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Concept
Poincaré recurrence theorem
Summary
In mathematics and physics, the Poincaré recurrence theorem states that certain dynamical systems will, after a sufficiently long but finite time, return to a state arbitrarily close to (for continuous state systems), or exactly the same as (for discrete state systems), their 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. Systems to which the Poincaré recurrence theorem applies are called conservative systems.
The theorem is named after Henri Poincaré, who discussed it in 1890 and proved by Constantin Carathéodory using measure theory in 1919.
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, any orbit that intersects this open set intersects it infinitely often.
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).
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Related courses (1)
MATH-518: Ergodic theory
This is an introductory course in ergodic theory, providing a comprehensive overlook over the main aspects and applications of this field.