Entropy functions for symmetric systems of conservation laws
It is shown that symmetric systems of conservation laws are equipped with a one-parameter family of entropy functions. A simple symmetrizability criterion is used.
Tadmor, E.↗
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A kinetic equation with kinetic entropy functions for scalar conservation laws
A nonlinear kinetic equation is constructed and proved to be well-adapted to describe general multidimensional scalar conservation laws. In particular, it is proved to be well-posed uniformly in epsilon - the microscopic scale. It is also shown that the proposed kinetic equation is equipped with a family of kinetic entropy functions - analogous to Boltzmann's microscopic H-function, such that they recover Krushkov-type entropy inequality on the macroscopic scale. Finally, it is proved by both - BV compactness arguments in the one-dimensional case, that the local density of kinetic particles admits a continuum limit, as it converges strongly with epsilon below 0 to the unique entropy solution of the corresponding conservation law.
Perthame, Benoit↗
Semi-discrete approximations to nonlinear systems of conservation laws; consistency and L(infinity)-stability imply convergence
A convergence theory for semi-discrete approximations to nonlinear systems of conservation laws is developed. It is shown, by a series of scalar counter-examples, that consistency with the conservation law alone does not guarantee convergence. Instead, a notion of consistency which takes into account both the conservation law and its augmenting entropy condition is introduced. In this context it is concluded that consistency and L(infinity)-stability guarantee for a relevant class of admissible entropy functions, that their entropy production rate belongs to a compact subset of H(loc)sup -1 (x,t). One can now use compensated compactness arguments in order to turn this conclusion into a convergence proof. The current state of the art for these arguments includes the scalar and a wide class of 2 x 2 systems of conservation laws. The general framework of the vanishing viscosity method is studied as an effective way to meet the consistency and L(infinity)-stability requirements. How this method is utilized to enforce consistency and stability for scalar conservation laws is shown. In this context we prove, under the appropriate assumptions, the convergence of finite difference approximations (e.g., the high resolution TVD and UNO methods), finite element approximations (e.g., the Streamline-Diffusion methods) and spectral and pseudospectral approximations (e.g., the Spectral Viscosity methods).
Tadmor, Eitan↗
Energy and maximum norm estimates for nonlinear conservation laws
We have devised a technique that makes it possible to obtain energy estimates for initial-boundary value problems for nonlinear conservation laws. The two major tools to achieve the energy estimates are a certain splitting of the flux vector derivative f(u)(sub x), and a structural hypothesis, referred to as a cone condition, on the flux vector f(u). These hypotheses are fulfilled for many equations that occur in practice, such as the Euler equations of gas dynamics. It should be noted that the energy estimates are obtained without any assumptions on the gradient of the solution u. The results extend to weak solutions that are obtained as point wise limits of vanishing viscosity solutions. As a byproduct we obtain explicit expressions for the entropy function and the entropy flux of symmetrizable systems of conservation laws. Under certain circumstances the proposed technique can be applied repeatedly so as to yield estimates in the maximum norm.
Olsson, Pelle↗
Wigner distribution function and entropy of the damped harmonic oscillator within the theory of the open quantum systems
The harmonic oscillator with dissipation is studied within the framework of the Lindblad theory for open quantum systems. By using the Wang-Uhlenbeck method, the Fokker-Planck equation, obtained from the master equation for the density operator, is solved for the Wigner distribution function, subject to either the Gaussian type or the delta-function type of initial conditions. The obtained Wigner functions are two-dimensional Gaussians with different widths. Then a closed expression for the density operator is extracted. The entropy of the system is subsequently calculated and its temporal behavior shows that this quantity relaxes to its equilibrium value.
