# Is the increase of entropy a theorem?

Let us consider an isolated system of $$N$$ particles whose motion is determined by Newtonian mechanic, over time that stretches from $$-\infty$$ to $$+\infty$$. The system is isolated, therefore the only driving forces are pair-wise interaction particles, which are assumed to be non-dissipative. Therefore, energy, momentum, and angular momentum are conserved. The number $$N$$ of particles is very very large.

Let us consider the Boltzmann entropy $$S(t) = k \log \Omega(t)$$, of the microstate in which the system is at time $$t$$. Here, $$\Omega(t)$$ is the number of microstates that map to the macrostate where the system is at time $$t$$. Please, note that the dynamics of the system is deteministic. Therefore, given some initial conditions, the function $$S(t)$$ is completely deterministic.

Then, I expect that there is some theorem which states, that, for the exceedingly majority of initial conditions, the following inequality holds:

$$\frac{dS}{dt} > 0, \forall t \in (-\infty, \infty)$$

in particular, I would expect that the fraction of initial conditions for which such an inequality holds would tend to 1 as $$N \rightarrow \infty$$. Such a theorem would imply that irreversible processes do emerge from reversible microscopic dynamics.

However, after searching in every possible textbook I could possibly put my hands on, I have not found such a theorem.

Rather, I have found the following:

1. For a sufficiently large number of particles, the exceedingly high majority of microstates maps onto the so-called equilibrium state. It is proved that such a macrostate corresponds to the highest possible value of the entropy S. Therefore, when I combine this with the ergodic hypothesis, I conclude that the system will spend an exceedingly high fraction of its time in as state with maximal entropy (up to insignificant fluctuations). However, this does not prove that the inequality $$dS/dt > 0, \forall t \in (-\infty, \infty)$$. holds for an exceedingly high fraction of the initial conditions.

2. I have found some simple system in which it is shown that if I start from a low entropy state, the system will evolve onto a state with higher entropy with exceedingly high probability (in the order $$1-10^{10^{20}}$$). The most classical example is a box containing $$N$$ balls which at a certain time $$t$$ all balls are in the same half of the box (low entropy). It is easy to prove that after a certain time all balls will occupy the entire volume of the box (high entropy), and so they will stay for an exceedingly long time (in the order of $$10^{10^{20}}$$

However, if I take that very same set of low entropy initial conditions, and I let the system evolve back in time, I find that with exceedingly high probability the system was in a high entropy state in the past. In other words, I see no macroscopic irreversibility that emerges from microscopic reversivility.

One could consider a situation in which a barrier forces the balls to stay in the left half of the box and at $$t = 0$$ the barrier is magically made to disappear. It is true that if the barrier re-appears on a random subsequent instant, the probability that all balls are again in the same half of the box is extremely small. However, such a system is not isolated, it requires an external operator to remove or add the barrier. Even if no work is made when the the barrier disappears/appears, the disappearence/appearence of the barrier is not triggered by the motion of the balls.

Then, my question is: How could the law of increase of entropy be derived from first principles?

• I think that the closest result to what you ask is Lanford's celebrated theorem, which rigorously deduces the Boltzmann equation for (very) short times from the Hamiltonian equations of motion for a gas of hard spheres in the Boltzmann-Grad limit. It is a classical result that you can find discussed in many, many places (including by philosophers of science). Jan 18, 2021 at 11:19
• I suggest you reread your question checking the use of mico- vs macro- state and specifying explicitly, when you use the term state which one is referring to. In its present form, there is some confusion. For instance, you introduce the Boltzmann entropy saying that it would be the entropy of the microstate the system is at time $t$. However, the formula you wrote does not provide the entropy of a microstate. And the equilibrium macrostate is time-independent. Somewhere else you write state but it is not clear whether you mean a macrostate or a microstate. Jan 18, 2021 at 11:44
• The increase of entropy can only be a theorem in setups where the system state is described probabilistically. In deterministic setups, there are fluctuations and occasionally $S(t)$ decreases for short periods. Jan 18, 2021 at 11:48
• I think the "standard" probabilistic argument is probably made in this paper of Jaynes. Jan 18, 2021 at 11:51
• @ GiorgioP - Any microstate u maps onto a macrostate U. Then I can count the number of microstates that are compatible to U, and I can assign a value of Entropy to U. Then I can assign the same value of entropy to all microstates u that are compatible with U. In this way I can talk about entropy of a microstate. Have I made some mistake? Jan 18, 2021 at 12:06

I believe you are stating a version of Loschmidt's Parodox especially with your second example. Roughly how do we get the arrow of time/observed assymetry given symmetrical laws?

"...the second law of thermodynamics is thought to originate in the initial conditions in the universe"

Well, what was special about the intial conditions on the universe?

That's it. The observed assymetry of the second law requires a so-called "past hypothesis" if the underlying laws are symmetrical, which the standard model is by CPT symmetry. You could imagine the same physical laws yet with a maximally high entropy big bang. Same laws, no second law. You need a past hypothesis (together with the known laws of physics of course) for the second law and your question.

