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What makes "entropy" such a frightening concept to humans?
The concept of entropy is based on the idea that energy (or matter) tends to spread out and gradually lose its order over time. In physics, this process is described by the second law of thermodynamics: all systems left to themselves evolve towards a state of chaos in which energy becomes evenly distributed among all available degrees of freedom.
The basis of the second law is statistical: it relies on the assumption that there are many individual microscopic systems, and that each follows its own course. In such a system, where independent processes proceed at random, it turns out by chance alone (and over infinite time) that disorder will always increase- - because any decrease in entropy already requires an input of energy.
The individual systems of the universe are constantly exchanging energy, in the form of heat and light. It turns out that some processes tend to increase disorder, while others have an opposite effect- - i.e., they produce order (or decrease entropy).
For example, imagine a tiny closed system consisting of two bodies at different temperatures. If you allow them to communicate with each other by exchanging heat (a process called contact- - which is irreversible), then the body that was originally hotter will lose energy and cool down, while the colder one will gain energy and warm up.
In this example, we can see that the total quantity of energy remains constant as heat is transferred from a hotter body to a colder one. The entropy (disorder) decreases because the hot body loses energy in a very orderly way.
The second law of thermodynamics states that in any isolated system, entropy will only increase with time. That is the general trend: over very long periods of time, any isolated system tends towards a state of maximum disorder.