Entropy: The Markov Ordering Approach

The focus of this article is on entropy and Markov processes. We study the properties of functionals which are invariant with respect to monotonic transformations and analyze two invariant "additivity" properties: (i) existence of a monotonic transformation which makes the functional additive with respect to the joining of independent systems and (ii) existence of a monotonic transformation which makes the functional additive with respect to the partitioning of the space of states. All Lyapunov functionals for Markov chains which have properties (i) and (ii) are derived. We describe the most general ordering of the distribution space, with respect to which all continuous-time Markov processes are monotonic (the {\em Markov order}). The solution differs significantly from the ordering given by the inequality of entropy growth. For inference, this approach results in a convex compact set of conditionally "most random" distributions.Comment: 50 pages, 4 figures, Postprint version. More detailed discussion of the various entropy additivity properties and separation of variables for independent subsystems in MaxEnt problem is added in Section 4.2. Bibliography is extende

Thermodynamic Tree: The Space of Admissible Paths

Is a spontaneous transition from a state x to a state y allowed by thermodynamics? Such a question arises often in chemical thermodynamics and kinetics. We ask the more formal question: is there a continuous path between these states, along which the conservation laws hold, the concentrations remain non-negative and the relevant thermodynamic potential G (Gibbs energy, for example) monotonically decreases? The obvious necessary condition, G(x)\geq G(y), is not sufficient, and we construct the necessary and sufficient conditions. For example, it is impossible to overstep the equilibrium in 1-dimensional (1D) systems (with n components and n-1 conservation laws). The system cannot come from a state x to a state y if they are on the opposite sides of the equilibrium even if G(x) > G(y). We find the general multidimensional analogue of this 1D rule and constructively solve the problem of the thermodynamically admissible transitions. We study dynamical systems, which are given in a positively invariant convex polyhedron D and have a convex Lyapunov function G. An admissible path is a continuous curve along which $G$ does not increase. For x,y from D, x\geq y (x precedes y) if there exists an admissible path from x to y and x \sim y if x\geq y and y\geq x. The tree of G in D is a quotient space D/~. We provide an algorithm for the construction of this tree. In this algorithm, the restriction of G onto the 1-skeleton of $D$ (the union of edges) is used. The problem of existence of admissible paths between states is solved constructively. The regions attainable by the admissible paths are described.Comment: Extended version, 31 page, 9 figures, 69 cited references, many minor correction