Phase-space Filling Factor
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In dynamical system theory, a phase space is a
space Space is the boundless three-dimensional extent in which objects and events have relative position and direction. In classical physics, physical space is often conceived in three linear dimensions, although modern physicists usually consider ...
in which all possible states of a
system A system is a group of Interaction, interacting or interrelated elements that act according to a set of rules to form a unified whole. A system, surrounded and influenced by its environment (systems), environment, is described by its boundaries, ...
are represented, with each possible state corresponding to one unique point in the phase space. For mechanical systems, the phase space usually consists of all possible values of
position Position often refers to: * Position (geometry), the spatial location (rather than orientation) of an entity * Position, a job or occupation Position may also refer to: Games and recreation * Position (poker), location relative to the dealer * ...
and
momentum In Newtonian mechanics, momentum (more specifically linear momentum or translational momentum) is the product of the mass and velocity of an object. It is a vector quantity, possessing a magnitude and a direction. If is an object's mass an ...
variables. It is the
outer product In linear algebra, the outer product of two coordinate vector In linear algebra, a coordinate vector is a representation of a vector as an ordered list of numbers (a tuple) that describes the vector in terms of a particular ordered basis. An ea ...
of direct space and reciprocal space. The concept of phase space was developed in the late 19th century by Ludwig Boltzmann,
Henri Poincaré Jules Henri Poincaré ( S: stress final syllable ; 29 April 1854 – 17 July 1912) was a French mathematician, theoretical physicist, engineer, and philosopher of science. He is often described as a polymath, and in mathematics as "The ...
, and
Josiah Willard Gibbs Josiah Willard Gibbs (; February 11, 1839 – April 28, 1903) was an American scientist who made significant theoretical contributions to physics, chemistry, and mathematics. His work on the applications of thermodynamics was instrumental in t ...
.


Introduction

In a phase space, every degree of freedom or
parameter A parameter (), generally, is any characteristic that can help in defining or classifying a particular system (meaning an event, project, object, situation, etc.). That is, a parameter is an element of a system that is useful, or critical, when ...
of the system is represented as an axis of a multidimensional space; a one-dimensional system is called a phase line, while a two-dimensional system is called a
phase plane In applied mathematics, in particular the context of nonlinear system analysis, a phase plane is a visual display of certain characteristics of certain kinds of differential equations; a coordinate plane with axes being the values of the two sta ...
. For every possible state of the system or allowed combination of values of the system's parameters, a point is included in the multidimensional space. The system's evolving state over time traces a path (a phase-space trajectory for the system) through the high-dimensional space. The phase-space trajectory represents the set of states compatible with starting from one particular
initial condition In mathematics and particularly in dynamic systems, an initial condition, in some contexts called a seed value, is a value of an evolving variable at some point in time designated as the initial time (typically denoted ''t'' = 0). For ...
, located in the full phase space that represents the set of states compatible with starting from ''any'' initial condition. As a whole, the phase diagram represents all that the system can be, and its shape can easily elucidate qualities of the system that might not be obvious otherwise. A phase space may contain a great number of dimensions. For instance, a gas containing many molecules may require a separate dimension for each particle's ''x'', ''y'' and ''z'' positions and momenta (6 dimensions for an idealized monatomic gas), and for more complex molecular systems additional dimensions are required to describe vibrational modes of the molecular bonds, as well as spin around 3 axes. Phase spaces are easier to use when analyzing the behavior of mechanical systems restricted to motion around and along various axes of rotation or translation e.g. in robotics, like analyzing the range of motion of a robotic arm or determining the optimal path to achieve a particular position/momentum result.


Conjugate momenta

In classical mechanics, any choice of generalized coordinates ''q''''i'' for the position (i.e. coordinates on configuration space) defines conjugate generalized momenta ''p''''i'', which together define co-ordinates on phase space. More abstractly, in classical mechanics phase space is the
cotangent bundle In mathematics, especially differential geometry, the cotangent bundle of a smooth manifold is the vector bundle of all the cotangent spaces at every point in the manifold. It may be described also as the dual bundle to the tangent bundle. This may ...
of configuration space, and in this interpretation the procedure above expresses that a choice of local coordinates on configuration space induces a choice of natural local
Darboux coordinates Darboux's theorem is a theorem in the mathematical field of differential geometry and more specifically differential forms, partially generalizing the Frobenius integration theorem. It is a foundational result in several fields, the chief among ...
for the standard symplectic structure on a cotangent space.


