Entropy production, fractals, and relaxation to equilibrium

The theory of entropy production in nonequilibrium, Hamiltonian systems, previously described for steady states using partitions of phase space, is here extended to time dependent systems relaxing to equilibrium. We illustrate the main ideas by using a simple multibaker model, with some nonequilibrium initial state, and we study its progress toward equilibrium. The central results are (i) the entropy production is governed by an underlying, exponentially decaying fractal structure in phase space, (ii) the rate of entropy production is largely independent of the scale of resolution used in the partitions, and (iii) the rate of entropy production is in agreement with the predictions of nonequilibrium thermodynamics.     

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.     

Generalized clausius inequality for nonequilibrium quantum processes

We show that the nonequilibrium entropy production for a driven quantum system is larger than the Bures length, the geometric distance between its actual state and the corresponding equilibrium state. This universal lower bound generalizes the Clausius inequality to arbitrary nonequilibrium processes beyond linear response. We further derive a fundamental upper bound for the quantum entropy production rate and discuss its connection to the Bremermann-Bekenstein bound.     

Microscopic non-equilibrium structure and dynamical model of entropy flow

The extension of quantum mechanics to a general functional space (“rigged Hilbert space”), which incorporates time-symmetry breaking, is applied to construct extract dynamical models of entropy production and entropy flow. They are illustrated by using a simple conservative Hamiltonian system for multilevel atoms coupled to a time-dependent external force. The external force destroys the monotonicity of the ℋ-function evolution. This leads to a model of the entropy flow that allows a steady nonequilibrium structure of the emitted field around the unstable particles.     

Reversibility, heat dissipation, and the importance of the thermal environment in stochastic models of nonequilibrium steady states

We examine stochastic processes that are used to model nonequilibrium processes (e.g., pulling RNA or dragging colloids) and so deliberately violate detailed balance. We argue that by combining an information-theoretic measure of irreversibility with nonequilibrium work theorems, the thermal physics implied by abstract dynamics can be determined. This measure is bounded above by thermodynamic entropy production and so may quantify how well a stochastic dynamics models reality. We also use our findings to critique various modeling approaches and notions arising in steady-state thermodynamics.     

Entropy production in nonequilibrium systems at stationary states

We present a stochastic approach to nonequilibrium thermodynamics based on the expression of the entropy production rate advanced by Schnakenberg for systems described by a master equation. From the microscopic Schnakenberg expression we get the macroscopic bilinear form for the entropy production rate in terms of fluxes and forces. This is performed by placing the system in contact with two reservoirs with distinct sets of thermodynamic fields and by assuming an appropriate form for the transition rate. The approach is applied to an interacting lattice gas model in contact with two heat and particle reservoirs. On a square lattice, a continuous symmetry breaking phase transition takes place such that at the nonequilibrium ordered phase a heat flow sets in even when the temperatures of the reservoirs are the same. The entropy production rate is found to have a singularity at the critical point of the linear-logarithm type.     

Time Evolution in Macroscopic Systems. II. The Entropy

The concept of entropy in nonequilibrium macroscopic systems is investigated in the light of an extended equation of motion for the density matrix obtained in a previous study. It is found that a time-dependent information entropy can be defined unambiguously, but it is the time derivative or entropy production that governs ongoing processes in these systems. The differences in physical interpretation and thermodynamic role of entropy in equilibrium and nonequilibrium systems is emphasized and the observable aspects of entropy production are noted. A basis for nonequilibrium thermodynamics is also outlined.     

A Simple Discrete Model of Brownian Motors: Time-periodic Markov Chains

In this paper, we consider periodically inhomogeneous Markov chains, which can be regarded as a simple version of physical model—Brownian motors. We introduce for them the concepts of periodical reversibility, detailed balance, entropy production rate and circulation distribution. We prove the equivalence of the following statements: The time-periodic Markov chain is periodically reversible; It is in detailed balance; Kolmogorov's cycle condition is satisfied; Its entropy production rate vanishes; Every circuit and its reversed circuit have the same circulation weight. Hence, in our model of Markov chains, the directed transport phenomenon of Brownian motors, i.e. the existence of net circulation, can occur only in nonequilibrium and irreversible systems. Moreover, we verify the large deviation property and the Gallavotti-Cohen fluctuation theorem of sample entropy production rates of the Markov chain.     

