16

Prigogine's Min. principle states that in steady-state non-equilibrium systems the entropy generation rate is at a minimum, i.e., a system will seek a steady-state that has min entropy generation. This principle has a well-established proof, but applies to systems so close to equilibrium that there is only one such steady state accessible.

The Maximum Principle has been stated in multiple ways with no well-accepted proof. A common statement is that the system seeks to be in a maximum entropy generation state allowed by constraints always (steady-state or approaching one).

There seems to be a contradiction here with the Min. principle. The way I am trying to resolve this is as follows:

Max. principle says that the system remains at max entropy generation rate all time---steady-state or not. It doesn't say what happens to the time-derivative entropy generation rate, wheres Min. principle says the derivative is negative in the cases that it applies (i.e., in linear non-equilibrium region). Could anyone shed light on this issue? I am unable to find a good explanation/ discussion of this apparent contradiction in papers.

Sankaran
  • 1,672
  • 1
    also have a look at "Extremal principles in non-equilibrium thermodynamics" at Azimuth wiki http://www.azimuthproject.org/azimuth/show/Extremal%20principles%20in%20non-equilibrium%20thermodynamics – Yrogirg Jan 23 '13 at 06:34

1 Answers1

13

Part of my PhD thesis was on this stuff, so I hope I can give a satisfactory answer.

Maximum entropy production and minimum entropy production are different types of principle with different domains of application. Before discussing the answer I should make clear that the maximum entropy production principle (which I'll call MaxEP) is really a collection of different hypotheses by different authors, some of which are more plausible than others, and none of which has an accepted theoretical justification. However, there is some empirical evidence in the work of Paltridge from the 70s, e.g. this paper. A very simple one-parameter version of Paltridge's model can be found in this paper by Lorenz et al., and in the discussion below I will keep as close as possible to the version of MaxEP that Lorenz et al. use.

As you say, Prigogine's principle of minimum entropy production (henceforth MinEP) only applies in near-equilibrium situations. It was once hypothesised to be much more widely applicable. This hypothesis has now been disproven, and one must be careful to bear this in mind when reading old material on the subject. (For the moment I've lost track of the paper that disproves this idea, but it's a pretty solid mathematical result. If I find it again I'll update this answer.)

With these caveats out of the way, the basic difference is this:

  • For linear, near-equilibrium systems that only admit a single steady state, MinEP says that all of the system's transient states have a higher entropy production than the steady state. A transient state is a temporary state that is not a steady state. MinEP compares steady states with non-steady states.

  • For some yet-to-be-determined class of non-linear, far-from-equilibrium systems that admit a continuum of possible steady states, MaxEP says that the system is most likely to be found in the steady state with the greatest entropy production. MaxEP compares steady states to other steady states, but says nothing about transient states.

So aside from the fact that the two principles apply to quite different types of system (linear versus highly non-linear), they also make quite different types of claim. One can imagine a system that admits many possible steady states, but whose transient states all have a higher entropy production than any of its steady states. For such a system, MinEP and MaxEP could apply simultaneously. If so then starting from a non-steady initial state, its entropy production would reduce over time until it reached a steady state and would remain constant thereafter; but nevertheless the steady state that it reaches is most likely to be the one with the highest entropy production.

Unfortunately there is a depressing amount of literature in which these points are not well appreciated. It seems that people often think MaxEP implies that entropy production should increase over time as the system approaches a steady state. But this isn't true for a lot of systems, and I think this mistake in reasoning might be one of the reasons why MaxEP doesn't have a great reputation as a hypothesis.

As for literature that addresses this distinction, I seem to remember there being some fairly readable discussion in this book chapter by Dewar. Another place to look is Edwin Jaynes' criticism of the minimum entropy production principle. It doesn't really mention MaxEP (because Jaynes seems not to have been aware of Paltridge's papers) but it gives some strong hints towards it, and I found it extremely helpful in understanding the nature of MinEP and why a different type of principle is needed. Finally, I suppose I could also humbly point you to my paper on MaxEP, which doesn't discuss MinEP but tries to clarify some points about how MaxEP is applied, and to resolve some serious theoretical problems with the principle. These papers deal with some of the issues I've skipped over above, such as what it means for a system to have "possible" steady states that are different from the actual one.

