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.     

Distribution function of fusion reaction products and entropy evolution

One of the outcomes of nuclear reactions is that reaction products have at birth distribution functions far from Maxwellian. What role do those distribution functions play in the evolution of the entropy of the system? The purpose of this work is to show the effect of the distribution functions of reactant and reaction products on the entropy of a system undergoing DD nuclear fusion reactions. This analysis is conducted with the help of the H-theorem, in the framework of kinetic theory. It will be found that at the onset of this reaction, generalized system entropy decreases markedly.     

Persistence of quantum information

We study the flip-processes in a two-level system, which is triggered by the coupling to a classical bath. When the bath is represented by a stochastic field, the time evolution of the density matrix leads to a stochastic equation with a multiplicative noise. Accordingly the Fokker–Planck-equation (FPE) depends on the matrix elements of the underlying density operator. The solution of the FPE can be parametrized in terms of an inherent conserved quantity α, which is interpreted as a measure for the persistence of quantum information. We show that the FPE exhibits a single unique steady state solution different from Boltzmann's law. The exactly computable discrete spectrum of the relaxation times is characterized by two quantum numbers and the ratio of Planck's constant and the coupling strength to the bath. The total entropy is analyzed as function of the quantum number α  . In case of α=1$\alpha =1$ the system is in a pure state whereas for α≠1$\alpha \ne 1$ a mixed state is realized. In case of two, two-level systems, immersed in the common bath, the two noninteracting two-level systems become mutually entangled. The annealed entropy is in that case non-extensive.     

Role of nonequilibrium entropy in Einstein’s theory of gravitation

We employ the covariant version of a systematic framework of nonequilibrium thermodynamics to clarify the role of entropy in the classical theory of gravitation. An expression for the global entropy is identified naturally from the covariant formulation, and a dual role of the Einstein equation as a fundamental evolution equation and as a thermodynamic equation of state follows immediately. The covariant time integral of the entropy is a more fundamental quantity than the entropy itself. In the absence of matter, the gravitational entropy alone cannot generate any irreversible processes. Some implications for the structure of a quantum theory of gravity are discussed.     

On the way towards a generalized entropy maximization procedure

We propose a generalized entropy maximization procedure, which takes into account the generalized averaging procedures and information gain definitions underlying the generalized entropies. This novel generalized procedure is then applied to Rényi and Tsallis entropies. The generalized entropy maximization procedure for Rényi entropies results in the exponential stationary distribution asymptotically for q∈(0,1] in contrast to the stationary distribution of the inverse power law obtained through the ordinary entropy maximization procedure. Another result of the generalized entropy maximization procedure is that one can naturally obtain all the possible stationary distributions associated with the Tsallis entropies by employing either ordinary or q-generalized Fourier transforms in the averaging procedure.     

A decomposed equation for local entropy and entropy production in volume-preserving coarse-grained systems

In this study an equation for the local entropy is derived based on the formulation of a master equation and is applied to volume-preserving maps. The equation consists of the following terms: unsteady, convection, diffusion, probability-weighted phase space volume expansion rate, nonnegative entropy production, and residuals. The decomposition makes it possible to evaluate entropy production in terms of microscopic dynamics and is expected to be applicable to many coarse-grained systems on the phase space. When it is applied to two volume-preserving multibaker chain systems it is confirmed that the summation of the nonnegative entropy production on each site numerically coincides with the entropy production introduced by Gilbert et al. [T. Gilbert, J.R. Dorfman, P. Gaspard, Entropy production, fractals, and relaxation to equilibrium, Phys. Rev. Lett. 85 (2000) 1606-1609] and the phenomenological expression both in nonequilibrium steady and unsteady states. The coincidence is brought about by the fact that the residual terms vanish in the thermodynamic limit when they are integrated on each site. It follows that the entropy production is dominated by the nonnegative entropy production term and becomes positive in nonequilibrium states.     