Statistical ensembles in phase space

The motion of an
ensemble Ensemble may refer to: Art * Architectural ensemble * ''Ensemble'' (album), Kendji Girac 2015 album * Ensemble (band), a project of Olivier Alary * Ensemble cast (drama, comedy) * Ensemble (musical theatre), also known as the chorus * ''En ...
of systems in this space is studied by classical
statistical mechanics In physics, statistical mechanics is a mathematical framework that applies statistical methods and probability theory to large assemblies of microscopic entities. It does not assume or postulate any natural laws, but explains the macroscopic be ...
. The local density of points in such systems obeys Liouville's theorem, and so can be taken as constant. Within the context of a model system in classical mechanics, the phase-space coordinates of the system at any given time are composed of all of the system's dynamic variables. Because of this, it is possible to calculate the state of the system at any given time in the future or the past, through integration of Hamilton's or Lagrange's equations of motion.


Examples


Low dimensions

For simple systems, there may be as few as one or two degrees of freedom. One degree of freedom occurs when one has an autonomous
ordinary differential equation In mathematics, an ordinary differential equation (ODE) is a differential equation whose unknown(s) consists of one (or more) function(s) of one variable and involves the derivatives of those functions. The term ''ordinary'' is used in contrast w ...
in a single variable, dy/dt = f(y), with the resulting one-dimensional system being called a phase line, and the qualitative behaviour of the system being immediately visible from the phase line. The simplest non-trivial examples are the
exponential growth model Population growth is the increase in the number of people in a population or dispersed group. Actual global human population growth amounts to around 83 million annually, or 1.1% per year. The global population has grown from 1 billion in 1800 to ...
/decay (one unstable/stable equilibrium) and the
logistic growth model A logistic function or logistic curve is a common S-shaped curve (sigmoid curve) with equation f(x) = \frac, where For values of x in the domain of real numbers from -\infty to +\infty, the S-curve shown on the right is obtained, with the ...
(two equilibria, one stable, one unstable). The phase space of a two-dimensional system is called a
phase plane In applied mathematics, in particular the context of nonlinear system analysis, a phase plane is a visual display of certain characteristics of certain kinds of differential equations; a coordinate plane with axes being the values of the two sta ...
, which occurs in classical mechanics for a single particle moving in one dimension, and where the two variables are position and velocity. In this case, a sketch of the
phase portrait A phase portrait is a geometric representation of the trajectories of a dynamical system in the phase plane. Each set of initial conditions is represented by a different curve, or point. Phase portraits are an invaluable tool in studying dyn ...
may give qualitative information about the dynamics of the system, such as the limit cycle of the Van der Pol oscillator shown in the diagram. Here the horizontal axis gives the position, and vertical axis the velocity. As the system evolves, its state follows one of the lines (trajectories) on the phase diagram.


Chaos theory

Classic examples of phase diagrams from
chaos theory Chaos theory is an interdisciplinary area of scientific study and branch of mathematics focused on underlying patterns and deterministic laws of dynamical systems that are highly sensitive to initial conditions, and were once thought to have co ...
are: * the
Lorenz attractor The Lorenz system is a system of ordinary differential equations first studied by mathematician and meteorologist Edward Lorenz. It is notable for having chaotic solutions for certain parameter values and initial conditions. In particular, the Lo ...
* population growth (i.e.
logistic map The logistic map is a polynomial mapping (equivalently, recurrence relation) of degree 2, often referred to as an archetypal example of how complex, chaotic behaviour can arise from very simple non-linear dynamical equations. The map was popular ...
) * parameter plane of complex quadratic polynomials with Mandelbrot set.


