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CHAOS VOLUME 8. NUMBER 2 JUNE 1998<br />

<strong>Chaos</strong> <strong>and</strong> <strong>irreversibility</strong> <strong>in</strong> <strong>simple</strong> <strong>model</strong> <strong>systems</strong><br />

Wm. G. Hoover<br />

Department of Applied Science, University of California at Davis/Livermore <strong>and</strong> Lawrence Livermore <br />

National Laboratol)', Livermore, California 94551-7808 <br />

Harald A. Posch<br />

Institute for Experimental Physics, University<br />

Vienna, Boltzmanngasse 5, Vienna A·1090, Austria<br />

(Received 24 November 1997; accepted for publication 27 February 1998)<br />

The multifractal l<strong>in</strong>k between chaotic time-reversible mechanics <strong>and</strong> thennodynamic <strong>irreversibility</strong> <br />

is illustrated for three <strong>simple</strong> chaotic <strong>model</strong> <strong>systems</strong>: the Baker Map, the Galton Board, <strong>and</strong> <br />

many-body color conductivity. By scal<strong>in</strong>g time, or the momenta, or the driv<strong>in</strong>g forces, it can be <br />

shown that the dissipative nature of the three thennostated <strong>model</strong> <strong>systems</strong> has analogs <strong>in</strong> <br />

conservative Hamiltonian <strong>and</strong> Lagrangian mechanics. L<strong>in</strong>ks between the microscopic <br />

nonequilibrium Lyapunov spectra <strong>and</strong> macroscopic thennodynamic dissipation are also po<strong>in</strong>ted out. <br />

© 1998 American Institute of Physics. [S1054-1500(98)01l02-1] <br />

Atomistic simulations of macroscopic irreversible pro­ tion functions could be accumulated, by time averag<strong>in</strong>g, but<br />

cesses require a generalization of the usual Newtonian were no longer the fundamental <strong>in</strong>gredient for theoretical<br />

mechanics. One approach <strong>in</strong>corporates non equilibrium underst<strong>and</strong><strong>in</strong>g. By 1972 nonequilibriu.m many-body simulaconstra<strong>in</strong>ts<br />

<strong>in</strong>to the equations of motion. An alternative tions had suggested a new path to underst<strong>and</strong><strong>in</strong>g<br />

approach couples a Newtonian system to one or more <strong>irreversibility</strong>,z,3 <strong>and</strong> presently led to the discovery of multiheat<br />

reservoirs. Both atomistic approaches lead to fractal fractal phase-space structures, <strong>in</strong> 1986. 4 ,5 Now, 100 years<br />

descriptions quite unlike Gibbs' cont<strong>in</strong>uous probability after Boltzmann, simulations with 10 7 particles are feasible. 6<br />

densities. The fractals reflect the rarity of non equilibrium Recent conceptual advances, result<strong>in</strong>g from few-body<br />

states relative to the equilibrium ones. We illustrate the <strong>and</strong> many-body simulations, were discussed here <strong>in</strong> Budapformation<br />

of such fractal structures for a series of <strong>simple</strong> est. <strong>in</strong> 1997. The new multi fractal structures, which provide<br />

<strong>model</strong>s. In order of <strong>in</strong>creas<strong>in</strong>g complexity-<strong>and</strong> an explanation for <strong>irreversibility</strong>, followed from three <strong>in</strong>derealism-these<br />

are (i) a mapp<strong>in</strong>g of the unit square onto pendent theoretical approaches, discussed here <strong>in</strong> the lectures<br />

itself, (ii) the one-body dynamics of a particle driven by Dorfman <strong>and</strong> Gaspard. All three are tied closely to the<br />

through an array of fixed scatterers by an external field, solution of chaotic nonl<strong>in</strong>ear problems us<strong>in</strong>g traditional clas<strong>and</strong><br />

(iii) the many-body dynamics of a fluid with a field sical mechanics. Assimilation of this explanation <strong>and</strong> underdriv<strong>in</strong>g<br />

half the particles to the right <strong>and</strong> half to the left. st<strong>and</strong><strong>in</strong>g has been delayed, for about ten years, by a disparity<br />

The two last dynamical <strong>model</strong>s illustrate that the fractal <strong>in</strong> viewpo<strong>in</strong>t. For those that view computers as tools for<br />

structures characteriz<strong>in</strong>g constra<strong>in</strong>ed <strong>systems</strong> have ana­ simulation <strong>and</strong> numerical solution, it is natural to stress<br />

logs describ<strong>in</strong>g driven <strong>systems</strong>. The many-body fluid ex­ trajectory-based dynamics as fundamental. Boltzmann <strong>and</strong><br />

hibits macroscopic chaotic modes, analogous to hydrody­ Gibbs' statistical heritage suggests <strong>in</strong>stead that a statistical<br />

namic modes, associated with the <strong>in</strong>dividual <strong>in</strong>stabilities distribution-based dynamics could be considered fundamendescribed<br />

by the Lyapunov exponents.<br />

tal. In addition to this dichotomy, to which we return later,<br />

there is also a po<strong>in</strong>t of view that the puzzl<strong>in</strong>g aspects of<br />

I. INTRODUCTION<br />

<strong>irreversibility</strong> are solely due to the chosen <strong>in</strong>itial conditions. 7<br />

