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Contrasting measures of irreversibility in stochastic and deterministic dynamics Ian Ford Department of Physics and Astronomy and London Centre for Nanotechnology UCL I J Ford, New J. Phys 17 (2015) 075017

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Page 1: Contrasting measures of irreversibility in stochastic and ...ucapijf/presentations/SheffieldObversibi… · Contrasting measures of irreversibility in stochastic and deterministic

Contrasting measures of irreversibility in

stochastic and deterministic dynamics

Ian Ford

Department of Physics and

Astronomy and

London Centre for

Nanotechnology

UCL

I J Ford, New J. Phys 17 (2015) 075017

Page 2: Contrasting measures of irreversibility in stochastic and ...ucapijf/presentations/SheffieldObversibi… · Contrasting measures of irreversibility in stochastic and deterministic

The message

• How to measure irreversibility?

• For stochastic dynamics:

– stochastic entropy production measures reversibility

• For deterministic dynamics:

– Evans-Searles dissipation function

– But this assumes a velocity-symmetric pdf

• A modified dissipation function can be defined [Ford (2015)]

– ‘dissipation production’ measures obversibility

• Examples in classical and quantum dynamics

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2TM 1TM

Page 4: Contrasting measures of irreversibility in stochastic and ...ucapijf/presentations/SheffieldObversibi… · Contrasting measures of irreversibility in stochastic and deterministic

2TM 1TM

'

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'TM 1TM

'

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2TM TM

'

'TM

trajectory

antitrajectory

Page 7: Contrasting measures of irreversibility in stochastic and ...ucapijf/presentations/SheffieldObversibi… · Contrasting measures of irreversibility in stochastic and deterministic

Definition of stochastic entropy production

])(),(rajectory prob[antit

])(),(ctory prob[trajeln)]([tot

tvtx

tvtxtxs

RR

Sekimoto, Seifert, etc

time

positio

n

time

positio

n)(tx )(txR

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Reversibility measureTransition

probabilities

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Reversibility measureTransition

probabilities

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Deterministic dynamics

• Newton’s equations / Schrödinger equation

• Possibly with a deterministic thermal constraint

• How might we measure irreversibility?

– stochastic entropy production is zero

NOISE

Page 11: Contrasting measures of irreversibility in stochastic and ...ucapijf/presentations/SheffieldObversibi… · Contrasting measures of irreversibility in stochastic and deterministic

2TM TM

'

'TM

In deterministic dynamics reversibility is automatic

Page 12: Contrasting measures of irreversibility in stochastic and ...ucapijf/presentations/SheffieldObversibi… · Contrasting measures of irreversibility in stochastic and deterministic

Definition of stochastic entropy production

])(),(rajectory prob[antit

])(),(ctory prob[trajeln)]([tot

tvtx

tvtxtxs

RR

Sekimoto, Seifert, etc

Page 13: Contrasting measures of irreversibility in stochastic and ...ucapijf/presentations/SheffieldObversibi… · Contrasting measures of irreversibility in stochastic and deterministic

The Evans-Searles test

trajectory

antitrajectory

Page 14: Contrasting measures of irreversibility in stochastic and ...ucapijf/presentations/SheffieldObversibi… · Contrasting measures of irreversibility in stochastic and deterministic

The Evans-Searles test

trajectory

antitrajectory

Page 15: Contrasting measures of irreversibility in stochastic and ...ucapijf/presentations/SheffieldObversibi… · Contrasting measures of irreversibility in stochastic and deterministic

The Evans-Searles dissipation function

Probability of selecting

configuration at t=0

Important assumption: initial pdf is velocity symmetric.

Probability of selecting, at t=0,

the velocity inverted evolved

configuration MT

0t

time-integrated

dissipation function

0)(0 tEnsures that

Page 16: Contrasting measures of irreversibility in stochastic and ...ucapijf/presentations/SheffieldObversibi… · Contrasting measures of irreversibility in stochastic and deterministic

The Past Hypothesis

• The possible states of the

universe in the past differ

from those in the future

• Implies asymmetry in velocity

statistics

Page 17: Contrasting measures of irreversibility in stochastic and ...ucapijf/presentations/SheffieldObversibi… · Contrasting measures of irreversibility in stochastic and deterministic

A constraint on configurations

• Configuration and its velocity inverse cannot be

equally possible (except in thermal equilibrium)

• If so future would be like the past

Page 18: Contrasting measures of irreversibility in stochastic and ...ucapijf/presentations/SheffieldObversibi… · Contrasting measures of irreversibility in stochastic and deterministic

An illustration of the problem

• Suppose the initial ensemble contains trains that

can only go forwards?

