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FISIKA STATISTIKA

LAMPIRAN A DAN LAMPIRAN B

OLEH :

MEI RANGGA (E1Q014027)

NUR FADILAH ANING DETRI (E1Q014039)

PROGRAM STUDI PENDIDIKAN FISIKA


FAKULTAS KEGURUAN DAN ILMU PENDIDIKAN
UNIVERSITAS MATARAM
2017
Lampiran A

Gerak di ruang fasa, ergodisitas dan pencampuran

A.1 Ergodisitas

Dari mekanika klasik diketahui, bahwa persamaan diferensial gerak untuk setiap sistem mekanis
konservatif dapat ditulis dalam bentuk Hamilton:


= = , (. 1)

Dimana , merupakan koordinat umum dan momena (k = 1,2, ..., n = 3N, yaitu total kita
memiliki persamaan 2n = 6N, di mana N adalah jumlah partikel dalam sistem dan n adalah Jumlah
derajat kebebasan)

(, ) = (1 , 2 , , ; 1 , 2 , ) (. 2)

Adalah sistem Hamiltonian, yang sama dengan energi total, dinyatakan sebagai fungsi dari
koordinat umum dan momen. Hamiltonian berhubungan dengan Lagrangian L oleh hubungan
yang terkenal:

= . (. 3)
=1

Persamaan gerak (A.3) dapat diintegrasikan dan solusinya dapat ditulis dalam bentuk berikut1:

0 0 0 0
= ( , , ) = ( , , ), (. 4)

0 0
Dimana ; ) adalah nilai awal koordinat dan momen. Fungsinya , mewakili (sesuai

0 0
dengan teorema Cauchy) fungsi argumen tunggal dan kontinu dari argumen ; .

Untuk mendapatkan (melestarikan) integral gerakan kita bisa menggunakan prosedur berikut.

Bagilah semua persamaan 2n - 1 lainnya (A.1) dengan persamaan = . Thenwe
1

mendapatkan

1 1
= , = . (. 5)
1 1
1 1

Sistem persamaan ini tidak mengandung waktu t (untuk H independen terhadap t) dan
mendefinisikan pelestarian.

Jumlah. Secara total itu memberikan integral gerak 2n-1, yang jelas termasuk energi, yang kita
nyatakan sebagai:

1 (, ) = (, )1 = . (. 6)

Kemudian, sisa integral gerakan 2n - 2 dapat ditulis sebagai:

2 (, ) = 2 , (, ) =

2 (, ) = 2 , (, ) = , ( . 7)

Dimana 1 ,, ; 2 , , konstanta integrasi. Satu lagi integral gerak diperoleh dengan



memecahkan persamaan = dan menggunakan Persamaan (A.6), (A.7). Ini bisa ditulis
1

sebagai:

1 (, ) = + 1 . (. 8)

Menambahkan konstanta sewenang-wenang ke t tidak mengubah persamaan gerak, karena waktu


t masuk hanya melalui perbedaan.

Pertimbangkan contoh sederhana dari sebuah sistem dengan satu derajat kebebasan - osilator
harmonis. Kemudian (setting massa m = 1) Hamiltonian ditulis sebagai:

1
= (2 + 2 2 ). (. 9)
2

Persamaan gerak Hamilton adalah:


= = = = 2 , (. 10)

Yang memberikan solusi berikut (integral):

0
= 0 cos + sin , = 0 sin + 0 cos , (. 11)

Yang dapat ditulis ulang sebagai bagian integral energi:

2 = 2 + 2 2 = 2 (. 12)

Dan relasi, menentukan ketergantungan p dan q tepat waktu:

1
arccos =+. (. 13)
2 + 2 2

Gambar A.1. Ruang fase osilator harmonik. Tampak adalah "permukaan" iso-energik - elips,
sesuai dengan osilator dengan energi yang berbeda dengan energi E. Fungsi distribusi
microcanonical sama dengan konstanta yang berbeda dari nol, di area antara elips ini.

