# Gibbs Entropy and Irreversible Thermodynamics

## 1 Introduction

In recent years, important connections have been made between the theory of chaotic dynamical systems and the statistical mechanics of systems in nonequilibrium stationary states. This is based on the widely accepted belief that the dynamics of the microscopic constituents of matter is chaotic, as also formally expressed by the following :

Chaotic Hypothesis (Gallavotti-Cohen, 1995): A reversible $`N`$-particle system in a stationary state can be regarded as a transitive Anosov system, for the calculation of its macroscopic properties.

Although the dynamical systems methods have led to many interesting insights of physical interest, their application to elucidate the behavior of macroscopic systems, as done in statistical mechanics or (Irreversible) Thermodynamics has lead to difficulties which, in our opinion, have not yet been fully resolved. There seems to be, then, a qualitative difference between pure dynamics and thermodynamics (see, e.g.  for some facet of this difference not considered here).

In this paper, we will try to clarify some aspects of the recently developed attempts to incorporate Irreversible Thermodynamics (IT) into the framework of dynamical systems theory. In this connection we will concentrate on the interesting recent works by Gaspard (G) ; by Breymann, Tél and Vollmer (BTV) ; and especially by Gilbert and Dorfman (GD) , who extensively investigated the connection between a coarse-grained “entropy” and IT in nonequilibrium states. Early works relevant to our discussion had already appeared in 1996, cf. .

The concept of coarse-grained entropy in the study of nonequilibrium systems has been discussed in the past. As a matter of fact, Gibbs himself introduced a coarse grained entropy to circumvent the difficulty that, the Gibbs entropy $`S_G`$ (cf. eq.(5) below), does not change during the time evolution of a Hamiltonian system . Similarly, the final goal of introducing the coarse graining in  could be stated as that of circumventing certain difficulties which affect the Gibbs entropy of nonequilibrium systems, thus building a complete description of all quantities occurring in IT (cf. Eq.(1) below) in purely dynamical terms. The guiding idea in this endeavor is the identification of the irreversible entropy production rate with a special form of loss of information rate, to be defined below (cf. subsection 3.1). We begin our analysis with a description of the results obtained so far with the coarse grained approach, and then consider the difficulties which we find with it. This way, we indicate what might have to be considered further, in order to obtain a consistent theory of IT.

We note that a coarse-grained description –both in space and time– is also at the basis of IT itself . Indeed, the basic equation for the entropy change in IT is \[10(a)\]

$$\frac{\mathrm{\Delta }_{tot}S}{\tau }=\frac{1}{\tau }\left[\mathrm{\Delta }_eS+\mathrm{\Delta }_iS\right],$$
(1)   
where we have divided by a small but finite time $`\tau `$ to obtain the rate of entropy change. Here, $`\mathrm{\Delta }_eS`$ is the entropy exhanged by the system with its surroundings, while $`\mathrm{\Delta }_iS`$ is, respectively, the entropy produced inside the system, in a time $`\tau `$. This relation can be re-written in the more usual local differential form as :

$$\frac{\rho s}{t}=\text{div }𝐉_{s,tot}+\sigma ;\sigma 0$$
(2)   
where $`\rho `$ is the density of the system, $`s`$ is the entropy per unit mass, $`𝐉_{s,tot}`$ is the total entropy flow rate per unit area corresponding to the term $`\mathrm{\Delta }_eS/\tau `$, and $`\sigma `$ is the entropy production rate per unit volume. In particular, for a diffusive system, the term $`\sigma `$ can be related to the gradients in space of the densities of the various diffusing substances. Therefore, space derivatives of various quantities appear in the expressions for the entropy flow and entropy production rates. Equation (2) can also be written as

$$\rho \frac{ds}{dt}=\text{div }𝐉_s+\sigma ,𝐉_s=𝐉_{s,tot}𝐉_{s,c}$$
(3)   
where $`𝐉_{s,c}=\rho s𝐯`$ is the convective flow, and $`𝐯`$ is the fluid velocity.

## 2 Gibbs entropy and (nonequilibrium) dynamical systems

We begin with a dynamical system $`(X,\varphi ^t)`$ representing the dynamics of an $`N`$-particle system in $`3`$ dimensions. Then, $`XIR^{6N}`$ is the phase space of the system, and $`\varphi ^t`$ is an invertible transformation of $`X`$ into itself for all times $`tIR`$. Given a probability measure $`\mu _0`$ on $`X`$ at time $`0`$, the dynamics of the system induces an evolution which in terms of the measurable sets $`AX`$ can be expressed by

$$\mu _t(A)=\mu _0(\varphi ^tA),tIR.$$
(4)   
This expression defines the time evolution of the probability distribution in phase space, such that the “mass” in the set $`A`$ at time $`t`$, $`\mu _t(A)`$, is the same as it was in $`\varphi ^tA`$ at time zero, $`\mu _0(\varphi ^tA)`$. The measure $`\mu _t`$ can be seen as characterizing the state of the particle system at time $`t`$, in the sense that the expectation values of the “observables” $`𝒪`$ of the system (e.g. smooth functions of phase, $`𝒪:XIR`$) are given as averages of such functions with respect to $`\mu _t`$.

Gibbs Entropy: If $`\mu _t`$ has a density $`\rho _t`$ on $`X`$, i.e. $`\mu _t(dx)=\rho _t(x)dx`$, the Gibbs entropy of the system at time $`t`$ is defined by the quantity

$$S_G(t)=k_B_X\rho _t(x)[\mathrm{log}\rho _t(x)1]𝑑x$$
(5)   
where $`k_B`$ is Boltzmann’s constant.<sup>1</sup><sup>1</sup>1The constant “$`1`$” in the integrand of Eq.(5) is introduced only for consistency with the definitions of . We refer to $`S_G`$ as to a fine grained quantity to emphasize its difference from the coarse grained quantities defined below (e.g. Eq.(13)), in the sense that its definition involves an integral over $`X`$ instead of a sum over a partition by finite-volume sets of $`X`$.

Unfortunately, the stationary states of the current models of nonequilibrium physical systems, seen as dynamical systems, are represented by singular measures $`\mu `$ for which eq.(5) does not make sense . It is then argued (cf. , Section 8.6) that coarse grained entropies should be used to characterize these nonequilibrium stationary states “… especially if we want to keep the operational interpretation of entropy as a measure of disorder.” In the following subsections, we describe two classes of models, showing how singular measures arise.

### 2.1 Thermostatted systems

Consider an $`N`$-particle system whose equations of motion contain the action of an external force field $`𝐅^e`$ and compensating (“thermostatting”) terms, which eliminate the increase of the (dissipative) energy of the system due to the work performed on the particles by $`𝐅^e`$, so that the system will finally reach a nonequilibrium stationary state . The equations of motion of one such system are:

$$\{\begin{array}{ccc}\dot{𝐪}_i\hfill & =& 𝐩_i/m\hfill \\ \dot{𝐩}_i\hfill & =& 𝐅_i^i+𝐅_i^e\alpha (x)𝐩_i\hfill \end{array}i=1,\mathrm{},N;x(q,p)XIR^{6N},$$

with periodic boundary conditions, so that $`X`$ can be assumed to be compact. Here $`m`$ is the mass of the particles; $`𝐅_i^i`$ and $`𝐅_i^e`$ are the forces on particle $`i`$ due to the other particles in the system and to the external field, respectively; $`x(q,p)(𝐪_i,𝐩_𝐢)`$, $`i=1,\mathrm{},N`$, stands for the collection of all the positions and momenta of the particles; and $`\alpha (x)𝐩_i`$ represents the effect of the “thermostat” on the system. The thermostatting function $`\alpha (x)`$ is obtained from Gauss’ principle of minimum constraint  and is usually chosen in such a way that either the kinetic or the total energy of the system remain constant in time. We refer to such systems as thermostatted systems. For constant total energy \[isoenergetic (IE) constraint\], one obtains:

$$\alpha (x)=\alpha _{IE}(p)=\frac{_{i=1}^N\frac{𝐩_i}{m}𝐅_i^e}{_{i=1}^N\frac{𝐩_i^2}{m}},$$
(6)   
which shows that $`\alpha (x)`$ is of order $`O(1)`$ and is related to the dissipation or the (generalized) entropy production rate in the system.<sup>2</sup><sup>2</sup>2We speak of generalized entropy and of kinetic temperature below because our systems are not necessarily close to equilibrium. Our definition of kinetic temperature can be modified to involve the peculiar velocities, if the center of mass of the system is not at rest . Indeed, if we define the current (flux in IT) at time $`t`$ as $`𝐉_t=_i𝐩_i/m_t`$ (an average with respect to the time dependent distribution $`\mu _t`$) and similarly set the average $`_{i=1}^N\frac{𝐩i^2}{m}_t`$ equal to $`3Nk_BT_t`$, where $`T_t`$ is the kinetic temperature of the system at time $`t`$, then, for a constant external field $`𝐅^e`$ (force in IT) and for a large system (large $`N`$) , we can write:

$$\alpha _{IE}_t=\frac{𝐉_𝐭𝐅_𝐞}{3Nk_BT_t},$$
(7)   
which yields the IT entropy production rate per degree of freedom at time $`t`$.

