arXiv:1310.1717v1 [physics.hist-ph] 7 Oct 2013
Explaining Thermodynamic-Like Behaviour In
Terms of Epsilon-Ergodicity
Roman Frigg and Charlotte Werndl∗
Department of Philosophy, Logic and Scientific Method
London School of Economics
Houghton Street, London WC2A 2AE
r.p.frigg@lse.ac.uk and c.s.werndl@lse.ac.uk
This is a pre-copyedited, author-produced PDF of an article accepted for publication in
Philosophy of Science following peer review. The definitive publisher-authenticated
version “Frigg, R. and Werndl, C. (2011), Explaining Thermodynamic-Like Behaviour in
Terms of Epsilon-Ergodicity, Philosophy of Science 78 (4), 628-652” is available online at:
http://www.jstor.org/discover/10.1086/661567?uid=3738032&uid=2&uid=4&sid=21102740254323
Abstract
Why do gases reach equilibrium when left to themselves? The canonical
answer, originally proffered by Boltzmann, is that the systems have to be ergodic. This answer is now widely regarded as flawed. We argue that some of
the main objections, in particular, arguments based on the KAM-theorem and
the Markus-Meyer theorem, are beside the point. We then argue that something close to Boltzmann’s proposal is true: gases behave thermodynamic-like
if they are epsilon-ergodic, i.e., ergodic on the phase space except for a small
region of measure epsilon. This answer is promising because there is evidence
that relevant systems are epsilon-ergodic.
1
Introduction
Consider a gas confined to the left half of a container. When the dividing
wall is removed, the gas approaches equilibrium by spreading uniformly over
∗
Authors are listed alphabetically. This work is fully collaborative.
1
the available space. According to the Second Law of Thermodynamics, this
approach is uniform and irreversible in the sense that once the wall is removed, the entropy of the system increases monotonically until it reaches its
maximum, which it will thereafter never leave. Statistical mechanics (SM)
is the study of the connection between micro-physics and macro-physics: it
aims to explain the manifest macroscopic behaviour of systems in terms of
the dynamics of their micro-constituents.
Such explanations are usually given within one of two theoretical frameworks: Boltzmannian and Gibbsian SM. In this paper we set aside Gibbsian
SM and focus on Boltzmannian SM, and we assume systems to be classical.1
Furthermore, we restrict our attention to gases. These are prime examples of
systems in SM, and an explanation of the behaviour of liquids and solids may
well differ from one in gases.
After introducing the formalism of Boltzmannian SM (Section 2), we discuss what exactly thermodynamic-like behaviour amounts to (Section 3).
Then we review the original ergodic programme and state our own proposal
based on epsilon-ergodicity (Section 4). There follows a detailed discussion
of the two main ‘no-go’ theorems: the KAM-theorem and the Markus-Meyer
theorem. We show that, first appearances notwithstanding, these theorems
pose no threat to the ergodic programme (Sections 5 and 6). Furthermore,
there are good reasons to believe that relevant systems in SM are epsilonergodic (Section 7). We end with some remarks about relaxation times and
the scope of our explanation (Section 8) and a brief conclusion (Section 9).
2
Boltzmannian SM In Brief
The object of study in Boltzmannian SM is a system consisting of n classical
particles with three degrees of freedom each.2 The state of such a system is
specified by a point x (the microstate) in its 6n-dimensional phase space Γ,
which is endowed with the standard Lebesgue measure µ. Since the energy
is conserved, the motion of the system is confined to a 6n − 1 dimensional
energy hypersurface ΓE , where E is the value of the energy of the system.
The time evolution of the system is governed by Hamilton’s equations, whose
solutions are the phase flow φt on the energy hypersurface ΓE ; intuitively
speaking, φt (x) gives the evolution of x after t time steps. The function
sx : R → ΓE , sx (t) = φt (x) is the solution originating in x. The measure µ
can be restricted to ΓE so that if µ itself is preserved under the dynamics, then
its restriction to ΓE , µE , is preserved as well. Furthermore, we can normalise
the measure such that µE (ΓE ) = 1 (then µE is a probability measure on ΓE ).
The triple (ΓE , µE , φt ) is a measure-preserving dynamical system, meaning
1
For a discussion of Gibbsian SM, see Frigg (2008) and Uffink (2007). For details about quantum
SM, see Emch and Liu (2002).
2
For a detailed discussion of Boltzmannian SM, see Frigg (2008, 103–21).
2
that φt : ΓE → ΓE (t ∈ R) are one-to-one measurable mappings such that
φt+s = φt (φs ) for all t, s ∈ R, φt (x) is jointly measurable in (x, t), and µE (R) =
µE (φt (R)) for all measurable R ⊆ ΓE and all t ∈ R.
The macro-condition of a system is characterised by macrostates Mi , i =
1, . . . , m. In Boltzmannian SM macrostates are assumed to supervene on microstates, meaning that a change in the macrostate must be accompanied by a
change in the microstate. This determination relation need not be one-to-one;
in fact, many different microstates usually correspond to the same macrostate.
So each macrostate has associated with it a macro-region ΓMi , consisting of
all x ∈ ΓE for which the system is in Mi . The ΓMi form a partition of ΓE ,
meaning that they do not overlap and jointly cover ΓE . The Boltzmann entropy of a macrostate Mi is defined as SB (Mi ) := kB log[µ(ΓMi )], where kB is
the Boltzmann constant; the Boltzmann entropy of a system at time t, SB (t),
is the entropy of the system’s macrostate at t: SB (t) := SB (Mx(t) ), where x(t)
is the microstate at t and Mx(t) is the macrostate supervening on x(t). Two
macrostates are of particular importance: the equilibrium state, Meq , and the
macrostate at the beginning of the process, Mp , also referred to as the ‘past
state’. The former has maximum entropy while the latter is, by assumption,
a low entropy state.
An important aspect of the Boltzmannian framework is that for gases
ΓMeq is vastly larger (with respect to µE ) than any other macro-region, a
fact also known as the ‘dominance of the equilibrium macrostate’; in fact,
ΓE is almost entirely taken up by equilibrium microstates (see, for instance,
Goldstein 2001, 45).3
3
Explaining Thermodynamic-Like Behaviour
A naive approach to SM would first associate the Boltzmann entropy with
the thermodynamic entropy and then require that the Second Law be derived
from the mechanical laws governing the motion of the particles. This is setting
the bar too high in two respects. First, it is impossible to require that the entropy increase be monotonic. The relevant systems show Poincaré recurrence,
and such systems cannot possibly exhibit strict irreversible behaviour because
sooner or later the system will return arbitrarily close to its initial condition.4
We agree with Callender (2001) that thermodynamics is an approximation,
which we should not take too seriously.5 Rather than aiming for strict irreversibility, we should expect systems in SM to exhibit what Lavis (2005, 255)
calls thermodynamic-like behaviour (TD-like behaviour): the entropy of a sys3
We set aside the problem of degeneracy (Lavis 2005, 255–58).
