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Tuesday, December 7, 2021

History of entropy

From Wikipedia, the free encyclopedia

The concept of entropy developed in response to the observation that a certain amount of functional energy released from combustion reactions is always lost to dissipation or friction and is thus not transformed into useful work. Early heat-powered engines such as Thomas Savery's (1698), the Newcomen engine (1712) and the Cugnot steam tricycle (1769) were inefficient, converting less than two percent of the input energy into useful work output; a great deal of useful energy was dissipated or lost. Over the next two centuries, physicists investigated this puzzle of lost energy; the result was the concept of entropy.

In the early 1850s, Rudolf Clausius set forth the concept of the thermodynamic system and posited the argument that in any irreversible process a small amount of heat energy δQ is incrementally dissipated across the system boundary. Clausius continued to develop his ideas of lost energy, and coined the term entropy.

Since the mid-20th century the concept of entropy has found application in the field of information theory, describing an analogous loss of data in information transmission systems.

In 2019, the notion was leveraged as 'relative beam entropy' for a single-parameter characterization of beamspace randomness of 5G/6G sparse MIMO channels, e.g., 3GPP 5G cellular channels, in millimeter-wave and teraHertz bands.

Classical thermodynamic views

In 1803, mathematician Lazare Carnot published a work entitled Fundamental Principles of Equilibrium and Movement. This work includes a discussion on the efficiency of fundamental machines, i.e. pulleys and inclined planes. Carnot saw through all the details of the mechanisms to develop a general discussion on the conservation of mechanical energy. Over the next three decades, Carnot's theorem was taken as a statement that in any machine the accelerations and shocks of the moving parts all represent losses of moment of activity, i.e. the useful work done. From this Carnot drew the inference that perpetual motion was impossible. This loss of moment of activity was the first-ever rudimentary statement of the second law of thermodynamics and the concept of 'transformation-energy' or entropy, i.e. energy lost to dissipation and friction.

Carnot died in exile in 1823. During the following year his son Sadi Carnot, having graduated from the École Polytechnique training school for engineers, but now living on half-pay with his brother Hippolyte in a small apartment in Paris, wrote Reflections on the Motive Power of Fire. In this book, Sadi visualized an ideal engine in which any heat (i.e., caloric) converted into work, could be reinstated by reversing the motion of the cycle, a concept subsequently known as thermodynamic reversibility. Building on his father's work, Sadi postulated the concept that "some caloric is always lost" in the conversion into work, even in his idealized reversible heat engine, which excluded frictional losses and other losses due to the imperfections of any real machine. He also discovered that this idealized efficiency was dependent only on the temperatures of the heat reservoirs between which the engine was working, and not on the types of working fluids. Any real heat engine could not realize the Carnot cycle's reversibility, and was condemned to be even less efficient. This loss of usable caloric was a precursory form of the increase in entropy as we now know it. Though formulated in terms of caloric, rather than entropy, this was an early insight into the second law of thermodynamics.

1854 definition

Rudolf Clausius - originator of the concept of "entropy"

In his 1854 memoir, Clausius first develops the concepts of interior work, i.e. that "which the atoms of the body exert upon each other", and exterior work, i.e. that "which arise from foreign influences [to] which the body may be exposed", which may act on a working body of fluid or gas, typically functioning to work a piston. He then discusses the three categories into which heat Q may be divided:

  1. Heat employed in increasing the heat actually existing in the body.
  2. Heat employed in producing the interior work.
  3. Heat employed in producing the exterior work.

Building on this logic, and following a mathematical presentation of the first fundamental theorem, Clausius then presented the first-ever mathematical formulation of entropy, although at this point in the development of his theories he called it "equivalence-value", perhaps referring to the concept of the mechanical equivalent of heat which was developing at the time rather than entropy, a term which was to come into use later. He stated:

the second fundamental theorem in the mechanical theory of heat may thus be enunciated:

If two transformations which, without necessitating any other permanent change, can mutually replace one another, be called equivalent, then the generations of the quantity of heat Q from work at the temperature T, has the equivalence-value:

and the passage of the quantity of heat Q from the temperature T1 to the temperature T2, has the equivalence-value:

wherein T is a function of the temperature, independent of the nature of the process by which the transformation is effected.

In modern terminology, we think of this equivalence-value as "entropy", symbolized by S. Thus, using the above description, we can calculate the entropy change ΔS for the passage of the quantity of heat Q from the temperature T1, through the "working body" of fluid, which was typically a body of steam, to the temperature T2 as shown below:

Diagram of Sadi Carnot's heat engine, 1824

If we make the assignment:

Then, the entropy change or "equivalence-value" for this transformation is:

which equals:

and by factoring out Q, we have the following form, as was derived by Clausius:

1856 definition

In 1856, Clausius stated what he called the "second fundamental theorem in the mechanical theory of heat" in the following form:

where N is the "equivalence-value" of all uncompensated transformations involved in a cyclical process. This equivalence-value was a precursory formulation of entropy.[4]

1862 definition

In 1862, Clausius stated what he calls the "theorem respecting the equivalence-values of the transformations" or what is now known as the second law of thermodynamics, as such:

The algebraic sum of all the transformations occurring in a cyclical process can only be positive, or, as an extreme case, equal to nothing.

Quantitatively, Clausius states the mathematical expression for this theorem is follows.

Let δQ be an element of the heat given up by the body to any reservoir of heat during its own changes, heat which it may absorb from a reservoir being here reckoned as negative, and T the absolute temperature of the body at the moment of giving up this heat, then the equation:

must be true for every reversible cyclical process, and the relation:

must hold good for every cyclical process which is in any way possible.

This was an early formulation of the second law and one of the original forms of the concept of entropy.

