No Arabic abstract
We give exact formulae for a wide family of complexity measures that capture the organization of hidden nonlinear processes. The spectral decomposition of operator-valued functions leads to closed-form expressions involving the full eigenvalue spectrum of the mixed-state presentation of a processs epsilon-machine causal-state dynamic. Measures include correlation functions, power spectra, past-future mutual information, transient and synchronization informations, and many others. As a result, a direct and complete analysis of intrinsic computation is now available for the temporal organization of finitary hidden Markov models and nonlinear dynamical systems with generating partitions and for the spatial organization in one-dimensional systems, including spin systems, cellular automata, and complex materials via chaotic crystallography.
An analytical treatment of a simple opinion model with contrarian behavior is presented. The focus is on the stationary dynamics of the model and in particular on the effect of inhomogeneities in the interaction topology on the stationary behavior. We start from a micro-level Markov chain description of the model. Markov chain aggregation is then used to derive a macro chain for the complete graph as well as a meso-level description for the two-community graph composed of two (weakly) coupled sub-communities. In both cases, a detailed understanding of the model behavior is possible using Markov chain tools. More importantly, however, this setting provides an analytical scenario to study the discrepancy between the homogeneous mixing case and the model on a slightly more complex topology. We show that memory effects are introduced at the macro level when we aggregate over agent attributes without sensitivity to the microscopic details and quantify these effects using concepts from information theory. In this way, the method facilitates the analysis of the relation between microscopic processes and a their aggregation to a macroscopic level of description and informs about the complexity of a system introduced by heterogeneous interaction relations.
We study self-organisation of collective motion as a thermodynamic phenomenon, in the context of the first law of thermodynamics. It is expected that the coherent ordered motion typically self-organises in the presence of changes in the (generalised) internal energy and of (generalised) work done on, or extracted from, the system. We aim to explicitly quantify changes in these two quantities in a system of simulated self-propelled particles, and contrast them with changes in the systems configuration entropy. In doing so, we adapt a thermodynamic formulation of the curvatures of the internal energy and the work, with respect to two parameters that control the particles alignment. This allows us to systematically investigate the behaviour of the system by varying the two control parameters to drive the system across a kinetic phase transition. Our results identify critical regimes and show that during the phase transition, where the configuration entropy of the system decreases, the rates of change of the work and of the internal energy also decrease, while their curvatures diverge. Importantly, the reduction of entropy achieved through expenditure of work is shown to peak at criticality. We relate this both to a thermodynamic efficiency and the significance of the increased order with respect to a computational path. Additionally, this study provides an information-geometric interpretation of the curvature of the internal energy as the difference between two curvatures: the curvature of the free entropy, captured by the Fisher information, and the curvature of the configuration entropy.
We determine the exact time-dependent non-idempotent one-particle reduced density matrix and its spectral decomposition for a harmonically confined two-particle correlated one-dimensional system when the interaction terms in the Schrodinger Hamiltonian are changed abruptly. Based on this matrix in coordinate space we derivea precise condition for the equivalence of the purity and the overlap-square of the correlated and non-correlated wave functions as the system evolves in time. This equivalence holds only if the interparticle interactions are affected, while the confinement terms are unaffected within the stability range of the system. Under this condition we also analyze various time-dependent measures of entanglement and demonstrate that, depending on the magnitude of the changes made in the Schrodinger Hamiltonian, periodic, logarithmically incresing or constant value behavior of the von Neumann entropy can occur.
Path-dependent stochastic processes are often non-ergodic and observables can no longer be computed within the ensemble picture. The resulting mathematical difficulties pose severe limits to the analytical understanding of path-dependent processes. Their statistics is typically non-multinomial in the sense that the multiplicities of the occurrence of states is not a multinomial factor. The maximum entropy principle is tightly related to multinomial processes, non-interacting systems, and to the ensemble picture; It loses its meaning for path-dependent processes. Here we show that an equivalent to the ensemble picture exists for path-dependent processes, such that the non-multinomial statistics of the underlying dynamical process, by construction, is captured correctly in a functional that plays the role of a relative entropy. We demonstrate this for self-reinforcing Polya urn processes, which explicitly generalise multinomial statistics. We demonstrate the adequacy of this constructive approach towards non-multinomial pendants of entropy by computing frequency and rank distributions of Polya urn processes. We show how microscopic update rules of a path-dependent process allow us to explicitly construct a non-multinomial entropy functional, that, when maximized, predicts the time-dependent distribution function.
The Fisher-Rao metric from Information Geometry is related to phase transition phenomena in classical statistical mechanics. Several studies propose to extend the use of Information Geometry to study more general phase transitions in complex systems. However, it is unclear whether the Fisher-Rao metric does indeed detect these more general transitions, especially in the absence of a statistical model. In this paper we study the transitions between patterns in the Gray-Scott reaction-diffusion model using Fisher information. We describe the system by a probability density function that represents the size distribution of blobs in the patterns and compute its Fisher information with respect to changing the two rate parameters of the underlying model. We estimate the distribution non-parametrically so that we do not assume any statistical model. The resulting Fisher map can be interpreted as a phase-map of the different patterns. Lines with high Fisher information can be considered as boundaries between regions of parameter space where patterns with similar characteristics appear. These lines of high Fisher information can be interpreted as phase transitions between complex patterns.