MyJournals Home  

RSS FeedsEntropy, Vol. 24, Pages 1113: Monte Carlo Simulation of Stochastic Differential Equation to Study Information Geometry (Entropy)

 
 

12 august 2022 13:10:18

 
Entropy, Vol. 24, Pages 1113: Monte Carlo Simulation of Stochastic Differential Equation to Study Information Geometry (Entropy)
 


Information Geometry is a useful tool to study and compare the solutions of a Stochastic Differential Equations (SDEs) for non-equilibrium systems. As an alternative method to solving the Fokker–Planck equation, we propose a new method to calculate time-dependent probability density functions (PDFs) and to study Information Geometry using Monte Carlo (MC) simulation of SDEs. Specifically, we develop a new MC SDE method to overcome the challenges in calculating a time-dependent PDF and information geometric diagnostics and to speed up simulations by utilizing GPU computing. Using MC SDE simulations, we reproduce Information Geometric scaling relations found from the Fokker–Planck method for the case of a stochastic process with linear and cubic damping terms. We showcase the advantage of MC SDE simulation over FPE solvers by calculating unequal time joint PDFs. For the linear process with a linear damping force, joint PDF is found to be a Gaussian. In contrast, for the cubic process with a cubic damping force, joint PDF exhibits a bimodal structure, even in a stationary state. This suggests a finite memory time induced by a nonlinear force. Furthermore, several power-law scalings in the characteristics of bimodal PDFs are identified and investigated.


 
108 viewsCategory: Informatics, Physics
 
Entropy, Vol. 24, Pages 1111: An Improved Temporal Fusion Transformers Model for Predicting Supply Air Temperature in High-Speed Railway Carriages (Entropy)
Entropy, Vol. 24, Pages 1112: Dynamic Parameter Calibration Framework for Opinion Dynamics Models (Entropy)
 
 
blog comments powered by Disqus


MyJournals.org
The latest issues of all your favorite science journals on one page

Username:
Password:

Register | Retrieve

Search:

Physics


Copyright © 2008 - 2024 Indigonet Services B.V.. Contact: Tim Hulsen. Read here our privacy notice.
Other websites of Indigonet Services B.V.: Nieuws Vacatures News Tweets Nachrichten