Information Geometry Formalism for the Spatially Homogeneous Boltzmann Equation

Information Geometry generalizes to infinite dimension by modeling the tangent space of the relevant manifold of probability densities with exponential Orlicz spaces. We review here several properties of the exponential manifold on a suitable set Ɛ of mutually absolutely continuous densities. We...

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Main Authors: Bertrand Lods, Giovanni Pistone
Format: Article
Language:English
Published: MDPI AG 2015-06-01
Series:Entropy
Subjects:
Online Access:http://www.mdpi.com/1099-4300/17/6/4323
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spelling doaj-d0b275fb76cb4a00bff455c8dffb11da2020-11-24T21:27:07ZengMDPI AGEntropy1099-43002015-06-011764323436310.3390/e17064323e17064323Information Geometry Formalism for the Spatially Homogeneous Boltzmann EquationBertrand Lods0Giovanni Pistone1Department of Economics and Statistics, Università di Torino & Collegio Carlo Alberto, Corso Unione Sovietica, 218/bis, 10134 Torino, ItalyCastro Statistics, Collegio Carlo Alberto, Via Real Collegio 30, 10024 Moncalieri, ItalyInformation Geometry generalizes to infinite dimension by modeling the tangent space of the relevant manifold of probability densities with exponential Orlicz spaces. We review here several properties of the exponential manifold on a suitable set Ɛ of mutually absolutely continuous densities. We study in particular the fine properties of the Kullback-Liebler divergence in this context. We also show that this setting is well-suited for the study of the spatially homogeneous Boltzmann equation if Ɛ is a set of positive densities with finite relative entropy with respect to the Maxwell density. More precisely, we analyze the Boltzmann operator in the geometric setting from the point of its Maxwell’s weak form as a composition of elementary operations in the exponential manifold, namely tensor product, conditioning, marginalization and we prove in a geometric way the basic facts, i.e., the H-theorem. We also illustrate the robustness of our method by discussing, besides the Kullback-Leibler divergence, also the property of Hyvärinen divergence. This requires us to generalize our approach to Orlicz–Sobolev spaces to include derivatives.http://www.mdpi.com/1099-4300/17/6/4323information geometryOrlicz spacespatially homogeneous Boltzmann equationKullback-Leibler divergenceHyvärinen divergence
collection DOAJ
language English
format Article
sources DOAJ
author Bertrand Lods
Giovanni Pistone
spellingShingle Bertrand Lods
Giovanni Pistone
Information Geometry Formalism for the Spatially Homogeneous Boltzmann Equation
Entropy
information geometry
Orlicz space
spatially homogeneous Boltzmann equation
Kullback-Leibler divergence
Hyvärinen divergence
author_facet Bertrand Lods
Giovanni Pistone
author_sort Bertrand Lods
title Information Geometry Formalism for the Spatially Homogeneous Boltzmann Equation
title_short Information Geometry Formalism for the Spatially Homogeneous Boltzmann Equation
title_full Information Geometry Formalism for the Spatially Homogeneous Boltzmann Equation
title_fullStr Information Geometry Formalism for the Spatially Homogeneous Boltzmann Equation
title_full_unstemmed Information Geometry Formalism for the Spatially Homogeneous Boltzmann Equation
title_sort information geometry formalism for the spatially homogeneous boltzmann equation
publisher MDPI AG
series Entropy
issn 1099-4300
publishDate 2015-06-01
description Information Geometry generalizes to infinite dimension by modeling the tangent space of the relevant manifold of probability densities with exponential Orlicz spaces. We review here several properties of the exponential manifold on a suitable set Ɛ of mutually absolutely continuous densities. We study in particular the fine properties of the Kullback-Liebler divergence in this context. We also show that this setting is well-suited for the study of the spatially homogeneous Boltzmann equation if Ɛ is a set of positive densities with finite relative entropy with respect to the Maxwell density. More precisely, we analyze the Boltzmann operator in the geometric setting from the point of its Maxwell’s weak form as a composition of elementary operations in the exponential manifold, namely tensor product, conditioning, marginalization and we prove in a geometric way the basic facts, i.e., the H-theorem. We also illustrate the robustness of our method by discussing, besides the Kullback-Leibler divergence, also the property of Hyvärinen divergence. This requires us to generalize our approach to Orlicz–Sobolev spaces to include derivatives.
topic information geometry
Orlicz space
spatially homogeneous Boltzmann equation
Kullback-Leibler divergence
Hyvärinen divergence
url http://www.mdpi.com/1099-4300/17/6/4323
work_keys_str_mv AT bertrandlods informationgeometryformalismforthespatiallyhomogeneousboltzmannequation
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