Comparing Information Metrics for a Coupled Ornstein-Uhlenbeck Process.

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.

Geometric structure and geodesic in a solvable model of nonequilibrium process.

We investigate the geometric structure of a nonequilibrium process and its geodesic solutions. 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 realizations of such geodesic solutions satisfying boundary conditions, we present a 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.