3 DETERMINISM AND INDETERMINISM IN CLASSICAL PHYSICS
3.1 The hard road to determinism in classical physics
Classical physics is widely assumed to provide a friendly environment for determinism. In fact, determinism must overcome a number of obstacles in order to achieve success in this setting. First, classical spacetime structure may not be sufficiently rich to support Laplacian determinism for particle motions. Second, even if the spacetime structure is rich, uniqueness can fail in the initial value problem for Newtonian equations of motion if the force function does not satisfy suitable continuity conditions. Third, the equations of motion that typically arise for classical particles plus classical fields, or for classical fields alone, do not admit an initial value formulation unless supplementary conditions are imposed. Fourth, even in cases where local (in time) uniqueness holds for the initial value problem, solutions can break down after a finite time.
The following subsection takes up the first of these topics — the connection between determinism and the structure and ontology of classical spacetimes. The others are taken up in due course.
3.2 Determinism, spacetime structure, and spacetime ontology
Here is the (naive) reason for thinking that neither Laplacian determinism nor any of its cousins stands a chance unless supported by enough spacetime structure of the right kind. Assume that the (fixed) classical spacetime background is characterized by a differentiable manifold and various geometric object fields O1, O2, …, OM on . And assume that the laws of physics take the form of equations whose variables are the Oi's and additional object fields P1, P2, …, PN describing the physical contents of the spacetime. (For the sake of concreteness, the reader might want to think of the case where the Pj's are vector fields whose integral curves are supposed to be the world lines of particles.) A symmetry of the spacetime is a diffeomorphism d of onto itself which preserves the background structure given by the Oi's — symbolically, d*Oi = Oi for all values if i, where d* denotes the drag along by d.17 By the assumption on the form of the laws, a spacetime symmetry d must also be a symmetry of the laws of motion in the sense that if satisfies the laws of motion, then so does .18
Now the poorer the structure of the background spacetime, the richer the spacetime symmetries. And if the spacetime symmetry group is sufficiently rich, it will contain elements that are the identity map on the portion of spacetime on or below some time slice t = const but non-identity above. We can call such a map a ‘determinism killing symmetry’ because when applied to any solution of the equations of motion, it produces another solution that is the same as the first for all past times but is different from the first at future times, which is a violation of even the weakest version of future Laplacian determinism.
As an example, take Leibnizian spacetime,19 whose structure consists of all and only the following: a notion of absolute or observer-independent simultaneity; a temporal metric (giving the lapse of time between non-simultaneous events); and a Euclidean spatial metric (giving the spatial distance between events lying on a given plane of absolute simultaneity). In a coordinate system (xα, t), α = 1, 2, 3 adapted to this structure, the spacetime symmetries are
(1)
where is an orthogonal time dependent matrix and the aα(t) are arbitrary smooth functions of t. Clearly, the symmetries (1) contain determinism killing symmetries.
It is also worth noting that if the structure of spacetime becomes very minimal, no interesting laws of motion, deterministic or not, seem possible. For example, suppose that the time metric and the space metric are stripped from Leibnizian spacetime, leaving only the planes of absolute simultaneity. And suppose that the laws of physics specify that the world is filled with a plenum of constant mass dust particles and that the world lines of these particles are smooth curves that never cross. Then either every smooth, non-crossing motion of the dust is allowed by the laws of motion or none is, for any two such motions are connected by a symmetry of this minimal spacetime.
Two different strategies for saving determinism in the face of the above construction can be tried. They correspond to radically different attitudes towards the ontology of spacetime. The first strategy is to beef up the structure of the background spacetime. Adding a standard of rotation kills the time dependence in , producing what is called Maxwellian spacetime. But since the aα(t) are still arbitrary functions of t there remain determinism killing symmetries. Adding a standard of inertial or straight line motion linearizes the aα(t) to vαt + cα, where the vα and cα are constants, producing neo-Newtonian spacetime20 whose symmetries are given by the familiar Galilean transformations
(2)
The mappings indicated by (2) do not contain determinism killing symmetries since if such a map is the identity map for a finite stretch of time, no matter how short, then it is the identity map period. Note that this way of saving determinism carries with it an allegiance to “absolute” quantities of motion: in neo-Newtonian spacetime it makes good sense to ask whether an isolated particle is accelerating or whether an isolated extended body is rotating. To be sure, this absolute acceleration and rotation can be called ‘relational’ quantities, but the second place in the relation is provided by the structure of the spacetime — in particular, by the inertial structure — and not by other material bodies, as is contemplated by those who champion relational accounts of motion.