Isar, Aurelian↗
The Generalization of Mutual Information as the Information between a Set of Variables: The Information Correlation Function Hierarchy and the Information Structure of Multi-Agent Systems
The topic of this paper is a hierarchy of information-like functions, here named the information correlation functions, where each function of the hierarchy may be thought of as the information between the variables it depends upon. The information correlation functions are particularly suited to the description of the emergence of complex behaviors due to many- body or many-agent processes. They are particularly well suited to the quantification of the decomposition of the information carried among a set of variables or agents, and its subsets. In more graphical language, they provide the information theoretic basis for understanding the synergistic and non-synergistic components of a system, and as such should serve as a forceful toolkit for the analysis of the complexity structure of complex many agent systems. The information correlation functions are the natural generalization to an arbitrary number of sets of variables of the sequence starting with the entropy function (one set of variables) and the mutual information function (two sets). We start by describing the traditional measures of information (entropy) and mutual information.
Wolf, David R.↗
Statistical and linguistic features of DNA sequences
We present evidence supporting the idea that the DNA sequence in genes containing noncoding regions is correlated, and that the correlation is remarkably long range--indeed, base pairs thousands of base pairs distant are correlated. We do not find such a long-range correlation in the coding regions of the gene. We resolve the problem of the "non-stationary" feature of the sequence of base pairs by applying a new algorithm called Detrended Fluctuation Analysis (DFA). We address the claim of Voss that there is no difference in the statistical properties of coding and noncoding regions of DNA by systematically applying the DFA algorithm, as well as standard FFT analysis, to all eukaryotic DNA sequences (33 301 coding and 29 453 noncoding) in the entire GenBank database. We describe a simple model to account for the presence of long-range power-law correlations which is based upon a generalization of the classic Levy walk. Finally, we describe briefly some recent work showing that the noncoding sequences have certain statistical features in common with natural languages. Specifically, we adapt to DNA the Zipf approach to analyzing linguistic texts, and the Shannon approach to quantifying the "redundancy" of a linguistic text in terms of a measurable entropy function. We suggest that noncoding regions in plants and invertebrates may display a smaller entropy and larger redundancy than coding regions, further supporting the possibility that noncoding regions of DNA may carry biological information.
Non-NASA Center↗
On certain information-theoretic concepts in the theory of graphs
Information-theoretic concepts in theory of random graphs - entropy functions for probability distributions and Markov chains
ENTROPY↗
Entropy Generation Across Earth's Bow Shock
Earth's bow shock is a transition layer that causes an irreversible change in the state of plasma that is stationary in time. Theories predict entropy increases across the bow shock but entropy has never been directly measured. Cluster and Double Star plasma experiments measure 3D plasma distributions upstream and downstream of the bow shock that allow calculation of Boltzmann's entropy function H and his famous H-theorem, dH/dt ~ O. We present the first direct measurements of entropy density changes across Earth's bow shock. We will show that this entropy generation may be part of the processes that produce the non-thermal plasma distributions is consistent with a kinetic entropy flux model derived from the collisionless Boltzmann equation, giving strong support that solar wind's total entropy across the bow shock remains unchanged. As far as we know, our results are not explained by any existing shock models and should be of interests to theorists.
Parks, George K.↗
Entropy, lattice parameters and high- temperature phenomena of metals.
