Notesnote About Modern

Statistical Physics
Lecture Notes
Abstract
These notes represent the material covered in the Part II lecture Statistical Physics.
They are largely based on the more extended lecture notes by David Tong [2]. The main
purpose of these notes to provide as close as possible a one-to-one representation of the
course as it appears on the black board in the lecture room. This comes, at times, at the
expanse of uniformly using complete sentences and instead using short phrases and the
like.
Readers interested in more details as well as a wider range of subjects, will find David
Tongs lecture notes an excellent source and may also find the following books of interest.
E. Mandl, Statistical Physics .
L. D. Landau & E. M. Lifshitz, Statistical Physics .
F. Reif, Fundamentals of Statistical and Thermal Physics .
M. Kardar, Statistical Physics of Particles, Statistical Physics of Fields; see also

Kardars webpage [3].
A. B. Pippard, The Elements of Classical Thermodynamics .
Example sheets for this course will be available on the web page
http://www.damtp.cam.ac.uk/user/examples
Cambridge, January 2014

Ulrich Sperhake
A THE FUNDAMENTALS OF STATISTICAL PHYSICS
A
A.1
The fundamentals of statistical physics

Introduction
Science works in layers, e.g.:

History
Economy
Psychology
Biology
Chemistry
Atomic Physics
Nuclear Physics
Particle Physics
Choose one area, consider the neighbours, ignore the rest.
Fundamental laws, large numbers
emergent phenomena, e.g. traffic jams, temperature
Statistical Physics:
translate microphyics
macrophysics
(fundamental laws)
(temperature, color, . . . )
We will see that this can be done quite rigorously for many laws: ideal gas law, Wiens displacement, . . .
Not all macrosystems are understood at micro level: black holes, high T super conductors
Note: We have large numbers N 1023 6= 1
A.2
The microcanonical ensemble
Isolated system: no exchange of energy, particles with outside

world
R
P
We do this QM, but applies to classical systems as well ( )
time independent Schrodinger eq.:
H|i
= E|i
Eigenstate
Eigenvalue
E, N, ...

For N 1023 degrees of freedom:
our view:
impossible to solve
unnecessary to solve: system jumps from state to state . . .
mixed state with probability p(n) for state |ni

X
=
expectation value hOi

p(n)hn|O|ni
n
equilibrium:
probability distribution is time independent!

e.g. leave system for a while
Fundamental assumption: For an isolated system in equilibrium, all accessible microstates are equally likely
accessible = same energy E (for now)
(E) = # of states with energy E

( 1
if |ni has energy E
(E)
p(n) =
0
otherwise
Comments:
(E) is absurdly large! E.g. 1023
2-state particles
23 )
(E) = 2(10
In QM, energy levels are discrete. For N 1023 they are finely spaced
almost like continuum.
We implicitly define (E) as the # of states with energy [E, E + E);

E measurement accuracy, level spacing
p(n) has nothing to do with quantum uncertainty!

its just our ignorance.
A.2.1
Entropy and the 2nd law of thermodynamics
Def.: Entropy of system
S(E) = kB ln (E)
kB = 1.381 1023
Recall: N
2-state particles = 2N
SN
J
K
Boltzmanns constant

additive: consider 2 separate systems
E2
E1
(E1 , E2 ) = 1 (E1 ) 2 (E2 )
S(E1 , E2 ) = S1 (E1 ) + S2 (E2 )
The second law

bring the two systems together
E1
2
They exchange energy: E1 E1 , E2 E
2
Etot = E1 + E2 = E1 + E
(Etot ) =
=
i }
{E
i }
{E
i ) 2 (Etot E i )
1 (E
1
1
"
S1 (E1i ) S2 (Etot E1i )

exp
+
kB
kB
discreteness of QM energy levels:
see comment above!
when the systems were separate, we had (E1 , E2 ) states.

each such state is also one of the (Etot ) states when the system is combined!
(Etot ) (E1 , E2 )
S(Etot ) S(E1 , E2 ) = S1 (E1 ) + S2 (E2 )
S 0
For large N: recall that S N
the above sum (Etot ) =
i }
{E
1
"
1i )
S1 (E1i ) S2 (Etot E
+
exp
kB
kB
is a sum of exponentials of N 1023 .
Such sums are dominated by their maximum value!

S1 + S2
is twice as large as
Say, for some energy E1i = E , the exponent
kB
for any other E.
Then this term is eN times larger than all other terms.
E2

All terms but the one with E1i = E are negligible
Setting E1 = E1i , E2 = Etot E1i , the exponent is
i
1 h
S1 (E1 ) + S2 (E2 ) ,
kB
and it is maximal for E1i = E if
i
h
1 ) + S2 (E2 ) = S1 S2 = 0
S
(
E
1
E1i
E1 E2

S1
S2
=0
E E
E Etot E
()
Then the total entropy is
S(Etot ) S1 (E ) + S2 (Etot E ) S1 (E1 ) + S2 (E2 )

Subsystems 1 and 2 have nearly determined energies E , Etot E
after contact.
Note: If E1 6= E , subsystem 1 will hardly ever return from energy E to E1

contact vastly enhances the number of accessible states
1 ) + S2 ( E
2 ) is maximal
Second Law: energy is rearranged such that S1 (E
A.2.2
Temperature
Note:
We are slightly departing here from the microcanonic assumption E = const.

This is to be viewed as an ensemble of systems with different E.
Def.: Temperature T :
1
S
=
T
E
Why is this a good definition?

Does it describe coffee?
1) Units ok thanks to Boltzmanns constant
2) Consider Eq. (): Energy rearranged such that S1 (E1 ) + S2 (E2 ) max.
2 , i.e. no energy transfer at all
Now assume E1 = E1 , E2 = E

S1
S2
= 0 T1 = T2
E E1
E E2
No energy transfer corresponds to equal T1 = T2 (before contact) as expected.
E1 = E2

!

1
S2
1
S1
E1 =
E1
E E1
E E2
T1 T2
3) Let us assume small energy transfer:

S1
S2
S
E1 +
E2 =
E E1
E E2
S > 0 because S maximized
if T1 > T2 E1 < 0
energy goes from hot to cold
Summary: T looks a good definition

equilibrium
equal T
we will evaluate T for ideal gas later; our def. is correct

Heat capacity
Def.: C
E
T
Comments:
we should call this energy capacity

C is nice: can be measured!
consider E a function of T
S
S E
C
=
=
T
E T
T
C=T
S
T
we will see this as C =
Q
in thermodynamics
T
where we also specify whats kept constant: CV , CP , . . .

we can measure entropy differences:
S =
T2
T1
C(T )
dT
T
. . . beats counting exp(1023 ) states

C
N
Def.: specific heat capacity c =

Note:
S
1
=
E
T
2S
1
T 1
1
=
=
= 2
2
E
E T
E T T
T C
Almost all substances have C > 0
2S
<0
E 2
The extremum in Eq. () is really a max.

thermodynamically stable systems
Exception: black holes; Hawking radiation
A.2.3
The Two-State system
Stirlings formula
We often have ln N!
1
Stirling: ln N! = N ln N N + ln(2N) + O
2
For now: ln N! =
N
X
1
N
(Examples)
ln p
ln p
p=1
ln p dp =
1
= [p ln p]N
1
p
dp = N ln N (N 1)
p
1 ln p dp
ln N! N ln N N
(lower limit!)
...

Two-spin-state system
N particles: non-interacting, 2 states: ,
Let E = 0, E =
N particles with spin up N = N N
E = N
what is (E)?
pick N particles from N
(E) =
N
N
S(E) = kB ln
N!
N ! (N N !)
N!
= kB [ln N! ln N ! ln(N N )!]
N ! (N N )!
kB [N ln N N N ln N + N (N N ) ln(N N ) + N N ]
= kB [(N N ) ln N + N ln N N ln N (N N ) ln(N N )]

N N
E
N

= kB (N N ) ln
+ N ln
N =
N
N

E
E
E
E
= kB N
1
ln 1
+
ln
N
N
N N
special cases: S(0) = 0

N
= kB N ln 2
S
2
S(E)
maximum
S(N) = 0
0
N / 2

1
S
kB
Temperature:
=
= ... =
ln
T
E
N
1
E
N
E
1
=
= /(k T )
B
N
N
e
+1
For T :
1
N
=
N
2
N
?
2
T < 0 as we increase E, (E) decreases
1
view as
going through 0 to negative values
T
What happens for E >
E
=
Heat capacity: C =
T
T
N
e/(kB T )
C max near T
+1
N2
e/(kB T )
kB T 2 (e/(kB T ) + 1)2
kB
T 0 C e/(kB T ) 0
gap to first excited state
heating a bit does nothing
T
already
1
0 half the states are
T2
Schottky anomaly
for normal substances: C dominated by phonons or free electrons; spin negligible
C increases with T .
for special cases at low T : e.g. paramagnetic salts
spin contribution significant C like Fig.
10

A.2.4
Pressure, Volume, 1st law of thermodynamics
Consider volume V of system

S(E, V ) = kB ln (E, V )

S
1
; keep V constant
=
T
E V
1
S
=
and concluded that
T
E
2 systems keep their energies E1 , E2 if they have same T
Recall: we defined
Def: Pressure:
pT
S
V
Repeat the argument for T equilibrium

2 systems keep their volume if they have the same p
First Law:
from our definitions:
dS =
S
E
dE +
S
V
dV =
E
1
p
dE + dV
T
T
dE = T dS pdV
Note:
pdV = p A dx = F dx
dx
= work done by system
p
A
sign: dV < 0
we work on the system
dE > 0
energy conservation:
T dS = heat Q added to the system; cf. Sec. D

pdV = work done by the system
The systems change in energy is equal to the heat added
plus the work done on the system
11
heat capacity: we now write CV =
E
T
=T
Strictly
analagously: Cp = T
S
T
S
T
Q
T
but its the same since dV = 0
(dont use
E
T
here!)
Ludwig Boltzmann: did a lot of this in the absence of proof for atoms!
S = kB ln on his tomb stone
his work received a lot of criticism;
truely appreciated after his suicide in Trieste in 1906
A.3
The canonical ensemble
Closed system: can exchange energy, but no matter, with outside world
closed system S
S
at equilibrium temperature T
coupled to large reservoir R
changes in T of reservoir negligible
What is the number of states of the total system S + R?

X
X
SR (Etot En )
(Etot ) =
R (Etot En ) =
exp
kB
n
n
where n = state of system S with energy En
R = # of states of reservoir;
Note:
SR = kB ln R
We sum over all states n, not over the energies En of S!

Otherwise: degeneracy factor g(En )
12

R large En Etot
X

SR (Etot En )
SR (Etot )
SR En
(Etot ) =
exp
exp
k
k
E k
B
B
n
n
| {ztot} B
1
=
T
X
(Etot ) eSR (Etot )/kB
eEn /(kB T )
X
# of states where S sits in state |ni: eSR /kB eEn /(kB T )

Each of the (Etot ) states equally likely
eEn /(kB T )
X
probability that S is in state |ni: p(n) =
eEm /(kB T )
m
Boltzmann distribution, canonical ensemble

Comments:
Reservoir only plays a role through T

p eE/(kB T )
high-energy states unlikely
E of system large fewer states of reservoir to distribute its energy

T 0 forces system into ground state (lowest E)
A.3.1
The partition function
Def.:
1
kB T
Def.: partition function
eEn
= sum of probabilities of |ni up to normalization

Boltzmann distribution:
p(n) =
eEn
Z
Z is the most important quantity in statistical physics!