<strong>Chaos</strong> seems to us to have made this last po<strong>in</strong>t of view out­<br />

The subject of this meet<strong>in</strong>g at Eotvos University, dated.<br />

"<strong>Chaos</strong> <strong>and</strong> Ineversibility," emphasizes the l<strong>in</strong>k between The multifractal structures generated by dynamical nontime-reversible,<br />

chaotic microscopic mechanics <strong>and</strong> irrevers­ equilibrium many-body simulations describe what is often<br />

ible macroscopic dissipation. The ma<strong>in</strong> idea is to exam<strong>in</strong>e called the "natural measure" of the dynamics, a record of<br />

the basic pr<strong>in</strong>ciples underly<strong>in</strong>g the simulation <strong>and</strong> analysis of the relative probabilities of visit<strong>in</strong>g neighborhoods of parthennodynamic<br />

<strong>and</strong> hydrodynamic processes. This subject ticular state po<strong>in</strong>ts. Such a measure can be represented by<br />

was popularized by Boltzmann, as described <strong>in</strong> the lecture by po<strong>in</strong>t sets of coord<strong>in</strong>ates {q(ndt)}, which could be further<br />

E. G. D. Cohen. Boltzmann's explanation of macroscopic idealized as def<strong>in</strong><strong>in</strong>g cont<strong>in</strong>uous differentiable trajectories<br />

<strong>in</strong>eversibility, <strong>in</strong> isolated dilute gases, was statistical, based {q(t)}. Alternatively, the same trajectories could be given a<br />

on the one-particle distribution function.<br />

phase-space representation: {q(t),p(t)}. So as to emphasize<br />

Seventy-five years later, at the Livermore <strong>and</strong> Los Ala­ parallels with Boltzmann's gas theory, <strong>and</strong> Gibbs' statistical<br />

mos laboratories, fast computers opened the door to a revo­ mechanics, we adopt this last representation. The "multifraclutionary<br />

possibility-the study of irreversible processes tal" character implies that the s<strong>in</strong>gular nature of the po<strong>in</strong>ts'<br />

from detailed dynamical many-body trajectories. l Distribu- density <strong>in</strong> phase space,j(q,p), varies from po<strong>in</strong>t to po<strong>in</strong>t. At<br />

1054-1500/98/8(2)/366/8/$15.00 366 © 1998 American Institute of Physics


<strong>Chaos</strong>, Vo:. 8, No.2, 1998<br />

Wm. G. Hoover <strong>and</strong> H. A. Posch 367<br />

f<br />

r<br />


368 <strong>Chaos</strong>, Vol, 8, r~o, 2, 1998 Wm. G. Hoover <strong>and</strong> H. A. Posch<br />

.. <br />

B <br />

~T T~ <br />

!III<br />

B<br />

(a)<br />

(b)<br />

FIG. 1. Time-reversible dissipative Baker Map. The basic mapp<strong>in</strong>g process "B" stretches without rotation, <strong>and</strong> is shown at the left "TO< <strong>in</strong>dicates<br />

time-reversal, chang<strong>in</strong>g the sign of the vertical coord<strong>in</strong>ate. When the Baker map is applied to the <strong>in</strong>itial po<strong>in</strong>t (0.1,0.1), it generates the attractor shown at the<br />

right. Of the 100000 po<strong>in</strong>ts shown, 66490 lie <strong>in</strong> the largest of the self-similar regions. Us<strong>in</strong>g the first 10 000 000 po<strong>in</strong>ts gave 6 666 340 po<strong>in</strong>ts <strong>in</strong> this region,<br />

<strong>in</strong> good agreement with the "r<strong>and</strong>om" expe.ctation, 2N!3.<br />

while the probability of undergo<strong>in</strong>g twofold compression<br />

[with local exponents In(3/2) <strong>and</strong> In(1I3)] is 2/3, the timeaveraged<br />

exponents are<br />

Al (1/3)ln(27/4), A2 (1/3)ln(2/27).<br />

The Kaplan-Yorke dimension of the attractor shown <strong>in</strong> Fig.<br />

1, the dimension of an object which neither grows nor<br />

shr<strong>in</strong>ks <strong>in</strong> the long term, is also the <strong>in</strong>formation dimension: 14<br />

DKY=D[= 1+(A]/IA 2 1)= 1.734.<br />

The paradoxical qualities of a time-reversible strange attractor<br />

are present here. The long-term change <strong>in</strong> a small comovlng<br />

phase volume ®, follow<strong>in</strong>g the "motion" through N<br />

iterations, is negative, approach<strong>in</strong>g zero as the iteration number<br />

N <strong>in</strong>creases:<br />

(®NI®o!<br />

(II (®,.I®n I))<br />

=eN(AI H 2J=(2/1)NI3 X (112)2,"113.<br />

Likewise paradoxically, the probability density <strong>in</strong>creases toward<br />