That this may take a very long time to happen is besides the point as far as a justification of
the Second Law is concerned.
5
Moreover, deriving the exact laws of thermodynamics from SM is not a requirement of successful reduction either (see Dizadji-Bahmani et al. 2010).
4
3
tem that is initially prepared in a low-entropy state increases until it comes
close to its maximum value and then stays there and only exhibits frequent
small and rare large (downward) fluctuations (contra irreversibility). Even in
periods of net entropy increase (such as the moments after the removal of the
dividing wall) there can be downward fluctuations (contra monotonicity).
There is a temptation to add to this definition that the approach to equilibrium be fairly quick since some of the most common processes (like the
spreading of some gases) are fast. This temptation should be resisted. For
one, thermodynamics itself is silent about the speed at which processes take
place; in fact, there is not even a parameter for time in the theory! For another, not all approaches to equilibrium are fast. Hot iron cools down slowly,
and some systems – for instance, the so-called Fermi-Past-Ulam system for
low energy values – even approach equilibrium very slowly (Bennetin et al.
2009). So the approach to equilibrium being fast is not part of a mechanical
foundation of thermodynamics. However, it is true, of course, that for SM to
be empirically adequate, it has to get relaxation times right. We return to
this issue in Section 8, where we argue that there is evidence that the relevant
systems show the correct relaxation times.
The second respect in which we should require less is universality. The
second law of thermodynamics is universal in that it does not allow for exceptions. We should not require the same universality for thermodynamic-like
behaviour in SM. For one, no statistical theory can possibly justify a claim
without exceptions; the best one can hope for is to show that something happens with probability equal to one, but zero probability is not impossibility.
For another, the relevant systems are time-reversal invariant, and so there will
always be solutions that lead from high to low entropy states.6 So what we
have to aim for is showing that the desired behaviour is very likely (Callender
1999). Let pT D be the probability that a system in macrostate Mp behaves
TD-like. Then what we have to justify is that pT D ≥ 1 − ε, where ε is a very
small positive real number or zero.
In sum, what needs to be shown is that systems in SM are very likely to
exhibit TD-like behaviour. At this point it is important to emphasise that
ousting universal and strict irreversibility as the relevant explanandum and
replacing it with very likely TD-like behaviour is by no means a trivialisation of the issue. Explaining why systems are likely to behave TD-like is a
formidable problem, and the aim of this paper is to propose a solution to it.
Before turning to our positive proposal, let us reflect on the ingredients
of such an explanation. In recent years several proposals have been put forward, which aim to justify (something akin to) TD-like behaviour in terms
of typicality (see, for instance, Goldstein 2001). TD-like behaviour is said to
6
Conditionalising on the past state à la Albert (2000) will not make this problem go away
because there is no way to rule out that the past state contains solutions that exhibit nonthermodynamic behaviour.
4
be typical in dynamical systems, and this fact alone is taken to provide the
sought-after explanation.7 Proponents of this approach reject a justification
of TD-like behaviour in terms of ergodicity (to which we turn in the next section), and the context of the discussion makes it clear that they in fact reject
(or dismiss as futile) any explanation that makes reference to a dynamical
condition (be it ergodicity or something else).
This programme is on the wrong track. It is one of the fundamental
posits of Boltzmannian SM that macrostates supervene on microstates. TDlike behaviour is a pattern in the behavior of macrostates; some sequences of
macrostates count as being TD-like while others do not. By supervenience,
macrostates cannot change without being accompanied by a change in the
microstate of the system. In fact, how a macrostate of a system changes is
determined by how its microstate changes: the sequence of macrostates of
the system is determined by the sequence of microstates. The sequence of
microstates depends on the system’s initial micro-condition x and the phase
flow φt , which determines how x evolves over the course of time. Hence the
dynamics of the macrostates of a system is determined by φt and x. A fortiori,
the phase flow φt of the system must be such that it leads to the desired pattern. The central question in the foundations of non-equilibrium SM therefore
is: what kind of φt give raise to the desired sequence of macrostates? Not
all phase flows lead to TD-like behaviour (for instance, a system of harmonic
oscillators does not). So the phase flows that lead to TD-like behaviour are a
non-trivial subclass of all phase flows on a given phase space, and the question is how this class can be characterised. This question must be answered
in a non-question-begging way. Just saying that the relevant phase flows
possess a dynamical property called TD-likeness has no explanatory power –
it is a pseudo-explanation of the vis dormitiva variety. What we need is a
non-trivial specification of a property that only those flows that give raise to
TD-like behaviour possess.
It has become customary to discuss the properties of phase flows in terms
of Hamiltonians. Phase flows are the solutions to Hamilton’s equations of
motion, and what sort of motion these equations give raise to depends on what
Hamiltonian one inserts into the general equations. So our central question
can reformulated as follows: what properties does the Hamiltonian have to
posses for the system to behave TD-like?
4
Ergodic Programmes – Old and New
Boltzmann’s original answer to this question was that the relevant Hamiltonians have to be ergodic. This answer has been subjected to serious criticism
and has subsequently (by and large) been given up. In this section we in7
For further references and a detailed discussion of this approach, see Frigg (2009b, 2010).
5
troduce the ergodic approach, review the criticisms marshaled against it and
outline why these criticisms are either besides the point or can be avoided by
appealing to epsilon-ergodicity rather than ergodicity tout court.
Consider the phase flow φt (x) on ΓE . The time-average of a solution
starting at x ∈ ΓE relative to a measurable set A is:
Z
1 t
χA (φτ (x))dτ,
(1)
LA (x) = lim
t→∞ t 0
where the measure on the time axis is the Lebesgue measure and χA (x) is the
characteristic function of A.8 Birkhoff’s pointwise ergodic theorem ensures
that LA (x) exists for all x except, perhaps, for a set of measure zero; i.e.,
except, perhaps, for a set B ⊆ ΓE with µE (B) = 0 (Ott 2002).
Intuitively speaking, a dynamical system is ergodic if and only if (iff) the
proportion of time an arbitrary solution stays in A equals the measure of A.
Formally, (ΓE , µE , φt ) is ergodic iff for all measurable A:
LA (x) = µE (A)
(2)
for all initial conditions x ∈ ΓE except, perhaps, for in B (which is of measure
zero). Derivatively, we say that a solution (as opposed to a system) is ergodic
iff the proportion of time it spends in A equals the measure of A.