Comments on the Entropy of Nonequilibrium Steady States

We discuss the entropy of nonequilibrium steady states. We analyze the so-called spontaneous production of entropy in certain reversible deterministic nonequilibrium system, and its link with the collapse of such systems towards an attractor that is of lower dimension than the dimension of phase space. This means that in the steady state limit, the Gibbs entropy diverges to negative infinity. We argue that if the Gibbs entropy is expanded in a series involving 1, 2,... body terms, the divergence of the Gibbs entropy is manifest only in terms involving integrals whose dimension is higher than, approximately, the Kaplan–Yorke dimension of the steady state attractor. All the low order terms are finite and sum in the weak field limit to the local equilibrium entropy of linear irreversible thermodynamics.     

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.     

Quantum entropy production as a measure of irreversibility

We consider conservative quantum evolutions possibly interrupted by macroscopic measurements. When started in a nonequilibrium state, the resulting path-space measure is not time-reversal invariant and the weight of time-reversal breaking equals the exponential of the entropy production. The mean entropy production can then be expressed via a relative entropy on the level of histories. This gives a partial extension of the result for classical systems, that the entropy production is given by the source term of time-reversal breaking in the path-space measure.     

Entropy Production in Continuous Phase Space Systems

We propose an alternative method to compute the environmental entropy production of a classical underdamped nonequilibrium system, not necessarily in detailed balance, in a continuous phase space. It is based on the idea that the Hamiltonian orbits of the corresponding isolated system can be regarded as microstates and that entropy is generated in the environment whenever the system moves from one microstate to another. This approach has the advantage that it is not necessary to distinguish between even and odd-parity variables. We show that the method leads to a different expression for the differential entropy production along an infinitesimal stochastic path. However, when integrating over all possible paths the local entropy production turns out to be the same as in previous studies. This demonstrates that the differential entropy production in continuous phase space systems is not uniquely defined.     

Entropy Production Rate Changes in Lysogeny/Lysis Switch Regulation of Bacteriophage Lambda

According to the chemical kinetic model of lysogeny/lysis switch in Escherichia coli (E. coli) infected by bacteriophage λ, the entropy production rates of steady states are calculated. The results show that the lysogenic state has lower entropy production rate than lytic state, which provides an explanation on why the lysogenic state of λ phage is so stable. We also notice that the entropy production rates of both lysogenic state and lytic state are lower than that of saddle-point and bifurcation state, which is consistent with the principle of minimum entropy production for living organism in nonequilibrium stationary state. Subsequently, the relations between CI and Cro degradation rates at two bifurcations and the changes of entropy production rate with CI and Cro degradation are deduced. The theory and method can be used to calculate entropy change in other molecular network.     

Dissipative Structures,Organisms and Evolution

Self-organization in nonequilibrium systems has been known for over 50 years. Under nonequilibrium conditions, the state of a system can become unstable and a transition to an organized structure can occur. Such structures include oscillating chemical reactions and spatiotemporal patterns in chemical and other systems. Because entropy and free-energy dissipating irreversible processes generate and maintain these structures, these have been called dissipative structures. Our recent research revealed that some of these structures exhibit organism-like behavior, reinforcing the earlier expectation that the study of dissipative structures will provide insights into the nature of organisms and their origin. In this article, we summarize our study of organism-like behavior in electrically and chemically driven systems. The highly complex behavior of these systems shows the time evolution to states of higher entropy production. Using these systems as an example, we present some concepts that give us an understanding of biological organisms and their evolution.     

Excess Entropy Production in Quantum System: Quantum Master Equation Approach

For open systems described by the quantum master equation (QME), we investigate the excess entropy production under quasistatic operations between nonequilibrium steady states. The average entropy production is composed of the time integral of the instantaneous steady entropy production rate and the excess entropy production. We propose to define average entropy production rate using the average energy and particle currents, which are calculated by using the full counting statistics with QME. The excess entropy production is given by a line integral in the control parameter space and its integrand is called the Berry–Sinitsyn–Nemenman (BSN) vector. In the weakly nonequilibrium regime, we show that BSN vector is described by \(\ln \breve{\rho }_0\) and \(\rho _0\) where \(\rho _0\) is the instantaneous steady state of the QME and \(\breve{\rho }_0\) is that of the QME which is given by reversing the sign of the Lamb shift term. If the system Hamiltonian is non-degenerate or the Lamb shift term is negligible, the excess entropy production approximately reduces to the difference between the von Neumann entropies of the system. Additionally, we point out that the expression of the entropy production obtained in the classical Markov jump process is different from our result and show that these are approximately equivalent only in the weakly nonequilibrium regime.     

