Coarse-grained distributions and superstatistics

We show an interesting connexion between the coarse-grained distribution function arising in the theory of violent relaxation for collisionless stellar systems (Lynden-Bell 1967) and the notion of superstatistics introduced recently by Beck & Cohen (2003). We also discuss the analogies and differences between the statistical equilibrium state of a multi-components self-gravitating system and the metaequilibrium state of a collisionless stellar system. Finally, we stress the important distinction between mixing entropies, generalized entropies, H-functions, generalized mixing entropies and relative entropies

On the average uncertainty for systems with nonlinear coupling

The increased uncertainty and complexity of nonlinear systems have motivated investigators to consider generalized approaches to defining an entropy function. New insights are achieved by defining the average uncertainty in the probability domain as a transformation of entropy functions. The Shannon entropy when transformed to the probability domain is the weighted geometric mean of the probabilities. For the exponential and Gaussian distributions, we show that the weighted geometric mean of the distribution is equal to the density of the distribution at the location plus the scale, i.e. at the width of the distribution. The average uncertainty is generalized via the weighted generalized mean, in which the moment is a function of the nonlinear source. Both the Renyi and Tsallis entropies transform to this definition of the generalized average uncertainty in the probability domain. For the generalized Pareto and Student's t-distributions, which are the maximum entropy distributions for these generalized entropies, the appropriate weighted generalized mean also equals the density of the distribution at the location plus scale. A coupled entropy function is proposed, which is equal to the normalized Tsallis entropy divided by one plus the coupling.Comment: 24 pages, including 4 figures and 1 tabl

Generalized isotropic Lipkin-Meshkov-Glick models: ground state entanglement and quantum entropies

We introduce a new class of generalized isotropic Lipkin-Meshkov-Glick models with su$(m+1)$ spin and long-range non-constant interactions, whose non-degenerate ground state is a Dicke state of su$(m+1)$ type. We evaluate in closed form the reduced density matrix of a block of $L$ spins when the whole system is in its ground state, and study the corresponding von Neumann and R\'enyi entanglement entropies in the thermodynamic limit. We show that both of these entropies scale as $a\log L$ when $L$ tends to infinity, where the coefficient $a$ is equal to $(m-k)/2$ in the ground state phase with $k$ vanishing su$(m+1)$ magnon densities. In particular, our results show that none of these generalized Lipkin-Meshkov-Glick models are critical, since when $L\to\infty$ their R\'enyi entropy $R_q$ becomes independent of the parameter $q$. We have also computed the Tsallis entanglement entropy of the ground state of these generalized su$(m+1)$ Lipkin-Meshkov-Glick models, finding that it can be made extensive by an appropriate choice of its parameter only when $m-k\ge3$. Finally, in the su$(3)$ case we construct in detail the phase diagram of the ground state in parameter space, showing that it is determined in a simple way by the weights of the fundamental representation of su$(3)$. This is also true in the su$(m+1)$ case; for instance, we prove that the region for which all the magnon densities are non-vanishing is an $(m+1)$-simplex in $\mathbf R^m$ whose vertices are the weights of the fundamental representation of su$(m+1)$.Comment: Typeset with LaTeX, 32 pages, 3 figures. Final version with corrections and additional reference

Generalized thermodynamics and Fokker-Planck equations. Applications to stellar dynamics, two-dimensional turbulence and Jupiter's great red spot

We introduce a new set of generalized Fokker-Planck equations that conserve energy and mass and increase a generalized entropy until a maximum entropy state is reached. The concept of generalized entropies is rigorously justified for continuous Hamiltonian systems undergoing violent relaxation. Tsallis entropies are just a special case of this generalized thermodynamics. Application of these results to stellar dynamics, vortex dynamics and Jupiter's great red spot are proposed. Our prime result is a novel relaxation equation that should offer an easily implementable parametrization of geophysical turbulence. This relaxation equation depends on a single key parameter related to the skewness of the fine-grained vorticity distribution. Usual parametrizations (including a single turbulent viscosity) correspond to the infinite temperature limit of our model. They forget a fundamental systematic drift that acts against diffusion as in Brownian theory. Our generalized Fokker-Planck equations may have applications in other fields of physics such as chemotaxis for bacterial populations. We propose the idea of a classification of generalized entropies in classes of equivalence and provide an aesthetic connexion between topics (vortices, stars, bacteries,...) which were previously disconnected.Comment: Submitted to Phys. Rev.

