Entropy (arrow of time) From Wikipedia, the free encyclopedia
Jump to: navigation, search
Entropy is the only quantity in the physical sciences (apart from certain rare interactions in particle physics; see below) that requires 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 will increase. Hence, from one perspective, entropy measurement is a way of distinguishing the past from the future. However in thermodynamic systems that are not closed, entropy can decrease with time: many systems, including living systems, reduce local entropy at the expense of an environmental increase, resulting in a net increase in entropy. Examples of such systems and phenomena include the formation of certain crystals, the workings of a refrigerator and living organisms.
By contrast, all physical processes occurring at the microscopic level, such as mechanics, do not pick out an arrow of time. Going forward in time, an atom might move to the left, whereas going backward in time the same atom might move to the right; the behavior of the atom is not
qualitatively different in either case. In contrast, it would be an astronomically improbable event if a macroscopic amount of gas that originally filled a container evenly spontaneously shrunk to occupy only half the container.
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 our daily experience of time irreversibility.
^{[1]}Unsolved problems 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?  
Contents
[hide]
 1 Overview
 2 An example of apparent irreversibility
 3 Mathematics of the arrow
 4 Maxwell's demon
 5 Correlations
 6 The arrow of time in various phenomena
 7 Current research
 7.1 Dynamical systems
 7.2 Quantum mechanics
 7.3 Cosmology
 8 See also
 9 References
 10 Further reading
 11 External links

[edit] OverviewThe 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 of our world.
Unlike most other laws of physics, 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 × 10
^{23} 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. T Symmetry is the symmetry of physical laws under a time reversal transformation. Although in restricted contexts one may find this symmetry, the observable universe itself does not show symmetry under time reversal, primarily due to the second law of thermodynamics.
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 lowentropy state (compared to a highentropy 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 available to perform useful 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 welldefined 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,
^{[2]} until the latter stages of the Big Crunch when entropy would be lower than now.
[edit] An example of apparent irreversibilityConsider 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 to be 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 numbers of molecules it is so unlikely that one would have to wait, on average, many times longer than the 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 Ludwig Boltzmann#The Second Law as a law of disorder.
[edit] Mathematics of the arrowThe mathematics behind the
arrow of time, entropy, and basis of the second law of thermodynamics derive from the following setup, as detailed by Carnot (1824), Clapeyron (1832), and Clausius (1854):
Here, as common experience demonstrates, when a hot body
T_{1}, such as a furnace, is put into physical contact, such as being connected via a body of fluid (working body), with a cold body
T_{2}, 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 Δ
S for the passage of the quantity of heat
Q from the temperature
T_{1}, through the "working body" of fluid (see heat engine), which was typically a body of steam, to the temperature
T_{2}. 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 "equivalencevalue" 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,
T_{1} was initially 100 degrees, and
T_{2} was initially 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, will not only do external work (such as to push a piston), but will 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 intermolecular friction exists.
[edit] Maxwell's demonIn 1867, James Clerk Maxwell introduced a nowfamous thought experiment that highlighted the contrast between the statistical nature of entropy and the deterministic nature of the underlying physical processes. This experiment, known as Maxwell's demon, consists of a hypothetical "demon" that guards a trapdoor between two containers filled with gases at equal temperatures. By allowing fast molecules through the trapdoor in only one direction and only slow molecules in the other direction, the demon raises the temperature of one gas and lowers the temperature of the other, apparently violating the Second Law.
Maxwell's thought experiment was only resolved in the 20th century by Leó Szilárd, Charles H. Bennett, Seth Lloyd and others. The key idea is that the demon itself necessarily possesses a nonnegligible amount of entropy that increases even as the gases lose entropy, so that the entropy of the system as a whole increases. This is because the demon has to contain many internal "parts" (essentially: a memory space to store information on the gas molecules) if it is to perform its job reliably, and therefore has to be considered a
macroscopic system with nonvanishing entropy. An equivalent way of saying this is that the information possessed by the demon on which atoms are considered "fast" or "slow", can be considered a form of entropy known as information entropy.
[edit] CorrelationsAn 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.
^{[3]} 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.
Take for example (experiment A) a closed box which is, at the beginning, halffilled with ideal gas. As time passes, the gas obviously expands to fill the whole box, so that the final state will be a box full of gas. This is an irreversible process, since if the box is full at the beginning (experiment B), it will not become only halffull later, except for the most 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 preexisting correlations. 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.
^{[citation needed]}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. In order to do this one must acknowledge the difference between the measured entropy of a system  which is dependent only on its macrostate (its volume, temperature etc.)  and its information entropy (also called Kolmogorov complexity),
^{[4]} 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.