Z is multiplicative:
Consider two systems 1, 2

i
X
Xh
(1)
(2)
(1)
(2)
Z=
e[Em +En ] =
eEm eEn
n,m
Xh
m
In QM we have 2 probabilities:
density matrix: =
n,m
i Xh
i
(1)
(2)
Em
En
e
e
= Z1 Z2
n
- QM
- our ignorance of the system
p() = h|
|i = probability of state |i
We wont use that
Derivations from Z
average energy:
hEi =
(pn En ) =
hEi =
energy fluctuations:
ln Z

E 2 = (E hEi)2 = hE 2 i hEi2
...
heat capacity:
X En eEn
E 2 =
2
ln Z = hEi
2

hEi
1
hEi
=
=
E 2
CV =

T V
T
kB T 2
E 2 = kB T 2 CV
Comments:
1) large fluctuations large heat capacity:
manifestation of fluctuation-dissipation theorem

E
1
2) Recall: CV N, E N
E
N
for large N: E peaked near hEi, essentially constant
in thermodynamic limit: microcanonic canonic; E = hEi
13
14

The two-spin-state system revisited
X
single particle:
Z1 =
eEn = 1 + e = 2e/2 cosh
2
n
Z=
N
Y
Zk = 2N eN /2 coshN
k=1
ln Z = . . . =
hEi =

N
1 tanh
=
2
1 + e
CV = . . .

sinh x
ex ex

=
cosh x
ex + ex
Note: the partition function automatically handles the combinatorics
A.3.2
Entropy
MiCE: S = kB ln (E) = kB ln of # states

Now: probability distribution over states with different E
Trick:
S1
take W identical systems, all coupled to R

For each system: states |ni, say n = 1 . . . N
# of systems in state |ni:
p(n) W , if W large
Consider reservoir + all systems as microcanical (Etot fixed)
S2
...
SW1
SW
15

tot = R S
what is S ?
1) List all states n = 1 . . . N
p(1) W
slots
...
2) create p(n) W slots for state n

P
3)
of all slots = W
p(2) W
slots
...
p(N) W
slots
...
...
n=1
...
4) W ! = # of permutations of W systems
= # of ways to put them into slots
5) [p(n) W ]! = # of permutations of p(n) W systems
= # of ways to reshuffle systems in state n
without changing the physical setup
W!
S = Y
= # of different ways to get p(1) W systems in state |1i,
[p(n)W ]!
p(2) W systems into state |2i, etc.
n

we ignore SR
X
SS = kB ln S = (Stirling)
. . . = kB W
p(n) ln p(n) = entropy of W systems
Stot = kB (ln R + ln S )
one system:
Comments:
S = kB
p(n) ln p(n)
due to Gibbs
S = function of probability distribution

MiCE: prob. distr. = f (Energy) S = S(E)
CE:
prob. distr. = f (T )
p(n) =
1
(E)
eEn
p(n) =
Z
S = kB
...
S = kB ln (E)
#
"
kB X En eEn
kB X
e
En eEn + kB ln Z
ln
S=
=
Z n
Z
Z n
(T ln Z)
T
16

MiCE vs. CE
S = kB ln (E)
vs.
S = kB
p(n) ln p(n)
different probability distributions!

But for N physical observables agree in both ensembles. How?
X
X
Consider Z =
eEn =
(Ei ) eEi
n
{Ei }
N (Ei ) eEi is strongly peaked at Ei = E
eN effect
sum in Z dominated by E term with max. condition

E
(E)e
=0
E
E
Z (E )eE
1
S
ln
=
= kB
T
E
E
Well need:
hEi =
ln
E
ln Z
[ln E ]
E ln
E
+ E +
E
= E
(!)
entropy: S = kB
(T ln Z) = kB
[T (ln E )]
T
T
= kB ln kB E kB T kB 2
(ln E )
|
{z
}
=E
= kB ln (E )
CE like MiCE at energy E !

2

T = kB

Maximizing entropy
both MiCE and CE can be obtained from a variational principle
X
MiCE:
Consider Gibbs entropy S = kB
p(n) ln p(n)
n
with p(n) 6= 0 for states |ni with energy E

X
constraint:
p(n) = 1
n
vary S + kB
"
X
n
p(n) 1 ;
"
#
X
X
p(n) ln p(n) +
p(n) = 0
p(m)
n
n
ln p(m) p(m)
ln p(m) = 1
1
+=0
p(m)
p(m) = e1 = const
CE: keep hEi fixed
A.3.3
= Lagrange multiplier
MiCE!
(example sheet)
Free energy
Def.: Free energy F := E T S
available energy
Mathematically: Legendre trafo
Recall
dF = dE d(T S) = T dS pdV T dS SdT = SdT pdV

F
F
,
p=
S=
T V
V T
E=
ln Z ,
S = kB
F = E T S = kB T 2
F = kB T ln Z
(T ln Z) ,
T
= kB T 2
ln Z kB T ln Z kB T 2
ln Z
T
T
17
18
A.4
A.4.1
The grand canonical ensemble

The chemical potential
Consider additional quantities of the system: particle number N , electric charge q

S = S(E, V, N) = kB ln (E, V, N)

S
S
1
,
p=T
=
recall:
T
E V,N
V E,N

S
Def.: chemical potential = T
N V,E
repeat argument for T -equilibrium
systems do not (net-)exchange particles if 1 = 2

1st law: dS =
1
dE + dV dN
T
T
T
chemical equilibrium
dE = T dS pdV + dN
= energy cost to add one particle

For electric charge we would get the electrostatic potential

E
S
, but from first law: =
Comment: = T
N V,E
N S,V
Why?
in general: let x, y, z be variables with one constraint

x y z
= 1
y z z x x y

1
z
y
=
for us: x = E , y = N , z = S , constraint: V = const ; use

z x
y x
If we work at constant temperature rather than energy:

F
we use dF = SdT pdV + dN =
N T,V
19

A.4.2
The grand canonical ensemble
GrCE: We now let the system also exchange particles with its environment
fixed T and
Def.: Let a state |ni correspond to energy En and particle number Nn
Grand canonical partition function Z(T, , V ) =
(Sec.
. . .3)
Entropy: S = kB
one also gets:
p(n) =
X
n
A.4.3
p(n) ln p(n) . . .
S = kB
(T ln Z)
T
ln Z
1
ln Z

N 2 =
1 2
1 hNi
ln Z =
2
2

The grand canonical potential
Def.: Grand canonical potential = F N

d = SdT pdV Nd
View = (T, V, )
with F = E T S ,
=
= E T S N ,
ln Z T kB
(T ln Z)
= kB T ln Z
e(En Nn )
e(En Nn )
Z
hEi hNi =
hNi =
= kB T 2

Def.: extensive quantities scale as system size: E, N, V , S
intensive quantities size independent:
1
S
S
S
=
, p=T
, = T
T
E
V
N
F is extensive: F (T, V, N) = F (T, V, N)

is extensive: (T, V, ) = (T, V, ):
only one extensive independent variable!
must be V !

= p
We know
V T,
= p(T, ) V
A lot of this developed by Josiah Willard Gibbs (1839-1903)
20
21
B CLASSICAL GASES
Classical Gases
gas = particles flying around in a box

classical, but QM is often there in the background
well typically use the CE
one particle: H =
p~2
+ U(~q) = Ekin + Epot
2m
state = point in phase space {(qi , pi )}

P
1
partition function for one particle Z1 = 3
h
eH(~p,~q) d3 p d3 q
h = 6.6 1034 J s
why h in a classical formula?
B.1
From QM to classical
One particle in 1 dim. in QM: Hamilton operator:
|ni = En |ni
H
Eigenstate energy
Z
Z
1 = dq |qihq| ,
1 = dp |pihp|
Recall identity operator:
Z1 =
=
eEn =
X
n
hn|
2
= p + U(
H
q)
2m
hn|e H |ni
dq |qihq|e
(
dq |q ihq |ni
)
dq dq
Z1 =
dqhq|e H |qi = Tr e H
hq|e
|q i
X
n
[hq |nihn|qi]

X

|nihn| = 1 ,

n
hq |qi = (q q )
22
B CLASSICAL GASES
Recall from QM: eA eB = eA+B+ 2 [A,B]+...

= p, [
for us: A = q, B
q , p] = i~
=e
p
2
+U (
q)
2m
Classical limit: ~ 0 !
Z
p
2
Z1 = dqhq|e 2m eU (q |qi
Z1 =
Note:

|qi eigenstates to q U(
q )|qi = U(q)|qi

operator number
p
2
dq eU (q) hq|e 2m |qi

dq dp dp
U (q)
2m
hq|pihp|e
|p ihp |qi
i
1
e ~ pq ,
hp|pi = (p p )
2~
Z
1
d3 q d3 peH(~p,~q)
Z1 =
3
(2~)
hq|pi = hp|qi =
In 3 dims.:
B.2
p
2
= e 2m eU (q) + O(~)
Ideal gas
Def.: gas = N particles trapped in box of volume V

ideal = particles do not interact, i.e. U(q) = 0
monatomic = particles have no structure (i.e. no vibration, rotation)
1
Z1 (V, T ) =
(2~)3
Well often use
ax2
V
Z1 (V, T ) =
(2~)3
Z

d3 q = V

p
~
2m
d q d pe
dx =
a
p2
x
2m
dpx dpy dpz e
p2
y
2m
p2
z
2m
=V
mkB T
2~2
3/2
1

=
a =

2m
2mkB T
23
B CLASSICAL GASES
Def.: thermal de Broglie wavelength
2~2
mkB T
average de Broglie wavelength at T
Z1 =
V
3
N indistinguishable particles:
VN
Z1N
= 3N
Z(N, V, T ) =
N!
N!
exchange two particles no new state! Hence N!
Recall:
F = kB T ln Z = kB T [N ln V 3N ln ln N!]

NkB T
F
=+
ideal gas law: pV = NkB T
p=

V T
V
Comments:
all ~ have disappeared!
equations linking p, T, V are called equations of state (EOS)

S
T as defined above E
is really a good temperature!
in the lab: deviations at higher densities

expected: U 6= 0
B.2.1
energy:
Equipartition of energy

1
3
E=
ln Z =
[3N ln ] = 3N
ln = NkB T
2
2
Assume the gas existed in D spatial dimensions

... Z =
VN
DN N!
E=
D
NkB T
2
D degrees of freedom; each contributes
NkB T
to E
2
equipartition of energy: each degree of freedom contributes
NkB T
to E
2
breaks down for QM systems at small T
24
B CLASSICAL GASES
hEi =
For one particle:
p2
2m
mE
de Broglie wavelength dB =
mkB T
h
up to factors of 2 or
p

E
3
heat capacity: CV =
= NkB

T V
2
Comment on kB :
Why is it so small?
energy of gas E NkB T
E, T have units where numbers are O(1) NkB = O(1)
# stars in universe 1022 < N (!) kB
1
1023
N
Chemist Notation
Def.: Avogadros number NA # atoms in 12 g of Carbon12
1 mol NA atoms
ideal gas law:
pV = NkB T = nRT
with: n
B.2.2
N
,
NA
R NA kB 8
J
Universal gas constant
K mol
Entropy
Recall entropy for CE: S = kB
ln =
ln
T
T
(T ln Z)
T
2~2
1
=
ln T 1/2 =
mkB T
T
2T
[N ln V 3N ln ln N!]
T

3N
VN
Stirling : ln N! N ln N N
= kB ln 3N ln N! + kB T

2T

VN
3
kB ln 3N N + N + NkB
N
2
S = kB ln Z + kB T
25
B CLASSICAL GASES

5
V
S = NkB ln 3 +
N
2
Comments:
Sackur-Tetrode equation
S has ~ ; classically we only measure S
~ drops out
S measures the factor N! in Z

Gibbs noticed this before QM:
Mix red and blue gas entropy increases
Mix red and red gas entropy does not increase N!