The second strategy for saving determinism proceeds not by beefing up the structure of the background spacetime but by attacking a hidden assumption of the above construction — the “container view” of spacetime. Picturesquely, this assumption amounts to thinking of spacetime as a medium in which particles and fields reside. More precisely, in terms of the above apparatus, it amounts to the assumption that and , where d is any diffeomorphism of such that d*Pj ≠ Pj for some j, describe different physical situations, even when d is a spacetime symmetry, i.e. d*Oi = Oi for all i. Rejecting the container view leads to (one form of) relationism about spacetime. A spacetime relationist will take the above construction to show that, on pain of abandoning the possibility of determinism, those who are relationists about motion should also be relationists about spacetime. Relationists about motion hold that talk of absolute motion is nonsensical and that all meaningful talk about motion must be construed as talk about the relative motions of material bodies. They are, thus, unable to avail themselves of the beef-up strategy for saving determinism; so, if they want determinism, they must grasp the lifeline of relationism about spacetime.
Relationalism about motion is a venerable position, but historically it has been characterized more by promises than performances. Newton produced a stunningly successful theory of the motions of terrestrial and celestial bodies. Newton's opponents promised that they could produce theories just as empirically adequate and as explanatorily powerful as his without resorting to the absolute quantities of motion he postulated. But mainly what they produced was bluster rather than workable theories.21 Only in the twentieth century were such theories constructed (see [Barbour, 1974] and [Barbour and Bertotti, 1977]; and see [Barbour, 1999] for the historical antecedents of these theories), well after Einstein's GTR swept away the notion of a fixed background spacetime and radically altered the terms of the absolute vs. relational debate.
3.3 Determinism and gauge symmetries
When philosophers hear the word “gauge” they think of elementary particle physics, Yang-Mills theories, etc. This is a myopic view. Examples of non-trivial gauge freedom arise even in classical physics — in fact, we just encountered an example in the preceding subsection. The gauge notion arises for a theory where there is “surplus structure” (to use Michael Redhead's phrase) in the sense that the state descriptions provided by the theory correspond many-one to physical states. For such a theory a gauge transformation is, by definition, a transformation that connects those descriptions that correspond to the same physical state.
The history of physics shows that the primary reason for seeing gauge freedom at work is to maintain determinism. This thesis has solid support for the class of cases of most relevance to modern physics, viz. where the equations of motion/field equations are derivable from an action principle and, thus, the equations of motion are in the form of Euler-Lagrange equations.22 When the Lagrangian is non-singular, the appropriate initial data picks out a unique solution of the Euler-Lagrange equations and Laplacian determinism holds.23 If, however, the action admits as variational symmetries a Lie group whose parameters are arbitrary functions of the independent variables, then we have a case of underdetermination because Noether's second theorem tells us that the Euler-Lagrange equations have to satisfy a set of mathematical identities.24 When these independent variables include time, arbitrary functions of time will show up in solutions to the Euler-Lagrange equations, apparently wrecking determinism.
The point can be illustrated with the help of a humble example of particle mechanics constructed within the Maxwellian spacetime introduced in the preceding subsection. An appropriate Lagrangian invariant under the symmetries of this spacetime is given by
(3)
This Lagrangian is singular in the sense that Hessian matrix does not have an inverse. The Euler-Lagrange equations are
(4)
These equations do not determine the evolution of the particle positions uniquely: if xi(t) is a solution, so is , for arbitrary f (t), confirming the intuitive argument given above for the apparent breakdown of determinism. Determinism can be restored by taking the transformation xi(t) → xi(t) + f (t) as a gauge transformation.
The systematic development of this approach to gauge was carried out by P. A. M. Dirac in the context of the Hamiltonian formalism.25 A singular Lagrangian system corresponds to a constrained Hamiltonian system. The primary constraints appear as a result of the definition of the canonical momenta. (In the simple case of a first-order Lagrangian , where q stands for the configuration variables and , the canonical momentum is ) The secondary constraints arise as a consequence of the demand that the primary constraints be preserved by the motion. The total set of constraints picks out the constraint surface of the Hamiltonian phase space γ(q, p). The first class constraints are those that commute on with all of the constraints. It is these first class constraints that are taken as the generators of the gauge transformations. The gauge invariant quantities (a.k.a. “observables”) are then the phase function F: γ(q, p) ℝ that are constant along the gauge orbits.
Applying the formalism to our toy case of particle mechanics in Maxwellian spacetime, the canonical momenta are:
(5)
These momenta are not independent but must satisfy three primary constraints, which require the vanishing of the x, y, and z-components of the total momentum:
(6)
These primary constraints are the only constraints — there are no secondary constraints — and they are all first class. These constraints generate in each configuration variable xi the same gauge freedom; namely, a Euclidean shift given by the same arbitrary function of time. The gauge invariant variables, such relative particle positions and relative particle momenta, do evolve deterministically.