Starting from a distribution $`\mu _0`$ on $`X`$ with density $`\rho _0`$, the time evolution of the dissipative system Eqs.(2.1),(6) gradually rearranges the distribution, concentrating it on sets of smaller and smaller volume in phase space. This produces what is usually called a phase space contraction, together with a sequence of more and more irregular densities $`\{\rho _t\}_{t>0}`$. In the long time limit, a singular distribution is obtained, which assigns a probability of one to sets of zero phase space volume. These sets are, in general, dense in $`X`$ if the external field is not too large, but with decreasing fractal dimension for increasing fields, till they are not dense anymore at high fields (cf.  for the Lorentz gas).

The rate of variation of $`S_G`$ for all $`t>0`$ is (, p.252):

$$\dot{S}_G(t)\frac{dS_G}{dt}(t)=3Nk_B\alpha _t+O(k_B\alpha _t),$$
(8)   
since the divergence of the equations of motion, Eqs.(2.1), is given by

$$\text{div}\dot{x}=3N\alpha (x)+O(\alpha (x)).$$
(9)   
We note that $`\dot{S}_G(t)`$ converges to a negative constant value, $`\dot{S}_G(t)3Nk_B\alpha _{ss}`$ for large $`N`$ and large $`t`$, where the subscript $`ss`$ in $`\alpha _{ss}`$ indicates the steady state value. The result is that $`S_G(t)`$ diverges to $`\mathrm{}`$ as $`t\mathrm{}`$ , and it does so in an approximately linear fashion after a given relaxation time. Equation (8) is similar in content to Eq.(16) of Goldstein, Lebowitz and Sinai  for positive times.

This dynamical description of a system in a nonequilibrium state yields the IT expression for the irreversible entropy production rate at any instant of time $`t>0`$, which is obtained from Eq.(7). Surprisingly, $`\dot{S}_G(t)`$ is observed to equal precisely the negative of this irreversible entropy production at all times $`t`$, cf. Eqs.(7,8). Thus, although so far it has not been possible to identify a quantity representig the entropy of the system, a connection between IT and an appropriately constructed function, somehow related to $`S_G`$, has been discovered. This, however, is not sufficient to imply that the entropy of the system should be linked with $`S_G`$. On the contrary, as discussed below in Section 4, the asymptotic divergence of $`S_G`$ suggests in fact that attempts to find such a link are likely to fail.

### 2.2 Multibaker maps with flux boundaries

A different class of nonequilibrium models is represented by finite multibaker chains coupled at both ends to infinite “reservoirs” , i.e. chains with flux boundary conditions. These models give rise, in the “macroscopic limit”,<sup>3</sup><sup>3</sup>3We put in quotes “reservoirs” and “macroscopic limit”, as they are crucial for a connection with IT as explained below. to stationary states characterized by singular measures in phase space, and are thought to behave similarly, on some respects, to certain ideal gas systems, such as the Lorentz gas considered by G in Chapter 8 of .

Several variations of these multibaker systems have been considered. We follow G’s definitions  first. The space of the multibaker map with flux boundaries $`X`$ is made of a chain of squares $`B_n=[0,1]\times [0,1]`$, $`n\{\mathrm{}2,1,0,1,2,\mathrm{}\}`$ each placed at one site of an infinite one-dimensional lattice, as depicted in Fig. 1. The central section of the chain, whose squares are labelled by $`n=0,1,\mathrm{},L`$, represents a system coupled to two reservoirs: one at its left boundary (the squares labelled by $`1,2,\mathrm{}`$), and the other at its right boundary (the squares labelled by $`L+1,L+2,\mathrm{}`$). Each $`B_n`$ contains a certain number of points, thought to represent noninteracting particles, distributed according to a given distribution $`\mu (n,x,y)`$ defined on $`X`$, whose time evolution is defined in different ways for the system and the reservoirs respectively. In practice, one time step moves the point $`(n,x,y)`$ (the point $`(x,y)`$ of $`B_n`$) to the point $`\varphi (n,x,y)`$, where

$$\varphi (n,x,y)=\{\begin{array}{ccc}(n1,2x,\frac{y}{2}),\hfill & 0x<1/2,& \hfill 1nL+1\\ (n+1,2x,\frac{y+1}{2}),\hfill & 1/2x1,& \hfill 1nL1\\ (n1,x,y),\hfill & 0x<1/2,& \hfill n0,nL+2\\ (n+1,x,y),\hfill & 1/2x1,& \hfill n2,nL\end{array}$$
(10)   
as depicted in Fig. 1. This dynamics is area preserving. Starting with appropriate initial point distributions in the infinite chain, one obtains a system of points coupled to two reservoirs, which feed points into the system at the fixed densities, $`\rho _+`$ (the left reservoir) and $`\rho _{}`$ (the right reservoir). By density we simply mean the number of points per unit area, in each region of $`X`$. During the time evolution a certain density profile is created, possibly converging to an invariant distribution in the long time limit.

Because infinitely many points are required for the reservoirs, the measure $`\mu `$ is not normalized. However, a probability distribution $`\chi `$ (cf. Eq.(39) below) can still be given for this system, considering the Poisson suspension measure associated with $`\mu `$ . In this case, the phase space $``$ of the system of “independent” points is part of the power set $`𝒫(X)`$ of the multibaker space $`X`$. In $``$, a “Gibbs entropy” can be defined as usual, if $`\chi `$ is not singular.

In the stationary state considered in  the density profile is made of two kinds of strips only: those having density $`\rho _+`$ and those having density $`\rho _{}`$, which are separated by straight line segments. In the squares which are closer to the left reservoir, the strips with density $`\rho _+`$ dominate, while those with density $`\rho _{}`$ dominate at the other end of the system, so that $`\mu (B_n)`$ is linear in the squares’ label $`n`$, for $`0nL`$. As long as $`L`$ is finite, the corresponding Poisson measure $`\chi `$ is not singular. However, in order to obtain results which serve the purpose of nonequilibirum statistical mechanics, singular measures are needed in G’s approach (cf.  p. 384). These are obtained in  through a “macroscopic limit”, defined by $`L\mathrm{}`$ and $`(\rho _+\rho _{})/L=`$constant. In this limit, the invariant distribution $`\mu `$ becomes singular: the strips with the two different densities become thinner and thinner and more and more numerous, while $`\rho _+`$ grows without bounds. The corresponding Poisson measure $`\chi `$ is also singular, hence $`S_G`$ cannot be defined.

