Coarse-grained entropy in dynamical systems

Let M be the phase space of a physical system. Consider the dynamics, determined by the invertible map T: M → M, preserving the measure µ on M. Let ν be another measure on M, dν = ρdµ. Gibbs introduced the quantity s(ρ) = ?∝ρ log ρdµ as an analog of the thermodynamical entropy. We consider a modification of the Gibbs (fine-grained) entropy the so called coarse-grained entropy. First we obtain a formula for the difference between the coarse-grained and Gibbs entropy. The main term of the difference is expressed by a functional usually referenced to as the Fisher information. Then we consider the behavior of the coarse-grained entropy as a function of time. The dynamics transforms ν in the following way: ν → ν _n , dν _n = ρ ○ T ^?n dµ. Hence, we obtain the sequence of densities ρ _n = ρ ○ T ^?n and the corresponding values of the Gibbs and the coarse-grained entropy. We show that while the Gibbs entropy remains constant, the coarse-grained entropy has a tendency to a growth and this growth is determined by dynamical properties of the map T. Finally, we give numerical calculation of the coarse-grained entropy as a function of time for systems with various dynamical properties: integrable, chaotic and with mixed dynamics and compare these calculation with theoretical statements.     

Tsallis statistics and turbulence

In order to reveal the underlying statistics describing properly the fully developed turbulence, the probability density function of the local dissipation is derived by taking extremal of a generalized entropy (Tsallis entropy) under the two constraints, i.e., one is the normalization of probability and the other is to fix the intermittency exponent being constant. The generalized entropy includes the Boltzmann–Gibbs entropy as a special case where the Tsallis index q is equal to 1. The multifractal spectrum f(α) corresponding to the probability density function is determined self-consistently in the sense that all quantities can be determined by the observed value of the intermittency exponent. It is shown that the scaling exponents ζ_m of velocity structure function derived by making use of f(α) explains experimental data very well. It is also revealed that the asymptotic expression of ζ_m for m≫1 has a log term. The Tsallis index q turns out to be 0.380 which manifests itself that the system of fully developed turbulence has a nonextensive character.     

Shannon–McMillan theorems for discrete random fields along curves and lower bounds for surface-order large deviations

The notion of a surface-order specific entropy h _c (P) of a two-dimensional discrete random field P along a curve c is introduced as the limit of rescaled entropies along lattice approximations of the blowups of c. Existence is shown by proving a corresponding Shannon–McMillan theorem. We obtain a representation of h _c (P) as a mixture of specific entropies along the tangent lines of c. As an application, the specific entropy along curves is used to refine Föllmer and Ort’s lower bound for the large deviations of the empirical field of an attractive Gibbs measure from its ergodic behaviour in the phase-transition regime.     

Thermodynamics of hypoelasticity

A thermodynamic framework for hypoelasticity is constructed based on a modified Gibbs Function which depends on the stress deviator and specific volume. In the hypoelastic equations considered here, the stress deviator is obtained from a rate equation involving the corotational derivative and coefficients which depend on the invariants of the stress deviator as well as specific volume. Non-negative entropy production is enforced, leading to a non-dissipative condition in the sense that entropy is produced only by heat transfer. The resulting conditions lead to relations among the coefficients in the rate equation. These relations underdetermine the coefficients, so that there is leeway in specifying these coefficients. An example of a set of rate equations which satisfy the thermodynamics is presented.     

Essential self-adjointness of Dirichlet operators on a path space with Gibbs measures via an SPDE approach

The main objective of this paper is to prove the essential self-adjointness of Dirichlet operators in L²(μ) where μ is a Gibbs measure on an infinite volume path space C(R,Rd). This operator can be regarded as a perturbation of the Ornstein-Uhlenbeck operator by a nonlinearity and corresponds to a parabolic stochastic partial differential equation (= SPDE, in abbreviation) on R. In view of quantum field theory, the solution of this SPDE is called a P₁(?)-time evolution.     

Some regularity results on the ‘relativistic’ heat equation

We prove some partial regularity results for the entropy solution u of the so-called relativistic heat equation. In particular, under some assumptions on the initial condition u₀, we prove that ut(t) is a Radon measure in RN. Moreover, if u₀ is log-concave inside its support Ω, Ω being a convex set, then we show the solution u(t) is also log-concave in its support Ω(t). This implies its smoothness in Ω(t). In that case we can give a simpler characterization of the notion of entropy solution.     

A Green’s function formulation of nonlocal finite-difference schemes for reaction-diffusion equations

Reaction-diffusion equations are commonly used in different science and engineering fields to describe spatial patterns arising from the interaction of chemical or biochemical reactions and diffusive transport mechanisms. The aim of this work is to show that a Green’s function formulation of reaction-diffusion PDEs is a suitable framework to derive FD schemes incorporating both O(h²) accuracy and nonlocal approximations in the whole domain (including boundary nodes). By doing so, the approach departs from a Green’s function formulation of the boundary-value problem to pose an approximation problem based on a domain decomposition. Within each subdomain, the corresponding integral equation is forced to have zero residual at given grid points. Different FD schemes are obtained depending on the numerical scheme used for computing the Green’s integral over each subdomain. Dirichlet and Neumann boundary conditions are considered, showing that the FD scheme based on the Green’s function formulation incorporates, in a natural way, the effects of boundary nodes in the discretization approximation.     