1865 definition

In 1865, Clausius gave irreversible heat loss, or what he had previously been calling "equivalence-value", a name:

I propose that S be taken from the Greek words, `en-tropie' [intrinsic direction]. I have deliberately chosen the word entropy to be as similar as possible to the word energy: the two quantities to be named by these words are so closely related in physical significance that a certain similarity in their names appears to be appropriate.

Clausius did not specify why he chose the symbol "S" to represent entropy, and it is almost certainly untrue that Clausius chose "S" in honor of Sadi Carnot; the given names of scientists are rarely if ever used this way.

Later developments

In 1876, physicist J. Willard Gibbs, building on the work of Clausius, Hermann von Helmholtz and others, proposed that the measurement of "available energy" ΔG in a thermodynamic system could be mathematically accounted for by subtracting the "energy loss" TΔS from total energy change of the system ΔH. These concepts were further developed by James Clerk Maxwell [1871] and Max Planck [1903].

Statistical thermodynamic views

In 1877, Ludwig Boltzmann developed a statistical mechanical evaluation of the entropy S, of a body in its own given macrostate of internal thermodynamic equilibrium. It may be written as:

where

kB denotes Boltzmann's constant and
Ω denotes the number of microstates consistent with the given equilibrium macrostate.

Boltzmann himself did not actually write this formula expressed with the named constant kB, which is due to Planck's reading of Boltzmann.

Boltzmann saw entropy as a measure of statistical "mixedupness" or disorder. This concept was soon refined by J. Willard Gibbs, and is now regarded as one of the cornerstones of the theory of statistical mechanics.


Erwin Schrödinger made use of Boltzmann's work in his book What is Life? to explain why living systems have far fewer replication errors than would be predicted from Statistical Thermodynamics. Schrödinger used the Boltzmann equation in a different form to show increase of entropy

where D is the number of possible energy states in the system that can be randomly filled with energy. He postulated a local decrease of entropy for living systems when (1/D) represents the number of states that are prevented from randomly distributing, such as occurs in replication of the genetic code.

Without this correction Schrödinger claimed that statistical thermodynamics would predict one thousand mutations per million replications, and ten mutations per hundred replications following the rule for square root of n, far more mutations than actually occur.

Schrödinger's separation of random and non-random energy states is one of the few explanations for why entropy could be low in the past, but continually increasing now. It has been proposed as an explanation of localized decrease of entropy in radiant energy focusing in parabolic reflectors and during dark current in diodes, which would otherwise be in violation of Statistical Thermodynamics.

Information theory

An analog to thermodynamic entropy is information entropy. In 1948, while working at Bell Telephone Laboratories, electrical engineer Claude Shannon set out to mathematically quantify the statistical nature of "lost information" in phone-line signals. To do this, Shannon developed the very general concept of information entropy, a fundamental cornerstone of information theory. Although the story varies, initially it seems that Shannon was not particularly aware of the close similarity between his new quantity and earlier work in thermodynamics. In 1939, however, when Shannon had been working on his equations for some time, he happened to visit the mathematician John von Neumann. During their discussions, regarding what Shannon should call the "measure of uncertainty" or attenuation in phone-line signals with reference to his new information theory, according to one source:

My greatest concern was what to call it. I thought of calling it ‘information’, but the word was overly used, so I decided to call it ‘uncertainty’. When I discussed it with John von Neumann, he had a better idea. Von Neumann told me, ‘You should call it entropy, for two reasons: In the first place your uncertainty function has been used in statistical mechanics under that name, so it already has a name. In the second place, and more important, nobody knows what entropy really is, so in a debate you will always have the advantage.

According to another source, when von Neumann asked him how he was getting on with his information theory, Shannon replied:

The theory was in excellent shape, except that he needed a good name for "missing information". "Why don’t you call it entropy", von Neumann suggested. "In the first place, a mathematical development very much like yours already exists in Boltzmann's statistical mechanics, and in the second place, no one understands entropy very well, so in any discussion you will be in a position of advantage.

In 1948 Shannon published his seminal paper A Mathematical Theory of Communication, in which he devoted a section to what he calls Choice, Uncertainty, and Entropy. In this section, Shannon introduces an H function of the following form:

where K is a positive constant. Shannon then states that "any quantity of this form, where K merely amounts to a choice of a unit of measurement, plays a central role in information theory as measures of information, choice, and uncertainty." Then, as an example of how this expression applies in a number of different fields, he references R.C. Tolman's 1938 Principles of Statistical Mechanics, stating that "the form of H will be recognized as that of entropy as defined in certain formulations of statistical mechanics where pi is the probability of a system being in cell i of its phase space… H is then, for example, the H in Boltzmann's famous H theorem." As such, over the last fifty years, ever since this statement was made, people have been overlapping the two concepts or even stating that they are exactly the same.

Shannon's information entropy is a much more general concept than statistical thermodynamic entropy. Information entropy is present whenever there are unknown quantities that can be described only by a probability distribution. In a series of papers by E. T. Jaynes starting in 1957, the statistical thermodynamic entropy can be seen as just a particular application of Shannon's information entropy to the probabilities of particular microstates of a system occurring in order to produce a particular macrostate.

Beam Entropy

The beamspace randomness of MIMO wireless channels, e.g., 3GPP 5G cellular channels, was characterized using the single parameter of 'Beam Entropy.' It facilitates the selection of the sparse MIMO channel learning algorithms in the beamspace.

Popular use

The term entropy is often used in popular language to denote a variety of unrelated phenomena. One example is the concept of corporate entropy as put forward somewhat humorously by authors Tom DeMarco and Timothy Lister in their 1987 classic publication Peopleware, a book on growing and managing productive teams and successful software projects. Here, they view energy waste as red tape and business team inefficiency as a form of entropy, i.e. energy lost to waste. This concept has caught on and is now common jargon in business schools.

