Hamiltonian dynamics,nanosystems, and nonequilibrium statistical mechanics

An overview is given of recent advances in nonequilibrium statistical mechanics on the basis of the theory of Hamiltonian dynamical systems and in the perspective provided by the nanosciences. It is shown how the properties of relaxation toward a state of equilibrium can be derived from Liouville's equation for Hamiltonian dynamical systems. The relaxation rates can be conceived in terms of the so-called Pollicott–Ruelle resonances. In spatially extended systems, the transport coefficients can also be obtained from the Pollicott–Ruelle resonances. The Liouvillian eigenstates associated with these resonances are in general singular and present fractal properties. The singular character of the nonequilibrium states is shown to be at the origin of the positive entropy production of nonequilibrium thermodynamics. Furthermore, large-deviation dynamical relationships are obtained, which relate the transport properties to the characteristic quantities of the microscopic dynamics such as the Lyapunov exponents, the Kolmogorov–Sinai entropy per unit time, and the fractal dimensions. We show that these large-deviation dynamical relationships belong to the same family of formulas as the fluctuation theorem, as well as a new formula relating the entropy production to the difference between an entropy per unit time of Kolmogorov–Sinai type and a time-reversed entropy per unit time. The connections to the nonequilibrium work theorem and the transient fluctuation theorem are also discussed. Applications to nanosystems are described.     

Free Energy as a Geometric Invariant

The free energy plays a fundamental role in statistical and condensed matter physics. A related notion of free energy plays an important role in the study of hyperbolic dynamical systems. In this paper we introduce and study a natural notion of free energy for surfaces with variable negative curvature. This geometric free energy encodes a new type of marked length spectrum of closed geodesics, which lies between the well-known marked length spectrum (marked by the corresponding element of the fundamental group) and the unmarked length spectrum. We prove that the free energy parametrizes the boundary of the domain of convergence of a Poincaré series which also encodes this spectrum. We also show that this new length spectrum, or equivalently the geometric free energy, is not an isometry invariant. In the final section we use tools from multifractal analysis to effect a fine asymptotic comparison of word length and geodesic length of closed geodesics. We hope that our geometric understanding of free energy will provide new insight into this fundamental physical and dynamical quantity. The work of the second author was partially supported by a National Science Foundation grant DMS-0355180. This work was completed during a visit by the first author to Penn State as a Shapiro Fellow.     

Detecting dynamical complexity changes in time series using the base-scale entropy

Timely detection of dynamical complexity changes in natural and man-made systems has deep scientific and practical meanings. We introduce a complexity measure for time series： the base-scale entropy. The definition directly applies to arbitrary real-word data. We illustrate our method on a practical speech signal and in a theoretical chaotic system. The results show that the simple and easily calculated measure of base-scale entropy can be effectively used to detect qualitative and quantitative dynamical changes.     

Gravitational coupling and dynamical reduction of the cosmological constant

We introduce a dynamical model to reduce a large cosmological constant to a sufficiently small value. The basic ingredient in this model is a distinction which has been made between the two unit systems used in cosmology and particle physics. We have used a conformal invariant gravitational model to define a particular conformal frame in terms of large scale properties of the universe. It is then argued that the contributions of mass scales in particle physics to the vacuum energy density should be considered in a different conformal frame. In this manner, a decaying mechanism is presented in which the conformal factor appears as a dynamical field and plays a key role to relax a large effective cosmological constant. Moreover, we argue that this model also provides a possible explanation for the coincidence problem.     

Zero Entropy Systems

This paper introduces the notion of entropy dimension to measure the complexity of zero entropy dynamical systems, including the probabilistic and the topological versions. These notions are isomorphism invariants for measure-preserving transformation and continuity. We discuss basic propositions for entropy dimension and construct some examples to show that the topological entropy dimension attains any value between 0 and 1. This paper also gives a symbolic subspace to achieve zero topological entropy, but with full entropy dimension.     