<strong>in</strong>f<strong>in</strong>ity, on average,<br />

(/N1fo)=\ II (/nlfn-I))<br />

e -N(;"'I +;"'2)= (2/1)2NI3 X (1/2),"1/3.<br />

This odd behavior is generic for nonequilibrium timereversible<br />

stationary states. 4 ,15 "Stationary" is a euphemism<br />

for time-<strong>in</strong>dependent, <strong>and</strong> refers to the motion equations <strong>and</strong><br />

the imposed boundary conditions, both are here def<strong>in</strong>ed by<br />

the map.<br />

We stress that stationarity is a property of the dynamics,<br />

rather than the solution, because the form of the solution<br />

cont<strong>in</strong>ually changes, show<strong>in</strong>g more <strong>and</strong> more detail with iteration,<br />

on f<strong>in</strong>er <strong>and</strong> f<strong>in</strong>er scales, IX t -lI2, as the time t<br />

progresses <strong>and</strong> more data are generated, From the mathematical<br />

po<strong>in</strong>t of view, repellors <strong>and</strong> attractors are limit<strong>in</strong>g<br />

stationary sets, for <strong>in</strong>f<strong>in</strong>itely long sampl<strong>in</strong>g times. From the<br />

computational po<strong>in</strong>t of view, any numerical approximation<br />

to these structures cont<strong>in</strong>ues to develop <strong>in</strong> time, <strong>and</strong> never<br />

achieves stationarity. Though both the repeUor <strong>and</strong> the attractor<br />

have negligible measure <strong>in</strong> thc usual sense, be<strong>in</strong>g<br />

fractal objects with dimensionality 1.734 <strong>in</strong> this illustrative<br />

case, the flow condenses onto the attractor with probability<br />

one. This <strong>simple</strong> condensation process, onto a zero-volume<br />

fractal set, is the microscopic mechanical analog of the second<br />

law of thermodynamics. 4 ,15 Although fluctuations can<br />

occur (correspond<strong>in</strong>g toa run of phase-volume <strong>in</strong>creases,<br />

with correspond<strong>in</strong>g decreases <strong>in</strong> f) it is obvious that, eventually,<br />

the second law (correspond<strong>in</strong>g to overall volume deerease<br />

<strong>and</strong> the divergence of f) must be satisfied. No other<br />

stationary time-development can be consistent with a<br />

bounded phase volume.<br />

It might be thought that the f<strong>in</strong>ite precision, typically<br />

eight figures, of computer simulations would spoil the generality<br />

of the conclusions. But simulations us<strong>in</strong>g double or<br />

quadruple precision <strong>in</strong>dicate that there is no noticeable effect<br />

of <strong>in</strong>creased accuracy. In this connection Levesque <strong>and</strong> Verlet<br />

have shown how to generate a perfectly reversible equilibrium<br />

dynamics by us<strong>in</strong>g <strong>in</strong>teger coord<strong>in</strong>ates. 16 ,17 It has<br />

been stated that a "coarse-gra<strong>in</strong><strong>in</strong>g" is essential to an underd<br />

mg ' 0 f noneqUl 'l'b 1 num . d ynamlCS. . 18,19 Th at IS, . t h e deve­<br />

stan I


<strong>Chaos</strong>, Vol, 8, No, 2, 1998<br />

E<br />

e <br />

ee ~<br />

_e_ <br />

eeee <br />

eeeee <br />

FIG, 2, Galton Board, An abridged 15-scatterer portion of the structure is<br />

shown at the left. The full Galton Board can be represented computationally<br />

by the reduced dynamics with<strong>in</strong> a s<strong>in</strong>gle cell, as is shown at the right. The<br />

angles a <strong>and</strong> f3 describe the location <strong>and</strong> post-collision velocity direction,<br />

for each scatter<strong>in</strong>g,<br />

op<strong>in</strong>g multifractal structure of the phase-space density must<br />

be ignored, below some usually unspecified scale. As Tel has<br />

emphasized, there are advantages <strong>in</strong> ignor<strong>in</strong>g the <strong>in</strong>exorable<br />

change of "steady-state" distributions. These <strong>in</strong>clude the<br />

underst<strong>and</strong><strong>in</strong>g of entropy derivatives <strong>and</strong> l<strong>in</strong>ks with Fokker­<br />

Planck equations, But to us "coarse-gra<strong>in</strong><strong>in</strong>g" appears to be<br />

no more than an arbitrary choice, not a necessity,<br />

Though <strong>simple</strong>, this Baker Map nicely illustrates the<br />

puzzle of <strong>irreversibility</strong>: a time-reversible rule generates a<br />

time series of po<strong>in</strong>ts with irreversible characteristics, a<br />

shr<strong>in</strong>k<strong>in</strong>g phase volume, <strong>and</strong> an ever-<strong>in</strong>creas<strong>in</strong>g probability<br />

density, both for a "stationary" dynamics. A variety of maps<br />

has been <strong>in</strong>troduced <strong>and</strong> studied, though only recently has<br />

the importance of time-reversibility to their relevance been<br />

stressed. 10 Maps can be concatenated <strong>in</strong>to a cha<strong>in</strong>,20,21 replac<strong>in</strong>g<br />

the solitary Baker by a mass-production "Boulangerie."<br />

The system boundaries, at the two ends of such a cha<strong>in</strong>,<br />

can be absorb<strong>in</strong>g, reflect<strong>in</strong>g, or have def<strong>in</strong>ed fluxes, Invariably,<br />

multifractal phase-space structures, obey<strong>in</strong>g the expected<br />

Green-Kubo relations, for near-equilibrium conditions,<br />

result. 22<br />

So far we know of no publications, us<strong>in</strong>g maps, <strong>in</strong> which<br />

the number of degrees of freedom is <strong>in</strong>creased <strong>in</strong> more than<br />

a s<strong>in</strong>gle direction, or <strong>in</strong> which more than a s<strong>in</strong>gle quantity is<br />

conserved (caricatur<strong>in</strong>g mass, momentum, or energy conservation).<br />

