Measure-preserving
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Measure-preserving
In mathematics, a measure-preserving dynamical system is an object of study in the abstract formulation of dynamical systems, and ergodic theory in particular. Measure-preserving systems obey the Poincaré recurrence theorem, and are a special case of conservative systems. They provide the formal, mathematical basis for a broad range of physical systems, and, in particular, many systems from classical mechanics (in particular, most dissipative system, non-dissipative systems) as well as systems in thermodynamic equilibrium. Definition A measure-preserving dynamical system is defined as a probability space and a Invariant measure, measure-preserving transformation on it. In more detail, it is a system :(X, \mathcal, \mu, T) with the following structure: *X is a set, *\mathcal B is a sigma-algebra, σ-algebra over X, *\mu:\mathcal\rightarrow[0,1] is a probability measure, so that \mu (X) = 1, and \mu(\varnothing) = 0, * T:X \rightarrow X is a measurable function, measurable t ...
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Mixing (mathematics)
In mathematics, mixing is an abstract concept originating from physics: the attempt to describe the irreversible thermodynamic process of mixing in the everyday world: mixing paint, mixing drinks, industrial mixing, ''etc''. The concept appears in ergodic theory—the study of stochastic processes and measure-preserving dynamical systems. Several different definitions for mixing exist, including ''strong mixing'', ''weak mixing'' and ''topological mixing'', with the last not requiring a measure to be defined. Some of the different definitions of mixing can be arranged in a hierarchical order; thus, strong mixing implies weak mixing. Furthermore, weak mixing (and thus also strong mixing) implies ergodicity: that is, every system that is weakly mixing is also ergodic (and so one says that mixing is a "stronger" notion than ergodicity). Informal explanation The mathematical definition of mixing aims to capture the ordinary every-day process of mixing, such as mixing paints, drinks, ...
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Dynamical Systems
In mathematics, a dynamical system is a system in which a function describes the time dependence of a point in an ambient space. Examples include the mathematical models that describe the swinging of a clock pendulum, the flow of water in a pipe, the random motion of particles in the air, and the number of fish each springtime in a lake. The most general definition unifies several concepts in mathematics such as ordinary differential equations and ergodic theory by allowing different choices of the space and how time is measured. Time can be measured by integers, by real or complex numbers or can be a more general algebraic object, losing the memory of its physical origin, and the space may be a manifold or simply a set, without the need of a smooth space-time structure defined on it. At any given time, a dynamical system has a state representing a point in an appropriate state space. This state is often given by a tuple of real numbers or by a vector in a geometrical manif ...
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Conservative System
In mathematics, a conservative system is a dynamical system which stands in contrast to a dissipative system. Roughly speaking, such systems have no friction or other mechanism to dissipate the dynamics, and thus, their phase space does not shrink over time. Precisely speaking, they are those dynamical systems that have a null wandering set: under time evolution, no portion of the phase space ever "wanders away", never to be returned to or revisited. Alternately, conservative systems are those to which the Poincaré recurrence theorem applies. An important special case of conservative systems are the measure-preserving dynamical systems. Informal introduction Informally, dynamical systems describe the time evolution of the phase space of some mechanical system. Commonly, such evolution is given by some differential equations, or quite often in terms of discrete time steps. However, in the present case, instead of focusing on the time evolution of discrete points, one shifts atte ...
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Ergodic Theory
Ergodic theory (Greek: ' "work", ' "way") is a branch of mathematics that studies statistical properties of deterministic dynamical systems; it is the study of ergodicity. In this context, statistical properties means properties which are expressed through the behavior of time averages of various functions along trajectories of dynamical systems. The notion of deterministic dynamical systems assumes that the equations determining the dynamics do not contain any random perturbations, noise, etc. Thus, the statistics with which we are concerned are properties of the dynamics. Ergodic theory, like probability theory, is based on general notions of measure theory. Its initial development was motivated by problems of statistical physics. A central concern of ergodic theory is the behavior of a dynamical system when it is allowed to run for a long time. The first result in this direction is the Poincaré recurrence theorem, which claims that almost all points in any subset of the ...
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Poincaré Recurrence Theorem
In mathematics and physics, the Poincaré recurrence theorem states that certain dynamical systems will, after a sufficiently long but finite time, return to a state arbitrarily close to (for continuous state systems), or exactly the same as (for discrete state systems), their initial state. The Poincaré recurrence time is the length of time elapsed until the recurrence. This time may vary greatly depending on the exact initial state and required degree of closeness. The result applies to isolated mechanical systems subject to some constraints, e.g., all particles must be bound to a finite volume. The theorem is commonly discussed in the context of ergodic theory, dynamical systems and statistical mechanics. Systems to which the Poincaré recurrence theorem applies are called conservative systems. The theorem is named after Henri Poincaré, who discussed it in 1890 and proved by Constantin Carathéodory using measure theory in 1919. Precise formulation Any dynamical system de ...
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Thermalization
In physics, thermalisation is the process of physical bodies reaching thermal equilibrium through mutual interaction. In general the natural tendency of a system is towards a state of equipartition of energy and uniform temperature that maximizes the system's entropy. Thermalisation, thermal equilibrium, and temperature are therefore important fundamental concepts within statistical physics, statistical mechanics, and thermodynamics; all of which are a basis for many other specific fields of scientific understanding and engineering application. Examples of thermalisation include: * the achievement of equilibrium in a plasma. * the process undergone by high-energy neutrons as they lose energy by collision with a moderator. The hypothesis, foundational to most introductory textbooks treating quantum statistical mechanics, assumes that systems go to thermal equilibrium (thermalisation). The process of thermalisation erases local memory of the initial conditions. The eigenstate ...