The technical elaboration of the constraint formalism is complicated, but one should not lose sight of the fact that the desire to save determinism is the motivation driving the enterprise. Here is a relevant passage from [Henneaux and Teitelboim, 1992], one of the standard references on constrained Hamiltonian systems:
The presence of arbitrary functions … in the total Hamiltonian tells us that not all the q's and p's [the configuration variables and their canonical momenta] are observable [i.e. genuine physical magnitudes]. In other words, although the physical state is uniquely defined once a set of q's and p's is given, the converse is not true — i.e., there is more than one set of values of the canonical variables representing a given physical state. To see how this conclusion comes about, we note that if we are given an initial set of canonical variables at the time t1 and thereby completely define the physical state at that time, we expect the equations of motion to fully determine the physical state at other times. Thus, by definition, any ambiguity in the value of the canonical variables at t2 ≠ t1 should be a physically irrelevant ambiguity. [pp. 16–17]
As suggested by the quotation, the standard reaction to the apparent failure of determinism is to blame the appearance on the redundancy of the descriptive apparatus: the correspondence between the state descriptions in terms of the original variables — the q's and p's — and the physical state is many-to-one; when this descriptive redundancy is removed, the physical state is seen to evolve deterministically. There may be technical difficulties is carrying through this reaction. For example, attempting to produce a reduced phase space — whose state descriptions corresponding one-one to physical states — by quotienting out the gauge orbits can result in singularities. But when such technical obstructions are not met, normal (i.e. unconstrained) Hamiltonian dynamics applies to the reduced phase space, and the reduced phase space variables evolve deterministically.
In addition to this standard reaction to the apparent failure of determinism in the above examples, two others are possible. The first heterodoxy takes the apparent violation of determinism to be genuine. This amounts to (a) treating what the constraint formalism counts as gauge dependent quantities as genuine physical magnitudes, and (b) denying that these magnitudes are governed by laws which, when conjoined with the laws already in play, restore determinism. The second heterodoxy accepts the orthodox conclusion that the apparent failure of determinism is merely apparent; but it departs from orthodoxy by accepting (a), and it departs from the first heterodoxy by denying (b) and, accordingly, postulates the existence of additional laws that restore determinism. Instances that superficially conform to part (a) of the two heterodoxies are easy to construct from examples found in physics texts where the initial value problem is solved by supplementing the equations of motion, stated in terms of gauge-dependent variables, with a gauge condition that fixes a unique solution. For instance, Maxwell's equations written in terms of electromagnetic potentials do not determine a unique solution corresponding to the initial values of the potentials and their time derivatives. Imposing the Lorentz gauge condition converts Maxwell's equations to second order hyperbolic partial differential equations (pdes) that do admit an initial value formulation (see Section 4.2).26 Similar examples can be concocted in general relativity theory where orthodoxy treats the metric potentials as gauge variables (see Section 6.2). In these examples orthodoxy is aiming to get at the values of the gauge independent variables via a choice of gauge. If this aim is not kept clearly in mind, the procedure creates the illusion that gauge-dependent variables have physical significance. It is exactly this illusion that the two heterodoxies take as real. The second heterodoxy amounts to taking the gauge conditions not as matters of calculational convenience but as additional physical laws. I know of no historical examples where this heterodoxy has led to fruitful developments in physics.
Since there is no a priori guarantee that determinism is true, the fact that the orthodox reading of the constraint formalism guarantees that the equations of motion admit an initial value formulation must mean that substantive assumptions that favor determinism are built into the formalism. That is indeed the case, for the Lagrangian/Hamiltonian formalism imposes a structure on the space of solutions: in the geometric language explained in Chapter 1 and 2 of this volume, the space of solutions has a symplectic or pre-symplectic structure. This formalism certainly is not guaranteed to be applicable to all of the equations of motion the Creator might have chosen as laws of motion; indeed, it is not even guaranteed to be applicable to all Newtonian type second order odes. In the 1880s Helmholtz found a set of necessary conditions for equations of this type to be derivable from an action principle; these conditions were later proved to be (locally) sufficient as well as necessary. After more than a century, the problem of finding necessary and sufficient conditions for more general types of equations of motion, whether in the form of odes or pdes, to be derivable from an action principle is still an active research topic.27
3.4 Determinism for fields and fluids in Newtonian physics
Newtonian gravitational theory can be construed as a field theory. The gravitational force is given by Fgrav = −Δ φ, where the gravitational potential φ satisfies the Poisson equation
(7)
with ρ being the mass density. If φ is a solution to Poisson's equation, then so is φ′ = φ + g (x)f (t) where g (x) is a linear function of the spatial variables and f (t) is an arbitrary function of t. Choose f so that f (t) = 0 for t ≤ 0 but f (t) > 0 for t > 0. The extra gravitational force, proportional to f (t), that a test particle experiences in the primed solution after t = 0 is undetermined by anything in the past.
The determinism wrecking solutions to (7) can be ruled out by demanding that gravitational forces be tied to sources. But to dismiss homogeneous solutions to the Poisson equation is to move in the direction of treating the Newtonian gravitational field as a mere mathematical device that is useful in describing gravitational interactions which, at base, are really direct particle interactions.28 In this way determinism helps to settle the ontology of Newtonian physics: the insistence on determinism in Newtonian physics demotes fields to second-class status. In relativistic physics fields come into their own, and one of the reasons is that the relativistic spacetime structure supports field equations that guarantee deterministic evolution of the fields (see Section 4.2).
