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 Introduction to
STATISTICAL PHYSICS
Lectures of

A.M.SWEYLLAM

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 Text Book

F. Mandl Statistical Physics

JOHN WILEY & SONS, INC., US.A.

You can consult also:

Sears Thermodynamics, Kinetic theory and Statistical thermodynamics

chapters 11,12 and 13.

Arthur BEISER Concepts of Modern Physics

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 Course Contents

- What is statistical physics?

- Distribution functions and mean values.
- Counting in statistical physics.
- Distinguishable particles
Maxwell-Boltzmann distribution.
- Atoms in a gravitational field.
- Indistinguishable particles
Bose-Einstein distribution.
Fermi-Dirac distribution.
- Statistical physics and Thermodynamics laws. ,
- Applications of Bose-Einstein statistics ( Plank s radiation formula).
- Applications of Fermi-Dirac statistics (Free electron model of metals).

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 Statistical physics attempts to relate the
macroscopic properties of an assembly of
particles to the microscopic properties of
the particles themselves.

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 Some Definitions
Distribution
Function:
What graph should be used to show how
many atoms of a gas possess a particular
speed?

we can plot a graph for the number of

atoms having a certain speed ,but this will
be uninstructive (at most , only one atom
will have a speed of, say, 401.8 ms-1)

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 number of atoms versus speed
10

8
number of atoms

0
0 40 80 120 160 200
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SWEYLLAM
 Instead we plot a histogram, where we plot the
fraction of the atoms N/N possessing speeds
lying within certain fixed intervals, say , 50 ms-1.
Histogram for the fraction of atoms versus speed
30
fraction of atoms(%)

25

20

15

10

0
1
speed ( m/s)
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 When dealing with large population it
becomes more convenient to plot
N/(N U) against U.

N/(N U) represents the fraction of

atoms per unit speed interval having
velocity U.

e.g. if out of a total population of 1020 gas

atoms 2x 1018 have speeds lying between
300 and 300.5 ms-1 (U = 0.5 ms-1 ),then
N/(N U) = 0.04 ms-1.
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In the limit as U 0 the ratio becomes

1 dN
f (u ) =
N dU
f(u) could be defined in words as:
The fraction of the population per unit range of
speed about u.

f(u) is called: speed distribution function.

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Cross multiplying the above equation, we get
the fraction of atoms with speeds between u
and u+u
dN
= f (u )du
N
The area under the curve is given by

1
0
f (u ) du =
N0 dN = 1
Similarly the energy distribution function f(E)
of a gas can be defined as:
1 dN
f (E) =
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N dE
Mean values:
The concept of the distribution function may be used to evaluate the
average speed of a gas atoms.
The average speed is the sum of the speeds of all the gas atoms divided by
the total population.

Now the number of gas atoms with speeds between u and u+u is given by,

dN = Nf (u )du

the sum of the speeds of this group is , uNf (u )du

hence the sum of the speeds of all the atoms is,

0
uNf (u ) du
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uNf (u )du
Thus the average speed is , u= 0
= uf (u ) du
N 0

In general , we can evaluate the mean value of any function Q provided it can be
expressed as a function of the variable (in the above case it is U) in which the
distribution function is given.

1 dN
Q = Q(u ) f (u )du = Q(u ) du
0
N0 du
If Q is specified as a function of energy E and if f(E) is given , then

1 dN
Q = Q( E ) f ( E )dE = Q( E ) dE
0
N0 dE
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Air table (two dimensional gas simulation)
The air table provides a surface where pucks can move
almost without friction. Hence, it can be used to study
(almost) any sort of two-dimensional phenomenon where
friction is an unwanted effect, a simple example being the
elastic collision of two pucks.

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 Labeled pucks
Consider an air table with
vibrating boundary walls.
Labeled pucks are floating B
on a cushion of air which is A
forced up through holes in
C
the table.

In classical physics each atom is

unique , that is; identifiable. Vibrating boundary walls

To measure the speed of the pucks,

we take a time exposure photograph
of the simulator while it is lighted by
a stroboscope. Assume that the
strobe light flashes five times. V=x/t x
The camera aperture is reduced
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during the time of exposure.
 Recording the information
G

In the figure we have bringing

the velocity vectors L
to a common origin. E J
C D
K B M
N A
I H
F
O

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To find the number of pucks possessing
a kinetic energy within a particular G
range of energies , a series of rings is
superimposed on the vector
representation

The figure shows rings of

constant energy L
superimposed on the
C
E J
velocity vectors. D
K B M
N A
I H
F
O
u
The energy separation between
two successive rings is constant
u+u
and equal to E.

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We observe that the width of the annulus decreases as the energy
increases.
1 E
since mu = E
2
u =
2 2mE
and u decreases as E increases for E is constant.

N(E)
10
Number of pucks N(E) against E
Thus the number of named vector 8
tips in the inner circle gives the
number of pucks with energies 6
within the range 0 to E ; the
number of tips falling within the first 4
annulus gives the number of pucks
with energies between E and 2E 2
etc.
0
0 1 2 3 4 5 6 7
E

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 The average distribution:
We carry out the same procedure several times. To get the average number
of pucks lying within an energy interval, we count the total number of tips falling
within the appropriate annulus and then divide by the number of representations
concerned.
N(E)
It is clear that :in a
two-dimensional gas there 8
would be a steady fall-off
in the number of atoms
6
possessing certain energy
as the energy is increased
4

We will attempt to generate 2

the picture without further
resort to experiment
0
0 1 2 3 4 5 6 7 8 E
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 Ground Rules:
Each atom is unique.