In another example, entropy is the central theme in Isaac Asimov's short story The Last Question (first copyrighted in 1956). The story plays with the idea that the most important question is how to stop the increase of entropy.

Terminology overlap

When necessary, to disambiguate between the statistical thermodynamic concept of entropy, and entropy-like formulae put forward by different researchers, the statistical thermodynamic entropy is most properly referred to as the Gibbs entropy. The terms Boltzmann–Gibbs entropy or BG entropy, and Boltzmann–Gibbs–Shannon entropy or BGS entropy are also seen in the literature.

Entropy as an arrow of time

From Wikipedia, the free encyclopedia

Entropy is one of the few quantities in the physical sciences that require a particular direction for time, sometimes called an arrow of time. As one goes "forward" in time, the second law of thermodynamics says, the entropy of an isolated system can increase, but not decrease. Thus, entropy measurement is a way of distinguishing the past from the future. In thermodynamic systems that are not isolated, entropy can decrease with time, for example living systems where local entropy is reduced at the expense of an environmental increase (resulting in a net increase in entropy), the formation of typical crystals, the workings of a refrigerator and within living organisms.

“The increase of disorder or entropy is what distinguishes the past from the future, giving a direction to time.” — Stephen Hawking, A Brief History of Time

Much like temperature, despite being an abstract concept, everyone has an intuitive sense of the effects of entropy. For example, it is often very easy to tell the difference between a video being played forwards or backwards. A video may depict a wood fire that melts a nearby ice block, played in reverse it would show that a puddle of water turned a cloud of smoke into unburnt wood and froze itself in the process. Surprisingly, in either case the vast majority of the laws of physics are not broken by these processes, a notable exception being the second law of thermodynamics. When a law of physics applies equally when time is reversed, it is said to show T-symmetry; in this case, entropy is what allows one to decide if the video described above is playing forwards or in reverse as intuitively we identify that only when played forwards the entropy of the scene is increasing. Because of the second law of thermodynamics, entropy prevents macroscopic processes showing T-symmetry.

When studying at a microscopic scale, the above judgements cannot be made. Watching a single smoke particle buffeted by air, it would not be clear if a video was playing forwards or in reverse, and, in fact, it would not be possible as the laws which apply show T-symmetry. As it drifts left or right, qualitatively it looks no different. It is only when the gas is studied at a macroscopic scale that the effects of entropy become noticeable. On average it would be expected that the smoke particles around a struck match would drift away from each other, diffusing throughout the available space. It would be an astronomically improbable event for all the particles to cluster together, yet the movement of any one smoke particle cannot be predicted.

By contrast, certain subatomic interactions involving the weak nuclear force violate the conservation of parity, but only very rarely. According to the CPT theorem, this means they should also be time irreversible, and so establish an arrow of time. This, however, is neither linked to the thermodynamic arrow of time, nor has anything to do with the daily experience of time irreversibility.

Unsolved problem in physics:

Arrow of time: Why did the universe have such low entropy in the past, resulting in the distinction between past and future and the second law of thermodynamics?

Overview

The Second Law of Thermodynamics allows for the entropy to remain the same regardless of the direction of time. If the entropy is constant in either direction of time, there would be no preferred direction. However, the entropy can only be a constant if the system is in the highest possible state of disorder, such as a gas that always was, and always will be, uniformly spread out in its container. The existence of a thermodynamic arrow of time implies that the system is highly ordered in one time direction only, which would by definition be the "past". Thus this law is about the boundary conditions rather than the equations of motion.

The Second Law of Thermodynamics is statistical in nature, and therefore its reliability arises from the huge number of particles present in macroscopic systems. It is not impossible, in principle, for all 6 × 1023 atoms in a mole of a gas to spontaneously migrate to one half of a container; it is only fantastically unlikely—so unlikely that no macroscopic violation of the Second Law has ever been observed.

The thermodynamic arrow is often linked to the cosmological arrow of time, because it is ultimately about the boundary conditions of the early universe. According to the Big Bang theory, the Universe was initially very hot with energy distributed uniformly. For a system in which gravity is important, such as the universe, this is a low-entropy state (compared to a high-entropy state of having all matter collapsed into black holes, a state to which the system may eventually evolve). As the Universe grows, its temperature drops, which leaves less energy [per unit volume of space] available to perform work in the future than was available in the past. Additionally, perturbations in the energy density grow (eventually forming galaxies and stars). Thus the Universe itself has a well-defined thermodynamic arrow of time. But this does not address the question of why the initial state of the universe was that of low entropy. If cosmic expansion were to halt and reverse due to gravity, the temperature of the Universe would once again grow hotter, but its entropy would also continue to increase due to the continued growth of perturbations and the eventual black hole formation, until the latter stages of the Big Crunch when entropy would be lower than now.

An example of apparent irreversibility

Consider the situation in which a large container is filled with two separated liquids, for example a dye on one side and water on the other. With no barrier between the two liquids, the random jostling of their molecules will result in them becoming more mixed as time passes. However, if the dye and water are mixed then one does not expect them to separate out again when left to themselves. A movie of the mixing would seem realistic when played forwards, but unrealistic when played backwards.

If the large container is observed early on in the mixing process, it might be found only partially mixed. It would be reasonable to conclude that, without outside intervention, the liquid reached this state because it was more ordered in the past, when there was greater separation, and will be more disordered, or mixed, in the future.