– a form of Past Hypothesis.

'

v

'TM TM

= 0

Page 19: Contrasting measures of irreversibility in stochastic and ...ucapijf/presentations/SheffieldObversibi… · Contrasting measures of irreversibility in stochastic and deterministic

Need a modified Evans-Searles test

I J Ford, New J. Phys 17 (2015) 075017Select configuration, then invert

Page 20: Contrasting measures of irreversibility in stochastic and ...ucapijf/presentations/SheffieldObversibi… · Contrasting measures of irreversibility in stochastic and deterministic

The modified dissipation function

Initial pdf can be velocity asymmetric:

no conflict with Past Hypothesis

Probability of selecting

configuration at t=0

Probability of selecting, at t=0,

the velocity inverted evolved

configuration

0

Dissipation production

Page 21: Contrasting measures of irreversibility in stochastic and ...ucapijf/presentations/SheffieldObversibi… · Contrasting measures of irreversibility in stochastic and deterministic

Example: alignment of particle direction of

motion with a field

sindt

d

),()0,( tff

pdf over directions

)0,(f

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Initial velocity symmetry and asymmetry

Evans-Searles

fluctuation theorem

t t

2

1)0,(1 f

2

2 cos1

)0,( f

and asymmetry

Page 23: Contrasting measures of irreversibility in stochastic and ...ucapijf/presentations/SheffieldObversibi… · Contrasting measures of irreversibility in stochastic and deterministic

Reversibility tested by

How likely is an antitrajectory of previous behaviour?

tots

Page 24: Contrasting measures of irreversibility in stochastic and ...ucapijf/presentations/SheffieldObversibi… · Contrasting measures of irreversibility in stochastic and deterministic

How likely is an antitrajectory from the start?

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The obverse and reverse trajectories

• Obverse trajectory runs concurrent with the

trajectory

• Reverse trajectory runs subsequent to the

trajectory

Page 26: Contrasting measures of irreversibility in stochastic and ...ucapijf/presentations/SheffieldObversibi… · Contrasting measures of irreversibility in stochastic and deterministic

Mathematical contrast (and similarity)

Transition probability from to

deterministically mapped to

Page 27: Contrasting measures of irreversibility in stochastic and ...ucapijf/presentations/SheffieldObversibi… · Contrasting measures of irreversibility in stochastic and deterministic

Quantum example

• Two level system (qubit)

• Evolution on the Bloch sphere

12/sin02/cos)(),( iett

image: Konrad Szacilowski

with Claudia Clarke

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Velocity inversion = complex conjugation

y

z

'

tS

*

*

tS

*'

TM

)'(

)(ln)(

f

ft

d

f

fft

)'(

)(ln)(

Mean dissipation production

= a Kullback-Leibler divergence

Page 29: Contrasting measures of irreversibility in stochastic and ...ucapijf/presentations/SheffieldObversibi… · Contrasting measures of irreversibility in stochastic and deterministic

),( fSymmetric pdf

t

),( f

Page 30: Contrasting measures of irreversibility in stochastic and ...ucapijf/presentations/SheffieldObversibi… · Contrasting measures of irreversibility in stochastic and deterministic

pdf of dissipation production

Process: /2 rotation

about x axis

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What have we learnt (so far)

• Dissipation production 𝜔𝑡

– Modified version of time-integrated Evans-Searles

dissipation function

– Suitable for velocity asymmetric pdfs implied by Past

Hypothesis

• Average increases with elapsed time

– reminiscent of thermodynamic entropy (but different)

– similar to stochastic entropy production (but different)

– evolution can be asymmetric in time

t

Page 32: Contrasting measures of irreversibility in stochastic and ...ucapijf/presentations/SheffieldObversibi… · Contrasting measures of irreversibility in stochastic and deterministic

The MESSAGE

• How to measure irreversibility?

• For stochastic dynamics:

– stochastic entropy production measures reversibility

• For deterministic dynamics:

– ‘dissipation production’ measures obversibility

• Thanks for listening!

I J Ford, New J. Phys 17 (2015) 075017