Total number of atoms is constant.

Total energy of atoms is constant.

An Additional Rule (why ?):

A B
D
D
C
B
C A

The figure shows two different arrangements for four atoms sharing out five units
of energy. We have two physically distinct situations.
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 A C
B B

D D

C A

Because the atoms are unique, the above figure represents different situations.

Atoms A and C are each behaving differently in the two cases.

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 A A

C C

B B
D D

In this figure the speed of A and hence its energy mu2 is the same in both
cases ,its direction in motion and hence its momentum is different in
the two pictures.
Through just how small a distance can the tip of the vector be moved to
generate a new picture?

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If the answer is through an infinitesimal distance, there will be an infinity of pictures.
To keep the number of pictures finite we introduce another rule.
The space in which the velocity vectors are drawn (velocity space) is
divided into cells of equal size; in two dimensions the cells are to have
equal area; in three dimensions have equal volume.

If the vector representing the velocity of i0

the particle A which has its tip at i0, is
moved to i2 we do obtain a new picture. A
If however the tip moves to point i1 i2
i1
within the same cell; while other
vectors remain constant ; we do not
obtain a new picture.

Having the rules we can now generate the

complete set of distinguished pictures in which
the total energy of the named particles is constant.
We will show that if the energy rings in two dimensions are divided up into
cells of equal area, then each ring contains the same number of cells.

Consider two adjacent circles have radii u and u+u

corresponding to energies E and E+E u

The area of the enclosed ring is 2u u, each u+u

cell has constant area Ao ,, thus the number of cells
in the ring whose radii correspond to E and E+E
is calculated as:
2uu
N 2 ( E , Ao ) =
Ao
E
but uu = For E is constant each
m ring will contain the

1 2
same number of cells.
thus N 2 ( E , Ao ) = ( )E
Ao m
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5 A B C D
4 Type of arrangements
3
2
1
(5,0,0,0)
0 BCD ACD ABD ABC
5
4 A B C D A B C D B C D
A
3
2 (4,1,0,0)
1 B C D A C D A B C
B D A
0 CD AD AB BC BD AC BD BC AD
CA CD AB
5
4
3 A B C D A B C D A B C D
2
1
B C D A C D A B D A B C (3,2,0,0)
0 CD AD AB BC BD AC BD CA BC CD AD AB

5
4
3 A B C D A B C D B C D
A
2
1 BC CD
(3,1,1,0)
AD AB BD CA BD AC CD AD AB BC
0 D A B C C D A D
B B C A
5
4
3
2
1
BC
A
CD
B
DA
C
AB
D
BD
A
CA
B
BD
C
AC
D
CD
A
AD
B
AB
C
BC
D
(2,2,1,0)
0 D A B C C D A B B C D A
5
4
3
2 A
We get 56 distinct pictures for four
B C D
1
0
BCD CDA DAB ABC atoms sharing out five units of energy. (2,1,1,1)
 Manual Sorting in two dimensions:

How many distinct arrangements of a given number of atoms can be made

such that the Total energy of each arrangement sum to a given number?

Averaged over all the distinct arrangements (pictures) what is the mean
number of atoms in a two dimensional gas possessing a given energy?

Example:

We want to draw the distinct ways that four atoms A,B,C and D can share
out a total of five units of energy, and work out the mean number of atoms
with a particular energy.

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To get the average number of atoms having a certain energy , we divide the total
number of atoms possessing this value of energy by the number of pictures
(possible arrangement) :

Number of atoms having zero energy = 3x4 +2x12 + 2x12 + 1x12 + 1x12 = 84

The average number of atoms having zero energy = 84/56 = 1.5

Number of atoms having energy E = 1x12 + 2x12 + 1x12 + 3x4 = 60

The average number of atoms having energy E = 60/56 = 1.07

etc
N(E)
1.6

1.2

0.8

0.4

0
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Amr SWEYLLAM 1 2 3 4 5
E
Now, let us consider the case for which we have four cells for each energy:

5 5 5 5
4 B 4 B 4 B 4 B
3 3 3 3
2 2 2 2
1 A 1 A 1 A 1 A
0 CD 0 CD 0 CD 0 CD
(a) (b) (c) (d)

Figure (a) shows one of the original arrangements. The three new arrangements
shown in (b), ( c ) and (d) result from the movement of atom A.

For each of the original arrangements, a three new arrangements can be generated
by moving atom A horizontally giving four arrangements in all.

By moving both A and B we get 16 possible arrangements.

By moving all four atoms we get 4x4x4x4 = 256 arrangements for each arrangement
generated with a single column of cells.
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Thus evaluating the number of atoms along the third row we get 24x256
To obtain the average number of atoms we divide by the total number of
arrangements 56x256.

Total number of appearances 24x256

= = 0.428
Total number of arrangements 56x256

Thus the histogram remains unchanged.

The form of the energy distribution does not

depend on the size of the cell.

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 Sorting in three dimensions:

Consider four atoms in a three dimensional gas sharing out five units of energy.

How many atoms have 0,1,2,3,4,5 units of energy ?

The first step is to find the number cells of equal volume Vo into a shell
in velocity space between two spheres of radii u and u+u.

