麦克斯韦尔的恶魔走进华尔街:随机热力学满足预期的效用理论

Maxwell's thermodynamic relations are very useful in solving problems in thermodynamics. Each of Maxwell's relations relates a partial differential between quantities that can be hard to measure experimentally to a partial differential between quantities that can be easily measured. These relations are a set of equations derivable from the symmetry of the second derivatives and the thermodynamic potentials.
All thermodynamic potentials are exact differentials. Therefore, their second-order...

Individual molecules in a gas move in random directions, but a gas containing numerous molecules has a predictable distribution of molecular speeds, which is known as the Maxwell-Boltzmann distribution, f(v).
This distribution function f(v) is defined by saying that the expected number N (v1,v2) of particles with speeds between v1 and v2 is given by

James Clerk Maxwell (1831–1879) was one of the major contributors to physics in the nineteenth century. Although he died young, he made major contributions to the development of the kinetic theory of gases, to the understanding of color vision, and to understanding the nature of Saturn's rings. He is probably best known for having combined existing knowledge on the laws of electricity and magnetism with his insights into a complete overarching electromagnetic theory, which is...

James Clerk Maxwell (1831–1879) was one of the significant contributors to physics in the nineteenth century. He is probably best known for having combined existing knowledge of the laws of electricity and the laws of magnetism with his insights to form a complete overarching electromagnetic theory, represented by Maxwell's equations. The four basic laws of electricity and magnetism were discovered experimentally through the work of physicists such as Oersted, Coulomb, Gauss, and...

The second law of thermodynamics can be stated quantitatively using the concept of entropy. Entropy is the measure of disorder of the system.
The relation  between entropy and disorder can be illustrated with the example of the phase change of ice to water. In ice, the molecules are located at specific sites giving a solid state, whereas, in a liquid form, these molecules are much freer to move. The molecular arrangement has therefore become more randomized. Although the change in average...

Salt particles that have dissolved in water never spontaneously come back together in solution to reform solid particles. Moreover, a gas that has expanded in a vacuum remains dispersed and never spontaneously reassembles. The unidirectional nature of these phenomena is the result of a thermodynamic state function called entropy (S). Entropy is the measure of the extent to which the energy is dispersed throughout a system, or in other words, it is proportional to the degree of disorder of a...