Everything about Poincar Recurrence Theorem totally explained
In
mathematics, the
Poincaré recurrence theorem states that certain systems will, after a sufficiently long time, return to a state very close to its initial state. The
Poincaré recurrence time is the amount of time elapsed until the recurrence. The result applies to physical systems in which the
energy is conserved. The theorem is commonly discussed in the context of
ergodic theory,
dynamical systems and
statistical mechanics.
The theorem is named after
Henri Poincaré, who published it in 1890.
Precise formulation
Any
dynamical system defined by an
ordinary differential equation determines a
flow map mapping
phase space on itself. The system is said to be
volume-preserving if the volume of a set in phase space is invariant under the flow. For instance, all
Hamiltonian systems are volume-preserving because of
Liouville's theorem. The theorem is then: If a
flow preserves volume and has only bounded orbits, then for each open set there exist orbits that intersect the set infinitely often.
As an example, the deterministic
baker's map exhibits Poincaré recurrence which can be demonstrated in a particularly dramatic fashion when acting on 2D images. A given image, when sliced and squashed hundreds of times, turns into a snow of apparent "random noise". However, when the process is repeated thousands of times, the image reappears, although at times marred with greater or lesser bits of noise.
Discussion of proof
The proof, speaking qualitatively, hinges on two premises:
- The phase trajectories of closed dynamical systems don't intersect.
- By assumption the phase volume of a finite element under dynamics is conserved.
Imagine an arbitrary small neighborhood of any point in the phase space and follow its path under dynamics of the system (usually called a "phase tube"). The volume "sweeps" points of phase space as it moves. It can never cross the regions that are already "swept", because phase trajectories don't intersect. Hence, the total volume accessible to it constantly decreases, and since the total volume is finite by assumption, in a finite time, all volume will be exhausted. At that point, the only way to continue would be for the phase tube to connect to its own starting point, which is QED.
Note that individual trajectories included in the phase tube need not connect to their respective starting points, most likely that'll all be mixed up within the tube. This is why recurrence is only approximate up to the diameter of the tube. To achieve greater accuracy of recurrence, we need to take smaller initial volume, which means longer recurrence time.
Note also that nothing prevents the system from returning to its starting point before all the phase volume is exhausted. A trivial example of this is
harmonic oscillator. Systems that do cover all available phase volume are called
ergodic.
Recurrence theorem and entropy
The Recurrence theorem apparently contradicts the
Second law of thermodynamics, which says that large dynamical systems evolve irreversibly towards the state with higher
entropy, so that if one starts with a low-entropy state, the system will never return to it. There are many possible ways to resolve this paradox, but none of them is universally accepted. The most typical argument is that for thermodynamical systems like an ideal gas in a box, recurrence time is so large that for all practical purposes it's infinite. However this explanation isn't entirely satisfactory, since there's not, in fact, any characteristic timescale in the system, compared to which the recurrence time could be said to be very large. Without a reference timescale the notion of "very large" has little meaning.
Formal statement of the theorem
Let
be a finite
measure space and let
be a
measure-preserving transformation. Below are two alternative statements of the theorem.
Theorem 1
For any
, the set of those points
of
such that
for all
has zero measure. That is, almost every point of
returns to
. In fact, almost every point returns infinitely often;
for example
»
For a proof, see .
Theorem 2
The following is a topological version of this theorem:
If
is a
second-countable Hausdorff space and
contains the
Borel sigma-algebra, then the set of recurrent points of
has full measure. That is, almost every point is recurrent.
For a proof, see
Further Information
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