But there are many potentially <strong>in</strong>terest<strong>in</strong>g possibilities<br />

along the cont<strong>in</strong>uum separat<strong>in</strong>g the conventional Baker<br />

Map from state-of-the-art f<strong>in</strong>ite-difference or f<strong>in</strong>ite-element<br />

solutions of the cont<strong>in</strong>uum equations. It is still possible that<br />

maps are too <strong>simple</strong> to reveal much about the nonl<strong>in</strong>ear <strong>in</strong>teractions<br />

of many particles. Let us proceed to a one-body<br />

cont<strong>in</strong>uous flow, the Galton Board, which can readily be<br />

extended to the many-body case.<br />

III. TIME-REVERSIBLE DISSIPATIVE GALTON BOARD<br />

In 1873 Sir Francis Galton (1822-1911) used his probability<br />

demonstrator, the orig<strong>in</strong>al "Galton Board," which<br />

generated the b<strong>in</strong>omial <strong>and</strong> Gaussian distributions, by follow<strong>in</strong>g<br />

the progress of an ensemble of mov<strong>in</strong>g particles<br />

through a periodic array of scatterers. 23 This same idea can<br />

be represented computationally as is shown <strong>in</strong> Fig. 2, where<br />

the dynamics of an ensemble, <strong>in</strong> the full Galton Board, can<br />

Wm, G, Hoover <strong>and</strong> H, A, Posch 369<br />

be faithfully represented by the time-averaged motion of a<br />

s<strong>in</strong>gle particle <strong>in</strong> a s<strong>in</strong>gle unit cell. Five different methods<br />

have been used to extract, or to nullify, the <strong>in</strong>fluence of the<br />

k<strong>in</strong>etic energy, ga<strong>in</strong>ed from the field, on the dynamics. Three<br />

<strong>in</strong>volve damp<strong>in</strong>g: (i) from a pervasive viscous fluid,24 (ii)<br />

from <strong>in</strong>elastic scatter<strong>in</strong>g,2S or (iii) from determ<strong>in</strong>istic<br />

thennostats. 9 ,26 Two others have been used, (iv) time scal<strong>in</strong>g<br />

accord<strong>in</strong>g to a specified function of the coord<strong>in</strong>ates or<br />

momenta,27 <strong>and</strong> (v) field scal<strong>in</strong>g. 28 The last three methods<br />

produce isomorphic trajectories. With an exponential dependence<br />

of the field on the particle coord<strong>in</strong>ate, the particle's<br />

potential energy can ma<strong>in</strong>ta<strong>in</strong> a fixed ratio to the k<strong>in</strong>etic<br />

energy, result<strong>in</strong>g <strong>in</strong> a dynamic stationary state, <strong>in</strong> configuration<br />

space, but with an exponentially <strong>in</strong>creas<strong>in</strong>g extension <strong>in</strong><br />

momentum space. All five of the approaches just outl<strong>in</strong>ed<br />

lead to similar fractal phase-space structures, <strong>and</strong> to identical<br />

transport behavior <strong>in</strong> the weak-field limit.<br />

Though they are derived from conservative Hamiltonian<br />

mechanics, the trajectories generated by time-scal<strong>in</strong>g or<br />

field-scal<strong>in</strong>g are isomorphic, mean<strong>in</strong>g "hav<strong>in</strong>g the same<br />

shape," the same dependence of y on x, to those generated<br />

by constant-field thennostated mechanics, "isok<strong>in</strong>etic mechanics,"<br />

<strong>in</strong> which k<strong>in</strong>etic energy is extracted from the mov<strong>in</strong>g<br />

particle by thermostat forces l<strong>in</strong>ear <strong>in</strong> the momentum:<br />

py= F" - t;Py.<br />

Here the forces F describe the <strong>in</strong>teraction of a mov<strong>in</strong>g particle<br />

with a scatterer (a hard disk <strong>in</strong>teraction <strong>in</strong> the <strong>simple</strong>st<br />

case) while E is the external field, driv<strong>in</strong>g the motion <strong>in</strong> the<br />

x direction. The isok<strong>in</strong>etic "friction coefficient" t; is chosen<br />

to make the k<strong>in</strong>etic energy of the mov<strong>in</strong>g particle constant:<br />

In 1986 Bill Moran discovered the multifractal nature of<br />

the Galton Board trajectories as well as the complex nature<br />

of the motion at very high field strengths. 9 Soon it became<br />

clear that the repellor-attractor pair structure, characteristic<br />

of the Board, was shared by most time-reversible nonequilibrium<br />

stationary states. The Galton-Board <strong>model</strong> became a<br />

paradigm for <strong>irreversibility</strong>8 because it is the <strong>simple</strong>st flow to<br />

exhibit all the generic features associated with chaotic <strong>irreversibility</strong>:<br />