An interesting generalization of G’s model was proposed by BTV . The baker space $`X`$ now consists of a chain of identical rectangles of sides $`a`$, in the horizontal direction and $`b`$ in the vertical direction, respectively, Fig. 2. The boundary conditions can still be implemented by two infinite reservoirs as above. The dynamics are also slightly more general (Fig. 2). Each rectangle is divided in three vertical strips of horizontal widths $`la`$, $`sa`$ and $`ra`$ (from left to right), respectively, where $`l,s,r0`$, and $`l+s+r=1`$. Each rectangle is also subdivided into three horizontal strips of width $`a`$ and heights $`rb`$ (bottom strip), $`sb`$ (central strip) and $`lb`$ (top strip). The leftmost strip of rectangle $`m`$ is compressed and expanded and moved to fit the bottom horizontal strip of rectangle $`m1`$ (nearest left neighbour); the central vertical strip of rectangle $`m`$ remains in rectangle $`m`$, but is stretched and compressed so that it fits in the central horizontal strip; the rightmost vertical strip of rectangle $`m`$ is stretched and compressed to fit the top horizontal strip of rectangle $`m+1`$ (right nearest neighbour). The same procedure is applied to each rectangle of the system, while the points of the reservoirs are merely translated to the left and the right, without volume compression or expansion, like in .<sup>4</sup><sup>4</sup>4G’s original model  then corresponds to taking $`l=r=1/2`$, and $`s=0`$.

Accordingly, after one time step, the distribution has changed in the chain, and with that the density of points in each rectangle as well as in each strip has changed. Let $`\varrho _m`$ be the density in rectangle $`m`$. This density evolves in the system like

$$\varrho _m(t+\tau )=(1rl)\varrho _m(t)+r\varrho _{m1}(t)l\varrho _{m+1}(t).$$
(11)   
Again, the invariant distribution $`\mu `$ in the baker space $`X`$ and the associated Poisson measure $`\chi `$, are singular and $`S_G`$ is not defined. However, the mechanism through which the singularities are created is not by taking a macroscopic limit like in , but by a combination of phase space contraction and boundary effects.

## 3 The coarse-grained approach

To avoid the fact that $`S_G`$ is not defined in the current models of nonequilibrium stationary states, as discussed in Subsections 2.1 and 2.2, several attempts have been made to replace $`S_G`$ by a coarse grained information entropy<sup>5</sup><sup>5</sup>5To clearly distinguish between the physical entropy of IT and dimensionless information related entropies, we follow Nicolis and Daems , and choose to call information entropy a dimensionless entropy-like quantity. which takes finite values in the case of both non-singular and singular distributions . This approach is invoked in order a) to give a precise meaning to the concept of nonequilibrium entropy ; b) to properly handle the singularities of the stationary states, without giving up the interpretation of entropy as a measure of disorder  p.370; c) to have a microscopic definition of the entropy production rate which agrees with that \[Eqs.(1)-(3)\] of IT . This would amend the restriction encountered in the usual thermostatted systems approach, where only the irreversible entropy production appears and not the complete description of IT, as given in Eq.(1). Here, we will follow GD’s approach and notation, which generalizes to some extent the previous ones, and emends some aspects of the original definitions of .

GD first consider a generating partition, $`𝒜`$, for the phase space $`X`$. Then a discretization of the time evolution by time steps of length $`\tau `$, is introduced to produce finer and finer partitions $`𝒜_{\mathrm{},k}`$:

$$𝒜_{\mathrm{},k}=\varphi ^{l\tau }(𝒜)\varphi ^{(l1)\tau }(𝒜)\mathrm{}𝒜\mathrm{}\varphi ^{(k1)\tau }(𝒜)$$
(12)   
by taking the intersections of the cells of $`𝒜`$ evolved by the dynamics of $`\varphi ^\tau `$ up to $`k1`$ time steps forward in time and up to $`\mathrm{}`$ time steps backwards in time.<sup>6</sup><sup>6</sup>6These partitions are intended to be rigid frames into which the phase space $`X`$ is subdivided once and for all. They are therefore not affected by the time evolution of the system, although the dynamics has been used to construct the partitions. Thus, once the partition $`𝒜_{\mathrm{},k}`$ has been made, it remains in place without any change, independently of the dynamical evolution of the system which takes place “through it”. The symbol $``$ indicates the intersection of all the sets of a given partition with those of another one. In particular, we have $`𝒜_{\mathrm{}+1,k}=\varphi ^\tau 𝒜_{\mathrm{},k}𝒜_{\mathrm{},k}`$. Also, GD indicate by $`\mu _t`$ the phase space distribution and by $`\nu `$ the Liouville measure.

GD information entropy:  Consider all the sets of the form $`B=_iE_i`$, with $`E_i𝒜_{\mathrm{},k}`$, i.e. all the sets which are unions of the cells of $`𝒜_{\mathrm{},k}`$. On these sets the GD coarse-grained information entropy $`S_{\mathrm{},k}^{GD}(B,t)`$ is defined by

$$S_{\mathrm{},k}^{GD}(B,t)=\underset{A𝒜_{\mathrm{}+1,k}B}{}\mu _t(A)\left[\mathrm{log}\frac{\mu _t(A)}{\nu (A)}1\right].$$
(13)   
where the sum is carried out over all $`A𝒜_{\mathrm{}+1,k}`$ whose union is $`B`$. 

The relation between $`S_{\mathrm{},k}^{GD}`$ and $`S_G`$, in the case that $`\mu _t`$ has a density $`\rho _t`$, is then given by:

$$S_G(t)k_BS_I(t)=k_B\underset{\mathrm{},k\mathrm{}}{lim}S_{\mathrm{},k}^{GD}(X,t),$$
(14)   
where we also defined the fine grained information entropy $`S_I`$. Hence, for regular measures, the coarse grained entropies approximate better and better their fine-grained counterparts, when the graining of phase space is made finer and finer. On the contrary, if $`\mu _t`$ is singular, $`S_G`$ and $`S_I`$ do not exist, while $`S_{\mathrm{},k}^{GD}`$ for any $`\mathrm{},kIN`$ does.

The total rate of information entropy change in a time $`\tau `$ is then defined by:

$`{\displaystyle \frac{\mathrm{\Delta }_{tot}S_{\mathrm{},k}^{GD}(B,t)}{\tau }}`$ $`=`$ $`{\displaystyle \frac{1}{\tau }}\left[S_{\mathrm{},k}^{GD}(B,t+\tau )S_{\mathrm{},k}^{GD}(B,t)\right]`$ (15)   
$`=`$ $`{\displaystyle \underset{A𝒜_{\mathrm{}+1,k}B}{}}\left[{\displaystyle \frac{\mu _t(\varphi ^\tau A)}{\tau }}\mathrm{log}{\displaystyle \frac{\mu _t(\varphi ^\tau A)}{\nu (A)}}{\displaystyle \frac{\mu _t(A)}{\tau }}\mathrm{log}{\displaystyle \frac{\mu _t(A)}{\nu (A)}}\right]`$   
where one has used Eq.(4), $`\mu _{t+\tau }(A)=\mu _t(\varphi ^\tau A)`$, to get the second equality. This rate of change is then decomposed by GD into a sum of three terms:

$$\frac{\mathrm{\Delta }_{tot}S_{\mathrm{},k}^{GD}}{\tau }=\frac{1}{\tau }\left[\mathrm{\Delta }_eS_{\mathrm{},k}^{GD}+\mathrm{\Delta }_{th}S_{\mathrm{},k}^{GD}+\mathrm{\Delta }_iS_{\mathrm{},k}^{GD}\right],$$
(16)   
where, $`\mathrm{\Delta }_eS_{\mathrm{},k}^{GD}(B)`$ is called the change in information entropy due to the flow between $`B`$ and its environment, $`\mathrm{\Delta }_{th}S_{\mathrm{},k}^{GD}(B)`$, the change in information entropy due to a thermostat in contact with the system, and $`\mathrm{\Delta }_iS_{\mathrm{},k}^{GD}(B)`$, that due to irreversible information entropy production in the system. This separation is based on an interpretation of thermostatted equations of motion for particle systems such as Eqs.(2.1), where the thermostatting term is seen as representing a real thermostat. We remark that $`S_{\mathrm{},k}^{GD}`$ is defined in terms of the phase space distribution $`\mu _t`$, hence changes of this distribution in phase space imply changes in $`S_{\mathrm{},k}^{GD}`$.