Osilator dengan satu derajat kebebasan memiliki kedua integral gerakan ini. Keadaan mekanis
osilator ditunjukkan oleh sebuah titik di (p, q) -plane, yang merupakan ruang fasa untuk sistem
sederhana ini. Gerakan sistem diwakili oleh pergerakan titik fasa di atas "permukaan ergodik"
(garis pada (p, q) -plane), ditentukan oleh nilai energi E. Garis-garis energi konstan ini, seperti
pada Jelas dari Persamaan (A.12), bentuk elips seperti yang ditunjukkan pada Gambar A.1. Bagian
integral kedua (A.13) menentukan kecepatan pergerakan titik fasa di atas elips ini. Integral gerak
untuk osilator (A.11) dapat ditulis ulang, dengan menggunakan Persamaan (A.12), (A.13), sebagai:
2
= sin ( + ) . = 2 cos( + ). (. 14)

Untuk sistem sederhana ini rata-rata waktu bisa dihitung secara elementer. Karena periodisitas
gerak (A.14), rata-rata waktu fungsi acak dari variabel dinamis F (q, p) pada interval waktu tak
2
terbatas, dapat dikurangi menjadi rata-rata selama periode gerak = ;

2
2
= { sin ( + ) , 2 cos( + )}. (. 15)
2 0

Rata-rata ini tergantung pada E, dengan E diperbaiki di sini. Tanpa mengubah nilai (A.15), kita
dapat menghitung rata-ratanya selama interval energi yang sangat kecil:

1 +
= lim
0

2
1 + 2
= lim { sin ( + ) , 2 cos( + )}. (. 16)
0 0

Mari kita ubah dari variabel E dan t ke q dan h. Dengan menggunakan (A.14), kita dapat
menghitung Jacobian dari transformasi ini sebagai:

1
2 cos( + ) sin ( + )
(, ) 2
= = 1. (. 17)
(, ) 1
2 sin ( + ) cos( + )
2

Sehingga ditemukan :


= lim (, ), (. 18)
0 2

Dimana integrasi dilakukan di atas area sempit yang sangat kecil antara elips energi konstan E dan
E + E dengan E 0

Di sisi lain kita dapat menentukan distribusi mikroanonika untuk sebuah osilator, dengan kerapatan
probabilitas p (p, q) sama dengan konstanta (tidak bergantung pada nilai spesifik p dan q) di dalam
area antara elips 2 + 2 2 = 2 dan elips 2 + 2 2 = 2( + ), dan sama dengan nol di
luar area ini (lihat Gambar A.1):


,
(, ) = { 2 (. 19)
0 ,

Dimana untuk menjamin normalisasi (p, q) ke kesatuan, kita telah memperhitungkan bahwa
daerah sebenarnya adalah:

2E 2E
() = ( )= , (A. 20)

Dimana a dan b menunjukkan sumbu-sumbu semi elips, sesuai dengan energi E. Kemudian, rata-
rata mikroanonika (ruang fase lebih) dari F (q, p) sama dengan:

+ 2 2 2 2

< >= (, )(, ) = lim (, ) . (. 21)
0 2 2 +2 2 2(+

Membandingkan (A.18) dan (A.21) dapat kita lihat, bahwa dalam kasus sistem yang paling
sederhana ini dengan hanya satu tingkat kebebasan, rata-rata waktu hanya bertepatan dengan rata-
rata mikroanonika.

Dalam kasus umum, seperti yang telah kita lihat di atas, integral dari persamaan Hamilton dapat
ditulis sebagai:

p.a22

or in shortened form:

p.a23

The time average of an arbitrary dynamic variable F.X/ is determined by:

p.a24

This average, in general, depends on all 2n_1 integration constants (integrals of motion) 2; : : :
;n; 1; 2; : : :n, except 1, on which it does not depend. At the same time, we have shown before
that statistical mechanical averages of any dynamic variables in equilibrium depend only on one
integral of motion that of energy2. Thus, the many-particle systems under consideration should
satisfy the special property that the time averages of any single valued dynamical variable is
dependent only on the energy 1 D E:

p.a25

Such systems are called ergodic. For ergodic systems the time average of any singlevalued
dynamical variable is equal to its average over the microcanonical ensemble. The proof of this
statement is rather simple. Consider the microcanonical average:

p.a26

where

p.a27

As the value of hF i does not depend on time, its time average is equal to itself, so that:

p.a28

Variables X determine the state of the system at time t , let us make a transformation to variables
X0, determining the state of the system at t D 0. These variables are related through the solutions
of the Hamilton equations, which can be written as:

p.a29

Then

p.a30

Obviously H.X/ D H.X0/, so that

p.a31

and according to the Liouville theorem dX D dX0. Thus, after changing the variables we have:
p.a32

Let us change the order of integration over t and X0, then:

p.a33

Due to the assumed ergodicity the time average eF depends only on the energy H.X0/, so that:

p.a34

Thus

p.a35

But wE.X0/ is different from zero only for H D E, so that fF .H/ can be taken outof the integral,
putting H D E. Thenwe get:

p.a36

where we have taken into account that the integral is equal to unity, due to the renormalization
condition. This ends the proof of the equivalence of time and microcanonical averaging for ergodic
systems.