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Invariant Measure
In mathematics, an invariant measure is a measure that is preserved by some function. The function may be a geometric transformation. For examples, circular angle is invariant under rotation, hyperbolic angle is invariant under squeeze mapping, and a difference of slopes is invariant under shear mapping. Ergodic theory is the study of invariant measures in dynamical systems. The Krylov–Bogolyubov theorem proves the existence of invariant measures under certain conditions on the function and space under consideration. Definition Let (X, \Sigma) be a measurable space and let f : X \to X be a measurable function from X to itself. A measure \mu on (X, \Sigma) is said to be invariant under f if, for every measurable set A in \Sigma, \mu\left(f^(A)\right) = \mu(A). In terms of the pushforward measure, this states that f_*(\mu) = \mu. The collection of measures (usually probability measures) on X that are invariant under f is sometimes denoted M_f(X). The collection of ergodic meas ...
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Perron–Frobenius Theorem
In matrix theory, the Perron–Frobenius theorem, proved by and , asserts that a real square matrix with positive entries has a unique largest real eigenvalue and that the corresponding eigenvector can be chosen to have strictly positive components, and also asserts a similar statement for certain classes of nonnegative matrices. This theorem has important applications to probability theory (ergodicity of Markov chains); to the theory of dynamical systems ( subshifts of finite type); to economics ( Okishio's theorem, Hawkins–Simon condition); to demography ( Leslie population age distribution model); to social networks ( DeGroot learning process); to Internet search engines (PageRank); and even to ranking of football teams. The first to discuss the ordering of players within tournaments using Perron–Frobenius eigenvectors is Edmund Landau. Statement Let positive and non-negative respectively describe matrices with exclusively positive real numbers as elements and matrices ...
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Turbulence
In fluid dynamics, turbulence or turbulent flow is fluid motion characterized by chaotic changes in pressure and flow velocity. It is in contrast to a laminar flow, which occurs when a fluid flows in parallel layers, with no disruption between those layers. Turbulence is commonly observed in everyday phenomena such as surf, fast flowing rivers, billowing storm clouds, or smoke from a chimney, and most fluid flows occurring in nature or created in engineering applications are turbulent. Turbulence is caused by excessive kinetic energy in parts of a fluid flow, which overcomes the damping effect of the fluid's viscosity. For this reason turbulence is commonly realized in low viscosity fluids. In general terms, in turbulent flow, unsteady vortices appear of many sizes which interact with each other, consequently drag due to friction effects increases. This increases the energy needed to pump fluid through a pipe. The onset of turbulence can be predicted by the dimensionless Rey ...
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Mathematics
Mathematics is an area of knowledge that includes the topics of numbers, formulas and related structures, shapes and the spaces in which they are contained, and quantities and their changes. These topics are represented in modern mathematics with the major subdisciplines of number theory, algebra, geometry, and analysis, respectively. There is no general consensus among mathematicians about a common definition for their academic discipline. Most mathematical activity involves the discovery of properties of abstract objects and the use of pure reason to prove them. These objects consist of either abstractions from nature orin modern mathematicsentities that are stipulated to have certain properties, called axioms. A ''proof'' consists of a succession of applications of deductive rules to already established results. These results include previously proved theorems, axioms, andin case of abstraction from naturesome basic properties that are considered true starting points of ...
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Microcanonical Ensemble
In statistical mechanics, the microcanonical ensemble is a statistical ensemble that represents the possible states of a mechanical system whose total energy is exactly specified. The system is assumed to be isolated in the sense that it cannot exchange energy or particles with its environment, so that (by conservation of energy) the energy of the system does not change with time. The primary macroscopic variables of the microcanonical ensemble are the total number of particles in the system (symbol: ), the system's volume (symbol: ), as well as the total energy in the system (symbol: ). Each of these is assumed to be constant in the ensemble. For this reason, the microcanonical ensemble is sometimes called the ensemble. In simple terms, the microcanonical ensemble is defined by assigning an equal probability to every microstate whose energy falls within a range centered at . All other microstates are given a probability of zero. Since the probabilities must add up to 1, the ...
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Ideal Gas
An ideal gas is a theoretical gas composed of many randomly moving point particles that are not subject to interparticle interactions. The ideal gas concept is useful because it obeys the ideal gas law, a simplified equation of state, and is amenable to analysis under statistical mechanics. The requirement of zero interaction can often be relaxed if, for example, the interaction is perfectly elastic or regarded as point-like collisions. Under various conditions of temperature and pressure, many real gases behave qualitatively like an ideal gas where the gas molecules (or atoms for monatomic gas) play the role of the ideal particles. Many gases such as nitrogen, oxygen, hydrogen, noble gases, some heavier gases like carbon dioxide and mixtures such as air, can be treated as ideal gases within reasonable tolerances over a considerable parameter range around standard temperature and pressure. Generally, a gas behaves more like an ideal gas at higher temperature and lower pressu ...
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