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Information Geometry of Spatially Periodic Stochastic Systems
Rainer Hollerbach1, Eun-Jin Kim2
1Department of Applied Mathematics, University of Leeds, Leeds LS2 9JT, UK.
Entropy (Basel, Switzerland)
|December 3, 2020
Summary
Deterministic forces impact stochastic processes. Information length (L ∞) reveals how initial conditions evolve, showing distinct behaviors near equilibrium and unstable points, with L ∞ reflecting the underlying force.
Area of Science:
- Statistical Physics
- Nonlinear Dynamics
- Information Geometry
Background:
- Stochastic processes are fundamental in modeling complex systems.
- Understanding the influence of external forces on these processes is crucial.
- Information geometry provides a framework to analyze the distinguishability of states.
Purpose of the Study:
- To investigate the effect of spatially periodic deterministic forces on stochastic process information geometry.
- To analyze the evolution of probability density functions (PDFs) under different force landscapes.
- To determine how information length (L ∞) serves as a diagnostic for underlying forces.
Main Methods:
- Numerical solution of the Fokker-Planck equation.
- Simulation of periodically repeated Gaussian initial conditions.
- Analysis of information length (L ∞) as a function of initial position and force parameters.
Main Results:
- Initial Gaussian peaks maintain shape near equilibrium (x=0) but broaden near unstable points (x=1).
- Information length (L ∞) is smaller for initial positions closer to the unstable point.
- The calculated L ∞ qualitatively mirrors the applied deterministic force, highlighting its diagnostic power.
Conclusions:
- The interplay between initial PDF and deterministic forces significantly shapes the evolution of stochastic processes.
- Information length (L ∞) effectively characterizes the underlying force landscape.
- This study demonstrates the utility of information geometry in understanding complex system dynamics.
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