相关论文: Variance sum rule: proofs and solvable models
Consider a massive (inert) particle impinged from above by N Brownian particles that are instantaneously reflected upon collision with the inert particle. The velocity of the inert particle increases due to the influence of an external…
We introduce numerical methods for simulating the diffusive motion of rigid bodies of arbitrary shape immersed in a viscous fluid. We parameterize the orientation of the bodies using normalized quaternions, which are numerically robust,…
We obtain strong moment invariance principles for normalized multiple iterated sums and integrals of the form $\mathbb{S}^{(\nu)}(t)=N^{-\nu/2}\sum_{0\leq k_1<...<k_\nu\leq Nt}\xi(k_1)\otimes\cdots\otimes\xi(k_\nu)$, $t\in[0,T]$ and…
For open systems described by the quantum master equation (QME), we investigate the excess entropy production under quasistatic operations between nonequilibrium steady states. The average entropy production is composed of the time integral…
Diffusion models have become emerging generative models. Their sampling process involves multiple steps, and in each step the models predict the noise from a noisy sample. When the models make prediction, the output deviates from the ground…
This paper presents a nonequilibrium thermodynamic model for the relaxation of a local, isolated system in nonequilibrium using the principle of steepest entropy ascent (SEA), which can be expressed as a variational principle in…
A nonequilibrium thermodynamic theory demonstrating an induction effect of a statistical nature is presented. We have shown that this thermodynamic induction can arise in a class of systems that have variable kinetic coefficients (VKC). In…
A sum rule is derived for elastic scattering of hadrons at high energies which is in good agreement with experimental data on $p\bar{p}$ available upto the maximum energy $\sqrt{s} = 2 TeV$. Physically, our sum rule reflects the way…
We investigate the stationary state of a model system evolving according to a modified focusing truncated nonlinear Schr\"odinger equation (NLSE) used to describe the envelope of Langmuir waves in a plasma. We restrict the system to have a…
Long Memory Stochastic volatility (LMSV) models capture two standardized features of financial data: the log-returns are uncorrelated, but their squares, or absolute values are (highly) dependent and they may have heavy tails. EGARCH and…
We consider a general Langevin dynamics for the one-dimensional N-particle Coulomb gas with confining potential $V$ at temperature $\beta$. These dynamics describe for $\beta=2$ the time evolution of the eigenvalues of $N\times N$ random…
Entropy, its production, and its change in a dynamical system can be understood from either a fully stochastic dynamic description or from a deterministic dynamics exhibiting chaotic behavior. By taking the former approach based on the…
The log-periodic equation for the entropy $S = - (k/a) \sum_{i=1}^{N} p_{i} \sin(a \ln p_{i})$, based on the forgotten Sharma-Taneja entropy measure, is studied for the first time with $N$ the total number of system states and $p_{i}$ the…
Rotating turbulent flows form a challenging test case for large-eddy simulation (LES). We, therefore, propose and validate a new subgrid-scale (SGS) model for such flows. The proposed SGS model consists of a dissipative eddy viscosity term…
Many complex dynamical phenomena can be effectively modeled by a system that switches among a set of conditionally linear dynamical modes. We consider two such models: the switching linear dynamical system (SLDS) and the switching vector…
We investigate a class of nonequilibrium media described by Langevin dynamics that satisfies the local detailed balance. For the effective dynamics of a probe immersed in the medium, we derive an inequality that bounds the violation of the…
We investigate the steady-state entropy production rate (EPR) in the Hydrodynamic Vicsek Model (HVM) and Diffusive Flocking Model (DFM). Both models display a transition from an isotropic gas to a polar liquid (flocking) phase, in addition…
The purpose of this paper is to examine the Lagrangian stochastic modeling of the fluid velocity seen by inertial particles in a nonhomogeneous turbulent flow. A new Langevin-type model, compatible with the transport equation of the drift…
A sum rule is an identity connecting the entropy of a measure with coefficients involved in the construction of its orthogonal polynomials (Jacobi coefficients). Our paper is an extension of Gamboa, Nagel and Rouault (2016), where we have…
Generative modeling within constrained sets is essential for scientific and engineering applications involving physical, geometric, or safety requirements (e.g., molecular generation, robotics). We present a unified framework for…