Concept

Irreversibility — where it appears

The one-way character of processes that lose track of a distinction, arising from a count of arrangements rather than from any law of motion. Every microscopic equation runs equally well backwards, so the arrow comes entirely from there being far more ways to be mixed than to be sorted.

Named by 21 essays across 7 fields — each of them below, with the objects they name alongside it.

Ways to arrange 10 coins. The number of distinct arrangements giving each number of heads, for 10 coins. Every individual arrangement is equally likely; the middle wins because there are more ways to reach it.

Entropy is a count, and the arrow of time is arithmetic

Nothing in mechanics prefers a direction. Entropy is not a force pushing things toward disorder — it is the observation that some outcomes have vastly more ways of happening than others.

thermodynamics · Entropy
A spike, spreading. The solution of the diffusion equation at three times, with a seeded random walk histogrammed behind it. The area under every curve is the same because nothing is lost; only the width changes, and it grows as the square root of the time.

The equation that only runs forwards, and the walk underneath it

A drop of ink spreads and never gathers. The equation describing it is one of the few in physics that is not reversible — and underneath it is nothing but a coin being tossed.

thermodynamics · Diffusion
Decay, and the ensemble it is a property of. 400 nuclei followed for 4 half-lives. The smooth curve is the exponential; the stepped traces are 3 independent runs in which every nucleus was given its own decay time and told nothing about the others. The number surviving halves at each dashed line — 200, 100, 50, 25 — and it halves again over the next interval regardless of how long the sample has already been sitting there, which is the property no ordinary clock has. The traces wander further from the curve as the numbers get small: at the end only about 25 are left and the scatter is a visible fraction of that.

A nucleus with no clock

A half-life is a precise number and no individual nucleus has one. Each has the same chance of decaying in the next second as it had on the day it formed, and the exponential curve is a property of the population rather than of any member of it.

quantum · Decay
The narrow packet is the one that spreads. Three packets on deep water, ω = √(gk), all built on the same 4 m carrier and differing only in bandwidth — 10%, 18%, 28% of the carrier wavenumber. Each curve is the width of the emitted envelope, measured as the second moment of its intensity about its own centroid in a frame moving at the group velocity, divided by that width at the start. The starting widths are 4.50 m, 2.50 m, 1.61 m, and the order of the curves is the reverse of the order of the widths: the shortest packet, which is the one with the widest spectrum, is the one that comes apart first. The dashed curves are √(1 + (t/τ)²) with τ = σ₀²/|d²ω/dk²| — computed from the dispersion relation, not fitted. They agree with the measured widths to 0.3% at 10% bandwidth, 3.3% at 18% bandwidth, 8.5% at 28% bandwidth, and that ordering is the second thing the figure says: the closed form keeps only the curvature of ω(k), so it is exact for a narrow spectrum and starts to fail for a wide one, by about as much as the cubic term is worth. A packet with no bandwidth would never spread at all, and would also never begin or end.

The packet that will not keep its shape

A group velocity is only the first thing a dispersion relation says. The second is that the packet spreads — at a rate fixed by its own bandwidth and by the curvature of ω(k) — so a short pulse comes apart quickly and a long one hardly at all. It is a trade quantum mechanics is usually given credit for, and classical waves make it too.

waves · Wave packets
The ceiling, inverted. How many joules of heat a perfect machine can move per joule of work, against the outside temperature, with the inside held at 21 °C. The upper curve is heating — T_h/(T_h − T_c), which is what the Carnot argument becomes when the cycle is run backwards — and the lower one is cooling the outside, T_c/(T_h − T_c). They differ by exactly one everywhere, to 1.8e-15 across the whole range as drawn, because the work put in is delivered as heat along with whatever was moved. The dashed line at one is a resistive heater, which is 100% efficient and is the worst option on the figure. At 7 °C and −7 °C the ideal coefficients are 21.0 and 10.5; a real machine reaching 25% of the ideal gets 5.3 and 2.6, which is still several times what burning the same energy would give.