Total entropy production fluctuation theorems in a nonequilibrium time-periodic steady state

We investigate the total entropy production of a Brownian particle in a driven bistable system. This system exhibits the phenomenon of stochastic resonance. We show that in the time-periodic steady state, the probability density function for the total entropy production satisfies Seifert’s integral and detailed fluctuation theorems over finite time trajectories.     

Dynamic statistical information theory

In recent years we extended Shannon static statistical information theory to dynamic processes and established a Shannon dynamic statistical information theory, whose core is the evolution law of dynamic entropy and dynamic information. We also proposed a corresponding Boltzmman dynamic statistical information theory. Based on the fact that the state variable evolution equation of respective dynamic systems, i.e. Fokker-Planck equation and Liouville diffusion equation can be regarded as their information symbol evolution equation, we derived the nonlinear evolution equations of Shannon dynamic entropy density and dynamic information density and the nonlinear evolution equations of Boltzmann dynamic entropy density and dynamic information density, that describe respectively the evolution law of dynamic entropy and dynamic information. The evolution equations of these two kinds of dynamic entropies and dynamic informations show in unison that the time rate of change of dynamic entropy densities is caused by their drift, diffusion and production in state variable space inside the systems and coordinate space in the transmission processes; and that the time rate of change of dynamic information densities originates from their drift, diffusion and dissipation in state variable space inside the systems and coordinate space in the transmission processes. Entropy and information have been combined with the state and its law of motion of the systems. Furthermore we presented the formulas of two kinds of entropy production rates and information dissipation rates, the expressions of two kinds of drift information flows and diffusion information flows. We proved that two kinds of information dissipation rates (or the decrease rates of the total information) were equal to their corresponding entropy production rates (or the increase rates of the total entropy) in the same dynamic system. We obtained the formulas of two kinds of dynamic mutual informations and dynamic channel capacities reflecting the dynamic dissipation characteristics in the transmission processes, which change into their maximum—the present static mutual information and static channel capacity under the limit case where the proportion of channel length to information transmission rate approaches to zero. All these unified and rigorous theoretical formulas and results are derived from the evolution equations of dynamic information and dynamic entropy without adding any extra assumption. In this review, we give an overview on the above main ideas, methods and results, and discuss the similarity and difference between two kinds of dynamic statistical information theories.     

论动态信息理论

本文综述了作者的研究成果.近十年,作者将现有静态统计信息理论拓展至动态过程,建立了以表述动态信息演化规律的动态信息演化方程为核心的动态统计信息理论.基于服从随机性规律的动力学系统(如随机动力学系统和非平衡态统计物理系统)与遵守确定性规律的动力学系统(如电动力学系统)的态变量概率密度演化方程都可看成是其信息符号演化方程,推导出了动态信息(熵)演化方程.它们表明:对于服从随机性规律的动力学系统,动态信息密度随时间的变化率是由其在系统内部的态变量空间和传递过程的坐标空间的漂移、扩散和耗损三者引起的,而动态信息熵密度随时间的变化率则是由其在系统内部的态变量空间和传递过程的坐标空间的漂移、扩散和产生三者引起的.对于遵守确定性规律的动力学系统,动态信息(熵)演化方程与前者的相比,除动态信息(熵)密度在系统内部的态变量空间仅有漂移外,其余皆相同.信息和熵已与系统的状态和变化规律结合在一起,信息扩散和信息耗损同时存在.当空间噪声可略去时,将会出现信息波.若仅研究系统内部的信息变化,动态信息演化方程就约化为与表述上述动力学系统变化规律的动力学方程相对应的信息方程,它既可看成是表述动力学系统动态信息的演化规律,亦可看成是动力学系统的变化规律都可由信息方程表述.进而给出了漂移和扩散信息流公式、信息耗散率公式和信息熵产生率公式及动力学系统退化和进化的统一信息表述公式.得到了反映信息在传递过程中耗散特性的动态互信息公式和动态信道容量公式,它们在信道长度和信号传递速度之比趋于零的极限情况下变为现有的静态互信息公式和静态信道容量公式.所有这些新的理论公式和结果都是从动态信息演化方程统一推导出的.     