If a system is ergodic, it behaves TD-like with pT D = 1. Consider an initial
condition x that lies on an ergodic solution. The dynamics will carry x to
ΓMeq and will keep it there most of the time. The system will move out of the
equilibrium region every now and then and visit non-equilibrium states. Yet
since these are small compared to ΓMeq , it will only spend a small fraction
of time there. Hence the entropy is close to its maximum most of the time
and fluctuates away from it only occasionally. Therefore, ergodic solutions
behave TD-like. More specifically, as we have seen above, µE is a probability
measure on ΓE . This allows us to introduce a probability measure on ΓMp ,
µp (C) := µE (C)/µE (ΓMp ) for all C ⊆ ΓMp , which is the probability that an
arbitrary chosen initial condition x lies in set C ⊆ ΓMp .9 The set of ‘bad’
initial conditions (i.e., the ones that are not on ergodic solutions relative to
ΓMeq ) in the past state is Bp := B ∩ ΓMp , and from ergodicity it follows that
µp (ΓMp \ Bp ) = 1. We have pT D = µp (ΓMp \ B), and find pT D = 1.10
The two main arguments leveled against the ergodic programme are the
measure zero problem and the irrelevancy charge. The measure zero problem
is that LA (x) = µE (A) holds only ‘almost everywhere’, i.e., except, perhaps,
for initial conditions of a set of measure zero. This is perceived to be a
8
That is, χA (x) = 1 for x ∈ A and 0 otherwise.
For discussions of interpretations of these probabilities, see Frigg (2009a), Frigg and Hoefer
(2010), Lavis (2011) and Werndl (2009c).
10
The association of the probability for an initial condition with the Lebesgue measure restricted
to ΓMp is widely accepted in the current literature; see, e.g., Albert (2000).
9
6
problem because sets of measure zero can be rather ‘big’ (for instance, the
rational numbers have measure zero within the real numbers) and because sets
of measure zero need not be negligible if compared with respect to properties
other than their measures such as Baire categories (see, e.g., Sklar 1993, 182–
88).
This criticism is driven by the demand to justify a strict version of the
second law, but this is, as argued in the last section, an impossible goal. The
best one can expect is an argument that TD-like behaviour is very likely, and
the fact that those initial conditions that lie on non-TD-like solutions have
measure zero does not undermine that goal. Consequently, we deny that the
measure zero problem poses a threat to an explanation of TD-like behaviour
in terms of ergodicity. In fact, the solution we propose below is even more
permissive in that it allows for sets of ‘bad’ initial conditions that have finite
(yet very small) measure.
The second objection, the irrelevancy challenge, is that ergodicity is irrelevant to SM because real systems are not ergodic. This is a serious objection,
and the aim of this paper is to develop a response to it. Our solution departs
from the observation that less than full-fledged ergodicity is sufficient to explain why systems behave TD-like most of the time. The relevant notion of
being ‘almost but not entirely ergodic’ is epsilon-ergodicity.
Intuitively, a dynamical system is epsilon-ergodic iff it is ergodic on the vast
majority of ΓE , namely on a set of measure ≥ 1 − ε, where ε is very small real
number or zero.11 To introduce epsilon-ergodicity, we first define the different
notion of ε-ergodicity. (ΓE , µE , φt ) is ε-ergodic, ε ∈ R, 0 ≤ ε < 1, iff there is
a set Z ⊂ ΓE , µ(Z) = ε, with φt (Γ̂E ) ⊆ Γ̂E for all t ∈ R, where Γ̂E := ΓE \ Z,
such that the system (Γ̂E , µΓ̂E , φΓ̂t E ) is ergodic, where µΓ̂E (·) := µE (·)/µE (Γ̂E )
for any measurable set in Γ̂E and φΓ̂t E is φt restricted to Γ̂E . Clearly, a 0ergodic system is simply an ergodic system. A dynamical system (ΓE , µE , φt )
is epsilon-ergodic iff there exists a very small ε (i.e., ε << 1) for which the
system is ε-ergodic.
An epsilon-ergodic system (ΓE , µE , φt ) behaves TD-like with pT D = 1 − ε.
Such a system is ergodic on ΓE \ Z, and, therefore, it shows thermodynamiclike behaviour for the initial conditions in ΓE \ Z. If ε is very small compared
to µE (ΓMp ), then, by the same moves as explained above for ergodicity, we
find pT D ≥ 1 − ε.12 Hence an epsilon-ergodic system is overwhelmingly likely
to behave TD-like.
Our claim is that this explains why real gases behave TD-like because,
first, the common no-go results are mistaken (Sections 5 and 6), and, second,
there is good mathematical as well as numerical evidence that systems in SM
11
The concept of epsilon-ergodicity has been introduced into the foundations of SM by Vranas
(1998); we comment on his use of it and on how it differs from ours at the end of Section 7.
12
Notice that the desired result still follows from the weaker premise that µE (ΓMp \ Z)/µE (ΓMp )
is close to one.
7
are in fact epsilon-ergodic (Section 7).
Before we proceed, we would like mention that ergodicity or epsilonergodicity has no implications for how quickly a system approaches equilibrium; i.e., it has not implication for relaxation times. Epsilon-ergodic or
ergodic systems can approach equilibrium fast or slow, and which one is the
case depends on the particulars of the system. We say more about the relaxation times of the relevant systems in Section 8.
5 The KAM Results and Increasing Perturbation Parameters
5.1
The Kolmogorov-Arnold-Moser theorem
Support for the irrelevancy charge is mustered by appeal to two theorems,
the KAM-theorem and the Markus-Meyer theorem, which are taken to show
that systems in SM are not ergodic. We discuss the former in this section and
latter in Section 6. Our main contention is that the arguments marshaled
against ergodicity based on the KAM-theorem rest on a misinterpretation:
the KAM-theorem is irrelevant since gases in SM do not satisfy the premises
of the theorem.
Let us now discuss the KAM-theorem. A function F is a first integral of a
dynamical system iff its Poisson bracket {H, F } is equal to zero, where H is
the Hamiltonian of the system; in physical terms a first integral is a constant
of motion. A dynamical system with n degrees of freedom is integrable (in
the sense of Liouville) iff the system has n independent first integrals Fi and
these integrals are in involution (i.e., {Fi , Fj } = 0 for all i, j, 1 ≤ i, j ≤
n). A dynamical system is nonintegrable iff it is not integrable. For an
integrable system the energy hypersurface is foliated into tori, and there is
periodic or quasi-periodic motion with a specific frequency on each torus (cf.,
Arnold 1980; Arnold et al. 1985).
The Kolmogorov-Arnold-Moser theorem (KAM-theorem) describes what
happens when an integrable Hamiltonian system is perturbed by a very small
nonintegrable perturbation, i.e., what happens with the Hamiltonian H =
H0 + λH1 , where H0 is integrable, H1 is nonintegrable and λ > 0 is a very
small perturbation parameter. The theorem says that under certain conditions13 the following holds on the hypersurface of constant energy: the tori
with sufficiently irrational winding numbers (i.e., frequency ratios) survive the
perturbation; this means that the solutions on these tori behave like the ones
13
Intuitively, these conditions say that for H0 the ratios of frequencies on a given torus vary
smoothly from torus to torus. Technically, the conditions are that (i) one of the frequencies never
vanishes, and (ii) that the ratios of the remaining n − 1 frequencies to the non-vanishing frequency
are always functionally independent on the energy hypersurface.
