Entropy in Themodynamics: From Fo-Liation To Categorization
Entropy in Themodynamics: From Fo-Liation To Categorization
Entropy in Themodynamics: From Fo-Liation To Categorization
liation to Categorization
Radoslaw A. Kycia1,2,a
1 Masaryk Univeristy
Department of Mathematics and Statistics
Kotlářská 267/2, 611 37 Brno, The Czech Republic
arXiv:1908.07583v1 [math-ph] 20 Aug 2019
Abstract
1 Introduction
The notion of entropy (’tropos’ is Greek word transformation) initially appeared
in Thermodynamics to describe the possible direction of the process. In the time,
when this discipline was formed, there was no notion of atoms, and therefore,
the piece of the matter was described using some averaged variables like pressure,
volume, temperature, etc. Currently, we know that these variables come from
the reduction of a large number of degrees of freedom of elements in the piece
of matter (the Avogadro constant NA ∼ 1023 atoms which in classical description
have 3 numbers describing position coordinates, and 3 numbers describing velocity
coordinates) to a few variables mentioned above. The need for pointing out this
’coarse/average’ evolution direction was imminent, and to fulfill this need entropy
was invented, see Fig. 1. Does it mean that if an entropy in theory appears, then
1
Figure 1: System of large degrees of freedoms (atoms) in thermodynamics is
reduced to a few variables.
2
close to original formulation in modern differential geometric terms will be pro-
vided. The presentation will be provided with the context, i.e., geometric struc-
ture of (phenomenological/equilibrium) thermodynamics. Then the axiomatic ap-
proach to entropy will be outlined. Finally, the categorical approach to this subject
will be outlined. In the Appendix, mathematical preliminaries were collected for
the reader convenience, and we advise the reader to look into the Appendix to be
oriented what kind of mathematics is needed to understand the main parts of the
paper.
Ostrava Seminar on Mathematical Physics organized for many years by Diana
Barseghyan, Olga Rossi and Pasha Zusmanovich is a unique platform to exchange
knowledge between mathematicians and physicists. There is also a big audience of
students that motivates speakers to present material in a more pedagogical way,
including also the context of the research. One of my talk, which was a pleasure
to deliver, was about entropy and Landauer’s principle. This overview paper can
be treated as a basic introduction and guide to the subject.
2 Smooth case
We start from describing Thermodynamics in the natural setup of smooth dif-
ferential manifolds with contact structure on it. In these terms, although not so
precisely due to lack of mathematical language development, the fathers of ther-
modynamics were thinking. The presentation follows closely [18, 7, 4, 2, 3, 8].
2.1 Space
In thermodynamics, we identify some system from the environment by marking
more or less formal borders with some specific physical properties (e.g., heat con-
tact or permeability of particles). Such a system should be macroscopically uniform
in the sense of its physical and chemical properties - so-called simple system. By
distinguishing such a system, we can describe it by some variables depending on
the physical context. The common feature of these variables is their uniform be-
havior under the scaling group R+ , which reflects the physical property that the
scaling of the system scales its internal parameters, e.g., scaling the system scales
its volume or energy. These variables are called extensive. Call these variables
{Xi }ni=0 . If there is another extensive variable X, then it must depend on the
previous X = X(X0 , . . . , Xn ) and scales as X(λX0 , . . . , λXn ) = λX(X0 , . . . , Xn )
where λ ∈ R+ that it should be truly extensive.
The common choice of extensive variables are
• V - volume;
• N - number of particles;
3
The first assumption is that
Assumption 1. In equilibrium state, the system is fully described by some set of
extensive variables.
Where equilibrium state is attained when the system is left on its own and
relaxes attaining this state without any further change of extensive variables. The
direction in which the evolution of the system left on its own is described by
entropy introduced later.
If a system is composed of more simple systems then the number of variables
is a common set of all the variables, e.g., we have sum of all energies as the total
energy of the full system and volumes of each subsystem.
The system (simple or compound) can interact with the environment by ex-
changing energy. One ’directed’ way of transferring energy is work made by the
environment on the system. These works are described by work 1-forms that relate
change of extensive parameters of the system with work done on the system. In
local coordinates:
W = Pi dX i . (1)
The coefficients Pi are called intensive variables and describe ’generalized forces’
of environment that act on the system. They do not scale. Note that it is not
necessary that W is an exact form and therefore work may depend on the path
along which it is integrated.