The engine that pays back more than it takes

Carnot's argument puts a ceiling on how much work a flow of heat can be made to do. Run the same cycle backwards and the ceiling inverts into a floor that is greater than one — so a machine can deliver three or four joules of heat for every joule it consumes, and a perfectly efficient electric heater is the worst way to warm a room.

thermodynamics · Heat engines
The entropy of mixing, and the entropy of not mixing. The entropy gained when two ideal gases at the same temperature and pressure are allowed to mix, per particle and in units of Boltzmann's constant, against the proportion of the mixture that is the first gas. The curve has no property of either gas in it — not their masses, not their sizes, not how strongly they interact, since ideal gases do not — and it is largest at 0.500, where it reaches ln 2 = 0.6931. Below it is the same quantity for two samples of the SAME gas, which is zero at every proportion: removing the partition between two halves of a box of nitrogen changes nothing that can be measured, and putting it back recovers the original state. The two results are correct and they do not join up. Make the two gases more and more alike — two isotopes, then two nuclear spin states, then nothing at all — and the upper curve does not descend to meet the lower one; it stays exactly where it is until the two species become identical, and then jumps. What the figure is really about is that the jump is in the counting and not in the gas.

Mixing what is already mixed

Let two different gases into each other's halves of a box and the entropy rises by a fixed amount that contains nothing about either gas. Do it with the same gas on both sides and it rises by nothing. Make the gases more and more alike and the answer does not converge — it jumps.

thermodynamics · Entropy
Where a magnet actually sits on its own curve. The second quadrant of a magnet's B–H curve, for a material with a remanence of 1.28 T, and the load lines four shapes of it impose. A magnet's own poles put it in a reverse field of N·M, so the working point is where the curve meets the line B = −μ₀(1−N)/N·H. A long thin magnet with N = 0.02 keeps 98 per cent of its remanence and a squat one with N = 0.7 keeps 30 per cent — the same material, cut differently.

The magnet that has to fight its own field

A bar magnet's own poles put it in a reverse field, so the same material cut short and fat is weak and cut long and thin is strong. And a magnetised material does not have a magnetisation — it has a magnetisation and a history, which is why the word for what it does is the Greek for coming late.

electromagnetism · Magnetisation
The work one molecule and one bit are worth. The pressure of a gas of one molecule against its volume, at 300 K, in units of the volume it starts in. The shaded area is the work the molecule does pushing a partition out isothermally, and it is measured here by integrating the drawn curve rather than written down: expanding by 1.5× yields 0.4055 kT against ln 1.5 = 0.4055; expanding by 2× yields 0.6931 kT against ln 2 = 0.6931; expanding by 4× yields 1.3863 kT against ln 4 = 1.3863; expanding by 8× yields 2.0794 kT against ln 8 = 2.0794, agreeing to 2.0e-10. The doubling is the one that matters, because a partition inserted in the middle leaves the molecule on one side or the other, and knowing which is what lets the load be attached to the right face. That single expansion delivers kT·ln2 = 2.87 zeptojoules at 300 K. It looks like work extracted from one temperature, and it is — until the engine is asked to run again, which requires forgetting which side the molecule was on.

The bit that has to be paid for

One molecule in a box, a partition, and the knowledge of which side it went — enough, between them, to extract work from a single reservoir, which the second law forbids. The engine is real and the arithmetic is right. What closes the loophole is that the cycle does not finish until the knowledge has been thrown away, and throwing away one bit costs exactly what the expansion delivered.

thermodynamics · Entropy
The ceiling, the estimate, and three power stations. Two efficiencies against the ratio of the cold reservoir's temperature to the hot one. The upper curve is Carnot's 1 − Tc/Th, which is a ceiling on the work per unit of heat and is reached only by an engine that runs infinitely slowly, because a reversible heat flow needs a vanishing temperature difference to drive it and therefore infinite time. The lower curve is 1 − √(Tc/Th), the efficiency of an engine with finite thermal contact run for the most power rather than the most work. Three measured plants are marked: West Thurrock, coal runs at 36 per cent against a ceiling of 64 and a finite-time estimate of 40; CANDU, nuclear runs at 30 per cent against a ceiling of 48 and a finite-time estimate of 28; Larderello, geothermal runs at 16 per cent against a ceiling of 33 and a finite-time estimate of 18. Every one of them is closer to the lower curve — within 4.4 points at worst, against 16.5 at best from the ceiling. The second law is not what limits a working power station. What limits it is that somebody wants the electricity this year.

