No Arabic abstract
We present a comprehensive investigation of $epsilon$-entropy, $h(epsilon)$, in dynamical systems, stochastic processes and turbulence. Particular emphasis is devoted on a recently proposed approach to the calculation of the $epsilon$-entropy based on the exit-time statistics. The advantages of this method are demonstrated in examples of deterministic diffusive maps, intermittent maps, stochastic self-affine and multi-affine signals and experimental turbulent data. Concerning turbulence, the multifractal formalism applied to the exit time statistics allows us to predict that $h(epsilon)sim epsilon^{-3}$ for velocity time measurement. This power law is independent of the presence of intermittency and has been confirmed by the experimental data analysis. Moreover, we show that the $epsilon$-entropy density of a 3-dimensional velocity field is affected by the correlations induced by the sweeping of large scales.
In this paper we focus our attention on a particle that follows a unidirectional quantum walk, an alternative version of the nowadays widespread discrete-time quantum walk on a line. Here the walker at each time step can either remain in place or move in a fixed direction, e.g., rightward or upward. While both formulations are essentially equivalent, the present approach leads to consider Discrete Fourier Transforms, which eventually results in obtaining explicit expressions for the wave functions in terms of finite sums, and allows the use of efficient algorithms based on the Fast Fourier Transform. The wave functions here obtained govern the probability of finding the particle at any given location, but determine as well the exit-time probability of the walker from a fixed interval, which is also analyzed.
Methods are presented to evaluate the entropy production rate in stochastic reactive systems. These methods are shown to be consistent with known results from nonequilibrium chemical thermodynamics. Moreover, it is proved that the time average of the entropy production rate can be decomposed into the contributions of the cycles obtained from the stoichiometric matrix in both stochastic processes and deterministic systems. These methods are applied to a complex reaction network constructed on the basis of Roesslers reinjection principle and featuring chemical chaos.
Providing efficient and accurate parametrizations for model reduction is a key goal in many areas of science and technology. Here we present a strong link between data-driven and theoretical approaches to achieving this goal. Formal perturbation expansions of the Koopman operator allow us to derive general stochastic parametrizations of weakly coupled dynamical systems. Such parametrizations yield a set of stochastic integro-differential equations with explicit noise and memory kernel formulas to describe the effects of unresolved variables. We show that the perturbation expansions involved need not be truncated when the coupling is additive. The unwieldy integro-differential equations can be recast as a simpler multilevel Markovian model, and we establish an intuitive connection with a generalized Langevin equation. This connection helps setting up a parallelism between the top-down, equations-based methodology herein and the well-established empirical model reduction (EMR) methodology that has been shown to provide efficient dynamical closures to partially observed systems. Hence, our findings support, on the one hand, the physical basis and robustness of the EMR methodology and, on the other hand, illustrate the practical relevance of the perturbative expansion used for deriving the parametrizations.
Consider a chaotic dynamical system generating Brownian motion-like diffusion. Consider a second, non-chaotic system in which all particles localize. Let a particle experience a random combination of both systems by sampling between them in time. What type of diffusion is exhibited by this {em random dynamical system}? We show that the resulting dynamics can generate anomalous diffusion, where in contrast to Brownian normal diffusion the mean square displacement of an ensemble of particles increases nonlinearly in time. Randomly mixing simple deterministic walks on the line we find anomalous dynamics characterised by ageing, weak ergodicity breaking, breaking of self-averaging and infinite invariant densities. This result holds for general types of noise and for perturbing nonlinear dynamics in bifurcation scenarios.
This paper presents an {it ab initio} derivation of the expression given by irreversible thermodynamics for the rate of entropy production for different classes of diffusive processes. The first class are Lorentz gases, where non-interacting particles move on a spatially periodic lattice, and collide elastically with fixed scatterers. The second class are periodic systems where $N$ particles interact with each other, and one of them is a tracer particle which diffuses among the cells of the lattice. We assume that, in either case, the dynamics of the system is deterministic and hyperbolic, with positive Lyapunov exponents. This work extends methods originally developed for a chaotic two-dimensional model of diffusion, the multi-baker map, to higher dimensional, continuous time dynamical systems appropriate for systems with one or more moving particles. Here we express the rate of entropy production in terms of hydrodynamic measures that are determined by the fractal properties of microscopic hydrodynamic modes that describe the slowest decay of the system to an equilibrium state.