Mesoscopic and Macroscopic Entropy Balance Equations in a Stochastic Dynamics and Its Deterministic Limit

Abstract

Entropy, its production, and its change in a dynamical system can be understood from either a fully stochastic dynamic description or from a deterministic dynamics exhibiting chaotic behavior. By taking the former approach based on the general diffusion process with diffusion $\tfrac{1}{\alpha}{\bf D}(\bf x)$ and drift $\bf b(\bf x)$, where $\alpha$ represents the ``size parameter'' of a system, we show that there are two distinctly different entropy balance equations. One reads ${\rm d} S^{(\alpha)}/{\rm d} t = e^{(\alpha)}_p + Q^{(\alpha)}_{ex}$ for all $\alpha$. However, the leading $\alpha$-order, ``extensive'', terms of the entropy production rate $e^{(\alpha)}_p$ and heat exchange rate $Q^{(\alpha)}_{ex}$ are exactly cancelled. Therefore, in the asymptotic limit of $\alpha\to\infty$, there is a second, local ${\rm d} S/{\rm d} t = \nabla\cdot{\bf b}({\bf x}(t))+\left({\bf D}:{\bf \Sigma}^{-1}\right)({\bf x}(t))$ on the order of $O(1)$, where $\tfrac{1}{\alpha}{\bf D}(\bf x(t))$ represents the randomness generated in the dynamics usually represented by metric entropy, and $\tfrac{1}{\alpha}{\bf \Sigma}({\bf x}(t))$ is the covariance matrix of the local Gaussian description at ${\bf x}(t)$, which is a solution to the ordinary differential equation $\dot{\bf x}={\bf b}(\bf x)$ at time $t$. This latter equation is akin to the notions of volume-preserving conservative dynamics and entropy production in the deterministic dynamic approach to nonequilibrium thermodynamics {\it \`{a} la} D. Ruelle. As a continuation of [17], mathematical details with sufficient care are given in four Appendices.