In particular, the information entropy change rate due to flow is defined by GD as originally done by G  by:

$`{\displaystyle \frac{\mathrm{\Delta }_eS_{\mathrm{},k}^{GD}(B,t)}{\tau }}`$ $`=`$ $`{\displaystyle \frac{1}{\tau }}\left[S_{\mathrm{},k}^{GD}(\varphi ^\tau B,t)S_{\mathrm{},k}^{GD}(B,t)\right]`$ (17)   
$`=`$ $`{\displaystyle \underset{A𝒜_{\mathrm{}+1,k}B}{}}\left[{\displaystyle \frac{\mu _t(\varphi ^\tau A)}{\tau }}\mathrm{log}{\displaystyle \frac{\mu _t(\varphi ^\tau A)}{\nu (\varphi ^\tau A)}}{\displaystyle \frac{\mu _t(A)}{\tau }}\mathrm{log}{\displaystyle \frac{\mu _t(A)}{\nu (A)}}\right],`$   
while the change due to the thermostat is defined by:

$`{\displaystyle \frac{\mathrm{\Delta }_{th}S_{\mathrm{},k}^{GD}(B,t)}{\tau }}`$ $`=`$ $`{\displaystyle \frac{1}{\tau }}\left[S_{\mathrm{},k}^{GD}(B,t+\tau )S_{\mathrm{}+1,k1}^{GD}(\varphi ^\tau B,t)\right]`$ (18)   
$`=`$ $`{\displaystyle \frac{1}{\tau }}{\displaystyle \underset{Aϵ𝒜_{\mathrm{}+1,k}B}{}}\mu _t(\varphi ^\tau A)\mathrm{log}{\displaystyle \frac{\nu (\varphi ^\tau (A))}{\nu (A)}}.`$   
In the first equality of Eq.(18), the partition $`𝒜_{\mathrm{},k}`$ is compared with its preimage under $`\varphi ^\tau `$, i.e. with $`𝒜_{\mathrm{}+1,k1}=\varphi ^\tau 𝒜_{\mathrm{},k}`$, which should correspond to a different degree of resolution of the phase space. The term $`\mathrm{\Delta }_iS_{\mathrm{},k}^{GD}(B,t)/\tau `$ in Eq.(16) is then deduced from Eq.(16) itself, once the other terms have been defined by the Eqs.(15),(17),(18).

### 3.1 Gilbert–Dorfman results

We first discuss the connection of GD’s theory with IT. For that, the term $`\mathrm{\Delta }_{th}S_{\mathrm{},k}^{GD}(B,t)/\tau `$ is crucial. Consider thereto the case in which $`B=X`$, and the system is in a stationary state characterized by the natural (invariant) measure $`\mu `$. If we denote by $`𝒥`$ the Jacobian determinant of the transformation $`\varphi ^\tau `$, we can write

$$\nu (\varphi ^\tau (A))=_{\varphi ^\tau (A)}𝑑x=\frac{\nu (A)}{𝒥(\varphi ^\tau (x__A))}$$
(19)   
where, under the assumption that the dynamics $`\varphi ^\tau `$ are smooth, $`x__A`$ is determined by the mean value theorem. Now, letting the graining of phase space become infinitely fine (i.e. letting $`\mathrm{},k\mathrm{}`$), we obtain:

$$\frac{\mathrm{\Delta }_{th}S_I}{\tau }\underset{\mathrm{},k\mathrm{}}{lim}\frac{\mathrm{\Delta }_{th}S_{\mathrm{},k}^{GD}(X)}{\tau }=_X\mathrm{ln}𝒥(x)\mu (dx)=\underset{j=1}{\overset{6N}{}}\lambda _j$$
(20)   
where the $`\lambda _j`$’s are the Lyapunov exponents determined by the dynamics $`\varphi ^\tau `$. The sum of the Lyapunov exponents is negative and $`\mu `$ is singular with respect to the Lebesgue measure if the system is strictly dissipative . Hence, $`\mathrm{\Delta }_{th}S_{\mathrm{},k}^{GD}(X)/\tau `$, for sufficiently large $`\mathrm{}`$ and $`k`$, will also be negative in such a case.

Combining this with the assertion that $`\mathrm{\Delta }_eS_{\mathrm{},k}^{GD}(X)`$ and $`\mathrm{\Delta }_{tot}S_{\mathrm{},k}^{GD}(X)`$ both vanish in the stationary state, allows GD to set:

$$\frac{\mathrm{\Delta }_iS_I}{\tau }\underset{l,k\mathrm{}}{lim}\frac{\mathrm{\Delta }_iS_{\mathrm{},k}^{GD}(X)}{\tau }=\underset{l,k\mathrm{}}{lim}\frac{\mathrm{\Delta }_{th}S_{\mathrm{},k}^{GD}(X)}{\tau }=\underset{j=i}{\overset{6N}{}}\lambda _j.$$
(21)   
so that the irreversible entropy production $`\mathrm{\Delta }_iS_{\mathrm{},k}^{GD}`$ has the proper positive sign for dissipative systems. The irreversible production is here obtained as the “loss of information” about the probability distribution in going from one level of resolution (that of $`𝒜_{\mathrm{}+1,k}`$) to another (that of $`𝒜_{\mathrm{}+2,k1}`$) level of resolution in the graining of phase space.<sup>7</sup><sup>7</sup>7We put in quotes “loss of information” to stress the fact that this does not directly correspond to the usual (Kolmogorov-Sinai) loss of information of dynamical systems theory. In fact, the second level of resolution is not necessarily coarser than the first, it is merely different. If $`𝒜`$ is a Markov partition, then $`𝒜_{\mathrm{}+2,k1}`$ is coarser than $`𝒜_{\mathrm{}+1,k}`$ in the stable directions . We remark that in the definition of $`\mathrm{\Delta }_eS_{\mathrm{},k}^{GD}`$, Eq.(17), and hence of $`\mathrm{\Delta }_iS_{\mathrm{},k}^{GD}`$, the term $`S_{\mathrm{},k}^{GD}(\varphi ^\tau B,t)`$ appears. However, there may be no collection of cells $`A`$ of $`𝒜_{\mathrm{},k}`$ whose union is the set $`\varphi ^\tau B`$. For this reason the finer partition $`𝒜_{\mathrm{}+1,k}`$ had to be introduced in the definition of the GD information entropy Eq.(13) (cf. Figure 3).

### 3.2 Gaspard’s results

In G’s book  a review of his previous work is given, in which a special kind of partitions was considered: partitions whose cells all have the same phase space volume $`\epsilon `$. This was only for simplicity and does not change the substance of the results. Therefore, we will denote G’s partition with the symbol $`𝒜`$.

Gaspard only considers systems of independent points coupled to infinite reservoirs (thought to represent driven systems of noninteracting particles) and proceeds with the construction of a Poisson suspension measure $`\chi `$, from which a coarse grained entropy can be defined. One can see that this coarse grained entropy reduces to the GD information entropy plus a rest term (cf. Eq.(41) below). Gaspard then argues that this rest term can be made small with respect to the GD information entropy by taking the size of the partition cells sufficiently small. Therefore, the rest term may be neglected, and G’s calculations are then equivalent to GD’s calculations. In particular, the term called $`\epsilon `$-entropy flow by G, Eq.(8.105) of , is nothing other than GD’s $`\mathrm{\Delta }_eS_{0,1}^{GD}`$, if one starts from a partition $`𝒜`$ made of equal cells of size $`\epsilon `$ and takes $`𝒜_{\mathrm{},k}`$ with $`\mathrm{}=0,k=1`$. The same holds for the $`\epsilon `$-entropy production, Eq.(8.106) of , which equals GD’s $`\mathrm{\Delta }_iS_{0,1}^{GD}`$. On the other hand, Gaspard only uses dynamics which are phase space volume preserving , and he does not consider the term $`\mathrm{\Delta }_{th}S_{\mathrm{},k}^{GD}`$.

Applying G’s theory to the case of multibaker dynamics one obtains the following relation, Eq.(8.125) of :

$$\mathrm{\Delta }_iS_{0,1}^{GD}=D\frac{(\rho )^2}{\rho }+\text{ higher order terms}$$
(22)   
where $`D`$ is the diffusion coefficient in the multibaker space $`X`$, $`\rho `$ is the density of the points moving through $`X`$ via baker-dynamics, while $`\rho `$ is the corresponding stationary state gradient of $`\rho `$ imposed by the presence of the unequal density in the boundary reservoirs. Note that the independence of the points, which allows the construction of a Poisson suspension, is crucial here to pass from a description in the phase space $``$ to the “1-point” (thought to be 1-particle) space $`X`$, making the operator $``$ a gradient in real space.