The engine that has to finish

Carnot's ceiling is exact and it is reached only by an engine that takes for ever, because a reversible heat flow needs a vanishing temperature difference to drive it. Ask instead for the most power rather than the most work per joule of heat, and the answer is a different function of the same two temperatures — and three measured power stations sit on it rather than on the ceiling.

thermodynamics · Heat engines
Two experiments, two computations, one coefficient. The Seebeck coefficient of a resonant conductor against where its resonance sits relative to the chemical potential, together with the Peltier coefficient divided by the temperature. The first is obtained by applying a temperature difference and finding the voltage that stops the current; the second by applying a voltage at uniform temperature and taking the ratio of the heat flow to the current. Different driving, different measurement, different integral — and the two curves agree to 3.8e-7 of the sweep's own scale across the whole of where they pass through zero and change sign. That equality is Kelvin's relation Π = ST, guessed in 1854 from an argument its author knew was not sound and proved by Onsager in 1931 from microscopic reversibility. It is not a property of this conductor; it holds for every one.

The second experiment that cannot disagree

Heat one end of a wire and a voltage appears across it. Pass a current through the same wire at uniform temperature and it carries heat. Those are two different experiments with two different apparatus, and the coefficient in front is the same number in both — not approximately, and not for some materials. The reason is that the equations of motion underneath look the same run backwards.

thermodynamics · Diffusion
The two holes a grain can fall through, and their exact sizes. Three equal spheres in contact, and four, drawn with the largest sphere that passes between them. The numbers are geometry and nothing else. Three mutually touching spheres put their centres on an equilateral triangle of side 2R, whose circumradius is 2R/√3, so the gap admits a sphere of radius 0.154701R — about a seventh. Four in a square admit 0.414214R, nearly half. A real packing contains both arrangements and everything between, so a grain smaller than the first threshold gets through everywhere, one larger than the second gets through nowhere, and one in between percolates slowly through the loosest routes. That is the whole size-dependence of segregation by percolation, and it is why the effect is reliable below about a seventh and erratic between a seventh and a half.

The big one comes to the top

Shake a jar of mixed grains and it sorts itself, which is the opposite of what shaking a mixture of gases does. There is no thermodynamic paradox in it because there is no temperature to speak of — and the mechanism is a piece of geometry with an exact number in it: a sphere fits through the gap between three touching spheres only below a radius ratio of 0.1547.

fluids · Granular matter
A magnetisation curve, and the same curve magnified. On the left, the position of a domain wall against the applied field, over the whole of a crystal. It looks like a curve. On the right, a window 2.0% of its width, taken 42% of the way across, at the magnification a sensitive measurement reaches: the wall does not move at all while the field rises, then jumps, then stops again. The largest jump in the window covers 0.67 units of wall position in no field change at all. There is nothing smooth underneath this — the smooth curve on the left is a staircase with 1400 steps in it, drawn small.

The curve that is really a staircase

A magnetisation curve is drawn as a smooth line and is nothing of the sort. Measured finely enough it is a sequence of jumps of every size, audible as a crackle in a coil, with no typical jump and no smooth motion underneath.

electromagnetism · Magnetisation
Effusion rate against molecular mass. The rate at which a gas escapes through a small hole, against its molar mass, normalised to hydrogen. The rate is a quarter of the number density times the mean speed times the area, and the mean speed goes as the inverse square root of the mass — so the rate does too, which is Graham's law of 1848. Hydrogen escapes four times faster than oxygen and 13.3 times faster than uranium hexafluoride. The practical consequence is isotope separation, and its difficulty is on this chart. The two uranium hexafluorides differ by 3 out of 352 in mass, so a single stage enriches by a factor of only 1.00429 — four parts in a thousand. Reaching 90 per cent from natural uranium's 0.72 per cent therefore takes about 1665 ideal stages, and a real cascade needs more because each stage is imperfect. That number is why gaseous-diffusion plants were among the largest industrial structures ever built, and why centrifuges — which separate by mass directly rather than by the square root of it — replaced them.

The gradient that drives the other thing

A concentration gradient drives a flow of matter and a temperature gradient drives a flow of heat. Each also drives the other, by coefficients that are equal — a relation nobody could have guessed and which follows from the fact that the underlying motion runs the same forwards and backwards in time.

thermodynamics · Diffusion
Runs that break the second law, and how often. The work done in a process repeated many times, and the same for the process run in reverse with its work reflected, for a free-energy change of 4 kT and a dissipation of 3 kT. The average work exceeds the free-energy change, which is the second law, and individual runs do not have to: the shaded tail is the fraction of runs that do less work than the free energy — trajectories in which the entropy of the universe went down — and it is 11.03% here. The two curves cross exactly at the free-energy change, whatever the dissipation, which is what makes an irreversible measurement able to report an equilibrium quantity.

