Skip to main content
Log in

Differential Entropy and Dynamics of Uncertainty

  • Cercignani Issue
  • Published:
Journal of Statistical Physics Aims and scope Submit manuscript

Abstract

We analyze the functioning of Gibbs-type entropy functionals in the time domain, with emphasis on Shannon and Kullback-Leibler entropies of time-dependent continuous probability distributions. The Shannon entropy validity is extended to probability distributions inferred from L 2(R n) quantum wave packets. In contrast to the von Neumann entropy which simply vanishes on pure states, the differential entropy quantifies the degree of probability (de)localization and its time development. The associated dynamics of the Fisher information functional quantifies nontrivial power transfer processes in the mean, both in dissipative and quantum mechanical cases.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. C. Adami, Physics of information, arXiv:quant-ph/040505 (2004).

  2. R. Alicki and M. Fannes, Quantum Dynamical Systems, Oxford University Press, Oxford (2001).

    MATH  Google Scholar 

  3. V. Ambegaokar and A. Clerk, Entropy and time, Am. J. Phys. 67:1068–1073 (1999).

    MathSciNet  ADS  Google Scholar 

  4. A. Arnold, et al., On convex Sobolev inequalities and the rate of convergence to equilibrium for Fokker-Planck type equations, Comm. Partial Diff. Equations 26:43–100 (2001).

    MATH  Google Scholar 

  5. B. C. Bag, Upper bound for the time derivative of entropy for nonequilibrium stochastic processes, Phys. Rev. E 65:046118 (2002).

    ADS  Google Scholar 

  6. C. C. Bag, et al., Noise properties of stochastic processes and entropy production, Phys. Rev. E 64:026110 (2001).

    ADS  Google Scholar 

  7. R. Balian, Random matrices and information theory, Nuovo Cim. B 57:183–103 (1968).

    ADS  Google Scholar 

  8. A. R. Barron, Entropy and the central limit theorem, Annals Probab. Theory 14:336–342 (1986).

    MATH  MathSciNet  Google Scholar 

  9. W. Beckner, Inequalities in Fourier analysis, Ann. Math. 102:159–182 (1975).

    MathSciNet  Google Scholar 

  10. K. Berndl, et al., On the global existence of Bohmian mechanics, Commun. Math. Phys. 173:647–673 (1995).

    MATH  MathSciNet  ADS  Google Scholar 

  11. Białynicki-I. Birula and J. Madajczyk, Entropic uncertainty relations for angular distributions, Phys. Lett. A 108:384–386 (1985).

    ADS  Google Scholar 

  12. Białynicki-I. Birula, and J. Mycielski, Uncertainty Relations for Information Entropy in Wave Mechanics, Commun. Math. Phys. 44:129–132 (1975).

    ADS  Google Scholar 

  13. Ph. Blanchard and P. Garbaczewski, Non-negative Feynman-Kac kernels in Schr” odinger's interpolation problem, J. Math. Phys. 38:1–15 (1997).

    MATH  MathSciNet  ADS  Google Scholar 

  14. R. Blankenbecler and M. H. Partovi, Uncertainty, entropy, and the statistical mechanics of microscopic systems, Phys. Rev. Lett. 54:373–376 (1985).

    PubMed  MathSciNet  ADS  Google Scholar 

  15. A. V. Bobylev and G. Toscani, On the generalization of the Boltzmann H-theorem for a spatially homogeneous Maxwell gas, J. Math. Phys. 33:2578–2586 (1992).

    MATH  MathSciNet  ADS  Google Scholar 

  16. M. Bologna, et al., Trajectory versus probability density entropy, Phys. Rev. E 64:016223 (2001).

    ADS  Google Scholar 

  17. L. Brillouin, Science and Information Theory, Academic Press, NY (1962).

    MATH  Google Scholar 

  18. Ĉ. Brukner and A. Zeilinger, Conceptual inadequacy of the Shannon information in quantum measurements, Phys. Rev. A 63:022113 (2002).

    ADS  Google Scholar 

  19. V. Buyarov, et al., Computation of the entropy of polynomials orthogonal on an interval, SIAM J. Sci. Comp. to appear (2004), also math.NA/0310238.