An optimal principle in fluid-structure interaction

We study the steady terminal orientation of a fore-aft symmetric body as it settles in a viscous fluid. An optimal principle for the settling behavior is discussed based upon entropy production in the system, both in the Stokes limit and the case of near equilibrium states when inertial effects emerge. We show that in the Stokes limit, the entropy production in the system is zero allowing any possible terminal orientation while in the presence of inertia, the particle assumes a horizontal position which coincides with the state of maximum entropy production. Our results are seen to agree well with experimental observations.     

Entropy in quantum ratchet for a delta-kicked model

We investigate the evolution of Shannon entropy in quantum ratchet effect for a delta-kicked model, where a particle with initial momentum zero is periodically kicked by an asymmetric potential. It is shown that the evolution of Shannon entropy of the particle can remarkably reflect whether quantum resonance emerges and gives rise to ratchet current or not. Furthermore, for different kinds of quantum resonances, low-order or high-order quantum resonances, the evolutions of the entropy are quite different.     

Dynamics of Entropy Production Rate in Two Coupled Bosonic Modes Interacting with a Thermal Reservoir

The Markovian time evolution of the entropy production rate is studied as a measure of irreversibility generated in a bipartite quantum system consisting of two coupled bosonic modes immersed in a common thermal environment. The dynamics of the system is described in the framework of the formalism of the theory of open quantum systems based on completely positive quantum dynamical semigroups, for initial two-mode squeezed thermal states, squeezed vacuum states, thermal states and coherent states. We show that the rate of the entropy production of the initial state and nonequilibrium stationary state, and the time evolution of the rate of entropy production, strongly depend on the parameters of the initial Gaussian state (squeezing parameter and average thermal photon numbers), frequencies of modes, parameters characterising the thermal environment (temperature and dissipation coefficient), and the strength of coupling between the two modes. We also provide a comparison of the behaviour of entropy production rate and Rényi-2 mutual information present in the considered system.     

Kinetic theory of point vortices in two dimensions: analytical results and numerical simulations

We develop the kinetic theory of point vortices in two-dimensional hydrodynamics and illustrate the main results of the theory with numerical simulations. We first consider the evolution of the system “as a whole” and show that the evolution of the vorticity profile is due to resonances between different orbits of the point vortices. The evolution stops when the profile of angular velocity becomes monotonic even if the system has not reached the statistical equilibrium state (Boltzmann distribution). In that case, the system remains blocked in a quasi stationary state with a non standard distribution. We also study the relaxation of a test vortex in a steady bath of field vortices. The relaxation of the test vortex is described by a Fokker-Planck equation involving a diffusion term and a drift term. The diffusion coefficient, which is proportional to the density of field vortices and inversely proportional to the shear, usually decreases rapidly with the distance. The drift is proportional to the gradient of the density profile of the field vortices and is connected to the diffusion coefficient by a generalized Einstein relation. We study the evolution of the tail of the distribution function of the test vortex and show that it has a front structure. We also study how the temporal auto-correlation function of the position of the test vortex decreases with time and find that it usually exhibits an algebraic behavior with an exponent that we compute analytically. We mention analogies with other systems with long-range interactions.     

Relaxation in self similar hierarchies

We investigate in some detail the relaxation process in self similar hierarchies. We find that the process can be divided in four different time regimes. After an initial phase in which the connectivity of the hierarchy determines the relaxation, the system enters a kind of stationary state, which can be accurately described by a simple analytical sink-picture. At longer times the behavior of the process is correctly described by the idea of quasiequilibrium. In this regime, propagators decay with power-laws. Finally, the global equilibrium state is reached, and the evolution stops.     