The volume of the spherical shell is given by, V = 4 u 2 u

1 E
Since , E = mu 2 u =
2 2mE
32 2 12
thus, V = 3
E E
m
Number of cells in the spherical shell is equal to,

V 1 2
32 1 2
N 3 (E, Vo ) = = 3
E E
Vo Vo m
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The above equation could be rewritten as : N 3 (E, Vo ) = C E1 2 E
1 32 2
where C is a constant given by, C=
Vo m3

In three dimensions N3 is not constant ,in

all shells of constant E, but varies as E1/2

5
Cell diagram for three dimensions case:
4
The diagram shown in the figure is obtained
by letting C=2 and E =1 and rounding N3 3 C
Down to the nearest integer. For E=0 an exception
is made where N3 is taken as unity. 2

1 BA
0 D

The energy level diagram of a

4/23/2017 8:13:29 PM Amr SWEYLLAM three dimensional gas.
 Density of States:

For a two dimensional gas we know that the number of cells in

the energy interval E and E+E is given by,
The picture can't be displayed.

1 2
N 2 (E, A o ) = ( ) E
Ao m
as E decreases , u decreases; and at the limit when U 0

we get , N 2 (E, A o ) = g 2 (E)dE

1 2
with , g 2 (E) = ( )
Ao m
Similarly for three dimensional gas we can write, N 3 (E, Vo ) = g 3 (E)dE
1 32 2 1 2
where, g 3 (E) = ( 3 )E
Vo m
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 N 3 (E, Vo )
Since , g 3 (E) =
dE
thus the function g(E) represents the number of cells per unit range
of energy at energy E, or in other terms the number of energy levels
per unit energy unit at energy E.

g(E) is called the density of states function.

Ei g3(E)
dE

gi cells

g(E)

Density of states for a three dimensional gas

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 Arranging the atoms:
The number of possible permutations of n distinguishable objects is calculated
as follows:
(n-2) choices
For each choice in the first
n choices
position we have (n-1) choice
for the second one and (n-2)
choice for the third position and
so on.
(n-1) choices n empty positions
Thus the number of possible
permutations for n distinguishable objects
is given by,

n(n 1)(n 2).........1 = n!

Now, let us consider the problem of arranging N objects in r groups ,such that there
are n1 objects in the first group, n2 objects in the second group etc
r
such that , n
i =1
i =N

and the order of the objects within the groups has no importance.
 For the first group ,the number of ways is given by,

n(n 1)(n 2)......(n n1 + 1)/n 1!

n1! Gives the number of ways the objects can be arranged in the group.

Consider the case for which N=4 , n1=3 ABC BAC CAB DAB
following the above formula the number of ways is, ABD BAD CAD DAC
ACB BCA CBD DBA
4x3x2 24 ACD BCD CBA DBC
= =4
3! 6 ADB BDA CDA DCA
ADC BDC CDB DCB

ni atoms in level i, nj atoms in level j etc. is called an arrangement .An

arrangement could be realized by different ways ,called pictures.

In the language of statistical physics picture microstate

arrangement macrostate
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 Let us now calculate the number of pictures W obtained for a given type
of arrangement :
ni atoms in level i (with energy Ei)

nj atoms in level j ( with energy Ej) etc

gi cells of energy Ei

Select ni atoms and N distinguishable

arrange them among atoms.
gi cells

The number of ways that ni atoms can be selected among N atoms is given by,

N(N 1)(N 2).......(N n i + 1)/n i !

Multiply both the numerator and denominator by (N-ni)! ,

N(N 1)(N 2).....(N n i + 1)(N n i )! N!

=
n i ! (N n i )! n i ! (N n i )!
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The ni atoms still to be placed at this energy level ,i.e. to be distributed among the
gi cells.

The first of these ni atoms can go into any of the gi cells and for each occupation
the second atom can go into any of the gi cells etc

So the total number of possible distinct pictures of atoms on level i is given by,

N!
Wi = g i g i g i ...(n i times)
n i ! (N n i )!

N!
thus, Wi = ni
gi
n i ! (N n i )!
(N n i )!
Wj =
nj
for the level j, gj
n j! (N n i n j )!

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 Since any one of the Wi distinct pictures of of the atoms in
level i could coexist with any one of the Wj distinct pictures on level j
and any one of the Wk pictures on level k , thus the total number of W of
pictures (MICROSTATES) corresponding to the arrangement
(MACROSTATE) characterized by ni atoms in level i , nj atoms in
level j and so on is,

W = Wi Wj Wk .......

N! (N n i )! (N n i n j )!
W= ...... g in i g j j g nk k ...
n

n i ! (N n i )! n j! (N n i n j )! n k ! (N n i n j n k )!
N!
W= g i g j g nk k .....
ni nj

n i ! n j! n k !....
A fundamental hypothesis of statistical physics is that :
each microstate occurs with equal probability.
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To obtain the distribution function:

We can recalculate W for a new macrostate and so on and thus we

can find the average number of atoms at each level and hence getting
the distribution function.

In fact the problem is simplified because in a large population (there

are 6x1023 molecules in a mole of gas) there is ,one particular macrostate
whose number of microstates W is much greater than the value of W for any
other macrostate .

This macrostate is called the dominant macrostate

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Lagrange method of undetermined multipliers
Consider the problem of maximizing (or minimizing) a function subjected
to some constraints.
For example ,the function z = x y subject to the condition 2x + 2y = 100
which corresponds to maximize the area of a rectangle.

We can eliminate one of the variables, say y = 50-x to get z = 50 x-x2

= 50 2x = 0 x = 25
dz
dx

Now we will solve the same problem using Lagrange method

Having the function z(x,y) = x y

we form a new function F(x,y) which is the sum of the first function and
the constraint multiplied by a variable (the undetermined multiplier).