^{[5]} Therefore, in the absence of such correlations the two entropies are identical, but otherwise the information entropy will be smaller than the measured entropy, and the difference can be used as a measure of the amount of correlations.
Now, by
Liouvilles theorem, timereversal of all microscopic processes implies that the amount of information needed to describe the exact microstate of an isolated system (its informationtheoretic 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 will form with time. In other words, there will be a decreasing mutual entropy (or increasing mutual information), and for a time which is not too long  the correlations (mutual information) between particles will only increase with time; therefore, the thermodynamic entropy , which is proportional to the marginal entropy, must also increase with time
^{[6]} (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 which 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.
[edit] The arrow of time in various phenomenaMain article: Arrow of time
All phenomena that behave differently in one time direction can ultimately be linked to the Second Law of Thermodynamics. This includes the fact that ice cubes melt in hot coffee rather than assembling themselves out of the coffee, that a block sliding on a rough surface slows down rather than speeding up, and that we can remember the past rather than the future. This last phenomenon, called the "psychological arrow of time", has deep connections with Maxwell's demon and the physics of information; In fact, it is easy to understand its link to the Second Law of Thermodynamics if one views memory as correlation between brain cells (or computer bits) and the outer world. Since the Second Law of Thermodynamics is equivalent to the growth with time of such correlations, then it states that memory will be created as we move towards the future (rather than towards the past).
[edit] Current researchCurrent 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.
[edit] Dynamical systemsSome 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 a differential equation, where one of the parameters is explicitly time. By the very nature of differential equations, the solutions to such systems are inherently timereversible. 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.
Mixing and ergodic systems do not have exact solutions, and thus proving time irreversibility in a mathematical sense is (as of 2006
^{[update]}) impossible. Some progress can be made by studying discretetime models or difference equations. Many discretetime models, such as the iterated functions considered in popular fractaldrawing programs, are explicitly not timereversible, 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 builtin irreversibility, it is inappropriate to use them to explain why time is not reversible.
There are other systems which are chaotic, and are also explicitly timereversible: 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 FrobeniusPerron operator or transfer operator for the system. For some of these systems, it can be explicitly, mathematically shown that the transfer operators are not traceclass. 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, discretetime system is explicitly timesymmetric, the transfer operator is not. Furthermore, the transfer operator can be diagonalized in one of two inequivalent ways, one of which describes the forwardtime evolution of the system, and one which describes the backwardstime evolution.
As of 2006, this type of timesymmetry breaking has been demonstrated for only a very small number of exactlysolvable, discretetime 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 exactlysolvable continuoustime ergodic systems, such as Hadamard's billiards, or the Anosov flow on the tangent space of PSL(2,R).
[edit] Quantum mechanicsResearch 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 intermingling 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 spacefilling 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.
^{[citation needed]}[edit] CosmologySome processes which involve high energy particles and are governed by the weak force (such as Kmeson 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 our daytoday experience of the arrow of time. A notable exception is the wave function collapse in quantum mechanics, which is an irreversible process. It has been conjectured that the collapse of the wave function may be the reason for the Second Law of Thermodynamics. However it is more accepted today that the opposite is correct, namely that the (possibly merely apparent) wave function collapse is a consequence of quantum decoherence, a process which is ultimately an outcome of the Second Law of Thermodynamics.
It currently seems that the ultimate reason for a preferred time direction is that the universe as a whole was in a highly ordered state at its very early stages, shortly after the big bang, and that any fluctuations in it were uncorrelated. The question of why this highly ordered state existed, and how to describe it, remains an area of research. Currently, the most promising direction is the theory of cosmic inflation.
According to this theory our universe (or, rather, its accessible part, a radius of 46 billion light years around our location) 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 which is supposed to be such that these fluctuations are uncorrelated for any practical use. This is supposed to give the desired initial conditions needed for the Second Law of Thermodynamics.
Our universe is probably an open universe, so that its expansion will never terminate, but it is an interesting thought experiment to imagine what would have happened had our universe been closed. In such a case, its expansion will stop at a certain time in the distant future, and it will then begin to shrink. Moreover, a closed universe is finite. It is unclear what will happen to the Second Law of Thermodynamics in such a case. One could imagine at least three different scenarios (in fact, only the third one is probable, since the first two require very simple cosmic evolution):
 A highly controversial view is that in such a case the arrow of time will be reversed.^{[7]} 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 very similar to its beginning in the big bang. Because the two are totally symmetric, and the final state is very highly ordered  entropy has to decrease close to the end of the universe, so that the Second Law of Thermodynamics is reversed 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 which have arrived earlier.
