Abstract
In this work, we investigate the relation between the concept of ‘information rate’, an information geometric method for measuring the speed of the time evolution of the statistical states of a stochastic process, and stochastic thermodynamics quantities like entropy rate and entropy production. Then, we propose the application of entropy rate and entropy production to different practical applications such as abrupt event detection, correlation analysis, and control engineering. Specifically, by utilising the Fokker-Planck equation of multi-variable linear stochastic processes described by Langevin equations, we calculate the exact value for information rate, entropy rate, and entropy production and derive various inequalities among them. Inspired by classical correlation coefficients and control techniques, we create entropic-informed correlation coefficients as abrupt event detection methods and information geometric cost functions as optimal thermodynamic control policies, respectively. The methods are analysed via the numerical simulations of common prototypical systems.
| Original language | English |
|---|---|
| Article number | 033204 |
| Number of pages | 34 |
| Journal | Journal of Statistical Mechanics: Theory and Experiment |
| Volume | 2023 |
| Issue number | 3 |
| DOIs | |
| Publication status | Published - 17 Mar 2023 |
Bibliographical note
This is the Accepted Manuscript version of an article accepted for publication in Journal of Statistical Mechanics: Theory and Experiment. IOP Publishing Ltd is not responsible for any errors or omissions in this version of the manuscript or any version derived from it. The Version of Record is available online at https://dx.doi.org/10.1088/1742-5468/acbc24Copyright © and Moral Rights are retained by the author(s) and/ or other copyright owners. A copy can be downloaded for personal non-commercial research or study, without prior permission or charge. This item cannot be reproduced or quoted extensively from without first obtaining permission in writing from the copyright holder(s). The content must not be changed in any way or sold commercially in any format or medium without the formal permission of the copyright holders.
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Keywords
- information geometry
- stochastic thermodynamics
- linear stochastic systems
ASJC Scopus subject areas
- Statistical and Nonlinear Physics
- Statistics and Probability
- Statistics, Probability and Uncertainty