(i) time-reversible dynamics, (ii) multifractal<br />

phase-space structure, <strong>in</strong>clud<strong>in</strong>g a repellor-attractor pair, (iii)<br />

ergodicity, <strong>and</strong> (iv) overall dissipation, with the paradoxical<br />

feature that the "stationary" dynamics cont<strong>in</strong>ually shr<strong>in</strong>ks<br />

the comov<strong>in</strong>g phase volume, while cont<strong>in</strong>u<strong>in</strong>g to visit all<br />

po<strong>in</strong>ts <strong>in</strong> the allowed volume.<br />

The <strong>simple</strong> two-dimensional "Po<strong>in</strong>care section" of the<br />

"Galton Board problem" is easy to visualize. This section is<br />

a projection of the motion onto a <strong>simple</strong>r space describ<strong>in</strong>g<br />

the geometry of the collisions. Two sample sections, an attractor<br />

<strong>and</strong> a repellor, both at a relatively strong field, appear<br />

<strong>in</strong>' Fig. 3. So far no three-dimensional cont<strong>in</strong>uous ergodic<br />

flow, free of s<strong>in</strong>gularities <strong>and</strong> periodicities, has been found to<br />

illustrate all these same four features just listed above (reversible<br />

repellor-attractor pair with ergodic dissipation). In<br />

four dimensions, the thermostated oscillator, with control of


370 <strong>Chaos</strong>, Vol. 8, No.2, 1998 Wm. G. Hoover <strong>and</strong> H. A. Posch<br />

FIG. 3. Po<strong>in</strong>care sections, describ<strong>in</strong>g the 200 000 collisions, both forward <strong>in</strong> time, giv<strong>in</strong>g rhe "attractor," shown at the left. <strong>and</strong> backward, giv<strong>in</strong>g the<br />

"repeIlor," shown at the righi, for a field strength of 0"), where iT is the scatlerer diameter. Individual collisions are represented as dots <strong>in</strong> the sec:ion.<br />

The abscissa is the angle O~a~ 11" <strong>and</strong> the ord<strong>in</strong>ate is - 1~s<strong>in</strong>,8~-,-l. See Fig. 2. Note that the repellor is the exact mirror image of the attractor.<br />

both the second moment, through 1;, <strong>and</strong> the fourth moment,<br />

through g, is the <strong>simple</strong>st cont<strong>in</strong>uous example lO which<br />

avoids the complexities of s<strong>in</strong>gularities <strong>and</strong> periodic boundaries:<br />

q=p, p= q I;p_gp3, t=p2 T,<br />

3p2,<br />

If the temperature T is chosen to vary with q, T( q)<br />

+ Etanh(qlh), for <strong>in</strong>stance, then, for reasonable values of E<br />

<strong>and</strong> h, a multifractal ergodic repellor-attractor pair structure<br />

develops <strong>in</strong> the four-dimensional space, In the "equilibrium"<br />

nondissipative case, E= 0, the motion reproduces the<br />

analytic solution of Liouville's flow equation: 29<br />

aflat=o+-+f(q ,p,1;, I;) =<br />

It would be useful to f<strong>in</strong>d a three-dimensional mapp<strong>in</strong>g<br />

analogous to a Po<strong>in</strong>care section of this <strong>simple</strong> set of four<br />

equations.<br />

IV. TIME-REVERSIBLE DISSIPATIVE MANY-BODY<br />

COLOR CONDUCTIVITY<br />

The Galton Board problem is isomorphic to a two-body<br />

periodic problem,30 with one of the two particles, at r with<br />

velocity v. accelerated upward, while the second particle, at<br />

- r with v, is accelerated downward. This two-body problem<br />

generalizes naturally to the two-species many-body<br />

"Color Conductivity" problem <strong>in</strong>dicated <strong>in</strong> 4, with the<br />

field-dependent equations of motion:<br />

{x p,lm, y<br />

Aga<strong>in</strong>, a friction coefficient I; has been chosen to keep the<br />

k<strong>in</strong>etic energy constant.<br />

Figure 4 illustrates color conductivity <strong>in</strong> a form suited to<br />

thermodynamic analysis, The system, NI2 gray particles <strong>and</strong><br />

NI2 black ones, is bathed <strong>in</strong> a heat reservoir, at temperature<br />

T, with such a large heat capacity that the temperature never<br />

varies, The heat reservoir could be further visualized as a<br />

(nearly) ideal gas of (nearly) massless particles collid<strong>in</strong>g<br />

with the system particles <strong>in</strong> such a way as to force a thermal<br />

equilibrium between the thermometer <strong>and</strong> the systeml The<br />

rate at which the system's phase-space volume contracts, accord<strong>in</strong>g<br />

to Liouville's theorem:<br />

d In0ldt= dlnfldt<br />

2. (axlax) + (ajlay)-J (JPxIJpx)<br />

is also identical to the rate at which the external entropy Se<br />

of the pervasive heat reservoir <strong>in</strong>creases,<br />

--d In0ldt=dlnfldt $elk<br />

- l-VlkT= - QlkT.<br />

This relationship holds <strong>in</strong>stantaneously, so that se, "Hr, <strong>and</strong> Q<br />

