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Processes with Memory in Natural and Social Sciences

A special issue of Entropy (ISSN 1099-4300). This special issue belongs to the section "Multidisciplinary Applications".

Deadline for manuscript submissions: closed (15 December 2021) | Viewed by 12169

Special Issue Editor


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Guest Editor
Skobeltsyn Institute of Nuclear Physics, Lomonosov Moscow State University, 119991 Moscow, Russia
Interests: fractional calculus; fractional dynamics; mathematical economics; quantum theory; theoretical physics; processes with memory
Special Issues, Collections and Topics in MDPI journals

Special Issue Information

Dear Colleagues,

Processes with memory are pervasive in many areas of natural and social sciences. Examples include classical physics and quantum physics, thermodynamics and statistical physics, continuum mechanics, economics and finance, computer science and information theory, biology and psychology, chaotic and self-organization processes, modern mathematics. The term memory identifies a property that characterizes the dependence of the process state at a given time on the history of state changes in the past.

The first description of physical processes with memory was given by Ludwig Boltzmann, when he proposed a physical model of isotropic viscoelastic media. He also proposed the linear superposition principle and the memory fading principle for processes with memory. The fading of memory means that it is less probable to expect a strengthening of the memory with respect to the most distant events. The Boltzmann theory has been significantly developed by Vito Volterra in the form of the heredity concept and its application to natural sciences. Volterra made a significant contribution to the development of the theory of integral equations, which is an important mathematical instrument to describe processes with memory. In different areas, scientists have empirically observed long-range time dependencies, for which the correlations between observations decay to zero more slowly than it can be expected from independent data or data resulting from classical Markov and ARMA models. Processes with long memory are characterized by slowly decaying autocorrelations or a spectral density that has a pole at the origin.

In modern sciences, integro-differential equations are actively used to describe processes with memory. A wide class of integral and integro-differential equations refers to fractional calculus that studies equations with derivatives and integrals of non-integer orders. Applications of fractional calculus and equations with derivatives and differences of non-integer orders are currently widely used tools for describing processes with memory.

This Special Issue focuses on original and new research results on the theory of processes with memory in natural and social sciences, when the state of the process at a given time depends on the history of state changes in the past. We welcome manuscripts devoted both to new problems and to new results, as well as reviews of existing methods, models, and processes. Manuscripts are required offering models describing processes with memory and developing a mathematical apparatus that allows describing such processes in various fields of science. We welcome manuscripts devoted to the description of the role of the concept of entropy and related methods in processes with fading memory, i.e., in forgetting past states of processes.

Papers may be devoted to the following (and related) topics:

  • Non-equilibrium statistical physics
  • Open quantum systems
  • Quantum computing
  • Continuum mechanics and electrodynamics  
  • Material sciences
  • Econophysics
  • Financial processes
  • Economy dynamics
  • Computer sciences
  • Biological processes and bioinformatics
  • Mathematical psychology
  • Applied linguistics
  • Complex processes
  • Nonlinear dynamics
  • Fractional calculus and its applications
  • Non-Markovian processes
  • Integral and integro-differential equations
  • Deterministic chaos
  • Self-organization processes
  • Time series
  • Signal processing

Prof. Dr. Vasily E. Tarasov
Guest Editor

Manuscript Submission Information

Manuscripts should be submitted online at www.mdpi.com by registering and logging in to this website. Once you are registered, click here to go to the submission form. Manuscripts can be submitted until the deadline. All submissions that pass pre-check are peer-reviewed. Accepted papers will be published continuously in the journal (as soon as accepted) and will be listed together on the special issue website. Research articles, review articles as well as short communications are invited. For planned papers, a title and short abstract (about 100 words) can be sent to the Editorial Office for announcement on this website.

Submitted manuscripts should not have been published previously, nor be under consideration for publication elsewhere (except conference proceedings papers). All manuscripts are thoroughly refereed through a single-blind peer-review process. A guide for authors and other relevant information for submission of manuscripts is available on the Instructions for Authors page. Entropy is an international peer-reviewed open access monthly journal published by MDPI.

Please visit the Instructions for Authors page before submitting a manuscript. The Article Processing Charge (APC) for publication in this open access journal is 2600 CHF (Swiss Francs). Submitted papers should be well formatted and use good English. Authors may use MDPI's English editing service prior to publication or during author revisions.

