Spectral bounds on the entropy flow rate and Lyapunov exponents in differentiable dynamical systems
Article, Journal of Physics A: Mathematical and Theoretical, 2025, DOI Link
View abstract ⏷
Some microscopic dynamics are also macroscopically irreversible, dissipating energy and producing entropy. For many-particle systems interacting with deterministic thermostats, the rate of thermodynamic entropy dissipated to the environment is the average rate at which phase space contracts. Here, we use this identity and the properties of a classical density matrix to derive upper and lower bounds on the entropy flow rate from the spectral properties of the local stability matrix. These bounds are an extension of more fundamental bounds on the Lyapunov exponents and phase space contraction rate of continuous-time dynamical systems. They are maximal and minimal rates of entropy production, heat transfer, and transport coefficients set by the underlying dynamics of the system and deterministic thermostat. Because these limits on the macroscopic dissipation derive from the density matrix and the local stability matrix, they are numerically computable from the molecular dynamics. As an illustration, we show that these bounds are on the electrical conductivity for a system of charged particles subject to an electric field.
Phase-space contraction rate for classical mixed states
Sahbani M., Das S., Green J.R.
Article, Physical Review E, 2025, DOI Link
View abstract ⏷
Physical systems with nonreciprocal or dissipative forces evolve according to a generalization of Liouville's equation that accounts for the expansion and contraction of phase space volume. Here we connect geometric descriptions of these non-Hamiltonian dynamics to a recently established classical density matrix theory. In this theory, the evolution of a "maximally mixed"classical density matrix is related to the well-known phase space contraction rate that, when ensemble averaged, is the rate of entropy exchange with the surroundings. We extend the definition of mixed states to include statistical and mechanical components, describing both the deformations of local phase space regions and the evolution of ensembles within them. As a result, the equation of motion for this mixed state represents the rate of contraction for an ensemble of dissipative trajectories. Recognizing this density matrix as a covariance matrix, its contraction rate is another measure of entropy flow characterizing nonequilibrium steady states.
Observing the Dynamics of an Electrochemically Driven Active Material with Liquid Electron Microscopy
Gibson W., Mulvey J.T., Das S., Selmani S., Merham J.G., Rakowski A.M., Schwartz E., Hochbaum A.I., Guan Z., Green J.R., Patterson J.P.
Article, ACS Nano, 2024, DOI Link
View abstract ⏷
Electrochemical liquid electron microscopy has revolutionized our understanding of nanomaterial dynamics by allowing for direct observation of their electrochemical production. This technique, primarily applied to inorganic materials, is now being used to explore the self-assembly dynamics of active molecular materials. Our study examines these dynamics across various scales, from the nanoscale behavior of individual fibers to the micrometer-scale hierarchical evolution of fiber clusters. To isolate the influences of the electron beam and electrical potential on material behavior, we conducted thorough beam-sample interaction analyses. Our findings reveal that the dynamics of these active materials at the nanoscale are shaped by their proximity to the electrode and the applied electrical current. By integrating electron microscopy observations with reaction-diffusion simulations, we uncover that local structures and their formation history play a crucial role in determining assembly rates. This suggests that the emergence of nonequilibrium structures can locally accelerate further structural development, offering insights into the behavior of active materials under electrochemical conditions.
Maximum speed of dissipation
Article, Physical Review E, 2024, DOI Link
View abstract ⏷
We derive statistical-mechanical speed limits on dissipation from the classical, chaotic dynamics of many-particle systems. In one, the rate of irreversible entropy production in the environment is the maximum speed of a deterministic system out of equilibrium, S¯e/kB≥1/2Δt, and its inverse is the minimum time to execute the process, Δt≥kB/2S¯e. Starting with deterministic fluctuation theorems, we show there is a corresponding class of speed limits for physical observables measuring dissipation rates. For example, in many-particle systems interacting with a deterministic thermostat, there is a trade-off between the time to evolve between states and the heat flux, Q¯Δt≥kBT/2. These bounds constrain the relationship between dissipation and time during nonstationary processes, including transient excursions from steady states.
Speed limits on deterministic chaos and dissipation
Article, Physical Review Research, 2023, DOI Link
View abstract ⏷
Uncertainty in the initial conditions of dynamical systems can cause exponentially fast divergence of trajectories, a signature of deterministic chaos, or be suppressed by the dissipation of energy. Here, we derive a classical uncertainty relation that sets a speed limit on the rates of local observables underlying these behaviors. For systems with a time-invariant stability matrix, the speed limit we derive simplifies to a classical analog of the Mandelstam-Tamm versions of the time-energy uncertainty relation. These classical bounds are set by fluctuations in the local stability of state space. To measure these fluctuations, we introduce a definition of the Fisher information in terms of Lyapunov vectors in tangent space, analogous to the quantum Fisher information defined in terms of wave vectors in Hilbert space. This information sets an upper bound on the speed at which classical dynamical systems and their observables, instantaneous Lyapunov exponents and dissipation, evolve. This speed limit applies to systems that are open or closed, conservative or dissipative, actively driven or passively evolving, and directly connects the geometries of phase space and information.
