European Tribune

das monde:
Thermodynamically, energy flows are certainly important. To have cycles from low entropy states and back, energy input is needed. Dissipation waste is a typical feature of complex systems as well, but this is more a measure of over-exploitation (beyond thermodynamical equilibrium flow) of the principal energy source (the Sun).
Complex systems live by feeding off (given) energy flows, but while dissipation is a necessary feature of complex systems, it is not just a measure of how wasteful complex states are in relation to simple ones. The given energy flows are from low-entropy to high-entropy states and a simple undisturbed flow wastes all that high-quality energy in the form of dissipated heat, so in terms of the ratio of useful work to wasted dissipation, simple states do worse.

To make this precise, take heat conduction in water between a hot source and a cold sink. If the conduction happens through a smooth succession of intermediate temperatures, then there is entropy production proportional to the square of the temperature gradient throughout, and all the useful energy is dissipated as heat in this way. That is simplicity. Suppose that convection sets in. Then you have a structured cyclic flow which can be used to produce work. Instead of having temperature gradients and heat dissipation throughout you have masses of fluid travelling between the hot and the cold point and back again which minimizes the entropy loss due to heat conduction. The tradeoff is dissipation due to viscosity   - but like I said some work can be extracted from the motion.

he following picture emerges: cooperative networks, or stable gene pools, or self-enforcing patterns of impulses and events, remain stable for a long period of time, and have a 'rather nice' cooperative character, but they get punctuated by breakthroughs of simplistic viral patterns. A bust follows, possibly sharply enhanced by the core system so that the 'fools' would have little chance to adopt, and then cooperative networks rebuild themselves after a brief pause.
Maybe this is analogous to the fleeting structures that form and decay spontaneously in a turbulent flow - the idea is that you don't want to live in a static regime, but you don't want to live in turbulence either. You want to have as much structure as possible, but (to drop some more jargon again) you want to be this side of "period three" in the period-doubling cascade. Sort of like a game of blackjack: the closer to 21 the better, as long as you don't exceed it.

When the capital development of a country becomes a by-product of the activities of a casino, the job is likely to be ill-done. — John M. Keynes
by Migeru (migeru at eurotrib dot com) on Wed Apr 9th, 2008 at 12:33:08 AM EST
[ Parent ]
Migeru:
Complex systems live by feeding off (given) energy flows, but while dissipation is a necessary feature of complex systems, it is not just a measure of how wasteful complex states are in relation to simple ones. The given energy flows are from low-entropy to high-entropy states and a simple undisturbed flow wastes all that high-quality energy in the form of dissipated heat, so in terms of the ratio of useful work to wasted dissipation, simple states do worse.

I have difficult questions for Migeru.

Firstly, I am wondering, how necessary is dissipation waste given a constant energy source? Could a system, in principle, recycle anything it produces within finite time, without local entropy increase, so that overall entropy increase would be accounted at the energy source alone? Or does any 'work' requires local dissipation?

I agree that energy flow could be wasted without any work. Are there any theorems how much work (or complexity, or information) can be maximally created from a given energy and waste budget?

On the other hand, is waste necessarily synonymous to entropy increase? In the simple head conduction example, energy flow could be potentially useful if organized in some way, but that waste is not harmful either, since there is not much organization to break. Are we wasting Sun's energy by letting it escape to the space?  

In some sense, the 'real' waste is some output impending the system itself or 'someone' else. How much waste of this kind does a growing system has to produce?

I did not find much on 'period three' googling, except the theorem of Li & Yorke that any one-dimensional system which exhibits a regular cycle of period three will also display regular cycles of every other length as well as completely chaotic cycles. Though I am a bit confused how this theorem applies to this example.

by das monde on Wed Apr 9th, 2008 at 03:39:44 AM EST
[ Parent ]
das monde:
I did not find much on 'period three' googling, except the theorem of Li & Yorke that any one-dimensional system which exhibits a regular cycle of period three will also display regular cycles of every other length as well as completely chaotic cycles. Though I am a bit confused how this theorem applies to this example.
When I said
the idea is that you don't want to live in a static regime, but you don't want to live in turbulence either. You want to have as much structure as possible, but (to drop some more jargon again) you want to be this side of "period three" in the period-doubling cascade
the period-doubling cascade is the transition from order to chaos as the speed of a dynamical system is increased. you can see "period three" in the vertical gap towards the right edge of the picture. To the left of that is the "period-doubling cascade" which in this case is mislabelled "chaotic region". Chaos is to the right of the period-three gap: while to the left one finds only periodic limit cycles of arbitrarily long periods, to the right one finds quasiperiodic limit orbits.