Emergence of the Second Law out of Reversible Dynamics

If one demystifies entropy the second law of thermodynamics comes out as an emergent property entirely based on the simple dynamic mechanical laws that govern the motion and energies of system parts on a micro-scale. The emergence of the second law is illustrated in this paper through the development of a new, very simple and highly efficient technique to compare time-averaged energies in isolated conservative linear large scale dynamical systems. Entropy is replaced by a notion that is much more transparent and more or less dual called ectropy. Ectropy has been introduced before but we further modify the notion of ectropy such that the unit in which it is expressed becomes the unit of energy. The second law of thermodynamics in terms of ectropy states that ectropy decreases with time on a large enough time-scale and has an absolute minimum equal to zero. Zero ectropy corresponds to energy equipartition. Basically we show that by enlarging the dimension of an isolated conservative linear dynamical system and the dimension of the system parts over which we consider time-averaged energy partition, the tendency towards equipartition increases while equipartition is achieved in the limit. This illustrates that the second law is an emergent property of these systems. Finally from our large scale linear dynamic model we clarify Loschmidt’s paradox concerning the irreversible behavior of ectropy obtained from the reversible dynamic laws that govern motion and energy at the micro-scale.     

Time-Reversed Dynamical Entropy and Irreversibility in Markovian Random Processes

A concept of time-reversed entropy per unit time is introduced in analogy with the entropy per unit time by Shannon, Kolmogorov, and Sinai. This time-reversed entropy per unit time characterizes the dynamical randomness of a stochastic process backward in time, while the standard entropy per unit time characterizes the dynamical randomness forward in time. The difference between the time-reversed and standard entropies per unit time is shown to give the entropy production of Markovian processes in nonequilibrium steady states.     

Dynamical complexity changes during two forms of meditation

Detection of dynamical complexity changes in natural and man-made systems has deep scientific and practical meaning. We use the base-scale entropy method to analyze dynamical complexity changes for heart rate variability (HRV) series during specific traditional forms of Chinese Chi and Kundalini Yoga meditation techniques in healthy young adults. The results show that dynamical complexity decreases in meditation states for two forms of meditation. Meanwhile, we detected changes in probability distribution of m-words during meditation and explained this changes using probability distribution of sine function. The base-scale entropy method may be used on a wider range of physiologic signals.     

Entropy production and time asymmetry in nonequilibrium fluctuations

The time-reversal symmetry of nonequilibrium fluctuations is experimentally investigated in two out-of-equilibrium systems: namely, a Brownian particle in a trap moving at constant speed and an electric circuit with an imposed mean current. The dynamical randomness of their nonequilibrium fluctuations is characterized in terms of the standard and time-reversed entropies per unit time of dynamical systems theory. We present experimental results showing that their difference equals the thermodynamic entropy production in units of Boltzmann's constant.     

Topological entropy and Arnold complexity for two-dimensional mappings

To test a possible relation between topological entropy and Arnold complexity, and to provide a nontrivial examples of rational dynamical zeta functions, we introduce a two-parameter family of discrete birational mappings of two complex variables. We conjecture rational expressions with integer coefficients for the number of fixed points and degree generating functions. We then deduce equal algebraic values for the complexity growth and for the exponential of the topological entropy. We also explain a semi-numerical method which supports these conjectures and localizes the integrable cases. We briefly discuss the adaptation of these results to the analysis of the same birational mapping seen as a mapping of two real variables.     

Physical limits on information processing

We derive a fundamental upper bound on the rate at which a device can process information (i.e., the number of logical operations per unit time), arising from quantum mechanics and general relativity. In Planck units a device of volume V can execute no more than the cube root of V operations per unit time. We compare this to the rate of information processing performed by nature in the evolution of physical systems, and find a connection to black hole entropy and the holographic principle.     

