Non-Additive Entropic Forms and Evolution Equations for Continuous and Discrete Probabilities.

Increasing interest has been shown in the subject of non-additive entropic forms during recent years, which has essentially been due to their potential applications in the area of complex systems. Based on the fact that a given entropic form should depend only on a set of probabilities, its time evolution is directly related to the evolution of these probabilities. In the present work, we discuss some basic aspects related to non-additive entropies considering their time evolution in the cases of continuous and discrete probabilities, for which nonlinear forms of Fokker-Planck and master equations are considered, respectively. For continuous probabilities, we discuss an H-theorem, which is proven by connecting functionals that appear in a nonlinear Fokker-Planck equation with a general entropic form. This theorem ensures that the stationary-state solution of the Fokker-Planck equation coincides with the equilibrium solution that emerges from the extremization of the entropic form. At equilibrium, we show that a Carnot cycle holds for a general entropic form under standard thermodynamic requirements. In the case of discrete probabilities, we also prove an H-theorem considering the time evolution of probabilities described by a master equation. The stationary-state solution that comes from the master equation is shown to coincide with the equilibrium solution that emerges from the extremization of the entropic form. For this case, we also discuss how the third law of thermodynamics applies to equilibrium non-additive entropic forms in general. The physical consequences related to the fact that the equilibrium-state distributions, which are obtained from the corresponding evolution equations (for both continuous and discrete probabilities), coincide with those obtained from the extremization of the entropic form, the restrictions for the validity of a Carnot cycle, and an appropriate formulation of the third law of thermodynamics for general entropic forms are discussed.

A Wealth Distribution Agent Model Based on a Few Universal Assumptions.

We propose a new agent-based model for studying wealth distribution. We show that a model that links wealth to information (interaction and trade among agents) and to trade advantage is able to qualitatively reproduce real wealth distributions, as well as their evolution over time and equilibrium distributions. These distributions are shown in four scenarios, with two different taxation schemes where, in each scenario, only one of the taxation schemes is applied. In general, the evolving end state is one of extreme wealth concentration, which can be counteracted with an appropriate wealth-based tax. Taxation on annual income alone cannot prevent the evolution towards extreme wealth concentration.

Entropic form emergent from superstatistics.

The Beck-Cohen superstatistics became an important theory in the scenario of complex systems because it generates distributions representing regions of a nonequilibrium system, characterized by different temperatures T≡ß^{-1}, leading to a probability distribution f(ß). In superstatistics, some classes have been most frequently considered for f(ß), like χ^{2}, χ^{2} inverse, and log-normal ones. Herein we investigate the superstatistics resulting from a χ_{η}^{2} distribution through a modification of the usual χ^{2} by introducing a real index η (0<η≤1). In this way, one covers two common and relevant distributions as particular cases, proportional to the q-exponential (e_{q}^{-ßx}=[1-(1-q)ßx]^{1/1-q}) and the stretched exponential (e^{-(ßx)^{η}}). Furthermore, an associated generalized entropic form is found. Since these two particular-case distributions have been frequently found in the literature, we expect that the present results should be applicable to a wide range of classes of complex systems.

Helstrom Bound for Squeezed Coherent States in Binary Communication.

In quantum information processing, using a receiver device to differentiate between two non-orthogonal states leads to a quantum error probability. The minimum possible error is known as the Helstrom bound. In this work, we study the conditions for state discrimination using an alphabet of squeezed coherent states and compare them with conditions using the Glauber-Sudarshan, i.e., standard, coherent states.

External Stimuli on Neural Networks: Analytical and Numerical Approaches.

Based on the behavior of living beings, which react mostly to external stimuli, we introduce a neural-network model that uses external patterns as a fundamental tool for the process of recognition. In this proposal, external stimuli appear as an additional field, and basins of attraction, representing memories, arise in accordance with this new field. This is in contrast to the more-common attractor neural networks, where memories are attractors inside well-defined basins of attraction. We show that this procedure considerably increases the storage capabilities of the neural network; this property is illustrated by the standard Hopfield model, which reveals that the recognition capacity of our model may be enlarged, typically, by a factor 102. The primary challenge here consists in calibrating the influence of the external stimulus, in order to attenuate the noise generated by memories that are not correlated with the external pattern. The system is analyzed primarily through numerical simulations. However, since there is the possibility of performing analytical calculations for the Hopfield model, the agreement between these two approaches can be tested-matching results are indicated in some cases. We also show that the present proposal exhibits a crucial attribute of living beings, which concerns their ability to react promptly to changes in the external environment. Additionally, we illustrate that this new approach may significantly enlarge the recognition capacity of neural networks in various situations; with correlated and non-correlated memories, as well as diluted, symmetric, or asymmetric interactions (synapses). This demonstrates that it can be implemented easily on a wide diversity of models.

