The relations between the Perelman's entropy functional and notions of entropy from statistical mechanics I am looking for the relations and analogies between the Perelman's entropy functional,$\mathcal{W}(g,f,\tau)=\int_M [\tau(|\nabla f|^2+R)+f-n] (4\pi\tau)^{-\frac{n}{2}}e^{-f}dV$, and notions of entropy from statistical mechanics. Would you please explain it in details?
 A: Perelman himself wrote about his entropy formula for the Ricci flow that "The interplay of statistical physics and (pseudo)-riemannian geometry occurs in the subject of Black Hole Thermodynamics, developed by Hawking et al. Unfortunately, this subject is beyond my understanding at the moment."
Subsequently, this connection has been explored in some detail in two papers by Samuel and Chowdury: "Geometric flows and black hole entropy" and "Energy, entropy and the Ricci flow". For a discussion of both these papers, see chapter 6 of "On the Emergence Theme of Physics" by Robert Carroll.

Perelman has given a gradient
  formulation for the Ricci flow,
  introducing an "entropy function"
  which increases monotonically along
  the flow. We pursue a thermodynamic
  analogy and apply Ricci flow ideas to
  general relativity. We investigate
  whether Perelman's entropy is related
  to (Bekenstein-Hawking) geometric
  entropy as familiar from black hole
  thermodynamics. From a study of the
  fixed points of the flow we conclude
  that Perelman entropy is not connected
  to geometric entropy. However, we
  notice that there is a very similar
  flow which does appear to be connected
  to geometric entropy. The new flow may
  find applications in black hole
  physics suggesting for instance, new
  approaches to the Penrose inequality.

A: There is a nice interpretation of Perelman's monotonicity formulas in terms of optimal transportation, see e.g. these lecture notes by Peter Topping
http://homepages.warwick.ac.uk/~maseq/grenoble_20100324.pdf
It seems helpful to look at the elliptic case first. As discovered by Lott-Villani and Sturm nonnegative Ricci curvature can be characterized by the property that the Boltzmann-entropy is convex along optimal transportation. This is very intuitive, imagine e.g. a pile of sand being transported from the south to the north-pole on the sphere.
The idea for the Ricci flow is similar (being a (super)Ricci flow can be viewed as parabolic version of having nonnegative Ricci curvature), but the details are a bit more complicated. The $W$-functional can be written as derivative of a suitable Boltzmann-entropy (see Section 5 in Perelman's first paper) and the monotonicity of $W$ can be interpreted as convexity of this entropy, see the above lecture notes for details.
A: For metrics on $S^{2}$ with positive curvature, Hamilton introduced the
entropy $N\left(  g\right)  =-\int\ln(R\operatorname{Area})Rd\mu.$ If the
initial metric has $R>0,$ he proved that this is nondecreasing under the Ricci
flow on surfaces; note that $Rd\mu$ satisfies $(\frac{\partial}{\partial t}-\Delta
)(Rd\mu)=0.$ Let $T$ be the singular time; then
$$
\frac{d}{dt}N\left(  g\left(  t\right)  \right)  =2\int\left\vert
\operatorname{Ric}+\nabla^{2}f-\frac{1}{2\tau}g\right\vert ^{2}d\mu+4\int%
\frac{\left\vert \operatorname{div}(\operatorname{Ric}+\nabla^{2}f-\frac
{1}{2\tau}g)\right\vert ^{2}}{R}d\mu,
$$
where $\tau=T-t$ and $\Delta f=r-R.$ ($f$ satisfies $\frac{\partial
f}{\partial t}=\Delta f+rf$; since $n=2$, $\operatorname{Ric}=\frac{1}{2}Rg$)
Perelman's entropy has the main term: $\int fe^{-f}d\mu,$ which is the
classical entropy with $u=e^{-f}$ as Deane Yang wrote. (Besides Section 5 of
Perelman, further discussion of entropy appeared later in some of Lei Ni's
papers as well as elsewhere.) Even though this term is lower order (in terms
of derivatives), geometrically it is the most significant as can be seen by
taking the test function to be the characteristic function of a ball
(multiplied by a constant for it to satisfy the constraint); technically, one
chooses a cutoff function. Thus Perelman proved finite time no local
collapsing below any given scale only assuming a local upper bound for $R,$
since the local lower Ricci curvature bound (control of volume growth is
needed to handle the cutoff function) can be removed by passing to the
appropriate smaller scale.
Heuristically (ignoring the cutoff issue), since the constraint is $\int(4\pi\tau)^{-n/2}e^{-f}d\mu=1,$ if
we take $\tau=r^{2}$ and $e^{-f}=c\chi_{B_{r}},$ then $c\approx\frac{r^{n}%
}{\operatorname{Vol}B_r}.$ So, if the time and scale are bounded from above, by Perelman's monotonicity, we have $$-C\leq\mathcal{W}(g,f,r^{2})\lessapprox r^{2}%
\max_{B_{r}}R+\ln\frac{\operatorname{Vol}B_r}{r^{n}},$$ yielding the volume ratio lower bound.
Added December 12, 2013:
For all of the following, see Perelman, Ni, Topping, etal. Let $\mathcal{N}
=\int fe^{-f}d\mu$ be the classical entropy. Then, under $\frac{\partial
}{\partial t}g=-2(\operatorname{Ric}+\nabla^{2}f)$ and $\frac{\partial
f}{\partial t}=-\Delta f-R$, we have $-\frac{d\mathcal{N}}{dt}=\mathcal{F}
(g,f)\doteqdot\int(R+\left\vert \nabla f\right\vert ^{2})e^{-f}d\mu$
(Perelman's energy). If the solutions are on $[0,T)$, then $\mathcal{F}
(t)\leq\frac{n}{2\left(  T-t\right)  }\int e^{-f}d\mu$, which implies that
$\frac{d}{dt}(\mathcal{N}-(\frac{n}{2}\int e^{-f}d\mu)\log(T-t))\geq0$. Let
$\mathcal{W}(g,f,\tau)=(4\pi\tau)^{-n/2}\left(  \tau\mathcal{F}+\mathcal{N}
\right)  -n\int(4\pi\tau)^{-n/2}e^{-f}d\mu$ (Perelman's entropy). Under
$\frac{\partial}{\partial t}g=-2\operatorname{Ric}$ and $\frac{\partial
f}{\partial t}=-\Delta f+|\nabla f|^{2}-R+\frac{n}{2\tau}$, we have have
$\frac{d\mathcal{F}}{dt}=2\int|\operatorname{Ric}+\nabla^{2}f|^{2}e^{-f}
d\mu-\frac{n}{2\tau}\mathcal{F}$ and $\frac{d\mathcal{N}}{dt}=-\mathcal{F}
+\frac{n}{2\tau}\int e^{-f}d\mu-\frac{n}{2\tau}\mathcal{N}$. So, by coupling
with $\frac{d\tau}{dt}=-1$, we obtain (Perelman's entropy formula)
\begin{align*}
(4\pi\tau)^{n/2}\frac{d\mathcal{W}}{dt}  & =\frac{n}{2\tau}\left(
\tau\mathcal{F}+\mathcal{N}\right)  -\mathcal{F}+\tau\frac{d\mathcal{F}}
{dt}+\frac{d\mathcal{N}}{dt}\\
& =2\tau\int|\operatorname{Ric}+\nabla^{2}f-\frac{1}{2\tau}g|^{2}e^{-f}d\mu.
\end{align*}
