Bayesian second law of thermodynamics
Abstract
Here, we derive a generalization of the second law of thermodynamics that uses Bayesian updates to explicitly incorporate the effects of a measurement of a system at some point in its evolution. By allowing an experimenter's knowledge to be updated by the measurement process, this formulation resolves a tension between the fact that the entropy of a statistical system can sometimes fluctuate downward and the information-theoretic idea that knowledge of a stochastically evolving system degrades over time. The Bayesian second law can be written as , where is the change in the cross entropy between the original phase-space probability distribution and the measurement-updated distribution and is the expectation value of a generalized heat flow out of the system. Furthermore, we derive refined versions of the second law that bound the entropy increase from below by a non-negative number, as well as Bayesian versions of integral fluctuation theorems. We demonstrate the formalism using simple analytical and numerical examples.
- Authors:
-
- California Institute of Technology (CalTech), Pasadena, CA (United States)
- Univ. of California, Berkeley, CA (United States)
- Publication Date:
- Research Org.:
- California Institute of Technology (CalTech), Pasadena, CA (United States); University of California, Berkeley, CA (United States)
- Sponsoring Org.:
- USDOE Office of Science (SC), High Energy Physics (HEP); National Science Foundation (NSF); Gordon and Betty Moore Foundation
- OSTI Identifier:
- 1600522
- Alternate Identifier(s):
- OSTI ID: 1280191
- Grant/Contract Number:
- SC0011632; AC02-05CH11231
- Resource Type:
- Accepted Manuscript
- Journal Name:
- Physical Review E
- Additional Journal Information:
- Journal Volume: 94; Journal Issue: 2; Journal ID: ISSN 2470-0045
- Publisher:
- American Physical Society (APS)
- Country of Publication:
- United States
- Language:
- English
- Subject:
- 71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSICS
Citation Formats
Bartolotta, Anthony, Carroll, Sean M., Leichenauer, Stefan, and Pollack, Jason. Bayesian second law of thermodynamics. United States: N. p., 2016.
Web. doi:10.1103/PhysRevE.94.022102.
Bartolotta, Anthony, Carroll, Sean M., Leichenauer, Stefan, & Pollack, Jason. Bayesian second law of thermodynamics. United States. https://doi.org/10.1103/PhysRevE.94.022102
Bartolotta, Anthony, Carroll, Sean M., Leichenauer, Stefan, and Pollack, Jason. Mon .
"Bayesian second law of thermodynamics". United States. https://doi.org/10.1103/PhysRevE.94.022102. https://www.osti.gov/servlets/purl/1600522.
@article{osti_1600522,
title = {Bayesian second law of thermodynamics},
author = {Bartolotta, Anthony and Carroll, Sean M. and Leichenauer, Stefan and Pollack, Jason},
abstractNote = {Here, we derive a generalization of the second law of thermodynamics that uses Bayesian updates to explicitly incorporate the effects of a measurement of a system at some point in its evolution. By allowing an experimenter's knowledge to be updated by the measurement process, this formulation resolves a tension between the fact that the entropy of a statistical system can sometimes fluctuate downward and the information-theoretic idea that knowledge of a stochastically evolving system degrades over time. The Bayesian second law can be written as ΔH(ρm,ρ)+〈Q〉F|m≥0, where ΔH(ρm,ρ) is the change in the cross entropy between the original phase-space probability distribution ρ and the measurement-updated distribution ρm and 〈Q〉F|m is the expectation value of a generalized heat flow out of the system. Furthermore, we derive refined versions of the second law that bound the entropy increase from below by a non-negative number, as well as Bayesian versions of integral fluctuation theorems. We demonstrate the formalism using simple analytical and numerical examples.},
doi = {10.1103/PhysRevE.94.022102},
journal = {Physical Review E},
number = 2,
volume = 94,
place = {United States},
year = {Mon Aug 01 00:00:00 EDT 2016},
month = {Mon Aug 01 00:00:00 EDT 2016}
}
Web of Science
Works referenced in this record:
A Mathematical Theory of Communication
journal, July 1948
- Shannon, C. E.
- Bell System Technical Journal, Vol. 27, Issue 3
Statistical physics of self-replication
journal, September 2013
- England, Jeremy L.
- The Journal of Chemical Physics, Vol. 139, Issue 12
Stochastic thermodynamics, fluctuation theorems and molecular machines
journal, November 2012
- Seifert, Udo
- Reports on Progress in Physics, Vol. 75, Issue 12
Force distribution in a scalar model for noncohesive granular material
journal, August 1999
- Sexton, Matthew G.; Socolar, Joshua E. S.; Schaeffer, David G.
- Physical Review E, Vol. 60, Issue 2
Lower bounds on dissipation upon coarse graining
journal, July 2008
- Gomez-Marin, A.; Parrondo, J. M. R.; Van den Broeck, C.
- Physical Review E, Vol. 78, Issue 1
Second Law of Thermodynamics with Discrete Quantum Feedback Control
journal, February 2008
- Sagawa, Takahiro; Ueda, Masahito
- Physical Review Letters, Vol. 100, Issue 8
Influence of measurements on the statistics of work performed on a quantum system
journal, April 2011
- Campisi, Michele; Talkner, Peter; Hänggi, Peter
- Physical Review E, Vol. 83, Issue 4
The Fluctuation Theorem
journal, November 2002
- Evans, Denis J.; Searles, Debra J.