Extensive Lyapounov functionals for moment-preserving evolution equationsFonctions de Lyapounov extensives pour des problèmes d'évolution preservant certains moments

We consider a certain class of moment-preserving equations from the point of view of their stationary solutions. Starting from a given stationary distribution, we construct a convex entropy functional which is (in a class of functions with prescribed moments) minimal precisely at this point. Under general assumptions, we show that the entropy which is canonically associated to a stationary distribution is, up to a polynomial change of variables, its Legendre–Fenchel transform. We then show that, if this entropy is extensive, necessarily the stationary distribution is a Gibbs state. Such a state being given by the exponential of the energy density, this clarifies the duality relationship between energy and entropy. To cite this article: J.F. Collet, C. R. Acad. Sci. Paris, Ser. I 334 (2002) 429–434.     

Existence of Entropy Solutions to Two-Dimensional Steady Exothermically Reacting Euler Equations

We are concerned with the global existence of entropy solutions of the two-dimensional steady Euler equations for an ideal gas, which undergoes a one-step exothermic chemical reaction under the Arrhenius-type kinetics. The reaction rate function ?(T) is assumed to have a positive lower bound. We first consider the Cauchy problem (the initial value problem), that is, seek a supersonic downstream reacting flow when the incoming flow is supersonic, and establish the global existence of entropy solutions when the total variation of the initial data is sufficiently small. Then we analyze the problem of steady supersonic, exothermically reacting Euler flow past a Lipschitz wedge, generating an additional detonation wave attached to the wedge vertex, which can be then formulated as an initial-boundary value problem. We establish the global existence of entropy solutions containing the additional detonation wave (weak or strong, determined by the wedge angle at the wedge vertex) when the total variation of both the slope of the wedge boundary and the incoming flow is suitably small. The downstream asymptotic behavior of the global solutions is also obtained.     

Gibbs equation in the nonlinear nonequilibrium thermodynamics of dilute nonviscous gases

This paper deals with the derivation of the Gibbs equation for a nonviscous gas in the presence of heat flux. The analysis aims to shed some light on the physical interpretation of thermodynamic potentials far from equilibrium. Two different definitions for the chemical potential and thermodynamic pressure far from equilibrium are introduced: nonequilibrium chemical potential and nonequilibrium thermodynamic pressure at constant heat flux q and nonequilibrium chemical potential and nonequilibrium thermodynamic pressure at constant J = Vq, where V is the specific volume.     

Generalized Gibbs phenomenon for Fourier partial sums and de la Vallée-Poussin sums

It is well-known that the Fourier partial sums of a function exhibit the Gibbs phenomenon at a jump discontinuity. We study the same question for de la Vallée-Poussin sums. Here we find a new Gibbs function and a new Gibbs constant. When the function is continuous, a behavior similar to the Gibbs phenomenon also occurs at a kink. We call it the “generalized Gibbs phenomenon”. Let $F_{n}(x):=\frac{k_{n}(g,x)-g(x)}{k_{n}(g,x_{0})-g(x_{0})}$ , where x ₀ is a kink and where k _n (g,x) represents Fourier partial sums and de la Vallée-Poussin sums. We show that F _n (x) exhibits the “generalized Gibbs phenomenon”. New universal Gibbs functions for both sums are derived.     

Global entropy solutions to exothermically reacting, compressible Euler equations

The global existence of entropy solutions is established for the compressible Euler equations for one-dimensional or plane-wave flow of an ideal gas, which undergoes a one-step exothermic chemical reaction under Arrhenius-type kinetics. We assume that the reaction rate is bounded away from zero and the total variation of the initial data is bounded by a parameter that grows arbitrarily large as the equation of state converges to that of an isothermal gas. The heat released by the reaction causes the spatial total variation of the solution to increase. However, the increase in total variation is proved to be bounded in t>0 as a result of the uniform and exponential decay of the reactant to zero as t approaches infinity.     

Une nouvelle méthode de relaxation pour les équations de Navier–Stokes compressibles

We consider the compressible Navier–Stokes equations for gas flows endowed with general pressure and temperature laws as long as they are compatible with the existence of an entropy and Gibbs relations. We extend the relaxation method introduced for the Euler equations by Coquel and Perthame. Keeping the same “sub-characteristic” conditions for the hyperbolic fluxes and using a consistent splitting of the diffusive fluxes based on a global temperature, we prove the stability of the relaxation system via the sign of the production of a suitable entropy. A first order asymptotic analysis around equilibrium states confirms the stability result. Finally, we present a numerical implementation of the method. To cite this article: E. Bongiovanni et al., C. R. Acad. Sci. Paris, Ser. I 336 (2003).     