The second law, with a probability attached

Entropy increases, on average. For a small system pulled quickly, individual runs go the other way — and how often is not a matter of taste but an exact number, fixed by a relation with no adjustable constant in it and no requirement that anything be near equilibrium.

thermodynamics · Entropy
Colder the bigger it is. The Hawking temperature against mass, on logarithmic axes, with the microwave background drawn across it. The slope is minus one exactly, so a heavier hole is colder — a negative heat capacity, which is the fact everything else here follows from. The two lines cross at 4.50e+22 kg, about a hundredth of the Moon's mass. Anything heavier than that is colder than the sky it sits in and absorbs more than it emits, so it grows rather than evaporates. A stellar-mass hole is at 6.2e-8 kelvin and will not begin to lose mass until the background has cooled below that, which takes something like 10¹² years. Evaporation is not something happening now to any hole anybody has observed.

The hole that outlives everything and then does not

A black hole radiates at a temperature that rises as it shrinks, so losing energy makes it lose faster. The whole history follows from that one sign: a life proportional to the cube of the mass, nearly nothing happening for almost all of it, and an end that arrives in a second.

astrophysics · Horizons
One temperature, four pawls, and nothing gained. The net rate of a ratchet whose gas and whose pawl are at the same temperature, against the load, for notches 2, 5, 10, 20 times the thermal energy deep. Every curve passes through zero at zero load and is negative everywhere else. The device is not merely unable to lift a weight; under any load at all it turns the wrong way and lets the weight down, converting its potential energy into heat in the gas. Making the notch deeper slows everything down — an exponential in the depth — and does not change the sign anywhere. That is the second law arriving as a mechanism rather than as a prohibition. Nothing was assumed about entropy; the pawl was simply allowed to be as warm as everything else, and its own fluctuations undo exactly the rectification it was there to provide. Any rectifier small enough for thermal noise to matter has this problem, and the rectifier being clever does not help, because the same noise reaches the cleverness.

The engine a fluctuation cannot run

A ratchet lets a shaft turn one way and not the other. Put a paddle in a gas on the same shaft and molecular collisions appear to become a lifted weight — an engine running on one reservoir. It does not work, and following exactly why turns the second law from a prohibition into a mechanism: the pawl is as warm as the gas, and it lifts whenever it is asked to.

thermodynamics · Heat engines
The quantity that went down, and the one that went up. The books for GW150914: two black holes of 36 and 29 solar masses merging into one of 62, with a final spin of 0.67. 3.0 solar masses left as gravitational waves, so the mass fell by 4.6 per cent. The total horizon area rose, from 107417 to 168330 in units of the Sun's gravitational radius squared — an increase of 57 per cent. The two progenitors are taken as non-spinning, which is the assumption that makes the test hardest to pass: a spinning hole of the same mass has a smaller horizon, so any spin they actually had would only widen the gap. Mass is the quantity that behaves the way energy usually does and it is not the one with a direction. Area is, and it is the reason the area has been read as an entropy ever since.

The area that is not allowed to shrink

Two black holes merge and the result weighs less than the sum, because three solar masses left as gravitational waves. The horizon area went up by more than half. Mass is the quantity that behaves like energy and it is not the one with a direction; area is, and the theorem saying so has been tested against a real merger.

astrophysics · Horizons
Two solutions, and nothing in the equations to choose between them. A spherical pulse leaving a point and a spherical pulse arriving at one, each drawn at three times 0.35, 0.6, 0.85 in units where the speed is one. Both are exact solutions of the same wave equation, which is checked here by differencing the drawn samples twice in space and twice in time and requiring the residual to vanish for each. The one on the left is what is always used; the one on the right is discarded, and the equations do not do the discarding. The incoming pulse grows as it converges for the same reason the outgoing one decays as it spreads — the same energy through a smaller sphere — and it is as consistent with conservation as its mirror image is.