Keywords

  • memory
  • dissipation
  • entropy
  • open quantum systems
  • chaos
  • self-organization
  • adaptation
  • econophysics
  • economics
  • finance
  • power laws
  • nonequilibrium states
  • time series

Published Papers (6 papers)

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Research

14 pages, 528 KiB  
Article
An External Circular Crack in an Infinite Solid under Axisymmetric Heat Flux Loading in the Framework of Fractional Thermoelasticity
by Yuriy Povstenko, Tamara Kyrylych, Bożena Woźna-Szcześniak, Renata Kawa and Andrzej Yatsko
Entropy 2022, 24(1), 70; https://0-doi-org.brum.beds.ac.uk/10.3390/e24010070 - 30 Dec 2021
Cited by 2 | Viewed by 1174
Abstract
In a real solid there are different types of defects. During sudden cooling, near cracks, there can appear high thermal stresses. In this paper, the time-fractional heat conduction equation is studied in an infinite space with an external circular crack with the interior [...] Read more.
In a real solid there are different types of defects. During sudden cooling, near cracks, there can appear high thermal stresses. In this paper, the time-fractional heat conduction equation is studied in an infinite space with an external circular crack with the interior radius R in the case of axial symmetry. The surfaces of a crack are exposed to the constant heat flux loading in a circular ring R<r<ρ. The stress intensity factor is calculated as a function of the order of time-derivative, time, and the size of a circular ring and is presented graphically. Full article
(This article belongs to the Special Issue Processes with Memory in Natural and Social Sciences)
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25 pages, 980 KiB  
Article
Formulation of Time-Fractional Electrodynamics Based on Riemann-Silberstein Vector
by Tomasz P. Stefański and Jacek Gulgowski
Entropy 2021, 23(8), 987; https://0-doi-org.brum.beds.ac.uk/10.3390/e23080987 - 30 Jul 2021
Cited by 6 | Viewed by 1627
Abstract
In this paper, the formulation of time-fractional (TF) electrodynamics is derived based on the Riemann-Silberstein (RS) vector. With the use of this vector and fractional-order derivatives, one can write TF Maxwell’s equations in a compact form, which allows for modelling of energy dissipation [...] Read more.
In this paper, the formulation of time-fractional (TF) electrodynamics is derived based on the Riemann-Silberstein (RS) vector. With the use of this vector and fractional-order derivatives, one can write TF Maxwell’s equations in a compact form, which allows for modelling of energy dissipation and dynamics of electromagnetic systems with memory. Therefore, we formulate TF Maxwell’s equations using the RS vector and analyse their properties from the point of view of classical electrodynamics, i.e., energy and momentum conservation, reciprocity, causality. Afterwards, we derive classical solutions for wave-propagation problems, assuming helical, spherical, and cylindrical symmetries of solutions. The results are supported by numerical simulations and their analysis. Discussion of relations between the TF Schrödinger equation and TF electrodynamics is included as well. Full article
(This article belongs to the Special Issue Processes with Memory in Natural and Social Sciences)
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20 pages, 4267 KiB  
Article
Memory Effects in Quantum Dynamics Modelled by Quantum Renewal Processes
by Nina Megier, Manuel Ponzi, Andrea Smirne and Bassano Vacchini
Entropy 2021, 23(7), 905; https://0-doi-org.brum.beds.ac.uk/10.3390/e23070905 - 16 Jul 2021
Cited by 3 | Viewed by 2188
Abstract
Simple, controllable models play an important role in learning how to manipulate and control quantum resources. We focus here on quantum non-Markovianity and model the evolution of open quantum systems by quantum renewal processes. This class of quantum dynamics provides us with a [...] Read more.
Simple, controllable models play an important role in learning how to manipulate and control quantum resources. We focus here on quantum non-Markovianity and model the evolution of open quantum systems by quantum renewal processes. This class of quantum dynamics provides us with a phenomenological approach to characterise dynamics with a variety of non-Markovian behaviours, here described in terms of the trace distance between two reduced states. By adopting a trajectory picture for the open quantum system evolution, we analyse how non-Markovianity is influenced by the constituents defining the quantum renewal process, namely the time-continuous part of the dynamics, the type of jumps and the waiting time distributions. We focus not only on the mere value of the non-Markovianity measure, but also on how different features of the trace distance evolution are altered, including times and number of revivals. Full article
(This article belongs to the Special Issue Processes with Memory in Natural and Social Sciences)
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20 pages, 10160 KiB  
Article
Dynamical Analysis of the Dow Jones Index Using Dimensionality Reduction and Visualization
by António M. Lopes and Jóse A. Tenreiro Machado
Entropy 2021, 23(5), 600; https://0-doi-org.brum.beds.ac.uk/10.3390/e23050600 - 13 May 2021
Cited by 3 | Viewed by 1786
