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We study properties of the (generalized) Dickman distribution with two parameters and the stationary solution of the Ornstein-Uhlenbeck stochastic differential equation driven by a Poisson process. In particular, we show that the marginal…

Although an intimate relation between entropy and diffusion has been advocated for many years and even seems to have been verified in theory and experiments, a quantitatively reliable study, and any derivation of an algebraic relation…

统计力学 · 物理学 2020-07-22 Subhajit Acharya , Biman Bagchi

We introduce the violation fraction $\upsilon$ as the cumulative fraction of time that a mesoscopic system spends consuming entropy at a single trajectory in phase space. We show that the fluctuations of this quantity are described in terms…

统计力学 · 物理学 2014-05-19 Reinaldo García-García , Daniel Domínguez

The theory of integrable systems of Hamiltonian PDEs and their near-integrable deformations is used to study evolution equations resulting from vertical-averages of the Euler system for two-layer stratified flows in an infinite 2D channel.…

数学物理 · 物理学 2015-12-24 R. Camassa , G. Falqui , G. Ortenzi

The $q$-Ornstein-Uhlenbeck processes, $q\in(-1,1)$, are a family of stationary Markov processes that converge weakly to the standard Ornstein-Uhlenbeck process as $q$ tends to 1. It has been noticed recently that in terms of path…

概率论 · 数学 2017-10-27 Yizao Wang

This paper deals with U-statistics of Poisson processes and multiple Wiener-It\^o integrals on the Poisson space. Via sharp bounds on the cumulants for both classes of random variables, moderate deviation principles, concentration…

概率论 · 数学 2023-04-13 Matthias Schulte , Christoph Thaele

Entropic force has been drawing the attention of theoretical physicists following E. Verlinde's work in 2011 to derive Newton's second law and Einstein's field equations of general relativity. In this paper, we extend the idea of entropic…

量子物理 · 物理学 2024-12-03 Jayarshi Bhattacharya , Gautam Gangopadhyay , Sunandan Gangopadhyay

Barrier crossing is a widespread phenomenon across natural and engineering systems. While an abundant cross-disciplinary literature on the topic has emerged over the years, the stochastic underpinnings of the process are yet to be linked…

统计力学 · 物理学 2024-12-19 Toby Kay , Luca Giuggioli

We obtain hydrodynamic descriptions of a broad class of conserved-mass transport processes on a ring. These processes are governed by chipping, diffusion and coalescence of masses, where microscopic probability weights in their…

统计力学 · 物理学 2017-07-06 Arghya Das , Anupam Kundu , Punyabrata Pradhan

We derive entropic Bell inequalities from considering entropy Venn diagrams. These entropic inequalities, akin to the Braunstein-Caves inequalities, are violated for a quantum mechanical Einstein-Podolsky-Rosen pair, which implies that the…

量子物理 · 物理学 2009-10-30 N. J. Cerf , C. Adami

Entropy production in stochastic mechanical systems is examined here with strict bounds on its rate. Stochastic mechanical systems include pure diffusions in Euclidean space or on Lie groups, as well as systems evolving on phase space for…

数学物理 · 物理学 2022-01-12 Gregory S. Chirikjian

By working in the small persistence time limit, we determine the steady-state distribution of an Active Ornstein Uhlenbeck Particle (AOUP) experiencing, in addition to self-propulsion, a Gaussian white noise modelling a bath at temperature…

统计力学 · 物理学 2021-05-26 David Martin , Thibaut Arnoulx de Pirey

It is well known that path probabilities of Brownian motion correspond to the equilibrium configurational probabilities of flexible Gaussian polymers, while those of active Brownian motion correspond to in-extensible semiflexible polymers.…

统计力学 · 物理学 2020-12-14 Amir Shee , Abhishek Dhar , Debasish Chaudhuri

By making use of a recently proposed framework for the inference of thermodynamic irreversibility in bosonic quantum systems, we experimentally measure and characterize the entropy production rates in the non-equilibrium steady state of two…

In this paper, we investigate the pointwise space-time behavior of two-phase fluid model derived by Choi \cite{Choi} [SIAM J. Math. Anal., 48(2016), pp. 3090-3122], which is the compressible damped Euler equations coupled with compressible…

偏微分方程分析 · 数学 2021-11-04 Zhigang Wu , Wenyue Zhou

We carry out a numerical study of the bi-partite entanglement entropy in the gapped regime of two paradigmatic quantum spin chain models: the Ising chain in an external magnetic field and the anti-ferromagnetic XXZ model. The universal…

高能物理 - 理论 · 物理学 2013-10-30 Emanuele Levi , Olalla A. Castro-Alvaredo , Benjamin Doyon

We introduce an extension of the M/M/1 queueing process with a spatial structure and excluded- volume effect. The rule of particle hopping is the same as for the totally asymmetric simple exclusion process (TASEP). A stationary-state…

统计力学 · 物理学 2014-09-18 Chikashi Arita

Interpolation inequalities play an essential role in Analysis with fundamental consequences in Mathematical Physics, Nonlinear Partial Differential Equations (PDEs), Markov Processes, etc., and have a wide range of applications in various…

偏微分方程分析 · 数学 2021-10-19 Jean Dolbeault

In ordinary statistical mechanics the Boltzmann-Shannon entropy is related to the Maxwell-Bolzmann distribution $p_i$ by means of a twofold link. The first link is differential and is offered by the Jaynes Maximum Entropy Principle. The…

统计力学 · 物理学 2009-10-02 G. Kaniadakis

The paper is devoted to the properties of the entropy of the exponent-Wiener-integral fractional Gaussian process (EWIFG-process), that is a Wiener integral of the exponent with respect to fractional Brownian motion. Unlike fractional…

概率论 · 数学 2025-02-03 Iryna Bodnarchuk , Yuliya Mishura , Kostiantyn Ralchenko