Now imagine that the experiment is repeated, this time with only a few molecules, perhaps ten, in a very small container. One can easily imagine that by watching the random jostling of the molecules it might occur — by chance alone — that the molecules became neatly segregated, with all dye molecules on one side and all water molecules on the other. That this can be expected to occur from time to time can be concluded from the fluctuation theorem; thus it is not impossible for the molecules to segregate themselves. However, for a large number of molecules it is so unlikely that one would have to wait, on average, many times longer than the current age of the universe for it to occur. Thus a movie that showed a large number of molecules segregating themselves as described above would appear unrealistic and one would be inclined to say that the movie was being played in reverse. See Boltzmann's Second Law as a law of disorder.

Mathematics of the arrow

The mathematics behind the arrow of time, entropy, and basis of the second law of thermodynamics derive from the following set-up, as detailed by Carnot (1824), Clapeyron (1832), and Clausius (1854):

Entropy-diagram.png

Here, as common experience demonstrates, when a hot body T1, such as a furnace, is put into physical contact, such as being connected via a body of fluid (working body), with a cold body T2, such as a stream of cold water, energy will invariably flow from hot to cold in the form of heat Q, and given time the system will reach equilibrium. Entropy, defined as Q/T, was conceived by Rudolf Clausius as a function to measure the molecular irreversibility of this process, i.e. the dissipative work the atoms and molecules do on each other during the transformation.

In this diagram, one can calculate the entropy change ΔS for the passage of the quantity of heat Q from the temperature T1, through the "working body" of fluid (see heat engine), which was typically a body of steam, to the temperature T2. Moreover, one could assume, for the sake of argument, that the working body contains only two molecules of water.

Next, if we make the assignment, as originally done by Clausius:

Then the entropy change or "equivalence-value" for this transformation is:

which equals:

and by factoring out Q, we have the following form, as was derived by Clausius:

Thus, for example, if Q was 50 units, T1 was initially 100 degrees, and T2 was 1 degree, then the entropy change for this process would be 49.5. Hence, entropy increased for this process, the process took a certain amount of "time", and one can correlate entropy increase with the passage of time. For this system configuration, subsequently, it is an "absolute rule". This rule is based on the fact that all natural processes are irreversible by virtue of the fact that molecules of a system, for example two molecules in a tank, not only do external work (such as to push a piston), but also do internal work on each other, in proportion to the heat used to do work (see: Mechanical equivalent of heat) during the process. Entropy accounts for the fact that internal inter-molecular friction exists.

Correlations

An important difference between the past and the future is that in any system (such as a gas of particles) its initial conditions are usually such that its different parts are uncorrelated, but as the system evolves and its different parts interact with each other, they become correlated. For example, whenever dealing with a gas of particles, it is always assumed that its initial conditions are such that there is no correlation between the states of different particles (i.e. the speeds and locations of the different particles are completely random, up to the need to conform with the macrostate of the system). This is closely related to the Second Law of Thermodynamics: For example, in a finite system interacting with finite heat reservoirs, entropy is equivalent to system-reservoir correlations, and thus both increase together.

Take for example (experiment A) a closed box that is, at the beginning, half-filled with ideal gas. As time passes, the gas obviously expands to fill the whole box, so that the final state is a box full of gas. This is an irreversible process, since if the box is full at the beginning (experiment B), it does not become only half-full later, except for the very unlikely situation where the gas particles have very special locations and speeds. But this is precisely because we always assume that the initial conditions are such that the particles have random locations and speeds. This is not correct for the final conditions of the system, because the particles have interacted between themselves, so that their locations and speeds have become dependent on each other, i.e. correlated. This can be understood if we look at experiment A backwards in time, which we'll call experiment C: now we begin with a box full of gas, but the particles do not have random locations and speeds; rather, their locations and speeds are so particular, that after some time they all move to one half of the box, which is the final state of the system (this is the initial state of experiment A, because now we're looking at the same experiment backwards!). The interactions between particles now do not create correlations between the particles, but in fact turn them into (at least seemingly) random, "canceling" the pre-existing correlations.[citation needed] The only difference between experiment C (which defies the Second Law of Thermodynamics) and experiment B (which obeys the Second Law of Thermodynamics) is that in the former the particles are uncorrelated at the end, while in the latter the particles are uncorrelated at the beginning.

In fact, if all the microscopic physical processes are reversible (see discussion below), then the Second Law of Thermodynamics can be proven for any isolated system of particles with initial conditions in which the particles states are uncorrelated. To do this, one must acknowledge the difference between the measured entropy of a system—which depends only on its macrostate (its volume, temperature etc.)—and its information entropy, which is the amount of information (number of computer bits) needed to describe the exact microstate of the system. The measured entropy is independent of correlations between particles in the system, because they do not affect its macrostate, but the information entropy does depend on them, because correlations lower the randomness of the system and thus lowers the amount of information needed to describe it. Therefore, in the absence of such correlations the two entropies are identical, but otherwise the information entropy is smaller than the measured entropy, and the difference can be used as a measure of the amount of correlations.

Now, by Liouville's theorem, time-reversal of all microscopic processes implies that the amount of information needed to describe the exact microstate of an isolated system (its information-theoretic joint entropy) is constant in time. This joint entropy is equal to the marginal entropy (entropy assuming no correlations) plus the entropy of correlation (mutual entropy, or its negative mutual information). If we assume no correlations between the particles initially, then this joint entropy is just the marginal entropy, which is just the initial thermodynamic entropy of the system, divided by Boltzmann's constant. However, if these are indeed the initial conditions (and this is a crucial assumption), then such correlations form with time. In other words, there is a decreasing mutual entropy (or increasing mutual information), and for a time that is not too long—the correlations (mutual information) between particles only increase with time. Therefore, the thermodynamic entropy, which is proportional to the marginal entropy, must also increase with time  (note that "not too long" in this context is relative to the time needed, in a classical version of the system, for it to pass through all its possible microstates—a time that can be roughly estimated as , where is the time between particle collisions and S is the system's entropy. In any practical case this time is huge compared to everything else). Note that the correlation between particles is not a fully objective quantity. One cannot measure the mutual entropy, one can only measure its change, assuming one can measure a microstate. Thermodynamics is restricted to the case where microstates cannot be distinguished, which means that only the marginal entropy, proportional to the thermodynamic entropy, can be measured, and, in a practical sense, always increases.