Nonequilibrium Thermodynamics of Polymeric Liquids via Atomistic Simulation

The challenge of calculating nonequilibrium entropy in polymeric liquids undergoing flow was addressed from the perspective of extending equilibrium thermodynamics to include internal variables that quantify the internal microstructure of chain-like macromolecules and then applying these principles to nonequilibrium conditions under the presumption of an evolution of quasie equilibrium states in which the requisite internal variables relax on different time scales. The nonequilibrium entropy can be determined at various levels of coarse-graining of the polymer chains by statistical expressions involving nonequilibrium distribution functions that depend on the type of flow and the flow strength. Using nonequilibrium molecular dynamics simulations of a linear, monodisperse, entangled C₁₀₀₀H₂₀₀₂ polyethylene melt, nonequilibrium entropy was calculated directly from the nonequilibrium distribution functions, as well as from their second moments, and also using the radial distribution function at various levels of coarse-graining of the constituent macromolecular chains. Surprisingly, all these different methods of calculating the nonequilibrium entropy provide consistent values under both planar Couette and planar elongational flows. Combining the nonequilibrium entropy with the internal energy allows determination of the Helmholtz free energy, which is used as a generating function of flow dynamics in nonequilibrium thermodynamic theory.     

Minimum entropy production closure of the photo-hydrodynamic equations for radiative heat transfer

In the framework of a two-moment photo-hydrodynamic modelling of radiation transport, we introduce a concept for the determination of effective radiation transport coefficients based on the minimization of the local entropy production rate of radiation and (generally nongrey) matter. The method provides the nonequilibrium photon distribution from which the effective (variable) absorption coefficients and the variable Eddington factor (VEF) can be calculated. For a single band model, the photon distribution depends explicitly on the frequency dependence of the absorption coefficient. Without introducing artificial fit parameters, multi-group or multi-band concepts, our approach reproduces the exact results in both limits of optically thick (Rosseland mean) and optically thin (Planck mean) media, in contrast to the maximum entropy method. Also the results for general nonequilibrium radiation between the limits of diffusive and ballistic photons are reasonable. We conjecture that the reason for the success of our approach lies in the linearity of the underlying Boltzmann equation of the photon gas. The method is illustrated and discussed for grey matter and for a simple example of nongrey matter with a two-band absorption spectrum. The method is also briefly compared with the maximum entropy concept.     

Phenomenological model of nonequilibrium solidification

The maximum entropy production principle is used as a foundation for the nonequilibrium solidification theory. Based on this principle, a new simple model of dendrite solidification is proposed. The model predicts the explicit dependency of a dendrite’s rate and tip size on supercooling. The obtained results are devoid of the contradictions of the previous models and show quantitative agreement with the recent experimental data for the SCN dendrite.     

Equivalent Definitions of the Quantum Nonadiabatic Entropy Production

The nonadiabatic entropy production is a useful tool for the thermodynamic analysis of continuously dissipating, nonequilibrium steady states. For open quantum systems, two seemingly distinct definitions for the nonadiabatic entropy production have appeared in the literature, one based on the quantum relative entropy and the other based on quantum trajectories. We show that these two formulations are equivalent. Furthermore, this equivalence leads us to a proof of the monotonicity of the quantum relative entropy under a special class of completely-positive, trace-preserving quantum maps, which circumvents difficulties associated with the noncommuntative structure of operators.     

Entropy production in a two-dimensional reversible Gray-Scott system

The entropy production sigma is calculated in the time evolution processes toward a Turing-like pattern and a chaotic pattern in a two-dimensional reaction-diffusion system. The contributions of reaction and diffusion to the entropy production are evaluated separately. Though its contribution to total sigma is about 5%, the entropy production in diffusion foretells the moving direction of the dots (reaction spots) and the line-shaped patterns. The entropy production of the entire system sigma depicts well the cooperative dynamics and evolution of chaotic dot patterns. It is suggested that sigma can be a scalar measure for quantitative studies of hierarchic pattern dynamics. The relation is also discussed between the bifurcation parameter and the distance from thermodynamic equilibrium.