8
in the integrable system and are thus stable. The other tori, which lie between
the stable ones, are destroyed, and here the motion is irregular. Furthermore,
the measure of the regions which survive the perturbation goes to one as the
perturbation parameter goes to zero.
The region on ΓE in which the tori survive and the region in which they
break up are both invariant under the dynamics. The motion on the region with surviving tori cannot be ergodic (or epsilon-ergodic) because the
solutions are confined to tori. Therefore, dynamical systems to which the
KAM-theorem applies are not ergodic, and for a small enough perturbation,
they are not epsilon-ergodic either (Arnold 1963; Arnold et al. 1985).
This implication of the KAM-theorem is often taken to warrant the conclusion that many (if not all) systems in SM fail to be ergodic:
[T]he evidence against the applicability [of ergodicity in SM] is
strong. The KAM-Theorem leads one to expect that for systems
where the interactions among the molecules are non-singular, the
phase space will contain islands of stability where the flow is nonergodic. (Earman and Redei 1996)
Actually, demonstrating that the conditions sufficient for the regions of KAM-stability to exist can only be done for simple cases.
But there is strong reason to suspect that the case of a gas of
molecules interacting by typical intermolecular potential forces will
meet the conditions for the KAM result to hold. [...] So there is
plausible theoretical reason to believe that more realistic models
of typical systems discussed in statistical mechanics will fail to be
ergodic. (Sklar 1993)
First appearances notwithstanding, the KAM-theorem does not establish
that relevant systems in SM are not ergodic (and a fortiori it does not establish
that they are not epsilon-ergodic). To see why, attention has to be paid to the
fine print of the theorem. The important – and often ignored – point is that
the KAM-theorem only applies to extremely small perturbations. Percival
makes this point vividly for systems with two degrees of freedom:
Arnold’s proof only applies if the perturbation is less than 10−333
and Moser’s if it is less than 10−48 , in appropriate units. The latter
is less than the gravitation perturbation of a football in Spain by
the motion of a bacterium in Australia! The KAM proofs were
a vital contribution to dynamics because they showed that regular motion is not effectively restricted to integrable systems, but
numerically they are not yet of practical value. (Percival 1986)
So the applicability of the KAM-theorem to realistic two particles systems
is severely limited. Most important for our purposes is that in SM the applicability of the KAM-theorem fails drastically. For many classes of systems in
9
SM the largest admissible perturbation parameters have been calculated, and
one finds that they rapidly converge toward zero as n tends toward infinity
(Pettini 2007). Hence, as Pettini points out, “for large n-systems – which are
dealt with in statistical mechanics – the admissible perturbation amplitudes
for the KAM-theorem to apply drop down to exceedingly tiny values of no
physical meaning” (Pettini and Cerruti-Sola 1991; Pettini 2007, 60). If the
perturbation is larger, the surviving tori disappear and, at least in principle,
nothing stops the motion from being epsilon-ergodic (or even ergodic). Moreover, gases in SM are not even moderately small perturbations of integrable
systems. An ideal gas (a collection of non-interacting particles) is integrable,
but even a dilute real gas cannot be represented as a small perturbation of an
ideal gas. As we will see in Section 7, particles in real gases repel each other
strongly when they come close to each other. Hence the perturbation parameter is comparatively large (Penrose and Lebowitz 1973). To sum up, the
KAM-theorem cannot be expected to apply to realistic systems in SM. Even
the smallest interactions, e.g., such as interactions between molecules, introduce perturbations far greater than the one allowed by the KAM-theorem,
which is therefore simply silent about what happens in such systems.
Furthermore, the class of systems which can be represented as a perturbation of an integrable system is very special (the KAM-theorem deals with a
subclass of this class – those with extremely small perturbation parameters).
And it is at best unclear whether many systems in SM fall within that class.14
We conclude that the KAM-theorem does not show that systems in SM fail to
be ergodic (or epsilon-ergodic), and one cannot dismiss the ergodic approach
by appealing to the KAM-theorem.
5.2 Arnold Diffusion and Increasing Perturbation
Parameters
As argued, systems in SM cannot be represented as very small perturbations
of integrable systems; yet it may be that at least some systems in SM are
a moderate or larger nonintegrable perturbation of an integrable system. So
we have to understand how such systems behave. This is best achieved by
studying what happens if the perturbation parameter of a system to which
the KAM theorem applies is increased. We will see that there is evidence that
the motion is epsilon-ergodic.
Let us begin by considering the motion for very small perturbations (i.e.,
the KAM-regime) because this will lead to a better understanding of what
happens when the perturbation parameter is increased. For very small perturbation parameters, most of the energy hypersurface is taken up by regular
motion. The region of irregular motion is of very small measure, but, interestingly, it is nevertheless always everywhere dense on the energy hypersurface.
14
Thanks to Pierre Lochak for pointing this out to us.
10
Now in systems with two degrees of freedom, invariant tori separate different
irregular regions from each other because solutions remain ‘trapped’ between
two tori (this is usually illustrated in the two-dimensional Poincaré section
of a system). The irregular motion in such a system cannot possibly form
a single connected region; thus the flow cannot diffuse or be ergodic on that
region. However, the situation completely changes for systems with three or
more degrees of freedom (the cases relevant to SM). The energy hypersurface
is 2n − 1 dimensional, and another surface must be of 2n − 2 dimensions to
divide it into two disconnected parts. But since the invariant tori are of dimension n and 2n − 2 > n for all n > 2, the invariant tori do not divide
the energy hypersurface into separate parts for n > 2: the stable tori are like
circles in a three-dimensional Euclidean space. Hence the irregular motion
(which, recall, is everywhere dense on the energy hypersurface) can form a
singly connected region, commonly referred to as a web (or Arnold web).
Arnold (1963, 1994) conjectured that for any extremely small λ and generic
Hamiltonian perturbations H1 the following holds on the hypersurface of constant energy: for any two tori T and T ′ there is a solution connecting an
arbitrary small neighbourhood of T with an arbitrary small neighbourhood
of T ′ . Intuitively speaking, this conjecture says that there is diffusion on the
energy hypersuface along all the different tori.15 This diffusion for extremely
small perturbation parameters is called Arnold diffusion.
