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Bulletin of the American Mathematical Society

Some convexity and subadditivity properties of entropy

Élliott H. Lieb

Published Jan 1, 1975• 100 citations
Publisher

Abstract

I. Introduction.Statistical mechanics is the science of explaining, predicting and understanding the gross, macroscopic attributes of matter (which may be taken to mean mechanical systems with essentially an infinite number of degrees of freedom) in terms of the elementary dynamical laws governing its atomic constituents.The problems that arise are sufficiently complex and intriguing, but at the same time sufficiently well posed, that the subject is nowadays as much a part of mathematics as of physics.The fields of information theory and ergodic theory had their genesis in statistical mechanical modes of thought and are now well established in the mathematics literature; there will be more to come.Ludwig Boltzmann, who died in 1906, was one of the principal founders of statistical mechanics, and his monument in Vienna contains the following eloquent testimonial to his scientific creativity:(1) S = k log W.Surely, this hypothesis of Boltzmann [1] is one of the most important and daring in statistical mechanics, for it relates S, the macroscopic entropy of a system, to W, the number of microscopic states of the system which have the same, given macroscopic properties.The number k is a universal constant, called Boltzmann's constant, and, for our purposes, we can consider it to be 1.In these lectures we shall explore some of the abstract properties of entropy, after first giving a precise formulation of it, and will include some recent results (with M. B. Ruskai) which extend formerly known facts about the strong subadditivity of entropy from the domain of classical mechanics to the quantum-mechanical domain.The presentation here will be sketchy and the reader is referred to the original papers [3], [4], [5] for more details.An expanded version of an invited address delivered before the M.I.T.

DOI
10.1090/s0002-9904-1975-13621-4

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I. Introduction.Statistical mechanics is the science of explaining, predicting and understanding the gross, macroscopic attributes of matter (which may be taken to mean mechanical systems with essentially an infinite number of degrees of freedom) in terms of the elementary dynamical laws governing its atomic constituents.The problems that arise are sufficiently complex and intriguing, but at the same time sufficiently well posed, that the subject is nowadays as much a part of mathematics as of physics.The fields of information theory and ergodic theory had their genesis in statistical mechanical modes of thought and are now well established in the mathematics literature; there will be more to come.Ludwig Boltzmann, who died in 1906, was one of the principal founders of statistical mechanics, and his monument in Vienna contains the following eloquent testimonial to his scientific creativity:(1) S = k log W.Surely, this hypothesis of Boltzmann [1] is one of the most important and daring in statistical mechanics, for it relates S, the macroscopic entropy of a system, to W, the number of microscopic states of the system which have the same, given macroscopic properties.The number k is a universal constant, called Boltzmann's constant, and, for our purposes, we can consider it to be 1.In these lectures we shall explore some of the abstract properties of entropy, after first giving a precise formulation of it, and will include some recent results (with M. B. Ruskai) which extend formerly known facts about the strong subadditivity of entropy from the domain of classical mechanics to the quantum-mechanical domain.The presentation here will be sketchy and the reader is referred to the original papers [3], [4], [5] for more details.An expanded version of an invited address delivered before the M.I.T.
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Abstract Statistical mechanics is the art of predicting the behaviour of a system with a large number of degrees of freedom, given the laws governing its microscopic behaviour. It divides naturally into two parts. The first is the more fundamental. It tries to answer general questions concerning the behaviour of systems with many degrees of freedom, such as how order can arise from the apparent chaos of the microscopic behaviour, and how time-symmetric microscopic laws can give rise to the time asymmetry observed in the macroscopic world. The second part of statistical mechanics is concerned with using the results of this analysis to determine the behaviour of specific systems. This is what we will be doing in this book. Statistical mechanics will be used as a tool to study critical phenomena in particular systems.
The basic concepts of statistical mechanics and its application to many-body systems, phase transitions and critical phenomena will be discussed briefly in this chapter. We will be using these ideas frequently in the subsequent lectures. Statistical mechanics describes the thermodynamic behaviour of macroscopic systems from the laws which govern the behaviour of the constituent elements at the microscopic level. The microscopic elements can be atoms, molecules, dipole moments or magnetic moments, etc. A macroscopic system is generally composed of a large number of these elements (of the order of Avogadro number N A ≈ 6.022 × 1023 per mole). Each element may have a large number of internal degrees of freedom associated with different types of motion such as translation, rotation, vibration etc. The constituent elements may interact with the external field applied to the system. There can also be very complex interaction among the constituent elements. The macroscopic properties of a system in the thermodynamic limit is thus determined by the properties of the constituent molecules, their interaction with external field as well as interaction among themselves. For a system of N elements, volume V and density ρ, the thermodynamic limit is defined as lim N → ∞, lim V → ∞ keeping ρ = N/V finite. In this limit, the extensive properties of the system become directly proportional to the size of the system (N or V), while the intensive properties become independent of the size of the system.
Abstract Part II of this two-part paper refutes the beliefs about the statistical interpretation of thermodynamics, and the association of entropy with disorder that are summarized in Part I. The refutation of the statistical approach is based on either a nonstatistical unified quantum theory of mechanics and thermodynamics, or an almost equivalent, novel, nonquantal exposition of thermodynamics. Entropy is shown to be: (i) valid for any system (both macroscopic and microscopic, including one-particle systems), and any state (both thermodynamic or stable equilibrium, and not stable equilibrium); (ii) a measure of the quantum-theoretic pliable shape of the molecules of a system; and (iii) a monotonic indicator of order. In contrast to statistics which associates a thermodynamic equilibrium macrostate with the largest number of compatible microstates, the second law avers that, for each set of values of energy, volume, and amounts of constituents of either a macroscopic or a microscopic system, there exists one and only one thermodynamic or stable equilibrium state. So, even if Boltzmann’s definition were used, a thermodynamic equilibrium state is one of perfect order.
ABSTRACT. What is the physical significance of entropy? What is the physical origin of irreversibility? Do entropy and irreversibility exist only for complex and macroscopic systems? Most physicists still accept and teach that the rationalization of these fundamental ques-tions is given by Statistical Mechanics. Indeed, for everyday laboratory physics, the math-ematical formalism of Statistical Mechanics (canonical and grand-canonical, Boltzmann, Bose-Einstein and Fermi-Dirac distributions) allows a successful description of the ther-modynamic equilibrium properties of matter, including entropy values. However, as al-ready recognized by Schrödinger in 1936, Statistical Mechanics is impaired by conceptual ambiguities and logical inconsistencies, both in its explanation of the meaning of entropy and in its implications on the concept of state of a system. An alternative theory has been developed by Gyftopoulos, Hatsopoulos and the present author to eliminate these stumbling conceptual blocks while maintaining the mathematical formalism so successful in applications. To resolve both the problem of the meaning of entropy and that of the origin of irreversibility we have built entropy and irreversibility