Edit to reply to comment

The OP has commented that maybe the above implies that systems always choose the most entropy-producing state they "could" be in, regardless of whether this is a transient or a steady state, but for the transient states the maximum possible entropy production can reduce over time as the system converges to a steady state.

There are several ways I can address this. The first possibility is to say that above I was talking only about the version applied by Paltridge and by Lorenz et al., because this is the only version with even the tiniest little sliver of empirical evidence. It's very, very important to note that this version of MaxEP doesn't say anything at all about transient states. As Paltridge has said (as the OP points out), his version of MaxEP is just an empirical observation and not a theoretical claim, and it's an observation of the atmosphere's steady state, not its transient ones.

It's also important to note that there are few if any systems other than atmospheres that have been observed to obey a principle similar to Paltridge's. (There are claims for other systems, mostly in the Earth sciences, but I don't find these very convincing. There are no laboratory-based observations of Paltridge's principle as far as I know, although this is partly because the experimental crowd have their own completely different "principle of maximum entropy production" that they like to play with, in which systems choose between a finite number of steady states instead of a continuum.) So we already know that MaxEP as an empirical principle is not broadly applicable to all non-linear systems, and it shouldn't be surprising that we get contradictions if we try to imagine it applying too broadly. It might well be that MaxEP, if it is a valid principle at all, will turn out to apply only to thermally-driven turbulent fluids in steady state with very large Reynolds numbers, and not to any other type of system.

However, in addition to considering the empirical evidence due to Paltridge, we can consider the theoretical claims that have been made about MaxEP. In my opinion the most advanced such arguments are due to Dewar (2003, 2005). Dewar does make the claim that MaxEP is broadly applicable - in fact, he says it's applicable to all systems in a steady state, but that all steady-state systems maximise their entropy production subject to constraints, and most systems are more heavily constrained than atmospheres, so that it's difficult to use MaxEP to make predictions about them. (This sounds like circular reasoning but it isn't. It's very similar to the way equilibrium system maximise their entropy subject to constraints such as conservation laws.) But again, Dewar's theory does not make any claims at all about transient states. Dewar's proof cannot be interpreted in the way the OP suggests, because it only compares steady states to other steady states, not to transient ones.

(As a side note, I should say that although I think Dewar's work is the closest thing we have to a theoretical explanation of Paltridge's observations, I don't think it's quite correct. My paper, linked above, attempts to resolve what I see as a serious logical contradiction in his approach. This is a different contradiction from the one we've been discussing so far, and has to do with the fact that Dewar's version of MaxEP makes different predictions depending on where you draw the system's boundary.)

I could just leave it there. However, in my paper I do make the claim that Dewar's version of MaxEP (or something like it) can be extended to transient states, in something quite similar to the way you suggest. Like Dewar, I try to extend Jaynes' MaxEnt thermodynamics to deal with non-equilibrium states. Briefly, the idea is that if we maximise the information entropy of the system's microscopic state at time $t_1$, subject to the knowledge we have about the system from measurements made at time $t_0$ then, trivially, we've maximised the rate of increase of information entropy between times $t_0$ and $t_1$. Identifying this information entropy with the thermodynamic entropy is trickier than it might seem at first, but if we can do that then we've reached a version of MaxEP that does indeed apply to all states, transient or otherwise.

However, I don't think it leads to a contradiction if you look at it in this way. The reason is that, given the knowledge constraints formed by the measurements at $t_0$, there is exactly one macrostate at every time $t>t_0$ that maximises the (information) entropy subject to those constraints; it cannot be any other way. This means, I think, that within this framework it is not possible for the situation you suggest to arise, and transient states with high entropy productions must always lead to steady states with high entropy productions. (But, having thought about it a bit more just now, this is all subject to an additional constraint of reproducibility that I don't think I spelt out very clearly in the paper. This needs more thought on my part.)

Important Note

For the sake of it not getting lost, there is an in-depth and (currently) on-going discussion of this answer and related issues in this chat room.