In the Newtonian setting the field equations that naturally arise are elliptic (e.g. the Poisson equation) or parabolic, and neither type supports determinism-without-crutches. An example of the latter type of equation is the classical heat equation
(8)
where Φ is the temperature variable and k is the coefficient of heat conductivity.29 Solutions to (8) can cease to exist after a finite time because the temperature “blows up.” Uniqueness also fails since, using the fact that the heat equation propagates heat arbitrarily fast, it is possible to construct surprise solutions Φs with the properties that (i) Φs is infinitely differentiable, and (ii) Φs(x, t) = 0 for all t ≤ 0 but Φs(x, t) ≠ 0 for t > 0 (see [John, 1982, Sec. 7.1]). Because (8) is linear, if Φ is a solution then so is Φ′ = Φ + Φs. And since Φ and Φ′ agree for all t ≠ 0 but differ for t > 0, the existence of the surprise solutions completely wrecks determinism.
Uniqueness of solution to (8) can be restored by adding the requirement that Φ ≥ 0, as befits its intended interpretation of Φ as temperature; for Widder [1975, 157] has shown that if a solution of Φ(x, t) of (8) vanishes at t = 0 and is nonnegative for all x and all t ≥ 0, then it must be identically zero. But one could have wished that, rather than having to use a stipulation of non-negativity to shore up determinism, determinism could be established and then used to show that if the temperature distribution at t = 0 is non-negative for all x, then the uniquely determined evolution keeps the temperature non-negative. Alternatively, both uniqueness and existence of solutions of (8) can be obtained by limiting the growth of |Φ(x, t)| as |x| → ∞. But again one could have wished that such limits on growth could be derived as a consequence of the deterministic evolution rather than having to be stipulated as conditions that enable determinism.
Appearances of begging the question in favor of determinism could be avoided by providing at the outset a clear distinction between kinematics and dynamics, the former being a specification of the space of possible states. For example, a limit on the growth of quantum mechanical wave functions does not beg the question of determinism provided by the Schrödinger equation since the limit follows from the condition that the wave function is an element of a Hilbert space, which is part of the kinematical prescription of QM (see Section 5). Since this prescription is concocted to underwrite the probability interpretation of the wave function, we get the ironic result that the introduction of probabilities, which seems to doom determinism, also serves to support it. The example immediately above, as well as the examples of the preceding subsection and the one at the beginning of this subsection, indicate that in classical physics the kinematical/dynamical distinction can sometimes be relatively fluid and that considerations of determinism are used in deciding where to draw the line. The following example will reinforce this moral.30
The Navier-Stokes equations for an incompressible fluid moving in , read
(9a)
(9b)
where u (x, t) = (u1, u2, …, uN) is the velocity of the fluid, p (x, t) is the pressure, v = const. ≥ 0 is the coefficient of viscosity, and is the convective derivative (see Foias at al. 2001 for a comprehensive survey). If the fluid is subject to an external force, an extra term has to be added to the right hand side of (9a). The Euler equations are the special case where u = 0. The initial value problem for (9a-b) is posed by giving the initial data
(9)
where u0 (x) is a smooth (C∞) divergence-free vector field, and is solved by smooth functions satisfying (9)-(10). For physically reasonable solutions it is required both that u0(x) should not grow too large as |x| → ∞ and that the energy of the fluid is bounded for all time:
(10)
When v = 0 the energy is conserved, whereas for v > 0 it dissipates.
For N = 2 it is known that a physically reasonable smooth solution exists for any given u0(x). For N = 3 the problem is open. However, for this case it is known that the problem has a positive solution if the time interval [0, ∞) for which the solution is required to exist is replaced by [0, T) where T is a possibly finite number that depends on u0(x). When T is finite it is known as the “blowup time” since |u (x, t)| must become unbounded as t approaches T. For the Euler equations a finite blowup time implies that the vorticity (i.e. the curl of u (x, t)) becomes unbounded as t approaches T.
Smooth solutions to the Navier-Stokes equations, when they exist, are known to be unique. This claim would seem to be belied by the symmetries of the Navier-Stokes equations since if u (x, t) = f (x, t), p (x, t) = g (x, t) is a solution then so is the transformed , where α (t) is an arbitrary smooth function of t alone (see Olver 1993, pp. 130 and 177 (Exer. 2.15)). Choosing α (t) such that α (0) = αt(0) = αtt(0) = 0 but α (t) ≠ 0 for t > 0 results in different solutions for the same initial data unless f (x – ɛ α (t), t) + ɛαt = f (x, t). However, the transformed solution violates the finiteness of energy condition (11).
The situation on the existence of solutions can be improved as follows. Multiplying (9a-b) by a smooth test function and integrating by parts over x and t produces integral equations that are well-defined for any u (x, t) and p (x, t) that are respectively L2 (square integrable) and L1 (integrable). Such a pair is called a weak solution if it satisfies the integral equations for all test functions. Moving from smooth to weak solutions permits the proof of the existence of a solution for all time. But the move reopens the issue of uniqueness, for the uniqueness of weak solutions for the Navier-Stokes equations is not settled. A striking non-uniqueness result for weak solutions of the Euler equations comes from the construction by Scheffer [1994] and Shnirelman [1997] of self-exciting/self-destroying weak solutions: u (x, t) ≡ 0 for t < −1 and t > 1, but is non-zero between these times in a compact region of .