B.2.3
The ideal gas in the GrCE
view as subvolume inside larger gas
Zideal (, V, T ) =
X
n
"
#
X
X

eNn eEn =
eN
eEm
N
states for fixed N

"
#
N
X
N
X

V
1
N
=
e
Zideal (N, V, T ) =
e
3
N!
N =0
N =0
= exp
e V
3
1
e V
hNi = N =
ln Z =

3
3
N
= kB T ln
V
V
= average volume per particle
N
average de Broglie wavelength of particle
26
B CLASSICAL GASES
3
V
N
QM effects important
classical limit 3
V
N
<0

E
= energy cost of adding particle at constant S, V !
=
N S,V
Comments:
extra particle more ways of distributing energy
S would increase unless E decreases

E decreases < 0
> 0 possible for some special cases
N 2 =
Fluctuations:
1 2
ln Z = N
2 2
1
N
=
N
N
0 in thermodynamic limit
e V
= kB T N
3
Recall: pV = = kB T ln Z = kB T
B.3
ideal gas law !
Maxwell distribution
Goal: velocity distribution

1
1 particle, ideal gas: Z1 =
(2~)3
m3 V
=
(2~)3
4m3 V
=
(2~)3
p
~
2m
d qd p
m~
v2
2
v 2 e
d3 v
mv 2
2
probability that atom speed in [v, v + dv]:

~v = p~

m
dv
mv 2
p(v) = N v 2e 2kB T

3/2
m
N = 4
2kB T
Maxwell
distribution
27
B CLASSICAL GASES
hv 2 i =
p(v)
3kB T
p(v) v 2dv = . . . =
m
equipartition of energy
Xe
He
1000
2000
km / s
Maxwells argument: prob. distribution in x dir.: (vx )

rotational symmetry same in y, z dir.
+ distribution cannot depend on direction

q

p(~v) = p
vx2 + vy2 + vz2 = p(v)
p(v) dvx dvy dvz = (vx ) (vy ) (vz ) dvx dvy dvz
It can be shown that the only solution is (vx ) = AeBvx

2
p(v) dvx dvy dvz = 4v 2 p(v)dv = 4A3 v 2 eBv dv

equipartition of energy B =
m
2kB T
History of kinetic theory

kinetic theory = understanding gas properties through atoms
1783 Bernoulli: pressure = bombardment of atoms
vx
px = 2mvx
next hit after t =
2L
vx
mvx2
px
=
F =
t
L
all atoms: F =
Nmhvx2 i
Nmhv 2 i
=
L
3L
Nmhv 2 i
Nmhv 2 i ! NkB T
F
=
=
=
pressure p =
A
3L3
3V
V
vx
1
3
mhv 2 i = kB T
2
2
(gas law)
28
B CLASSICAL GASES
1843: Waterson: rejected paper Thoughts on Mental Functions
1857: Clausius: rotating, vibrating modes
1859: Maxwell:
distribution, gas viscosity independent of density

experiment, Cavensdish Lab
Boltzmann Eq.: dynamics in phase space non-equilibrium
B.4
Diatomic gas
Molecules with 2 atoms 2 masses attached to spring

i) Rotation about 2 axes (ignore symmetry axis)
ii) vibration
Z1 = Ztrans Zrot Zvib
i) Rotation

1
Lagrangian: Lrot = I 2 + sin2 2
2
conjugate momenta: p =
Lrot
= I ,

p =
Lrot
= I sin2
p2
p2
+
Hamiltonian: Hrot = p + p Lrot =
2I 2I sin2
r
Z
Z

1
2
Hrot
ax
e
e
dp dp d d
dx =
Zrot =

2
(2~)
a
Z
Z 2
2I
2I
sin
d
d
=
=
(2~)2 0
~2
0
Erot =
1
ln Zrot =
[ ln . . .] = = kB T
29
B CLASSICAL GASES
Z1 = Ztrans Zrot (kB T )5/2
gas with rotation:
Z=
Z1N
N!
5
E = NkB T
2
5
CV = NkB : 3 + 2 deg. of freedom
2
ii) vibration
harmonic oscillator with frequency

p2
1
+ m 2 2
2m 2
Z
1
=
eHvib dp d
2~
Z
p2
m 2 2
1
1
kB T
=
e 2m e 2 dp d =
=
2~
~
~
Hvib =
Zvib
Evib = kB T : 2 degrees of freedom!
potential + motion
7
diatomic gas: CV = NkB
2
CV
7/2
vib
5/2
Note:
at lower T : dofs frozen out, e.g. H2 :
3/2
QM effect; visible in hot gas!
B.5
rot
I, dropped out
Interacting gas
Consider monatomic gas

ideal gas good for small
Virial expansion:
N
V
p
N
N2
N3
=
+ B2 (T ) 2 + B3 (T ) 3 + . . .
kB T
V
V
V
virial coefficients
tran
100
T/K
1000
30
B CLASSICAL GASES
goal: get Bi (T ) from first principals, i.e. potential U(r) between atoms
2 features of U(r):
p1 p2
1
: dipols p1 , p2 pot. energy 3
6
r
r
attractive
instantaneous dipol p1 electr. field E
p1
r3
induced dipol p2 E
p1
r3
van der Waals interaction

strong repulsion from Pauli exclusion
Lennard-Jones potential: U(r)
hard-core potential: U(r) =
r 12
0
r 6
0
12 = 6 2 chosen for convenience

U
r < r0

r0 6
r
U0
r r0
r0
hard-core easier! Take that...
B.5.1
Mayer f function and B2
Notation: ~r = particle position (instead of ~q)

N
X
X
p~2i
H=
+
U(rij ) ;
2m i>j
i=1
rij |~ri ~rj |
count pairs once!
1
1
Z(N, V, T ) =
N! (2~)3N
Z Y
N
d3 pi d3 ri eH
i=1
"Z
Y
P 2
1
1
j p
~j /(2m)
3
=
d
p
e
i
N! (2~)3N
i
Z Y
P
1
= 3N
d3 ri e j<k U (rjk )
N!
{z
}
| i
hard!
"Z
Y
i
d3 ri e
j<k
U (rjk )
31
B CLASSICAL GASES
1st try:
Taylor: e
j<k
U (rjk )
= 1
X
j<k
problem: for rij 0: U(rij )

2nd try:
X
2
U(rjk ) U(rlm ) . . .
2 j<k, l<m, l>j
U(rjk ) +
not good expansion parameter
Mayer f function: f (r) = eU (r) 1

r f (r) 0 ,
e
Def.: fij f (rij )
1
Z(N, V, T ) =
N! 3N
1st term:
j<k
U (rjk )
r 0 f (r) 1
Y
(1 + fjk )
j<k
Z Y
d 3 ri 1 +
fjk +
j>k
fjk flm + . . .
j>k, l>m, l>j
1 V N , ideal gas
2nd term: sum of terms like

Z
Z Y
Z
3
3
N 1
3
N 2
d3 r f (r)
I12
d r1 d r2 f (r12 ) = V
d ri f12 = V
i
~ = 1 (~r1 + ~r2 )
R
2
where ~r = ~r1 ~r2 ,
we were a bit sloppy with limits of integration

but this only matters near the boundary of the system
because f (r) has contributions only for r atomic distances
We have
1
N2
N(N 1)
terms of type I12
2
2

Z
VN
N2
3
Z(N, V, T ) =
d r f (r) + . . .
1+
N! 3N
2V
N

Z
N
3
d r f (r)
Zideal 1 +
2V
N
F = kB T ln Z = Fideal NkB T ln 1 +
2V
|
{z
B2 (T )
d r f (r)

(1 + )N 1 + N

32
B CLASSICAL GASES
What do we mean with low density?
Z
For Lennard-Jones or hard-core potential one can show:
f (r)d3r r03
where r0 location of min. of potential

atom size
The expansion is valid if higher-order terms are small
N 3
r 1
V 0
N
1
3
V
r0
N
1
3
V
r0
For liquids: atoms packed
expansion good for gases at densities much below liquid state
B.5.2
Van der Waals equation of state

Z
F
N
NkB T
3
With ln(1+x) x in F p =
1
f (r)d r + . . .
= ... =
V
V
2V
Z
N
pV
f (r)d3 r ; f (r) = eU (r) 1
=1
NkB T
2V
Cases:
1) repulsion:
U(r) > 0 r and U(r ) = 0 f (r) < 0 p > pideal
2) attraction:
U(r) < 0 . . . p < pideal

Z
Z r0
Z
h
i
3
3
3
+U0 (r0 /r)6
f (r)d r =
1d r +
dr e
1
3) hard-core:
high T limit:
r0
U0 1 eU0 (r0 /r) 1 + U0
f (r)d r 4
=
r0
0

3
4r0
3
r 2 dr +
U0
1
kB T
r 6
4U0
kB T

r
Z
r0
r06
dr
r4
33
B CLASSICAL GASES
N
pV
=1
NkB T
V
V
. . . kB T =
N

a
b ;
kB T
Comments:
2r03U0
,
3
b=
2r03
3

1

N2
N
V
N2
p+ 2a
1+ b
b
p+ 2a
V
V
V
N
van der Waals EOS: valid at low

p=
a=
N
, high T
V
NkB T
N2
a 2
V bN
V
a depends on U0 attractive large r effects smaller p

b only function of r0 hard-core repulsion reduces V
4
one atom blocks volume r03
3
2 3
but b = r0 Why?
3
r0 /2 r0 /2
st
1 atom has space V ,

2nd atom has space V , = 2b
etc.
whole configuration space:
N
1
Y
m=0
(V m) V N

N2
+ ...
1
2 V
N

= (V Nb)N
V N
2
Our method can only handle potentials
1
with n > 3 . Otherwise divergent integral of f (r)
rn

a
virial term of van der Waals EOS: B2 (T ) =
b
kB T
U(r)
2nd
Higher-order virial coefficients: e.g. cluster expansion,

cf. Sec. 2.5.3 in David Tongs notes [2]
More on van der Waals in Sec. E (Phase transitions)
34
C QUANTUM GASES
Quantum Gases
gases where QM effects are important; includes light, phonons,. . .
C.1
Density of states
X
often convenient to
ideal QM gas:
. . . dE ; requires density of states
no interaction
1 ~
model particles as plane waves = eik~x
V
L
impose periodic boundary conditions