  20. E. A. Carlen, Superadditivity of Fisher's information and logarithmic Sobolev inequalities, J. Funct. Anal. 101:194–211 (1991).

    MATH  MathSciNet  Google Scholar 

  21. E. Carlen, Conservative diffusions, Commun. Math. Phys. 94:293–315 (1984).

    MATH  MathSciNet  ADS  Google Scholar 

  22. R. G. Catalan, J. Garay, and Lopez-R. Ruiz, Features of the extension of a statistical measure of complexity to continuous systems, Phys. Rev. E 66:011102 (2002).

    ADS  Google Scholar 

  23. C. M. Caves, and C. Fuchs, Quantum information: how much information in a state vector ?, Ann. Israel Phys. Soc. 12:226–237 (1996).

    Google Scholar 

  24. C. Cercignani, Theory and Application of the Boltzmann Equation, Scottish Academic Press, Edinburgh (1975).

    MATH  Google Scholar 

  25. S. Chandrasekhar, Stochastic problems in physics and astronomy, Rev. Mod. Phys. 15:1–89 (1943).

    MATH  MathSciNet  ADS  Google Scholar 

  26. K. Ch. Chatzisavvas, Ch. C., Moustakidis and C. P. Panos, Information entropy, information distances and complexity of atoms, J. Chem. Phys. 123:174111 (2005).

  27. T. M. Cover and J. A. Thomas, Elements of Information Theory, Wiley, NY (1991).

    MATH  Google Scholar 

  28. H. Cramér, Mathematical methods of statistics, Princeton University Press, Princeton (1946).

    MATH  Google Scholar 

  29. R. Czopnik, and P. Garbaczewski, Frictionless Random Dynamics: Hydrodynamical Formalism, Physica A 317:449–471 (2003).

    ADS  Google Scholar 

  30. D. Daems and G. Nicolis, Entropy production and phase space volume contraction, Phys. Rev. E 59:4000–4006 (1999).

    MathSciNet  ADS  Google Scholar 

  31. G. Deco, et al: Determining the information flow of dynamical systems from continuous probability distributions, Phys. Rev. Lett. 78:2345–2348 (1997).

    CAS  ADS  Google Scholar 

  32. A. Dembo and T. Cover, Information theoretic inequalities, IEEE Trans. Inf. Th. 37:1501–1518 (1991).

    MATH  MathSciNet  Google Scholar 

  33. D. Deutsch, Uncertainty in quantum measurements, Phys. Rev. Lett. 50:631–633 (1983).

    MathSciNet  ADS  Google Scholar 

  34. J. Dunkel and S. A. Trigger, Time-dependent entropy of simple quantum systems, Phys. Rev. A 71:052102 (2005).

    ADS  Google Scholar 

  35. A. Eberle, Uniqueness and Non-uniqueness of Semigroups Generated by Singular Diffusion Operators, LNM vol. 1718, Springer-Verlag, Berlin (2000).

  36. R. Fortet, Résolution d'un systéme d'équations de M. Schrödingeer, J. Math. Pures Appl. 9:83 (1040).

    MathSciNet  Google Scholar 

  37. B. R. Frieden and B. H. Sofer, Lagrangians of physics and the game of Fisher-information transfer, Phys. Rev. E 52:2274–2286 (1995).

    ADS  Google Scholar 

  38. S. R. Gadre, et al., Some novel characteristics of atomic information entropies, Phys. Rev. A 32:2602–2606 (1985).

    ADS  Google Scholar 

  39. P. Garbaczewski and R. Olkiewicz, Feynman-Kac kernels in Markovian representations of the Schrödinger interpolating dynamics, J. Math. Phys. 37:732–751 (1996).