The solution that is thrown away

Maxwell's equations admit a field that converges on a charge exactly as readily as one that leaves it, and nothing in them prefers either. Retardation is a boundary condition rather than a law. Which boundary condition is right has been argued about for a century, one of the answers makes the arrow of time a property of there being absorbers, and the laboratory version of the question — whether an atom emits at all — has a measured answer that depends on what is listening.

electromagnetism · Retardation
The entropy a substance keeps depends on how fast it was cooled. The entropy of a supercooled liquid in excess of its crystal's, against temperature, for a substance melting at 305 K with an entropy of fusion of 43 joules per kelvin per mole and a liquid heat capacity exceeding the crystal's by 62. The equilibrium curve — the one the liquid follows while it can still relax — falls steadily and would reach the crystal's entropy at 152.4 kelvin. It never gets there, because the liquid falls out of equilibrium first, at a temperature that depends on how long it is given: 0.01 s/K freezes at 196.1 K with 15.61 left, 1 s/K freezes at 188.1 K with 13.03 left, 100 s/K freezes at 182.1 K with 11.03 left. Ice's residual entropy is a count and does not move; a glass's is whatever it happened to have when it stopped being able to change, and that is a property of the experiment.

The entropy that depends on how fast it was cooled

Ice's residual entropy is a count, and it comes out the same whoever measures it. A glass's does not. A glass keeps whatever entropy it happened to have when its own relaxation time crossed the experiment's, so cooling ten times more slowly leaves less behind — and extrapolating the equilibrium liquid below that point takes its entropy under the crystal's at a finite temperature, which cannot happen and does not, for a reason that is still argued about.

thermodynamics · Third law
Nitrogen that runs the wrong way. The nitrogen mole fraction in each of two bulbs joined by a capillary, as in Duncan and Toor's experiment: one bulb starts with 0.50086 nitrogen and the rest carbon dioxide, the other with 0.49879 nitrogen and the rest hydrogen, at 35 °C. Solid curves: the capillary solved at each instant from the Maxwell–Stefan equations with the three pairs' diffusivities, 83.8, 68.0 and 16.8 mm²/s. Dashed: Fick's law for nitrogen alone, which can only let the two start values relax together. At the start the nitrogen gradient is 0.00207, yet nitrogen flows at 309 times the rate that gradient would drive. From 0.1 to 6.5 hours it flows from the bulb with less nitrogen into the bulb with more, opening a difference of 0.1468 at 6.5 hours; at 6.6 hours its flux passes through zero with a difference of 0.1468 still in place. Each gas is conserved to a part in 10⁹. The carbon dioxide moving out of the first bulb drags nitrogen with it, because the nitrogen–carbon dioxide pair has by far the smallest diffusivity and so the strongest friction.

The gas that flows towards more of itself

Fick's law says a substance diffuses from where there is more of it to where there is less. In a mixture of three gases, nitrogen can do the opposite for hours — flowing into the bulb that already holds more nitrogen, and then stopping while a difference remains — and in a welded bar of steel, carbon crosses into the side that is already richer. Nothing is wrong with the second law. Diffusion flattens chemical potential, and with more than two components, or a second element changing it, that is not the same as flattening concentration.

thermodynamics · Diffusion
A wall pulled away fast leaves the energy behind. The energy of a ball bouncing in a box whose wall is moved, against the length of the box, for 3 wall speeds — each a fraction of the ball's own starting speed — with the adiabatic prediction drawn dashed. Every collision is solved for exactly rather than stepped, so nothing here assumes the wall is slow. Moved slowly, the wall takes energy from the ball at the adiabatic rate, and the energy falls as the inverse square of the length. Moved as fast as the ball is moving, it takes almost nothing: the ball cannot catch a wall retreating faster than it travels, so the collisions stop and the energy stops falling. That is the difference between a gas pushing a piston and a gas expanding into a vacuum, and it is drawn here for one particle. At the end of the range the slowest wall leaves the energy at 0.058 of its starting value and the fastest at 1.000, against an adiabatic 0.065.

The wall that moves while the ball is in flight

Energy is conserved because the rules do not depend on the time. Move the walls of a box and the rules do depend on the time, so what is inside gains or loses without limit — and how much depends entirely on how fast. Moved slowly, a wall takes energy at exactly the rate the adiabatic law says; moved faster than the ball travels, it takes none at all, and the same box is a piston or a vacuum according to a speed.

mechanics · Energy

Named alongside it

The objects these essays reach for when they reach for this one.

EntropyThe second lawDetailed balanceThe Carnot cycleDiffusionEfficiencyEquilibriumFree energyHeat capacityMicrostatesRandom walkReversibility

All concepts