Spin-Polarized 3He–HeII Mixtures in the Static Fluctuation Approximation

We have used the so-called static fluctuation approximation (SFA) to calculate the thermodynamic properties of spin-polarized ³He–HeII mixtures at low temperature, T < 0.025 K. This approximation is based on the replacement of the square of the local-field operator with its mean value. A closed set of nonlinear integral equations is derived for spin-up and spin-down systems. This set is solved numerically by an iteration method for a realistic interhelium potential. The mean internal energy per unit volume, the pressure, the entropy per unit volume, and the specific heat per unit volume increase with increasing temperature. The mean internal energy per unit volume, the pressure increase with increasing spin polarization; while the entropy per unit volume and the specific heat per unit volume are weakly–dependent on spin polarization.     

Thermodynamics based on the principle of least abbreviated action: Entropy production in a network of coupled oscillators

We present some novel thermodynamic ideas based on the Maupertuis principle. By considering Hamiltonians written in terms of appropriate action-angle variables we show that thermal states can be characterized by the action variables and by their evolution in time when the system is nonintegrable. We propose dynamical definitions for the equilibrium temperature and entropy as well as an expression for the nonequilibrium entropy valid for isolated systems with many degrees of freedom. This entropy is shown to increase in the relaxation to equilibrium of macroscopic systems with short-range interactions, which constitutes a dynamical justification of the Second Law of Thermodynamics. Several examples are worked out to show that this formalism yields the right microcanonical (equilibrium) quantities. The relevance of this approach to nonequilibrium situations is illustrated with an application to a network of coupled oscillators (Kuramoto model). We provide an expression for the entropy production in this system finding that its positive value is directly related to dissipation at the steady state in attaining order through synchronization.     

A Hamilton-Jacobi formalism for thermodynamics

We show that classical thermodynamics has a formulation in terms of Hamilton-Jacobi theory, analogous to mechanics. Even though the thermodynamic variables come in conjugate pairs such as pressure/volume or temperature/entropy, the phase space is odd-dimensional. For a system with n thermodynamic degrees of freedom it is 2n+1-dimensional. The equations of state of a substance pick out an n-dimensional submanifold. A family of substances whose equations of state depend on n parameters define a hypersurface of co-dimension one. This can be described by the vanishing of a function which plays the role of a Hamiltonian. The ordinary differential equations (characteristic equations) defined by this function describe a dynamical system on the hypersurface. Its orbits can be used to reconstruct the equations of state. The ‘time’ variable associated to this dynamics is related to, but is not identical to, entropy. After developing this formalism on well-grounded systems such as the van der Waals gases and the Curie-Weiss magnets, we derive a Hamilton-Jacobi equation for black hole thermodynamics in General Relativity. The cosmological constant appears as a constant of integration in this picture.     

Long-term evolution of stellar self-gravitating systems away from thermal equilibrium: connection with nonextensive statistics

With particular attention to the recently postulated introduction of a nonextensive generalization of Boltzmann-Gibbs statistics, we study the long-term stellar dynamical evolution of self-gravitating systems on time scales much longer than the two-body relaxation time. In a self-gravitating N-body system confined in an adiabatic wall, we show that the quasiequilibrium sequence arising from the Tsallis entropy, so-called stellar polytropes, plays an important role in characterizing the transient states away from the Boltzmann-Gibbs equilibrium state.     

Quantum geometry and entanglement entropy of a black hole

We have studied here black hole entropy in the framework of quantum geometry. It is pointed out that the black hole radiation consistent with Hawking spectrum can be realized as an effect of quantum geometry using a dynamical formalism for diffeomorphism invariance which envisages a discretized unit of time in the Planck scale. This formalism suggests that torsion acts within a quantized area unit (area bit) associated with a loop and this eventually forbids the Hamiltonian constraint to be satisfied for a finite loop size. We assign a spin with torsion in each area bit and entanglement entropy of a black hole is computed in terms of the entanglement entropy of this spin system. We have derived the Bekenstein-Hawking entropy along with a logarithmic correction term with a specific coefficient. Also we have shown that the Bekenstein-Hawking entropy can be formulated in terms of the Noether charge associated with a diffeomorphism invariant Lagrangian.     