Fractal geometry, information growth and nonextensive thermodynamics

This is a study of the information evolution of complex systems by geometrical consideration. We look at chaotic systems evolving in fractal phase space. The entropy change in time due to the fractal geometry is assimilated to the information growth through the scale refinement. Due to the incompleteness of the state number counting at any scale on fractal support, the incomplete normalization $\sum_ip_i^q=1$ is applied throughout the paper, where $q$ is the fractal dimension divided by the dimension of the smooth Euclidean space in which the fractal structure of the phase space is embedded. It is shown that the information growth is nonadditive and is proportional to the trace-form $\sum_ip_i-\sum_ip_i^q$ which can be connected to several nonadditive entropies. This information growth can be extremized to give power law distributions for these non-equilibrium systems. It can also be used for the study of the thermodynamics derived from Tsallis entropy for nonadditive systems which contain subsystems each having its own $q$. It is argued that, within this thermodynamics, the Stefan-Boltzmann law of blackbody radiation can be preserved.Comment: Final version, 10 pages, no figures, Invited talk at the international conference NEXT2003, 21-28 september 2003, Villasimius (Cagliari), Ital

A note on bounded entropies

The aim of the paper is to study the link between non additivity of some entropies and their boundedness. We propose an axiomatic construction of the entropy relying on the fact that entropy belongs to a group isomorphic to the usual additive group. This allows to show that the entropies that are additive with respect to the addition of the group for independent random variables are nonlinear transforms of the R\'enyi entropies, including the particular case of the Shannon entropy. As a particular example, we study as a group a bounded interval in which the addition is a generalization of the addition of velocities in special relativity. We show that Tsallis-Havrda-Charvat entropy is included in the family of entropies we define. Finally, a link is made between the approach developed in the paper and the theory of deformed logarithms.Comment: 10 pages, 1 figur

Group entropies, correlation laws and zeta functions

The notion of group entropy is proposed. It enables to unify and generalize many different definitions of entropy known in the literature, as those of Boltzmann-Gibbs, Tsallis, Abe and Kaniadakis. Other new entropic functionals are presented, related to nontrivial correlation laws characterizing universality classes of systems out of equilibrium, when the dynamics is weakly chaotic. The associated thermostatistics are discussed. The mathematical structure underlying our construction is that of formal group theory, which provides the general structure of the correlations among particles and dictates the associated entropic functionals. As an example of application, the role of group entropies in information theory is illustrated and generalizations of the Kullback-Leibler divergence are proposed. A new connection between statistical mechanics and zeta functions is established. In particular, Tsallis entropy is related to the classical Riemann zeta function.Comment: to appear in Physical Review

New Class of Generalized Extensive Entropies for Studying Dynamical Systems in Highly Anisotropic Phase Space

Starting from the geometrical interpretation of the R\'enyi entropy, we introduce further extensive generalizations and study their properties. In particular, we found the probability distribution function obtained by the MaxEnt principle with generalized entropies. We prove that for a large class of dynamical systems subject to random perturbations, including particle transport in random media, these entropies play the role of Liapunov functionals. Some physical examples, which can be treated by the generalized R\'enyi entropies are also illustrated.Comment: 13 pages, 0 figure

Generalized entropies and logarithms and their duality relations

For statistical systems that violate one of the four Shannon-Khinchin axioms, entropy takes a more general form than the Boltzmann-Gibbs entropy. The framework of superstatistics allows one to formulate a maximum entropy principle with these generalized entropies, making them useful for understanding distribution functions of non-Markovian or non-ergodic complex systems. For such systems where the composability axiom is violated there exist only two ways to implement the maximum entropy principle, one using escort probabilities, the other not. The two ways are connected through a duality. Here we show that this duality fixes a unique escort probability, which allows us to derive a complete theory of the generalized logarithms that naturally arise from the violation of this axiom. We then show how the functional forms of these generalized logarithms are related to the asymptotic scaling behavior of the entropy.Comment: 4 pages, 1 page supporting informatio

A survey of uncertainty principles and some signal processing applications

The goal of this paper is to review the main trends in the domain of uncertainty principles and localization, emphasize their mutual connections and investigate practical consequences. The discussion is strongly oriented towards, and motivated by signal processing problems, from which significant advances have been made recently. Relations with sparse approximation and coding problems are emphasized