Mesoscopic and Macroscopic Entropy Balance Equations in a Stochastic Dynamics and Its Deterministic Limit

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Main Authors: Qian, Hong, Shen, Zhongwei
Format: Preprint
Published: 2024
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author Qian, Hong
Shen, Zhongwei
author_facet Qian, Hong
Shen, Zhongwei
contents Entropy, its production, and its change in a dynamical system can be understood from either a fully stochastic dynamic description or from a deterministic dynamics exhibiting chaotic behavior. By taking the former approach based on the general diffusion process with diffusion $\tfrac{1}α{\bf D}(\bf x)$ and drift $\bf b(\bf x)$, where $α$ represents the ``size parameter'' of a system, we show that there are two distinctly different entropy balance equations. One reads ${\rm d} S^{(α)}/{\rm d} t = e^{(α)}_p + Q^{(α)}_{ex}$ for all $α$. However, the leading $α$-order, ``extensive'', terms of the entropy production rate $e^{(α)}_p$ and heat exchange rate $Q^{(α)}_{ex}$ are exactly cancelled. Therefore, in the asymptotic limit of $α\to\infty$, there is a second, local ${\rm d} S/{\rm d} t = \nabla\cdot{\bf b}({\bf x}(t))+\left({\bf D}:{\bf Σ}^{-1}\right)({\bf x}(t))$ on the order of $O(1)$, where $\tfrac{1}α{\bf D}(\bf x(t))$ represents the randomness generated in the dynamics usually represented by metric entropy, and $\tfrac{1}α{\bf Σ}({\bf x}(t))$ is the covariance matrix of the local Gaussian description at ${\bf x}(t)$, which is a solution to the ordinary differential equation $\dot{\bf x}={\bf b}(\bf x)$ at time $t$. This latter equation is akin to the notions of volume-preserving conservative dynamics and entropy production in the deterministic dynamic approach to nonequilibrium thermodynamics {\it à la} D. Ruelle. As a continuation of [17], mathematical details with sufficient care are given in four Appendices.
format Preprint
id arxiv_https___arxiv_org_abs_2406_00165
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Mesoscopic and Macroscopic Entropy Balance Equations in a Stochastic Dynamics and Its Deterministic Limit
Qian, Hong
Shen, Zhongwei
Mathematical Physics
Dynamical Systems
Probability
Entropy, its production, and its change in a dynamical system can be understood from either a fully stochastic dynamic description or from a deterministic dynamics exhibiting chaotic behavior. By taking the former approach based on the general diffusion process with diffusion $\tfrac{1}α{\bf D}(\bf x)$ and drift $\bf b(\bf x)$, where $α$ represents the ``size parameter'' of a system, we show that there are two distinctly different entropy balance equations. One reads ${\rm d} S^{(α)}/{\rm d} t = e^{(α)}_p + Q^{(α)}_{ex}$ for all $α$. However, the leading $α$-order, ``extensive'', terms of the entropy production rate $e^{(α)}_p$ and heat exchange rate $Q^{(α)}_{ex}$ are exactly cancelled. Therefore, in the asymptotic limit of $α\to\infty$, there is a second, local ${\rm d} S/{\rm d} t = \nabla\cdot{\bf b}({\bf x}(t))+\left({\bf D}:{\bf Σ}^{-1}\right)({\bf x}(t))$ on the order of $O(1)$, where $\tfrac{1}α{\bf D}(\bf x(t))$ represents the randomness generated in the dynamics usually represented by metric entropy, and $\tfrac{1}α{\bf Σ}({\bf x}(t))$ is the covariance matrix of the local Gaussian description at ${\bf x}(t)$, which is a solution to the ordinary differential equation $\dot{\bf x}={\bf b}(\bf x)$ at time $t$. This latter equation is akin to the notions of volume-preserving conservative dynamics and entropy production in the deterministic dynamic approach to nonequilibrium thermodynamics {\it à la} D. Ruelle. As a continuation of [17], mathematical details with sufficient care are given in four Appendices.
title Mesoscopic and Macroscopic Entropy Balance Equations in a Stochastic Dynamics and Its Deterministic Limit
topic Mathematical Physics
Dynamical Systems
Probability
url https://arxiv.org/abs/2406.00165