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Ehrenfest Model
The Ehrenfest model (or dog–flea model) of diffusion was proposed by Tatiana and Paul Ehrenfest to explain the second law of thermodynamics. The model considers ''N'' particles in two containers. Particles independently change container at a rate ''λ''. If ''X''(''t'') = ''i'' is defined to be the number of particles in one container at time ''t'', then it is a birth–death process with transition rates * q_ = i\, \lambda for ''i'' = 1, 2, ..., ''N'' * q_ = (N-i\,) \lambda for ''i'' = 0, 1, ..., ''N'' – 1 and equilibrium distribution \pi_i = 2^ \tbinom Ni. Mark Kac proved in 1947 that if the initial system state is not equilibrium, then the entropy, given by :H(t) = -\sum_ P(X(t)=i) \log \left( \frac\right), is monotonically increasing (H-theorem). This is a consequence of the convergence to the equilibrium distribution. Interpretation of results Consider that at the beginning all the particles are in one of the containers. It is expected that over time the num ...
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Diffusion
Diffusion is the net movement of anything (for example, atoms, ions, molecules, energy) generally from a region of higher concentration to a region of lower concentration. Diffusion is driven by a gradient in Gibbs free energy or chemical potential. It is possible to diffuse "uphill" from a region of lower concentration to a region of higher concentration, like in spinodal decomposition. The concept of diffusion is widely used in many fields, including physics (particle diffusion), chemistry, biology, sociology, economics, and finance (diffusion of people, ideas, and price values). The central idea of diffusion, however, is common to all of these: a substance or collection undergoing diffusion spreads out from a point or location at which there is a higher concentration of that substance or collection. A gradient is the change in the value of a quantity, for example, concentration, pressure, or temperature with the change in another variable, usually distance. A change in c ...
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Tatyana Afanasyeva
Tatyana Alexeyevna Afanasyeva (russian: link=no, Татья́на Алексе́евна Афана́сьева) (Kiev, 19 November 1876 – Leiden, 14 April 1964) (also known as Tatiana Ehrenfest-Afanaseva or spelled Afanassjewa) was a Russian/Dutch mathematician and physicist who made contributions to the fields of statistical mechanics and statistical thermodynamics. On 21 December 1904, she married Austrian physicist Paul Ehrenfest (1880–1933). They had two daughters and two sons; one daughter, Tatyana Pavlovna Ehrenfest, also became a mathematician. Early life Afanasyeva was born in Kiev, Ukraine, then part of the Russian Empire. Her father was Alexander Afanassjev, a chief engineer on the Imperial Railways, who would bring Tatyana on his travels around the Russian Empire. Her father died while she was still young, so she moved to St Petersburg in Russia to live with her aunt Sonya, and uncle Peter Afanassjev, a professor at the Peter the Great St. Petersburg Polytech ...
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Paul Ehrenfest
Paul Ehrenfest (18 January 1880 – 25 September 1933) was an Austrian theoretical physicist, who made major contributions to the field of statistical mechanics and its relations with quantum mechanics, including the theory of phase transition and the Ehrenfest theorem. He bonded with Albert Einstein on a visit to Prague in 1912 and became a professor in Leiden, where he frequently hosted Einstein. Biography Paul Ehrenfest was born and grew up in Vienna to Jewish parents from Loštice in Moravia (now part of the Czech Republic). His parents, Sigmund Ehrenfest and Johanna Jellinek, ran a grocery store. Although the family was not overly religious, Paul studied Hebrew and the history of the Jewish people. Later, he always emphasized his Jewish roots. Ehrenfest excelled in grade school but did not do well at the Akademisches Gymnasium, his best subject being mathematics. After transferring to the Franz Josef Gymnasium, his marks improved. In 1899, he passed the final exams. He m ...
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Second Law Of Thermodynamics
The second law of thermodynamics is a physical law based on universal experience concerning heat and Energy transformation, energy interconversions. One simple statement of the law is that heat always moves from hotter objects to colder objects (or "downhill"), unless energy in some form is supplied to reverse the direction of heat flow. Another definition is: "Not all heat energy can be converted into Work (thermodynamics), work in a cyclic process."Young, H. D; Freedman, R. A. (2004). ''University Physics'', 11th edition. Pearson. p. 764. The second law of thermodynamics in other versions establishes the concept of entropy as a physical property of a thermodynamic system. It can be used to predict whether processes are forbidden despite obeying the requirement of conservation of energy as expressed in the first law of thermodynamics and provides necessary criteria for spontaneous processes. The second law may be formulated by the observation that the entropy of isolated systems ...
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Birth–death Process
The birth–death process (or birth-and-death process) is a special case of continuous-time Markov process where the state transitions are of only two types: "births", which increase the state variable by one and "deaths", which decrease the state by one. The model's name comes from a common application, the use of such models to represent the current size of a population where the transitions are literal births and deaths. Birth–death processes have many applications in demography, queueing theory, performance engineering, epidemiology, biology and other areas. They may be used, for example, to study the evolution of bacteria, the number of people with a disease within a population, or the number of customers in line at the supermarket. When a birth occurs, the process goes from state ''n'' to ''n'' + 1. When a death occurs, the process goes from state ''n'' to state ''n'' − 1. The process is specified by birth rates \_ and death rates \_. Recu ...
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Continuous-time Markov Process
A continuous-time Markov chain (CTMC) is a continuous stochastic process in which, for each state, the process will change state according to an exponential random variable and then move to a different state as specified by the probabilities of a stochastic matrix. An equivalent formulation describes the process as changing state according to the least value of a set of exponential random variables, one for each possible state it can move to, with the parameters determined by the current state. An example of a CTMC with three states \ is as follows: the process makes a transition after the amount of time specified by the holding time—an exponential random variable E_i, where ''i'' is its current state. Each random variable is independent and such that E_0\sim \text(6), E_1\sim \text(12) and E_2\sim \text(18). When a transition is to be made, the process moves according to the jump chain, a discrete-time Markov chain with stochastic matrix: :\begin 0 & \frac & \frac \\ \frac & ...