can have either sign. Because - k(dlnfldt) corresponds also<br />

to the time-rate-of-change of Gibbs' system entropy, which<br />

decreases, on average, some feel it necessary to ignore the<br />

presence of a thermostat <strong>and</strong> to discuss <strong>in</strong>stead "entropy<br />

production," as a property of the system,18.19 To us, this<br />

emphasis on an ill-def<strong>in</strong>ed system entropy, rather than the


<strong>Chaos</strong>, Vol. 8, No.2, 1998<br />

Wm. G. Hoover <strong>and</strong> H. A. Posch<br />

371<br />

0.5 ,-----,------,---,-----,-----, 3.2<br />

0.4<br />

3.1<br />

ISOKINETIC<br />

Eo ___<br />

K<br />

0.3<br />

0.2<br />

0.1<br />

o<br />

K<br />

2.9<br />

L8<br />

o 0.05 0.1 0.15 0.2 0.25<br />

N-l/2<br />

FIG. 5. Number-dependence of the largest Lyapunov exponent, AI, <strong>and</strong><br />

color conductivity, K. for two-dimensional particles with a soft repulsive<br />

potential. The data <strong>in</strong> Ref. 13 suggest deviations of order N- 112 from welldef<strong>in</strong>ed<br />

large-system limit<strong>in</strong>g values.<br />

The three problems outl<strong>in</strong>ed here all illustrate (but do<br />

not expla<strong>in</strong>) the l<strong>in</strong>k between chaotic time-reversible dynamics<br />

<strong>and</strong> irreversible macroscopic behavior. Microstates violat<strong>in</strong>g<br />

the second law of thermodynamics have probability<br />

zero, correspond<strong>in</strong>g to the multifractal nature of the repellor,<br />

while the correspond<strong>in</strong>g, <strong>and</strong> geometrically similar, strangeattractor<br />

states attract the flow. The rate at which phase vol­<br />

I<br />

l<br />

ADIABATIC<br />

E(t) --II­<br />

FIG. 4. Thermodynamic views of isok<strong>in</strong>etic constant-field <strong>and</strong> adiabatic<br />

scaled-field color conductivity simulations. In both cases the external field<br />

accelerates gray particles toward the right <strong>and</strong> black particles to the left. The<br />

isok<strong>in</strong>etic constant-field simulation <strong>in</strong>corporates a pervasive heat bath. <strong>in</strong>dicated<br />

by diagonal stripes, which keeps the system k<strong>in</strong>etic energy constant.<br />

The simulations are isomorphic, with correspond<strong>in</strong>g pa!1icles <strong>in</strong> the two<br />

system types trac<strong>in</strong>g out identical {.l,y} trajectories, so that the comov<strong>in</strong>g<br />

ratio, In[t(r)/fid'''ll is exactly the same for the two dynamics, where fideal<br />

refers to an ideal gas with the same k<strong>in</strong>etic energy <strong>and</strong> density.<br />

well-def<strong>in</strong>ed entropy of the surround<strong>in</strong>gs, is an arbitrary<br />

choice, not a necessity. On a time-averaged dynamical basis<br />

only the sign consistent with the macroscopic second law of<br />

thermodynamics is also consistent with microscopic dynamical<br />

stability, so that (se/k>o).5<br />

The thermostated dynamics just described has an isomorphic<br />

tw<strong>in</strong>, with exactly the same particle trajectories<br />

{y(x)}, but with adiabatic equations of motion. Dettmann<br />

<strong>and</strong> Morriss have described a variety of ways to construct<br />

correspond<strong>in</strong>g <strong>systems</strong> obey<strong>in</strong>g fully classical, Hamiltonian<br />

<strong>and</strong> Lagrangian mechanics, without thermostats (t= 0).32,33<br />

Choquard described his <strong>in</strong>dependent discovery of some of<br />

these same <strong>systems</strong> <strong>in</strong> his lecture at this meet<strong>in</strong>g. One of the<br />

<strong>simple</strong>st ways is to impose a special time-dependent field<br />

ECt). For f<strong>in</strong>ite N it is necessary that the field <strong>in</strong>crease <strong>in</strong><br />

strict proportion to the k<strong>in</strong>etic energy, E(t)/Eo=KCt)/Ko. In<br />

the large-system limit, which computer simulations <strong>in</strong>dicate<br />

is well-behaved, with both f<strong>in</strong>ite conductivity <strong>and</strong> f<strong>in</strong>ite<br />

Lyapunov exponents,13 this scal<strong>in</strong>g takes on a particularly<br />

<strong>simple</strong> form for hard disks or hard spheresY<br />

E(t)=Eo/[l-(tlT)]",<br />

where the characteristic time T corresponds to the time required<br />

for the orig<strong>in</strong>al field, Eo, to dissipate an energy of<br />

order NkTo. Similar approaches can be constructed for the<br />

study of viscous flows <strong>and</strong> heat flowsY It should be stressed<br />

that these isomorphisms are not at all limited to the l<strong>in</strong>ear-<br />

response Green-Kubo regime. The fully nonl<strong>in</strong>ear, but thermostated,<br />

response has an exact analog, multi fractal structures<br />

<strong>and</strong> alL <strong>in</strong> classical mechanics, without. thermostats.<br />

