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    Detailed Balance Explained To My Son
    By Tommaso Dorigo | July 30th 2009 10:00 AM | 12 comments | Print | E-mail | Track Comments
    About Tommaso

    I am an experimental particle physicist working with the CMS experiment at CERN and the CDF experiment at Fermilab. In my spare time I play chess...

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    Detailed balance is a simple and powerful rule to describe the dynamics of two-state systems.

    If you know the probability of a transition from a state A to the other state B of a physical system (in some appropriate time unit), and you also know the probability of the reverse reaction , then you automatically know what is equilibrium condition for N bodies distributed in the two states:

    .

    The above equation, together with the hypothesis (for a given total N), provides the "occupation numbers"  and of the two states at equilibrium. Since there are many physical systems in Nature which consist of two states, detailed balance is quite useful, and the dynamics of these systems end up being all similar to each other.

    A few years ago, after cleaning the tiles of our apartment in a seaside resort from the sand brought in by my children, I wrote a post explaining how detailed balance could be used by garbage collectors to optimize their technique of sweeping the floor. Today I was reminded of the few notions I had put together there when I tried to convince my son that, in order to get rid of a bee who had paid visit to his room, the best strategy was not necessarily the one of opening the window.

    The reasoning is the following: there is a sizable chance for the bee to find the way out in, say, five minutes. However, there are bees outside too, and the chance that any one of them comes in by the open window in the same time interval is small but not negligible.

    The act of opening the window creates a non-equilibrium situation, and it is not clear whether the equilibrium toward which the system goes is one with fewer bees in the room, or more.

    Say that the chance that the bee inside the room leaves is , and say that one of the bees around the house has a chance of getting in. Now, if there are more than 20 bees outside, detailed balance predicts that the system tends to go toward a situation with more than one bee in the room! That is evident by rewriting the equation above:


     
    which yields


        
    or, if the probabilities are of 1% and 20% as hypothesized above,  for .

    Now, the relation of detailed balance is an equilibrium condition. However, the motion of bees in and out of the room is a stochastic process subjected to fluctuations; for small N, one may observe any population distribution a finite fraction of the time.

    Indeed, as I was about to conclude my explanation of the maths above to my son, arguing that there were far too many bees outside for his strategy to succeed, the bee quietly flew out of the window, my son closed it, and I was immediately reminded that humans, like Maxwell's Daemon, have the power to invert the natural evolution of systems toward the state of maximum entropy.

    Entropy, however, will have to wait to be explained to my son. At least until I figure out an everyday example which cannot be cracked by such obvious cheating!

    Comments

    very good post, funny and informative. Thx Tommaso!

    1. The subject of how to teach science to one's child is in my opinion one of prime importance. Naturally we would like to give our children a headstart by explaining them in a simple way these ideas and tools which we had to discover laboriously. But at the same time, we have to do that very delicately, because a child's curiousity should be treasured and developed if it is become scientifical!

    2. You obviously largely overestimated the number of bees in the vicinity of the house.

    3. And I don't see that you've taken into account the net direction of the air current between room and outside, might have been one going outside if another window was opened ^_^

    dorigo
    Well, there are indeed many bees around here, especially during windless days... Yesterday evening there was a cluster of at least three dozen on the wall outside the door of our apartment. We are staying in a isolated house on a hill overlooking Simos beach in Elafonissos, south of Greece.
    As for the wind direction, sure -it is another variable to take in account. Indeed, the dynamics of two-state systems is described by having P() being not constant but variable, like functions of temperature. One of the best examples of applications of Gibbs statistics, if I remember correctly, is in fact the two-state system as a function of T.

    Cheers,
    T.
    rholley
    If I remember rightly, the famous scholar Al-Jahiz wrote that mosquitoes prefer the dark, and flies the light, so one could manipulate the situation to minimize discomfort by opening and closing one's windows.

    Although I can't now retrieve the exact selection, it is part of his

    Kitab al-Hayawan (Book of Animals)

     
    The link is worth reading for insight into scientific thought around 900 AD; and read on if you would like a vignette on how Africans and Arabs saw each other at that time.

    Robert H. Olley Quondam Physics Department University of Reading England
    dorigo
    Thanks Robert, I will have a look (when my internet connection sucks less than right now!) Cheers, T.
    We have myriads of bees which congregate around the couple of lavender plants not too far from the kitchen door which, all summer long, has been open during the day. The first bee of the summer entered our kitchen only yesterday. I guess our kitchen is just not that attractive in the UV to our bees. The number of bees which enter the kitchen may, indeed, be a function of the number around the house, but other (attractive) factors must be taken into account. Difficult to fabricate a control experiment.

    Bees 'aint atoms.

    dorigo
    I agree lumbricus, bees are not atoms, but the example seemed a good one -until I figured out that detailed balancing works best for systems with large populations... That is a worse flaw than the behavior of bees, which can still be described by some probability (the probability that a bee enters your house may be very tiny given what you say, but that is still ok for the two-state system).

    Cheers,
    T.
    Suppose spherical bee in vacuum.......

    dorigo
    :) I know that one, but I think it was with a spherical chicken, wasn't it ?
    T.
    Have you spawned a maxwellian demon?

    lumidek
    Dear Tommaso, first, I don't believe that your son didn't know that new bees could also fly *into* his room. 
    On the other hand, his expectation that it makes sense to assume that this won't happen before the bee inside leaves the room was very reasonable. It was really the only chance to get rid of her if opening the window is the only conceivable tool. Whether his chance to reduce the bees is high depends on the comparison of density of bees inside and outside.
    Second, I probably agree with Anonymous that your formulation about the human ability to resemble Maxwell's Deamon is misleading.

    Humans are certainly unable to circumvent the second law of thermodynamics, or to make the entropy decrease, as you bizarrely claim. Any such an apparent decrease is overcompensated by an increase of entropy.

    Feynman's fifth Messenger Lecture has a nice explanation why Maxwell's Deamons have to fail (using attempts to use chaotic motion to drive a wheel with teeth). See:

    http://research.microsoft.com/apps/tools/tuva/


    In the case of bees, you could erroneously calculate the entropy from the position of the bees only. But that's a negligible fraction of the entropy in the room. The entropy created by human work needed to intelligently remove a bee from the room numerically exceeds the decrease of the "bee position" entropy by many orders of magnitude - in fact, by 25+ orders of magnitude.

    It's impossible for the total entropy to macroscopically decrease.

    Johannes Koelman
    "Entropy, however, will have to wait to be explained to my son. At least until I figure out an everyday example which cannot be cracked by such obvious cheating!"

    Hmmm... that's a challenge. See here my attempt (with a bias towards the statistical physics interpretation of entropy).
    Entropy, however, will have to wait to be explained to my son. At least until I figure out an everyday example which cannot be cracked by such obvious cheating!

    Probably the better way for kids to learn what entropy is is by reminding them to clean up their room and put their toys back in their place after a day of play :)

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