The quantity $`\mathrm{\Delta }_iS_{0,1}^{GD}`$ then turns out to have the desired form expected from IT for diffusion, which can be related to the (baker map) diffusion coefficient $`D`$ by, Eq.(8,126) of :

$$\underset{\epsilon 0}{lim}\underset{(\rho /\rho )0}{lim}\underset{L\mathrm{}}{lim}\frac{\rho }{(\rho )^2}\mathrm{\Delta }_iS_{0,1}^{GD}=D>0,$$
(23)   
where $`L`$ is the size of the system between the two reservoirs. Equations (22,23) represent the first instance in which IT-like expressions for diffusive systems were derived from an area-preserving map.

### 3.3 The Breymann-Tél-Vollmer results

In the more general multibaker model considered by BTV, two kinds of coarse grained information entropies were defined: one, $`S_m^{BTV,c}`$, using the densities of points in each rectangle of area $`ab`$, and another one, $`S_m^{BTV,C}`$, using the single horizontal strips (of area $`alb`$, $`asb`$ and $`arb`$ respectively) of each rectangle, Fig.2. The collection of baker rectangles constitutes one of the two partitions of the system considerd by BTV ($`𝒜_{\mathrm{},k}`$ in GD’s notation), while the collection of the three horizontal strips of all rectangles constitutes the other partition ($`𝒜_{\mathrm{}+1,k}`$). The two coarse grained quantities are

$`S_m^{BTV,c}=ab\varrho _m\mathrm{log}{\displaystyle \frac{\varrho _m}{\varrho ^{}}}`$ (24)   
$`S_m^{BTV,C}=arb\varrho _{m,b}\mathrm{log}{\displaystyle \frac{\varrho _{m,b}}{\varrho ^{}}}asb\varrho _{m,c}\mathrm{log}{\displaystyle \frac{\varrho _{m,c}}{\varrho ^{}}}alb\varrho _{m,t}\mathrm{log}{\displaystyle \frac{\varrho _{m,t}}{\varrho ^{}}},`$ (25)   
where $`\varrho ^{}`$ is a constant reference density, $`\varrho _{m,b}`$ is the coarse-grained density on the bottom horizontal strip of cell $`m`$, $`\varrho _{m,c}`$ is the coarse-grained density on the central strip and $`\varrho _{m,t}`$ is the coarse-grained density on the top strip of cell $`m`$. The variation in time of the coarse grained entropy $`S_m^{BTV,c}`$ is split into two terms: the flow term

$$\mathrm{\Delta }_eS_m^{BTV,c}(t)=S_m^{BTV,C}(t+\tau )S_m^{BTV,C}(t),$$
(26)   
which is assumed to be the same as the total variation $`S_m^{BTV,C}`$; and the irreversible information entropy production term

$$\mathrm{\Delta }_iS_m^{BTV,c}(t)=\left(S_m^{BTV,c}(t+\tau )S_m^{BTV,C}(t+\tau )\right)\left(S_m^{BTV,c}(t)S_m^{BTV,C}(t)\right).$$
(27)   
The sum of $`\mathrm{\Delta }_eS_m^{BTV,c}`$ and $`\mathrm{\Delta }_iS_m^{BTV,c}`$ is then the total variation of $`S_m^{BTV,c}`$ in one time step.

The next important ingredient of BTV’s approach is the macroscopic limit for these multibaker models. This uses an expansion up to second order derivatives in terms of the horizontal coordinate $`x`$ for the density:

$$\varrho (x\pm a)=\varrho (x)\pm a_x\varrho (x)+\frac{a^2}{2}_x^2\varrho (x).$$
(28)   
Furthermore, the system is seen as a biased random walk on the line, so that one can attribute to it a given drift velocity $`v`$ and a given diffusion coefficient $`D`$ for each choice of $`r`$ and $`l`$. The quantities $`r,l,v,D`$ can then be used to define a scaling for the parameters $`a`$ and $`\tau `$:

$$r=\frac{\tau D}{a^2}\left(1+\frac{av}{2D}\right),l=\frac{\tau D}{a^2}\left(1\frac{av}{2D}\right)$$
(29)   
so that a meaningful fine grained limit is obtained, in which both $`a`$ and $`\tau `$ tend to zero. Then, the following expression results for the irreversible information entropy production :

$$\sigma ^{BTV}=\frac{\varrho }{D}\left(vD\frac{\varrho }{\varrho }\right)^2$$
(30)   
which, in the case with $`r=l=1/2`$, i.e. $`v=0`$, reduces to the same formula as given by Gaspard, Eq.(22) above, except for the higher order terms present in Eq.(22).

Three observations are in order here. 1) The special choice of partitions made by BTV is not strictly necessary to obtain the BTV results. Different choices which are closer to GD’s $`𝒜_{\mathrm{},k}`$ are possible, as explained in the Appendix of . 2) It is possible to keep higher order corrections in the calculations sketched above, so that terms corresponding to G’s higher order terms of Eq.(22) can also be found within the BTV approach (cf. Ref.). 3) The scaling given by Eqs.(29) is such that the relaxation time difficulty discussed below in Section 4.2 does not appear in the BTV’s approach. This scaling has been recently adopted also by Gaspard and Tasaki in .

## 4 Difficulties

The results presented in the previous sections, give rise to a number of questions some of which we will discuss here, concentrating on their implications for a consistent dynamical theory of IT. In particular we will try to identify the range of validity of the results obtained, pointing out which problems should in our opinion still be clarified or overcome.

### 4.1 The phase space difficulty

Relations such as Eqs.(22),(30) for multibaker maps look similar to those obtained in IT where real-space gradients appear. However, this is somewhat misleading and due to the simplicity of the map, whose phase space has in practice only one active dimension, (the direction of the density gradient in  or the direction of “transport” in ), and to the assumption that the multibaker dynamics are valid substitutes for independent particle systems. In that case, indeed, there can be two situations: a) the system is infinite and can be described by a Poisson distribution; b) the system is finite, and the many-particle distribution factorizes. In both situations we are allowed to go from a description in the phase space $``$ to a description in the 1-point space $`X`$, where there is only one active (real-space) dimension. Then, entropy-like quantities can only flow in this direction, giving necessarily rise to real-space expression such as Eqs.(22),(30).<sup>8</sup><sup>8</sup>8Note that if the $`1`$-dimensional chain of baker maps is replaced by a $`d`$-dimensional lattice of baker maps, the active dimensions are $`d`$, and flows only occur in the $`d`$-dimensional real-space. This point will be examined further in Subsection 4.4.

Some difficulty emerges when this approach has to be applied to a wider clss of models than that of multibaker maps. In particular, interacting particle systems are not compatible with this approach. To study these situations some improvement of the presently developed approach is required. Indeed, following the general definitions and derivations given in , one immediately realizes that in principle the flows and the gradients computed there are all in terms of phase-space variables, and not in terms of real-space variables: $`\mathrm{\Delta }_eS_{\mathrm{},k}^{GD}(B)`$ represents a flow through the phase space volume $`B`$. Therefore, $`\mathrm{\Delta }_eS_{\mathrm{},k}^{GD}`$ given by Eq.(13) could be seen as the substitute for the flow $`𝐉_S^G`$ (Eq.(8.85) in )

$$𝐉_S^G=\left(\rho \mathrm{log}\rho \right)\dot{x},$$
(31)   
which takes place in phase space, in the case that the state of the system is represented by a singular measure, for which the Gibbs entropy is not defined. In turn, $`𝐉_S^G`$ is reminiscent of the convective entropy flow of IT, cf. $`𝐉_{s,c}`$ defined below Eq.(3), so that $`\mathrm{\Delta }_eS_{\mathrm{},k}^{GD}(B)`$ could be thought of as representing $`𝐉_{s,c}`$.<sup>9</sup><sup>9</sup>9In the case that the space of the system and of the reservoirs are combined, as for multibaker models, this flow term would account for the total entropy flow. However, the IT entropy flow takes place in real space, not in phase space, and the phase space cannot be reduced to real space if there are interacting particles, or if there is a flow in momentum space. Therefore, the diffusion coefficient $`D`$ present e.g. in Eqs.(23),(30), in a more general context would concern diffusion in phase space rather than in real space. It is not clear, then, how the Gibbs entropy flow or its coarse grained substitute introduced in , could be related to the IT entropy flow.