In this problem, as well as s<strong>in</strong>gle-species analogs for the<br />

shear <strong>and</strong> bulk viscosities, <strong>and</strong> heat conductivity, the weakfield<br />

transport coefficient can be shown to reproduce exactly<br />

the Gibbs-ensemble predictions of l<strong>in</strong>ear-response theory. It<br />

appears that the color conductivity, K == (± v / E), depends<br />

smoothly on system size, extrapolat<strong>in</strong>g to a well def<strong>in</strong>ed, but<br />

field-dependent limit, as the number of particles is <strong>in</strong>creased.<br />

See Fig. S.<br />

A similar result holds for the largest Lyapunov exponent<br />

AI, which is a measure of the long-time tendency for two<br />

nearby trajectories to separate:<br />

\ (d/dr)lnL Oq2) == \ (d/dt)lnL Op2)<br />

==\ (d/dt)lnL (oq2+ OP2))<br />

== 2A l'<br />

For exponential separation, the coord<strong>in</strong>ate-space,<br />

momentum-space, <strong>and</strong> phase-space descriptions all give the<br />

same Lyapunov exponent. See Fig. S. The exponential separation<br />

rate which characterizes "Lyapunov <strong>in</strong>stability," has<br />

some <strong>in</strong>terest<strong>in</strong>g l<strong>in</strong>ks to macroscopic physics. The largest<br />

components of the vector separat<strong>in</strong>g the two trajectories lie<br />

ma<strong>in</strong>ly <strong>in</strong> a subspace of contiguous particles, as is shown <strong>in</strong><br />

Fig. 6. A macroscopic explanation for these <strong>simple</strong> structures,<br />

reported on for the first time here, is still miss<strong>in</strong>g.<br />

V. DISCUSSION, EMPHASIZING FUTURE<br />

DEVELOPMENTS


372 <strong>Chaos</strong>, Vol. 8, No, 2, 1998 Wm, G. Hoover <strong>and</strong> H, A, I"oscn<br />

FIG. 6, Typical modes associated with the two largest Lyapunov exponents, A" shown at the left, <strong>and</strong> 1. 1 , shown at the right, <strong>in</strong> a color conductivity<br />

simulation with 102400 particles, In the somewhat more-localized mode, at the left, about 1500 particles, with squared offset vectors of 10- 6 or more, are<br />

emphasized. N<strong>in</strong>e of these particles have contributions exceed<strong>in</strong>g 10- 2 In the second-largest mode, shown to the right, the largest squared offset vector is<br />

6<br />

about 10- 3 Altogether abollt 1900 particles make contributions greater than 10 . Though the figure illustrates the vectors <strong>in</strong> configuration space, the<br />

correspond<strong>in</strong>g vectors <strong>in</strong> momentum space, or <strong>in</strong> phase space, look very similar.<br />

ume collapses to the attractor is exactly equivalent to the rate<br />

of external entropy <strong>in</strong>crease <strong>and</strong> to the rate of Gibbs' entropy<br />

decrease, se Ik -'~G'bbJk dln0ldt.<br />

The multifractal structure is the key to underst<strong>and</strong><strong>in</strong>g the<br />

coexistence of time reversibility <strong>and</strong> macroscopic irreversible<br />

dissipation. It is not at all accidental that the same k<strong>in</strong>d<br />

of fractal structures appear <strong>in</strong> the <strong>simple</strong> cha<strong>in</strong>s of maps studied<br />

by Breymann, Gaspard, Tasaki, Tel, <strong>and</strong> Vollmer <strong>and</strong><br />

found to give identical l<strong>in</strong>ear-response conductivities for a<br />

variety of boundary conditions. These <strong>model</strong>s have an <strong>in</strong>terest<strong>in</strong>g<br />

connection to Fokker-Planck equations. 34 Multifractal<br />

phase-space objects are also found <strong>in</strong> the "Eseape-Rate"<br />

formalism of Gaspard <strong>and</strong> Nicolis,35 where the fractals then<br />

reflect the rarity of equilibrium states constra<strong>in</strong>ed to mimic<br />

particular nonequilibrium constra<strong>in</strong>ts, but with strietly<br />

Hamiltonian mechanics.<br />

The focus at Budapest, "<strong>Chaos</strong> <strong>and</strong> Irreversibility,"<br />

clearly revealed two complementary descriptions of nonequilibrium<br />

<strong>systems</strong>: dynamic trajectories, obey<strong>in</strong>g ord<strong>in</strong>ary differential<br />

equations, or evolv<strong>in</strong>g phase-space distributions,<br />

obey<strong>in</strong>g partial differential equations. The dynamic approach<br />

seems to us much <strong>simple</strong>r, <strong>in</strong> many ways. It corresponds<br />

more closely to laboratory experiments, to practical simulation<br />

techniques, <strong>and</strong> its mathematics is <strong>simple</strong>r. It should not<br />

be discounted that the fractal structures which complicate a<br />

phase-space distribution-function analysis were actually discovered<br />

as time series generated by a <strong>simple</strong> dynamics. The<br />

"irreversible entropy production" of the distributionfunction<br />

approach, as formulated by its adherents, is identical<br />

to the external entropy <strong>in</strong>crease of a heat reservoir (see<br />

aga<strong>in</strong> Fig. 4) <strong>in</strong> <strong>in</strong>teraction with a s<strong>in</strong>gle dynamical system. It<br />

appears that the two approaches are <strong>in</strong> full agreement, at<br />

least <strong>in</strong>sofar as l<strong>in</strong>ear irreversible thermodynamics is concemed.<br />