Entropy function relationship to properties of pure metals, noting correlation with lattice parameters at 298 degrees K
CRYSTAL LATTICE↗
Entropy Splitting and Numerical Dissipation
A rigorous stability estimate for arbitrary order of accuracy of spatial central difference schemes for initial-boundary value problems of nonlinear symmetrizable systems of hyperbolic conservation laws was established recently by Olsson and Oliger (1994) and Olsson (1995) and was applied to the two-dimensional compressible Euler equations for a perfect gas by Gerritsen and Olsson (1996) and Gerritsen (1996). The basic building block in developing the stability estimate is a generalized energy approach based on a special splitting of the flux derivative via a convex entropy function and certain homogeneous properties. Due to some of the unique properties of the compressible Euler equations for a perfect gas, the splitting resulted in the sum of a conservative portion and a non-conservative portion of the flux derivative. hereafter referred to as the "Entropy Splitting." There are several potential desirable attributes and side benefits of the entropy splitting for the compressible Euler equations that were not fully explored in Gerritsen and Olsson. The paper has several objectives. The first is to investigate the choice of the arbitrary parameter that determines the amount of splitting and its dependence on the type of physics of current interest to computational fluid dynamics. The second is to investigate in what manner the splitting affects the nonlinear stability of the central schemes for long time integrations of unsteady flows such as in nonlinear aeroacoustics and turbulence dynamics. If numerical dissipation indeed is needed to stabilize the central scheme, can the splitting help minimize the numerical dissipation compared to its un-split cousin? Extensive numerical study on the vortex preservation capability of the splitting in conjunction with central schemes for long time integrations will be presented. The third is to study the effect of the non-conservative proportion of splitting in obtaining the correct shock location for high speed complex shock-turbulence interactions. The fourth is to determine if this method can be extended to other physical equations of state and other evolutionary equation sets. If numerical dissipation is needed, the Yee, Sandham, and Djomehri (1999) numerical dissipation is employed. The Yee et al. schemes fit in the Olsson and Oliger framework.
Yee, H. C.↗
A New Approach for a Wider Class of Entropy Split Methods for Compressible Gas Dynamics and MHD
The high order entropy split methods of Sjögreen & Yee [1, 2] by entropy splitting of the compressible Euler (inviscid) flux derivatives for a thermally-perfect gas are based on Harten’s entropy function [3, 4, 5]. Their derivation takes advantage of the homogeneity property of Euler flux, symmetrizable Euler flux derivatives and energy-norm stability in conjunction with high order classical spatial central, DRP (dispersion relation-preserving) [6, 7, 8] or Padé (compact) spatial discretizations [9] with summation-by-parts (SBP) operators [10]. Our entropy split methods have been proven entropy conserving and stable [1, 11, 12]. Our proofs do not rely on a two-point numerical flux, but rather only a linear difference operator is required to derive these methods. To extend the entropy split method for the MHD, we used the Godunov symmetrizable non-conservative MHD form [12, 13, 14]. These high order entropy split methods not only preserve certain physical properties of the chosen governing equations but are also known to either improve numerical stability, and/or minimize aliasing errors in long time integration of turbulent flow computations without the aid of added numerical dissipation. In our previous published work, extensive error norm comparison with grid refinement was performed to show the high accuracy performance of these methods. These studies also showed how well the entropy split methods conserve the entropy, momentum and mass, and preserve the kinetic energy for long time integration of the various flows [1, 2, 12, 13, 14]. The objective of the present work is to use a new approach to obtain a wider class of entropy split methods consisting of a two-point numerical flux portion and a non-conservative portion in such a way that the homogeneity property of the compressible Euler flux is not required. For high order classical spatial central, DRP (dispersion relation-preserving) or Padé (compact) spatial discretizations, this new approach can be proven to be entropy conservative with conservative spatial dsicretizations while at the same time allowing a wider class of symmetrizable inviscid flux derivatives. We also use this generalization to derive an entropy split scheme that is entropy conserving for the equations of MHD without the homogeneity property using the Godunov symmetrizable ideal MHD formulation [15].
High Order Physical Preserving Methods↗
Entropy Stable h/p-Nonconforming Discretization with the Summation-by-Parts Property for the Compressible Euler and Navier–Stokes Equations
In this paper, we extend the entropy conservative/stable algorithms presented by Del Rey Fernandez and coauthors for the compressible Euler and Navier-Stokes equations on nonconforming p-refined/coarsened curvilinear grids to h/p refinement/coarsening. The main difficulty in developing nonconforming algorithms is the construction of appropriate coupling procedures across nonconforming interfaces. Here, we utilize a computationally simple and efficient approach based upon using decoupled interpolation operators. The resulting scheme is entropy conservative/stable and elementwise conservative. Numerical simulations of the isentropic vortex and viscous shock propagation con firm the entropy conservation/stability and accuracy properties of the method (achieving ~ p + 1 convergence), which are comparable to those of the original conforming scheme. Simulations of the Taylor{Green vortex at R(e) = 1,600 and turbulent flow past a sphere at R(e(infinity)) = 2,000 show the robustness and stability properties of the overall spatial discretization for unstructured grids. Finally, to demonstrate the entropy conservation property of a fully-discrete explicit entropy stable algorithm with h=p refinement/coarsening, we present the time evolution of the entropy function obtained by simulating the propagation of the isentropic vortex using a relaxation Runge-Kutta scheme.
