Poincaré recurrence theorem

In physics, the Poincaré recurrence theorem states that certain systems will, after a sufficiently long but finite time, return to a state arbitrarily close to (for continuous state systems), or exactly the same as (for discrete state systems), their initial state.

The Poincaré recurrence time is the length of time elapsed until the recurrence; this time may vary greatly depending on the exact initial state and required degree of closeness. The result applies to isolated mechanical systems subject to some constraints, e.g., all particles must be bound to a finite volume. The theorem is commonly discussed in the context of ergodic theory, dynamical systems and statistical mechanics.

The theorem is named after Henri Poincaré, who discussed it in 1890[1][2] and proved by Constantin Carathéodory using measure theory in 1919.[3][4]

Precise formulationEdit

Any dynamical system defined by an ordinary differential equation determines a flow map f t mapping phase space on itself. The system is said to be volume-preserving if the volume of a set in phase space is invariant under the flow. For instance, all Hamiltonian systems are volume-preserving because of Liouville's theorem. The theorem is then: If a flow preserves volume and has only bounded orbits, then for each open set there exist orbits that intersect the set infinitely often.[5]

Discussion of proofEdit

The proof, speaking qualitatively, hinges on two premises:[6]

  1. A finite upper bound can be set on the total potentially accessible phase space volume. For a mechanical system, this bound can be provided by requiring that the system is contained in a bounded physical region of space (so that it cannot, for example, eject particles that never return) – combined with the conservation of energy, this locks the system into a finite region in phase space.
  2. The phase volume of a finite element under dynamics is conserved. (for a mechanical system, this is ensured by Liouville's theorem)

Imagine any finite starting volume of phase space and follow its path under dynamics of the system. The volume "sweeps" points of phase space as it evolves, and the "front" of this sweeping has a constant size. Over time the explored phase volume (known as a "phase tube") grows linearly, at least at first. But, because the accessible phase volume is finite, the phase tube volume must eventually saturate because it cannot grow larger than the accessible volume. This means that the phase tube must intersect itself. In order to intersect itself, however, it must do so by first passing through the starting volume. Therefore, at least a finite fraction of the starting volume is recurring.

Now, consider the size of the non-returning portion of the starting phase volume – that portion that never returns to the starting volume. Using the principle just discussed in the last paragraph, we know that if the non-returning portion is finite, then a finite part of the non-returning portion must return. But that would be a contradiction, since any part of the non-returning portion that returns, also returns to the original starting volume. Thus, the non-returning portion of the starting volume cannot be finite and must be infinitely smaller than the starting volume itself. Q.E.D.

The theorem does not comment on certain aspects of recurrence which this proof cannot guarantee:

  • There may be some special phases that never return to the starting phase volume, or that only return to the starting volume a finite number of times then never return again. These however are extremely "rare", making up an infinitesimal part of any starting volume.
  • Not all parts of the phase volume need to return at the same time. Some will "miss" the starting volume on the first pass, only to make their return at a later time.
  • Nothing prevents the phase tube from returning completely to its starting volume before all the possible phase volume is exhausted. A trivial example of this is the harmonic oscillator. Systems that do cover all accessible phase volume are called ergodic (this of course depends on the definition of "accessible volume").
  • What can be said is that for "almost any" starting phase, a system will eventually return arbitrarily close to that starting phase. The recurrence time depends on the required degree of closeness (the size of the phase volume). To achieve greater accuracy of recurrence, we need to take smaller initial volume, which means longer recurrence time.
  • For a given phase in a volume, the recurrence is not necessarily a periodic recurrence. The second recurrence time does not need to be double the first recurrence time.

Formal statement of the theoremEdit



be a finite measure space and let


be a measure-preserving transformation. Below are two alternative statements of the theorem.

Theorem 1Edit

For any  , the set of those points   of   for which there exists   such that   for all   has zero measure.

In other words, almost every point of   returns to  . In fact, almost every point returns infinitely often; i.e.


For a proof, see the cited reference.[7]

Theorem 2Edit

The following is a topological version of this theorem:

If   is a second-countable Hausdorff space and   contains the Borel sigma-algebra, then the set of recurrent points of   has full measure. That is, almost every point is recurrent.

For a proof, see the cited reference.[8]

Quantum mechanical versionEdit

For time-independent quantum mechanical systems with discrete energy eigenstates, a similar theorem holds. For every   and   there exists a time T larger than  , such that  , where   denotes the state vector of the system at time t.[9][10][11]

The essential elements of the proof are as follows. The system evolves in time according to:


where the   are the energy eigenvalues (we use natural units, so   ), and the   are the energy eigenstates. The squared norm of the difference of the state vector at time   and time zero, can be written as:


We can truncate the summation at some n = N independent of T, because


which can be made arbitrarily small by increasing N, as the summation  , being the squared norm of the initial state, converges to 1.

The finite sum


can be made arbitrarily small for specific choices of the time T, according to the following construction. Choose an arbitrary  , and then choose T such that there are integers   that satisfies


for all numbers  . For this specific choice of T,


As such, we have:


The state vector   thus returns arbitrarily close to the initial state  .

See alsoEdit


  1. ^ Poincaré, H. (1890). "Sur le problème des trois corps et les équations de la dynamique". Acta Math. 13: 1–270.
  2. ^ Poincaré, Œuvres VII, 262–490 (theorem 1 section 8)
  3. ^ Carathéodory, C. (1919). "Über den Wiederkehrsatz von Poincaré". Berl. Sitzungsber: 580–584.
  4. ^ Carathéodory, Ges. math. Schr. IV, 296–301
  5. ^ Barreira, Luis (2006). Zambrini, Jean-Claude (ed.). Poincaré recurrence: Old and new. XIVth International Congress on Mathematical Physics. World Scientific. pp. 415–422. doi:10.1142/9789812704016_0039. ISBN 978-981-256-201-2.
  6. ^ Gibbs, Josiah Willard (1902). Elementary Principles in Statistical Mechanics. New York, NY: Charles Scribner's Sons. Chapter X.
  7. ^ "proof of Poincaré recurrence theorem 1". PlanetMath.
  8. ^ "proof of Poincaré recurrence theorem 2". PlanetMath.
  9. ^ Bocchieri, P.; Loinger, A. (1957). "Quantum Recurrence Theorem". Phys. Rev. 107 (2): 337–338. Bibcode:1957PhRv..107..337B. doi:10.1103/PhysRev.107.337.
  10. ^ Percival, I.C. (1961). "Almost Periodicity and the Quantal H theorem". J. Math. Phys. 2 (2): 235–239. Bibcode:1961JMP.....2..235P. doi:10.1063/1.1703705.
  11. ^ Schulman, L. S. (1978). "Note on the quantum recurrence theorem". Phys. Rev. A. 18 (5): 2379–2380. Bibcode:1978PhRvA..18.2379S. doi:10.1103/PhysRevA.18.2379.

Further readingEdit

  • Page, Don N. (25 November 1994). "Information loss in black holes and/or conscious beings?". arXiv:hep-th/9411193.

External linksEdit

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