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Mark Kac
Mark Kac ( ; Polish: ''Marek Kac''; August 3, 1914 – October 26, 1984) was a Polish American mathematician. His main interest was probability theory. His question, " Can one hear the shape of a drum?" set off research into spectral theory, the idea of understanding the extent to which the spectrum allows one to read back the geometry. (In the end, the answer was "no", in general.) Biography He was born to a Polish-Jewish family; their town, Kremenets (Polish: "Krzemieniec"), changed hands from the Russian Empire (by then Soviet Ukraine) to Poland after the Peace of Riga, when Kac was a child.Obituary
in ''Rochester Democrat & Chronicle'', 11 November 1984
Kac completed his Ph.D. in mathematics at the Polish

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Entropy (information Theory)
In information theory, the entropy of a random variable is the average level of "information", "surprise", or "uncertainty" inherent to the variable's possible outcomes. Given a discrete random variable X, which takes values in the alphabet \mathcal and is distributed according to p: \mathcal\to , 1/math>: \Eta(X) := -\sum_ p(x) \log p(x) = \mathbb \log p(X), where \Sigma denotes the sum over the variable's possible values. The choice of base for \log, the logarithm, varies for different applications. Base 2 gives the unit of bits (or " shannons"), while base ''e'' gives "natural units" nat, and base 10 gives units of "dits", "bans", or " hartleys". An equivalent definition of entropy is the expected value of the self-information of a variable. The concept of information entropy was introduced by Claude Shannon in his 1948 paper "A Mathematical Theory of Communication",PDF archived froherePDF archived frohere and is also referred to as Shannon entropy. Shannon's theory defi ...
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H-theorem
In classical statistical mechanics, the ''H''-theorem, introduced by Ludwig Boltzmann in 1872, describes the tendency to decrease in the quantity ''H'' (defined below) in a nearly-ideal gas of molecules. L. Boltzmann,Weitere Studien über das Wärmegleichgewicht unter Gasmolekülen" Sitzungsberichte Akademie der Wissenschaften 66 (1872): 275-370. English translation: As this quantity ''H'' was meant to represent the entropy of thermodynamics, the ''H''-theorem was an early demonstration of the power of statistical mechanics as it claimed to derive the second law of thermodynamics—a statement about fundamentally irreversible processes—from reversible microscopic mechanics. It is thought to prove the second law of thermodynamics, albeit under the assumption of low-entropy initial conditions. The ''H''-theorem is a natural consequence of the kinetic equation derived by Boltzmann that has come to be known as Boltzmann's equation. The ''H''-theorem has led to considerable discuss ...
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Stirling's Approximation
In mathematics, Stirling's approximation (or Stirling's formula) is an approximation for factorials. It is a good approximation, leading to accurate results even for small values of n. It is named after James Stirling, though a related but less precise result was first stated by Abraham de Moivre. One way of stating the approximation involves the logarithm of the factorial: \ln(n!) = n\ln n - n +O(\ln n), where the big O notation means that, for all sufficiently large values of n, the difference between \ln(n!) and n\ln n-n will be at most proportional to the logarithm. In computer science applications such as the worst-case lower bound for comparison sorting, it is convenient to use instead the binary logarithm, giving the equivalent form \log_2 (n!) = n\log_2 n - n\log_2 e +O(\log_2 n). The error term in either base can be expressed more precisely as \tfrac12\log(2\pi n)+O(\tfrac1n), corresponding to an approximate formula for the factorial itself, n! \sim \sqrt\left(\frac\righ ...
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Physikalische Zeitschrift
''Physikalische Zeitschrift'' (English: ''Physical Journal'') was a German scientific journal of physics published from 1899 to 1945 by S. Hirzel Verlag. In 1924, it merged with ''Jahrbuch der Radioaktivität und Elektronik''. From 1944 onwards, the journal published the ''Reichsberichte für Physik'' (English: ''Reich Reports for Physics''). Several publications of great historical significance have been published in it, such as Albert Einstein's "Über die Entwicklung unserer Anschauungen über das Wesen und die Konstitution der Strahlung" (''On the Development of Our Views Concerning the Nature and Constitution of Radiation'') and Carl von Weizsäcker's work on the source of energy in stars. During its life, it was edited by several prominent physicists, such as Peter Debye. Towards the end of its life, it was considered to represent "the more conservative elements within the German physics community", alongside ''Annalen der Physik''. See also * ''Zeitschrift für Physik'' ...
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Encyclopædia Britannica
The (Latin for "British Encyclopædia") is a general knowledge English-language encyclopaedia. It is published by Encyclopædia Britannica, Inc.; the company has existed since the 18th century, although it has changed ownership various times through the centuries. The encyclopaedia is maintained by about 100 full-time editors and more than 4,000 contributors. The 2010 version of the 15th edition, which spans 32 volumes and 32,640 pages, was the last printed edition. Since 2016, it has been published exclusively as an online encyclopaedia. Printed for 244 years, the ''Britannica'' was the longest running in-print encyclopaedia in the English language. It was first published between 1768 and 1771 in the Scottish capital of Edinburgh, as three volumes. The encyclopaedia grew in size: the second edition was 10 volumes, and by its fourth edition (1801–1810) it had expanded to 20 volumes. Its rising stature as a scholarly work helped recruit eminent con ...
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