It may seem that ergodic mechanical systems just do not exist at all, as the general time average
(A.24) definitely depends on other integrals of motion 2; 3; : : : ;n, besides energy. Consider one
of them, e.g. 2.X/ D 2. The time average of 2.X/ is obviously equal to 2 and depends not on the
energy integral E D 1, but on 2. However, for ergodic systems the left parts of all integrals of
motion k D k;k D k .k D 2; : : : ;n/, besides energy, momentum and angular momentum are
multivalued functions of the coordinates and momenta (and can not be transformed to single-
valued functions). This is always so for systems with inseparable variables.

Systems with separable variables are, in this sense, trivial they are exactly solvable and are also
called integrable, their motion is regular (non-random) and we do not need statistics at all to
describe their properties3. The restriction to single-valued functions F.p;q/ is quite natural from a
physical point of view; for systems at rest we can drop the momentum and angular momentum
integrals of motion. Statisticalmechanics is dealing with complicated non-integrable systems
(performing nontrivial motion). In recent decades a number of explicit examples of such systems,
sometimes
consisting of rather few particles, were demonstrated to show all the properties of
ergodic motion [12].

A.2 Poincare recurrence theorem

Let us continue our discussion of the system motion in phase space using more abstract language.
Consider the phase point .p; q/. Let us define the operator of time translation TO.t/ as:

p.a37

This operator gives a complete description of the phase point motion and is implicitly defined by
the Hamilton equations. We shall not try to construct such operators explicitly for specific systems,
but it is clear that, in principle, they always exist. The Liouville theorem corresponds to the
conservation of an arbitrary phase volume _ under the action of the operator TO :

p.a38

Using the Liouville theorem, it is rather easy to prove the so called Poincare recurrence theorem
[12]. Consider a conservative (H is time independent) mechanical system, performing motion in a
finite region of its phase space. Let us take some region (set of points) of the phase space A and
chose an initial point z0 D .q0; p0/ in it.

We shall now show that, after a certain (finite) time, the system will necessarily return to the region
A (Poincare theorem), except probably a set of initial points of measure zero. The proof can be
done through reductio ad absurdum. Let us denote as B the subset of points in A, which never
return to A. Suppose that after some large time t1 the set B moves to B1:
p,a39

According to the definition of B the intersection of B1 and A is an empty set:

p.a40

After time interval t2 D 2t1 we have:

p.a41

Then also

p.a42

If this is not so, there exist points, which have not left B1. However, due to time reversibility of
the Hamilton equations that would mean, that these points could not have entered B1. This
contradicts their past: at t D 0, according to our assumption, they belonged to A. Continued
application of TO.nt1/-operator to B leads to an infinite sequence B1;B2; : : : of non-intersecting
images of B. According to Liouville theorem:

p.a43

so that during the motion, the points from B cover the phase volume _ D 1. However, due to the
finite nature of the motion of our system, this volume is to be finite. This is possible only in case
of _.B/ D 0, which proves the Poincare recurrence theorem.

From Poincares theorem it follows, that the system will return to the initial region A infinitely
many times. It may seem that this result contradicts the irreversible evolution of many-particle
systems, observed in experiments, and the possibility of its description along the lines of statistical
mechanics. Actually, this is not so. To understand this situation, we have to consider the average
recurrence time or the duration of the Poincare cycle. Let us make a rough estimate of this time
for the simplest
many-particle system an ideal gas [33]. Consider N molecules of the gas moving in volume V .
We may understand the recurrence in the sense of a repetition of the state of each molecule with
some finite accuracy _v for its velocity and some _x for its coordinate. This accuracy corresponds
to an element of the phase volume __ D OEm_v_x_3N , while the total set of possible states of the
gas, with fixed energy E D P imv2 I 2 D 3 2NT, corresponds the phase volume4:

p.a44

It is clear, that before returning (with the given accuracy) to the initial position, the phase point,
representing our system, is to pass through _ _ __ states. Let _ be some characteristic time for the
gas, e.g. mean free time of the molecule. Then, the recurrence time can be roughly estimated as:

p.a45

Let us take _x _ 0:1.V=N/1=3, i.e. of the order of 10% of the interparticle distance in our gas, and
_v _ 0:1.T =m/1=2, i.e. of the order of 10% of an average velocity (so that the conditions for its
return are rather crude). Then, we obtain:

p.a46

For 1 cm3 of a gas in normal conditions we have N _ 1018, so that

p.a47

and the ratio of the recurrence time _R to the mean free time _ _ 10_6 sec, or to one second, one
year, or even to a characteristic lifetime of our Universe ._1010 years _ 1017 sec/, with a
logarithmic accuracy the same (!) and of the order of 102 1019 . Thus, the typical time of the
Poincare cycle, even for such a simple system, is immensely large, and the probability of such a
return is immensely small. This leads to an obvious conclusion, that the most probable behavior
of a many-particle system is, in fact, the irreversible behavior, observed in reality.

A.3 Instability of trajectories and mixing

Consider the motion of a drop of phase liquid in the phase space. The character of this motion
may be very complicated and, as time grows, the borders of the drop may become irregular, with
the drop becoming amoeba-like (cf. Figure A.2), filling different regions of the phase space. The
volume of the drop is conserved (Liouville theorem). Such motion is called mixing. The phase
points, which were close to each

gambar a.2

Figure A.2. Qualitative evolution of a phase drop during mixing.

other initially, may become very far from each other during this time evolution, and move in
practically independent ways. The property of mixing is natural to expect for systems,
characterized by unstable motion, when phase trajectories, initially close to each other, become
exponentially far away from each other with the growth of time, i.e. small perturbations of the
initial conditions lead to arbitrarily large deviations of the phase trajectory from unperturbed
motion. If the phase space is finite (and we are interested just in this case the system moves over
the hypersurface of constant
energy!), the phase trajectories can not deviate more than the characteristic size of this space and
begin to intermix in a very complicated way. Denoting by D.t / the distance between two points in
the phase space, belonging to two different trajectories at time t , we can formally define the local
instability of motion in the following way [12] there exists a direction in phase space for which:

p.a48

where the increment of instability (Lyapunov exponent, h0 > 0) is, in general, a function of a point
in phase space and has the statistical meaning [12] of an inverse time of decoupling of
correlations between trajectories during mixing. It is obvious, that this picture can be directly
related to an idea of the description of entropy growth, using the coarse-grained distribution
function, which we used previously. The question arises whether we can define entropy in such
a way, that will allow its use for dynamical systems, using only the properties of phase trajectories
(not distribution functions)? This problem was solved by Kolmogorov, who introduced the notion
of dynamic of K-entropy. Consider again the evolution of some initial element of the phase volume
__0. According to the Liouville theorem:
p.a49

but the structure of the phase drop changes with time (cf. Figure A.2). There may appear bubbles,
empty regions etc. As t grows, the bubble structure becomes more and more fine, while the
external border of the phase drop becomes wider and wider. Let us take some " (of dimensionality
_) and coarsen the structure of the phase drop up to an accuracy of the order of ". Then,
qualitatively it is clear that all thin structures of the drop, with thickness smaller than ", will be
effectively dressed,so that the coarse-grained phase volume A __.t / will actually grow with time.
Knowing
(A.48), it is easy to understand that

p.a50

where h is some quantity, related to the increment of instability of phase trajectories h0. Then we
may define entropy as:

p.a51

We are interested in defining physical characteristics, including entropy S, with highest possible
accuracy. If coarse graining is defined by ", then it is obvious, that there is no sense in taking __0
less than ". Thus, we can put __0 D " and go to the limit of " ! 0. Consider:

p.a52

This expression is the definition of K-entropy h. Let us stress the importance of the order of taking
the limits here. The basic properties of K-entropy are:
1. K-entropy h determines the velocity of the entropy S change due to the purely dynamic process
of the mixing of phase trajectories in phase space.

2. K-entropy h, the increment of local instability h0 and the inverse time of decoupling of time
correlations are of the same order of magnitude.
These properties explain the physical meaning of Kolmogorovs entropy. How does the physical
entropy S reach its maximum? For " ! 0, i.e. defining the entropy S.t/ D ht .t ! 1/ with arbitrarily
large accuracy, the entropy S does not reach a maximum, but the situation changes if we fix the
finite accuracy of the coarse graining "0. Then, from (A.50) it is easy to find the characteristic time
t0, during which the region __0 D "0 is expanded up to the value e __ D 1:

p.a53

During this time the phase drop of the size "0 homogeneously fills the whole phase volume and
the further growth of entropy stops.