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Configurational entropy and collective modes in normal and supercooled liquids.

Soft vibrational modes have been used to explain anomalous thermal properties of glasses above 1 K. The soft-potential model consists of a collection of double-well potentials that are distorted by a linear term representing local stress in the liquid. Double-well modes contribute to the configurational entropy of the system. Based on the Adam-Gibbs theory of entropically driven relaxation in liquids, we show that the presence of stress drives the transition from Arrhenius to Zwanzig-Bässler temperature dependence of relaxation times. At some temperature below the glass transition, the energy scale is dominated by local stress, and soft modes are described by single wells only. It follows that the configurational entropy vanishes, in agreement with the "Kauzmann paradox." We discuss a possible connection between soft vibrational modes and ultrafast processes that dominate liquid dynamics near the glass transition.

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Lyapunov exponents and kolmogorov-sinai entropy for a high-dimensional convex billiard

We compute the Lyapunov exponents and the Kolmogorov-Sinai (KS) entropy for a self-bound N-body system that is realized as a convex billiard. This system exhibits truly high-dimensional chaos, and 2N-4 Lyapunov exponents are found to be positive. The KS entropy increases linearly with the numbers of particles. We examine the chaos generating defocusing mechanism and investigate how high-dimensional chaos develops in this system with no dispersing elements.

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Calculation of ground-state entropies of highly frustrated systems on fractal lattices

The extensive ground-state entropy of frustrated systems on fractal lattices is investigated. Two methods of calculation are proposed, namely, recursive and factorization approaches. In the recursive approach the calculation is based on exact recursion relations for the total number of ground states. The latter procedure, which is in principle an approximation, is proposed as an alternative for dealing with complicated systems (for cases where the recursive approach may become impracticable), such as randomly frustrated models; it consists of factorizing the total number of ground states in terms of the number of ground states at each hierarchy level. Some examples of antiferromagnetic Ising models on different fractal lattices are considered, for which both procedures are applied. It is shown that the factorization approach may lead, in some cases, to the exact ground-state entropy, whereas in other cases it yields very accurate (although slightly lower) estimates.

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Ground-state entropy of the potts antiferromagnet with next-nearest-neighbor spin-spin couplings on strips of the square lattice

We present exact calculations of the zero-temperature partition function (chromatic polynomial) and W(q), the exponent of the ground-state entropy, for the q-state Potts antiferromagnet with next-nearest-neighbor spin-spin couplings on square lattice strips, of width L(y)=3 and L(y)=4 vertices and arbitrarily great length Lx vertices, with both free and periodic boundary conditions. The resultant values of W for a range of physical q values are compared with each other and with the values for the full two-dimensional lattice. These results give insight into the effect of such nonnearest-neighbor couplings on the ground-state entropy. We show that the q=2 (Ising) and q=4 Potts antiferromagnets have zero-temperature critical points on the Lx-->infinity limits of the strips that we study. With the generalization of q from Z+ to C, we determine the analytic structure of W(q) in the q plane for the various cases.

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Entropy and wigner functions

The properties of an alternative definition of quantum entropy, based on Wigner functions, are discussed. Such a definition emerges naturally from the Wigner representation of quantum mechanics, and can easily quantify the amount of entanglement of a quantum state. It is shown that smoothing of the Wigner function induces an increase in entropy. This fact is used to derive some simple rules to construct positive-definite probability distributions which are also admissible Wigner functions.

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Estimation of the entropy of the solar wind flow

We analyze a time series of velocities of the low-speed stream measured by the Helios spacecraft in the inner heliosphere, which is the region of space dominated by the solar wind flow. We use a nonlinear filter to give a faithful representation of the solar wind nonlinear behavior. We have demonstrated that the influence of noise in the data can be much more efficiently reduced by a nonlinear filter than with the conventional (linear) filters, and this allows a more realistic calculation of the solar wind entropy. The resulting Kolmogorov entropy is positive, and possibly the largest Lyapunov exponent is also positive locally, which would exhibit exponential sensitivity to initial conditions. Thus, these results show that the solar wind in the inner heliosphere is most likely a deterministic chaotic system.

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Excess-entropy and freezing-temperature scalings for transport coefficients: self-diffusion in yukawa systems

A semiempirical "universal" corresponding states relationship, for the dimensionless transport coefficients of dense fluids as functions of the reduced configurational entropy, was proposed more than 20 years ago and established by many simulations. Recent density functional analysis predicts a universal freezing-temperature scaling for the excess entropy. Combining these properties we derive an approximate corresponding states relationship for the dimensionless transport coefficients of dense fluids as functions of the temperature scaled by the freezing temperature. The temperature scaling observed in recent computer simulation results for self-diffusion in Yukawa systems is just one more case of our general result.