(the physics can be shown not to depend on the BCs)
L
2ni
ki =
,
L
E~n =
one particle:
Z1 =
ni Z
4 2 ~2 2
~2~k 2
=
(n + n22 + n23 ) ,
2m
2mL2 1
k = |~k| , p = i~
xi
eE~n
~
n
recall =
2~2
mkB T
exponent
E~n
~2~k 2
2~n2
=
2
kB T
2m
L
for macroscopic box: L many ~n with E~n kB T

Z
Z
X Z
4V
L3
3
3
dk=
k 2 dk
d n=
(2)3
(2)3
~
n
E=
~2 k 2
2m
X
~
n
dE =
V
2
2
V
g(E) = 2
4
Z r
2m
~2
~2 k
dk
m
2mE m
dE =:
~2 ~2
3/2
g(E)dE ,
35
C QUANTUM GASES
Comments:
g(E)dE = # of states in energy interval [E, E + dE)

looks classical, but useful for many QM systems!
C.1.1
Relativistic systems
all that changes is E =
~2 k 2 c2 + m2 c4
dE =
instead of
~2 kc2
dk
E
E dE
. . . k 2 dk = 2 2
~c
...
g(E) =
~2 k 2
2m
E 2 m2 c4
~c
VE 2
E m2 c4
2 2 ~3 c3
V E2
for massless particles: g(E) = 2 3 3
2 ~ c
C.2
Photons: Blackbody Radiation
light = gas of photons

color of light at T = color of any object at T (equilibrium!)
if we ignore the atomic makeup (absorption lines, emission lines),
blackbody radiation because at T = 0 such a body is black
Photons:
wavelength , frequency =
energy E = ~ ;
2c
= kc
m=0
2 polarization states (transverse) g(E) picks up extra factor of 2

g(E) dE =
V 2
V E2
d
dE
=
2 3
2 ~ 3 c3
|{zc }
=:
g ()
g() = # states for a single photon with frequency [, + d)
36
C QUANTUM GASES
Note:
photons are not conserved! Unlike atoms

one could work in GrCE with = 0 . In this case = F
and our above relations of E, F, to Z or Z become the same.
Well stick with CE notation.
partition function for photons in fixed state n with n :

Zn = 1 + e~n + e2~n + . . . = summing over all N
=
take all frequencies
C.2.1
1
1 e~n
the Z multiply the ln Z add up

Z
Z

V
2 ln 1 e~ d
ln Z =
g() ln Z d = 2 3
c 0
0
Planck distribution
V~
energy: E =
ln Z = 2 3
c
E() =
Comments:
3
d =
e~ 1
E()d
V~
3
= photon energy density in frequency space
2 c3 e~ 1
as T decreases:
max decreases, max increases
max = kB~T ,
where 3 = 3e
2.822
Wiens displacement law

color of object at T
37
C QUANTUM GASES
total energy:
V (kB T )4
E= 2 3
c
~3
|0

x = ~

x3
dx
ex 1
{z
}
4
= ... = 15
4
E
2 kB
=
T4
3
3
V
15~ c
energy flux from object = luminosity:
E c
= T 4 ;
V 4
L=
4
2 kB
J
8
=
5.67
10
60~3 c2
m2 s K
Stefan-Boltzmann law (cf. Reif [1] for details)

Comments:
factor c because it is flux
1
2 factors of : a) flux goes only away from object, not into it
2
b) angular factor in integral
pressure:
V kB T
F = kB T ln Z = 2 3
c
V~
= 2 3
3 c
ln 1 e
V~ 1
= 2 3 4 4
3 c ~
3 e~
d
1 e~
Z

int. by parts

x3
V 2
=
(kB T )4
x
3
3
e 1
45~ c

1E
4 4
F
=
=
T
p=

V T
3V
3 c
Note: photon pressure =
We also get:
1
photon energy; important in cosmology!
3

F
16V 3
S=
=
T ,

T V
3c

16V 3
E
=
CV =
T

T V
c
38
C QUANTUM GASES
C.2.2
Cosmic Microwave Background (CMB)
CMB = afterglow after big bang

measured by COBE, WMAP, PLANCK
CMB 2.725 K blackbody radiation (within 105)
photons have travelled for 13.7 billion years
the disagreement exciting physics
C.2.3
The birth of QM
Consider the classical limit of Plancks formula:

V ~ 3
V 2 kB T
3
V~
2 3
=
E() = 2 3 ~
2 3
c e
1
c ~
| {zc }
= ERJ ()
Rayleigh-Jeans
Problem:

x 1 ex 1 + x

ERJ () d diverges: ultraviolet catastrophe
QM: for ~ kB T , the temperature cannot excite even one photon.

states frozen out
Planck used E = ~ and Boltzmann statistics first hint of QM
39
C QUANTUM GASES
C.3
Phonons
vibrations of crystal = sound waves

QM: electromagnetic waves 7 photons
7 phonons
QM: sound waves
phonon energy: E = ~ = ~kcs (speed of sound)
cs instead of c
differences from photons:
3 polarization states; also longitudinal

upper frequency limit:
=
2cs
< L no shaking possible
< D
We expect D
Debye:
N
V
1/3
Debye frequency
cs , but what is the prop. constant?
total number of atoms: N ; each atom has 3 directions of movement

3N ways of moving
Z D
set 3N =
g() d which is the number of states available for one phonon
0
3N =
D
0
3
V D
3 V 2
d
=
2 2 c3s
2 2 c3s
Def.: Debye temperature TD =
D =
6 2 N
V
1/3
cs
~D
= temperature at which highest-frequency
kB
states become excited
TD 100 K for lead, 2 000 K for diamond, 200 . . . 400 K for many materials
40
C QUANTUM GASES
phonons are not conserved same game as for photons:
Z D
1
, ln Zphonon =
g() ln Z d
Z =
1 e~
0
Z D
Z D
g()
3V ~
3
E=
~ ~
d = 2 3
d
e
1
2 cs 0 e~ 1
0
Z
3V (kB T )4 TD /T x3
E=
dx
2 2 (~cs )3 0
ex 1

x = ~

no analytic solution
Limits:
x3
4
dx
=
ex 1
15
0

3
4
2 2 V kB
12 4 T
E
3
=
T = NkB
CV =
T V
5(~cs )3
5
TD
1) T TD
upper int. limit :
2) T TD Taylor expand integrand

3
Z TD /T
Z TD /T
x3
1 TD
2
dx
+ ...
(x + . . .) dx =
ex 1
3 T
0
0
ET
Comments:
CV =
4 3
V kB
TD
= 3NkB
2
2 ~3 c3s
(with N above)
The high T behaviour known since early 1800s:

Dulong-Petit law
Debyes D reproduces the 3N
Debyes new contribution was limit 1)
41
C QUANTUM GASES
C.4
The diatomic gas revisited
Recall Figure for CV : rotation, vibration frozen out at low T
CV
7/2
vib
5/2
rot
1) Rotation
3/2
H=
p2
2I
p2
tran
100
2I sin2
QM E levels:
E=
~2
j(j + 1) ;
2I
j = 0, 1, 2, . . .
degeneracy 2j + 1 (Lz quantum numbers)

Zrot =
a) T
(2j + 1)e~
j=0
~2
2IkB
~2
2IkB
~2
1
2I
Zrot
b) T
2 j(j+1)/(2I)
(2x + 1)e~
2 x(x+1)/(2I)
dx =
2I
= Zclassic
~2
Zrot 1
T insufficient to excite even the 1st state above ground level.

Also explains why monatomic gas has no rot. degree of freedom:
I tiny T
~2
2IkB
frozen out for almost all T
2) Vibration

1
harmonic oscillator: En = ~ n +
2
Zvib =
X
n
e~(n+ 2 ) = e~/2
1
X
n
e~n =
e~/2
1
=
~
1e
2 sinh ~
2
T/K
1000
42
C QUANTUM GASES
1
= Zclass
~
a) T
~
kB
Zvib
b) T
~
kB
Zvib e~/2 =
energy offset Evib =
C.5
contribution from zero-point energy
ln Zvib =
, but no contribution to CV
Bosons
QM: 2 types of particles:
1) bosons: integer spin: (~r1 , ~r2 ) = (~r2 , ~r1 )

2) fermions:
1
-integer
2
(~r1 , ~r2 ) = (~r2 , ~r1 )
spin:
p, n, e fermions odd # of p, n fermions, e.g. He3

even # of p, n bosons, e.g. He4
thermal de Broglie =
2~2
mkB T
T small large; eventually particle separation
V
N
1/3
QM important
Here: only monatomic gases, non-interacting
C.5.1
Bose-Einstein (BE) distribution
Notation:
state: |ri, # of particles in state |ri : nr
particles indistinguishable
system described by n1 # of particles in state |1i, n2 , n3 , . . .
X
X
P
CE: Z =
e r nr Er ; sum over all states {nr } with
nr = N ; Tricky!
{nr }
43
C QUANTUM GASES
GrCE: chem. potential , N can fluctuate
any state can be occupied by any # of particles
X
1
Zr =
enr (Er ) =
(E
r )
1e
n
r
# particles in state =
states
states of particles
particles
converges only if Er > 0 . We fix E0 = 0 BE gas needs < 0.

1
Z=
N=
X
X
1
1
ln Z =
=:
hnr i ;
(Er ) 1

e
r
r
e(Er )
hnr i =
1
e(Er )
BE distribution
TD limit nr hnr i
cf. photons, phonons which are bosons!
Def.: fugacity e
BE gas: < 0 0 < < 1
Ideal BE gas
1 particle: E =
~2 k 2
2m
Recall: # of states in [E, E + de) for one particle:

Z
Z
X
N=
hnr i = g(E) hnr i dE =
r
Comment:
V
g(E)dE = 2
4
2m
~2
3/2
E dE
g(E)
dE = N(, T )
1
1eE
in practice N often fixed, e.g. # of He4 ; GrCE chosen for convenience!

we often need to invert N = N(, T ) to = (T, N) ;
cf. ideal gas in GrCE
Energy: Etot =
E g(E)
dE
1
1eE
44
C QUANTUM GASES
p=
pressure:
V

1
1X
ln 1 eEr
ln Z =
r
Z

1
g(E) ln 1 eE dE
=
| {z } |
{z
}
pV =
int. by parts, g(E) E 1/2

Z
E g(E)
2
2
dE = Etot
pV =
1
E
3
e 1
3
Problem: we still need integrals
C.5.2
g(E)
dE,
1
eE 1
E g(E)
dE
1
1eE
QM gas at high T
Let us first consider the limit = e 1

3/2 Z
Z
E 1/2
g(E)
1
1
2m
N
=
dE
=
dE
V
V
1eE 1
4 2 ~2
1 eE 1
0

3/2 Z E

1
E
2m
e

= 2
dE
x = E
2
E

4
~
1 e
0
1
= 2
4
2m
~2
N
= 3
...
V
3/2
3/2

1 + + ...
2 2
xe
1 + e
+ . . . dx

solve integral with x = u2

()
What does 1 mean?

Evidently
Note:
3 N
1 particle distance high T expansion
V
appears surprising: T 0 , so = e should go to 1?