    MATH  MathSciNet  ADS  Google Scholar 

  40. P. Garbaczewski and W. Karwowski, Impenetrable barrriers and canonical quantization, Am. J. Phys. 72:924–933 (2004).

    ADS  Google Scholar 

  41. P. Garbaczewski, Perturbations of noise: Origins of isothermal flows, Phys. Rev. E 59:1498–1511 (1999).

    ADS  Google Scholar 

  42. P. Garbaczewski, Signatures of randomness in quantum spectra, Acta Phys. Pol. A 33:1001–1024 (2002).

    ADS  Google Scholar 

  43. P. Garbaczewski, Stochastic models of exotic transport, Physica A 285:187–198 (2000).

    ADS  Google Scholar 

  44. S. Goldstein and J. L. Lebowitz, On the (Boltzmann) entropy of non-equilibrium systems, Physica D 193:53–66 (2004).

    MathSciNet  ADS  Google Scholar 

  45. M. J. W. Hall, Exact uncertainty relations, Phys. Rev. A 64:052103 (2001).

    ADS  Google Scholar 

  46. M. J. W. Hall, Universal geometric approach to uncertainty, entropy and infromation, Phys. Rev. A 59: 2602–2615 (1999).

    ADS  Google Scholar 

  47. J. J. Halliwell, Quantum-mechanical histories and the uncertainty principle: Information-theoretic inequalities, Phys. Rev. D 48:2739–2752 (1993).

    MathSciNet  ADS  Google Scholar 

  48. R. V. L. Hartley, Transmission of information, Bell Syst. Techn. J. 7:535–563 (1928).

    Google Scholar 

  49. H. Hasegawa, Thermodynamic properties of non-equilibrium states subject to Fokker-Planck equations, Progr. Theor. Phys. 57:1523–1537 (1977).

    ADS  Google Scholar 

  50. T. Hatano and S. Sasa, Steady-State Thermodynamics of Langevin Systems, Phys. Rev. Lett. 86:3463–3466 (2001).

    CAS  PubMed  ADS  Google Scholar 

  51. I. I. Hirschman, A note on entropy, Am. J. Math. 79:152–156 (1957).

    MATH  MathSciNet  Google Scholar 

  52. B. Hu, et al., Quantum chaos of a kicked particle in an infinite potential well, Phys. Rev. Lett. 82:4224–4227 (1999).

    CAS  ADS  Google Scholar 

  53. K. Huang, Statistical Mechanics, Wiley, New York (1987).

    MATH  Google Scholar 

  54. R. S. Ingarden, A. Kossakowski, and M. Ohya, Information Dynamics and Open Systems, Kluwer, Dordrecht (1997).

    MATH  Google Scholar 

  55. E. T. Jaynes, Information theory and statistical mechanics.II., Phys. Rev. 108:171–190 (1957).

    MathSciNet  ADS  Google Scholar 

  56. E. T. Jaynes, Violations of Boltzmann's H Theorem in Real Gases, Phys. Rev. A 4:747–750 (1971).

    ADS  Google Scholar 

  57. D.-Q. Jiang, M. Qian, and M-P. Qian, Mathematical theory of nonequilibrium steady states, LNM vol. 1833, Springer-Verlag, Berlin (2004).

  58. S. Kullback, Information Theory and Statistics, Wiley, NY (1959).

    MATH  Google Scholar 

  59. J. Kurchan, Fluctuation theorem for stochastic dynamics, J. Phys. A: Math. Gen. 31:3719–3729 (1998).

    MATH  MathSciNet  ADS  Google Scholar 

  60. A. Lasota and M. C. Mackey, Chaos, Fractals and Noise, Springer-Verlag, Berlin (1994).

    MATH  Google Scholar 

  61. J. L. Lebowitz and Ch. Maes, Entropy - a Dialogue, pp. 269–273, in: On Entropy, Eds. A. Grevau, G. Keller, G. Warnecke, Princeton University Press, Princeton, (2003).

    Google Scholar 

  62. Y. V. Linnik, An information-theoretic proof of the central limit theorem, Theory Probab. App. 4:288–299 (1959).

    MathSciNet  Google Scholar 

  63. H. Maasen and J. B. M. Uffink, Generalized Entropic Uncertainty Relations, Phys. Rev. Lett. 60:1103–1106 (1988).

    MathSciNet  ADS  Google Scholar 

  64. M. C. Mackey and M. Tyran-Kamińska, Effects of noise on entropy evolution, arXiv.org preprint cond-mat/0501092 (2005).