However, one should always statistically note - correlation doesn't imply causation.

The arrow of time in various phenomena

Phenomena that occur differently according to their time direction can ultimately be linked to the Second Law of Thermodynamics, for example ice cubes melt in hot coffee rather than assembling themselves out of the coffee and a block sliding on a rough surface slows down rather than speeds up. The idea that we can remember the past and not the future is called the "psychological arrow of time" and it has deep connections with Maxwell's demon and the physics of information; memory is linked to the Second Law of Thermodynamics if one views it as correlation between brain cells (or computer bits) and the outer world: Since such correlations increase with time, memory is linked to past events, rather than to future events.

Current research

Current research focuses mainly on describing the thermodynamic arrow of time mathematically, either in classical or quantum systems, and on understanding its origin from the point of view of cosmological boundary conditions.

Dynamical systems

Some current research in dynamical systems indicates a possible "explanation" for the arrow of time. There are several ways to describe the time evolution of a dynamical system. In the classical framework, one considers an ordinary differential equation, where the parameter is explicitly time. By the very nature of differential equations, the solutions to such systems are inherently time-reversible. However, many of the interesting cases are either ergodic or mixing, and it is strongly suspected that mixing and ergodicity somehow underlie the fundamental mechanism of the arrow of time. While the strong suspicion may be but a fleeting sense of intuition, it cannot be denied that, when there are multiple parameters, the field of Partial differential equations comes into play. In such systems there is the Feynman–Kac formula in play, which assures for specific cases, a one-to-one correspondence between specific linear Stochastic differential equation and Partial differential equation. Therefore, any partial differential equation system is tantamount to a random system of a single parameter, which is not reversible due to the aforementioned correspondence.

Mixing and ergodic systems do not have exact solutions, and thus proving time irreversibility in a mathematical sense is (as of 2006) impossible. The concept of "exact" solutions is an Anthropic one. Does "exact" mean the same as closed form in terms of already know expressions, or does it mean simply a single finite sequence of strokes of a/the writing utensil/human finger? There are myriad of systems known to humanity that are abstract and have recursive definitions but no non-self-referential notation currently exists. As a result of this complexity, it is natural to look elsewhere for different examples and perspectives. Some progress can be made by studying discrete-time models or difference equations. Many discrete-time models, such as the iterated functions considered in popular fractal-drawing programs, are explicitly not time-reversible, as any given point "in the present" may have several different "pasts" associated with it: indeed, the set of all pasts is known as the Julia set. Since such systems have a built-in irreversibility, it is inappropriate to use them to explain why time is not reversible.

There are other systems that are chaotic, and are also explicitly time-reversible: among these is the baker's map, which is also exactly solvable. An interesting avenue of study is to examine solutions to such systems not by iterating the dynamical system over time, but instead, to study the corresponding Frobenius-Perron operator or transfer operator for the system. For some of these systems, it can be explicitly, mathematically shown that the transfer operators are not trace-class. This means that these operators do not have a unique eigenvalue spectrum that is independent of the choice of basis. In the case of the baker's map, it can be shown that several unique and inequivalent diagonalizations or bases exist, each with a different set of eigenvalues. It is this phenomenon that can be offered as an "explanation" for the arrow of time. That is, although the iterated, discrete-time system is explicitly time-symmetric, the transfer operator is not. Furthermore, the transfer operator can be diagonalized in one of two inequivalent ways: one that describes the forward-time evolution of the system, and one that describes the backwards-time evolution.

As of 2006, this type of time-symmetry breaking has been demonstrated for only a very small number of exactly-solvable, discrete-time systems. The transfer operator for more complex systems has not been consistently formulated, and its precise definition is mired in a variety of subtle difficulties. In particular, it has not been shown that it has a broken symmetry for the simplest exactly-solvable continuous-time ergodic systems, such as Hadamard's billiards, or the Anosov flow on the tangent space of PSL(2,R).

Quantum mechanics

Research on irreversibility in quantum mechanics takes several different directions. One avenue is the study of rigged Hilbert spaces, and in particular, how discrete and continuous eigenvalue spectra intermingle. For example, the rational numbers are completely intermingled with the real numbers, and yet have a unique, distinct set of properties. It is hoped that the study of Hilbert spaces with a similar inter-mingling will provide insight into the arrow of time.

Another distinct approach is through the study of quantum chaos by which attempts are made to quantize systems as classically chaotic, ergodic or mixing. The results obtained are not dissimilar from those that come from the transfer operator method. For example, the quantization of the Boltzmann gas, that is, a gas of hard (elastic) point particles in a rectangular box reveals that the eigenfunctions are space-filling fractals that occupy the entire box, and that the energy eigenvalues are very closely spaced and have an "almost continuous" spectrum (for a finite number of particles in a box, the spectrum must be, of necessity, discrete). If the initial conditions are such that all of the particles are confined to one side of the box, the system very quickly evolves into one where the particles fill the entire box. Even when all of the particles are initially on one side of the box, their wave functions do, in fact, permeate the entire box: they constructively interfere on one side, and destructively interfere on the other. Irreversibility is then argued by noting that it is "nearly impossible" for the wave functions to be "accidentally" arranged in some unlikely state: such arrangements are a set of zero measure. Because the eigenfunctions are fractals, much of the language and machinery of entropy and statistical mechanics can be imported to discuss and argue the quantum case.