No! Change T at constant N changes:
T 3/2 ,
N
= const 3
V
45
C QUANTUM GASES
High T EOS of BE gas

3/2 Z
1
2m
E g(E)
E 3/2
dE
=
dE
1eE 1
4 2 ~2
1eE 1
0
0

3/2
Z
2m
1
3/2 x
x
x
e
1
+
e
+
.
.
.
dx
= 2
4
~2
5/2 0

3
1 + + ...
= ... = 3
2
4 2
E
1
=
V
V

x = E, 1

()
Eliminate in () and () for 1 :

1 3 N
1
+ ...
2 2 V

1 3 N
3 N
1 3 N
E
1
=
+ ...
1+
+ ...
V
2 V
2 2 V
4 2 V

3 N
! 2
pV = E = NkB T 1
+...
3
4 2V
| {z }
= B2 (T )
3 N
()
V
= 2nd virial term; not from interactions but QM statitstics
BE statistics reduce pressure in the high T limit
C.5.3
Bose Einstein condensation

Z
Def.: Gamma function: (n)
un1 eu du ;
0

3
=
2
2
xn1
dx
z 1 ex 1
0
#
Z
Z "
X
zxn1 ex
1
1
z m emx dx
dx =
z
xn1 ex
gn (z) =
(n)
1 zex
(n)
m=0
Def.: polylogarithms:
1
gn (z)
(n)
Z
Z
1 X zm
1 X m
n1 mx
x e
dx =
z
un1eu du
=
(n) m=1
(n) m=1 mn
{z
}
|
=(n)

u = mx

46
C QUANTUM GASES
X
zm
gn (z) =
mn
m=1
monotonically increasing with z

Def.: Zeta function (s)
gn (1) = (n)
;
N
1
Recall:
= 2
V
4
For fixed
X
1
ns
n=1
g3/2
3/2 Z
2m
~2
N
: decrease T
V

3
2.612
=
2
x1/2
1
dx
=
g3/2 ()
1 ex 1
3
()
increases g3/2 () must increase increases
Def.: Tc temperature where () gives = 1:

s

2/3
1/3

2~2
2~2
1
V
N
Tc =
= g3/2 (1)
; c
kB m
g3/2 (1) V
kB Tc m
N
Note: We shall see that () is not correct, so we do not have = 1 at T = Tc !
Problem: must be < 1 . What happens at T Tc ?
According to (): increases N decreases,
but particles dont disappear through cooling!
Whats wrong?
Answer: we used
X
k
V
2
4
2m
~2
3/2 Z
E dE
The ground state E = 0 doesnt contribute to
but should be in
The missing particles are in the ground state:

hn0 i =
1
e(E0 )
=
1
1
For most (0, 1) , hn0 i is small, but for 1

we must correct () :
N=
g
()
+
3/2
3
1
1
, hn0 i N
N
47
C QUANTUM GASES
T < Tc
close to 1
N
V
g3/2 (1) + hn0 i
3
V
n0
=1
g3/2 (1) = 1
N
N3
3
=1
T
Tc
3/2
at T < Tc a macroscopic number of particles is in the ground state

BE condensation
First experimental BE cond. in 1995:
Rb, Na, Li , N 104 . . . 107 atoms , Tc 107 K
2001 Nobel Prize
Peak: Ground state in momentum space
2
2
EOS: Recall pV = Etot =
3
3
E g(E)
kB T V
dE
=
g5/2 ()
1 eE 1
3
Comment: The ground-state contribution can be shown to be negligible

T < Tc 1 p =
kB T
g5/2 (1)
3
Note: p T 5/2 and p independent of particle density
C.5.4
Heat capacity: A first look at phase transitions
Let us consider CV near Tc

Recall:
3
3 kB T
Etot
= p=
g5/2 () T 5/2
3
V
2
2
CV
1 Etot
15 kB
3 kB T dg5/2 d
=
=
g5/2 () +
3
V
V T
4
2 3 d dT
N
V
48
C QUANTUM GASES
Case 1: T < Tc
1
15 V kB
d
0 and CV
g5/2 (1)
dT
4 3
Case 2: T & Tc
X
m
gn () =
mn
m=1
dgn
1
= gn1 ()
d
dg5/2
dg5/2
= 1 g3/2 () ; as T Tc :
g3/2 (1)
d
d
We still need
d
dT
For T > Tc , () is still valid:
N3
= g3/2 ()
V

n0
6
6
0
say = 1 10
n0 10 1
N
Z
dg3/2
1
1
1
x1/2
= g1/2 =
dx
diverges for 1
d
(1/2) 0 1ex 1

Z
x
1
x1/2
1
e 1+x
dx + finite
=

1
(1/2) 0 (1 + x) 1

r
Z

1
x
x1/2
u=
=
dx + . . .

(1/2) 0 (1 ) + x
1
Z
1
1
2
du + . . .
=
1 (1/2) 0 1 + u2
Series expansion:
p
g3/2 () = g3/2 (1) + A 1 + . . .
p
N3
= g3/2 () g3/2 (1) + A 1
V
2

1
N3
1 2 g3/2 (1)
A
V

2/3
3/2
1
3 N
N
Tc
1
2~2
=
Recall: Tc =
kB m g3/2 (1) V
T
V g3/2 (1)
49
C QUANTUM GASES
"
2
3/2 #2

[g3/2 (1)]2
Tc
T Tc
1
1
1B
A2
T
Tc
So for T & Tc : CV =
Comments:
d
15 kB V
g5/2 () + b
;
3
4
dT
CV =
b finite > 0
T Tc
15 kB V
g5/2 () b
3
4
Tc

T = Tc (1 + )

with b > 0
The first term smoothly goes over to the result of Case 1) for T < Tc
The second term goes to zero as T Tc , but with finite slope
CV has discontinuous deriv.
3/2
n0
T
, for T < Tc :
=1
Recall: hn0 i =
1
N
Tc

1
1
1
1
1
= 1+
= 1+
for T < Tc
n0
N [1 (T /Tc )3/2 ]
1
d
dT
N
whereas
for T < Tc
CV
d
= O(1) for T > Tc
dT
High T limit
true discontinuity and phase transition

only in TD limit
Tc
Superfluid Helium-4
He4 : bosons
superfluid transition at t = 2.17 K
transition
superfluidity results from interaction of particles
not the same, but related to non-interacting BE cond.
50
C QUANTUM GASES
C.6
Fermions
non-interacting fermions: e , in metals, He3 , white dwarfs, neutron stars, . . .

fermions: integer + 21 spin, (~r1 , ~r2 ) = (~r2 , ~r1 ) Pauli exclusion
GrCE: Zr =
Z=
en(Er ) = 1 + e(Er ) : state occupied or not
n=0,1
Y
r
Zr
N = hNi =
hnr i =
X
X
1
1
ln Z =
=
hnr i

e(Er ) + 1
r
r
1
e(Er )
+1
Fermi-dirac (FD) disttibution
can be positive or negative; unlike BE!
C.6.1
E=
Ideal Fermi gas
~2 k 2
, one particle
2m
degeneracy for spin s : gs = 2s + 1 ; e.g. e : gs = 2

3/2
gs V 2m
g(E) =
E 1/2
4 2 ~2
Z
Z
Eg(E)
g(E)
dE ,
Etot =
dE ,
N=
1
E
1
e +1
eE + 1
Z

2
1
1
g(E) ln 1 + eE dE = Etot
pV = = ln Z =
3
high T
Sec.
. . .5.2
pv = NkB T

3 N
1+
+...
4 2g V
| {z s }
=B2 (T )
virial coeff. B2 (T ) > 0 : QM statistics increase p

int by parts

51
C QUANTUM GASES
C.6.2
Degenerate Fermi gas and the Fermi surface

(
1
for E <
1
T 0 FD distr. simple :
(E)
e
+1
0
for E >
Each Fermion falls to the lowest available state
Def.: Fermi energy EF (T = 0) at fixed N
= energy limit of occupied states at T = 0
Def.: Fermi temperature TF
EF
kB
104 K for e in metal ; 107 K in white dwarfs

Momentum space: ~kF =
p
2mEF
All states with |~k| kF filled

Fermis sea or sphere with surface |~k| = kF
What is EF (N) ?
Z
T 0 N =

3/2
Z EF
gs V 2m
g(E)
3/2
dE =
EF
g(E)dE =
1
E
2
2
e +1
6
~
0
0

2/3
~2 6 2 N
EF =
2m gs V
Z EF
3
E = hEi =
E g(E) dE = NEF
5
0
2
pV = NEF
5
degeneracy pressure 6= 0 even at T = 0

important for compact stars
kz
ky
kx
52
C QUANTUM GASES
C.6.3
Fermi gas at low T

Z
g(E)
Recall: N =
dE ,
1eE + 1
0
Etot =
E g(E)
dE ,
1eE + 1
gs V
g(E) =
4 2
2m
~2
2/3
E 1/2
Rigorous treatment for small T tricky because n(E) discontinuous at T = 0
Non-rigorous discussion: 1) At small T :
n(E)
the FD distr. only changes near EF

d
2) We assume
=0
dT T =0
T=0
T>0
dN
d
= 0 at T = 0 if
= 0 at T = 0.
dT
dT

Z
Z
1
d
d
g(E)
dN
dE
=
dE =
g(E)
Proof:
dT
dT 0 e(E) + 1
dT e(E) + 1
0
Claim:
g(EF )
1)
d
dT
(FD) 0
except E EF
dN
g(EF )
dT
1
e(E) + 1
dE
2) no inner deriv. of ;
= EF

1
E EF
dE 0
2
2
kB T
4 cosh [(E EF )/2]
{z
} |
|
{z
}
odd in EEF
Heat capacity:
even in EEF

Z
E
1
CV =
dE
=
E g(E)
T N,V
T e(E) + 1
0
3
Taylor: E g(E) E 3/2 E g(E) EF g(EF ) + g(EF ) (E EF )
2

Z
3
1
CV =
EF g(EF ) + g(EF ) (E EF )
| {z } |2
T e(EEF ) + 1
0
{z
}
{z
}
|
even
odd
kB T
<--->
odd in (E EF )
cf. above
EF
53
C QUANTUM GASES

x2
x = (E EF )
2 x dx

4
cosh
2
Z
Z
Here we extended the integral from
. . . dx to
. . . dx because
3
. . . CV g(EF ) T
2
EF
contributions far from E = EF are negligible!

CV T g(EF )
Interpretation: at low T only particles within E kB T of EF take part in the physics
Each of these picks up an energy kB T
There are g(EF ) kB T such particles E const + g(EF ) (kB T )2
CV g(EF ) T
3/2
Recall: N EF EF g(EF ) TF g(EF )

CV NkB
T
TF
Comment: More rigorous treatment: Sommerfeld expansion ; cf. Sec. 3.6.4 in D. Tong [2]
Lengthier calculation CV = NkB
2 T
2 TF
Heat capacity of metals

Recall:
phonon contribution at low T : CV T 3

now: FD gas = e contribution: CV T
CV = T +T 3
One can show that the 2 contributions are equal for T 2

Typically: TD 102 K , TF 104 K
Note:
TD3
50 TF
TD3
= O(1) K
50 TF
Surprising that e are well described by ideal FD gas.

Coulomb interaction? Explained by Landaus Fermi-liquid theory . . .
54
C QUANTUM GASES
C.6.4
White Dwarfs and the Chandrasekhar limit
When stars exhaust their fuel (H, He, . . . ):

constant density approximation Egrav
T 0 , degeneracy pressure ; White Dwarfs

3 GM 2
=
;
5 R
minimize Egrav + Ekin . . . R M 1/3

Note:
G = Newtons constant
(example sheet)
WDs shrink when mass is added!