A discrete-time-evolution model to forecast progress of Covid-19 outbreak.

Here we present a discrete-time-evolution model with one day interval to forecast the propagation of Covid-19. The proposed model can be easily implemented with daily updated data sets of the pandemic publicly available by distinct online sources. It has only two adjustable parameters and it predicts the evolution of the total number of infected people in a country for the next 14 days if parameters do not change during the analyzed period. The model incorporates the main aspects of the disease such as the fact that there are asymptomatic and symptomatic phases (both capable of propagating the virus), and that these phases take almost two weeks before the infected person status evolves to the next (asymptomatic becomes symptomatic or symptomatic becomes either recovered or dead). A striking advantage of the model for its implementation by the health sector is that it gives directly the number of total infected people in each day (in thousands, tens of thousands or hundred of thousands). Here, the model is tested with data from Brazil, UK and South Korea, presenting low error rates on the prediction of the evolution of the disease in all analyzed countries. We hope this model may be a useful tool to estimate the propagation of the disease.

Equilibrium States in Two-Temperature Systems.

Systems characterized by more than one temperature usually appear in nonequilibrium statistical mechanics. In some cases, e.g., glasses, there is a temperature at which fast variables become thermalized, and another case associated with modes that evolve towards an equilibrium state in a very slow way. Recently, it was shown that a system of vortices interacting repulsively, considered as an appropriate model for type-II superconductors, presents an equilibrium state characterized by two temperatures. The main novelty concerns the fact that apart from the usual temperature T, related to fluctuations in particle velocities, an additional temperature θ was introduced, associated with fluctuations in particle positions. Since they present physically distinct characteristics, the system may reach an equilibrium state, characterized by finite and different values of these temperatures. In the application of type-II superconductors, it was shown that θ ≫ T , so that thermal effects could be neglected, leading to a consistent thermodynamic framework based solely on the temperature θ . In the present work, a more general situation, concerning a system characterized by two distinct temperatures θ 1 and θ 2 , which may be of the same order of magnitude, is discussed. These temperatures appear as coefficients of different diffusion contributions of a nonlinear Fokker-Planck equation. An H-theorem is proven, relating such a Fokker-Planck equation to a sum of two entropic forms, each of them associated with a given diffusion term; as a consequence, the corresponding stationary state may be considered as an equilibrium state, characterized by two temperatures. One of the conditions for such a state to occur is that the different temperature parameters, θ 1 and θ 2 , should be thermodynamically conjugated to distinct entropic forms, S 1 and S 2 , respectively. A functional Λ [ P ] ≡ Λ ( S 1 [ P ] , S 2 [ P ] ) is introduced, which presents properties characteristic of an entropic form; moreover, a thermodynamically conjugated temperature parameter γ ( θ 1 , θ 2 ) can be consistently defined, so that an alternative physical description is proposed in terms of these pairs of variables. The physical consequences, and particularly, the fact that the equilibrium-state distribution, obtained from the Fokker-Planck equation, should coincide with the one from entropy extremization, are discussed.

Associating an Entropy with Power-Law Frequency of Events.

Events occurring with a frequency described by power laws, within a certain range of validity, are very common in natural systems. In many of them, it is possible to associate an energy spectrum and one can show that these types of phenomena are intimately related to Tsallis entropy S q . The relevant parameters become: (i) The entropic index q, which is directly related to the power of the corresponding distribution; (ii) The ground-state energy ε 0 , in terms of which all energies are rescaled. One verifies that the corresponding processes take place at a temperature T q with k T q ∝ ε 0 (i.e., isothermal processes, for a given q), in analogy with those in the class of self-organized criticality, which are known to occur at fixed temperatures. Typical examples are analyzed, like earthquakes, avalanches, and forest fires, and in some of them, the entropic index q and value of T q are estimated. The knowledge of the associated entropic form opens the possibility for a deeper understanding of such phenomena, particularly by using information theory and optimization procedures.

H theorem for generalized entropic forms within a master-equation framework.