The common choice of intensive variables are
• p - pressure; associated with change of volume V ;
• −µ - chemical potential describing density of work done by changing the
number of particles in the system by adding/removing particles/elements
from/to environment or modified by chemical reactions; associated with the
number of particles N ;
The second way of energy transfer between system and environment is the
heat transfer described by a 1-form Q. We will see below that Q can be written
in terms of work form: Q = T dS, where T is the absolute temperature (intensive
variable) and S is the entropy (extensive variable). In physical terms, Q is the
transfer of kinetic energy at the level of atoms/molecules. The detailed description
of this transfer in thermodynamics is neglected by reducing microscopic degrees
of freedom to a few macroscopic ones. Therefore some additional law has to be
introduced that control such transfer. It is done in terms of entropy and the Second
Law of Thermodynamics.
In thermodynamics, the system is described by energy U and 2n pairs of asso-
ciated intensive-extensive variables. These are local coordinates on 2n + 1 dimen-
sional manifold. Each point describes the system. From physics, it is assumed
Assumption 2. The equilibrium state is described as a point in 2n+1 dimensional
smooth manifold M called the space of states.
4
Local coordinates are usually taken to be (U, (T, S), (p, V ), (µ, N ), . . .), where
intensive-extensive pairs were grouped.
In order to compare systems in equilibrium, we introduce the Zeroth Law of
Thermodynamics
Axiom 1. If a system A is with a thermal equilibrium with B and B with C, then
A is in thermal equilibrium with C.
The thermal equilibrium of two systems means that there is no heat flow Q
between systems that are connected by thermal conducting material. The Law
means that the relation of ’being in thermal equilibrium’ is transitive. It is also
obviously reflexive and symmetric, and therefore is an equivalence relation. It
allows us to define tools called thermometers that measure empirical temperature,
which represent exactly these equivalence classes. This empirical temperature will
be related to the (absolute) temperature T below.
2.2 Processes
The next step is to consider the change in the system that is described by paths
in the space of states called thermodynamical processes.
(Equilibrium) thermodynamics is only occupied with quasi-statics processes
which can be represented by curves in the space of states. In physical terms, they
can be considered as physical/chemical processes which occurs ’slow enough’ that
in every step the system and environment are in equilibrium or relax ’fast enough’
to equilibrium in every step of the process. It is only an idealization. On the
contrary, non-quasi-static processes cannot be described as a path in the space
of states. They can only be marked as initial and final points if these points are
equilibrium states. This peculiarity is connected with the fact that the points in
the space of states describe only equilibrium states.
The other distinction is according to reversibility. The process is:
• reversible process - if it can be conducted in both directions when all variables
(intensive of system and extensive of environment) can be returned to initial
values in local description;
5
• Quasi-static adiabatic process - in this case no heat is exchanged, that is
∆Q(γ) = 0;
In technical applications, the important are closed paths that are called ther-
modynamical cycles and describes the cyclic work of engines. They are also crucial
in the formulation of the Second Law of Thermodynamics below.
dU = Q − W (2)
This is due to the fact that dU is exact form and therefore its integral depends on
endpoints of the curve.
In expanded form (2) can be written in local coordinates as
Note that the quasi-static adiabatic process converts all total energy of the system
to the work that can be extracted to the system. The restrictions on this process
prevents to construct ’perptuum mobile’ and is controlled by the Second Law of
Thermodynamics described below.
6
We now turn to finish mathematical description of state space. On 2n + 1
dimensional space M have the form
θ := dU − Q + W. (5)
θ ∧ (dθ)n 6= 0. (6)
We can now reconstruct the conservation law of the First Law of Thermody-
namics, namely, using Darboux theorem for contact manifolds (see Appendix) we
have that there are local coordinates (X0 , (X1 , P1 ), . . . , (Xn , Pn ) that the canonical
form of θ is
X n
θ = dX0 − Pi dX i . (7)
i=1
This can be viewed as the equivalence of holonomic sections of jet space and
Legendre submanifolds on contact space - see Appendix.
The last remaining issue is the direction of heat transfer, which is resolved by
the Second Law of Thermodynamics outlined in the next subsection.
7
2.4 The Second Law of Thermodynamics
We now put some restrictions on quasi-static adiabatic paths/processes γ that
are described by γ ∗ Q = 0. All tangent vectors to such paths are in Ker(Q) and
define some distribution on M . Since adiabatic processes along any paths are not
possible therefore Caratheododry formulated the following version of the Second
Law of Thermodynamics
Axiom 3. [7] (Second Law of Thermodynamics)
In a neighborhood of any state x ∈ M there is state y that is not accessible from x
via quasi-static adiabatic paths γ that γ ∗ Q = 0.