das monde:

On the other hand, is waste necessarily synonymous to entropy increase? In the simple head conduction example, energy flow could be potentially useful if organized in some way, but that waste is not harmful either, since there is not much organization to break. Are we wasting Sun's energy by letting it escape to the space?  
Yes, entropy increase represents energy that could have been converted to work but hasn't. In that sense, I am trying to make "waste" precise and quantifiable.

das monde:

I agree that energy flow could be wasted without any work. Are there any theorems how much work (or complexity, or information) can be maximally created from a given energy and waste budget?
Yes, Carnot's theorem.

Entropy is heat divided by temperature. Entropy never decreases. If heat flows from a hot source to a cold sink, the heat received by the cold sink is some fraction (between Tcold/Thot and 1: call this fraction x) of the heat given out by the hot source. The entropy received by the cold sink is the fraction 1 ≤ x Thot/Tcold ≤ Thot/Tcold of the entropy given out by the hot source. The more work is extracted the less entropy is created. It is possible (theoretically) to extract maximal work with zero entropy production. Spontaneously, no work is done and maximal entropy is generated.

Normally the efficiency of (ideal) heat engines is quoted as 1 - Tcold/Thot, which for real engines is 1 - x (with the definition of x I gave above). I think it is instructive to consider also the ratio of work to unnecessary heat produced. That would be (1 - x):(x - Tcold/Thot) but we know that people like to reduce things to a single number.

I hope this goes towards answering

Firstly, I am wondering, how necessary is dissipation waste given a constant energy source? Could a system, in principle, recycle anything it produces within finite time, without local entropy increase, so that overall entropy increase would be accounted at the energy source alone? Or does any 'work' requires local dissipation?


When the capital development of a country becomes a by-product of the activities of a casino, the job is likely to be ill-done. — John M. Keynes
by Migeru (migeru at eurotrib dot com) on Wed Apr 9th, 2008 at 04:27:49 AM EST
[ Parent ]
Thanks, Migeru! I will chew on this.

Does Carnot's theorem mean that the fraction x of the energy must dissipate? What is the "cold sink" in Earth's biosphere, or in the global economy? What is its "temperature"?

Spontaneously, no work is done and maximal entropy is generated.

How fast are simple undisturbed flows transformed into entropy? There seem to be examples of non-dissipating flows, until they reach dissipating objects.

by das monde on Wed Apr 9th, 2008 at 05:16:38 AM EST
[ Parent ]
Carnot's theorem means that the fraction Tcold/Thot of the energy wasn't convertible into useful work to begin with. It doesn't "dissipate" in that it is inevitable that it will flow out of the system into the "cold sink". I understand "dissipation" as entropy producion inside the system, not across its boundaries. In that sense, x - Tcold/Thot does dissipate, and 1 - x is converted into work.

If you like, you can take the "hot source" for the earth as the Sun's photosphere and the "cold sink" the average temperature of the Earth (more precisely, the temperature of the heat radiated to space by the earth). There is little prospect of changing those temperatures or the amount of energy flowing, so the parameters of the system are fixed. We get to tweak x. Note also that the energy used by the Earth's systems to provide "ecosystem services" is part of the "dissipation". It might be okay to replace the natural cycles with more efficient artificial cycles providing the same services, but disturbing the "services" to divert energy to making "stuff" is a Bad Idea™

How fast are simple undisturbed flows transformed into entropy? There seem to be examples of non-dissipating flows, until they reach dissipating objects.
That is a different question altogether. Suppose you have a cold and a hot reservoirs separated by a thick wall of copper or cork. In equilibrium, the temperature profiles will be the same inside the walls, and the amount of entropy produced by a given amount of heat flowing will be the same; but copper is a good conductor and cork is a good insulator, which means that the time-rate of heat flow is high in one case and low in another and so is the time-rate of entropy production.

In the case of the Earth we don't get to replace cork with copper, but we may be able to rearrange the cork creating denser areas and air pockets and moving parts in such a way as to extract some useful work from the heat flow.