Soliton solutions for (2 + 1)-dimensional and (3 + 1)-dimensional K(m, n) equations

We consider the nonlinear dispersive K(m,n) equation with the generalized evolution term and derive analytical expressions for some conserved quantities. By using a solitary wave ansatz in the form of sech^p function, we obtain exact bright soliton solutions for (2 + 1)-dimensional and (3 + 1)-dimensional K(m,n) equations with the generalized evolution terms. The results are then generalized to multi-dimensional K(m,n) equations in the presence of the generalized evolution term. An extended form of the K(m,n) equation with perturbation term is investigated. Exact bright soliton solution for the proposed K(m,n) equation having higher-order nonlinear term is determined. The physical parameters in the soliton solutions are obtained as function of the dependent model coefficients.     

Circular spectrum and bounded solutions of periodic evolution equations

We consider the existence and uniqueness of bounded solutions of periodic evolution equations of the form u^′=A(t)u+?H(t,u)+f(t), where A(t) is, in general, an unbounded operator depending 1-periodically on t, H is 1-periodic in t, ? is small, and f is a bounded and continuous function that is not necessarily uniformly continuous. We propose a new approach to the spectral theory of functions via the concept of “circular spectrum” and then apply it to study the linear equations u^′=A(t)u+f(t) with general conditions on f. For small ? we show that the perturbed equation inherits some properties of the linear unperturbed one. The main results extend recent results in the direction, saying that if the unitary spectrum of the monodromy operator does not intersect the circular spectrum of f, then the evolution equation has a unique mild solution with its circular spectrum contained in the circular spectrum of f.     

The Riemann problem for general systems of conservation laws

An extended entropy condition (E) has previously been proposed, by which we have been able to prove uniqueness and existence theorems for the Riemann problem for general 2-conservation laws. In this paper we consider the Riemann problem for general n-conservation laws. We first show how the shock are related to the characteristic speeds. A uniqueness theorem is proved subject to condition (E), which is equivalent to Lax's shock inequalities when the system is “genuinely nonlinear.” These general observations are then applied to the equations of gas dynamics without the convexity condition P_vv(v, s) > 0. Using condition (E), we prove the uniqueness theorem for the Riemann problem of the gas dynamics equations. This answers a question of Bethe. Next, we establish the relation between the shock speed σ and the entropy S along any shock curve. That the entropy S increases across any shock, first proved by Weyl for the convex case, is established for the nonconvex case by a different method. Wendroff also considered the gas dynamics equations without convexity conditions and constructed a solution to the Riemann problem. Notice that his solution does satisfy our condition (E).     

Algebraic and topological entropy on lie groups

This paper starts with some examples and quick results on the topological entropy of continuous functions. It discusses the topological entropy on Lie groups and proves their shift properties. It proves Fried's conjecture h(φγ) <- h(φ)+h(γ) for affine maps on Lie groups. Moreover, φ and γ do not have to commute. As a corollary, it proves that entropy is invariant with isometric endomorphisms of Lie groups. Also, it discusses algebraic entropy on elementary Abelian groups and Lie groups. It proves that the topological entropy is preserved when projected from Lie group lib to its quotient space compact Lie group ^S1 for continuous functions lifted from the quotient space and shows that algebraic entropy in general is strictly less than topological entropy.     

A geometric approach to error estimates for conservation laws posed on a spacetime

We consider a hyperbolic conservation law posed on an (N+1)-dimensional spacetime, whose flux is a field of differential forms of degree N. Generalizing the classical Kuznetsov’s method, we derive an L¹ error estimate which applies to a large class of approximate solutions. In particular, we apply our main theorem and deal with two entropy solutions associated with distinct flux fields, as well as with an entropy solution and an approximate solution. Our framework encompasses, for instance, equations posed on a globally hyperbolic Lorentzian manifold.     

A generalization of Chernoff's product formula for time-dependent operators

In this article we provide a set of sufficient conditions that allow a natural extension of Chernoff's product formula to the case of certain one-parameter family of functions taking values in the algebra L(B) of all bounded linear operators defined on a complex Banach space B. Those functions need not be contraction-valued and are intimately related to certain evolution operators U(t,s)_0?s?t?T on B. The most direct consequences of our main result are new formulae of the Trotter-Kato type which involve either semigroups with time-dependent generators, or the resolvent operators associated with these generators. In the general case we can apply such formulae to evolution problems of parabolic type, as well as to Schrödinger evolution equations albeit in some very special cases. The formulae we prove may also be relevant to the numerical analysis of non-autonomous ordinary and partial differential equations.     

Approximation of entropy on hyperbolic sets for one-dimensional maps and their multidimensional perturbations

We consider piecewise monotone (not necessarily, strictly) piecewise C ² maps on the interval with positive topological entropy. For such a map f we prove that its topological entropy h _top(f) can be approximated (with any required accuracy) by restriction on a compact strictly f-invariant hyperbolic set disjoint from some neighborhood of prescribed set consisting of periodic attractors, nonhyperbolic intervals and endpoints of monotonicity intervals. By using this result we are able to generalize main theorem from [1] on chaotic behavior of multidimensional perturbations of solutions for difference equations which depend on two variables at nonperturbed value of parameter.