Using the Caratheodory’s theorem on accessibility, we get that the distribution
Ker(Q) is integrable (defines holonomic constraints in M ) or, put another way,
Q ∧ dQ = 0. (10)
This is also equivalent to the statement that
Q = T dS, (11)
where T is an integrating factor (nonsingular function on M ) called the absolute
temperature, and S is called the entropy. It means that S = const defines local
leaf of the distribution on which quasi-static adiabatic paths lie.
Considering two simple systems with thermal contact (no adiabatic border). It
can be shown that are in equilibrium if their absolute temperatures T are the same
[2]. This defines equivalence classes as in the Zeroth Law of Thermodynamics, and
therefore absolute temperature can be used as empirical temperature.
There is a stronger version of this law by Kelvin that implies [7] Caratheododry’s
version, namely,
Axiom 4. In no quasi-static cyclic process can a quantity of heat be converted
entirely into its mechanical equivalent of work.
It can be shown that the foliation exists globally and is not pathological by
taking coordinates that consist quasi-static adiabatic paths lying in S = const
leaves and transverse to them paths of heating at a constant volume that change
Q and therefore are not adiabatic, see [7] for details. This shows that entropy S
and T are globally defined on M .
The important conclusion that will be a link between classical entropy and its
axiomatic definition in the next section is
Theorem 1. [7] If a state y results from x by any adiabatic process (quasi-static
or not), then S(y) ≥ S(x).
We, therefore, have that in an isolated (i.e., adiabatic) system entropy cannot
decrease when achieving equilibrium, which is commonly known the version of the
Second Law of Thermodynamics. Here it is presented as a conclusion from a more
geometric formulation of this law.
8
2.5 Symmetries and thermodynamic potentials
Having defined the fundamentals of thermodynamics, we can provide some exam-
ples of different choices of variables that do not change thermodynamics. They are
useful if we use different variables to observe the system. They should not change
the contact structure, and therefore, they are contact symmetries mentioned in
the Appendix.
The most useful is the Legendre transformation that interchange the role in
extensive-intensive pair of variables. This transformation also modifies X0 = U
variable giving a new, so called, thermodynamic potential. We present a few exam-
ples in case of constant number of particles (system boundaries are not permeable
- µ = 0) for simplicity:
2.6 Examples
The thermodynamic relations result from taking exterior derivative of the con-
tact form pulled-back on the Legendre manifold that describes thermodynamical
system. As an example consider the standard contact form
θ = dU − T dS + pdV. (12)
9
Since Φ is also given by U = U (S, V ) from (12) we get
∗ ∂U ∂U
Φ θ= − T dS + + p dV = 0, (15)
∂S ∂V
∂U ∂U
which means that T = ∂S and p = − ∂V . Then (14) can be written as
∂2U ∂2U
= , (16)
∂S∂V ∂V ∂S
which is a tautology for smooth U . In general Maxwell realations can be used as a
consistency check of equations of motion - if they define the Legendre submanifold.
Another example is the ideal gas which has the equation of state
pV = N RT, (17)
where N is the number of moles of the gas, and R is the universal gas constant.
This is not enough for the definition of the Legendre submanifold, and another
relation is provided
3
U = N RT. (18)
2
These equations are provided for the Lagrange manifolds given by S = S(U, V ),
which gives
∂S 1 3N R ∂S p NR
= = , = = . (19)
∂U T 2U ∂V T V
One can easily check that the mixed second derivatives agree.
For more examples, one can look e.g. into [18, 2] or for more physical view [4].
3 Axiomatic approach
The above description of entropy can be axiomatized. Our presentation in this
section closely follows [16] and [17].
We start from the definition of a simple system as in the previous section. The
states of such system are points X, Y, Z, . . . inside the space of states Γ. Then we
fix on the set Γ the structure of the space R2n+1 , where one variable is the energy
U and the remaining 2n variables are extensive-intensive pairs.
On such space we can introduce scaling by λ, µ ∈ R+ that is multiplication
group action Γ1 = Γ, (Γλ )µ = Γλµ . The scaled state λX consists of all extensive
variables scaled and all intensive variables unaffected. Two systems Γ1 and Γ2
can be composed, and then the composed system is described by points from the
Cartesian product Γ1 × Γ2 .
The fundamental notion needed for the definition of entropy in [16, 17] is
adiabatic accessibility
Definition 2. State Y is adiabatically accessible from X if the only result of the
transition is a work done. We denote it X ≺ Y .
10
This definition does not involve heat since it was not defined yet. Besides, the
relation ≺ is intended to be some ’ordering’ to be specified later.
We can further define
Theorem 2. We say that the Comparison Hypothesis (CH) holds for a state-space
Γ if all pairs of states in Γ are comparable.