When the capital development of a country becomes a by-product of the activities of a casino, the job is likely to be ill-done. — John M. Keynes

by Migeru (migeru at eurotrib dot com) on Wed Apr 9th, 2008 at 05:57:33 AM EST
[ Parent ]
Migeru:
Carnot's theorem means that the fraction Tcold/Thot of the energy wasn't convertible into useful work to begin with. It doesn't "dissipate" in that it is inevitable that it will flow out of the system into the "cold sink". I understand "dissipation" as entropy producion inside the system, not across its boundaries. In that sense, x - Tcold/Thot does dissipate, and 1 - x is converted into work.
Um, not exactly.

x flows into the cold sink.  Of this, Tcold/Thot flows into the cold sink inevitably, and the rest (x - Tcold/Thot) as a result of not being captured in the bulk. That is definitely wasted.

Now, the remaining 1 - x can either be dissipated in the bulk or captured as "useful work".

Back in the ecological analogy, 1 - x is made up of the energy dissipated by the weather system, and the energy used by the biosphere, of which we're taking an ever large share.

When the capital development of a country becomes a by-product of the activities of a casino, the job is likely to be ill-done. — John M. Keynes

by Migeru (migeru at eurotrib dot com) on Wed Apr 9th, 2008 at 06:23:42 AM EST
[ Parent ]
The minimal portion Tcold/Thot does flow into the cold sink, as you say, so it is reasonable to see it as necessary dissipation. After all, "we" have the option of not using the high quality energy, and let it flow for later better "use" (by anyone).

I am inclined to see now that some local waste is inevitable. To sort the mess, even a colder sink would be needed (say, the outer space). What does it imply for global warming by the greenhouse effect? Are we not letting infrared photons (as "waste" from high energy Sun photons) to escape the earth, and so we have to suffer "unexportable" entropy increase throughout all planet's systems?

by das monde on Thu Apr 10th, 2008 at 03:11:23 AM EST
[ Parent ]
It is not dissipation. It is the fraction of the energy flow that cannot be recovered even in principle. That's why 1 - Tcold/Thot is the theoretical efficiency of an ideal heat engine (again, Carnot). You cannot exceed that limit, even if you try. It's The Law (2nd of Thermodynamics).

The fraction 1 - Tcold/Thot is the "high-quality energy" that we can let dissipate, be captured by the ecosphere, or use ourselves.

Some local waste is inevitable, but that's more in the nature of an engineering problem if you like. There's no reason in principle why very close to 100% of 1 - Tcold/Thot cannot be tapped. That's what a Type-1 civilisation does.

As for lowering the cold temperature, if we decided to run large industrial facilities in space they could run at low temperatures and reduce the Tcold. Note that the Earth is warmer than it would be if it had no atmosphere: we already have a substantial greenhouse effect making the Earth habitable and keeping Tcold relatively high.

When the capital development of a country becomes a by-product of the activities of a casino, the job is likely to be ill-done. — John M. Keynes

by Migeru (migeru at eurotrib dot com) on Thu Apr 10th, 2008 at 03:19:46 AM EST
[ Parent ]
My main focus is not whether energy is used most effectively, but how much 'waste' has to be dumped locally. In many texts on complex systems, including on self-organized criticality, I read that dissipation waste is a characteristic feature of complex systems.  So I wonder, how necessary is this feature.

What do you mean with "Some local waste is inevitable..."? Do you mean here that the minimal portion Tcold/Twarm of energy will go to 'warm' the cold sink? That in principle reduces its quality other things being neutral, however minutely, right? Or do you mean that ideally we could actually have no waste, in whatever sense?  

by das monde on Thu Apr 10th, 2008 at 04:36:29 AM EST
[ Parent ]
The "cold sink" is outside the system. What flows into it is not local and it (at least the Tc/Th bit) is also IMHO not waste since the 2nd law of thermodynamic says it is impossible to capture it. If it is impossible to capture it, not capturing it is not wasteful.

It is the part that could be captured but isn't that is wasted (i.e., if more than  Tc/Th flows out to the cold sink, the excess can properly be described as wasted - some of this waste will indeed occur because of local dissipation). The part that is not wasted may or may not be exploited "usefully".