Phase plot

A plot of position and momentum variables as a function of time is sometimes called a phase plot or a phase diagram. However the latter expression, "
phase diagram A phase diagram in physical chemistry, engineering, mineralogy, and materials science is a type of chart used to show conditions (pressure, temperature, volume, etc.) at which thermodynamically distinct phases (such as solid, liquid or gaseous ...
", is more usually reserved in the
physical sciences Physical science is a branch of natural science that studies non-living systems, in contrast to life science. It in turn has many branches, each referred to as a "physical science", together called the "physical sciences". Definition Phy ...
for a diagram showing the various regions of stability of the thermodynamic phases of a chemical system, which consists of
pressure Pressure (symbol: ''p'' or ''P'') is the force applied perpendicular to the surface of an object per unit area over which that force is distributed. Gauge pressure (also spelled ''gage'' pressure)The preferred spelling varies by country and e ...
,
temperature Temperature is a physical quantity that expresses quantitatively the perceptions of hotness and coldness. Temperature is measured with a thermometer. Thermometers are calibrated in various temperature scales that historically have relied o ...
, and composition.


Quantum mechanics

In
quantum mechanics Quantum mechanics is a fundamental theory in physics that provides a description of the physical properties of nature at the scale of atoms and subatomic particles. It is the foundation of all quantum physics including quantum chemistry, ...
, the coordinates ''p'' and ''q'' of phase space normally become Hermitian operators in a
Hilbert space In mathematics, Hilbert spaces (named after David Hilbert) allow generalizing the methods of linear algebra and calculus from (finite-dimensional) Euclidean vector spaces to spaces that may be infinite-dimensional. Hilbert spaces arise natural ...
. But they may alternatively retain their classical interpretation, provided functions of them compose in novel algebraic ways (through Groenewold's 1946 star product). This is consistent with the
uncertainty principle In quantum mechanics, the uncertainty principle (also known as Heisenberg's uncertainty principle) is any of a variety of mathematical inequalities asserting a fundamental limit to the accuracy with which the values for certain pairs of physic ...
of quantum mechanics. Every quantum mechanical observable corresponds to a unique function or
distribution Distribution may refer to: Mathematics *Distribution (mathematics), generalized functions used to formulate solutions of partial differential equations * Probability distribution, the probability of a particular value or value range of a vari ...
on phase space, and conversely, as specified by
Hermann Weyl Hermann Klaus Hugo Weyl, (; 9 November 1885 – 8 December 1955) was a German mathematician, theoretical physicist and philosopher. Although much of his working life was spent in Zürich, Switzerland, and then Princeton, New Jersey, he is assoc ...
(1927) and supplemented by
John von Neumann John von Neumann (; hu, Neumann János Lajos, ; December 28, 1903 – February 8, 1957) was a Hungarian-American mathematician, physicist, computer scientist, engineer and polymath. He was regarded as having perhaps the widest cove ...
(1931); Eugene Wigner (1932); and, in a grand synthesis, by H. J. Groenewold (1946). With J. E. Moyal (1949), these completed the foundations of the
phase-space formulation The phase-space formulation of quantum mechanics places the position ''and'' momentum variables on equal footing in phase space. In contrast, the Schrödinger picture uses the position ''or'' momentum representations (see also position and moment ...
of quantum mechanics, a complete and logically autonomous reformulation of quantum mechanics. (Its modern abstractions include
deformation quantization Deformation can refer to: * Deformation (engineering), changes in an object's shape or form due to the application of a force or forces. ** Deformation (physics), such changes considered and analyzed as displacements of continuum bodies. * Defor ...
and geometric quantization.) Expectation values in phase-space quantization are obtained isomorphically to tracing operator observables with the density matrix in Hilbert space: they are obtained by phase-space integrals of observables, with the
Wigner quasi-probability distribution The Wigner quasiprobability distribution (also called the Wigner function or the Wigner–Ville distribution, after Eugene Wigner and :fr:Jean Ville, Jean-André Ville) is a quasiprobability distribution. It was introduced by Eugene Wigner in 193 ...
effectively serving as a measure. Thus, by expressing quantum mechanics in phase space (the same ambit as for classical mechanics), the Weyl map facilitates recognition of quantum mechanics as a deformation (generalization) of classical mechanics, with deformation parameter '' ħ''/''S'', where ''S'' is the action of the relevant process. (Other familiar deformations in physics involve the deformation of classical Newtonian into
relativistic mechanics In physics, relativistic mechanics refers to mechanics compatible with special relativity (SR) and general relativity (GR). It provides a non-quantum mechanical description of a system of particles, or of a fluid, in cases where the velocities of ...
, with deformation parameter ''v''/''c''; or the deformation of Newtonian gravity into
general relativity General relativity, also known as the general theory of relativity and Einstein's theory of gravity, is the geometric theory of gravitation published by Albert Einstein in 1915 and is the current description of gravitation in modern physics ...
, with deformation parameter
Schwarzschild radius The Schwarzschild radius or the gravitational radius is a physical parameter in the Schwarzschild solution to Einstein's field equations that corresponds to the radius defining the event horizon of a Schwarzschild black hole. It is a characteristic ...
/characteristic dimension.) Classical expressions, observables, and operations (such as
Poisson brackets In mathematics and classical mechanics, the Poisson bracket is an important binary operation in Hamiltonian mechanics, playing a central role in Hamilton's equations of motion, which govern the time evolution of a Hamiltonian dynamical system. Th ...
) are modified by ''ħ''-dependent quantum corrections, as the conventional commutative multiplication applying in classical mechanics is generalized to the noncommutative star-multiplication characterizing quantum mechanics and underlying its uncertainty principle.


