Recurrence time - A Nietzschean problem

Consider a box containing 100 particles. The box is divided in half by a fixed partition which is permeable to particles. Each chamber has half the initial volume and particles are free to move from one chamber to the other.

Initially, all 100 particles are in the left chamber, and the right chamber is empty. Each second, one particle at random goes through the partition from one chamber to the other. After a while, the system will settle into an equilibrium state in which there are 50 particles in each chamber. Of course, there will continue to be small random fluctuations about the 50-50 distribution.

However, after a sufficiently long but finite time, the system will return to its initial state, in which 100 particles are in the left chamber. This is guaranteed by Poincaré recurrence theorem . The average time it takes for the system to return to its initial state is called Poincaré recurrence time.

As an order of magnitude estimate, we can write the Poincaré recurrence time for our system as 1 0 x 10^{x} seconds. Find x x .

Bonus : Find the exact formula for the Poincaré recurrence time in this case.


The answer is 30.

This section requires Javascript.
You are seeing this because something didn't load right. We suggest you, (a) try refreshing the page, (b) enabling javascript if it is disabled on your browser and, finally, (c) loading the non-javascript version of this page . We're sorry about the hassle.

2 solutions

What if some day or night a demon were to steal after you into your loneliest loneliness and say to you: 'This life as you now live it and have lived it, you will have to live once more and innumerable times more' (Friedrich Nietzsche, Die fröhliche Wissenschaft)

At any instant of time, the system (gas of particles in the box) can be in any configuration with N L N_{L} particles in the left chamber and N R N_{R} particles in the right chamber, such that N L + N R = 100 N_{L}+N_{R}=100 . We will call these configurations the microstates of the system. The system starts in the microstate N L = 100 N_{L}=100 and N R = 0 N_{R}=0 . After each second, the system evolves to a new microstate, characterised by a different value of N L N_L and N R N_{R} .

As an order of magnitude estimate, we can imagine that if the system starts in a microstate, it will return to that precise microstate after it has visited all the others. Therefore the Poincaré recurrence time t r t_r is of the order t r Ω t_r \sim \Omega (seconds), where Ω \Omega is the total number of microstates for our system. Since we have 100 particles and each particle can either be in the left or right chamber, Ω = 2 100 \Omega=2^{100} . We conclude that t r 2 100 s 1.27 × 1 0 30 s t_r \sim 2^{100} \, s\sim 1.27 \times 10^{30} \, s , therefore the correct answer is x = 30 x=30 .

Notice that this timescale is a trillion times larger than the age of the observable universe ... and only for 100 particles! Macroscopic gases contain a whopping 1 0 23 10^{23} particles (the famous Avogadro's number), and the recurrence time (in appropriate units) in this case is the insanely large number 1 0 1 0 23 10^{10^{23}} , which means that observing a recurrence in macroscopic systems is practically impossible.

The mean recurrence time of 2 100 2^{100} seconds is not an order of magnitude estimate, but is exact.

Mark Hennings - 2 years, 5 months ago

Log in to reply

That is true. However, my solution is not rigorous, and the relation between the mean recurrence time and the number of microstates at that stage is a guess, although well motivated. This guess turns out to be exact, as you demonstrated more rigorously in your solution using Markov chains, so that the recurrence time is given exactly by the number of microstates, i.e. 2 100 2^{100} .

Andrea Palessandro - 2 years, 5 months ago

Agreed. I missed that you had asked for log base 10 of seconds . I converted to years.

I did thousands of Monte Carlo simulations of one to 16 molecules and saw to 2 molecules 2^\text{molecules} relationship.I also saw that the Markov chain had that many states and at each time step switched to any of 100 other states, depending on which molecule switched sides.

A Former Brilliant Member - 2 years, 2 months ago
Mark Hennings
Dec 25, 2018

We are looking at the Markov chain with states 0 , 1 , 2 , . . . , N 0,1,2,...,N and transition probabilities p n , n + 1 = n N p n , n 1 = N n N 1 n N p_{n,n+1} \; = \; \tfrac{n}{N} \hspace{2cm} p_{n,n-1} \; = \; \tfrac{N-n}{N} \hspace{3cm} 1 \le n \le N and p 0 , 1 = p N , N 1 = 1 p_{0,1} = p_{N,N-1} = 1 . The state n n is where n n particles are on the left of the partition. This Markov chain has the invariant distribution π n \pi_n for 0 n N 0 \le n \le N , where π n = n 1 N π n 1 + N n 1 N π n + 1 1 n N 1 \pi_n \; = \; \tfrac{n-1}{N}\pi_{n-1} + \tfrac{N-n-1}{N}\pi_{n+1} \hspace{2cm} 1 \le n \le N-1 with, in addition π 0 = 1 N π 1 π N = 1 N π N 1 \pi_0 \; = \; \tfrac{1}{N}\pi_1 \hspace{2cm} \pi_N \; = \; \tfrac{1}{N}\pi_{N-1} These equations can be solved to obtain π n = ( N n ) π 0 0 n N \pi_n \; = \; \binom{N}{n}\pi_0 \hspace{2cm} 0 \le n \le N Since the probabilities add up to 1 1 , we have 1 = n = 0 N π n = 2 N π 0 1 \; = \; \sum_{n=0}^N \pi_n \; = \; 2^N\pi_0 so that π n = 2 N ( N n ) 0 n N \pi_n \; = \; 2^{-N}\binom{N}{n} \hspace{2cm} 0 \le n \le N By standard Markov chain theory, the mean recurrence time of the state 0 0 is π 0 1 = 2 N \pi_0^{-1} = 2^N .

For this problem, the mean recurrence time is 2 100 1.2676506 × 1 0 30 2^{100} \approx 1.2676506 \times 10^{30} seconds, making the answer 30 \boxed{30} .

0 pending reports

×

Problem Loading...

Note Loading...

Set Loading...