On the Entropy Production of Time Series with Unidirectional Linearity

There are non-Gaussian time series that admit a causal linear autoregressive moving average (ARMA) model when regressing the future on the past, but not when regressing the past on the future. The reason is that, in the latter case, the regression residuals are not statistically independent of the regressor. In previous work, we have experimentally verified that many empirical time series indeed show such a time inversion asymmetry. For various physical systems, it is known that time-inversion asymmetries are linked to the thermodynamic entropy production in non-equilibrium states. Here we argue that unidirectional linearity is also accompanied by entropy generation. To this end, we study the dynamical evolution of a physical toy system with linear coupling to an infinite environment and show that the linearity of the dynamics is inherited by the forward-time conditional probabilities, but not by the backward-time conditionals. The reason is that the environment permanently provides particles that are in a product state before they interact with the system, but show statistical dependence afterwards. From a coarse-grained perspective, the interaction thus generates entropy. We quantitatively relate the strength of the non-linearity of the backward process to the minimal amount of entropy generation. The paper thus shows that unidirectional linearity is an indirect implication of the thermodynamic arrow of time, given that the joint dynamics of the system and its environment is linear.     

A Scheme for Information Erasure in a Double-Well Potential

We design an experimental scheme to realize one-bit information erasure and restoring processes by considering an overdamped colloidal particle in a double-well optical trap, which is added by a controllable laser tweezer. Using the Monte Carlo method, we simulate numerically the Langevin equation to calculate the mean work spent during the entire process and validate the entropy production fluctuation theory. Our result shows that the distribution of entropy production becomes narrow with increasing temperature and becomes stationary, represents the diminishing extent of irreversibility.     

Entropy balance in distributed reversible Gray-Scott model

A practical way to calculate the entropy change in the distributed media composed of reversible Gray-Scott model is demonstrated. The entropy change is given as the sum of the entropy production and the divergence of entropy flow. The divergence of entropy is calculated based on the chemical potential of steady state. It becomes evident that: (i) the entropy change for the emergence of dissipative structures in the open system can be positive or negative, (ii) most of the entropy produced inside the system is thrown out to the environment when dissipative structures are developing, (iii) the entropy production and the divergence of entropy flow balance completely, when the system shows static steady states, (iv) the entropy change behaves as if it is the time derivative of the entropy production. Prior to these calculations of entropy balance, the features of emergent patterns in the two-dimensional system are examined in terms of entropy production solely. The results imply that the entropy production can be an index for us to discriminate spatial patterns, but is not a global thermodynamic potential for the evolution of dissipative structures.     

On the problem of the metastable region at morphological instability

The study deals with numerical analysis of the morphological stability of a growing round particle with respect to harmonic perturbations of an arbitrary amplitude. Various growth regimes (from diffusion to kinetic-limited) are considered. It is found that the critical size of the particle stability decreases as the perturbation amplitude increases and tends to the value, which was determined analytically elsewhere using the maximum entropy production principle. This result is a crucial argument in support of the hypothesis that the entropy production can be used for analysis of a nonequilibrium phase transitions similarly to thermodynamic potentials in the case of equilibrium phase transitions.     

Comments on the Kolmogorov-Sinai-Sąsiada entropy and the quantum information theory

Commenting the recent generalization by S$\text{a}\text{?}$siada of the Kolmogorov-Sinai entropy to the quantum case (KSSentropy), it is remarked that this entropy refers to the process of evolution as a whole and to the initial state (t = 0), not to the state at any time (t ? 0). Therefore, the KSS entropy has no direct relation to the von Neumann entropy or A-entropy at time t. Secondly, the proof of the no-increase theorem of S$\text{a}\text{?}$siada (referring to the initial time) is valid only for the Markov type of time evolution, while the KSS entropy can be generalized to time evolution with arbitrary time correlations. Some important consequences of the new concept for the formulation of the quantum information theory are also presented.