Arnold’s hypothesis has not been proven in full generality, but there are
good reasons to believe that it is true. First, Arnold diffusion has been proven
to exist in many concrete examples (see, e.g., Arnold 1964; Berti et al. 2003;
Delshams and Huguet 2009; Mather 2004). Furthermore, numerical studies
confirm the existence of an Arnold web for arbitrary small perturbations of
integrable Hamiltonian systems. For instance, Froeschlé et al. (2000) and
Fröschle and Schneidecker (1975) have shown that for very small perturbation
parameters there appears to be a single web of unstable motion. Moreover,
the motion restricted to the irregular web appears to be ergodic Ott (2002,
257).
The results about Arnold diffusion are crucial because they are the only
strict mathematical results showing that there is diffusion on the irregular
region of perturbed integrable systems. For our concern these results are
important because when the perturbation parameter λ is increased, it is found
that exactly this irregular region grows larger and larger. Although there exist
no mathematically rigorous results any longer in that regime, it is widely
believed that there is diffusion on this irregular region similar to the one for
very small perturbations. And the fact that diffusion is strictly proven for
very small perturbations makes it plausible that there is also diffusion for
15
That is, there is diffusion relative to the action variables describing the torus on which a state
is located.
11
larger perturbations.16 This is backed up by numerical investigations, which
suggest that, as the parameter gets larger, more and more of the invariant
tori break up, and the region with irregular motion covers larger and larger
parts of the energy hypersurface. For perturbations higher than a specific
moderate perturbation, nearly all or all of the energy hypersurface seems to
be taken up by irregular motion, and hence the motion appears to be epsilonergodic (Chirikov 1979, 1991; Froeschlé et al. 2000; Ott 2002; Vivaldi 1984).
It could be the case that very small islands of regular motion persist even
for arbitrary large perturbations. But then these regular regions are very
small, and so while the system would fail to be ergodic, it will still be epsilonergodic. Furthermore, there is evidence that, everything else being equal,
the main region of ergodic behaviour grows larger and larger as the number
of degrees of freedom increases (Fröschle and Schneidecker 1975; Reidl and
Miller 1993; Szász 1996).
In sum, for moderate or larger perturbations of integrable systems the
motion appears to be epsilon-ergodic on the entire energy hypersurface. It
might be that at least some systems in SM can be represented as a moderate
or larger nonintegrable perturbation of integrable systems; and then these
systems can be expected to be epsilon-ergodic, which is what we need.
6
The Markus-Meyer Theorem
We now turn to the second main argument against ergodicity, which is based
on the Markus-Meyer theorem (MM-theorem) (Markus and Meyer 1974).
First of all, we need to introduce the central concepts of a topology on a
function space and a generic Hamiltonian. Consider a class Λ of functions of
a certain kind on a set M . In order to be able to say that some functions are
closer to each other than others we introduce a topology on Λ. If Λ consists
of infinitely differentiable Hamiltonians on a set M , it is common to choose
the so-called Whitney topology, according to which two Hamiltonians are
close just in case the absolute value between their vector fields and all their
derivatives is small.17
We can now define the notion of a generic function. A set is meagre iff
it is the countable union of nowhere dense sets; and a set is comeagre iff
its complement is meagre (cf. Oxtoby 1980). Loosely speaking, a meagre
set is the topological counterpart of the measure-theoretic notion of a set of
16
For our concerns it is also noteworthy that Arnold diffusion shows that even extremely regular
systems, namely arbitrary small perturbations of integrable systems, show random motion in the
sense that there is an everywhere dense web on which there is diffusion.
17
Intuitively the Whitney topology can be characterised as follows. Consider two infinitely
′
′
′′
′′
differentiable Hamiltonians H1 and H2 on M , H1 , H2 , H1 , H2 , etc. being their derivatives. H1
′
′
and H2 are close just in case |H1 − H2 |, |H1 − H2 |, etc. are all small (cf. Hirsch 1976).
12
measure zero, and a comeagre set is the counterpart of a set of measure one.18
So generic functions of Λ are ones that belong to Λ̄ ⊆ Λ where Λ̄ is comeagre.19
Consider the function space Λ of all infinitely differentiable Hamiltonians
on a compact space M ; the topology is induced by the Whitney topology on
all potential functions.20 An (epsilon-) ergodic Hamiltonian (as opposed to
a flow or a solution) is one which has a dense set of energy values for which
the flow on the hypersurface of constant energy is (epsilon-) ergodic. The
MM-theorem says that the set of Hamiltonians in Λ which are not ergodic
is comeagre; in other words, non-ergodic Hamiltonians are generic. Furthermore, a closer look at the proof of the theorem shows that it implies that
the set of Hamiltonians in Λ which fail to be epsilon-ergodic is also comeagre
and hence generic (Markus and Meyer 1969, 1974; see also Arnold et al. 1985,
193).
And things seem to get worse. It is a plausible demand that physical
properties be robust under small structural perturbations. In our case this
amounts to requiring that if a system is (epsilon-) ergodic, a system with a
very similar potential function should be epsilon-ergodic as well. In technical
terms, one would expect that for any (epsilon-) ergodic Hamiltonian H there
is an open set in Λ around H such that all Hamiltonians in the open set
are (epsilon-) ergodic as well. The MM-theorem says that (epsilon-) ergodic
system are not stable in that sense because non-epsilon-ergodic systems are
dense in Λ. So the MM-theorem seems to imply that (epsilon-) ergodic systems
are not structurally stable, which rules out (epsilon-) ergodicity as property
with explanatory power. For this reason Emch and Liu (2002) call the MarkusMeyer theorem “the main no-go theorem” for the ergodic approach.
On the face of it these arguments seem devastating, both to the original
ergodic programme and to our rendition based on epsilon-ergodicity. We now
argue that this impression unravels under a closer analysis.
Take first the proposition that generic Hamiltonians are not (epsilon-) ergodic, and that therefore (epsilon-) ergodicity is immaterial to the foundation
of SM.21 This argument fails on two counts. First, the MM-theorem only
18
There is also a classification of sets into first and second Baire category (see Sklar 1993, 182–
88). A meagre set is the same as a set of first Baire category. Sets of second Baire category are
defined as sets which are not of first Baire category. This means that being of second category is
different from being comeagre. There are sets which are neither meagre nor comeagre (they are
the topological counterpart of sets between measure zero and one), but, by definition, they are of
second Baire category.
19
Function spaces cannot be equipped with measures that one could use to define the notion of
generic functions measure-theoretically. Thus this notion is always defined topologically.
20
What follows also holds relative to the Whitney topology of the Hamiltonians. However, it is
physically more natural to vary only the potential functions and not the expression for the kinetic
energy (Markus and Meyer 1969, 1974).