### 4.2 The relaxation times difficulty

In IT, the relaxation times of given processes, i.e. their approach from an initial state to a stationary state, are directly related to the transport coefficients. Obvioulsy, speaking of relaxation times, one should first indicate which physical quantities are observed to relax, and which tolerance is accepted in assessing the relaxation. In general, when dealing with particle systems, the relaxation time is intended to be determined by the relatively short Maxwell relaxation time, $`\tau _M`$, which is typically the time of a few collisions per particle. In fact, the main physical observables approximate within measurable errors their stationary values in such a time. In any case, given the observables in which one is interested (e.g. smooth functions of phase) and the relaxation tolerance, the times needed for these observables to approach precisely enough the relevant limiting values are determined by the dynamics alone. On the contrary, the coarse grained quantities discussed in  have relaxation times which strongly depend on the size of the cells of the coarse graining partitions.

This is similar to the problem of portraying the relaxation to equilibrium of an Hamiltonian system, by means of a coarse grained version of the Gibbs entropy . However, in our case the situation appears worse. Indeed, in equilibrium the Gibbs entropy equals the physical entropy of the system, at least. On the contrary, in the case of systems evolving towards nonequilibrium stationary states, characterized by singular measures, $`S_G`$ is not even defined in the stationary state. Hence, a coarse grained version of the Gibbs entropy in the study of relaxation towards nonequilibrium stationary states is at risk of being even less meaningful than in the case of relaxation towards an equilibrium state. We illustrate these facts with a simple example.

Why doesn’t the Gibbs entropy exist in the nonequilibrium stationary states of systems such as those described in Section 2? We have already seen that, starting from an initial state represented by a regular measure, hence with a given initial value of the Gibbs entropy, the time evolution is such that $`S_G(t)\mathrm{}`$ as $`t\mathrm{}`$. But, we could see more in detail why this happens, considering a simplified model of a thermostatted system of the kind discussed in section 2.1. The idea remains valid in general. Let the initial state be an equilibrium state, described by the microcanonical ensemble in a volume of size $`1`$, and let the stationary distribution be confined to a small (not dense) fractal region of phase space. This situation corresponds to a case with high forcing and consequent high dissipation. Let us take a phase space partition $`𝒜_{\mathrm{},k}`$, made of $`M`$ cells of equal size $`ϵ=1/M`$. The corresponding initial coarse grained information entropy then verifies

$$S_{\mathrm{},k}^{GD}(X,0)=1.$$
(32)   
In the following time evolution leading to a nonequilibrium stationary state, the overall phase space contraction due to dissipation makes the probability distribution gradually concentrate on smaller and smaller regions of phase space,<sup>10</sup><sup>10</sup>10Because we assume the attractor not to be dense in $`X`$, if the graining is sufficiently fine, there are cells of the partition which contain parts of the attractor and other cells which do not. until it differs from zero only on a number $`L=L(M)<M`$ of cells of the partition. Assuming for simplicity that the probability to find the system in each of these $`L`$ cells is the same, we then get

$$S_{ss}(M)\underset{t\mathrm{}}{lim}S_{\mathrm{},k}^{GD}(X,t)=L\left[\frac{1}{L}\mathrm{log}\left(\frac{1/L}{1/M}\right)+1\right]=\mathrm{log}\left(\frac{L(M)}{M}\right)+1.$$
(33)   
Therefore, since the fraction $`L(M)/M`$ tends to zero when $`M`$ tends to infinity, we have $`S_{ss}(M)\mathrm{}`$ for $`(1/M)=ϵ0`$. In other words, the fact that the phase space probability distribution is rearranged by the time evolution, so that sets of zero volume take a probability of $`1`$ in the stationary state, makes the Gibbs entropy diverge to $`\mathrm{}`$, indicating that there is no connection between the Gibbs entropy and the physical entropy of the system. This is still true even if the dissipation is small, and all sets of measure $`1`$ are dense in phase space.

Let us consider then, in more general terms, one thermostatted system evolving towards a nonequilibrium stationary state, whose initial state is represented by a regular measure $`\mu _0`$, for which the Gibbs entropy $`S_G(0)`$ is defined. In the following evolution, $`S_G(t)`$ gradually diverges to $`\mathrm{}`$, but at any positive time $`t`$ the distribution $`\mu _t`$ remains regular, and the corresponding Gibbs entropy can be approximated better and better by finer and finer coarse grained entropies, as in Eq.(14). Because of the divergence of $`S_G`$ and because the size of the partition cells needed in the definition of $`S_{\mathrm{},k}^{GD}`$ can be taken arbitrarily small, the total information entropy change, Eq.(15), can be kept different from zero during arbitrarily long times. Indeed, by taking finer and finer partitions, $`\mathrm{\Delta }_{tot}S_{\mathrm{},k}^{GD}(X,t)/\tau `$ will approach better and better, and for longer and longer times, the rate of decrease of the fine grained information entropy $`S_I=S_G/k_B`$, given by Eq.(8), which has a definite negative value of order $`O(N)`$ ($`3N\alpha _{ss}`$). Now, for every fixed $`t0`$ (which could exceed $`\tau _M`$ by any amount), the state of the system is represented by a probability measure $`\mu _t`$ which has a density $`\rho _t`$. Hence, given any tolerance $`\delta >0`$, and any time increment $`\tau >0`$, there will be an $`ϵ_{\delta ,\tau }>0`$ such that (cf. Fig.4):

$$\left|S_{\mathrm{},k}^{GD}(X,t)S_G(t)/k_B\right|<\delta \text{and }\left|S_{\mathrm{},k}^{GD}(X,t+\tau )S_G(t+\tau )/k_B\right|<\delta ,$$
(34)   
if the size of the cells of the partition $`𝒜_{\mathrm{},k}`$ is smaller than $`ϵ_{\delta ,\tau }`$. It follows that

$$\frac{\mathrm{\Delta }_{tot}S_{\mathrm{},k}^{GD}(X,t)}{\tau }=\frac{S_G(t+\tau )S_G(t)}{k_B\tau }+O\left(\frac{\delta }{\tau }\right)=\frac{1}{k_B}\frac{dS_G}{dt}+O(\tau )+O\left(\frac{\delta }{\tau }\right)=O(N),$$
(35)   
instead of $`\mathrm{\Delta }_{tot}S_{\mathrm{},k}^{GD}(X,t)/\tau 0`$, since we can take that $`O(\delta /\tau )`$ is $`O(1)`$ or less, because $`\tau `$ is fixed a priori.

Therefore, unphysical, partition dependent, relaxation times have been introduced through the coarse-graining procedure, which are extraneous to the dynamics of the system.

The approach of BTV  seems to avoid the problem of the relaxation times, because of the way its authors defined their macroscopic limit, cf. subsection 3.3. In this approach one does not take finer and finer partitions of each baker map rectangle; one only increases the number of rectangles between the reservoirs reducing their side $`a`$ and the length of the time step $`\tau `$, in such a way that Eqs.(29) are verified. Then, the fact that the number of time steps $`n`$ has to increase in order for the entropy to reach its stationary value could be balanced by the decrease of $`\tau `$, so that $`n\tau `$ may converge to a finite value. From this point of view, then, the BTV macroscopic limit should be preferred.