Then we search for the extrema of the new function.

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 F(x, y) = z(x, y) (x + y 50)
= xy (x + y 50)
F F
thus, = y=0 and =x=0
x y
hence, x =y x = 25 and y = 25

Joseph LAGRANGE

(1736-1813)

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 ,
Stirling s formula:
We search for a suitable analytic approximation for the factorial of a large number.
We note that ,since
n! = n(n 1)(n 2).......(4)(3)(2)
The natural logarithm of n! is,

ln n! = ln2 + ln3 + ln4 + ...... + ln(n 1) + ln n

The area under the stepped curve is ln n! Ln n
For n very large, the stepped curve and the
smooth curve of ln n become indistinguishable ln4
and we can find ln n! by integrating ln n from ln3
ln2
n = 1 to n = n:
n
ln n! = ln n dn = n ln n n + 1 0 1 2 3 4 5 6 7
n
8

1
Because we are assuming that n>>1,we may
neglect the 1 in the above formula,

ln n! = n ln n n n >> 1
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Finding the dominant macrostate:

We want to find the distribution which maximizes W , that is to say the

dominant macrostate.

N!
W= g i g j g nk k .....
ni nj

n i ! n j! n k !....
It is easier to maximize Ln(W) , this of course will maximizes also W

ln (W) = ln N! ln n i ! + n ln g i i
i i

applying Stirling formula, ln n! n ln n n

we get, ln W = ln N! (n i ln n i n i ) + n i ln g i
i i

= constant + (n i ln g i n i ln n i + n i )
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i
When Ln(W) is a maximum, small changes in the value of ni ( n0, n1, n2 etc.)
will not change Ln(W)

d ln(W) = (dn
i
i ln g i dn i dn i ln n i + dn i )

gi
= ln ( ) dn i = 0
i ni

The quantities dn1 , dn2 , etc represent changes in the numbers of atoms at
energy levels E1 , E2 etc.
These changes occur naturally as a result of collisions between atoms.

However dni are subject to two constraints:

Total number of atoms is constant: N= n

i
i dN = dni
i =0
Total energy is constant: E= n E
i
i i dE = E dn i i =0
i
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 An ensemble of particles subjected to the above conditions is called
microcanonical ensemble.

A microcanonical ensemble is an isolated system with fixed energy E and

constant number of particles N .

applying Lagrange method of undetermined multipliers (to make dni independent):

dn i = 0 , E
i
i dn i = 0
i

gi
we form the function,
i [ ln ( n ) E i ] dn i = 0
i

Since dni are now in effect independent, the coefficient must vanish

gi
thus, ln ( ) E i = 0 , for all i
ni
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 E i
Solving for ni we get, n i = gi e e

ni describe the macrostate which possesses the largest

number of microstates.

Thus for a two dimensional gas, where the density of states g(E) = constant
we can write for the number of atoms dN within the range of energy dE at energy E

dN = constant e E dE
The energy distribution function is given by,
f2(E)

1 dN
f 2 (E) = = constant e E e E
N dE
E
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For a three dimensional gas the density of states g(E) = C E 12

thus, dN = constant e E E1 2 dE

hence the energy distribution function is given by,

1 dN
f 3 (E) = = constant E1 2 e E
N dE

E1 2

E1 2 e E

e E E
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 The speed distribution function:
To obtain the speed distribution function we replace the variable E by the speed U
using the relations ,

1
E = m u2 and dE = m u du
2
1 dN 1 dN dE 1 dN
we get, f 2 (u) = = = mu
N du N dE du N dE
1
( m u 2 )
thus, f 2 (u) = A 2 u e 2

1
( mu 2 )
for f3(u) we get, f 3 (u) = A 3 u e 2 2

where, A2 and A3 are two constants to be determined.

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 1
1 ( mu 2 )
( m u 2 ) ue 2
f 2 (u) = A 2 u e 2

1
( mu 2 )
2
e
u
u

1
( mu 2 )
u2
2 2
1 ue
( mu 2 )
f 3 (u) = A 3 u e 2 2

1
( mu 2 )
2
e
4/23/2017 8:13:30 PM Amr SWEYLLAM u
 Evaluating the constants A2 and A3:
Consider the case of a three dimensions gas,

we know that,
f(u) du = 1
0
1
( mu 2 ) 1
thus, A3 u e 2 2
du = 1 A 3 = 1
du
( mu 2 )
e
0 2 2
u
0
3
The average energy Eof the gas atoms is equal to kT
2
1
( mu 2 )
also, E = E f 3 (u) du = A 3 E u 2 e 2
du
0 0
1
( mu 2
)
Eu
2 2
e du
Substituting for A3 we get, E= 0
1
( mu 2
)
u
2 2
e du
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0
 1 3
writing E = mu 2 and E = kT
2 2
1
1 ( mu 2 )
m u4 e 2 du
3 2
thus, kT = 0
1
2 ( mu 2 )
e
2 2
u du
0

u
u 2
We have integrals of the form, In = n
e du
0

Such integrals are found by calculating Io and I1 directly and differentiating these
successively with respect to (see Mandl appendix 3).