Cosmology

Some processes that involve high energy particles and are governed by the weak force (such as K-meson decay) defy the symmetry between time directions. However, all known physical processes do preserve a more complicated symmetry (CPT symmetry), and are therefore unrelated to the second law of thermodynamics, or to the day-to-day experience of the arrow of time. A notable exception is the wave function collapse in quantum mechanics, an irreversible process which is considered either real (by the Copenhagen interpretation) or apparent only (by the Many-worlds interpretation of quantum mechanics). In either case, the wave function collapse always follows quantum decoherence, a process which is understood to be a result of the Second Law of Thermodynamics.

The universe was in a uniform, high density state at its very early stages, shortly after the Big Bang. The hot gas in the early universe was near thermodynamic equilibrium (see Horizon problem); in systems where gravitation plays a major role, this is a state of low entropy, due to the negative heat capacity of such systems (this is in contrary to non-gravitational systems where thermodynamic equilibrium is a state of maximum entropy). Moreover, due to its small volume compared to future epochs, the entropy was even lower as gas expansion increases its entropy. Thus the early universe can be considered to be highly ordered. Note that the uniformity of this early near-equilibrium state has been explained by the theory of cosmic inflation.

According to this theory the universe (or, rather, its accessible part, a radius of 46 billion light years around Earth) evolved from a tiny, totally uniform volume (a portion of a much bigger universe), which expanded greatly; hence it was highly ordered. Fluctuations were then created by quantum processes related to its expansion, in a manner supposed to be such that these fluctuations went through quantum decoherence, so that they became uncorrelated for any practical use. This is supposed to give the desired initial conditions needed for the Second Law of Thermodynamics; different decoherent states ultimately evolved to different specific arrangements of galaxies and stars.

The universe is apparently an open universe, so that its expansion will never terminate, but it is an interesting thought experiment to imagine what would have happened had the universe been closed. In such a case, its expansion would stop at a certain time in the distant future, and then begin to shrink. Moreover, a closed universe is finite. It is unclear what would happen to the Second Law of Thermodynamics in such a case. One could imagine at least two different scenarios, though in fact only the first one is plausible, as the other requires a highly smooth cosmic evolution, contrary to what is observed:

  • The broad consensus among the scientific community today is that smooth initial conditions lead to a highly non-smooth final state, and that this is in fact the source of the thermodynamic arrow of time. Gravitational systems tend to gravitationally collapse to compact bodies such as black holes (a phenomenon unrelated to wavefunction collapse), so that when the universe ends in a Big Crunch that is very different than a Big Bang run in reverse, since the distribution of the matter would be highly non-smooth; as the universe shrinks, such compact bodies merge to larger and larger black holes. It may even be that it is impossible for the universe to have both a smooth beginning and a smooth ending. Note that in this scenario the energy density of the universe in the final stages of its shrinkage is much larger than in the corresponding initial stages of its expansion (there is no destructive interference, unlike in the first scenario described above), and consists of mostly black holes rather than free particles.
  • A highly controversial view is that instead, the arrow of time will reverse. The quantum fluctuations—which in the meantime have evolved into galaxies and stars—will be in superposition in such a way that the whole process described above is reversed—i.e., the fluctuations are erased by destructive interference and total uniformity is achieved once again. Thus the universe ends in a Big Crunch, which is similar to its beginning in the Big Bang. Because the two are totally symmetric, and the final state is very highly ordered, entropy must decrease close to the end of the universe, so that the Second Law of Thermodynamics reverses when the universe shrinks. This can be understood as follows: in the very early universe, interactions between fluctuations created entanglement (quantum correlations) between particles spread all over the universe; during the expansion, these particles became so distant that these correlations became negligible (see quantum decoherence). At the time the expansion halts and the universe starts to shrink, such correlated particles arrive once again at contact (after circling around the universe), and the entropy starts to decrease—because highly correlated initial conditions may lead to a decrease in entropy. Another way of putting it, is that as distant particles arrive, more and more order is revealed because these particles are highly correlated with particles that arrived earlier. In this scenario, the cosmological arrow of time is the reason for both the thermodynamic arrow of time and the quantum arrow of time. Both will slowly disappear as the universe will come to a halt, and will later be reversed.

In the first and more consensual scenario, it is the difference between the initial state and the final state of the universe that is responsible for the thermodynamic arrow of time. This is independent of the cosmological arrow of time.

Arrow of time

From Wikipedia, the free encyclopedia
https://en.wikipedia.org/wiki/Arrow_of_time

The arrow of time, also called time's arrow, is the concept positing the "one-way direction" or "asymmetry" of time. It was developed in 1927 by the British astrophysicist Arthur Eddington, and is an unsolved general physics question. This direction, according to Eddington, could be determined by studying the organization of atoms, molecules, and bodies, and might be drawn upon a four-dimensional relativistic map of the world ("a solid block of paper").

Physical processes at the microscopic level are believed to be either entirely or mostly time-symmetric: if the direction of time were to reverse, the theoretical statements that describe them would remain true. Yet at the macroscopic level it often appears that this is not the case: there is an obvious direction (or flow) of time.

Overview

The symmetry of time (T-symmetry) can be understood simply as the following: if time were perfectly symmetrical, a video of real events would seem realistic whether played forwards or backwards. Gravity, for example, is a time-reversible force. A ball that is tossed up, slows to a stop, and falls is a case where recordings would look equally realistic forwards and backwards. The system is T-symmetrical. However, the process of the ball bouncing and eventually coming to a stop is not time-reversible. While going forward, kinetic energy is dissipated and entropy is increased. Entropy may be one of the few processes that is not time-reversible. According to the statistical notion of increasing entropy, the "arrow" of time is identified with a decrease of free energy.