### 4.3 The difficulty of unphysical definitions

The relaxation times problem points out further difficulties: the very definition of the entropy flow and irreversible entropy production could be flawed. Indeed, the total rate of variation of the real IT entropy, $`\mathrm{\Delta }_{tot}S`$, relaxes to its stationary value zero in the relatively short time $`\tau _M`$, implying that this rate of variation becomes (and remains) smaller than a small $`\delta `$ within a time of order $`O(\tau _M)`$. Therefore, for any arbitrarily chosen time $`t`$ larger than $`\tau _M`$, if the cells of the partition are smaller than $`ϵ_{\delta ,\tau }`$, Eq.(35) yields:

$$k_B\frac{\mathrm{\Delta }_{tot}S_{\mathrm{},k}^{GD}(X,t)}{\tau }\frac{\mathrm{\Delta }_{tot}S(t)}{\tau }=k_BO(N),$$
(36)   
where the second term on the l.h.s. is $`O(\delta )`$ or less, and the second is of order $`k_BO(N)`$. Assuming with GD that $`\mathrm{\Delta }_eS_{\mathrm{},k}^{GD}(X,t)=0`$, one can rewrite Eq.(36), with (16) and (1), in the form

$$\frac{k_B}{\tau }\left[\mathrm{\Delta }_{th}S_{\mathrm{},k}^{GD}(X,t)+\mathrm{\Delta }_iS_{\mathrm{},k}^{GD}(X,t)\right]\frac{1}{\tau }\left[\mathrm{\Delta }_eS(t)+\mathrm{\Delta }_iS(t)\right]=k_BO(N).$$
(37)   
In particular, consider a value $`t`$ which is not necessarily exceedingly large, but larger than $`\tau _M`$. Without taking an extremely fine partition, and recalling that then $`k_BO(N)`$ is approximately equal to $`\mathrm{\Delta }_iS/\tau `$, as seen in subsection 2.1, we can write

$$\frac{k_B}{\tau }\mathrm{\Delta }_{th}S_{\mathrm{},k}^{GD}(X,t)\frac{1}{\tau }\mathrm{\Delta }_eS(t)\frac{k_B}{\tau }\mathrm{\Delta }_iS_{\mathrm{},k}^{GD}(X,t).$$
(38)   
But this contradicts IT, according to which the quantity on the left hand side of Eq.(38), being the overall coarse grained entropy flow, should approximately equal only the first term on the right hand side. Therefore, at least either $`\mathrm{\Delta }_iS_{\mathrm{},k}^{GD}`$ or $`\mathrm{\Delta }_{th}S_{\mathrm{},k}^{GD}`$ cannot be correct. For, if $`\mathrm{\Delta }_iS_{\mathrm{},k}^{GD}`$ is of order $`O(N)`$, as the irreversible entropy production should be, then $`\mathrm{\Delta }_{th}S_{\mathrm{},k}^{GD}`$ is not the external entropy flow, while it should be, and if $`\mathrm{\Delta }_iS_{\mathrm{},k}^{GD}`$ is not of order $`O(N)`$, then it cannot be an irreversible entropy production.

Therefore, the agreement between $`\mathrm{\Delta }_iS_{\mathrm{},k}^{GD}`$ and $`\mathrm{\Delta }_{th}S_{\mathrm{},k}^{GD}`$ in the stationary state with their IT counterparts achieved only after a coarse graining dependent relaxation time, appears accidental. This suggests that the very definitions of the various terms on the right hand side of Eq.(16) cannot be physically correct. Again, the macroscopic limit of BTV may fix this problem.

### 4.4 The multibaker space difficulty

Simple dynamical systems such as the multibaker maps are very useful in understanding many aspects of chaotic dynamics. In a sense we could say that they play in this context a role similar to that of exactly soluble models in equilibrium statistical mechanics. However, the solvability often goes at the expense of the degenerately simple nature of the models themselves, which, in the case of multibaker chains, becomes cause of concern when one wants to identify certain features of the multibaker dynamics with known IT properties of real systems.

In particular, in order to speak of a quantity in some way related to the Gibbs entropy, one would need a phase space, in which (at least up to canonical transformations) half of the dimensions represent the “configurations” of the system in space and the other half represents the “momenta”. Then, in that phase space a coarse grained information entropy can be defined, which multiplied by $`k_B`$ and in the limit of fine graining becomes the Gibbs entropy itself (if it exists). To do this in a multibaker chain one has to identify position and momentum variables. These are assumed by BTV to be represented by the horizontal (along the chain) direction, and by the vertical (along the thickness of the chain) direction, respectively. If this identification is correctly carried out, then the multibaker phase space, being $`2`$-dimensional, could only be a substitute for a $`1`$-particle model in one dimension. Alternatively, the $`1`$-particle distribution could be used to describe a gas of identical noninteracting particles, perhaps in the presence of obstacles, as in the Lorentz gas. However, even the picture of the gas of independent particles is at odds with the BTV interpretation of the multibaker dynamics: points at different heights along the vertical direction of the baker rectangles can move in exactly the same way under the baker dynamics of the model, while points which are at the same height can move in totally different directions. Therefore, the vertical direction has nothing to do with momentum space.

This problem could perhaps be fixed by interpreting the baker dynamics and phase space differently. Like in , one could assume that the multibaker phase space mimics a Poincaré section of a particle system such as the Lorentz gas. The dynamics is followed from rectangle to rectangle like a moving particle in the Lorentz gas is followed from collision to collision. In that case, the problem of identifying the momentum variables is not so important anymore. However, two new problems emerge. In the first place, the coarse grained entropy of the system should be expressed in terms of all the phase space variables, and not just in terms of the variables of the Poincaré section. Therefore, the contributions due to the direction of the flow need to be worked out. However, perhaps more importantly, with this interpretation one would also lose the possibility of taking the BTV macroscopic limit, because one cannot assume that particle collisions occur at a rate which is coarse graining dependent. This because in G’s interpretation one time step is the time elapsed between two collisions, but the time step goes to zero as the graining is made finer and finer in the BTV macroscopic limit.

### 4.5 Factorizability, entropy and entropy production

We now try to understand under which conditions the results obtained for multibaker models in the 1-point space are valid for independent many-points systems. This leads us also to an analysis of the relationship between the definitions of entropy and entropy production rate, given in -. We follow , also in order to point out some subtleties of that approach.

Consider a distribution $`\mu `$ in the 1-point baker space. The associated Poisson suspension, corresponding to a “gas” of infinitely many independent points , is characterized by the probability measure

$$\chi (C_{B,N})=\frac{\mu (B)^N}{N!}e^{\mu (B)};\text{with }\chi (C_{B,N}C_{B^{},N^{}})=\chi (C_{B,N})\chi (C_{B^{},N^{}})\text{if }BB^{}=\mathrm{},$$
(39)   
where $`\chi (C_{B,N})`$ is the probability of finding $`N`$ points in the 1-point volume $`B`$, and $`C_{B,N}`$ is the corresponding set in the phase space of the Poisson suspension. It is in this phase space that G can define his coarse grained $`\epsilon `$-entropy for a boundary driven system. If then $`\{B_i\}`$ is a partition of the 1-point space in cells of volume $`\epsilon `$, this entropy takes the form (cf. Eqs.(8.98),(8.99) of ):

$`S_\epsilon (\{B_i\})`$ $`=`$ $`{\displaystyle \underset{i}{}}{\displaystyle \underset{N=0}{\overset{\mathrm{}}{}}}\chi (C_{B_i,N})\mathrm{log}\chi (C_{B_i,N})`$ (40)   
$`=`$ $`{\displaystyle \underset{i}{}}\mu (B_i)\mathrm{log}{\displaystyle \frac{e}{\mu (B_i)}}+(\epsilon )`$ (41)   
where the rest term is

$$(\epsilon )=\underset{i}{}e^{\mu (B_i)}\underset{N=0}{\overset{\mathrm{}}{}}\frac{\mu (B_i)^N}{N!}\mathrm{log}N!.$$
(42)   
The terms inside the external sum are of order $`O(\mu (B_i)^2)`$ and higher, hence can be neglected in Eq.(41) if $`\mu (B_i)`$ is small. This is obtained for a multibaker system of length $`L`$, by taking sufficiently fine partitions, i.e. $`B_i`$ of sufficiently small volume.