The last issue is to agree all local entropies and check if the global entropy can
be defined. This done in the following
Theorem 4. [17, 16] Assume that CH holds for all compound systems. For each
system Γ let SΓ be some definite entropy function on Γ. Then there are constants
aΓ and B(Γ) such that the function S, defined for all states of all systems by affine
transformation
S(X) = aΓ SΓ (X) + B(Γ), (20)
11
for X ∈ Γ , satisfies additivity (2), extensivity (3), and monotonicity (1) in the
sense that whenever X and Y are in the same state-space, then
4 Categorification
In this section, we review some concepts from [13]. For background from category
theory see [23] or [20].
We will consider only a simple (i.e., not compound) systems for simplicity.
This approach is based on the definition of Poset (pre-ordered set) as a category:
Definition 4. Poset (pre-ordered set) (P, ≺) is a set P with order relation ≺. The
arrow x → y fo rx, y ∈ P is present when x ≺ y.
We will use the definition for ≺ being a total order since this is the case for
entropy from previous sections. Then the ordering relation/the arrow x → y is
defined only when y is adiabatically accessible from x.
If scaling of the system is considered then instead of Poset, the G-Poset cate-
gory has to be considered [1]. The first step is to define a set with group action -
a G-Set [5]
Definition 5. System space is the object of G-Set category, i.e., {Γ, (R+ , ·, 1)},
where the multiplicative group acts on state-space Γ.
Under the assumption from previous section on the poset the ordering is in-
duced by the entropy S : P → R, and therefore we can define
Definition 6. [13] The entropy system is the object of G-Pos category, which
objects are G = (Γ, 4), with preserving ordering group (R+ , ·, 1) action1 , where the
(partial or) total order is given by the entropy function S : Γ → R.
Hereafter we restrict ourself only to Posets for simplicity. For the general case
of G-Posets see [13].
Up to now this is only rephrasing of previous section in terms of ’abstract non-
sense’, and it does not introduce anything new. The situation, however, changes
when we consider more than one entropy system. In this case, we have two or
more posets that can represent differently (and not necessary originating from
1
If for X, Y ∈ Γ there is X 4 Y , then for λ ∈ R+ there is λX 4 λY .
12
thermodynamic) entropy systems. We can ask what is minimal mapping (Func-
tors of these Posets) that preserve ordering, and therefore entropies that introduce
these orderings. It occurs that minimal ’relation’ that preserves these orderings in
both directions is the Galois connection [23, 21]. It can be seen as a basic exam-
ple/a ’prototype’ of adjoint functors. The Galois connection rewritten in terms of
orderings induced by entropy functions has the following form
Definition 7. [13] The Landauer’s connection and Landauer’s functor
Entropy system G1 = (Γ1 , S1 ) is implemented/realized/simulated in the entropy
system G2 = (Γ2 , S2 ) when there is a Galois connection between them, namely,
there is a functor F : G1 → G2 and a functor G : G2 → G1 such that F a G.
In terms of the entropy it is given as
S2 (F c) ≤ S2 (d) ⇔ S1 (c) ≤ S1 (Gd). (22)
We name the functors F and G the Landauer’s functors.
The Galois connection usually appears in logical/model theory considerations
when we have a Poset of some axioms, and we implement them on a Poset of models
that realize these axioms [23]. The ordering is then provided by the ’strength’ of
axiom and model. In this vein, we can use the Landauer’s connection to relate
some abstract entropy model with its implementation on the physical system with
entropy. If such a connection between these two levels model-realization exists,
then the change in entropy at the level of the model is transferred through the
Ladauer’s connection to the change in entropy in the physical realization level. This
was the original idea of Landauer [15, 14], who deduced that any irreversible logical
operation at the level of Shanon-entropic system generates a physical heat. In
terms of the Landauer’s connection this heat is generated by the change of entropy
in physical part of the device that implements this logical system. Therefore, the
categorical approach makes a sharp distinction, in which part of the compound
entropic system such Landauer’s heat is generated. This result also explained
Maxwell’s demon paradox [13].
This sketch presents only one application of the connection. More details and
examples from physics, computer science, and biology can be found in [13].
5 Summary
In this paper, we presented the road from entropy in terms of thermodynamics
to its categorification. We started from the foundations of thermodynamics and
entropy that relies on contact geometric structure. Having understood the mo-
tivation, the axiomatic approach to entropy was presented, which emphasize the
ordering of equilibrium states by the adiabatic processes. Finally, this ordering was
used to reformulate the system with entropy in terms of pre-ordered sets - Posets.
Two such Posets can be Galois connected by functors that preserve orderings, and
therefore entropies. This connection can be used in various interesting contexts.