  65. M. C. Mackey and M. Tyran-Kamińska, Temporal behavior of the conditional and Gibbs entropies, arXiv.org preprint cond-mat/0509649 (2005).

  66. M. C. Mackey, The dynamic origin of increasing entropy, Rev. Mod. Phys. 61, 981–1015 (1989).

    ADS  Google Scholar 

  67. V. Majernik and T. Opatrný, Entropic uncertainty relations for a quantum oscillator, J. Phys. A: Math. Gen. 29:2187–2197 (1996).

    MATH  ADS  Google Scholar 

  68. V. Majernik and L. Richterek, Entropic uncertainty relations for the infinite well, J. Phys. A: Math. Gen. 30: (1997), L49-L54.

    MATH  CAS  MathSciNet  ADS  Google Scholar 

  69. P. G. L. Mana, Consistency of the Shannon entropy in quantum experiments, Phys. Rev. A 69:062108 (2004).

    ADS  Google Scholar 

  70. S. E. Massen and Panos C. P., Universal property of the information entropy in atoms, nuclei and atomic clusters, Phys. Lett. A 246:530–532 (1998).

    ADS  Google Scholar 

  71. S. E. Massen, et al., Universal property of information entropy in fermionic and bosonic systems, Phys. Lett. A 299:131–135 (2002).

    ADS  Google Scholar 

  72. S. E. Massen, Application of information entropy to nuclei, Phys. Rev. C 67:014314 (2003).

    ADS  Google Scholar 

  73. M. McClendon and H. Rabitz, Numerical simulations in stochastic mechanics, Phys. Rev. A 37:3479–3492 (1988).

    MathSciNet  ADS  Google Scholar 

  74. T. Munakata, A. Igarashi, and T. Shiotani, Entropy and entropy production in simple stochastic models, Phys. Rev. E 57:1403–1409 (1998).

    ADS  Google Scholar 

  75. E. Nelson, Dynamical Theories of the Brownian Motion, Princeton University Press, Princeton, 1967.

    Google Scholar 

  76. R. G. Newton, What is a state in quantum mechanics?, Am. J. Phys. 72:348–350 (2004).

    ADS  Google Scholar 

  77. M. Ohya and D. Petz, Quantum Entropy and Its use, Springer-Verlag, Berlin, 1993.

    MATH  Google Scholar 

  78. M. H. Partovi, Entropic formulation of uncertainty for quantum measurements, Phys. Rev. Lett. 50:1883–1885 (1983).

    MathSciNet  ADS  Google Scholar 

  79. J. Pipek and I. Varga, Universal classification scheme for the spatial-localization properties of one-particle states in finite, d-dimensional systems, Phys. Rev. A 46:3148–3163 (1992).

    ADS  Google Scholar 

  80. H. Qian, M. Qian, and X. Tang, Thermodynamics of the general diffusion process: time-reversibility and entropy production, J. Stat. Phys. 107:1129–1141 (2002).

    MATH  CAS  MathSciNet  Google Scholar 

  81. H. Qian, Mesoscopic nonequilibrium thermodynamics of single macromolecules and dynamic entropy-energy compensation, Phys. Rev. E 65:016102 (2001).

    ADS  Google Scholar 

  82. H. Risken, The Fokker-Planck Equation, Springer-Verlag, Berlin, 1989.

    MATH  Google Scholar 

  83. D. Ruelle, Positivity of entropy production in nonequilibrium statistical mechanics, J. Stat. Phys. 85:1–23 (1996).

    MATH  MathSciNet  ADS  Google Scholar 

  84. J. Sánchez-Ruiz, Asymptotic formula for the quantum entropy of position in energy eigenstates, Phys. Lett. A 226:7–13 (1997).

    ADS  Google Scholar 

  85. M. S. Santhanam, Entropic uncertainty relations for the ground state of a coupled sysytem, Phys. Rev. A 69:042301 (2004).