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Table of the integrals of the form: In = u e
n u 2
du
0

n (even) In n (odd) In

0
1 12 1
1
( )
2 2

2 1 12 3
1
( 3)
4 2 2

3 12 1
4 ( 5) 5
8 3
15 1 2 3
6 ( 7) 7
16 4
4/23/2017 8:13:30 PM Amr SWEYLLAM
 1
1 ( mu 2 )
mu e 2
4
du
3 2
as said before since, kT = 0
1
2 ( mu 2 )
u
2 2
e du
0
1
m I4
3
that is to say, kT = 2
2 I2

1 12 1 2 1 2
where, I2 = ( 3 ) = ( 3 3 )
4 2 m
1
for = m
3 1 2 3 2 1 2 2
and, I4 = ( 5 ) = ( 5 5 )
8 2 m

1 1 2 12 m 32
we get for , = and for A3 , A3 = =( ) ( )
kT I2 kT
4/23/2017 8:13:30 PM Amr SWEYLLAM
 1
( mu 2 )
thus the speed distribution function , f 3 (u) = A 3 u 2 e 2

m 3 2 2 mu 2
takes the form, f 3 (u ) = 4 ( ) u e 2 kT

2kT
this is the Maxwell-Boltzmann speed distribution function

It could be interpreted as telling us

the probability that any one atom
has a speed within unit range of u

4/23/2017 8:13:30 PM Amr SWEYLLAM

To get the energy distribution function, we make the substituitions

1 dE
E = m u2 and, du =
2 mu
2 1 3 2 1 2 E kT
f 3 (E) = ( ) E e
kT
This is the Maxwell-Boltzmann energy distribution function.

James Clerk Maxwell Ludwig Boltzmann

1831-1879 1844-1906
4/23/2017 8:13:30 PM
 The mean and the root mean square (RMS) speeds:
The mean speed is calculated from the formula,

8kT 1 2
u = u f 3 (u) du = ( )
m
0
The root mean square value is calculated from the formula,

3kT 1 2
2 12
(u ) = ( u f 3 (u) du)
2 12
=( )
0
m
(u 2 )1 2 3
thus, = = 1.085
u 8
The most probable velocity ( the velocity for which the function f(u) takes its maximum
value) is found from the condition,

df 3 (u) 2kT
( )up = 0 u p =
du m
 uz

(u,,)

Element of volume in spherical

coordinates ud

dV = u 2sin ( ) du d d d

usin() uy

d
usin()d
ux

4/23/2017 8:13:30 PM Amr SWEYLLAM

The velocity distribution function:
We seek to find the fraction of the gas atoms per unit range of speed
per unit solid angle about u.

The speed distribution function f3(u) is given by,

f (u) =
3
1 dN
N du
= 4
2 k
u e( )
m 3 2 2 mu 2 /2kT

The number of points per unit volume

Of velocity space at radius u can be
written as,

dN Nf3 (u)du
= 2
= 2
4 u du 4 u du

4/23/2017 8:13:30 PM Amr SWEYLLAM

where is the density of points and dN is the number of atoms having speed
Between u and u+du ,
mu 2
m
Substituting for f (u) , we get = N( ) 32 2kT
e
2 k T
3

All those vectors beginning at the origin

and terminating within the cell shown will
represent atoms which have speeds
area=u sin d x u d
between u and u+du and which are
moving in direction between and +d,
and +d.

The volume of the cell is given by,

dV = u 2sin ( ) du d d

4/23/2017 8:13:30 PM Amr SWEYLLAM

 3
The number of atoms d N u,, with speeds between u and u+du and moving
in directions between and +d , and +d is given by,

d 3 N u,, = u 2 sin du d d

substituting for , = N f 3 (u) / 4 u 2

d 3 N u,, 1
and dividing through by N, = f 3 (u) sin d ddu
N 4

The spherical lower surface of the cell has an area dA, dA = u 2sin d d

dA
It therefore represents a solid angle d given by, d = 2 = sin d d
u
4/23/2017 8:13:30 PM Amr SWEYLLAM
Thus the fraction of atoms having speed u per unit speed interval per unit
solid angle is given as,

32
m 2 mu 2 2kT
3
1 dN 1
f 3 (u ) = = f 3 (u) = u e
N d u d 4 2 kT
The fact that it is f 3 (u) /4 is expected since a sphere corresponds

to a solid angle of 4 u 2 /u 2 = 4.

4/23/2017 8:13:30 PM Amr SWEYLLAM

 The distribution of velocity components: z dy

dz
In cartesian coordinates, we can write for d3Nux ,uy ,uz ,

dx
d 3 N u x , u y , u z = du x du y du z u

y
thus,
x

[ ]
32
m
3
d Nux ,uy ,uz = N exp m(u 2
x + u 2
y + u 2
z )/2kT du x du y du z
2 kT

the above equation could be rewritten as,

d3Nux ,u y ,uz m mu 2x /2kT m mu 2y /2kT

= ( 12
) e du x ( 12
) e du y
N 2 kT 2 kT
m mu 2z /2kT
( 12
) e du z
2 kT
4/23/2017 8:13:30 PM Amr SWEYLLAM
Assuming that the probability of a gas atom having a velocity component between
ux and ux+dux is independent of the values of its other components uy and uz,
then the probability that an atom has velocity components in the range ux to ux+dux,
Uy to uy+duy and uz to uz+duz will be equal to :

the probability that its x-component of velocity lies between ux and ux+dux

multiplied by ,

the probability that its y-component of velocity lies between uy and uy+duy

multiplied by,

the probability that its z-component of velocity lies between uz and uz+duz

12
m mu 2x
thus, f 3 (u x ) du x = e
2kT
du x
2 kT
,

4/23/2017 8:13:30 PM Amr SWEYLLAM

 To convert the previous equation into a speed distribution function instead
of velocity distribution one, we multiply the right hand side by two since
ux and ux (which are two different velocities) represent the same speed.