Thermodynamics and statistical mechanics

In
thermodynamics Thermodynamics is a branch of physics that deals with heat, work, and temperature, and their relation to energy, entropy, and the physical properties of matter and radiation. The behavior of these quantities is governed by the four laws of the ...
and
statistical mechanics In physics, statistical mechanics is a mathematical framework that applies statistical methods and probability theory to large assemblies of microscopic entities. It does not assume or postulate any natural laws, but explains the macroscopic be ...
contexts, the term "phase space" has two meanings: for one, it is used in the same sense as in classical mechanics. If a thermodynamic system consists of ''N'' particles, then a point in the 6''N''-dimensional phase space describes the dynamic state of every particle in that system, as each particle is associated with 3 position variables and 3 momentum variables. In this sense, as long as the particles are distinguishable, a point in phase space is said to be a
microstate A microstate or ministate is a sovereign state having a very small population or very small land area, usually both. However, the meanings of "state" and "very small" are not well-defined in international law.Warrington, E. (1994). "Lilliputs ...
of the system. (For
indistinguishable particles In quantum mechanics, identical particles (also called indistinguishable or indiscernible particles) are particles that cannot be distinguished from one another, even in principle. Species of identical particles include, but are not limited to, ...
a microstate consists of a set of ''N''! points, corresponding to all possible exchanges of the ''N'' particles.) ''N'' is typically on the order of the Avogadro number, thus describing the system at a microscopic level is often impractical. This leads to the use of phase space in a different sense. The phase space can also refer to the space that is parameterized by the ''macroscopic'' states of the system, such as pressure, temperature, etc. For instance, one may view the
pressure–volume diagram A pressure–volume diagram (or PV diagram, or volume–pressure loop) is used to describe corresponding changes in volume and pressure in a system. They are commonly used in thermodynamics, cardiovascular physiology, and respiratory physiology. ...
or temperature–entropy diagram as describing part of this phase space. A point in this phase space is correspondingly called a macrostate. There may easily be more than one microstate with the same macrostate. For example, for a fixed temperature, the system could have many dynamic configurations at the microscopic level. When used in this sense, a phase is a region of phase space where the system in question is in, for example, the
liquid A liquid is a nearly incompressible fluid that conforms to the shape of its container but retains a (nearly) constant volume independent of pressure. As such, it is one of the four fundamental states of matter (the others being solid, gas, a ...
phase, or
solid Solid is one of the State of matter#Four fundamental states, four fundamental states of matter (the others being liquid, gas, and Plasma (physics), plasma). The molecules in a solid are closely packed together and contain the least amount o ...
phase, etc. Since there are many more microstates than macrostates, the phase space in the first sense is usually a
manifold In mathematics, a manifold is a topological space that locally resembles Euclidean space near each point. More precisely, an n-dimensional manifold, or ''n-manifold'' for short, is a topological space with the property that each point has a n ...
of much larger dimensions than in the second sense. Clearly, many more parameters are required to register every detail of the system down to the molecular or atomic scale than to simply specify, say, the temperature or the pressure of the system.