In his book The Big Picture, physicist Sean M. Carroll has compared the asymmetry of time to the asymmetry of space: While physical laws are in general isotropic, near Earth there is an obvious distinction between "up" and "down", due to proximity to this huge body, which breaks the symmetry of space. Similarly, physical laws are in general symmetric to the flipping of time direction, but near the Big Bang (i.e. in the first many trillions of years following it) there is an obvious distinction between "forward" and "backward" in time, due to relative proximity to this special event, which breaks the symmetry of time. Under this view, all the arrows of time are a result of our relative proximity in time to the Big Bang, and the special circumstances that existed then. (Strictly speaking, the weak interactions are asymmetric to both spatial reflection and to flipping of the time direction. However, they do obey a more complicated symmetry that includes both.)

Conception by Eddington

In the 1928 book The Nature of the Physical World, which helped to popularize the concept, Eddington stated:

Let us draw an arrow arbitrarily. If as we follow the arrow we find more and more of the random element in the state of the world, then the arrow is pointing towards the future; if the random element decreases the arrow points towards the past. That is the only distinction known to physics. This follows at once if our fundamental contention is admitted that the introduction of randomness is the only thing which cannot be undone. I shall use the phrase 'time's arrow' to express this one-way property of time which has no analogue in space.

Eddington then gives three points to note about this arrow:

  1. It is vividly recognized by consciousness.
  2. It is equally insisted on by our reasoning faculty, which tells us that a reversal of the arrow would render the external world nonsensical.
  3. It makes no appearance in physical science except in the study of organization of a number of individuals. (By which he means that it is only observed in entropy, a statistical mechanics phenomenon arising from a system.)

According to Eddington the arrow indicates the direction of progressive increase of the random element. Following a lengthy argument upon the nature of thermodynamics he concludes that, so far as physics is concerned, time's arrow is a property of entropy alone.

Arrows

Thermodynamic arrow of time

The arrow of time is the "one-way direction" or "asymmetry" of time. The thermodynamic arrow of time is provided by the second law of thermodynamics, which says that in an isolated system, entropy tends to increase with time. Entropy can be thought of as a measure of microscopic disorder; thus the second law implies that time is asymmetrical with respect to the amount of order in an isolated system: as a system advances through time, it becomes more statistically disordered. This asymmetry can be used empirically to distinguish between future and past, though measuring entropy does not accurately measure time. Also, in an open system, entropy can decrease with time.

British physicist Sir Alfred Brian Pippard wrote, "There is thus no justification for the view, often glibly repeated, that the Second Law of Thermodynamics is only statistically true, in the sense that microscopic violations repeatedly occur, but never violations of any serious magnitude. On the contrary, no evidence has ever been presented that the Second Law breaks down under any circumstances." However, there are a number of paradoxes regarding violation of the second law of thermodynamics, one of them due to the Poincaré recurrence theorem.

This arrow of time seems to be related to all other arrows of time and arguably underlies some of them, with the exception of the weak arrow of time.

Harold Blum's 1951 book Time's Arrow and Evolution "explored the relationship between time's arrow (the second law of thermodynamics) and organic evolution." This influential text explores "irreversibility and direction in evolution and order, negentropy, and evolution." Blum argues that evolution followed specific patterns predetermined by the inorganic nature of the earth and its thermodynamic processes.

Cosmological arrow of time

The cosmological arrow of time points in the direction of the universe's expansion. It may be linked to the thermodynamic arrow, with the universe heading towards a heat death (Big Chill) as the amount of usable energy becomes negligible. Alternatively, it may be an artifact of our place in the universe's evolution (see the Anthropic bias), with this arrow reversing as gravity pulls everything back into a Big Crunch.

If this arrow of time is related to the other arrows of time, then the future is by definition the direction towards which the universe becomes bigger. Thus, the universe expands—rather than shrinks—by definition.

The thermodynamic arrow of time and the second law of thermodynamics are thought to be a consequence of the initial conditions in the early universe. Therefore, they ultimately result from the cosmological set-up.

Radiative arrow of time

Waves, from radio waves to sound waves to those on a pond from throwing a stone, expand outward from their source, even though the wave equations accommodate solutions of convergent waves as well as radiative ones. This arrow has been reversed in carefully worked experiments that created convergent waves, so this arrow probably follows from the thermodynamic arrow in that meeting the conditions to produce a convergent wave requires more order than the conditions for a radiative wave. Put differently, the probability for initial conditions that produce a convergent wave is much lower than the probability for initial conditions that produce a radiative wave. In fact, normally a radiative wave increases entropy, while a convergent wave decreases it, making the latter contradictory to the second law of thermodynamics in usual circumstances.

Causal arrow of time

A cause precedes its effect: the causal event occurs before the event it causes or affects. Birth, for example, follows a successful conception and not vice versa. Thus causality is intimately bound up with time's arrow.

An epistemological problem with using causality as an arrow of time is that, as David Hume maintained, the causal relation per se cannot be perceived; one only perceives sequences of events. Furthermore, it is surprisingly difficult to provide a clear explanation of what the terms cause and effect really mean, or to define the events to which they refer. However, it does seem evident that dropping a cup of water is a cause while the cup subsequently shattering and spilling the water is the effect.

