On Irreversibility and Stochastic Systems: Part One

摘要

We attempt to characterize irreversibility of a dynamical system from the existence of different forward and backward mathematical representations depending on the direction of the time arrow. Such different representations have been studied intensively and are shown to exist for stochastic diffusion models. In this setting one has however to face the preliminary justification of stochastic description for physical systems which are described by classical mechanics as inherently deterministic and conservative. In part one of this paper we first address this modeling problem for linear systems in a deterministic context. We show that forward-backward representations can also describe conservative finite dimensional deterministic systems when they are coupled to an infinite-dimensional conservative heat bath. A novel key observation is that the heat bath acts on the finite-dimensional conservative system by {\em state-feedback} and can shift its eigenvalues to make the system dissipative but may also generate another totally unstable model which naturally evolves backward in time. In the second part, we address the stochastic description of these two representations. Under a natural family of invariant measures the heat bath can be shown to induce a white noise input acting on the system making it look like a true dissipative diffusion.