12
m mu 2x
f 3 (u x ) = 2 e
2kT

2 kT

The above equation represents the speed distribution function for one dimensional gas.

12
2 kT
note that, u x = u x f3 (u x ) du x =
0 m
while, ux = 0

4/23/2017 8:13:30 PM Amr SWEYLLAM

 Gas in a gravitational field: P1,n1,T1
,
Consider a vertical column of gas in earth s
atmosphere, isolated from all external
disturbances (no net transfer of mass, h
momentum, or energy along the column).

We will express mathematically the facts that:

Po,no,To
1 The total number of atoms moving upwards and
unit area.
downwards per unit area must be equal.

2 The total kinetic energy passing upwards and

downwards through a plane P must be equal. uz

4/23/2017 8:13:30 PM Amr SWEYLLAM

1
Only those atoms whose vertical components P1,n1,T1
of velocity uz at Po are such that ,

1
mu 2z > mgh h
2
will succeed in reaching the plane P1 .

unit area. Po,no,To

The number of atoms passing through Po
per unit time with velocity components
between uz and uz+duz is given by,
uz
1
[ n o f 3 (u z ) du z ] u z
2
Volume of the cylinder with
height uz and unit area base.

To consider the atoms

directed upwards only. number of atoms having
speeds between uz and
uz+duz at plane Po

4/23/2017 8:13:30 PM Amr SWEYLLAM

hence , the total number of atoms passing upwards through the plane P1
per unit time is,

1
2u
n o u z f 3 (u z ) du z
z = (2gh) 1 2

12
m m u
f3 (u z ) = 2
2

e
with, z 2 kTo

2 kT
we get for the total number of atoms passing upwards,
12
kTo
n0 e m g h k To

2 m
the number of atoms moving downwards through the plane P1 is,
1 2
m
12
mu z 2kT1 kT1
n1 u z e du z = n1
2

2 kT1 0 2 m
4/23/2017 8:13:30 PM Amr SWEYLLAM
equating the two numbers we get, n1T11 2 = n o To1 2 e mgh kTo

2
an atom leaving the plane Po with an upward component of velocity uz will
have an energy ,

1
mu z mgh
2 on passing through the plane P1.
2
thus the total energy transferred upwards through the plane P1 per unit time is,
12
m 1

mu
n o
2

z
2 2kTo
mu z mgh u e z
du z
2 kTo 2
(2gh) 1 2

n o (kTo )
32
mgh
= e kTo

(2 m ) 12

4/23/2017 8:13:30 PM Amr SWEYLLAM

The total energy transferred downwards through the plane P1 per unit time is,
1 2
m 1 n1 (kT1 )3 2
n1 m u 2z e mu u z du z =
2
z 2kT1

2 kT1 0 2 (2 m)1 2

equating the two energies, we get:

m g h kTo
n1T13 2 = n oTo3 2 e
dividing the above equation by the equation obtained previously (by equating
the number of atoms moving upwards and downwards through the plane P1)

namely, n1T11 2 = n o To1 2 e mgh kTo

we get, T1 = To ,that is the atmosphere is isothermal.

m g h k T double click here

hence, n1 = n o e to get an animated
picture.

4/23/2017 8:13:30 PM Amr SWEYLLAM

Statistical interpretation of Entropy
The number of microscopic ways for a given macrostate W have not the property
of additivity , w = w1 w2
However ln w = ln w1 + ln w2 , thus ln w is an additive quantity.

We take a quantity S proportional to ln w as a characteristic of the probability of a

state and we will take the Boltzmann constant as the constant of proportionality.

S = k ln w , S is called the entropy.

We will establish a relation between dS and the amount of heat dQ supplied to

the system.

S is a function of state, thus it is determined by the macroscopic parameters of

the state of the system as the volume V and the temperature T,

S = S (V,T)

The microstate is determined by setting the coordinates and velocities of all the
particles

4/23/2017 8:13:30 PM Amr SWEYLLAM

The distribution by coordinates Wsp is independent of the distribution by velocities Wu

W = Wsp Wu
thus, S = k ln w = k ln w sp + k ln w u
V
Calculating Wsp

divide the volume into cells of volume V, V

V
the number of cells is given by r =
V
We choose V so that r<<N , hence many molecules will
get into each cell.
For n1 in the first cell, n2 in the second cell etc.

N!
w sp = represents the space part of the
statistical weight.
n1!n 2!.... n r !

4/23/2017 8:13:30 PM Amr SWEYLLAM

In the absence of an external field, in the equilibrium state, the average number of
molecules per cell is the same n

N!
Wsp =
(n!)r

thus, ln w sp = ln N! r ln n!
applying Srirling formula,
lnw sp N ln N N r (n ln n n)
= N ln N N N ln n + N
N
= N ln ( )
n
N N V
but , =
n ( N
=
) V
ln w sp = N lnV N ln V 1

V V
4/23/2017 8:13:30 PM Amr SWEYLLAM
Calculating WU
sp
The density of points in the velocity space is given by,
3

2
m mu
2
= N exp ( )
2 kT 2kT
The number of molecules in the i-th cell, of volume is ,

m mu i2
2
ni = N exp ( ) 2
2 kT 2kT
The number of ways to arrange n1 molecules in the first cell, n2 molecules in the
second cell and ..ni molecules in the i-th cell are calculated as,