My main focus is not whether energy is used most effectively, but how much 'waste' has to be dumped locally. In many texts on complex systems, including on self-organized criticality, I read that dissipation waste is a characteristic feature of complex systems.  So I wonder, how necessary is this feature.
When people talk about "dissipation" in this context what they mean is that the local dynamics does not conserve energy. There is an external energy input and energy gets "dissipated" out of the system. This is necessary for complex systems because complex systems, like I said at the top, require an external energy flow to feed off.

Once again, my philosophy here is that the spontaneous arrangement of a stationary flow does no work and dissipates all the energy that could usefully be captured as work. Self-organisation of the complex system arises when the flow is fast enough as to trigger a period-doubling cascade (the stationary flow becomes unstable at the point of the first bifurcation). Then some of the energy is used to drive the (quasi)periodic limit cycle (self-organisation), that is, to do work against local dissipation (inside the system) and less flows out directly.

When the capital development of a country becomes a by-product of the activities of a casino, the job is likely to be ill-done. — John M. Keynes

by Migeru (migeru at eurotrib dot com) on Thu Apr 10th, 2008 at 05:35:55 AM EST
[ Parent ]
More mistakes from hasty writing (and thinking)...Migeru:
you can see "period three" in the vertical gap towards the right edge of the picture. To the left of that is the "period-doubling cascade" which in this case is mislabelled "chaotic region". Chaos is to the right of the period-three gap: while to the left one finds only periodic limit cycles of arbitrarily long periods, to the right one finds quasiperiodic limit orbits.
In the picture you can see gaps opening up in the cascade to the left of thh "period three" gap. A "period six" gap is clearly visible. That's already in the chaotic region. So "this side of period three" is at best a fancy way of speaking (the idea is the near region of the period-doubling cascade, where only periodic cycles with power-of-two periods are found). If you like you can use "this side of the edge of chaos", an expression that has been used, for instance, by Stuart Kauffman, though I am not sure who originated it.

When the capital development of a country becomes a by-product of the activities of a casino, the job is likely to be ill-done. — John M. Keynes
by Migeru (migeru at eurotrib dot com) on Wed Apr 9th, 2008 at 06:34:27 AM EST
[ Parent ]
The period three gap is that widest one, closest to the right edge, right? Why the gap is so wide? Does the period 3 occurs at the right edge of the gap, or at its middle? I assume that the "period 6" gap is to the right of the cascade intersection labeled "Chaotic region".

To my view, chaotic regions of deterministic models can be fine for complex systems. As the deterministic model is merely an approximation, the actual system might pick up and stabilize several near-cycles of the deterministic model, as basis of its working. It is imaginable that the system would "force" those basic regularized cycles when needed, or could sometimes "relax" and allow a random drift.

On the other hand, being close to the edge of chaos might be the most effective way to switch between functional regimes (which would be based on stable cycles on the "quiet" side) and opportunistic drifts (which would be switched on by crossing the chaos boundary). Did anyone think like that?

The simplest r/K selection model is based on Verhulst's logistic equation. Did anyone look in natural ecosystems for exact bifurcation proportions that follow from the same diagram?

by das monde on Thu Apr 10th, 2008 at 02:58:24 AM EST
[ Parent ]
das monde:
The simplest r/K selection model is based on Verhulst's logistic equation. Did anyone look in natural ecosystems for exact bifurcation proportions that follow from the same diagram?
You should be able to observe chaotic behaviour in the population series of strongly r-selected species whose lifetime is shorter than a year - say, insects which have a certain population one year and leave their eggs to hatch the following spring.  I believe chaotic behaviour has indeed been observed in such ecological systems. If you click on the bifurcation diagram, a magic carpet will take you to a thread where ATinNm and I hash it out.

If you really want to delve into the relationship between periodic, quasiperiodic and chaotic behaviour, I can suggest no better source than Predrag Cvitanovic's webbook. You should be able to read at least the introduction and some of the introductory chapters before the math becomes impossible :-)

The period three gap is that widest one, closest to the right edge, right? Why the gap is so wide? Does the period 3 occurs at the right edge of the gap, or at its middle? I assume that the "period 6" gap is to the right of the cascade intersection labeled "Chaotic region".
I am not sure that the exact features of the bifurcation diagram (such as the position and width of the period-3 and period-6 gaps) are entirely universal, but they might well be. The honest answer is I don't know the answer. But the period 3 starts in the middle of the gap: imagine a vertical line cutting the diagram: each line in the diagram will cut your line at the position of one of the points in the limit cycle. That way you can see the position of the 3-point cycles. The horizontal direction is the r parameter, and the vertical direction the population.