It is remarkable that basic questions about determinism for classical equations of motion remain unsettled and that these questions turn on issues that mathematicians regard as worthy of attention. Settling the existence question for smooth solutions for the Navier-Stokes equations in the case of N = 3 brings a $1 million award from the Clay Mathematics Institute (see [Fefferman, 2000]).
3.5 Continuity issues
Consider a single particle of mass m moving on the real line in a potential V (x), x ∈ℝ. The standard existence and uniqueness theorems for the initial value problem of odes can be used to show that the Newtonian equation of motion
(11)
has a locally (in time) unique solution if the force function F (x) satisfies a Lipschitz condition.31 An example of a potential that violates the Lipschitz condition at the origin is . For the initial data there are multiple solutions of (12): x (t) ≡ 0, x (t) = t3, and x (t) = −t3, where m has been set to unity for convenience. In addition, there are also solutions x (t) where x (t) = 0 for t < k and ±(t – k)3 for t ≥ k, where k is any positive constant. That such force functions do not turn up in realistic physical situations is an indication that Nature has some respect for determinism. In QM it turns out that Nature can respect determinism while accommodating some of the non-Lipschitz potentials that would wreck Newtonian determinism (see Section 5.2).
3.6 The breakdown of classical solutions
Consider again the case of a single particle of mass m moving on the real line ℝ in a potential V (x), and suppose that V (x) satisfies the Lipschitz condition, guaranteeing a temporally local unique solution for the initial value problem for the Newtonian equations of motion. However, determinism can fail if the potential is such that the particle is accelerated off to −∞ or +∞ in a finite time.32 Past determinism is violated because two such solutions can agree for all future times t ≥ t* (say) — no particle is present at these times anywhere in space — but disagree at past times t < t* on the position and/or velocity of the particle when it is present in space. Since the potential is assumed to be time independent, the equations of motion are time reversal invariant, so taking the time reverses of these escape solutions produces solutions in which hitherto empty space is invaded by particles appearing from spatial infinity. These invader solutions provide violations of future determinism. Piecing together escape and invader solutions produces further insults to determinism.
In the 1890's Paul Painlevé conjectured that for N > 3 point mass particles moving in ℝ3 under their mutually attractive Newtonian gravitational forces, there exist solutions to the Newtonian equations of motion exhibiting non-collision singularities, i.e. although the particles do not collide, the solution ceases to exist after a finite time. Hugo von Zeipel [1908] showed that in such a solution the particle positions must become unbounded in a finite time. Finally, near the close of the 20th century Xia [1992] proved Painlevé conjecture by showing that for N = 5 point mass particles, the Newtonian equations of motion admit solutions in which the particles do not collide but nevertheless manage to accelerate themselves off to spatial infinity in a finite time (see [Saari and Xia, 1995] for an accessible survey).
Determinism can recoup its fortunes by means of the device, already mentioned above, of supplementing the usual initial conditions with boundary conditions at infinity. Or consolation can be taken from two remarks. The first remark is that in the natural phase space measure, the set of initial conditions that lead to Xia type escape solutions has measure zero. But it is unknown whether the same is true of all non-collision singularities. The second remark is that the non-collision singularities result from the unrealistic idealization of point mass particles that can achieve unbounded velocities in a finite time by drawing on an infinitely deep potential well. This remark does not suffice to save determinism when an infinity of finite sized particles are considered, as we will see in the next subsection.
It is interesting to note that for point particles moving under mutually attractive Newtonian gravitational forces, QM cures both the collision33 and non-collision singularities that can spell the breakdown of classical solutions (see Section 5.2). This is more than a mere mathematical curiosity since it is an important ingredient in the explanation of the existence and stability of the hydrogen atom.
3.7 Infinite collections
Consider a collection of billiard balls confined to move along a straight line in Euclidean space. Suppose that the balls act only by contact, that only binary collisions occur, and that each such collision obeys the classical laws of elastic impact. Surely, the reader will say, such a system is as deterministic as it gets. This is so, if the collection is finite. But if the collection is infinite and unbounded velocities are permitted, then determinism fails because even with all of the announced restrictions in place the system can seemingly self-excite itself (see [Lanford, 1974]). Pérez Laraudogoitia [2001] shows how to use such infinite collections to create an analogue of the escape solution of the preceding subsection where all of the particles disappear in a finite amount of time. The time reverse of this scenario is one in which space is initially empty, and then without warning an infinite stream of billiard balls pour in from spatial infinity.