N. Virgo
  • 33,913
  • Thanks Nathaniel. Could we have a have a chat about this. I have looked at many papers that you have mentioned. Including a later paper by Paltridge who claims that his previous work was just an observation and shouldn't be construed as support to MaxEnP in any way. In terms of thinking it appears that you are confirming my understanding in that at any point in time my system will choose to be in the most entropy producing state it could be in (transient or steady) and with time its ability to produce entropy will reduce (if transient) so MinEnp has a sense of the derivative and MaxEnP not. – Sankaran Jan 22 '13 at 16:36
  • What happens if the system is in non-linear non-eq state, has options of sets of transient states all leading to different steady state, but the most entropy-producing transient state leads to a less entropy producing steady state? Now what might it choose? It seems that MaxEnP might face self-contradiction. – Sankaran Jan 22 '13 at 16:46
  • I've edited my answer to include a reply to your comments... – N. Virgo Jan 23 '13 at 03:36
  • I agree that if we assume entropy generation rate must decrease towards going to a steady state from a transient state, i.e., the process is convex, then starting from a higher entropy generating transient state might lead to a higher entropy producing steady state, except, only if the "extent" traversed is the same. I could start from a lower EP state but to a closer steady state (in EP terms) then I am stable at a higher EP state. The notion of closer/extent in the state space is of course another open-ended question I stumbled into during my PhD. There is only a Riemannian metric at best! – Sankaran Jan 23 '13 at 16:29
  • I have just started reading your paper and it looks very interesting. At least I remember having a lot of trouble precisely picturing where the system boundary is in many papers in this subject, so I am looking forward to this. I will go through it, and go back to the Dewar papers as well, and the interesting link by Yrogirg above and get back. – Sankaran Jan 23 '13 at 16:37
  • @Nathaniel, concerning MaxEnP, do you actually mean that the description of the system should admit non-unique solutions under a given boundary conditions? That is one defines what he means by "state" and then postulate that it is not determined by the environment and the previous state? – Yrogirg Jan 23 '13 at 18:31
  • 1
    @Yrogirg perhaps it was a bit misleading of me to use the word "state" (but everyone else does it too). The models developed by Paltridge and by Lorenz et al. are not about the dynamical evolution of a system; rather, they're a tool for guessing unknown parameters. The atmosphere transports heat at a certain rate, but we don't know what that rate is, and we don't know enough about the system to determine it from its dynamics. But, empirically, if we calculate which value maximises the EP, that turns out to be a good guess. – N. Virgo Jan 24 '13 at 00:59
  • But having said that, the idea in my paper does make it into more of a dynamical idea. In that case these states are something like thermodynamic macrostates. My hope would be that it doesn't conflict with determinism though! The idea would be that you can model a system with two different levels of detail. The most detailed model would be determined (perhaps stochastically) by the boundary and previous states in the way you suggest, but the coarser model (the MaxEP model) would not be, for the simple reason that it ignores most of the dynamics. We would then hope that the two models agree... – N. Virgo Jan 24 '13 at 01:06
  • ...at least statistically, about coarse predictions such as overall heat flux. However, I've tried for years to do this without any success, and for that reason I'm a lot more skeptical about MaxEP now than I was when I wrote that paper! – N. Virgo Jan 24 '13 at 01:07
  • @Sankaran I should point out that for nonlinear systems it isn't necessarily true that the transient states have higher EP than the steady ones. For example, if we started with a planetary atmosphere in thermal equilibrium and then switched the sun on, the atmosphere would take time to "spin up", and at least at the beginning of that time period, its entropy production would have to be increasing, since it starts at zero. That's just something to bear in mind when thinking about this stuff. – N. Virgo Jan 24 '13 at 01:13
  • @Nathaniel. You are right. I was always imagining the reverse, i.e., switching off the driving forces must result in equilibrium steady state, i.e., always a tendency to reduce! – Sankaran Jan 24 '13 at 17:18
  • contd.. also should be the case with linear non-equilibrium systems. – Sankaran Jan 24 '13 at 23:40
  • I believe Prigogine effectively proved that it isn't the case for linear non-equilibrium systems. I can't quite recall why for the moment though - I'll think about it. – N. Virgo Jan 25 '13 at 00:28
  • Prigogine's proof is about being at a steady-state and transient states around a steady state to be higher entropy producing purely from stability criterion. So yes, it can be argued that it always goes down in that vicinity, but turn off and on macroscopic forces will not apply to is case. I guess "linear" only applies to states his analysis so you are right! – Sankaran Jan 25 '13 at 18:22