Physically speaking, correlations between a system and its surrounding are thought to increase with entropy, and have been shown to be equivalent to it in a simplified case of a finite system interacting with the environment. The assumption of low initial entropy is indeed equivalent to assuming no initial correlations in the system; thus correlations can only be created as we move forward in time, not backwards. Controlling the future, or causing something to happen, creates correlations between the doer and the effect, and therefore the relation between cause and effect is a result of the thermodynamic arrow of time, a consequence of the second law of thermodynamics. Indeed, in the above example of the cup dropping, the initial conditions have high order and low entropy, while the final state has high correlations between relatively distant parts of the system - the shattered pieces of the cup, as well as the spilled drops of water, and the object that caused the cup to drop.

Particle physics (weak) arrow of time

Certain subatomic interactions involving the weak nuclear force violate the conservation of both parity and charge conjugation, but only very rarely. An example is the kaon decay. According to the CPT theorem, this means they should also be time irreversible, and so establish an arrow of time. Such processes should be responsible for matter creation in the early universe.

That the combination of parity and charge conjugation is broken so rarely means that this arrow only "barely" points in one direction, setting it apart from the other arrows whose direction is much more obvious. This arrow had not been linked to any large scale temporal behaviour until the work of Joan Vaccaro, who showed that T violation could be responsible for conservation laws and dynamics.

Quantum arrow of time

Quantum evolution is governed by equations of motions that are time-symmetric (such as Schrödinger equation in the non-relativistic approximation), and by wave function collapse, which is a time irreversible process, and is either real (by the Copenhagen interpretation of quantum mechanics) or apparent only (by the Many-worlds interpretation and Relational quantum mechanics interpretation).

The theory of Quantum decoherence explains why wave function collapse happens in a time-asymmetric fashion due to the second law of thermodynamics, thus deriving the quantum arrow of time from the thermodynamic arrow of time. In essence, following any particle scattering or interaction between two larger systems, the relative phases of the two systems are at first orderly related, but subsequent interactions (with additional particles or systems) make them less so, so that the two systems become decoherent. Thus decoherence is a form of increase in microscopic disorder - in short, decoherence increases entropy. Two decoherent systems can no longer interact via quantum superposition, unless they become coherent again, which is normally impossible, by the second law of thermodynamics. In the language of relational quantum mechanics, the observer becomes entangled with the measured state, where this entanglement increases entropy. As stated by Seth Lloyd, "the arrow of time is an arrow of increasing correlations."

However, under special circumstances, one can prepare initial conditions that will cause a decrease in decoherence and in entropy. This has been shown experimentally in 2019, when a team of Russian scientists reported the reversal of the quantum arrow of time on an IBM quantum computer, in an experiment supporting the understanding of the quantum arrow of time as emerging from the thermodynamic one.

By observing the state of the quantum computer made of two and later three superconducting qubits, they found that in 85% of the cases, the two-qubit computer returned into the initial state. The state's reversal was made by a special program, similarly to the random microwave background fluctuation in the case of the electron. However, according to the estimations, throughout the age of the universe (13.7 billion years) such a reversal of the electron's state would only happen once, for 0.06 nanoseconds. The scientists' experiment led to the possibility of a quantum algorithm that reverses a given quantum state through complex conjugation of the state.

Note that quantum decoherence merely allows the process of quantum wave collapse; it is a matter of dispute whether the collapse itself actually takes place or is redundant and apparent only. However, since the theory of quantum decoherence is now widely accepted and has been supported experimentally, this dispute can no longer be considered as related to the arrow of time question.

Psychological/perceptual arrow of time

A related mental arrow arises because one has the sense that one's perception is a continuous movement from the known past to the unknown future. This phenomenon has two aspects: Memory - we remember the past and not the future; and volition - we feel we can influence the future but not the past. The two aspects are a consequence of the causal arrow of time: past events (but not future events) are the cause of our present memories, as more and more correlations are formed between the outer world and our brain (see correlations and the arrow of time); and our present volitions and actions are causes of future events. This is because the increase of entropy is thought to be related to increase of both correlations between a system and its surroundings and of the overall complexity, under an appropriate definition, thus all increase together with time.

Past and future are also psychologically associated with additional notions. English, along with other languages, tends to associate the past with "behind" and the future with "ahead", with expressions such as "to look forward to welcoming you", "to look back to the good old times", or "to be years ahead". However, this association of "behind ⇔ past" and "ahead ⇔ future" is culturally determined. For example, the Aymara language associates "ahead ⇔ past" and "behind ⇔ future" both in terms of terminology and gestures, corresponding to the past being observed and the future being unobserved. Similarly, the Chinese term for "the day after tomorrow" 後天 ("hòutiān") literally means "after (or behind) day", whereas "the day before yesterday" 前天 ("qiántiān") is literally "preceding (or in front) day", and Chinese speakers spontaneously gesture in front for the past and behind for the future, although there are conflicting findings on whether they perceive the ego to be in front of or behind the past. There are no languages that place the past and future on a left–right axis (e.g., there is no expression in English such as *the meeting was moved to the left), although at least English speakers associate the past with the left and the future with the right.

The words "yesterday" and "tomorrow" both translate to the same word in Hindi: कल ("kal"), meaning "[one] day remote from today." The ambiguity is resolved by verb tense. परसों ("parsoⁿ") is used for both "day before yesterday" and "day after tomorrow", or "two days from today".

तरसों ("tarson") is used for "three days from today  and नरसों ("narson") is used for "four days from today.

The other side of the psychological passage of time is in the realm of volition and action. We plan and often execute actions intended to affect the course of events in the future. From the Rubaiyat:

The Moving Finger writes; and, having writ,
  Moves on: nor all thy Piety nor Wit.
Shall lure it back to cancel half a Line,
  Nor all thy Tears wash out a Word of it.

Omar Khayyám (translation by Edward Fitzgerald).

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