The LE-statistic

We introduce a quantity called LE-statistic. It is an easily computable functional of ordinal data with versatile applications. We demonstrate its usefulness as a statistic in a nonparametric independence test of paired samples, and as a complexity measure of a scalar time series. For chaotic orbits of one-dimensional dynamical systems it is related to the Lyapunov characteristic exponent.     

On the role of frustration in excitable systems

We study the role of frustration in excitable systems that allow for oscillations either by construction or in an induced way. We first generalize the notion of frustration to systems whose dynamical equations do not derive from a Hamiltonian. Their couplings can be directed or undirected; they should come in pairs of opposing effects like attractive and repulsive, or activating and repressive, ferromagnetic and antiferromagnetic. As examples we then consider bistable frustrated units as elementary building blocks of our motifs of coupled units. Frustration can be implemented in these systems in various ways: on the level of a single unit via the coupling of a self-loop of positive feedback to a negative feedback loop, on the level of coupled units via the topology or via the type of coupling which may be repressive or activating. In comparison to systems without frustration, we analyze the impact of frustration on the type and number of attractors and observe a considerable enrichment of phase space, ranging from stable fixed-point behavior over different patterns of coexisting options for phase-locked motion to chaotic behavior. In particular we find multistable behavior even for the smallest motifs as long as they are frustrated. Therefore we confirm an enrichment of phase space here for excitable systems with their many applications in biological systems, a phenomenon that is familiar from frustrated spin systems and less known from frustrated phase oscillators. So the enrichment of phase space seems to be a generic effect of frustration in dynamical systems. For a certain range of parameters our systems may be realized in cell tissues. Our results point therefore on a possible generic origin for dynamical behavior that is flexible and functionally stable at the same time, since frustrated systems provide alternative paths for the same set of parameters and at the same "energy costs."     

On comparing dynamical systems by defective conjugacy: A symbolic dynamics interpretation of commuter functions

While the field of dynamical systems has been focused on properties which are invariant to “good” change of variables, namely conjugacy, which is an equivalence relationship, when using dynamical systems methods in science and modeling, there lacks a dynamical way to compare dynamical systems, even when they are in some sense “close.” In Skufca and Bolt (2007) [7] and Skufca and Bolt (2008) [8], we introduced mathematics to support a philosophy that two dynamical systems should be compared through a change of coordinates between them, that is, a commuter between them which may fail to be a homeomorphism. The progressive degree to which the commuter fails to be a homeomorphism defines what we call a homeomorphic defect. However, at the time of publication of these papers, there were limits in the mathematical technology requiring that the transformations be one-dimensional mappings and flows which are well described, for construction of the commuters by fixed point iteration, and further, difficulties in numerically computing defects in the more complicated one-dimensional cases, and further limits to higher-dimensional problems. Therefore, here we extend the theory to allow for multivariate transformations, with construction methods separate from the fixed point iteration, and new methods to compute defect. In the course of this work, we introduce several new technical innovations in order to cope with much more general problems. We introduce assignment mappings to understand and illustrate commuters in a broader setting. We discuss the role of symbolic dynamics and coding as related to commuters as well as defect measure. Further, we discuss refinement and convergence of a nested refinement of commuter representations. This work represents a step forward in the possibility of using the commuter and defects to judge model quality in those dynamical systems for which a symbolic dynamics, and hence a generating partition may be available; while finding a generating partition is a problem in its own right, we offer this work as further perspective for interpretation of the meaning of commuters and defect measure.     

Quantum Chaos and Dynamical Entropy

We review the notion of dynamical entropy by Connes, Narnhofer and Thirring and relate it to Quantum Chaos. A particle in a periodic potential is used as an example. This is worked out in the classical and the quantum mechanical framework, for the single particle as well as for the corresponding gas. The comparison does not only support the general assertion that quantum mechanics is qualitatively less chaotic than classical mechanics. More specifically, the same dynamical mechanism by which a periodic potential leads to a positive dynamical entropy of the classical particle may reduce the dynamical entropy of the quantum gas in comparison to free motion. Received: 26 June 1997 / Accepted: 13 April 1998