 It could be that this is the crucial point where the wavefunction collapse is important: if the collapse is real, then the quantum fluctuations will not be in superposition any longer; rather they had collapsed to a particular state (a particular arrangement of galaxies and stars), thus creating a big crunch which is very different from the big bang. Such a scenario may be viewed as adding boundary conditions (say, at the distant future) which dictate the wavefunction collapse.^{[8]}
 The broad consensus among the scientific community today is that smooth initial conditions lead to a highly nonsmooth final state, and that this is in fact the source of the thermodynamic arrow of time.^{[9]} Highly nonsmooth gravitational systems tend to collapse to black holes, so the wavefunction of the whole universe evolves from a superposition of small fluctuations to a superposition of states with many black holes in each. 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.
In the first 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 second and third scenarios, 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. In the second scenario, the quantum arrow of time may be seen as the deep reason for this.
[edit] See also
 Entropy
 History of entropy
 Arrow of time
 Cosmic inflation
 Htheorem
 Loschmidt's paradox
[edit] References
 ^ The Thermodynamic Arrow: Puzzles and PseudoPuzzles, Price H., Proceedings of Time and Matter, Venice, 2002
 ^ Penrose, R. The Road to Reality pp. 686734
 ^ Physical Origins of Time Asymmetry, p. 109.
 ^ Physical Origins of Time Asymmetry, p. 35.
 ^ Physical Origins of Time Asymmetry, pp. 3538.
 ^ Some Misconceptions about Entropy
 ^ Arrow of time in cosmology, Hawking S.W., Phys. Rev. D 32, 2489  2495 (1985)
 ^ [quantph/0507269] Twotime interpretation of quantum mechanics
 ^ scholarpedia: Time's arrow and Boltzmann's entropy
[edit] Further reading
 Halliwell, J.J. et al. (1994). Physical Origins of Time Asymmetry. Cambridge. ISBN 0521568374. (technical).
 Mackey, Michael C. (1992). Time’s Arrow: The Originis of Thermodynamic Behavior. Berlin Heidelberg New York: Springer. ISBN 3540940936. OCLC 28585247. "... it is shown that for there to be a global evolution of the entropy to its maximal value ... it is necessary and sufficient that the system have a property known as exactness. ... these criteria suggest that all currently formulated physical laws may not be at the foundation of the thermodynamic behavior we observe every day of our lives. (page xi)"
Dover has reprinted the monograph in 2003 (ISBN 0486432432). For a short paper listing “the essential points of that argument, correcting presentation points that were confusing ... and emphasizing conclusions more forcefully than previously” see Mackey, Michael C. (2001). "Microscopic Dynamics and the Second Law of Thermodynamics". In Mugnai, C.; Ranfagni, A.; Schulman, L.S.. Time’s Arrow, Quantum Measurement and Superluminal Behavior. Rome: Consiglio Nazionale Delle Ricerche. pp. 49–65. ISBN 8880800248. http://www.cnd.mcgill.ca/bios/mackey/pdf_pub/newfinalnaples.pdf.
[edit] External links
 Thermodynamic Asymmetry in Time at the online Stanford Encyclopedia of Philosophy
 Java applets simulating irreversible processes: Release of a gas from a container and Mixing of two gases
Retrieved from "http://en.wikipedia.org/w/index.php?title=Entropy_(arrow_of_time)&oldid=467992687"
View page ratings
Rate this page
Rate this page
Page ratings
What's this?
Current average ratings.
Trustworthy
Objective
Complete
Wellwritten
I am highly knowledgeable about this topic (optional)
I have a relevant college/university degree
It is part of my profession
It is a deep personal passion
The source of my knowledge is not listed here
I would like to help improve Wikipedia, send me an email (optional)
We will send you a confirmation email. We will not share your email address with outside parties as per our feedback privacy statement.
Submit ratings
Saved successfullyYour ratings have not been submitted yetYour ratings have expired
Please reevaluate this page and submit new ratings.
An error has occurred. Please try again later.
Thanks! Your ratings have been saved.
Please take a moment to complete a short survey.
Start surveyMaybe later
Thanks! Your ratings have been saved.
Do you want to create an account?
An account will help you track your edits, get involved in discussions, and be a part of the community.Create an accountorLog inMaybe later
Thanks! Your ratings have been saved.
Did you know that you can edit this page?
Edit this pageMaybe later
Categories:
Hidden categories:
 All articles with unsourced statements
 Articles with unsourced statements from April 2010
 Articles containing potentially dated statements from 2006
 All articles containing potentially dated statements