  • Your paper is very well-written and has evoked many thoughts! I am with you on why the boundary definition is a problem, the extension of the second law to not just reach Smax in isolated system but via Sprodmax path using Jayne's principle. But I don't understand your resolution of the boundary issue. It seems your invoking an external reservoir E, not claiming any knowledge about it, but claiming that it has an upper limit Smax and is at Smax-s, therefore arguing that its interactions with the A+B+C must be reversible! Where have I lost the understanding? – Sankaran Jan 25 '13 at 18:26
  • To me the radiation interaction of the rest of the universe with the atmosphere is definitely entropy producing and rightfully so since the rest of the universe is maximizing its entropy all the time regardless of C. if we are going to make an isolated system considering the universe it seems your argument is that it couples only reversibly with C. I think more about your statement, but intuitively I am confused and can I say I didn't quite get that. – Sankaran Jan 25 '13 at 18:30
  • To be clear: the radiation interaction with the rest of the universe is certainly entropy producing. We know this for many reasons. The point is that system $B$ cannot "know" this, because it only interacts with $A$ and $C$, and the entropy production due to radiation occurs outside those systems. So if we look at the world "from the point of view of system $B$" (or more precisely, from the point of view of an observer who knows nothing about the world other than what can be deduced from observing system $B$ alone) then we have to pretend we don't know whether ... – N. Virgo Jan 26 '13 at 01:39
  • ... the radiation interaction produces entropy or not. The rest of the argument is about saying that if you know something supplies energy but you don't know whether something produces entropy or not, the best MaxEnt prediction is to say that it doesn't produce entropy. I'm not concluding from this that the radiation interaction doesn't produce entropy (which would be clearly wrong!) but that we have to pretend it doesn't if we want to make predictions about $B$, because there is no way the radiation entropy production can affect the dynamics of $B$. – N. Virgo Jan 26 '13 at 01:45
  • I could agree with you, if the radiation irreversibility was indeed in a separate radiation field or zone as you have modeled. Part of the radiation "quenching" in deep space I can understand the atmosphere (or the observer) does not know. But what about radiation absorption and re-emission/scattering by the air molecules that define the medium (I think system C in your paper) of convection. That is something the system knows about. – Sankaran Jan 26 '13 at 16:31
  • On a separate note: I am learning a lot in interacting with you as I had guessed initially that I would. So take my comments in that spirit. I am in California. Maybe we can plan a chat or continue this in a chat room. As far as this question you definitely deserve the bounty and I will close it in a day or two. I was aware that this question did not have a conclusive answer. I wanted to have a good discussion, which is hard to come by in non-eq thermo. – Sankaran Jan 26 '13 at 16:33
  • @Sankaran that's a fair point. I guess I was thinking something like this: let's assume that the atmosphere's dynamics as being determined by the Navier Stokes equations. Then they are not really affected by anything that takes place below the spatial scale of diffusion, i.e. the smallest scale at which the flow is turbulent. I think this is millimetres for the atmosphere - certainly bigger than the molecular scale. So although emission and absorption of radiation takes place within the atmosphere's boundary, it nevertheless happens in such a way that the flow can't depend on it directly. – N. Virgo Jan 27 '13 at 01:46
  • To put it another way, imagine reducing the temperature of the solar radiation (but keeping it above ~300K) while keeping its intensity the same. This would dramatically reduce the radiative entropy production, but would it affect the atmosphere's motion? I suspect not, because the same amount of heat would be added to the atmosphere, just in a larger number of lower-energy photons. – N. Virgo Jan 27 '13 at 01:50
  • But there's a deeper point here as well. Let's say we can't agree whether the atmosphere "knows" about the radiative entropy production or not. How can we test it empirically? Well, if my reasoning is correct (which of course is a big 'if') then we can use MaxEP. The hypothesis that the atmosphere doesn't "know" about the radiative entropy production leads to the prediction that Paltridge and Lorenz et al's models will give the correct answers. So we can take their success as evidence that the atmosphere's heat transport dynamics are not directly affected by absorption and emission of photons. – N. Virgo Jan 27 '13 at 01:53
  • @Nathaniel, I have not heard from you in the chat. I hope I didn't offend you or anything? – Sankaran Feb 04 '13 at 18:01
  • @Sankaran sorry, I thought Stack Exchange would notify me when you replied in chat, but it didn't. I'll get back to you later on today. – N. Virgo Feb 05 '13 at 00:25
  • @Sankaran I have replied to you in chat. – N. Virgo Feb 05 '13 at 02:08