Legislating against unbounded velocities or imposing boundary conditions at infinity does not suffice to restore determinism if the billiard balls can be made arbitrarily small [Pérez Laraudogoitia, 2001]. For then a countably infinite collection of them can be Zeno packed into a finite spatial interval, say (0, 1], by placing the center of the first ball at 1, the second at 1/2, the third at 1/4, etc. Assume for ease of illustration that all the balls have equal mass (≡ 1). A unit mass cue ball moving with unit speed from right to left collides with the first ball and sends a ripple through the Zeno string that lasts for unit time, at the end of which all of the balls are at rest. The boring history in which all the balls are at rest for all time is, of course, also a solution of the laws of impact. Comparing this boring history with the previous one shows that past Laplacian determinism is violated.34
This failure of determinism carries with it a violation of the conservation and energy momentum, albeit in a weak sense; namely, in the inertial frame in which the object balls are initially at rest, the total energy and the total momentum each have different values before and after the collisions start, but in every other inertial frame there is no violation simply because the values are infinite both before and after the collisions.35 Pérez Laraudogoitia [2005] has shown how to construct scenarios in which there is a strong violation of conservation of energy and momentum in that the violation occurs in every inertial frame.
3.8 Domains of dependence
With some artificiality one of the threats to classical determinism discussed above can be summarized using a concept that will also prove very helpful in comparing the fortunes of determinism in classical physics and in relativistic physics. By a causal curve let us understand a (piecewise) smooth curve in spacetime that represents the spacetime trajectory for a physically possible transfer of energy/momentum. Define the future domain of dependence, D+(S), of a spacetime region S as the set of all spacetime points p such that any past directed causal curve with future endpoint at p and no past endpoint intersects S. The past domain of dependence D−(S) of S is defined analogously. And the total domain of dependence D (S) is the union D+(S) ∪ D−(S). If p ∉ D (S) then it would seem that the state in region S does not suffice to determine the state at p since there is a possible causal process that passes through p but never registers on S.
Since neither the kinematics nor the dynamics of classical physics place an upper bound on the velocity at which energy/momentum can be transferred, it would seem that in principle any timelike curve — i.e. any (piecewise) smooth curve oblique to the planes of absolute simultaneity — can count as a causal curve, and as a consequence D (S) = ø even when S is taken to be an entire plane of absolute simultaneity. The examples from Sections 3.4, 3.6, and 3.7 show how the “in principle” can be realized by some systems satisfying Newtonian laws of motion.
We have seen that some threats to classical determinism can be met by beefing up the structure of classical spacetime. And so it is with the threat currently under consideration. Full Newtonian spacetime is what results from neo-Newtonian spacetime by adding absolute space in the form of a distinguished inertial frame (‘absolute space’). In this setting the spacetime symmetries are small enough that there are now finite invariant velocities (intuitively, velocities as measured relative to absolute space), and thus laws can be formulated that set a finite upper bound on the absolute velocity of causal propagation. Nor is this move necessarily ad hoc as shown, for example, by the fact that the formulation of Maxwell's laws of electromagnetism in a classical spacetime setting evidently requires the services of a distinguished inertial frame, the velocity of light c being the velocity as measured in this frame.
But, as is well known, such a formulation is embarrassed by the undetectability of motion with respect to absolute space. This embarrassment provides a direct (albeit anachronistic) route from classical to relativistic spacetime. Adopting for classical spacetimes the same geometric language used in the special and general theories of relativity (see [Earman, 1989, Ch. 2]), absolute space is represented by a covariantly constant timelike vector field Aa, the integral curves of which are the world lines of the points of absolute space. The space metric is represented by a degenerate second rank contravariant tensor hab, which together with Aa defines a tensor that is formally a Minkowski metric: ηab:= hab – Aa Ab. The unobservability of absolute motion means that there is no preferred way to split ηab into an hab part and a Aa Ab part, suggesting that ηab is physically as well as formally a Lorentz metric. As we will see in Section 4.1, this puts determinism on much firmer ground in that domains of dependence of local or global time slices are non-empty in the spacetime setting of STR.
3.9 Determinism, predictability, and chaos
Laplace's vision of a deterministic universe makes reference to an “intelligence” (which commentators have dubbed ‘Laplace's Demon’):
We ought to regard the present state of the universe as the effect of its antecedent state and as the cause of the state that is to follow. An intelligence knowing all of the forces acting in nature at a given instant, as well as the momentary positions of all things in the universe, would be able to comprehend in one single formula the motions of the largest bodies as well as the lightest atoms in the world, provided that its intellect were sufficiently powerful to subject all data to analysis; to it nothing would be uncertain, the future as well as the past would be present to its eyes.36
Perhaps by taking Laplace's vision too literally, philosophers and physicists alike conflate determinism and predictability. The conflation leads them to reason as follows: here is a case where predictability fails; thus, here is a case where determinism fails.37 This is a mistake that derives from a failure to distinguish determinism — an ontological doctrine about how the world evolves — from predictability — an epistemic doctrine about what can inferred, by various restricted means, about the future (or past) state of the world from a knowledge of its present state.