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Periodic orbits and topological entropy of delayed maps.

The periodic orbits of a nonlinear dynamical system provide valuable insight into the topological and metric properties of its chaotic attractors. In this paper we describe general properties of periodic orbits of dynamical systems with feedback delay. In the case of delayed maps, these properties enable us to provide general arguments about the boundedness of the topological entropy in the high delay limit. As a consequence, all the metric entropies can be shown to be bounded in this limit. The general considerations are illustrated in the cases of Bernoulli-like and Hénon-like delayed maps.

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Possible physical meaning of the Tsallis entropy parameter.

Since the proposal of the Tsallis generalized entropy, the general explanation of the role played by the parameter q that defines which specific entropy to pick among a whole family, remained somewhat partial and tentative, although some particular examples were taken into account specifically. The purpose of the present paper is to present a rigorous formal derivation of a mathematical expression giving the parameter q in terms of the momentum fluctuations of a stochastic process, thus furnishing at least one of its possible physical origins.

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Thermodynamic entropy production fluctuation in a two-dimensional shear flow model.

We investigate fluctuations in the momentum flux across a surface perpendicular to the velocity gradient in a stationary shear flow maintained by either thermostated deterministic or by stochastic boundary conditions. In the deterministic system the fluctuation relation for the probability of large deviations, which holds for the phase space volume contraction giving the Gibbs ensemble entropy production, never seems to hold for the flux which gives the hydrodynamic entropy production. In the stochastic case the fluctuation relation is found to hold for the total flux, as predicted by various exact results, but not for the flux across part of the surface. The latter appear to satisfy a modified fluctuation relation. Similar results are obtained for the heat flux in a steady state produced by stochastic boundaries at different temperatures.

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Diffusion entropy and waiting time statistics of hard-x-ray solar flares.

We show at work a technique of scaling detection based on evaluating the Shannon entropy of the diffusion process obtained by converting the time series under study into trajectories. This method, called diffusion entropy, affords information that cannot be derived from the direct evaluation of waiting times. We apply this method to the analysis of the distribution of time distance tau between two nearest-neighbor solar flares. This traditional part of the analysis is based on the direct evaluation of the distribution function psi(tau), or of the probability Psi(tau), that no time distance smaller than a given tau is found. We adopt the paradigm of the inverse power-law behavior, and we focus on the determination of the inverse power index mu, without ruling out different asymptotic properties that might be revealed, at larger scales, with the help of richer statistics. We then use the DE method, with three different walking rules, and we focus on the regime of transition to scaling. This regime of transition and the value of the scaling parameter itself, delta, depends on the walking rule adopted, a property of interest to shed light on the slow process of transition from dynamics to thermodynamics often occurring under anomalous statistical conditions. With the first two rules the transition regime occurs throughout a large time interval, and the information contained in the time series is transmitted, to a great extent, to it, as well as to the scaling regime. By using the third rule, on the contrary, the same information is essentially conveyed to the scaling regime, which, in fact, emerges very quickly after a fast transition process. We show that the DE method not only causes to emerge the long-range correlation with a given mu < 3, and so a basin of attraction different from the ordinary Gaussian one, but it also reveals the presence of memory effects induced by the time dependence of the solar flare rate. When this memory is annihilated by shuffling, the scaling parameter delta is shown to fit the theoretically expected function of mu. All this leads us to the compelling conclusion that mu = 2.138+/-0.01.

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Entropy production of diffusion in spatially periodic deterministic systems.

This paper presents an ab initio derivation of the expression given by irreversible thermodynamics for the rate of entropy production for different classes of diffusive processes. The first class is Lorentz gases, where noninteracting particles move on a spatially periodic lattice, and collide elastically with fixed scatterers. The second class is periodic systems, where N particles interact with each other, and one of them is a tracer particle that diffuses among the cells of the lattice. We assume that, in either case, the dynamics of the system are deterministic and hyperbolic, with positive Lyapunov exponents. This work extends methods originally developed for a chaotic two-dimensional model of diffusion, the multi-baker map, to higher-dimensional, continuous-time dynamical systems appropriate for systems with one or more moving particles. Here we express the rate of entropy production in terms of hydrodynamic measures that are determined by the fractal properties of microscopic hydrodynamic modes that describe the slowest decay of the system to an equilibrium state.

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Lévy scaling: the diffusion entropy analysis applied to DNA sequences.

