We investigate the geometric structure of a non-equilibriump r o c e s sa n di t sg e o d e s i cs o l utions. By employing an exactly solvable model of a driven dissipative system (generalized nonautonomous Ornstein-Uhlenbeck process), we compute the time-dependent probability density functions (PDFs) and investigate the evolution of this system in a statistical metric space where the distance between two points (the so-called information length) quantifies the change in information along a trajectory of the PDFs. In this metric space, we find a geodesic for which the information propagates at constant speed, and demonstrate its utility as an optimal path to reduce the total time and total dissipated energy. In particular, through examples of physical realisations of such geodesic solutions satisfying boundary conditions, we present a novel resonance phenomenon in the geodesic solution and the discretization into cyclic geodesic solutions. Implications for controlling population growth are further discussed in a stochastic logistic model, where a periodic modulation of the diffusion coefficient and the deterministic force by a small amount is shown to have a significant controlling effect.
We investigate the time-evolution of a non-equilibrium system in view of the change in information and provide a novel mapping relation which quantifies the change in information far from equilibrium and the proximity of a nonequilibrium state to the attractor. Specifically, we utilize a nonlinear stochastic model where the stochastic noise plays the role of incoherent regulation of the dynamical variable x and analytically compute the rate of change in information (information velocity) from the time-dependent probability distribution function. From this, we quantify the total change in information in terms of information length and the associated action , where represents the distance that the system travels in the fluctuation-based, statistical metric space parameterized by time. As the initial probability density function's mean position (μ) is decreased from the final equilibrium value * m (the carrying capacity), and increase monotonically with interesting power-law mapping relations. In comparison, as μ is increased from , * m and increase slowly until they level off to a constant value. This manifests the proximity of the state to the attractor caused by a strong correlation for large μ through large fluctuations. Our proposed mapping relation provides a new way of understanding the progression of the complexity in non-equilibrium system in view of information change and the structure of underlying attractor.
It is often the case when studying complex dynamical systems that a statistical formulation can provide the greatest insight into the underlying dynamics. When discussing the behavior of such a system which is evolving in time, it is useful to have the notion of a metric between two given states. A popular measure of information change in a system under perturbation has been the relative entropy of the states, as this notion allows us to quantify the difference between states of a system at different times. In this paper, we investigate the relaxation problem given by a single and coupled Ornstein–Uhlenbeck (O-U) process and compare the information length with entropy-based metrics (relative entropy, Jensen divergence) as well as others. By measuring the total information length in the long time limit, we show that it is only the information length that preserves the linear geometry of the O-U process. In the coupled O-U process, the information length is shown to be capable of detecting changes in both components of the system even when other metrics would detect almost nothing in one of the components. We show in detail that the information length is sensitive to the evolution of subsystems.
With improved measurement and modelling technology, variability has emerged as an essential feature in non-equilibrium processes. While traditionally, mean values and variance have been heavily used, they are not appropriate in describing extreme events where a significant deviation from mean values often occurs. Furthermore, stationary Probability Density Functions (PDFs) miss crucial information about the dynamics associated with variability. It is thus critical to go beyond a traditional approach and deal with time-dependent PDFs. Here, we consider atmospheric data from the Whole Atmosphere Community Climate Model (WACCM) and calculate time-dependent PDFs and the information length from these PDFs, which is the total number of statistically different states that a system passes through in time. Time-dependent PDFs are shown to be non-Gaussian in general, and the information length calculated from these PDFs shed us a new perspective of understanding variabilities, correlation among different variables and regions.Specifically, we calculate time-dependent PDFs and information length and show that the information length tends to increase with the altitude albeit in a complex form. This tendency is more robust for flows/shears than temperature. Also, much similarity among flows and shears in the information length is found in comparison with the temperature. This means a stronger correlation among flows/shears because of a strong coupling through gravity waves in this particular WACCM model. We also find the increase of the information length with the latitude and interesting hemispheric asymmetry for flows/shears/temperature, a stronger anti-correlation (correlation) between flows/shears and temperature at a higher (low) latitude. These results also suggest the importance of high latitude/altitude in the information budge in the Earth's atmosphere, the spatial gradient of the information as a useful proxy for the transport of physical quantities.
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