdot, \nu)$ towards given target measures $\nu$ on the real line, where we focus on the…

偏微分方程分析 · 数学 2025-12-05 Richard Duong , Viktor Stein , Robert Beinert , Johannes Hertrich , Gabriele Steidl

We study entropy production and fluctuation relations in the restricted solid-on-solid growth model, which is a microscopic realization of the KPZ equation. Solving the one dimensional model exactly on a particular line of the phase diagram…

统计力学 · 物理学 2010-10-08 A C Barato , R Chetrite , H Hinrichsen , D Mukamel

What is the optimal way to approximate a high-dimensional diffusion process by one in which the coordinates are independent? This paper presents a construction, called the \emph{independent projection}, which is optimal for two natural…

概率论 · 数学 2024-10-10 Daniel Lacker