There is, however, an interesting connection between determinism and practical predictability for laws of motion that admit an initial value problem that is well-posed in the sense that, in some appropriate topology, the solutions depend continuously on the initial data.38 The standard existence and uniqueness proofs for the initial value problem for the odes used in particle mechanics also furnish a proof of well-posedness, which can be traced to the fact that the existence proof is constructive in that it gives a procedure for constructing a series of approximations that converge to the solution determined by the initial data.
To illustrate the implications of well-posedness for predictability, consider the toy case of a system consisting of a single massive particle obeying Newtonian equations of motion. If a suitable Lipschitz condition is satisfied, then for any given values of the position q (0) and velocity of the particle at t = 0 there exists (for some finite time interval surrounding t = 0) a unique solution: symbolically . And further, since this initial value problem is well-posed, for any fixed t > 0 (within the interval for which the solution is guaranteed to exist), F is a continuous function of q (0) and . Suppose then that the practical prediction task is to forecast the actual position of the particle at some given t* > 0 with an accuracy of ɛ > 0, and suppose that although measurements of position or velocity are not error free, the errors can be made arbitrarily small. By the continuity of F, there exist δ1 > 0 and δ2 > 0 such that if and , then |q (t*) – (t*)| < ɛ. Thus, measuring at t = 0 the actual particle position and velocity with accuracies ±δ1/2 and ±δ2/2 respectively ensures that when the measured values are plugged into F, the value of the function for t = t* answers to the assigned prediction task. (Note, however, that since the actual initial state is unknown, so are the required accuracies ±δ1/2 and ±δ2/2, which may depend on the unknown state as well as on ɛ and t*. This hitch could be overcome if there were minimum but non-zero values of δ1 and δ2 that answered to the given prediction task whatever the initial state; but there is no a priori guarantee that such minimum values exist. A prior measurement with known accuracy of the position and velocity at some t** < 0 will put bounds, which can be calculated from F, on the position and velocity at t = 0. And then the minimum values can be calculated for accuracies δ1 and δ2 of measurements at t = 0 that suffice for the required prediction task for any values of the position and velocity within the calculated bounds.)
Jacques Hadamard, who made seminal contributions to the Cauchy or initial value problem for pdes, took the terminology of “well-posed” (a.k.a. “properly posed”) quite literally. For he took it as a criterion for the proper mathematical description of a physical system that the equations of motion admit an initial value formulation in which the solution depends continuously on the initial data (see [Hadamard, 1923, 32]). However, the standard Courant-Hilbert reference work, Methods of Mathematical Physics, opines that
“properly posed” problems are by far not the only ones which appropriately reflect real phenomena. So far, unfortunately, little mathematical progress has been made in the important task of solving or even identifying such problems that are not “properly posed” but still are important and motivated by realistic situations. [1962, Vol. 2, 230].
Some progress can be found in [Payne, 1975] and the references cited therein.
Hadamard was of the opinion that if the time development of a system failed to depend continuously on the initial conditions, then “it would appear to us as being governed by pure chance (which, since Poincaré,39 has been known to consist precisely in such a discontinuity in determinism) and not obeying any law whatever” [1923, 38]. Currently the opinion is that the appearance of chance in classical systems is due not to the failure of well-posedness but to the presence of chaos.
The introduction of deterministic chaos does not change any of the above conclusions about determinism and predictability. There is no generally agreed upon definition of chaos, but the target class of cases can be picked out either in terms of cause or effects. The cause is sensitive dependence of solutions on initial conditions, as indicated, for example, by positive Lyapunov exponents. The effects are various higher order ergodic properties, such as being a mixing system, being a K-system, being a Bernoulli system, etc.40 Generally a sensitive dependence on initial conditions plus compactness of the state space is sufficient to secure such properties. The sensitive dependence of initial condition that is the root cause of chaotic behavior does not contradict the continuous dependence of solutions on initial data, and, therefore, does not undermine the task of predicting with any desired finite accuracy the state at a fixed future time, assuming that error in measuring the initial conditions can be made arbitrarily small. If, however, there is a fixed lower bound on the accuracy of measurements — say, because the measuring instruments are macroscopic and cannot make discriminations below some natural macroscopic scale — then the presence of deterministic chaos can make some prediction tasks impossible. In addition, the presence of chaos means that no matter how small the error (if non zero) in ascertaining the initial conditions, the accuracy with which the future state can be forecast degrades rapidly with time. To ensure the ability to predict with some given accuracy ɛ > 0 for all t > 0 by ascertaining the initial conditions at t = 0 with sufficiently small error δ > 0, it would be necessary to require not only well-posedness but stability, which is incompatible with chaos.41
Cases of classical chaos also show that determinism on the microlevel is not only compatible with stochastic behavior at the macro level but also that the deterministic microdynamics can ground the macro-stochasticity. For instance, the lowest order ergodic property — ergodicity — arguably justifies the use of the microcanonical probability distribution and provides for a relative frequency interpretation; for it implies that the microcanonical distribution is the only stationary distribution absolutely continuous with respect to Lebesque measure and that the measure of a phase volume is equal to the limiting relative frequency of the time the phase point spends in the volume. In these cases there does not seem to be a valid contrast between “objective” and “epistemic” probabilities. The probabilities are epistemic in the sense that conditionalizing on a mathematically precise knowledge of the initial state reduces the outcome probability to 0 or 1. But the probabilities are not merely epistemic in the sense of merely expressing our ignorance, for they are supervenient on the underlying microdynamics.
