Math 2.0

Statistical mechanics, structure of matter Kinetic theory Theorem

H-theorem

Builds on Boltzmann equationMaxwell–Boltzmann distribution

Statement

Let 𝕋3\mathbb{T}^3 be the three-dimensional torus. Let B ⁣:[0,∞)×[−1,1]→[0,∞)B \colon [0, \infty) \times [-1, 1] \to [0, \infty) be a collision kernel with B>0B > 0 almost everywhere. For v,v∗∈ℝ3v, v_* \in \R^3 and σ∈S2\sigma \in S^2 put v′=12(v+v∗)+12∣v−v∗∣ σv' = \tfrac12 (v + v_*) + \tfrac12 \abs{v - v_*}\, \sigma and v∗′=12(v+v∗)−12∣v−v∗∣ σv_*' = \tfrac12 (v + v_*) - \tfrac12 \abs{v - v_*}\, \sigma. Let f(t,x,v)>0f(t, x, v) > 0 be a smooth solution on [0,T)×𝕋3×ℝ3[0, T) \times \mathbb{T}^3 \times \R^3 of the Boltzmann equation ∂tf+v⋅∇xf=∫ℝ3∫S2B(∣v−v∗∣,cos⁡θ)(f′f∗′−ff∗) dσ dv∗,\partial_t f + v \cdot \nabla_x f = \int_{\R^3} \int_{S^2} B\big( \abs{v - v_*}, \cos\theta \big) \big( f' f_*' - f f_* \big) \, d\sigma \, dv_*, where f′=f(t,x,v′)f' = f(t, x, v'), f∗′=f(t,x,v∗′)f_*' = f(t, x, v_*'), f∗=f(t,x,v∗)f_* = f(t, x, v_*), and cos⁡θ=σ⋅(v−v∗)/∣v−v∗∣\cos\theta = \sigma \cdot (v - v_*) / \abs{v - v_*}. Assume that ff decays fast enough in vv for all the integrals below to converge and for differentiation under the integral sign. Let H(t)=∫𝕋3∫ℝ3flog⁡f dv dxH(t) = \int_{\mathbb{T}^3} \int_{\R^3} f \log f \, dv \, dx. Then dHdt=−14∫𝕋3∫ℝ3∫ℝ3∫S2B (f′f∗′−ff∗)log⁡f′f∗′ff∗ dσ dv∗ dv dx≤0,\frac{dH}{dt} = - \frac14 \int_{\mathbb{T}^3} \int_{\R^3} \int_{\R^3} \int_{S^2} B \, \big( f' f_*' - f f_* \big) \log \frac{f' f_*'}{f f_*} \, d\sigma \, dv_* \, dv \, dx \le 0, and dH/dt=0dH/dt = 0 at time tt if and only if, for every xx, the function v↦f(t,x,v)v \mapsto f(t, x, v) is a Maxwell–Boltzmann distribution.

Remarks

The transport term does not change HH on the torus, since ∫v⋅∇x(flog⁡f) dx=0\int v \cdot \nabla_x (f \log f) \, dx = 0. For the collision term one uses the symmetries (v,v∗)↔(v∗,v)(v, v_*) \leftrightarrow (v_*, v) and (v,v∗)↔(v′,v∗′)(v, v_*) \leftrightarrow (v', v_*') of the collision integral, which have unit Jacobian. Averaging the four resulting expressions gives the formula, and the integrand is ≥0\ge 0 because (a−b)(log⁡a−log⁡b)≥0(a - b)(\log a - \log b) \ge 0. Equality forces f′f∗′=ff∗f' f_*' = f f_*, so log⁡f\log f is a collision invariant, a combination of 11, vv and ∣v∣2\abs{v}^2, and ff is a Gaussian in vv.

Example: if ff is a global Maxwellian, constant in xx and tt, then f′f∗′=ff∗f'f_*' = f f_* by conservation of momentum and energy in each collision, and HH is constant.

The physical entropy is −kH-kH, so the theorem says that the entropy of an isolated dilute gas does not decrease. It was proved by Ludwig Boltzmann in 1872.

Going deeper

For a student

The H-theorem gives the a priori bound on ∫flog⁡f\int f \log f that is used in the existence theory for the Boltzmann equation, for instance in the DiPerna–Lions theorem. It also identifies the equilibria of the collision operator, which is the starting point of the Chapman–Enskog theory and of hydrodynamic limits. The apparent conflict with time-reversible mechanics, raised by Loschmidt, is resolved by the fact that the Boltzmann equation already contains the assumption of molecular chaos.

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Where this leads

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Further reading

  1. Web https://en.wikipedia.org/wiki/H-theorem
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Kindstatement, theorem
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AboutBoltzmann equation
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Changed3 November 2026

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