Permutation entropy of indexed ensembles: quantifying thermalization dynamics

Abstract

We introduce ‘PI-Entropy’ $\Pi(\tilde{\rho})$ (the Permutation entropy of an Indexed ensemble) to quantify mixing due to complex dynamics for an ensemble ρ of different initial states evolving under identical dynamics. We find that $\Pi(\tilde{\rho})$ acts as an excellent proxy for the thermodynamic entropy $S(\rho)$ but is much more computationally efficient. We study 1-D and 2D iterative maps and find that $\Pi(\tilde{\rho})$ dynamics distinguish a variety of system time scales and track global loss of information as the ensemble relaxes to equilibrium. There is a universal S-shaped relaxation to equilibrium for generally chaotic systems, and this relaxation is characterized by a shuffling timescale that correlates with the system’s Lyapunov exponent. For the Chirikov Standard Map, a system with a mixed phase space where the chaos grows with nonlinear kick strength K , we find that for high K , $\Pi(\tilde{\rho})$ behaves like the uniformly hyperbolic 2D Cat Map. For low K we see periodic behavior with a relaxation envelope resembling those of the chaotic regime, but with frequencies that depend on the size and location of the initial ensemble in the mixed phase space as well as K . We discuss how $\Pi(\tilde{\rho})$ adapts to experimental work and its general utility in quantifying how complex systems change from a low entropy to a high entropy state.

Keywords

• permutation entropy
• PI entropy
• ensemble correlations
• ensemble dynamics
• ordinal patterns
• entropy