Patrick Suppes [1991; 1993] has used such cases to argue that, because we are confined to the macrolevel, determinism becomes for us a “transcendental” issue since we cannot tell whether we are dealing with a case of irreducible stochasticity or a case of deterministic chaos. Although I feel some force to the argument, I am not entirely persuaded. There are two competing hypotheses to explain observed macro-stochasticity: it is due to micro-determinism plus sensitive dependence on initial conditions vs. it is due to irreducible micro-stochasticity. The work in recent decades on deterministic chaos supplies the details on how the first hypothesis can be implemented. The details of the second hypothesis need to be filled in; particular, it has to be explained how the observed macro-stochasticity supervenes on the postulated micro-stochasticity.42 And then it has to be demonstrated that the two hypotheses are underdetermined by all possible observations on the macrolevel. If both of these demands were met, we would be faced with a particular instance of the general challenge to scientific realism posed by underdetermination of theory by observational evidence, and all of the well-rehearsed moves and countermoves in the realism debate would come into play. But it is futile to fight these battles until some concrete version of the second hypothesis is presented.
3.10 Laplacian demons, prediction, and computability
Since we are free to imagine demons with whatever powers we like, let us suppose that Laplace's Demon can ascertain the initial conditions of the system of interest with absolute mathematical precision. As for computational ability, let us suppose that the Demon has at its disposal a universal Turing machine. As impressive as these abilities are, they may not enable the Demon to predict the future state of the system even if it is deterministic. Returning to the example of the Newtonian particle from the preceding subsection, if the values of the position and velocity of the particle at time t = 0 are plugged into the function F (q (0), , t) that specifies the solution q (t), the result is a function of t; and plugging different values of the initial conditions results in different — indeed, by the assumption of determinism, the corresponding to different initial conditions must differ on any finite interval of time no matter how small. Since there is a continuum of distinct initial conditions, there is thus a continuum of distinct . But only a countable number of these will be Turing computable functions.43 Thus, for most of the initial conditions the Demon encounters, it is unable to predict the corresponding particle position q (t) at t > 0 by using its universal Turing machine to compute the value of at the relevant value of t — in Pitowsky's [1996] happy turn of phrase, the Demon must consult an Oracle in order to make a sure fire prediction.
However, if q (0) and are both Turing computable real numbers, then an Oracle need not be consulted since the corresponding is a Turing computable function; and if t is a Turing computable real number, then so is . This follows from the fact that the existence and uniqueness proofs for odes gives an effective procedure for generating a series of approximations that converges effectively to the solution; hence, if computable initial data are fed into the procedure, the result is an effectively computable solution function. Analogous results need not hold when the equations of motion are pdes. Jumping ahead to the relativistic context, the wave equation for a scalar field provides an example where Turing computability of initial conditions is not preserved by deterministic evolution (see Section 4.4).
A more interesting example where our version of Laplace's Demon must consult an Oracle has been discussed by Moore [1990; 1991] and Pitowsky [1996]. Moore constructed an embedding of an abstract universal Turing machine into a concrete classical mechanical system consisting of a particle bouncing between parabolic and flat mirrors arranged so that the motion of the particle is confined to a unit square. Using this embedding Moore was able to show how recursively unsolvable problems can be translated into prediction tasks about the future behavior of the particle that the Demon cannot carry out without help from an Oracle, even if it knows the initial state of the particle with absolute precision! For example, Turing's theorem says that there is no recursive algorithm to decide whether a universal Turing machine halts on a given input. Since the halting state of the universal Turing machine that has been embedded in the particle-mirror system corresponds to the particle's entering a certain region of the unit square to which it is thereafter confined, the Demon cannot predict whether the particle will ever enter this region. The generalization of Turing's theorem by Rice [1953] shows that many questions about the behavior of a universal Turing machine in the unbounded future are recursively unsolvable, and these logical questions will translate into physical questions about the behavior of the particle in the unbounded future that the Demon cannot answer without consulting an Oracle.
The reader might ask why we should fixate on the Turing notion of computability. Why not think of a deterministic mechanical system as an analogue computer, regardless of whether an abstract Turing machine can be embedded in the system? For instance, in the above example of the Newtonian particle with deterministic motion, why not say that the particle is an analogue computer whose motion “computes,” for any given initial conditions q (0), , the possibly non-Turing computable function q (t) = F (q (0), , t)? I see nothing wrong with removing the scare quotes and developing a notion of analogue computability along these lines. But the practical value of such a notion is dubious. Determining which function of t is being computed and accessing the value computed for various values of t requires ascertaining the particle position with unbounded accuracy.
Connections between non-Turing computability and general relativistic spacetimes that are inhospitable to a global version of Laplacian determinism will be mentioned below in Section 6.6.