The H theorem is proven for generalized entropic forms, in the case of a discrete set of states. The associated probability distributions evolve in time according to a master equation, for which the corresponding transition rates depend on these entropic forms. An important equation describing the time evolution of the transition rates and probabilities in such a way as to drive the system towards an equilibrium state is found. In the particular case of Boltzmann-Gibbs entropy, it is shown that this equation is satisfied in the microcanonical ensemble only for symmetric probability transition rates, characterizing a single path to the equilibrium state. This equation fulfils the proof of the H theorem for generalized entropic forms, associated with systems characterized by complex dynamics, e.g., presenting nonsymmetric probability transition rates and more than one path towards the same equilibrium state. Some examples considering generalized entropies of the literature are discussed, showing that they should be applicable to a wide range of natural phenomena, mainly those within the realm of complex systems.

Consistent thermodynamic framework for interacting particles by neglecting thermal noise.

An effective temperature θ, conjugated to a generalized entropy s(q), was introduced recently for a system of interacting particles. Since θ presents values much higher than those of typical room temperatures T≪θ, the thermal noise can be neglected (T/θ≃0) in these systems. Moreover, the consistency of this definition, as well as of a form analogous to the first law of thermodynamics, du=θds(q)+δW, were verified lately by means of a Carnot cycle, whose efficiency was shown to present the usual form, η=1-(θ(2)/θ(1)). Herein we explore further the heat contribution δQ=θds(q) by proposing a way for a heat exchange between two such systems, as well as its associated thermal equilibrium. As a consequence, the zeroth principle is also established. Moreover, we consolidate the first-law proposal by following the usual procedure for obtaining different potentials, i.e., applying Legendre transformations for distinct pairs of independent variables. From these potentials we derive the equation of state, Maxwell relations, and define response functions. All results presented are shown to be consistent with those of standard thermodynamics for T>0.

Carnot cycle for interacting particles in the absence of thermal noise.

A thermodynamic formalism is developed for a system of interacting particles under overdamped motion, which has been recently analyzed within the framework of nonextensive statistical mechanics. It amounts to expressing the interaction energy of the system in terms of a temperature θ, conjugated to a generalized entropy s(q), with q = 2. Since θ assumes much higher values than those of typical room temperatures T ≪ θ, the thermal noise can be neglected for this system (T/θ ≃ 0). This framework is now extended by the introduction of a work term δW which, together with the formerly defined heat contribution (δ Q = θ ds(q)), allows for the statement of a proper energy conservation law that is analogous to the first law of thermodynamics. These definitions lead to the derivation of an equation of state and to the characterization of s(q) adiabatic and θ isothermic transformations. On this basis, a Carnot cycle is constructed, whose efficiency is shown to be η = 1-(θ(2)/θ(1)), where θ(1) and θ(2) are the effective temperatures of the two isothermic transformations, with θ(1)>θ(2). The results for a generalized thermodynamic description of this system open the possibility for further physical consequences, like the realization of a thermal engine based on energy exchanges gauged by the temperature θ.

Comment on "Vortex distribution in a confining potential".

A system of interacting vortices is considered as an appropriate model for describing properties of type-II superconductors, and it has been shown lately to be deeply associated with nonextensive statistical mechanics. Herein we comment on a recent investigation of this model [M. Girotto, A. P. dos Santos, and Y. Levin, Phys. Rev. E 88, 032118 (2013)], which tried to contradict this assertion, based on a mean-field type of solution, compared with numerical-simulation data that correspond typically to a regime characterized by low concentrations of particles, as well as very high temperatures. It is shown that the physical situations analyzed differ significantly from those of a real superconducting phase. The analytical solution obtained from such a mean-field approximation shows a discrepancy with respect to the results of molecular-dynamics numerical simulations, which increases as the temperature is lowered towards the superconducting phase, as expected. We demonstrate that these results, when interpreted properly by means of an analytical solution within the framework of nonextensive statistical mechanics, present a remarkable agreement between molecular-dynamics simulations and theoretical results, for all temperatures, specially for those temperatures associated with the existence of type-II superconductivity.

Time evolution of interacting vortices under overdamped motion.

A system of interacting vortices under overdamped motion, which has been commonly used in the literature to model flux-front penetration in disordered type-II superconductors, was recently related to a nonlinear Fokker-Planck equation, characteristic of nonextensive statistical mechanics, through an analysis of its stationary state. Herein, this connection is extended by means of a thorough analysis of the time evolution of this system. Numerical data from molecular-dynamics simulations are presented for both position and velocity probability distributions P(x,t) and P(v(x),t), respectively; both distributions are well fitted by similar q-Gaussian distributions, with the same index q=0, for all times considered. Particularly, the evolution of the system occurs in such a way that P(x,t) presents a time behavior for its width, normalization, and second moment, in full agreement with the analytic solution of the nonlinear Fokker-Planck equation. The present results provide further evidence that this system is deeply associated with nonextensive statistical mechanics.