2/3
~2 6 2 N
EF =
increases
2m gs V
gas becomes relativistic
ultrarelativistic regime with gs = 2:

2 4

V
m
c
Em
g(E) = 2 3 3 E 2
+ ...

~ c
2

Z EF
m2 c4 2
1 4
V
E
EF + . . .
Ekin =
E g(E) dE = 2 3 3
~c
4 F
4
0

Z EF
V
1 3 m2 c4
N=
g(E) dE = 2 3 3
E
EF + . . .
~c 3 F
2
0
4
White Dwarf mass, volume: M = N mp , V = R3 , mp = proton mass ,
3
eliminate EF in Ekin , N to leading order
#
"

1/3
3
1
3~c 9M 4
GM 2
+ O(R)
. . . Egrav + Ekin =
4
4
4mp
5
R
Case 1: leading
1
term > 0
R
dEtot
= 0 has a solution:
dR
1
term balances R term
R
star settles into new equilibrium

1
term r < 0 no equilibrium neutron star or black hole
R
3/2
~c
1
This happens if M > Mc
1.5 M
G
m2p
Case 2: leading
55
C QUANTUM GASES
C.6.5
Pauli paramagnetism (not lectured)
~
Consider e gas in magnetic field B
2 effects:
~
1) Coupling of spin to B
~
2) Lorentz force ~v B
Here 1)
e has spin up, s = +1, or spin down, s = 1
Espin = B s B ; B
1
Def.: fn ()
(n)
|e|~
2mc
Bohr magneton
xn1
!
= gn ()
1
x
e +1
cf. Sec. C.5.3
The two spin states now have different energies

3/2 Z
1/2
N
1
2m
1
Ekin
= 2
dEkin = 3 f3/2 (e+B B )
2
(E
+
B)
B
kin
V
4
~
e
+1
0

3/2 Z
1/2
1
1
2m
N
Ekin
= 2
dE
=
f (eB B )
kin
(Ekin B B) + 1
3 3/2
V
4
~2
e
0
Def.: Magnetization M
E
B
one e : Espin = s B B
M = B (N N ) =

B V
f3/2 eB B f3/2 eB B
3
High T limit: One shows (as for bosons in Sec. C.5.2): 0

Z
Z n1
xn1
x
1
dx
dx =
fn () =
(n) 0 1ex + 1
(n) 0
ex
{z
}
|
=(n)
2B V
sinh (B B)
3
likewise: N N + N
2V
cosh (B B)
3
M B N tanh (B B) = classical result!
56
C QUANTUM GASES
Def.: magnetic susceptibility =

For small B :
M
B
tanh (B B) B B
(B = 0) =
N2B
kB T
Low T limit: One can show for 1:
Curies law
fn () =
(ln )n
(n + 1)

3/2

B V 2m
3/2
3/2
M = B (N N ) =
(E
+
B)
(E
B)
F
B
F
B
6 2
~2

3/2
2B V 2m
1/2
EF B
B B EF M
2 2
~2

3/2
gs V 2m
density of states: g(E) =
E ; gs = 2
4 2 ~2
M 2B g(EF )B
=
M
= 2B g(EF ) const
B
Interpretation: The e deep below the Fermi surface cannot flip their spin because those
states are already occupied. Only e at the Fermi surface can flip the state.
These e have density of states g(EF ).
Note: > 0 . Such materials are paramagnetic
Effect 2) [Lorentz force] . . . M =
!
2B
g(EF )B < 0 ; diamagnetism; cf. [2].
3
57
D CLASSICAL THERMODYNAMICS
Classical Thermodynamics
Macroscopic description of systems without regard to microscopic constituents

widely applicable: Black Holes, biological systems, engineering,. . .
D.1
Temperature and the 0th law
Def.: insulated system: no influence from outside, enclosed in adiabatic walls

diathermal system: enclosed in non-moving walls, heat flow possible
equilibrium: no change in time
defining quantities:
for now: pressure p, volume V

(sometimes more, e.g. magnetic field, magnetization, . . . )
0th law: If two systems A, B are in equilibrium with a third system C

A, B are in equilibrium with each other. transitivity
Suppose A is in state (p1 , V1 ) and C in (p3 , V3 )
A, C in equilibrium given p1 , V1 , p3 fixes V3 = fAC (p1 , V1 ; p3 )
B, C in equilibrium V3 = fBC (p2 , V2 ; p3 )
fAC (p1 , V1 ; p3 ) = fBC (p2 , V2 ; p3 )
Fix p3 at some value and define A (p1 , V1 ) fAC (p1 , V1 ; p3 )
B (p1 , V1 ) fBC (p2 , V2 ; p3 )
0th law: A, B are in equilibrium A (p1 , V1 ) = B (p2 , V2 )
Def.: Temperature T (p, V )
Equation of State
p
We could choose temperature = (p, V ) or so, but canonical choice:
Carnot cycle; cf. below
Reference choice for now: ideal gas T =
pV
NkB
58
D.2
The 1st law
1st law: The amount of work required to change an otherwise isolated system
from state 1 to state 2 is independent of how the work is done.
There exists a function E(p, V ) , energy, and E = W
Heat: If the system is not otherwise isolated, E 6= W
A change resulting exclusively from T differences is called heat Q
E = Q + W
Note:
We cannot write E = Q + W ; neither Q, W are functions of state.

dE =
E
E
dp +
dV is a total derivative.
p
V
not possible for Q, W

we write dE = dQ
+ dW
E.g. specific way to do work: squeeze dW

= pdV
meaning of d: There exists no function W (p, V ) such that dW = pdV
Def.: Quasistatic process:
a process of E transfer where the system is always

effectively in equilibrium; view as slow change
vary system quasistatically from A to B

Z
dE = E(p2 , V2 ) E(p1 , V1 ) ,
R
but W = pdV depends on path
p
B
II
V
59
D.3
The 2nd law
Reversible processes
Def.: Reversible process quasi-static process that can be run backwards: no friction
I
p
For a roundtrip:
dE = 0
But in general:
st
1 law
p2
p dV 6= 0
dQ
=
p dV
V1
V2
It would be great to run this circle such that heat is transformed into work...
2nd law: Kelvin:
No process is possible whose sole effect is to extract heat from

a hot reservoir and convert it entirely into work.
Clausius: No process is possible whose sole effect is the transfer of heat

from a colder to a hotter body.
Keywords: sole effect! E.g. fridge uses work to cool a colder system.
Comment: Kelvin Clausius !
hot
Imagine a machine in violation of Kelvins form.

Use that to drive a fridge.
The compound machine violates Clausius form.
One similarly finds Kelvin Clausius
Qh
Q
not Kelvin
fridge
Qc
cold
60
D.3.1
Recall:
The Carnot cycle

for a reversible cycle:
dQ
=
dW
Can we use this to contradict Kelvin?

No! It must do something else: deposit heat into a cold reservoir
Consider Carnot cycle
A) isothermal expansion
TH = const , QH into system
B) adiabatic expansion
Q = 0 , T, p decrease
C) isothermal contraction
TC = const < Th , QC out of system
D) adiabatic contraction
Q = 0 , T, p increase
net heat absorbed: QH QC = W done by the system

Def.: efficiency
QC
W
=1
QH
QH
Kelvin forbids = 1 QC = 0
Carnots theorem: Of all engines operating between a hot reservoir H and
a cold one C, a reversible one is the most efficient.
all reversible engines have the same = (TH , TC )
61
Proof:
Consider an irreversible engine Ivor and
hot
QH
use it to drive a reversed Carnot
QH
QC
Ivor
QH extracted from H,
QC =
QH
QH deposited to C
QH
Carnot
reversed
QC
QC
cold
Clausius QH QH
Ivor
QC
QH QC
QH QC
QH QC
=1 =
= Carnot
=
QH
QH
QH
QH
Suppose Ivor were reversible. Then likewise wed show Ivor Carnot
A reversible Ivor has the same as Carnot. The only variables are TH , TC
= (TH , TC )
D.3.2
Thermodynamic temperature scale and ideal gas
0th Law a function (p, V ) whose equality implies thermal equilibrium
What shall we choose? , , . . . ?

Consider 2 Carnot engines A, B
Q2 = Q1 [1 (T1 , T2 )]
Q3 = Q2 [1 (T2 , T3 )] = Q1 [1 (T1 , T2 )] [11 (T2 , T3 )]
T2> T3
Q2
Q3 = Q1 [1 (T1 , T3 )]
W23
Q3
1 (T1 , T3 ) = [1 (T1 , T2 )] [1 (T2 , T3 )]

f (T2 )
f (T1 )
Def.: Thermodynamic temperature: Choose T such that = 1
W12
Q2
Now regard AB A + B as a compount Carnot engine
T2 cancels on rhs. 1 (T1 , T2 ) =
T1> T2
Q1
T2
T1
T3
62
Carnot cycle for ideal gas
ideal gas: T =
pV
kB T
3
energy E = NkB T
2
Note: Without statistical physics (19th century) these are empirical
A B : isothermal expansion: dT = 0 dE = 0 dQ
= dW
Z B
Z B
Z B
Z B
VB
NkB TH
QH =
dQ
=
dW =
pdV =
dV = NkB TH ln
V
VA
A
A
A
A
! 3
B C : adiabatic expansion: dQ
= 0 dE = pdV = NkB dT
2
3
ln T + const p V 5/3
2
ln V =
NkB T
3
dV = NkB dT
V
2
pV = NkB T
T V 2/3 = const
2/3
TH VB
dV
3 dT
=
V
2 T
p
AX
2/3
= TC VC
TC
=
TH
2/3
VB
2/3
VC
C D : isothermal compression: QC = NkB TC ln

Note: QC > 0 ;
VD
VC
= NkB TC ln
VC
VD
heat given away by engine

2/3
D A : adiabatic compression:
Balance: = 1
2/3
TC VD
2/3
TH VA
TC ln(VC /VD )
TC
QC
=1
=1
QH
TH ln(VB /VA )
TH
Thermodynamic T = ideal gas T
2/3
V
TC
! V
= A2/3 = B2/3
TH
VD
VC
63
D.3.3
Entropy
Notation:
Count Q as heat absorbed by the system

Q < 0 system releases heat
Set T1 TH , T2 TC Q1 = QH , Q2 = QC
Carnot cycle
TC
QC
=
QH
TH
for any Carnot cycle
i=1
Ti
=0
Subdivide Carnot cycle:

Normal cycle ABCD:
2
X
Qi
QAB QCD
+
=0
TH
TC
QGF
QEB
+
=0
Mini cycle EBGF :
TF G
TH
Bizarre cycle AEF GCD:
E
X
B
X
FX
QAB = QAE + QEB
G
C
QF G = QGF
QAB QEB QGF

QCD
QAE QF G QCD
+
+
=
+
=0
TH
TF G
TC
TH
TF G
TC
We can approximate any reversible cycle through such subdivisions!

for any reversible cycle
for any two states A, B:
I
Z
dQ
=0
T
B
A
dQ
is pathindependent,
T
as long as the process is reversible
II
V
Def.: Fix some reference state O

For any state A with p, V we define the entropy
Z A
dQ
S(p, V )
as given by a reversible path
O T
64
Comment: dS =
dQ
1st law dE = T dS p dV
This entropy is the same as that defined in Sec. A

Irreversibility
irr = 1
QC
QC
Car = 1
QH
QH
QH QC
QH QC
QH
QH
Consider a reversible and an irreversible machine doing the same work:

1
1
QH
QH

1
QH
QC
QH
QC
1
1
1
= (QH QH )
+(QH QH )
{z
} TH
|
TH
TC
TH
TC
TH
TC
TC
| {z }
{z
}
|
0
W = QH QC = QH QC
=0
Q1
T1
Q2
T2
<0
Subdivision of Carnot cycle
dQ
0 for any path ;

T
Consider two states A, B, path I irrev., path II rev.
dQ
=
T
dQ
I T
Clausius inequality
p
B
dQ
0
II T
dQ
dQ
S(B) S(A) ;
dS for irrev. process
T
I T
Suppose, path I is adiabatic dQ

= 0 S(B) S(A)
If path I is also rev. S(B) = S(A)
Isolated systems can only evolve to equal or higher entropy time arrow
II
V
65
D.4
Thermodynamic potentials: Free Energy, Enthalpy
We have many thermodynamic variables: p, V, T, E, S, . . .