21
There is also a question whether being generic is a reasonable requirement to begin with. What
matters is whether those systems actually studied in SM are epsilon-ergodic, and whether or not
13
applies to compact phase spaces; compactness is essential in the proof and
the proof does not go through for non-compact spaces. But nearly all systems
considered in classical mechanics have non-compact phase spaces (see, e.g.,
Arnold 1980). One might be tempted to reply that this can easily be resolved:
since it is the flow on the energy hypersurface that we are ultimately interested
in, and since the energy hypersurface typically is compact, we simply apply
the theorem to the energy hypersurface. This cannot be done. The theorem
is about the full phase space Γ of a system and cannot be rephrased as a
theorem about energy hypersurfaces. This is because the theorem treats the
energy of the system as a free parameter, and the essential result is derived
by varying the value of that parameter. This simply makes no sense on an
energy hypersurface where, by definition, the energy is held constant.
Second, even if the theorem were applicable, once we understand how the
main proposition of the theorem is established, it becomes clear that it fails
to establish the irrelevancy of (epsilon-) ergodicity for gases in SM. As we
have seen above, the definition of an (epsilon-) ergodic Hamiltonian used in
the MM-theorem is that there is a dense set of energy values for which the
motion on the energy hypersurface is (epsilon-) ergodic. This implies that
(epsilon-) ergodicity is required arbitrarily close to any possible energy value.
Hence a Hamiltonian is non-ergodic if there exists only one value for which
this is not the case. Proving that there is one such value is the strategy of
the theorem: Markus and Meyer prove that for generic Hamiltonians there
is exactly one minimal value of the energy (where the motion is a general
elliptic equilibrium point), and then show that for energy values which are
arbitrarily close to this minimum the motion on the energy hypersurface is
not epsilon-ergodic.
However, it is doubtful that these very low energy values are relevant to
the behaviour of gases. For many systems in SM for energy values close to
the minimum value of the energy the classical-mechanical description breaks
down because quantum-mechanical effects come in. Then it is irrelevant if
the systems are not epsilon-ergodic for these energy values (Penrose 1979;
Reichl 1998, 488, Vranas 1998). Even when they are physically relevant, the
values close to a minimum value of the energy are irrelevant to the behaviour
of gases, and thus the theorem has no damaging effect: these low energy
values, to the best of our knowledge, never correspond to gases, but to glasses
or solids.22 And for larger energies, numerical evidence suggests that the
motion is indeed epsilon-ergodic. This point is also emphasised by Ford and
Stoddard (1073, 1504) (but not with reference to the Markus-Meyer theorem,
which had not been published then): “nothing precludes the existence of a
these are generic seems to be immaterial.
22
For instance, numerical evidence suggests that for several systems there is a liquid-glass transition which goes hand in hand with a transition from epsilon-ergodic to non-epsilon-ergodic behaviour (De Souza and Wales, 2005).
14
cricial energy, depending perhaps on various system parameters, above which
systems with attractive forces are no less ergodic than the hard-sphere gas”.23
It is a corollary of this analysis that the stability challenge has no bite
either. As we have just seen, Hamiltonians fail to be ergodic because things
go wrong close to the minimum energy, while the theorem is silent about
higher energies. So if we consider an ergodic gas at a realistic energy, it does
not follow from the theorem that disturbing it a little bit would result in a
non-ergodic system. The theorem is silent about what happens in such a
situation.
In sum, the MM-theorem poses no threat to an explanation of TD-like
behaviour of gases in terms of (epsilon-) ergodicity.
7
Relevant Cases
So far we have shown that arguments against ergodicity in SM unravel under
careful analysis. Yet in order to render an explanation of TD-like behaviour
based on epsilon-ergodicity plausible, more is needed than showing that no-go
theorems have no force. We need positive arguments for the conclusion that
gases are indeed epsilon-ergodic. The aim of this section is to provide such
arguments.
Given the intricacies of the mathematics of dynamical systems, it will not
come as a surprise that rigorous results are few and far between. In the
absence of far-reaching general results our strategy is one of piecemeal and
focused analysis. Our analysis is focused because we consider only physically
relevant systems; it is piecemeal because we study the systems individually
and look both at the available mathematical and numerical evidence. The
conclusion is that there are good reasons to believe that relevant systems are
epsilon-ergodic.
The dynamics of a gas is specified by the potential which describes the
inter-particle forces. Two potentials stand out: the Lennard-Jones potential
and the hard-sphere potential. The hard-sphere potential models molecules as
impenetrable spheres of radius R that bounce off elastically. It is the simplest
potential, which is why it is widely used in both mathematical and numerical
studies. For two particles it has the form
U (r) = ∞ for r < R and 0 otherwise,
(3)
where r is the distance of the particles. The potential of the entire system
is obtained by summing over all two-particles interactions. The hard-sphere
23
The sceptic might now try to prove a theorem analogous to the Markus-Meyer theorem with
a weaker notion of an epsilon-ergodic Hamiltonian, requiring only that there is epsilon-ergodicity
for a somewhere dense set of energy levels. However, Markus and Meyer (1969, 1974) show that
such a theorem is false.
15
potential simulates the steep repulsive part of realistic potentials (McQuarrie
2000, 234).
The Lennard-Jones potential for two particles is
ρ 12 ρ 6
−
,
(4)
U (r) = 4α
r
r
where r is the distance between two particles, α is the depth of the potential
well and ρ is the distance at which the inter-particle potential is 0. This
function is in good empirical agreement with data about inter-particle forces
(McQuarrie 2000, 236–37; Reichl 1998, 502–05). The potential of the entire
system is then obtained by summing over all two-particle-interactions or by
considering only the nearest neighbour interactions.
Let us begin with a discussion of the hard-sphere potential. It was already
studied by Boltzmann (1971), who conjectured that hard-sphere systems show
ergodic behaviour when the number of balls is large. From a mathematical
viewpoint it is easier to deal with particles moving on a torus, rather than
particles moving in a box with hard walls (or in other containers with hard
walls). For a hard-sphere moving on a torus there are no walls; it is as if a
ball, when reaching the wall of the box, reappears at the opposite side instead
of bouncing off.24 Studying the motion of hard-spheres on a torus is not
an irrelevant mathematical passtime. If anything, walls render the motion
more and not less random, and hence establishing that the motion on torus
is ergodic supports the conclusion that the motion in box is ergodic too.25
Sinai (1963) conjectured that the motion of n hard-spheres on T 2 and on T 3
is ergodic for all n ≥ 2 where T m is the m-torus(cf. Szász 1996), a hypothesis
now known as the ‘Boltzmann-Sinai ergodic hypothesis’. Sinai (1970) made
the first significant step towards a rigorous proof of this hypothesis when he
showed that the motion of 2 hard-spheres on T 2 is ergodic.26 Since then a
series of important results have been obtained, which, taken together, add up
to an almost complete proof of the Boltzmann-Sinai ergodic hypothesis (and
mathematicians who work in this field and know about the progress in the
last years think that a full proof can be expected to be forthcoming soon –
24
Because there are no walls, the motion on a torus has a second constant of motion next to
the energy: total momentum. Hence, in this case, the question of interest is whether the motion
is ergodic relative to a given value of the energy and a given value of the total momentum. The
results referred to in this section add up to an affirmative answer for almost all parameter values.
