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.     

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.     

Chaotic Time-Delay Signature Suppression and Entropy Growth Enhancement Using Frequency-Band Extractor

By frequency-band extracting, we experimentally and theoretically investigate time-delay signature (TDS) suppression and entropy growth enhancement of a chaotic optical-feedback semiconductor laser under different injection currents and feedback strengths. The TDS and entropy growth are quantified by the peak value of autocorrelation function and the difference of permutation entropy at the feedback delay time. At the optimal extracting bandwidth, the measured TDS is suppressed up to 96% compared to the original chaos, and the entropy growth is higher than the noise-dominated threshold, indicating that the dynamical process is noisy. The effects of extracting bandwidth and radio frequencies on the TDS and entropy growth are also clarified experimentally and theoretically. The experimental results are in good agreements with the theoretical results. The skewness of the laser intensity distribution is effectively improved to 0.001 with the optimal extracting bandwidth. This technique provides a promising tool to extract randomness and prepare desired entropy sources for chaotic secure communication and random number generation.     

A Review of Fractional Order Entropies

Fractional calculus (FC) is the area of calculus that generalizes the operations of differentiation and integration. FC operators are non-local and capture the history of dynamical effects present in many natural and artificial phenomena. Entropy is a measure of uncertainty, diversity and randomness often adopted for characterizing complex dynamical systems. Stemming from the synergies between the two areas, this paper reviews the concept of entropy in the framework of FC. Several new entropy definitions have been proposed in recent decades, expanding the scope of applicability of this seminal tool. However, FC is not yet well disseminated in the community of entropy. Therefore, new definitions based on FC can generalize both concepts in the theoretical and applied points of view. The time to come will prove to what extend the new formulations will be useful.     

Quantum dynamics, measurement and entropy

The aim of this paper is to present a line of ideas, centred around entropy production andquantum dynamics, emerging from von Neumann's work on foundations of quantum mechanics and leading to current research. The concepts of measurement, dynamical evolution and entropy were central in J. von Neumann's work. Further developments led to the introduction of generalized measurements in terms of positive operator-valued measures, closely connected to the theory of open systems. Fundamental properties of quantum entropy were derived and Kolmogorov and Sinai related the chaotic properties of classical dynamical systems with asymptotic entropy production. Finally, entropy production in quantum dynamical systems was linked with repeated measurement processes and a whole research area on nonequilibrium phenomena in quantum dynamical systems seems to emerge.     

Algebraic Entropy of Birational Maps with Invariant Curves

The relevance of the algebraic entropy in the study of birational discrete time dynamical systems highlights the need to relate it to other characteristics of these systems. In this Letter, two complementary proofs are given that the foliation of the space by invariant curves implies that the algebraic entropy is zero.     

Complexity for Extended Dynamical Systems

We consider dynamical systems for which the spatial extension plays an important role. For these systems, the notions of attractor, ϵ-entropy and topological entropy per unit time and volume have been introduced previously. In this paper we use the notion of Kolmogorov complexity to introduce, for extended dynamical systems, a notion of complexity per unit time and volume which plays the same role as the metric entropy for classical dynamical systems. We introduce this notion as an almost sure limit on orbits of the system. Moreover we prove a kind of variational principle for this complexity.     

The Systematic Bias of Entropy Calculation in the Multi-Scale Entropy Algorithm

Entropy indicates irregularity or randomness of a dynamic system. Over the decades, entropy calculated at different scales of the system through subsampling or coarse graining has been used as a surrogate measure of system complexity. One popular multi-scale entropy analysis is the multi-scale sample entropy (MSE), which calculates entropy through the sample entropy (SampEn) formula at each time scale. SampEn is defined by the “logarithmic likelihood” that a small section (within a window of a length m) of the data “matches” with other sections will still “match” the others if the section window length increases by one. “Match” is defined by a threshold of r times standard deviation of the entire time series. A problem of current MSE algorithm is that SampEn calculations at different scales are based on the same matching threshold defined by the original time series but data standard deviation actually changes with the subsampling scales. Using a fixed threshold will automatically introduce systematic bias to the calculation results. The purpose of this paper is to mathematically present this systematic bias and to provide methods for correcting it. Our work will help the large MSE user community avoiding introducing the bias to their multi-scale SampEn calculation results.     

Time inversion in dynamical systems

We consider the case of a dynamical system when the time evolution is generated by a nonhermitian superoperator on the states of the system. Assuming the left and right eigenvectors of this to provide complete basis sets, we propose a generalized scalar product which can be used to construct a monotonically changing functional of the state, a generalized entropy. Combining the time-dependent state with its time-reversed counterpart we can define the operation of time inversion even in this case of irreversible evolution. We require that both the forward and reversed time evolution can be obtained from a generalized action principle, and this demand serves to define the form of the time-reversed state uniquely. The work thus generalizes the quantum treatment from the unitary case to the irreversible one. We present a discussion of the approach and derive some of the direct consequences of our results.     

Time-reversal characteristics of quantum normal diffusion

This paper concerns the time-reversal characteristics of intrinsic normal diffusion in quantum systems. Time-reversible properties are quantified by the time-reversal test; the system evolved in the forward direction for a certain period is time-reversed for the same period after applying a small perturbation at the reversal time, and the separation between the time-reversed perturbed and unperturbed states is measured as a function of perturbation strength, which characterizes sensitivity of the time reversed system to the perturbation and is called the time-reversal characteristic. Time-reversal characteristics are investigated for various quantum systems, namely, classically chaotic quantum systems and disordered systems including various stochastic diffusion system. When the system is normally diffusive, there exists a fundamental quantum unit of perturbation, and all the models exhibit a universal scaling behavior in the time-reversal dynamics as well as in the time-reversal characteristics, which leads us to a basic understanding of the nature of quantum irreversibility.     