Any further advances, toward underst<strong>and</strong><strong>in</strong>g truly<br />

nonl<strong>in</strong>ear processes, await further results from dynamics, not<br />

from ensemble theory,<br />

It is particularly <strong>in</strong>terest<strong>in</strong>g that diffusive, viscous, <strong>and</strong><br />

conduct<strong>in</strong>g flows can be simulated with both non­<br />

Hamiltonian <strong>and</strong> Hamiltonian, or Lagrangian, equations of<br />

motion, with exactly isomorphic trajectories. 27 It is possible<br />

to show that the fraction of the available space occupied by<br />

the attractor is the same <strong>in</strong> both cases. In the thermostated<br />

case phase volume shr<strong>in</strong>ks, relative to the total, as time<br />

passes. tn the Hamiltonian <strong>and</strong> Lagrangian eases the driven<br />

system heats up, <strong>and</strong> the constant phase volume occupies a<br />

decl<strong>in</strong><strong>in</strong>g fraction of the <strong>in</strong>creas<strong>in</strong>g "accessible" phase<br />

space.<br />

Some of those who <strong>in</strong>itially doubted the fractal explanation<br />

of the l<strong>in</strong>k between chaos <strong>and</strong> <strong>irreversibility</strong> 15,36 have by<br />

now constructed their own conv<strong>in</strong>c<strong>in</strong>g examples,37 which<br />

should quell the concems of the unconv<strong>in</strong>ced. In less than a<br />

generation, Boltzmann's orig<strong>in</strong>al explanation of the l<strong>in</strong>k between<br />

chaos <strong>and</strong> <strong>irreversibility</strong>, limited as it was, has been<br />

generalized to apply to a wide range of <strong>systems</strong>, stationary<br />

<strong>and</strong> periodic, dense <strong>and</strong> dilute, fluid <strong>and</strong> solid.<br />

Computer simulations of shear flows 38 show that nonl<strong>in</strong>ear<br />

effects are typically very small. Even <strong>in</strong> the strongest<br />

shock waves 39 the effects due to nonl<strong>in</strong>earity are no more<br />

than 30%. Nevertheless, there rema<strong>in</strong>s a need to leave the<br />

sponse theory <strong>and</strong> the results of l<strong>in</strong>ear irreversible<br />

I<br />

thermodynamics. 40 ,4J Shock waves, with their strongly non- !<br />

I l<br />

naive <strong>model</strong>s beh<strong>in</strong>d, to go beyond Green-Kubo l<strong>in</strong>ear ref<br />

I


<strong>Chaos</strong>, Vol. 8, No.2, 1998<br />

Wm. G. Hoover <strong>and</strong> H. A. Posch 373<br />

equilibrium structures enclosed by equilibrium boundary<br />

conditions, are probably the <strong>simple</strong>st choice. Nonequilibrium<br />

phase transitions likewise call for the study of a transition<br />

region ma<strong>in</strong>ta<strong>in</strong>ed by boundary fluxes. Both problems are<br />

well with<strong>in</strong> current computational abilities. A study of noise,<br />

as seen <strong>in</strong> dynamical simulations, should prove fruitful <strong>in</strong><br />

provid<strong>in</strong>g <strong>in</strong>creased underst<strong>and</strong><strong>in</strong>g of the difference between<br />

the microscopic <strong>and</strong> macroscopic descriptions of nonequilibrium<br />

processes l9 Likewise, there is a possibility that efforts<br />

to improve upon the predictions of the Central Limit<br />

Theorem 42 will payoff, giv<strong>in</strong>g estimates of nonequilibrium<br />

fluctuations far from equilibrium. Though it is difficult to<br />

design fully classical experiments, the challenge of devis<strong>in</strong>g<br />

experimental confirmations of the complex multifractal<br />

structures found with simulations, <strong>and</strong> with theoretical analyses,<br />

rema<strong>in</strong>s.<br />

ACKNOWLEDGMENTS<br />

We have discussed reversibility with a number of colleagues,<br />

<strong>and</strong> have profited particularly from recent conversations<br />

with Aurel Bulgac, Christoph Dellago, Carl Dettmann,<br />

Denis Evans, Brad Holian, Carol Hoover, Dimitri Kusnezov,<br />

Joel Lebowitz, Michel Mareschal, Gregoire Nicolis, <strong>and</strong><br />

Tamas Tel. The novel eigenvector plots appear<strong>in</strong>g <strong>in</strong> Fig. 6<br />

were generated with the help of Kev<strong>in</strong> Boercker. 13 Work at<br />

the Lawrence Livermore National Laboratory was performed<br />

under the auspices of the University of California, through<br />

Department of Energy Contract W-7405-eng-48. Work at the<br />

University of Vienna was supported by the Fonds zur<br />

Forderung der wissenschaftlichen Forschung, Grant Pl1428­<br />

PHY.<br />

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