- Advances in Physics, Vol. 51, Issue 7
Holevo's bound from a general quantum fluctuation theorem
journal, October 2012
- Kafri, Dvir; Deffner, Sebastian
- Physical Review A, Vol. 86, Issue 4
Nonequilibrium thermodynamics of feedback control
journal, February 2012
- Sagawa, Takahiro; Ueda, Masahito
- Physical Review E, Vol. 85, Issue 2
Colloquium : The physics of Maxwell’s demon and information
journal, January 2009
- Maruyama, Koji; Nori, Franco; Vedral, Vlatko
- Reviews of Modern Physics, Vol. 81, Issue 1
Rare events and the convergence of exponentially averaged work values
journal, April 2006
- Jarzynski, Christopher
- Physical Review E, Vol. 73, Issue 4
Fluctuation relations and coarse-graining
journal, September 2007
- Rahav, Saar; Jarzynski, Christopher
- Journal of Statistical Mechanics: Theory and Experiment, Vol. 2007, Issue 09
Quantum fluctuation theorems in the strong damping limit
journal, April 2011
- Deffner, S.; Brunner, M.; Lutz, E.
- EPL (Europhysics Letters), Vol. 94, Issue 3
Nonequilibrium detailed fluctuation theorem for repeated discrete feedback
journal, December 2010
- Horowitz, Jordan M.; Vaikuntanathan, Suriyanarayanan
- Physical Review E, Vol. 82, Issue 6
On Information and Sufficiency
journal, March 1951
- Kullback, S.; Leibler, R. A.
- The Annals of Mathematical Statistics, Vol. 22, Issue 1
Thermodynamics of information
journal, February 2015
- Parrondo, Juan M. R.; Horowitz, Jordan M.; Sagawa, Takahiro
- Nature Physics, Vol. 11, Issue 2
Stochastic thermodynamics: principles and perspectives
journal, January 2008
- Seifert, U.
- The European Physical Journal B, Vol. 64, Issue 3-4
On a Measure of the Information Provided by an Experiment
journal, December 1956
- Lindley, D. V.
- The Annals of Mathematical Statistics, Vol. 27, Issue 4
Path-integral analysis of fluctuation theorems for general Langevin processes
journal, August 2006
- Chernyak, Vladimir Y.; Chertkov, Michael; Jarzynski, Christopher
- Journal of Statistical Mechanics: Theory and Experiment, Vol. 2006, Issue 08
Equalities and Inequalities: Irreversibility and the Second Law of Thermodynamics at the Nanoscale
journal, March 2011
- Jarzynski, Christopher
- Annual Review of Condensed Matter Physics, Vol. 2, Issue 1
Nonequilibrium Equality for Free Energy Differences
journal, April 1997
- Jarzynski, C.
- Physical Review Letters, Vol. 78, Issue 14
Generalized Jarzynski Equality under Nonequilibrium Feedback Control
journal, March 2010
- Sagawa, Takahiro; Ueda, Masahito
- Physical Review Letters, Vol. 104, Issue 9
FiPy: Partial Differential Equations with Python
journal, May 2009
- Guyer, Jonathan E.; Wheeler, Daniel; Warren, James A.
- Computing in Science & Engineering, Vol. 11, Issue 3
Dissipation: The Phase-Space Perspective
journal, February 2007
- Kawai, R.; Parrondo, J. M. R.; den Broeck, C. Van
- Physical Review Letters, Vol. 98, Issue 8
Generalized detailed fluctuation theorem under nonequilibrium feedback control
journal, September 2010
- Ponmurugan, M.
- Physical Review E, Vol. 82, Issue 3
Use of mutual information to decrease entropy: Implications for the second law of thermodynamics
journal, May 1989
- Lloyd, Seth
- Physical Review A, Vol. 39, Issue 10
Quantum fluctuation theorems and generalized measurements during the force protocol
journal, March 2014
- Watanabe, Gentaro; Venkatesh, B. Prasanna; Talkner, Peter
- Physical Review E, Vol. 89, Issue 3
Role of mutual information in entropy production under information exchanges
journal, December 2013
- Sagawa, Takahiro; Ueda, Masahito
- New Journal of Physics, Vol. 15, Issue 12
Bayesian Experimental Design: A Review
journal, August 1995
- Chaloner, Kathryn; Verdinelli, Isabella
- Statistical Science, Vol. 10, Issue 3
A Mathematical Theory of Communication
journal, October 1948
- Shannon, C. E.
- Bell System Technical Journal, Vol. 27, Issue 4
The Physical Basis of the Direction of Time
journal, September 2008
- Giulini, Domenico
- Classical and Quantum Gravity, Vol. 25, Issue 20
Quantum fluctuation theorems in the strong damping limit
collection, January 2011
- Deffner, S.; Brunner, M.; Lutz, E.
- IOP
Fluctuation relations and coarse-graining
text, January 2007
- Rahav, Saar; Jarzynski, Christopher
- arXiv
Second Law of Thermodynamics with Discrete Quantum Feedback Control
text, January 2007
- Sagawa, Takahiro; Ueda, Masahito
- arXiv
Lower bounds on dissipation upon coarse graining
text, January 2008
- Gomez-Marin, A.; Parrondo, J. M. R.; Broeck, C. Van den
- arXiv
Generalized Jarzynski Equality under Nonequilibrium Feedback Control
text, January 2009
- Sagawa, Takahiro; Ueda, Masahito
- arXiv
Influence of measurements on the statistics of work performed on a quantum system
text, January 2011
- Campisi, Michele; Talkner, Peter; Hänggi, Peter
- arXiv
Holevo's bound from a general quantum fluctuation theorem
text, January 2012
- Kafri, Dvir; Deffner, Sebastian
- arXiv
Quantum fluctuation theorems and generalized measurements during the force protocol
text, January 2013
- Watanabe, Gentaro; Venkatesh, B. Prasanna; Talkner, Peter
- arXiv