As soon as there are walls, total momentum ceases to be an invariant. That the motion of hard
balls on a torus is ergodic is an important result: it gives us reason to expect that the motion of
hard balls will also be ergodic when there are walls.
25
For a discussion of this point in the case of the stadium billiards see Chernov and Markarian
(2006).
26
All the cases of hard-sphere systems which are reported in this section to be ergodic are even
Bernoulli systems (i.e., they are strongly chaotic). For a discussion of Bernoulli systems, see
Werndl (2009a, 2009b, 2011).
16
see Simanyi 2009). The following three results are particularly noteworthy.
First, Simanyi (1992) proved that the motion of n hard-spheres on T m is
ergodic for all m ≥ n, n ≥ 2. Second, Simanyi (2003) proved that systems
of n hard spheres are ergodic on T m for all n ≥ 2, all m ≥ 2 and for almost
all values (m1 , . . . , mn , r), where mi is the mass of the i-th ball and r is the
radius of the balls.27 Third, Simanyi (2009) proved that systems of n hard
spheres are ergodic on T m for all n and all m provided that the Sinai-Chernov
Ansatz is true.28 This Ansatz is known to hold for systems that are similar
(from a mathematical viewpoint) to systems of three or more hard balls (cf.,
Simanyi 2003, 2009; Szasz 1996). Furthermore, as just mentioned, hard ball
systems are proven to be ergodic for almost all parameter values, and, as
we will see in the next paragraph, there is numerical evidence that hard ball
systems are ergodic. For this reason it is plausible to assume that the SinaiChernov Ansatz is true (an assumption which is generally accepted among
mathematicians).
The more realistic case of the motion of hard-spheres in a box (rather
than on a torus) is extremely difficult, and fewer analytical results have been
obtained. Simanyi (1999) proved that the motion of two balls in an mdimensional box is ergodic for all m. There are good reasons to believe that
the same result holds for a arbitrary number of balls because the behaviour of
hard spheres in a box is at least as random as the behaviour of hard spheres
moving on a torus and the latter have been proven to be ergodic for almost
all parameter values. This conclusion is supported by numerical simulations.
Zheng et al. (1996) investigated the motion of identical hard-spheres in a twodimensional and a three-dimensional box, and the behaviour was found be
ergodic. And Dellago and Posch (1997) found evidence that a large number
of identical hard-spheres in a three-dimensional box show ergodic behaviour
for a wide range of densities.
Let us now turn to the Lennard-Jones potential, where things are more
involved. Donnay (1999) proved that for some values of the energy a system of
two particles moving on T 2 under a generalised Lennard-Jones type potential
is not ergodic.29 This result illustrates that ergodicity can be destroyed by
27
Unfortunately, no effective method is known of checking whether a given (m1 , . . . , mn , r) is
among this set of almost all values (implying that the system is proven to be ergodic). This means
that we do not know whether the system is ergodic for equal masses (the case we are mainly
interested in) (Simanyi 2009, 383).
28
Let M be the set of all possible states of the hard-sphere system, and consider ∂M , the
boundary of M . Let SR+ consist of all states x in ∂M corresponding to singular reflections with
the post-collision velocity v0 , for an arbitrary v0 . The Chernov-Sinai Ansatz postulates that for for
almost every x ∈ SR+ the forward solution originating from x is geometrically hyperbolic (Simanyi
2009, 392).
29
Generalised Lennard-Jones potentials include both potentials of the same general shape as
Lennard-Jones potentials and a much broader class of potentials. More specifically, to make the
mathematical treatment easier, Donnay (1999) assumes that a generalised Lennard-Jones potential
17
replacing inelastic collisions by an everywhere smooth potential. Yet it leaves
open what happens for a large number of particles (generally, the larger the
number of particles, the more likely a system is to be ergodic). Now it is
important to note that even if systems with Lennard-Jones potentials and
with a large number of particles turn out to be non-ergodic, they appear to
be epsilon-ergodic (Stoddard and Ford 1973), as also expressed by Donnay:
Even if one could find such examples [generalised Lennard-Jones
systems with a large number of particles that are non-ergodic], the
measure of the set of solutions constrained to lie near the elliptic
periodic orbits is likely to be very small. Thus from a practical
point of view, these systems may appear to be ergodic. (Donnay
1999, 1024)
This is backed up by numerical studies on Lennard-Jones potentials, which
have shown the following. The system has an energy threshold (a specific value
of the energy) such that for values above that energy threshold the motion of
the system appears to be epsilon-ergodic and for values below that threshold
the system appears not to be epsilon-ergodic (Bennetin et al. 1980; Bocchieri
et al. 1970; Diana et al. 1976; Stoddard and Ford 1973). What matters here
is that the energy values below the energy threshold are very low. As a
consequence, quantum effects will play a role and the classical SM description
will not adequately describe the physical systems in question (Penrose 1979;
Reichl 1998, 488; Vranas 1998). Therefore, the behaviour of the systems with
energy values below the threshold are irrelevant to this paper. To conclude,
the evidence supports the claim that Lennard-Jones type systems are epsilonergodic for the relevant energy values.
Finally, after the discussion of the hard-sphere potential and the LennardJones potential, let us briefly mention some of the most important mathematical and numerical results about other potentials relevant to SM. First,
Donnay and Liverani (1991) proved that two particles moving on T 2 are ergodic for a wide class of potentials, namely for a general class of repelling
potentials, a general class of attracting potentials, and a class of mixed potentials (i.e., attracting and repelling parts). Particularly remarkable here is
that the mixed potentials are everywhere smooth. Everywhere smooth potentials are usually regarded as more realistic than potentials which involve
singularities. And Donnay and Liverani (1991) were the first to mathematically prove that some everywhere smooth Hamiltonian systems are ergodic.
Second, one of the most extensive numerical investigations of systems with
many degrees of freedom relevant to SM has been about a one-dimensional
self-gravitating system consisting of n plane-parallel sheets with uniform density (this system is of interest in plasma physics). Strong evidence was found
has only finite range; that is, there is an R > 0 such that U (r) = 0 for all r ≥ R. Apart from this,
a generalised Lennard-Jones potential is defined to be a smooth potential where (i) the potential
is attracting for large r, and (ii) the potential approaches infinity at some point as r goes to zero.
18
that the measure of the ergodic region increases rapidly with n and that for
n ≥ 11 the system is completely ergodic (Fröschle and Schneidecker 1975;
Reidl and Miller 1993; Wright and Miller 1984).
