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.     

Estimating dissipation from single stationary trajectories

In this Letter we show that the time reversal asymmetry of a stationary time series provides information about the entropy production of the physical mechanism generating the series, even if one ignores any detail of that mechanism. We develop estimators for the entropy production which can detect nonequilibrium processes even when there are no measurable flows in the time series.     

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.     

基于改进的符号相对熵的脑电信号时间不可逆性研究

提出了一种新的使用过程的前向概率和后向概率计算符号相对熵, 并利用符号相对熵来估计熵产的方法. 该方法是基于熵增和过程不可逆特性关系的, 同时证明脑电信号具有时间不可逆特性, 而且该不可逆特性可以提供脑电信号的熵增信息. 最后应用该方法对青老年脑电信号进行数值计算及对比, 结果是老年人的平均能量损耗显著高于年轻人, 证明符号相对熵可以作为一个物理过程不可逆程度的度量参数, 这对脑电信号是否处于积极或平衡状态的诊断治疗具有积极的作用.     

Extremal properties of distribution function and statistical operator in equilibrium and nonequilibrium thermodynamics

It is shown that the distribution function and the statistical operator, in the case that the considered system is close to the equilibrium state, can be received by the method relying upon minimizing the information gain, which is connected with the transition of the system from a nonequilibrium state to the equilibrium state. For the systems far from equilibrium the nonequilibrium distribution function or the nonequilibrium statistical operator can be derived using a variational principle based on Jaynes' maximum entropy formalism including memory effects.     

非平衡统计信息理论

阐述了以表述信息演化规律的信息（熵）演化方程为核心的非平 衡统计信息理论.推导出了 Shannon信息（熵）的非线性演化方程，引入了统计物理信息并 推导出了它的非线性演化方程.这两种信息（熵）演化方程一致表明：统计信息（熵）密度 随时间的变化率是由其在坐标空间（和态变量空间）的漂移、扩散和减损（产生）三者引起 的.由此方程出发，给出了统计信息减损率和统计熵产生率的简明公式、漂移信息流和扩散 信息流的表达式，证明了非平衡系统内的统计信息减损（或增加）率等于它的统计熵产生（ 或减少）率、信息扩散与信息减损同时 关键词： 统计信息（熵）演化方程 统计信息减损率 统计熵产 生率 信息（熵）流 信息（熵）扩散 动态互信息     

Information and information gain close to nonequilibrium phase transitions. Numerical results

Using a general result on the behavior of information and information gain close to instability points of self-organizing systems we calculate explicitly the information of a single order parameter close to a nonequilibrium phase transition. We also discuss by means of the result why the relevant quantities are interpreted as information rather than as entropy.     

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.     

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.     

Entropy production along a stochastic trajectory and an integral fluctuation theorem

For stochastic nonequilibrium dynamics like a Langevin equation for a colloidal particle or a master equation for discrete states, entropy production along a single trajectory is studied. It involves both genuine particle entropy and entropy production in the surrounding medium. The integrated sum of both Delatas(tot) is shown to obey a fluctuation theorem (exp([-Deltas(tot) = 1 for arbitrary initial conditions and arbitrary time-dependent driving over a finite time interval.     

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 and the optimal path to turbulence in shear flows

We determine the initial condition on the laminar-turbulent boundary closest to the laminar state using nonlinear optimization for plane Couette flow. Resorting to the general evolution criterion of nonequilibrium systems we optimize the route to the statistically steady turbulent state, i.e., the state characterized by the largest entropy production. This is the first time information from the fully turbulent state is included in the optimization procedure. We demonstrate that the optimal initial condition is localized in space for realistic flow domains.     

On a kinetic justification of the generalized nonequilibrium thermodynamics of multicomponent systems

The problem of the kinetic justification of the generalized thermodynamics of nonequilibrium processes using the method of moments for solving the kinetic equation for a multicomponent gas mixture is examined. Generalized expressions are obtained for the entropy density, entropy flux density, and entropy production as functions of an arbitrary number of state variables (moments of the distribution function). Different variants of writing the relations between fluxes and thermodynamic forces are considered, which correspond to the Onsager version for spatially homogeneous systems and, in a more general case, lead to the generalized thermodynamic forces of a complicated form, including derivatives of the fluxes with respect to time and spatial coordinates. Some consequences and new physical effects, following from the obtained equations, are analyzed. It is shown that a transition from results of the method of moments to expressions for the entropy production and the corresponding phenomenological relations of the generalized nonequilibrium thermodynamics is possible on the level of a linearized Barnett approximation of the Chapman–Enskog method.     

Nonequilibrium quantum impurities: from entropy production to information theory

Nonequilibrium steady-state currents, unlike their equilibrium counterparts, continuously dissipate energy into their physical surroundings leading to entropy production and time-reversal symmetry breaking. This Letter discusses these issues in the context of quantum impurity models. We use simple thermodynamic arguments to define the rate of entropy production sigma and show that sigma has a simple information-theoretic interpretation in terms of nonequilibrium distribution functions. This allows us to show that the entropy production is strictly positive for any nonequilibrium steady state. We conclude by applying these ideas to the resonance level model and the Kondo model.     

Algorithmic complexity of thermal ratchet motion

Thermal ratchets are Brownian models where time-correlated fluctuations coming from a nonequilibrium bath interacting with a spatial asymmetry are sufficient conditions to give rise to transport. The nonequilibrium bath acts as a source of negentropy (physical information). In order to quantitate the transfer of information that occurs in thermal ratchet motion, the Kolmogorov information entropy or algorithmic complexity is investigated. The complexity is measured in terms of the average number of bits per time unit necessary to specify the sequence generated by the system.     

Upper bound for the time derivative of entropy for a dynamical system driven by coloured cross-correlated white noises

It is shown how the cross-correlation time and strength of coloured cross-correlated white noises can set an upper bound for the time derivative of entropy in a nonequilibrium system. The value of upper bound can be calculated directly based on the Schwartz inequality principle and the Fokker--Planck equation of the dynamical system driven by coloured cross-correlated white noises. The present calculations can be used to interpret the interplay of the dissipative constant and cross-correlation time and strength of coloured cross-correlated white noises on the upper bound.     

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.     

熵产生率公式及其应用

导出了6N维和6维相空间的熵产生率，即熵增加定律的一个统计公式：P=kD(Δ_{qθ)²，即熵产生率P等于扩散系数D、离开平衡率θ的空间梯度平方的平均值与Boltzm ann常数k 三者之乘积.指明非平衡系统的宏观熵产生是由其微观状态数密度在空间随机地不均匀离开 平衡引起的.作为公式的应用,研究了气体自由膨胀、布朗运动及固体变形和断裂三个非平衡 态课题，给出了它们的熵产生及其一次和二次时间变化率，得到了不可逆过程的系统内对应 的微观结构变化是不均匀的推论.进而导 关键词： 熵产生率 微观状态数密度 离开平衡率 随机扩散}     

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.     

Monotonic return to steady nonequilibrium

We propose and analyze a new candidate Lyapunov function for relaxation towards general nonequilibrium steady states. The proposed functional is obtained from the large time asymptotics of time-symmetric fluctuations. For driven Markov jump or diffusion processes it measures an excess in dynamical activity rates. We present numerical evidence and we report on a rigorous argument for its monotonic time dependence close to the steady nonequilibrium or in general after a long enough time. This is in contrast with the behavior of approximate Lyapunov functions based on entropy production that when driven far from equilibrium often keep exhibiting temporal oscillations even close to stationarity.