    MathSciNet  ADS  Google Scholar 

  86. C. E. Shannon, A mathematical theory of communication, Bell Syst. Techn. J. 27:379–423, 623–656 (1948).

    MathSciNet  Google Scholar 

  87. J. D. H. Smith, Some observations on the concepts of information-theoretic entropy and randomness, Entropy, 3:1–11 (2001).

    Article  MATH  MathSciNet  ADS  Google Scholar 

  88. K. Sobczyk, Information Dynamics: Premises, Challenges and Results, Mechanical Systems and Signal Processing 15:475–498 (2001).

    ADS  Google Scholar 

  89. A. J. Stam, Some inequalities satisfied by the quantities of information of Fisher and Shannon, Inf. and Control 2:101–112 (1959).

    MATH  MathSciNet  Google Scholar 

  90. A. Stotland, et al., The information entropy of quantum mechanical states, Europhys. Lett. 67:700–706 (2004).

    CAS  MathSciNet  ADS  Google Scholar 

  91. G. Toscani, Kinetic approach to the asymptotic behaviour of the solution to diffusion equation, Rend. di Matematica Serie VII 16:329–346 (1996).

    Google Scholar 

  92. J. Trebicki and K. Sobczyk, Maximum entropy principle and non-stationary distributions of stochastic systems, Probab. Eng. Mechanics 11:169–178 (1996).

    Google Scholar 

  93. M. Tribus and R. Rossi, On the Kullback information measure as a basis for information theory: Comments on a proposal by Hobson and Chang, J. Stat. Phys. 9:331–338 (1973).

    MathSciNet  ADS  Google Scholar 

  94. S. A. Trigger, Quantum nature of entropy increase for wave packets, Bull. Lebedev. Phys. Inst. 9:44–51 (2004).

    ADS  Google Scholar 

  95. I. Varga and J. Pipek, Rényi entropies characterizing the shape and the extension of the phase-space representation of quantum wave functions in disordered systems, Phys. rev. E 68:026202 (2003).

    ADS  Google Scholar 

  96. J. M. G. Vilar and J. M. Rubi, Thermodynamics beyond local equilibrium, Proc. Nat. Acad. Sci. (NY) 98:11081–11084 (2001).

    Google Scholar 

  97. J. Voigt, Stochastic operators, Information and Entropy, Commun. Math. Phys. 81:31–38 (1981).

    MATH  MathSciNet  ADS  Google Scholar 

  98. J. Voigt, The H-Theorem for Boltzmann type equations, J. Reine Angew. Math 326:198–213 (1981).

    MATH  MathSciNet  Google Scholar 

  99. A. Wehrl, General properties of entropy, Rev. Mod. Phys. 50:221–260 (1978).

    MathSciNet  ADS  Google Scholar 

  100. S. A. Werner, and H. Rauch, Neutron interferometry: Lessons in Experimental Quantum Physics, Oxford University Press, Oxford, 2000.

    Google Scholar 

  101. R. J. Yañez, et al., Entropic integrals of hyperspherical harmonics and spatial entropy of D-dimensional central potentials, J. Math. Phys. 40:5675–5686 (1999).

    MATH  MathSciNet  ADS  Google Scholar 

  102. R. J. Yañez, Van W. Assche, J. S. Dehesa, Position and information entropies of the D-dimensional harmonic oscillator and hydrogen atom, Phys. Rev. A 50:3065–3079 (1994).

    ADS  Google Scholar 

  103. A. M. Yaglom and I. M. Yaglom, Probability and Information, D. Reidel, Dordrecht, 1983.

    MATH  Google Scholar 

  104. A. Zeilinger, et al., Single- and double-slit diffraction of neutrons, Rev. Mod. Phys. 60:1067–1073 (1988).

    CAS  ADS  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Additional information

PACS NUMBERS: 05.45.+b, 02.50.-r, 03.65.Ta, 03.67.-a

Rights and permissions

Reprints and permissions

About this article

Cite this article

Garbaczewski, P. Differential Entropy and Dynamics of Uncertainty. J Stat Phys 123, 315–355 (2006). https://doi.org/10.1007/s10955-006-9058-2

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s10955-006-9058-2

Keywords

Navigation