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Entropy Evolution and Uncertainty Estimation with Dynamical Systems

2014
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Entropy
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This paper presents a comprehensive introduction and systematic derivation of the evolutionary equations for absolute entropy H and relative entropy D, some of which exist sporadically in the literature in different forms under different subjects, within the framework of dynamical systems. In general, both H and D are dissipated, and the dissipation bears a form reminiscent of the Fisher information; in the absence of stochasticity, dH/dt is connected to the rate of phase space expansion, and D

doi:10.3390/e16073605
fatcat:hrblilg275dprjxbvu6xawt52e