Nonconforming interfaces↗
Kullback-Leibler information function and the sequential selection of experiments to discriminate among several linear models
A sequential adaptive experimental design procedure for a related problem is studied. It is assumed that a finite set of potential linear models relating certain controlled variables to an observed variable is postulated, and that exactly one of these models is correct. The problem is to sequentially design most informative experiments so that the correct model equation can be determined with as little experimentation as possible. Discussion includes: structure of the linear models; prerequisite distribution theory; entropy functions and the Kullback-Leibler information function; the sequential decision procedure; and computer simulation results. An example of application is given.
Sidik, S. M.↗
Thermodynamics
The fundamental structure of thermodynamics is purely algebraic, in the sense of atopological, and it is also independent of partitions, composite systems, the zeroth law, and entropy. The algebraic structure requires the notion of heat, but not the first law. It contains a precise definition of entropy and identifies it as a purely mathematical concept. It also permits the construction of an entropy function from heat measurements alone when appropriate conditions are satisfied. Topology is required only for a discussion of the continuity of thermodynamic properties, and then the weak topology is the relevant topology. The integrability of the differential form of the first law can be examined independently of Caratheodory's theorem and his inaccessibility axiom. Criteria are established by which one can determine when an integrating factor can be made intensive and the pseudopotential extensive and also an entropy. Finally, a realization of the first law is constructed which is suitable for all systems whether they are solids or fluids, whether they do or do not exhibit chemical reactions, and whether electromagnetic fields are or are not present.
Zeleznik, F. J.↗
Formation of a very thin current sheet in the near-earth magnetotail and the explosive growth phase of substorms
A magnetofricional method is used to construct two-dimensional MHD equilibria of the Earth's magnetosphere for a given distribution of entropy functions(S = pV(exp gamma), where p is the plasma pressure and V is the tube volume per unit magnetic flux. It is found that a very thin current sheet with B (sub zeta) is less than 0.5 nu T and thickness less than 1000 km can be formed in the near-earth magnetotail (x is approximately -8 to -20R(sub e) during the growth phase of substorm. The tail current sheets are found to become thinner as the entropy or the entropy gradient increases. It is suggested that the new entropy anti-diffusion instability associated with plasma transport across field lines leads to magnetic field dipolarization and accelerates the formation of thin current sheet, which may explain the observed explosive growth phase of substorms.
Lee, L. C.↗
Random coding strategies for minimum entropy
This paper proves that there exists a fixed random coding strategy for block coding a memoryless information source to achieve the absolute epsilon entropy of the source. That is, the strategy can be chosen independent of the block length. The principal new tool is an easy result on the semicontinuity of the relative entropy functional of one probability distribution with respect to another. The theorem generalizes a result from rate-distortion theory to the 'zero-infinity' case.
Posner, E. C.↗
Stochastic inverse problem in the radiation of noise
The reported investigation is concerned with a stochastic inverse radiation problem in a uniform medium. The problem is illustrated with the aid of a simple model consisting of an array of point sources. The entropy functional is chosen to be the structural functional in determining the source distribution. A general theory for the stochastic inverse problem is introduced. It is shown that the general procedure yields the methods of the Lagrangian multiplier, when the structural and residual functionals are specialized. Tihonov's regularization and a method related to generalized or pseudoinverses are also obtained. Examples considered for purposes of illustration are related to a continuous source with the least noise intensity, a continuous source with a potential, and an axisymmetric line source.
Chow, P. L.↗