We address the problem of the statistical analysis of a time series generated by complex dynamics with the diffusion entropy analysis (DEA) [N. Scafetta, P. Hamilton, and P. Grigolini, Fractals 9, 193 (2001)]. This method is based on the evaluation of the Shannon entropy of the diffusion process generated by the time series imagined as a physical source of fluctuations, rather than on the measurement of the variance of this diffusion process, as done with the traditional methods. We compare the DEA to the traditional methods of scaling detection and prove that the DEA is the only method that always yields the correct scaling value, if the scaling condition applies. Furthermore, DEA detects the real scaling of a time series without requiring any form of detrending. We show that the joint use of DEA and variance method allows to assess whether a time series is characterized by Lévy or Gauss statistics. We apply the DEA to the study of DNA sequences and prove that their large-time scales are characterized by Lévy statistics, regardless of whether they are coding or noncoding sequences. We show that the DEA is a reliable technique and, at the same time, we use it to confirm the validity of the dynamic approach to the DNA sequences, proposed in earlier work.

Biophysical Phenomena↗

Scaling detection in time series: diffusion entropy analysis.

The methods currently used to determine the scaling exponent of a complex dynamic process described by a time series are based on the numerical evaluation of variance. This means that all of them can be safely applied only to the case where ordinary statistical properties hold true even if strange kinetics are involved. We illustrate a method of statistical analysis based on the Shannon entropy of the diffusion process generated by the time series, called diffusion entropy analysis (DEA). We adopt artificial Gauss and Lévy time series, as prototypes of ordinary and anomalous statistics, respectively, and we analyze them with the DEA and four ordinary methods of analysis, some of which are very popular. We show that the DEA determines the correct scaling exponent even when the statistical properties, as well as the dynamic properties, are anomalous. The other four methods produce correct results in the Gauss case but fail to detect the correct scaling in the case of Lévy statistics.

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Decoherence and linear entropy increase in the quantum baker's map.

We show that the coarse-grained quantum baker's map exhibits a linear entropy increase at an asymptotic rate given by the Kolmogorov-Sinai entropy of the classical chaotic baker's map. The starting point of our analysis is a symbolic representation of the map on a string of N qubits, i.e., an N-bit register of a quantum computer. To coarse grain the quantum evolution, we make use of the decoherent histories formalism. As a by-product, we show that the condition of medium decoherence holds asymptotically for the coarse-grained quantum baker's map.

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Estimating topological entropy via a symbolic data compression technique.

We estimate topological entropy via symbolic dynamics using a data compression technique called the context-tree weighting method. Unlike other symbolic dynamical approaches, which often have to choose ad hoc parameters such as the depth of a tree, the context-tree weighting method is almost parameter-free and infers the transition structure of the system as well as transition probabilities. Our examples, including a Markov model, the logistic map, and the Hénon map, demonstrate that the convergence is fast: one obtains the theoretically correct topological entropy with a relatively short symbolic sequence.

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Correlation between Kolmogorov-Sinai entropy and self-diffusion coefficient in simple fluids.

The relationship between the Kolmogorov-Sinai entropy, h(KS) and the self-diffusion coefficient D is studied for two classical simple fluid systems with purely repulsive potentials (one system with a Wayne-Chandler-Anderson potential and the other with a hard-sphere potential). Numerical simulation data for h(KS) and D, normalized by the average collision frequency nu and the diameter of the particle sigma as natural units of time and distance, reveal that, in the region spanning from normal liquid up to near solidification (0.50< or =rho< or =0.93), the Kolmogorov-Sinai entropy has a power law dependeney on the self-diffusion coefficient of the form h(KS)/nu proportional, variant (D/sigma(2)nu)(eta), in which eta is independent of density and temperature.

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Entropy of chains placed on the square lattice.

We obtain the entropy of flexible linear chains composed of M monomers placed on the square lattice using a transfer matrix approach. An excluded volume interaction is included by considering the chains to be self-avoiding and mutually avoiding, and a fraction rho of the sites is occupied by monomers. We solve the problem exactly on stripes of increasing width m and then extrapolate our results to the two-dimensional limit m--> infinity using finite-size scaling. The extrapolated results for several finite values of M and in the polymer limit M--> infinity for the cases where all lattice sites are occupied (rho=1) and for the partially filled case rho<1 are compared with earlier results. These results are exact for dimers (M=2) and full occupation (rho=1) and derived from series expansions, mean-field-like approximations, and transfer matrix calculations for some other cases. For small values of M, as well as for the polymer limit M--> infinity, rather precise estimates of the entropy are obtained.

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