I'd like to send you an e-mail about the thermodynamic heat/work/dissipation/entropy stuff we discussed yesterday. Can you drop me an email at my public address?

When the capital development of a country becomes a by-product of the activities of a casino, the job is likely to be ill-done. — John M. Keynes

by Migeru (migeru at eurotrib dot com) on Thu Apr 10th, 2008 at 03:10:51 AM EST
[ Parent ]
One question before I log off: How far is Earth's system (or its subsystems) from the thermodynamic efficiency limits?

I was making a point recently that while physical causality and models are interesting, some Darwinian or cybernetic dynamics might be more important for complex systems:

Generally, to have interesting developments, you need cyclic chains of events, or possibility to return to previous states. Classical thermodynamics kind of forbids cycles in equilibrium regimes; to have dynamics back to higher entropy states you need energy input. Once cycles of events are possible, they may organize and evolve themselves in some vaguely Darwinian fashion.

It is probably more instructive to look at the modern economy not from the bottom thermodynamics, but from a deep Darwinian point of view. Surely, Darwinian methaphors are prevalent enough in economic and social settings. Once you start talking about Darwinism, a whole train of images and recognizable comprehension kicks in - most of it rather irrelevant to a particular discussion.

What I mean by deep Darwinism here is manners in which repetitive events can organize themselves. It is an alternative to stochastic and deterministic chaos understanding of complex phenomena. Instead of wondering at fractals and "butterfly effects", the logic of self-enforcement and impulsive reaction should be appreciated. The physical models (be it stochastic or deterministic) are fine, and they do provide basic cause-effect pieces. But when it comes to pondering about unstable sensitivity to initial state parameters, or stochastic thresholds, limitations of those models should be recognized. That unstable sensitivity can actually be resolved by something outside the limited model! Particular events or causal effects can appear more numerously not by physical inevitabilities but by pieces of the natural selection logic: some events allow themselves to repeat successively, some events are 'suicidal'. Could repates - "repetitive event patterns" be considered as a new kind of replicators, along with genes and memes? (Cybernetic models are quite appropriate to this understanding. )

by das monde on Wed Apr 9th, 2008 at 06:20:52 AM EST
[ Parent ]
das monde:
What I mean by deep Darwinism here is manners in which repetitive events can organize themselves. It is an alternative to stochastic and deterministic chaos understanding of complex phenomena. Instead of wondering at fractals and "butterfly effects", the logic of self-enforcement and impulsive reaction should be appreciated.
Very cool!

Unfortunately, I don't know how to estimate the thermodynamic efficiency of the Earth's ecosphere.

When the capital development of a country becomes a by-product of the activities of a casino, the job is likely to be ill-done. — John M. Keynes

by Migeru (migeru at eurotrib dot com) on Wed Apr 9th, 2008 at 06:27:39 AM EST
[ Parent ]
I think of some generalized thermodynamics for complex systems, where entropy flow is determined by the direction of most automatic processes. Some surely tried to think in this direction, I guess.

A general cause of collapses in complex systems could be a disbalance of linear and cyclic processes. If you look at the civilization today, all its progress is growth is so much a linear process now - take resources out, consume them, and get rid of waste somehow. Cyclic processes are not appreciated at all, as they are slow and need to be "reformed"...

by das monde on Thu Apr 10th, 2008 at 03:26:36 AM EST
[ Parent ]
IMHO if you want to look at "a general cause of collapse in complex systems" your best bet is self-organised criticality.

I suspect the thermodynamic efficiency of the ecosphere is extremely low, as it is stable on a geological time scale. Any "usefully captured energy" manifests itself in increasing structure, but biological evolution happens too slowly. Maybe the "efficiency" has increased substantially over the past 10 thousand years due to human activity, but over the last 200 years we've essentially built up complexity from fossil energy which is a different thing.

Oh, global warming, whether anthropogenic or not, would tend to reduce the overall efficiency.

When the capital development of a country becomes a by-product of the activities of a casino, the job is likely to be ill-done. — John M. Keynes

by Migeru (migeru at eurotrib dot com) on Thu Apr 10th, 2008 at 03:52:59 AM EST
[ Parent ]

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