We can choose any two to describe the system. Which? Depends . . .
E.g. energy is best expressed as E(S, V ): dE = T dS pdV
Free energy
good if T = const
F = E TS
dF = SdT pdV
Legendre trafo

F
F
= S ,
= p
T V
V T
Whats free about F ?
Consider an isothermal process dF = pdV

F (B) F (A) =
p dV = work done by system
F = measure of work free to be done at constant T

Gibbs Free Energy
Def.: Gibbs free energy G E + pV T S
Consider system S with fixed pressure, and a reservoir R such that
Vtot = VR + VS = const
Stot (Etot , Vtot ) = SR (Etot ES , Vtot VS ) + SS (ES , VS )
SR
SR
ES
VS + SS (ES , VS )
SR (Etot , Vtot )
Etot
Vtot
= SR
ES + p VS T SS
T
Stot max if Gibbs free energy G = E + pV T S = F + pV is min.

dG = SdT + V dp
with N: dF = SdT pdV + dN,
dG = SdT + V dp + dN

p
S
=
V E T
66
Comment: G = G(T, p, N) ; only N is extensive G(p, T, N) = (p, T ) N
=
G
G
=
N
N
Enthalphy
Def.: Enthalpy H E + pV
dH = T dS + V dp
E, F, G, H are thermodynamic potentials
D.4.1
Maxwells relations
Regard E = E(S, V ) ; 1st law: dE = T dS p dV

E
E
=T ,
= p
S V
V S
2E
2E
=
S V
V S

T
p

=
S V
V S
Second derivatives commute
Maxwell Relations
mathematically trivial, physically non-obvious!

Play the same game for F : dF = S dT p dV

S
p
=
V T
T V

S
V
and for G, H:
=
,
p T
T p

T
V
=
p S
S p
4 Maxwell relations
To remember: cross-multiplication always T S , pV ; 4 ways to construct Eqs.

S
p
V
T
,
,
,
keep the conjugate variable constant:
. S
. T
. V
. p
minus signs: not obvious . . . , sorry
67
Heat capacity revisited
Taking further derivatives of the Maxwell eqs. , we can derive
further useful relations example sheet

S
S
These include for CV = T
, Cp = T
:
T V
T p

CV
2 p
2 V
Cp
=T
= T
,
V T
T 2 V
p T
T 2 p

V p
Cp CV = T
T p T V
For ideal gas:
Cp CV = NkB
Cp > CV
because more heat needed to increase T at constant

pressure; some goes into work
D.5
The 3rd law
We have only considered changes in entropy so far; no reference S0

3rd law: Nernsts postulate: lim S(T ) = 0
T 0
can be relaxed to:
S
0 for T 0 , N
N
the ground state entropy must not grow too much with N
Z
CV
Comment: In Sec. A.2.2, we saw: S =
dT
T
integral must converge CV T n
3
ideal gas: CV = NkB T 0
2
with n > 0
violates 3rd law
The 3rd law tells us that the low T world is QM, not classical
68
E PHASE TRANSITIONS
Phase transitions
Abrupt, discontinuous changes in systems; cf. BE condensate
E.1
Liquid-gas transition
p
T = 8/9 TC
T = TC
T = 10/9 TC
kB T
a
V
2 ; v=
vb v
N
a
3 shapes: T > TC : ideal gas; ignore 2 term
v
Recall van der Waals EOS: p =
8a
inflection point
27b
b
a
T < TC : kB T realized in range v > b local min, max
v
T = TC : kB TC =
At T < TC : for some pressures: > 1 volume possible

dp
VB :
> 0 unstable
dv T
expand system p increases
squeeze system p decreases
VA : v & b : atoms are as close as they can be liquid

van der Waals is not supposed to work for
liquids, but lets ignore that for now
VC : v b : gas
E.1.1
Phase equilibrium
Whats going on between A and C? Co-existence of gas, liquid

chemical equilibrium liq = gas
Recall: Gibbs free energy G: =
G
N
A
X
B
X
C
X
69
E PHASE TRANSITIONS
Maxwell construction
Clearly, between A, B, p(v) does not behave like van der Waals
At A) = liq
At C) = gas
We now assume that liq = gas and from A to C, does not change.
What does this imply for p(v)
p

dp
along isotherm: d =
p T

1 G
1

=
= V

p T
N p N,T
N
Z p
V (
p, T )
d
p
(p, T ) = liq +
N
pliq
from A to C we dont want to change.
pliq
B
X
C
X
V
>0
N
the only way to avoid a change in is dp = 0

horizontal line from A to C in pv diagram
But what is pliq ?
Maxwell: Assume the van der Waals EOS were correct.
Z p
V (
p, T )
!
d
p = gas
(p, T ) = liq +
|{z}
|{z}
N
pliq
=C
=A
V dp =
V dp +
V dp = 0
The shaded areas AB and BC must be equal

The coexistence isotherm between A and C is p = const = pliq such that AAB = ABC
As we move from A to C, more and more liquid becomes gas.
70
E PHASE TRANSITIONS
E.1.2
The Clausius-Clapeyron Equation
Consider the liquid-gas transition in the p T plane.
p
liquid
critical
point
Say, we sit in the gas phase at T < TC very close to the liquid edge.
Then increase p just a bit.
gas
liquid ; V shrinks discontinuously.

phase transition
TC
TC
liq = gas Gliq = Ggas

how does G change along the line of phase transition?
!
dGliq = Sliq dT + Vliqdp = dGgas = Sgas dT + Vgas dp
Sgas Sliq
dp
=
dT
Vgas Vliq
Def.: latent heat L (Sgas Sliq ) T

Clausius-Clapeyron Eq.:
dp
L
=
dT
T (Vgas Vliq)
Def.: For an nth order phase transition, the nth deriv. of the thermodynamic potential
(typically F or G) is discontinuous.
Here: V =
G
,
p
S=
F
discontinuous
T
liquid-gas phase transition is 1st order.

As T TC : Vliq Vgas .
One can show that at TC we have a 2nd order Ph.Tr.
At T > TC no distinction between gas, liquid.
In general, phase diagrams also include a solid phase.
solid
liquid
gas
71
E PHASE TRANSITIONS
E.1.3
The critical point
Critical point: inflection point in p = p(V )
p
2p
8a
= 2 = 0 . . . kB TC =
v
v
27b
Now consider vdW EOS: pv 3 (pb + kB T )v 2 + av ab = 0

T < TC
3 roots
T > TC
1 root
T = TC all 3 roots coincide

pC (v vC )3 = 0
Compare coeffs. kB TC =
8a
,
27b
vC = 3b ,
pC =
The law of corresponding states

27 (kB TC )2
a=
64
pC
vC
;
Invert the last relations: b =
3
T
,
Def.: reduced variables: T
TC
vdW: p =
8 T
3 v
1
3
v
,
vC
p
pC
3
v2
pC , TC , vC only depend on 2 vars.: a, b

eliminate a, b
compressibility ratio
Experiment:
pC vC
3
=
should hold for all gases
kB TC
8
pC vC
= 0.28 . . . 0.3 . OK, given that vdW is not really good for liquids.
kB TC
Coexistence curve for various gases in reduced

variables is nearly universal: Ne, O2 , CO, CH4 ,. . .
Chemical makeup appears irrelevant universal behaviour
a
27b2
72
E PHASE TRANSITIONS
Critical exponents
1) How does vgas vliq behave at the critical point?
vdW: p =
8 T
3 v
1
3
3
8T
3
3
8T
=
2
=
2
2
v
3
vliq 1 vliq
3
vgas 1 vgas
(3
vliq 1) (3
vgas 1) (
vliq + vgas )
T =
2
2
8
vgas vliq
Critical point vgas , vliq 1 T 1
Expand () in = vgas vliq vgas = 1 +
()
, vliq = 1
2
2
1
. . . T 1
(
vgas vliq )2
16
vgas vliq (TC T )1/2
2) How does v change with p along a critical isotherm?
There exists a unique function p = p(v, TC )
Furthermore
2p
p
= 2 = 0 at critical point
v
v
Taylor expansion p pC (v vC )3

1 v
3) How does the compressibility
change as T TC
v p T

p
At the critical point:
=0
v TC

p
= (T TC ) + . . .
Taylor expand in T TC
v T,v=vC
1
T TC
from T > TC ?

= const

How do these agree with experiment? How good is our vdW based model?
73
E PHASE TRANSITIONS
Answer:
Experimental results do not depend on the type of gas. Good!

But the exact scaling is different:
vgas vliq (TC T ) 0.32

p pC (v vC ) 4.8
1
(T TC ) 1.2
The exponents are called critical exponents

Conclusion:
The vdW EOS does a good job qualitatively, but is quantitatively inaccurate.
One can show that for T TC :
N 2
1
, i.e. diverges.
N
T TC
We work with averaged quantities! Becomes inaccurate for large fluctuations

New physical areas...
E.2
The Ising model

, si = +1, or
N sites in a d-dimensional lattice: each has spin up:
spin down: , si = 1
magn. field B EB = B
N
X
si ;
i=1
has lower energy is favored
In contrast to our 2-state spin system from Sec. A.2.3, we use here interaction:
X
EI J
si sj
hiji
hiji = summation over nearest-neighbour pairs

Number of nearest neighbours: q ;
d = 1 q = 2,
d = 2 q = 4,
We consider J > 0 neighbours prefer to be aligned.

X
X
X
X
CE: Z =
eE[si] =
exp J
si sj + B
si
{si }
{si }
Def.: magnetization: m
hiji
1
1 X
hsi i =
ln Z
N i
N B
d q = 2d
74
E PHASE TRANSITIONS
E.2.1
Mean-field theory
m is the average spin per particle

si sj = [(si m) + m] [(sj m) + m]
= (si m)(sj m) + m(sj m) + m(si m) + m2
Mean field theory: Fluctuations in the particle spin are small when summed over hiji .
This is a weaker assumption than assuming small h(si m)2 i !
X
X

E = EB + EI = J
m(si + sj ) m2 B
si
i
hiji
1
= JNq m2 (Jqm +B)
|{z}
|2 {z }
(2)
(1)
si
(1) Each particle has q nearest neighbours: Nq pairs, but every one is counted twice!
The sum
has
hiji
Nq
pairs try for small N . . .
2
For periodic boundary conditions this is exact.

