On time's arrow in Ehrenfest models with reversible deterministic dynamics

Poincaré cycle of a multibox Ehrenfest urn model with directed transport

We propose a generalized Ehrenfest urn model of many urns arranged periodically along a circle. The evolution of the urn model system is governed by a directed stochastic operation. Method for solving an N-ball, M-urn problem of this model is presented. The evolution of the system is studied in detail. We find that the average number of balls in a certain urn oscillates several times before it reaches a stationary value. This behavior seems to be a peculiar feature of this directed urn model. We also calculate the Poincaré cycle, i.e., the average time interval required for the system to return to its initial configuration. The result indicates that the fundamental assumption of statistical mechanics holds in this system.

Urn model of separation of sand

We introduce an urn model that describes spatial separation of sand. In this dynamical model, in a certain range of parameters spontaneous symmetry breaking takes place and equipartitioning of sand into two compartments is broken. The steady-state equation for an order parameter, a critical line, and the tricritical point on the phase diagram are found exactly. The master equation and the first-passage problem for the model are solved numerically and the results are used to locate first-order transitions. Exponential divergence of a certain characteristic time shows that the model can also exhibit very strong metastability. In certain cases characteristic time diverges as N(z), where N is the number of balls and z=1 / 2 (critical line), 2 / 3 (tricritical point), or 1 / 3 (limits of stability).