N!
wu =
n1!n 2 !......n i !...
4/23/2017 8:13:30 PM Amr SWEYLLAM
 Applying Stirling formula we get ,

ln w u N ln N n i ln n i 3
i
from equation 2 we can write,

2
3 m 3 mu
ln n i = ln N + ln + ln ln T i

2 2 k 2 2kT
Substituiting in equation 3, we get

3 m 3 1 mu i2
lnw u = N ln N (ln N + ln + ln ln T) n i + n i
2 2 k 2 i kT i 2
mu i2 mu 2 3
but , i n i 2 = N < 2 > = N( 2 kT )
3 3 m
thus we get, ln w u = N lnT N lnn + N 1 ln
2 2 2 k
4/23/2017 8:13:30 PM Amr SWEYLLAM
 m
noting, = 1 ln
2 k
3 3
we get, ln w u = N lnT N ln + N 4
2 2
assuming N equals the Avogadro s number NA in equations 1 and 4 , we get for
the entropy of one mole of a monatomic ideal gas :

3 3
S = kN A lnV kN A ln V + kN A lnT kN A ln + N A k
2 2
3 3
= R lnV + R lnT R ln ( V ) + R
2 2
where R is the universal gas constant.
3 ,molar heat capacity of a monatomic gas at constant volume
We know that CV = R
2
3
and let, So = R ln ( V ) + R
2
4/23/2017 8:13:31 PM Amr SWEYLLAM
Thus, S = R lnV + CV lnT + So
The choice of the size of the cell V and only affects the value of the additive
Constant So .
R dT
Differentiate the above equation , dS = dV + CV
V T
RT
Thus, TdS = dV + CV dT
V
CV dT gives the increment of the internal energy of the gas ( dU) ,

TdSm = P dVm + dU m ,m is for one mole

Owing to the additivity of S , V and U , a similar equation holds for an arbitrary mass
of a gas,

TdS = PdV + dU

4/23/2017 8:13:31 PM Amr SWEYLLAM

 According to the first law of thermodynamics, Pdv + dU = dQ

dQ
Thus, TdS = dQ dS =
T
Why we took the Boltzmann constant K as the constant of proportionality in the
definition of S , ( S = K ln W ) ?
Because this results in the proportionality constant between dS and dQ / T being
equal to unity.

Ordered State is a state achieved with a relatively small number of

ways.

Disordered State is a state achieved in many different ways.

The entropy is thus a measure of the degree of molecular

disorder in a system.

4/23/2017 8:13:31 PM Amr SWEYLLAM

Understanding the meaning of dS = dQ/ T

- Supplying an amount of heat dQ to a system results in greater thermal

motion of the molecules and consequently an increase in the degree of
disorder of the system.

- The higher is the temperature , i.e. the greater the internal energy, the
relatively smaller is the fraction of the disorder due to the supply of dQ.

4/23/2017 8:13:31 PM Amr SWEYLLAM

 Indistinguishability of identical particles
In the figure :
(a) shows a collision between two particles
according to classical physics . The particles trace out
continuous paths that can in principle be accurately
predicted.

(b) Shows the collision between two identical particles but

from the point of view of the quantum physics.
The idea of a particle tracing out a definite path is rejected
by the quantum physics.
After colliding , the particles enter detectors at X and Y but
we cannot say which particle has entered which detector.

According to De Broglie hypothesis all particles have

characteristic wave properties. The particle position
is determined by a wave packet.
Particles are considered to be indistinguishable if their
wave packets overlap significantly.
Particles are considered to be distinguishable if their
separation is large compared to their De Broglie
Wavelength.
4/23/2017 8:13:31 PM Amr SWEYLLAM
Molecules in an ideal gas like oxygen at STP, have a separation of the order of

3nm and De Broglie wavelength of the order of 0.03nm , a factor of a thousand

smaller. The condition of distinguishability is satisfied.

4/23/2017 8:13:31 PM Amr SWEYLLAM

Bose- Eienstein (BE) statistics:
Bosons are particles which have integer spin
and therefore are not constrained by the
Pauli exclusion principle.
Bosons include photons.
At low temperature, bosons can collect with
an unlimited number into the same energy Satyendranath BOSE Albert EINSTEIN
state. 1894 - 1974 1879 - 1955
The collection into a single state is called
condensation or Bose-Einstein condensation.

Consider a system containing N bosons .The number of ways of distributing ni bosons

among the gi states of energy Ei is obtained as follows:

the problem is equivalent to that of distributing

ni white balls among gi cells.
1 2 3 4 5
A cell may be empty or may even contain
all the particles.
4/23/2017 8:13:31 PM Amr SWEYLLAM
 We can get the desired number by
finding the number of permutations
of arranging in a row ni white balls
(representing the particles) together with
gi-1 yellow balls (representing the dividing walls)

(n i + g i 1)!
The number of permutations for all the balls ,irrespective of their color, is given by:

For each distinct distribution there are ni! permutations of the white balls among
themselves, and (gi-1)! permutations of the yellow balls among themselves,
which do no change the distribution.
(n i + g i 1)!
Wi =
n i ! (g i 1)!
thus the number of distinct distributions of the bosons for state of energy Ei is,

