金融市场的热力学分析:测量订单簿动态与温度和

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...

In the quest to identify a property that may reliably predict the spontaneity of a process, a promising candidate has been identified: entropy. Scientists refer to the measure of randomness or disorder within a system as entropy. High entropy means high disorder and low energy. To better understand entropy, think of a student’s bedroom. If no energy or work were put into it, the room would quickly become messy. It would exist in a very disordered state, one of high entropy. Energy must be...

In the quest to identify a property that may reliably predict the spontaneity of a process, a promising candidate has been identified: entropy. Processes that involve an increase in entropy of the system (ΔS > 0) are very often spontaneous; however, examples to the contrary are plentiful. By expanding consideration of entropy changes to include the surroundings, a significant conclusion regarding the relation between this property and spontaneity may be reached. In thermodynamic...

A pure, perfectly crystalline solid possessing no kinetic energy (that is, at a temperature of absolute zero, 0 K) may be described by a single microstate, as its purity, perfect crystallinity,and complete lack of motion means there is but one possible location for each identical atom or molecule comprising the crystal (W = 1). According to the Boltzmann equation, the entropy of this system is zero.

The spontaneity of a process depends upon the temperature of the system. Phase transitions, for example, will proceed spontaneously in one direction or the other depending upon the temperature of the substance in question. Likewise, some chemical reactions can also exhibit temperature-dependent spontaneities. To illustrate this concept, the equation relating free energy change to the enthalpy and entropy changes for the process is considered:

A thermodynamic system is a set of objects whose thermodynamic properties are of interest. The system is considered to be embedded in its surroundings or the environment. The system and its environment can exchange heat and do work on each other through a boundary that separates them. However, the immediate surroundings of the system interact with it directly and therefore have a much stronger influence on its behavior and properties.
Consider an example of  tea boiling in a kettle. The...