13
Acknowledgments
I would like to thanks Valentin Lychagin for pointing me in this interesting subject
and fruitful discussions. This overview was written thanks to the encouragement
of Pasha Zusmanovich and warm positive feedback of Lino Feliciano Reséndis
Ocampo. This research was supported by the GACR grant GA19-06357S and
Masaryk University grant MUNI/A/1186/2018. I also thanks to the PHAROS
COST Action (CA16214) for partial support.
A Differential forms
The mathematical structure of equilibrium thermodynamics is the theory of differ-
ential forms on contact space and its integrability. This section outline the theory,
and interested reader is referred to various sources, including [6]. All theorems
are local, which is convenient for applications. Therefore Reader can assume that
every manifold is reduced to its open subset or equivalently (by diffeomorphism)
every manifold is an open subset of Euclidean space. Therefore N will have (local)
coordinate chart (x1 , . . . , xdim(N ) ).
14
point of the space we define a vector subspaces and we are asking if these subspaces
are tangent to some manifold that is an integrable manifold of the distribution D.
Then the Frobenius theorem has the form
This means that taking all possible vectors from the distribution (which can
be associated with infinitesimal transformations on the manifold), by making its
bracket we cannot get a new vector (infinitesimal transformation) that is out-
side the distribution D. This observation gives the Caratheododry’s theorem on
accessibility states
Theorem 8. [7, 6] If in the neighborhood of any point there are points not acces-
sible by paths which have tangent vectors in the distribution, then the 1-form θ is
integrable (θ ∧ dθ = 0).
Theorem 9. [6]
For a 1-form ω fulfilling ω ∧ (dω)n 6= 0 and (dω)n+1 = 0 there exists n + 1
local functions {Xi (x)}ni=0 and n functions {Pi (x)}ni=1 on the manifold M with
coordinates xi such that the form ω has representation
n
X
ω = dX0 + Pi dXi . (23)
i=1
15
A.3 Contact structure
We define
|σ| |σ| f
where multiindex σ = (σ1 , . . . , σn ), |σ| = ni=1 σn and ∂∂xσf := ∂(x1 )σ∂1 ...(x
P
n )σn .
Jak (N ) := C ∞ (N )µk+1
a . (25)
The equivalence classes [f ]ka ∈ Jak (N ) represent the functions that have the same
derivatives/contact at x = a up to order k, in other words, they Taylor series at
x = a agrees up to order (x − a)k . For example for dim(N ) = 1, [x]i0 = [sin(x)]i0
for i = 0, 1, 2 but disagree for i = 3.
The k-jet of function on N is defined as
[
J k (N ) = Jak (N ). (26)
a∈N
16
We can now describe J k (N ) locally by taking derivatives as coordinates and
defining the ideal of 1-forms (the Cartan distribution) that ’sets’ these coordinates
to derivatives. For simplicity consider J 1 (N ). The local coordinates are (xi , y, yi )
∂
where the new coordinates pi are associates with derivatives ∂x i by the Cartan
distribution
ω = dy − pi dxi . (27)
The distribution is nonintegrable since ω ∧ dω 6= 0. In addition, ω ∧ (dω)n 6= 0 and
dim(J 1 (N ) = 2n + 1. This is exactly the local form from the Darboux theorem
and also from the local definition of the contact form. Therefore the contact space
M of dimension 2n + 1 is exactly the 1-jet of smooth functions on N .
The sections of the jet bundle s : N → J 1 (N ) are called holonomic sections
or 1-graps (in case of J k (N ) are called k-graphs) if ’differential’ coordinates are
derivatives, i.e.,
∂f
xi (s) = xi , y(s) = f, pi (s) = . (28)
∂xi
We can note that the section is the holonomic section iff it is a Legendre subman-
ifold [19]. This means that we can describe a Lagrange submanifold by a function
y(s) = f (x1 , . . . , xn ) and then all p coefficients in the Cartan distribution or P
coefficients in the contact form are derivatives
∂f
p1 = p1 (x1 , . . . , xn ) = ∂x1
... (29)
p = p (x , . . . , x ) = ∂f .
n n 1 n ∂xn
φ∗ ω = λφ ω, (30)
17
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(2005)
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dynamics, Notices of The AMS, May 1998
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[17] E. H. Lieb, J. Yngvason, The Physics and Mathematics of the Second
Law of Thermodynamics, Phys.Rept. 310 1–96 (1999); DOI: 10.1016/S0370-
1573(98)00082-9
[20] S. Mac Lane, Categories for the Working Mathematician, Springer; 2nd ed.
(1978)
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