Entropy Production in Random Billiards

We introduce a class of random mechanical systems called random billiards to study the problem of quantifying the irreversibility of nonequilibrium macroscopic systems. In a random billiard model, a point particle evolves by free motion through the interior of a spatial domain, and reflects according to a reflection operator, specified in the model by a Markov transition kernel, upon collision with the boundary of the domain. We derive a formula for entropy production rate that applies to a general class of random billiard systems. This formula establishes a relation between the purely mathematical concept of entropy production rate and textbook thermodynamic entropy, recovering in particular Clausius' formulation of the second law of thermodynamics. We also study an explicit class of examples whose reflection operator, referred to as the Maxwell-Smolukowski thermostat, models systems with boundary thermostats kept at possibly different temperatures. We prove that, under certain mild regularity conditions, the class of models are uniformly ergodic Markov chains and derive formulas for the stationary distribution and entropy production rate in terms of geometric and thermodynamic parameters.Comment: 30 pages, 9 figure

Groups that do not act by automorphisms of codimension-one foliations

Let G be a finitely generated group having the property that any action of any finite-index subgroup of G by homeomorphisms of the circle must have a finite orbit. (By a theorem of E.Ghys, lattices in simple Lie groups of real rank at least two have this property.) Suppose that such a G acts on a compact manifold M by automorphisms of a codimension-one C2 foliation, F. We show that if F has a compact leaf, then some finite-index subgroup of G fixes a compact leaf of F. Furthermore, we give sufficient conditions for some finite-index subgroup of G to fix each leaf of F.Comment: Latex2e file, 15 pages, no figure

Multiple scattering in random mechanical systems and diffusion approximation

This paper is concerned with stochastic processes that model multiple (or iterated) scattering in classical mechanical systems of billiard type, defined below. From a given (deterministic) system of billiard type, a random process with transition probabilities operator P is introduced by assuming that some of the dynamical variables are random with prescribed probability distributions. Of particular interest are systems with weak scattering, which are associated to parametric families of operators P_h, depending on a geometric or mechanical parameter h, that approaches the identity as h goes to 0. It is shown that (P_h -I)/h converges for small h to a second order elliptic differential operator L on compactly supported functions and that the Markov chain process associated to P_h converges to a diffusion with infinitesimal generator L. Both P_h and L are selfadjoint (densely) defined on the space L2(H,{\eta}) of square-integrable functions over the (lower) half-space H in R^m, where {\eta} is a stationary measure. This measure's density is either (post-collision) Maxwell-Boltzmann distribution or Knudsen cosine law, and the random processes with infinitesimal generator L respectively correspond to what we call MB diffusion and (generalized) Legendre diffusion. Concrete examples of simple mechanical systems are given and illustrated by numerically simulating the random processes.Comment: 34 pages, 13 figure