Abstract
Time-series generated by complex systems (CS) are often characterized by phenomena such as chaoticity, fractality and memory effects, which pose difficulties in their analysis. The paper explores the dynamics of multidimensional data generated by a CS. The Dow Jones Industrial Average (DJIA) index [...] Read more.
Time-series generated by complex systems (CS) are often characterized by phenomena such as chaoticity, fractality and memory effects, which pose difficulties in their analysis. The paper explores the dynamics of multidimensional data generated by a CS. The Dow Jones Industrial Average (DJIA) index is selected as a test-bed. The DJIA time-series is normalized and segmented into several time window vectors. These vectors are treated as objects that characterize the DJIA dynamical behavior. The objects are then compared by means of different distances to generate proper inputs to dimensionality reduction and information visualization algorithms. These computational techniques produce meaningful representations of the original dataset according to the (dis)similarities between the objects. The time is displayed as a parametric variable and the non-locality can be visualized by the corresponding evolution of points and the formation of clusters. The generated portraits reveal a complex nature, which is further analyzed in terms of the emerging patterns. The results show that the adoption of dimensionality reduction and visualization tools for processing complex data is a key modeling option with the current computational resources. Full article
(This article belongs to the Special Issue Processes with Memory in Natural and Social Sciences)
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19 pages, 349 KiB  
Article
Quantum Maps with Memory from Generalized Lindblad Equation
by Vasily E. Tarasov
Entropy 2021, 23(5), 544; https://0-doi-org.brum.beds.ac.uk/10.3390/e23050544 - 28 Apr 2021
Cited by 10 | Viewed by 1694
Abstract
In this paper, we proposed the exactly solvable model of non-Markovian dynamics of open quantum systems. This model describes open quantum systems with memory and periodic sequence of kicks by environment. To describe these systems, the Lindblad equation for quantum observable is generalized [...] Read more.
In this paper, we proposed the exactly solvable model of non-Markovian dynamics of open quantum systems. This model describes open quantum systems with memory and periodic sequence of kicks by environment. To describe these systems, the Lindblad equation for quantum observable is generalized by taking into account power-law fading memory. Dynamics of open quantum systems with power-law memory are considered. The proposed generalized Lindblad equations describe non-Markovian quantum dynamics. The quantum dynamics with power-law memory are described by using integrations and differentiation of non-integer orders, as well as fractional calculus. An example of a quantum oscillator with linear friction and power-law memory is considered. In this paper, discrete-time quantum maps with memory, which are derived from generalized Lindblad equations without any approximations, are suggested. These maps exactly correspond to the generalized Lindblad equations, which are fractional differential equations with the Caputo derivatives of non-integer orders and periodic sequence of kicks that are represented by the Dirac delta-functions. The solution of these equations for coordinates and momenta are derived. The solutions of the generalized Lindblad equations for coordinate and momentum operators are obtained for open quantum systems with memory and kicks. Using these solutions, linear and nonlinear quantum discrete-time maps are derived. Full article
(This article belongs to the Special Issue Processes with Memory in Natural and Social Sciences)
20 pages, 5996 KiB  
Article
Information Flow Analysis between EPU and Other Financial Time Series
by Can-Zhong Yao
Entropy 2020, 22(6), 683; https://0-doi-org.brum.beds.ac.uk/10.3390/e22060683 - 18 Jun 2020
Cited by 9 | Viewed by 2655
Abstract
We investigate the strength and direction of information flow among economic policy uncertainty (EPU), US imports and exports to China, and the CNY/US exchange rate by using the novel concept of effective transfer entropy (ETE) with a sliding window methodology. We verify that [...] Read more.
We investigate the strength and direction of information flow among economic policy uncertainty (EPU), US imports and exports to China, and the CNY/US exchange rate by using the novel concept of effective transfer entropy (ETE) with a sliding window methodology. We verify that this new method can capture dynamic orders effectively by validating them with the linear transfer entropy (TE) and Granger causality methods. Analysis shows that since 2016, US economic policy has contributed substantially to China-US bilateral trade and that China is making passive adjustments based on this trade volume. Unlike trade market conditions, China’s economic policy has significantly influenced the exchange rate fluctuation since 2016, which has, in turn, affected US economic policy. Full article
(This article belongs to the Special Issue Processes with Memory in Natural and Social Sciences)
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