In sum, there is good evidence that all gases in SM are epsilon-ergodic,
and, crucially, there is no known counter-instance. Before turning to further
issues, we would like to compare our own conclusion to Vranas’ (1998), who (as
we briefly mentioned above) introduced the notion of epsilon-ergodicity into
the foundations of SM and argued that relevant systems are indeed epsilonergodic. Our strategy shares much in common with his – in particular the
focus on physically relevant cases. Yet there are important differences. The
most significant difference is that we consider Boltzmannian non-equilibrium
theory while he studies Gibbsian equilibrium theory. There are also differences
in the choice of the ‘inductive base’: we have tried to give as fully as possible
an account of currently available analytical results, while Vranas focusses
almost entirely on numerical studies. Furthermore, the scope of our argument
is different. Vranas sees the cases he discusses as supporting the hypothesis
that all non-integrable Hamiltonian systems with many degrees of freedom are
epsilon-ergodic (see, e.g., ibid., 697). We restrict our claim to gases because
(as we point out in the next section) there are systems – most notably solids
– whose dynamics does not seem to be epsilon-ergodic. Such systems demand
a different analysis.
8
Further Issues on the Horizon
To conclude our discussion, we want to address two potentially problematic
points. The first concerns the question of relaxation times; the other is that
some systems behave TD-like and yet fail to be ergodic.
Epsilon-ergodicity itself implies nothing about the speed at which systems
approach equilibrium. However, to be empirically adequate, SM needs to predict correct relaxation times. For our approach this means that the relevant
systems in SM, in addition to being epsilon-ergodic, must show the correct
relaxation times. Unfortunately, rigorous results about relaxation times are
even harder to come by than ergodicity proofs; in fact, from a strictly mathematical viewpoint nothing is known about the relaxation times of systems in
SM (Chernov and Young 2000). However, several numerical studies provide
evidence that both hard-sphere and Lennard-Jones gases approach equilibrium at the right speed. First, Dellago and Posch (1997) and Zheng et al.
(1996, 3249 and 3251) consider the evolution of both the position and momentum variables for hard-sphere gases and find that equilibrium is reached
after only a few mean collision times. Second, Bocchieri et al. (1970) and
Yoshimura (1997) show that Lennard-Jones gases approach equilibrium very
19
quickly, namely in less than 10−8 seconds.30 Moreover, to the best of our
knowledge, there are no numerical studies indicating that the relevant gases do
not approach equilibrium very quickly.31 Hence while the issue of relaxation
times certainly deserves more attention than it has received so far, currently
available results indicate that the relevant systems behave as expected.
The second issue concerns the alleged non-necessity of (epsilon-) ergodicity
for TD-like behaviour. Attention is often drawn to particular systems that
fail to be ergodic and yet behave TD-like, from which it is concluded that
ergodicity cannot explain TD-like behaviour. Common ‘counter-instances’ are
the following. First, in a solid the molecules oscillate around fixed positions
in a lattice, and as a result the phase point of the system can only access a
small part of the energy hypersurface (Uffink 2007, 1017). Yet solids behave
TD-like. Second, the Kac Ring Model is not ergodic while exhibiting TDlike behaviour (Bricmont 2001). Third, a system of n uncoupled anharmonic
oscillators of identical mass is not ergodic but still behaves TD-like (ibid.).
Fourth, a system of non-interacting point particles is known not be ergodic;
yet this system is often studied in SM (Uffink 1996, 381).
First appearances notwithstanding, these examples do not undermine our
claim that epsilon-ergodicity explains TD-like behaviour in gases. The Kacring model and uncoupled harmonic oscillators have little if anything to do
with gases, and hence are irrelevant. The ideal gas has properties very different from those of real gases because there are no collisions in an ideal gas and
collisions are essential to the behaviour of gases. So while the ideal gas may
be an expedient in certain context, no conclusion about the dynamics of real
gases should be drawn from it.
Needless to say, solids are no gases either and hence do not bear on our
claim. However, the case of solids draws our attention to an important point,
namely that an explanation of TD-like behaviour in terms of epsilon-ergodicity
cannot be universal. Some solids not only fail to be ergodic; they also fail to
be nearly ergodic. For this reason one cannot explain thermodynamic-like
behaviour for all solids in terms of epsilon-ergodicity. This highlights that
further work is needed: explaining thermodynamic-like behaviour for solids
is an unsolved problem, and one which deserves more attention than it has
received so far; in fact, even the Boltzmannian macrostate structure of solids
is unknown!
At present it is not know whether epsilon-ergodicity will play a role in
such an explanation, and if it does what that role will be. But we do not see
this as a problem for the current project. Epsilon-ergodicity explains TD-like
30
These studies investigate the relaxation to energy equipartition, indicating the approach to
equilibrium.
31
Furthermore, for KAM-type systems the diffusion on the regions of irregular behaviour becomes
faster as the perturbation parameter increases (Chirikov 1979, 1991; Froeschlé et al. 2000; Ott 2002;
Vivaldi 1984), which also suggests that realistic gases converge fast (cf., Section 5).
20
behaviour in gases, and should it turn out not to explain TD-like behaviour in
other materials that does not undermine its explanatory power in the relevant
domain. Two scenarios seem possible. The first is that epsilon-ergodicity will
turn out to be a special case of a (yet unidentified) more general dynamical
property that all systems that behave TD-like posses. In this case epsilonergodicity turns out to be part of a general explanatory scheme. The other
scenario is that there is no such property and the best we come up with
is a (potentially long) list with different dynamical properties that explain
TD-like behaviour in different cases. But nature turning out to be disunified
in this way would be no reason to declare explanatory bankruptcy: ‘local’
explanations are explanations nonetheless!
9
Conclusion
The aim of this paper was to explain why gases exhibit thermodynamic-like
behaviour. The canonical answer, originally proffered by Boltzmann, is that
the systems have to be ergodic. In this paper we argued that some of the main
arguments against this answer, in particular, arguments based on the KAMtheorem and the Markus-Meyer theorem, are beside the point or inconclusive.
Then we argued that something close to Boltzmann’s original proposal is true:
gases show thermodynamic-like behaviour when they are epsilon-ergodic, i.e.,
ergodic on the entire accessible phase space except for a small region of measure epsilon; and there are good reasons to believe that the relevant physical
systems are epsilon-ergodic. Consequently, for gases epsilon-ergodicity seems
to be the sought-after explanation of thermodynamic-like behaviour.
Acknowledgements
Earlier version of this paper have been presented at the 2010 BSPS conference, PSA 2010, and at the philosophy of physics research seminar in Oxford;
we would like to thank the audience for valuable discussions. We also want
to thank Scott Dumas, David Lavis, Pierre Lochak and David Wallace for
helpful comments. Roman Frigg also wishes to acknowledge supported from
the Spanish Government research project FFI2008-01580/CONSOLIDER INGENIO CSD2009-0056.
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