Time Dependence of Entropy Flux and Entropy Production of a Dissipative Dynamical System Driven by Non-Gaussian Noise

A stochastic dissipative dynamical system driven by non-Gaussian noise is investigated. A general approximate Fokker-Planck equation of the system is derived through a path-integral approach. Based on the definition of Shannon＇s information entropy, the exact time dependence of entropy flux and entropy production of the system is calculated both in the absence and in the presence of non-equilibrium constraint. The present calculation can be used to interpret the interplay of the dissipative constant and non-Gaussian noise on the entropy flux and entropy production.     

Upper bound for the time derivative of entropy for a stochastic dynamical system with double singularities driven by non-Gaussian noise

A stochastic dynamical system with double singularities driven by non-Gaussian noise is investigated. The Fokker--Plank equation of the system is obtained through the path-integral approach and the method of transformation. Based on the definition of Shannon's information entropy and the Schwartz inequality principle, the upper bound for the time derivative of entropy is calculated both in the absence and in the presence of non-equilibrium constraint. The present calculations can be used to interpret the effects of the system dissipative parameter, the system singularity strength parameter, the noise correlation time and the noise deviation parameter on the upper bound.     

Time dependence of entropy flux and entropy production for a dynamical system driven by noises with coloured cross-correlation

This paper shows the Fokker--Planck equation of a dynamical system driven by coloured cross-correlated white noises in the absence and presence of a small external force. Based on the Fokker--Planck equation and the definition of Shannon's information entropy, the time dependence of entropy flux and entropy production can be calculated. The present results can be used to explain the extremal behaviour of time dependence of entropy flux and entropy production in view of the dissipative parameter γ of the system, coloured cross-correlation time \tau and coloured cross-correlation strength \la.     

Hybrid Control of Digital Baker Map with Application to Pseudo-Random Number Generator

Dynamical degradation occurs when chaotic systems are implemented on digital devices, which seriously threatens the security of chaos-based cryptosystems. The existing solutions mainly focus on the compensation of dynamical properties rather than on the elimination of the inherent biases of chaotic systems. In this paper, a unidirectional hybrid control method is proposed to improve the dynamical properties and to eliminate the biases of digital chaotic maps. A continuous chaotic system is introduced to provide external feedback control of the given digital chaotic map. Three different control modes are investigated, and the influence of control parameter on the properties of the controlled system is discussed. The experimental results show that the proposed method can not only improve the dynamical degradation of the digital chaotic map but also make the controlled digital system produce outputs with desirable performances. Finally, a pseudorandom number generator (PRNG) is proposed. Statistical analysis shows that the PRNG has good randomness and almost ideal entropy values.     

原子与频率随时间变化场相互作用系统中场熵的演化

利用多光子Jaynes-Cummings模型,考虑场频率随时间以正弦函数形式作小量变化,在旋波近似下,研究了二能级原子通过多光子跃迁与单模辐射场相互作用系统中场熵的演化规律.利用数值计算方法给出场熵随时间的演化曲线.研究结果表明:场熵的演化受场频率随时间正弦函数形式变化的调制,场频率振荡的幅值u越大调制作用越强,在场频率振荡的幅值u大于一定值后,场熵将按场频率周期性的变化规律作周期性振荡.     

准单色噪声驱动的耗散动力系统的信息熵演化

准单色噪声是一类所谓真正有色的噪声.本文对准单色噪声驱动的耗散动力系统的信息熵演化进行研究,文中首先运用线性变换的方法给出了所研究系统的Fokker-Planck方程,然后结合Shannon信息熵定义推导了该系统随时间演化信息熵的精确表达式,最后分析了系统耗散参数和准单色噪声对系统信息熵的显著影响.     

Entanglement and decoherence in a quantum dimer

The dynamical properties of quantum entanglement in an integrable quantum dimer are studied in terms of the reduced-density linear entropy with various coupling parameters and total boson numbers. The characteristic time of decoherence process in the early-time evolution of the linear entropy is obtained, indicating that the characteristic time and the corresponding entropy exhibit a maximum near the position of the corresponding classical separatrix energy.     

Regularization of Quantum Relative Entropy in Finite Dimensions and Application to Entropy Production

The fundamental concept of relative entropy is extended to a functional that is regular-valued also on arbitrary pairs of nonfaithful states of open quantum systems. This regularized version preserves almost all important properties of ordinary relative entropy such as joint convexity and contractivity under completely positive quantum dynamical semigroup time evolution. On this basis a generalized formula for entropy production is proposed, the applicability of which is tested in models of irreversible processes. The dynamics of the latter is determined by either Markovian or non-Markovian master equations and involves all types of states.     

Modified multiscale entropy for short-term time series analysis

Multiscale entropy (MSE) is a prevalent algorithm used to measure the complexity of a time series. Because the coarse-graining procedure reduces the length of a time series, the conventional MSE algorithm applied to a short-term time series may yield an imprecise estimation of entropy or induce undefined entropy. To overcome this obstacle, the modified multiscale entropy (MMSE) was developed. The coarse-graining procedure was replaced with a moving-average procedure and a time delay was incorporated for constructing template vectors in calculating sample entropy. For conducting short-term time series analysis, this study shows that the MMSE algorithm is more reliable than the conventional MSE.