For your second example, there is no way to let the system evolve back in time, even if the laws allow for it. There was no high entropy history to the big bang by definition; there was nothing.

You cannot explain the second law without appealing to the past hypothesis. Even for probablistic allowances via the fluctuation theorem, which gives the probabiliies for an entropy reversal trajectory. The odds for witnessing such a reversal are based on how far the system is currently from equilibrium. The empirical odds are so low because the big bang was so low entropy (far from equilibrium).

There are other theories with dual arrows of time and such, but the second law alone requires a notion of initial conditons (current consensus).

• The second law is the definition of temperature. It doesn't need an explanation any more than Newton's second law needs one (as it's simply the definition of force). The universe does not even satisfy the first law of thermodynamics, as it's not a closed system in which total energy is a constant. Time is that which the clocks show. That they are directional systems is a function of their construction. There is a lot of confusion in the physics mystics literature about that. Apr 9, 2023 at 0:58
• @FlatterMann why equate the two situations though? If charge conservation is a definition but is explained by symmetries, isn’t that a better comparison? Sep 11, 2023 at 15:59
• > You cannot explain the second law without appealing to the past hypothesis. Beware, 2nd law does not say entropy of all systems or entropy of universe increases in time, those are misinterpretations or additional assumptions (not following from the 2nd law). Sep 11, 2023 at 17:19
• Strictly speaking, 2nd law says that certain class of cyclic processes is impossible, and for non-cyclic processes in an adiabatically isolated system it only implies that later equilibrium state won't have lower entropy than the previous equilibrium state. Explaining this does not necessarily require the past hypothesis about the whole universe, there is an explanation based on classical mechanics and consistency of experiments showing evolution of equilibrium state A into equilibrium state B, a la Jaynes. Sep 11, 2023 at 17:20
• All physics laws are restrictive in the conditions under which they apply. 2nd law is a rock solid generalization of experiments in thermodynamics, no cosmology is involved. Some people in cosmology extrapolate/interpret 2nd law in ways which are hard to justify. Sep 11, 2023 at 17:44

Then, my question is: How could the law of increase of entropy be derived from first principles?

It fundamentally cannot. At least not from mechanical laws and mechanical assumptions about the system. No time asymmetric law can be derived from time symmetric mechanics. Statistical physics brings interesting ideas about large systems such as ergodicity, mixing... all this does not matter.

All you can do it is prove that, assuming the microstate of a system is random at a given point in time (given some macro-observation), that its entropy will increase when you go towards the future... and towards the past.

The most classical irreversible process is hot + cold becomes lukewarm. Imagine you look at two identical objects (say ideal gases in boxes) at 0C and 100C in thermal contact. You ask "how is the temperature going to evolve?". You assume random independent microstates for the gases and the conclusion is: the temperature will get balanced at 50C - 50C. In the future and in the past. In the future it sounds normal, in the past, it sounds weird and does not correspond to reality.

Thus the microstates are not independent. It is logical : the gases interacted in the past and their microstates are now correlated.

If you assume the two gases were just put in contact, you can think: "yes, they are independent, they were not in touch recently, there is no reason why they should be correlated". So you conclude "Two gas that were just put in contact will balance their temperature". Fine. But you can just do the same reasoning in reverse: "two gases that will not be in contact in the near future should not be corelated.". This sounds false.

That is because the arrow of time is not a consequence of the second law, it is a premise. You think intuitively "a statistical correlation must result from an interaction in the past". Why not think "a statistical correlation must result from an interaction in the future". One sounds natural, the other sounds weird. We naturally assume statistical causality, that is a statistical arrow of time.

From this statistical arrow of time comes the second law.

The reason for a statistical arrow of time is still mysterious. Big Bang? I don't know. The objection I have to the Big Bang idea, is that, if the Bing Bang was to happen in the future as the final state of the universe, we would still say it is "in the past", because the arrow of time being reversed, our memory would be reversed. The Big Bang is always in "our" past.

• The statistical arrow of time is more physics mysticism than it is proper physics. We know exactly what time is: it's that which the clocks show. So what do clocks do? They are dispersing energy from a local reservoir towards infinity. That, in itself, is not an effect of thermodynamics. It is an effect of geometry. What is an effect of thermodynamics is clock uncertainty... a clock in a hot environment will be a worse clock than a clock in a cold one. If all clocks are in thermal equilibrium with their environment, then they will all show different times and will become useless. Apr 9, 2023 at 1:02
• @FlatterMann Not mysticism at all. I know the Red Sox won two days ago, but I don't know if they will win tonight. There are many, many such asymmetries. Physics must encompass this. May 12, 2023 at 21:05
• The reason for a statistical arrow of time is that the phenomena demand it, so the theory must comply. May 12, 2023 at 21:06
• @JohnDoty I am strongly in favor of establishing a horology course as a strict requirement for physics undergrads. It would remove a lot of confusion about the time thing. May 13, 2023 at 8:27