4/23/2017 8:13:31 PM Amr SWEYLLAM

 (n i + g i 1)!
The total number of distributions of the k k
N particles in the system among the W = Wi =
i =1 n i ! (g i 1)!
k possible groups of states is,
i =1

we have the constraints, ni

i =N and, n E i i =E
i
taking the natural logarithm of W,

lnW = [ln (n
i
i + g i 1)!ln n i !ln (g i 1)!]
,
applying Stirling s formula,

lnW [(n
i
i + g i 1) ln (n i + g i 1) (n i + g i 1)

n i ln n i + n i (g i 1) ln (g i 1) + (g i 1)]
we can neglect the 1 with respect to ni and gi to obtain

lnW [(n
i
i + g i ) ln (n i + g i ) n i ln n i g i ln g i ]
To find the maximum value for W, we differentiate:

d lnW = [dn
i
i ln (n i + g i ) + dn i dn i ln n i dn i ] = 0

(n i + g i )
hence, i ( ln n ) dn i = 0
i
,
applying Lagrange s undetermined multipliers,

dn i = 0 , E i dn i = 0
i i

(n i + g i )
we form the function, i [ ln n E i ] dn i = 0
i

dni are considered to be independent, thus,

(n i + g i )
ln Ei = 0
ni
4/23/2017 8:13:31 PM Amr SWEYLLAM
 (n i + g i )
from the previous slide, ln Ei = 0
ni

gi
from which we get, ni =
e eEi 1

The ratio ni / gi is called the occupation index f(Ei)

1
f (E i ) =
e e E i
1

4/23/2017 8:13:31 PM Amr SWEYLLAM

 Fermi-Dirac (FD) statistics:

Fermions are particles which have half

integer spin and are constrained by the
Pauli exclusion principle.
Electrons, protons and neutrons are
fermions.
The fact that electrons are fermions
is foundational to the buildup of the
Paul DIRAC Enrico FERMI
periodic table of the elements.
1902 - 1984 1901 1954

In this case we allow zero or one particle in each state.

If we place ni particles among gi states, the first particle has a choice of

gi states , the second has as choice of (gi-1) and so on.

4/23/2017 8:13:31 PM Amr SWEYLLAM

 The total number of arrangements for the ith group of states is,

g i (g i 1)......(g i n i + 1) gi!
Wi = =
n i! n i ! (g i n i )!
k k
gi!
thus, W = Wi =
i =1 i =1 n i ! (g i n i )!

k
lnW = [ln g ! ln n ! ln (g
i =1
i i i n i )! ]
,
applying Stirling s formula and differentiate ,we get

gi n i
d lnW = ln ( ) dn i = 0
i ni
adding the two constraints, dn i = 0 and, E i dn i = 0
i i

4/23/2017 8:13:31 PM Amr SWEYLLAM

 gi ni
we get, i ln ( n ) E i dn i = 0
i
g ni
dni are considered to be independent, ln ( i ) Ei = 0
ni
gi
solving for ni, we get ni =
e e E i + 1

1
f (E i ) =
e e E i
+1

4/23/2017 8:13:31 PM Amr SWEYLLAM

 Chemical Potential:
We consider a system consisting of a single pure substance.
The combined first and second laws of thermodynamics lead to,

dU = T dS P dV
U U
We can write for U(S,V) : dU = ( ) V dS + ( )S dV
S V
U U
thus, ( )V = T , ( )S = P
S V
The internal energy U is an extensive property (i.e. it depends on the amount
of the substance in the system) and thus it is proportional to the number of moles
in the system.

It is implied in the above equation that we are considering a closed system for
which the number of moles n is constant.

4/23/2017 8:13:31 PM Amr SWEYLLAM

For an open system ,in which we can add or remove material, U becomes a function
of n as well of S and V.

Hence we can write,

U U U
dU = ( ) V, n dS + ( )S, n dV + ( )S, V dn
S V n
U
(
n
)S, V is defined as the chemical potential
U
= ( )S, V
n
is the change of internal energy per mole of substance added to the
system in a process at constant S and V.

Thus we can write for a change in the internal energy of the system,

dU = T dS P dV + dn

4/23/2017 8:13:31 PM Amr SWEYLLAM

 Determination of for Fermi-Dirac distribution

Consider two fermions systems in thermal and diffusive contact so particles

exchanging is allowed.

n + n
i
i
j
j =N and, n E + n E
i
i i
j
j j
=E

The thermodynamic probability is given by,

gi gj
w = wiw j = j n !(g n )!
i n i !(g i n i )! j j j

gi n i gj nj
thus, d lnw = ln( ) dni + (ln ) dn j
i ni j nj
Applying Lagrange undetermined multiplier method we get,

( dni + dn j ) = 0 and, ( E i dni + E jdn j ) = 0

i j i j

4/23/2017 8:13:31 PM Amr SWEYLLAM

 forming the new function,

gi n i gj nj
i (ln n Ei ) dni + j (ln n E j ) dn j = 0
i j

gi n i gj nj
thus, ln Ei = 0 and, ln E j = 0
ni nj

gi gj
finally, n i = E and, n j = E
e e +1 i
e e +1 j

The two systems in thermal contact have the same and the two systems in
diffusive contact have the same .

Now, consider one of the two systems ,e.g. the j one : S = k lnw j
gj nj
differentiate,we obtain dS = k ln dn j
j nj
4/23/2017 8:13:31 PM Amr SWEYLLAM
 dS = k ( + E j ) dn j
j

= k dn j + k d (n jE j n jdE j )
j j

= k dN + k dU k dW
multiplying by T,

T dS = k T dN + dU dW
comparing the above equation with, T dS = dN + dU + P dV

we find, =
kT
gj
thus, nj = E j

e kT
+1
4/23/2017 8:13:31 PM Amr SWEYLLAM