This step is of fundamental importance for the IT-like results of  to be valid for a many-point system. In fact, these results are obtained using the first term of Eq.(41) only, neglecting $`(\epsilon )`$. However, in principle, $`(\epsilon )`$ could be large, compared to the first term in Eq.(41), because the macroscopic limit ($`L\mathrm{}`$ for multibaker maps) has to be taken before the fine graining limit (cf. discussion below Eq.(8.126) of ). This means that, however small the volume of $`B_i`$ might be, as long as it does not vanish, its measure $`\mu (B_i)`$ will be large in general, since the density will be large, making $`(\epsilon )`$ also large. In this case, neglecting $`(\epsilon )`$ implies that the IT-like results are not derived from the many-points distribution $`\chi `$, but instead from a kind of information entropy defined through the 1-point distribution $`\mu `$. Now, because $`\mu `$ is not normalized, it cannot be a factor of a many-points distribution, making those results valid only for a 1-point system.<sup>11</sup><sup>11</sup>11To have a normalized 1-point distribution, one would have to implement the boundary conditions in a different way, using, e.g., a compact phase space with bulk dissipative dynamics, like in thermostatted systems, or with biased dynamics in certain regions (e.g. the walls) of the system .

Gaspard overcomes this difficulty in an ingeneous way, by splitting the fine graining limit into two steps: The limit of vanishing linear size of the partition cells along the unstable direction is taken before the macroscopic limit, the remaining limit of vanishing linear size of the cells $`B_i`$ along the stable direction is taken after the macroscopic limit, so that the macroscopic limit “interrupts” the fine graining process. This way, the volumes of the partition cells are made vanishing before the macroscopic limit is taken, $`(\epsilon )`$ can be neglected and the results presented in Section 3. follow.

However, the fine graining limit, in particular the part taken before the macroscopic limit, comes at the cost of losing the coarse grained information entropy (which then diverges). Similar considerations hold also for the results of BTV and GD, therefore it seems that the knowledge of both the entropy and its production rate cannot be given together with the present approaches, as already noted for the thermostatted approach.

### 4.6 The thermostat difficulty

The need for the term $`\mathrm{\Delta }_{th}S_{\mathrm{},k}^{GD}(X)`$ in Eq.(15) was deduced by GD from the fact that the information entropy flow $`\mathrm{\Delta }_eS_{\mathrm{},k}^{GD}(X)`$ cannot represent an entropy flow between the system and its environment, if the system is closed or periodic. Nevertheless, this seems to be at odds with IT. Indeed, $`\alpha (x)𝐩_i`$ is merely introduced to enable the externally driven dynamical system to reach a stationary state as is done automatically by a thermostat in $`\mathrm{\Delta }_eS`$ in IT. In fact, it is for that reason that $`\alpha (x)𝐩_i`$ is usually referred to as the “thermostat” of the system. However, dynamically, this term has nothing to do with a real thermostat and, in fact, it appears in Eqs.(2.1) as a Lagrange multiplier, due to the application to the $`N`$-particle system of Gauss’ (purely dynamical) principle of minimum constraint, to make the system preserve its kinetic or total energy in the course of time. In the derivation of Eqs.(2.1), no use is made of the properties of any other dynamical system constituting a thermostat. Therefore, an interpretation of $`\alpha (x)𝐩_i`$ as representing an actual physical thermostat, which absorbs the dissipative energy created in the system by the external forces $`𝐅^e`$, and has an explicit representation in the entropy balance Eq.(15), is an interpretation which appears to have no basis in the purely dynamical nature of the equations (2.1) themselves.

What can be said, instead, is that Eqs.(2.1) serve as a convenient tool to describe a system in a nonequilibrium state by purely dynamical means, without incurring the technical difficulties posed by infinitely large reservoirs. That a real system would not settle on a nonequilibrium state without the presence of a real thermostat, seems irrelevant in the analysis of the dynamics of Eqs.(2.1).

## 5 Discussion

1.  The above discussion on the coarse grained approach to a complete dynamical theory of IT pointed out difficulties which we found in the current formulations. Therefore it seems to us that a coarse grained entropy approach based on $`S_G`$ does not provide at present a satisfactory connection with IT. The same can be said about thermostatted systems. However, for the latter systems the irreversible entropy production is at least unambiguously known at any time: in the transient as well as in the stationary state. This is not the case in the coarse grained description. Indeed, we pointed out various difficulties which affect the treatments of IT provided by BTV, G and GD. The approach of BTV could avoid the problems connected with the transient states, and it is worthwhile to further study this topic, but the phase space dynamics seems to be very special. On the other hand, the approach of G and GD was intended to describe stationary states only , despite the full time dependent treatment they give .

2.  It seems that the possibility of identifying in thermostatted systems other contributions, beyond the irreversible entropy production term, occurring in IT, is not obvious. On the basis of our analysis we would argue that, so far, the dynamics of thermostatted systems allows us only to identify the irreversible entropy production rate. It is obvious that a stationary state of a real system, with a given irreversible entropy production rate will be affected by an equal and opposite divergence of an entropy flow. Nevertheless, this does not emerge from the dynamics of thermostatted systems. The connection of dynamical properties of thermostatted systems with the term div$`𝐉_{S,tot}`$ occurring in IT, remains therefore unclear.

3. Although the idea of a possible connection between coarse-graining, information loss and entropy changes discussed here is very intriguing, as far as we can tell, it does not seem to work in its present form for macroscopic systems, as long as one connects it with $`S_G`$, which diverges to $`\mathrm{}`$. The fact that the rate of change $`\dot{S}_G`$ equals the irreversible entropy production rate of thermostatted systems does not seem to be a reason sufficient to assume that $`S_G`$ itself has any direct connection with the entropy of such a system. Morever, the connection of the information loss used here with the usual (Kolmogorov-Sinai) information loss, if any, and its relevance for the calculation of the IT entropy is also not clear to us. Therefore, it seems to us that further study of the connection of the dynamics of particle systems in nonequilibrium states and IT is still required.

## Acknowledgements

We would like to thank F. Bonetto, C.P. Dettmann, J.R. Dorfman, P. Gaspard, T. Gilbert, T. Tél and J. Vollmer for inspiring discussions. LR gratefully acknowledges support from GNFM-CNR (Italy) and from MURST (Italy). EGDC gratefully acknowledges support from the US Department of Energy under grant DE-FG02-88-ER13847.

## Figure captions

Figure 1. One time step in the evolution of the infinite multibaker chain. The squares with labels $`0,1,\mathrm{},L`$ constitute the system. The others constitute the reservoirs. One time step corresponds to one application of $`\varphi `$, which moves the poins with a given shade to the points with the same shade. This time evolution is volume preserving, hence it does not affect the density of points. Starting from any initial distribution, we see how the densities of the baths enter into the system. In the stationary state, only the blackest and the white densities fill the cells of the system.

Figure 2. One time step of the evolution of the BTV multibaker model. Unlike in Fig.1, there is phase space contraction here if $`lr`$. The same dynamics of Fig.1 is obtained if $`s=0`$ and $`l=r=1/2`$. One time step moves the points of the different vertical strips of rectangle $`m`$ with a given shade to rectangle $`m1`$, $`m`$ or $`m+1`$, respectively, with the same shade.

Figure 3. From left to right we have the partition $`𝒜`$, in in the baker square $`m`$, the partition $`\varphi ^1𝒜`$, and the partition $`\varphi ^1𝒜𝒜`$, in the baker square $`m+1`$, respectively. The preimage $`\varphi ^1A`$ of every set $`A`$ in cell $`m`$, which is the union of cells of $`𝒜`$, can be partitoned by cells of $`\varphi ^1𝒜𝒜`$, while it cannot be partitioned by cells of $`𝒜`$ itself.

Figure 4. In the left panel is depicted the decay of the IT entropy from a transient to a stationary state, which takes a time of the order of the Maxwell relaxation time (or is determined by an appropriate transport coefficient). Here we have assumed that the initial (equilibrium) entropy is higher than the steady state entropy. The right panel shows the decay of the coarse grained entropies for various partition sizes (curves labelled by $`(1)`$, $`(2)`$ and $`(3)`$), and the divergence of the Gibbs entropy (thickest line). All the coarse grained entropies start from the same value, and eventually settle on a plateau. However, they remain close (within a distance $`\delta `$, say) to $`S_G`$ for longer and longer times if the relevant partitions are finer and finer. Curve $`(1)`$ corresponds to the coarsest partition. The region delimited by curve $`(2)`$, by $`S_G`$ and by the two vertical (solid line) segments is made of points whose distance from $`S_G`$ is less than $`\delta `$.