Optics

Phase space is extensively used in nonimaging optics, the branch of optics devoted to illumination. It is also an important concept in Hamiltonian optics.


Phase integral

In classical statistical mechanics (continuous energies) the concept of phase space provides a classical analog to the partition function (sum over states) known as the phase integral. Instead of summing the Boltzmann factor over discretely spaced energy states (defined by appropriate integer quantum numbers for each degree of freedom), one may integrate over continuous phase space. Such integration essentially consists of two parts: integration of the momentum component of all degrees of freedom (momentum space) and integration of the position component of all degrees of freedom (configuration space). Once the phase integral is known, it may be related to the classical partition function by multiplication of a normalization constant representing the number of
quantum energy states Quantum mechanics is a fundamental Scientific theory, theory in physics that provides a description of the physical properties of nature at the scale of atoms and subatomic particles. It is the foundation of all quantum physics including qua ...
per unit phase space. This normalization constant is simply the inverse of Planck's constant raised to a power equal to the number of degrees of freedom for the system.


See also

* Minisuperspace * Phase line, 1-dimensional case *
Phase plane In applied mathematics, in particular the context of nonlinear system analysis, a phase plane is a visual display of certain characteristics of certain kinds of differential equations; a coordinate plane with axes being the values of the two sta ...
, 2-dimensional case *
Phase portrait A phase portrait is a geometric representation of the trajectories of a dynamical system in the phase plane. Each set of initial conditions is represented by a different curve, or point. Phase portraits are an invaluable tool in studying dyn ...
* Phase space method *
Parameter space The parameter space is the space of possible parameter values that define a particular mathematical model, often a subset of finite-dimensional Euclidean space. Often the parameters are inputs of a function, in which case the technical term for the ...
* Separatrix ;Applications * Optical phase space * State space (controls) for information about state space (similar to phase state) in control engineering. * State space for information about state space with discrete states in computer science. *
Molecular dynamics Molecular dynamics (MD) is a computer simulation method for analyzing the physical movements of atoms and molecules. The atoms and molecules are allowed to interact for a fixed period of time, giving a view of the dynamic "evolution" of the ...
;Mathematics *
Cotangent bundle In mathematics, especially differential geometry, the cotangent bundle of a smooth manifold is the vector bundle of all the cotangent spaces at every point in the manifold. It may be described also as the dual bundle to the tangent bundle. This may ...
*
Dynamic system In mathematics, a dynamical system is a system in which a Function (mathematics), function describes the time dependence of a Point (geometry), point in an ambient space. Examples include the mathematical models that describe the swinging of a ...
*
Symplectic manifold In differential geometry, a subject of mathematics, a symplectic manifold is a smooth manifold, M , equipped with a closed nondegenerate differential 2-form \omega , called the symplectic form. The study of symplectic manifolds is called sympl ...
*
Wigner–Weyl transform In quantum mechanics, the Wigner–Weyl transform or Weyl–Wigner transform (after Hermann Weyl and Eugene Wigner) is the invertible mapping between functions in the quantum phase space formulation and Hilbert space operators in the Schrödin ...
;Physics *
Classical mechanics Classical mechanics is a physical theory describing the motion of macroscopic objects, from projectiles to parts of machinery, and astronomical objects, such as spacecraft, planets, stars, and galaxies. For objects governed by classical ...
* Hamiltonian mechanics * Lagrangian mechanics * State space (physics) for information about state space in physics *
Phase-space formulation The phase-space formulation of quantum mechanics places the position ''and'' momentum variables on equal footing in phase space. In contrast, the Schrödinger picture uses the position ''or'' momentum representations (see also position and moment ...
of quantum mechanics * Characteristics in phase space of quantum mechanics


References


Further reading

* *


External links

* {{authority control Concepts in physics Dynamical systems Dimensional analysis Hamiltonian mechanics