For non-periodic BCs, a good approximation for large N.
(2) Again, we have
Nq
pairs in the sum.
2
Particles i and j appear equally in the sum si + sj

one sum over i and the factor
Comments:
The
1
2
cancels the factor 2 from the sum si + sj .
1
JNqm2 term in E is merely a constant factor in Z
2
no effect on physics
We now have a non-interacting system with Beff = B + Jqm
21 JN qm2
Z=e
X
s1
Z = e 2 JN qm
...
X
sN
eBeff
i si
eBeff + eBeff
eBeff si
si =1
N
!N
= e 2 JN qm 2N coshN Beff
75
E PHASE TRANSITIONS
m=
1
ln Z = tanh(B + Jqm) ;
N B
implicit equation for m
1) B = 0: m = tanh(Jqm)
1
tanh x x x3 slope of tanh(Jqm) at m = 0: Jq
3
a) Jq < 1 only one solution: m = 0

at high T (small ), temperature randomizes
the system no average magnetization
b) Jq > 1 3 solutions: m = 0,
m0
tanh
m = 0 can be shown to be unstable.

at low T , interactions win out and align
the spins (either up or down)
T 0 : tanh becomes Heaviside function
m0 = 1
The critical T seperating a), b) is: kB TC = Jq
Note: Magnetization turns off at finite T = TC
2) B 6= 0: a) 0 : m = tanh [(B + Jqm)] (B + Jqm)
m
B
kB T
Note: now m smoothly decreases to 0 at infinite T

b) low T : m asymptotes to 1 as T 0 , but the sign of B
determines the sign of m : sign(m) = sign(B);
the other solution can be shown to be metastable
tanh
76
E PHASE TRANSITIONS
Summary
B=0
+1
B = 0:
phase transition at T = TC
can be shown to be of 2nd order
TC
as we vary T at B = 0
-1
B 6= 0:
no phase transition as we vary T

but if we vary B at fixed T < TC , we have
m
+1
B>0
a phase transition: m swaps sign

m=
1
1
ln Z =
F
N B
N B
1st order phase transition

E.2.2
T
-1
B<0
Critical exponents
Lets compare the 1st order phase transition of the Ising model with the liquid-gas one.
Ising:
Fix T < TC , vary B from positive to negative (or vice versa)

1st order transition: magnetization m jumps
liq.-gas:
Fix T < TC , vary pressure across the liquidization value

1st order transition: v jumps from vgas to vliq
Critical exponents; cf. gas-liquid
77
E PHASE TRANSITIONS
1) m at B = 0 as T TC
Recall: m = tanh(B + Jqm) = tanh(Jqm) ;
1
tanh x x x3
3
T = TC Jq = 1
T . TC Jq = 1 +
(1 + )3 3
1 + 3 3
m = tanh [(1 + )m] (1 + )m
m (1 + )m
m
3
3

1
1 + 3 2
m
+ m2 m 3
11+
3
3
=
Jq
Jq
Jq 1
Jq
=
(TC T )
(TC T )
kB T
kB TC
kB T TC
kB T 2
m (TC T )1/2
dm
(TC T )1/2 at TC
dT
cf. vgas vliq (TC T )1/2

2) Fix T = TC , how does m vary as B 0 ?

B
At T = TC : Jq = 1 m = tanh
+m
Jq
Note:
For simplicity we assume now that m grows less than linearly with B
We shall see that this is true.
Expand tanh for small B, m

3
B
1 B
1
B
m
+m
+m
+ m m3 + . . .
Jq
3 Jq
Jq
3
1
B
m3
3
Jq
m B 1/3
cf. vgas vliq (p pC )1/3
along isotherm
78
E PHASE TRANSITIONS

m
;
3) Def.: magnetic susceptibility N
B T
cf. gas compressibility
Fix B = 0; how does change as T TC from T & TC ?

Jq
N
1+
m = tanh (B + Jqm) =
at B = 0
N
cosh2 ( Jqm)
Jq 1 and m 0 cosh2 ( Jqm) 1

1
1
Jq
N (1 Jq)
= N 1 +
N
TC
T
T TC
. . . (T TC )1 ;
cf.
1
for gas
T TC
How good are our mean-field predictions? Depends on dims. of lattice...

d = 1 : Wildly wrong: Analytic solution of d = 1 Ising model
no phase transition; cf. Sec. 5.2.4 in [2]
d = 2: m0 (TC T ) :
an =
1
8
m B 1/ :
an = 15
(T TC ) :
an =
7
4
mf =
1
2
mf = 3
mf = 1
d = 3: Numerics 0.32 , 0.48 , 1.2

Same as van der Waals! Both are wrong in the same way.
Memory of microphysics has been lost...
d = : Mean field theory turns out to be exact.
Explanation: Fluctuations spoil mean-field theory approximation.
small d few neighbors high fluctuations
79
E PHASE TRANSITIONS
E.3
Landau Theory
Unified way to look at phase transitions: Microphysics arbitrary.

Key variable: Free energy F ; we defined it for equilibrium configurations.
Now take its definition for any configs.
e.g.:
1
N
1
ln (2 cosh Beff )
Ising model: F = ln Z = JNqm2
Note: F is a function of m
Equilibrium: F can be shown to be minimal
F
= 0 m = tanh(Beff ) ; cf. Sec. E.2.1
m
In Landau theory, m is called an order parameter:

m 6= 0 order ;
m = 0 randomness
E.g. gas-liquid transition: m = vgas vliq

E.3.1
Second order phase transitions
Here we consider systems with symmetry under m m

Expansion of F in m has only even powers:
F (T ; m) = F0 (T ) + a(T ) m2 + b(T ) m4 + . . .
1
1
B = 0 Ising model: Use cosh x 1 + x2 + x4 ,
2
4!
1
ln(1 + y) y y 2 ,
Taylor in m, B
2

NJq
N 3 J 4 q 4 4
. . . F (T ; m) = NkB T ln 2 +
(1 Jq) m2 +
m + ...
2
12
Equilibrium:
F
= 0.
m
Solutions depend on signs of a(T ), b(T ).

F
We assume b(T ) > 0 ; otherwise wed need m6 terms.
a(T) > 0
a(T) < 0
Consider F (m): a(T ) > 0 F has only one extremum.

a(T ) < 0 F has three extrema.
Ising model: a(T ) > 0 T > TC
a(T ) < 0 T < TC
1 equilibrium: m = 0
2 equilibria: m = m0
-m0
m0
80
E PHASE TRANSITIONS
If a(T ) is smooth Equilibrium changes smoothly from m = 0 to m 6= 0 at T < TC .
2nd order phase transition at T = TC where a(TC ) = 0
Once we know the equilibrium value m, plug this into F (T ; m)

F
S
, ...
F (T ) all physical quantities: S =
, CV = T
T
T V
Critical exponents:
assume that near TC : b(T ) b0 , a(T ) a0 (T TC )

r
a0
(TC T )1/2 for T < TC
. . . m0
2b0
Comments: Landau theory predicts m0 (TC T )1/2 for all dims. d of the Ising model
At T < TC the system must choose between m0 , m0 symmetry breaking
E.3.2
First order phase transitions
Now consider systems where F also has odd powers of m:

F (T ; m) = F0 (T ) + (T )m + a(T )m2 + (T )m3 + b(T )m4 + . . .
Example: B 6= 0 Ising model: Taylor expansion in m, B:
F (T ; m) = NkB T ln 2 +
JNq 2
N
N
m
(B + Jqm)2 +
(B + Jqm)4 + . . .
2
2kB T
12(kB T )3
We again assume b(T ) > 0 for all T
F
B<0
B>0
Low T : either one min or two min, one max

When (T ), (T ) change sign
true ground state changes from m < 0 to m > 0
High T : double-well potential is lost
meta stable
m
true groundstate
single min in F shifted from m = 0 ; e.g.:
REFERENCES
References
[1] F. Reif. Fundamentals of statistical and thermal physics. McGraw-Hill, Inc., 1967.
[2] David Tongs lecture notes on Statistical Physics:
http://www.damtp.cam.ac.uk/user/dt281/statphys.html.
[3] Mehran Kardars Lecture Notes:
http://web.mit.edu/kardar/www/teaching/.
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Statistical Physics

L. D. Landau & E. M. Lifshitz, Statistical Physics .

F. Reif, Fundamentals of Statistical and Thermal Physics .

M. Kardar, Statistical Physics of Particles, Statistical Physics of Fields; see also

Cambridge, January 2014

A THE FUNDAMENTALS OF STATISTICAL PHYSICS

The fundamentals of statistical physics

Science works in layers, e.g.:

The microcanonical ensemble

Isolated system: no exchange of energy, particles with outside

A THE FUNDAMENTALS OF STATISTICAL PHYSICS

unnecessary to solve: system jumps from state to state . . .

mixed state with probability p(n) for state |ni

expectation value hOi

probability distribution is time independent!

(E) = # of states with energy E

(E) is absurdly large! E.g. 1023

We implicitly define (E) as the # of states with energy [E, E + E);

p(n) has nothing to do with quantum uncertainty!

Entropy and the 2nd law of thermodynamics

Def.: Entropy of system

A THE FUNDAMENTALS OF STATISTICAL PHYSICS

(E1 , E2 ) = 1 (E1 ) 2 (E2 )

S(E1 , E2 ) = S1 (E1 ) + S2 (E2 )

The second law

S1 (E1i ) S2 (Etot E1i )

discreteness of QM energy levels:

see comment above!

when the systems were separate, we had (E1 , E2 ) states.

is a sum of exponentials of N 1023 .

Such sums are dominated by their maximum value!

A THE FUNDAMENTALS OF STATISTICAL PHYSICS

Then the total entropy is

S(Etot ) S1 (E ) + S2 (Etot E ) S1 (E1 ) + S2 (E2 )

Note: If E1 6= E , subsystem 1 will hardly ever return from energy E to E1

We are slightly departing here from the microcanonic assumption E = const.

Why is this a good definition?

A THE FUNDAMENTALS OF STATISTICAL PHYSICS

No energy transfer corresponds to equal T1 = T2 (before contact) as expected.

3) Let us assume small energy transfer:

energy goes from hot to cold

Summary: T looks a good definition

we will evaluate T for ideal gas later; our def. is correct

we should call this energy capacity

we will see this as C =

where we also specify whats kept constant: CV , CP , . . .

. . . beats counting exp(1023 ) states

A THE FUNDAMENTALS OF STATISTICAL PHYSICS

Def.: specific heat capacity c =

Almost all substances have C > 0

The extremum in Eq. () is really a max.

The Two-State system

A THE FUNDAMENTALS OF STATISTICAL PHYSICS

A THE FUNDAMENTALS OF STATISTICAL PHYSICS

What happens for E >

A THE FUNDAMENTALS OF STATISTICAL PHYSICS

Pressure, Volume, 1st law of thermodynamics

Consider volume V of system

Repeat the argument for T equilibrium

from our definitions:

= work done by system

T dS = heat Q added to the system; cf. Sec. D