Classical Fisher information for differentiable dynamical systems
Sahbani M., Das S., Green J.R.
Article, Chaos, 2023, DOI Link
View abstract ⏷
Fisher information is a lower bound on the uncertainty in the statistical estimation of classical and quantum mechanical parameters. While some deterministic dynamical systems are not subject to random fluctuations, they do still have a form of uncertainty. Infinitesimal perturbations to the initial conditions can grow exponentially in time, a signature of deterministic chaos. As a measure of this uncertainty, we introduce another classical information, specifically for the deterministic dynamics of isolated, closed, or open classical systems not subject to noise. This classical measure of information is defined with Lyapunov vectors in tangent space, making it less akin to the classical Fisher information and more akin to the quantum Fisher information defined with wavevectors in Hilbert space. Our analysis of the local state space structure and linear stability leads to upper and lower bounds on this information, giving it an interpretation as the net stretching action of the flow. Numerical calculations of this information for illustrative mechanical examples show that it depends directly on the phase space curvature and speed of the flow.
Density matrix formulation of dynamical systems
Article, Physical Review E, 2022, DOI Link
View abstract ⏷
Physical systems that are dissipating, mixing, and developing turbulence also irreversibly transport statistical density. However, predicting the evolution of density from atomic and molecular scale dynamics is challenging for nonsteady, open, and driven nonequilibrium processes. Here, we establish a theory to address this challenge for classical dynamical systems that is analogous to the density matrix formulation of quantum mechanics. We show that a classical density matrix is similar to the phase-space metric and evolves in time according to generalizations of Liouville's theorem and Liouville's equation for non-Hamiltonian systems. The traditional Liouvillian forms are recovered in the absence of dissipation or driving by imposing trace preservation or by considering Hamiltonian dynamics. Local measures of dynamical instability and chaos are embedded in classical commutators and anticommutators and directly related to Poisson brackets when the dynamics are Hamiltonian. Because the classical density matrix is built from the Lyapunov vectors that underlie classical chaos, it offers an alternative computationally tractable basis for the statistical mechanics of nonequilibrium processes that applies to systems that are driven, transient, dissipative, regular, and chaotic.
Power-law trapping in the volume-preserving Arnold-Beltrami-Childress map
Article, Physical Review E, 2020, DOI Link
View abstract ⏷
Understanding stickiness and power-law behavior of Poincaré recurrence statistics is an open problem for higher-dimensional systems, in contrast to the well-understood case of systems with two degrees of freedom. We study such intermittent behavior of chaotic orbits in three-dimensional volume-preserving maps using the example of the Arnold-Beltrami-Childress map. The map has a mixed phase space with a cylindrical regular region surrounded by a chaotic sea for the considered parameters. We observe a characteristic overall power-law decay of the cumulative Poincaré recurrence statistics with significant oscillations superimposed. This slow decay is caused by orbits which spend long times close to the surface of the regular region. Representing such long-trapped orbits in frequency space shows clear signatures of partial barriers and reveals that coupled resonances play an essential role. Using a small number of the most relevant resonances allows for classifying long-trapped orbits. From this the Poincaré recurrence statistics can be divided into different exponentially decaying contributions, which very accurately explains the overall power-law behavior including the oscillations.
Tunability enhancement of gene regulatory motifs through competition for regulatory protein resources
Article, Physical Review E, 2020, DOI Link
View abstract ⏷
Gene regulatory networks (GRNs) orchestrate the spatiotemporal levels of gene expression, thereby regulating various cellular functions ranging from embryonic development to tissue homeostasis. Some patterns called "motifs"recurrently appear in the GRNs. Owing to the prevalence of these motifs they have been subjected to much investigation, both in the context of understanding cellular decision making and engineering synthetic circuits. Mounting experimental evidence suggests that (1) the copy number of genes associated with these motifs varies, and (2) proteins produced from these genes bind to decoy binding sites on the genome as well as promoters driving the expression of other genes. Together, these two processes engender competition for protein resources within a cell. To unravel how competition for protein resources affects the dynamical properties of regulatory motifs, we propose a simple kinetic model that explicitly incorporates copy number variation (CNV) of genes and decoy binding of proteins. Using quasi-steady-state approximations, we theoretically investigate the transient and steady-state properties of three of the commonly found motifs: Autoregulation, toggle switch, and repressilator. While protein resource competition alters the timescales to reach the steady state for all these motifs, the dynamical properties of the toggle switch and repressilator are affected in multiple ways. For toggle switch, the basins of attraction of the known attractors are dramatically altered if one set of proteins binds to decoys more frequently than the other, an effect which gets suppressed as the copy number of the toggle switch is enhanced. For repressilators, protein sharing leads to an emergence of oscillation in regions of parameter space that were previously nonoscillatory. Intriguingly, both the amplitude and frequency of oscillation are altered in a nonlinear manner through the interplay of CNV and decoy binding. Overall, competition for protein resources within a cell provides an additional layer of regulation of gene regulatory motifs.