In physics, the Poincaré recurrence theorem states that certain systems will, after a sufficiently long but finite time, return to a state very close to the initial state. The Poincaré recurrence time is the length of time elapsed until the recurrence (this time may vary greatly depending on the exact initial state and required degree of closeness). The result applies to isolated mechanical systems subject to some constraints, e.g., all particles must be bound to a finite volume. The theorem is commonly discussed in the context of ergodic theory, dynamical systems and statistical mechanics.
Contents
- Precise formulation
- Discussion of proof
- Formal statement of the theorem
- Theorem 1
- Theorem 2
- Quantum mechanical version
- References
The theorem is named after Henri Poincaré, who discussed it in 1890 and proved by Constantin Carathéodory using measure theory in 1919.
Precise formulation
Any dynamical system defined by an ordinary differential equation determines a flow map f t mapping phase space on itself. The system is said to be volume-preserving if the volume of a set in phase space is invariant under the flow. For instance, all Hamiltonian systems are volume-preserving because of Liouville's theorem. The theorem is then: If a flow preserves volume and has only bounded orbits, then for each open set there exist orbits that intersect the set infinitely often.
Discussion of proof
The proof, speaking qualitatively, hinges on two premises:
- A finite upper bound can be set on the total potentially accessible phase space volume. For a mechanical system, this bound can be provided by requiring that the system is contained in a bounded physical region of space (so that it cannot, for example, eject particles that never return)—combined with the conservation of energy, this locks the system into a finite region in phase space.
- The phase volume of a finite element under dynamics is conserved. (for a mechanical system, this is ensured by Liouville's theorem)
Imagine any finite starting volume of phase space and follow its path under dynamics of the system. The volume "sweeps" points of phase space as it evolves, and the "front" of this sweeping has a constant size. Over time the explored phase volume (known as a "phase tube") grows linearly, at least at first. But, because the accessible phase volume is finite, the phase tube volume must eventually saturate because it cannot grow larger than the accessible volume. This means that the phase tube must intersect itself. In order to intersect itself, however, it must do so by first passing through the starting volume. Therefore, at least a finite fraction of the starting volume is recurring.
Now, consider the size of the non-returning portion of the starting phase volume—that portion that never returns to the starting volume. Using the principle just discussed in the last paragraph, we know that if the non-returning portion is finite, then a finite part of the non-returning portion must return. But that would be a contradiction, since any part of the non-returning portion that returns, also returns to the original starting volume. Thus, the non-returning portion of the starting volume cannot be finite and must be infinitely smaller than the starting volume itself. Q.E.D..
The theorem does not comment on certain aspects of recurrence which this proof cannot guarantee:
Formal statement of the theorem
Let
be a finite measure space and let
be a measure-preserving transformation. Below are two alternative statements of the theorem.
Theorem 1
For any
For a proof, see "proof of Poincaré recurrence theorem 1". PlanetMath. .
Theorem 2
The following is a topological version of this theorem:
If
For a proof, see "proof of Poincaré recurrence theorem 2". PlanetMath.
Quantum mechanical version
For quantum mechanical systems with discrete energy eigenstates, a similar theorem holds. For every
The essential elements of the proof are as follows. The system evolves in time according to:
where the
We can truncate the summation at some n = N independent of T, because
which can be made arbitrarily small because the summation
That the finite sum
can be made arbitrarily small, follows from the existence of integers
for arbitrary
On such intervals, we have:
The state vector thus returns arbitrarily closely to the initial state, infinitely often.