Effective-temperature concept: a physical application for nonextensive statistical mechanics.

The H-theorem [(df/dt) ≤ 0] for a free-energy functional, f = u-θs (with u and s representing, respectively, the internal energy and a generalized entropy of a given physical system), has been proven previously by making use of a nonlinear Fokker-Planck equation. Herein we focus on a nonlinear Fokker-Planck equation derived by means of a coarse-graining procedure on the equations of motion of a system of interacting vortices, under overdamped motion, in the absence of thermal noise (T = 0). In this case, we show that the parameter θ is directly related to the density as well as to the interactions among vortices. Generalized quantities such as entropy, internal energy, free energy, and heat capacity are analyzed for varying θ: important relations and physical behavior analogous to those of standard thermodynamics are found, showing that θ plays the role of an effective temperature. Estimates of θ in typical physical situations of different type-II superconductors are presented; in addition to this, possible experimental procedures for varying θ are proposed.

Minding impacting events in a model of stochastic variance.

We introduce a generalization of the well-known ARCH process, widely used for generating uncorrelated stochastic time series with long-term non-Gaussian distributions and long-lasting correlations in the (instantaneous) standard deviation exhibiting a clustering profile. Specifically, inspired by the fact that in a variety of systems impacting events are hardly forgot, we split the process into two different regimes: a first one for regular periods where the average volatility of the fluctuations within a certain period of time is below a certain threshold, , and another one when the local standard deviation outnumbers . In the former situation we use standard rules for heteroscedastic processes whereas in the latter case the system starts recalling past values that surpassed the threshold. Our results show that for appropriate parameter values the model is able to provide fat tailed probability density functions and strong persistence of the instantaneous variance characterized by large values of the Hurst exponent (H>0.8), which are ubiquitous features in complex systems.

Consequences of the H theorem from nonlinear Fokker-Planck equations.

A general type of nonlinear Fokker-Planck equation is derived directly from a master equation, by introducing generalized transition rates. The H theorem is demonstrated for systems that follow those classes of nonlinear Fokker-Planck equations, in the presence of an external potential. For that, a relation involving terms of Fokker-Planck equations and general entropic forms is proposed. It is shown that, at equilibrium, this relation is equivalent to the maximum-entropy principle. Families of Fokker-Planck equations may be related to a single type of entropy, and so, the correspondence between well-known entropic forms and their associated Fokker-Planck equations is explored. It is shown that the Boltzmann-Gibbs entropy, apart from its connection with the standard--linear Fokker-Planck equation--may be also related to a family of nonlinear Fokker-Planck equations.

Derivation of nonlinear Fokker-Planck equations by means of approximations to the master equation.

Nonlinear Fokker-Planck equations (FPEs) are derived as approximations to the master equation, in cases of transitions among both discrete and continuous sets of states. The nonlinear effects, introduced through the transition probabilities, are argued to be relevant for many real phenomena within the class of anomalous-diffusion problems. The nonlinear FPEs obtained appear to be more general than some previously proposed (on a purely phenomenological basis) ones. In spite of this, the same kind of solution applies, i.e., it is shown that the time-dependent Tsallis's probability distribution is a solution of both equations, obtained either from discrete or continuous sets of states, and that the corresponding stationary solution is, in the infinite-time limit, a stable solution.

Ground-state entropies of the Potts antiferromagnet on diamond hierarchical lattices.

The ground-state degeneracies of the q-state Potts antiferromagnet on general diamond hierarchical lattices are computed, for q> or =3, by means of two distinct methods. The first method, denominated the recursive approach, is based on exact recursion relations for the total number of ground states, leading to the exact ground-state entropy in the thermodynamic limit. The second method, called the factorization approach, consists in a simple approximation, where the total number of ground states is factorized as a product of the number of ground states at each hierarchy level. The factorization approach appears to be a poor approximation for small values of q, but its accuracy improves substantially as q increases, and it becomes exact in the limit q--> infinity. In spite of the fact that such a model presents no frustration, a residual entropy at zero temperature is found for all q> or =3. Similarly to what happens on Bravais lattices, the residual entropy approaches its maximum allowed value, ln q, as q increases.