ME346A Introduction to Statistical Mechanics – Wei Cai – Stanford University – Win 2011

Handout 9. NPT and Grand Canonical Ensembles

January 26, 2011

Contents
1 Summary of N V E and N V T ensembles 2

2 N P T ensemble 3
2.1 Equilibrium distribution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
2.2 Thermodynamic potential . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
2.3 Volume fluctuations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
2.4 Ideal gas example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6

3 Grand canonical ensemble 7

3.1 Equilibrium distribution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
3.2 Thermodynamic potential . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
3.3 Number of particles fluctuations . . . . . . . . . . . . . . . . . . . . . . . . . 9
3.4 Ideal gas example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
3.5 Lattice gas model . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11

Reading Assignment: Reif §6.9.

1
1 Summary of N V E and N V T ensembles
Let us start with a quick summary of the microcanonical (N V E) ensemble. It describes
isolated systems with fixed number of particles N , volume V and energy E.

• The microcanonical ensemble is described by a uniform distribution with two constant

energy shells.

• The connection with thermodynamics is made through Boltzmann’s entropy formula:

S = kB ln Ω, where Ω is the number of microscopic states consistent with thermody-
namic (macroscopic) variables N, V, E.

• Inverting S(N, V, E) we can obtain E(S, V, N ). The other thermodynamic quantities

are defined through partial derivatives.
temperature T ≡ ∂E ∂E ∂E




∂S V,N
, pressure p ≡ − ∂V S,N
, chemical potential µ ≡ ∂N S,V

Next, a quick summary of the canonical (N V T ) ensemble. It describes systems in contact

with a thermostat at temperature T . As a result, the energy of the system no longer remain
constant. The number of particles N and volume V remain fixed.

• The canonical ensemble is described by Boltzmann’s distribution.

1 −βH({pi },{qi })
ρ({qi }, {pi }) = e (1)
Z̃
Z Y3N
Z̃ = dqi dpi e−βH({pi },{qi }) (2)
i=1

2
 • The connection with thermodynamics is made through the expression of Helmholtz
free energy A(N, V, T ) through the partition function Z,
3N
Z Y
1
A = −kB T ln Z , Z= dqi dpi e−βH({pi },{qi }) (3)
N !h3N i=1

• The other thermodynamic quantities are defined through partial derivatives.

entropy S ≡ ∂A ∂A ∂A




∂T V,N
, pressure p ≡ − ∂V T,N
, chemical potential µ ≡ ∂N T,V

• The energy (Hamiltonian) of system is no longer conserved, but fluctuate around its
average value.
1 ∂Z ∂
E ≡ hHi = − =− ln Z (4)
Z ∂β ∂β
∂E
(∆E)2 ≡ hH 2 i − hHi2 = − = kB T 2 Cv = N kB T 2 cv (5)
∂β
Hence in the thermodynamic limit N → ∞,
p ∆E 1
∆E = N kB T 2 cv ∝ √ →0 (6)
E N
The difference between microcanonical (N V E) ensemble and canonical (N V T ) ensem-
ble vanishes.

2 N P T ensemble
The N P T ensemble is also called the isothermal-isobaric ensemble. It describes systems
in contact with a thermostat at temperature T and a bariostat at pressure p. The system
not only exchanges heat with the thermostat, it also exchange volume (and work) with the
bariostat. The total number of particles N remains fixed. But the total energy E and volume
V fluctuate at thermal equilibrium.

Q: What is the statistical distribution ρ({qi }, {pi }) at thermal equilibrium?

Q: What is the microscopic expression for the thermodynamic potential?
Approach: Consider system of interest + thermostat + bariostat all together as a closed system,
which can be described using the microcanonical ensemble.

3
2.1 Equilibrium distribution
Notice that in the (N P T ) ensemble, the probability distribution function must also include V
as its variable, because the volume can (in principle) take any value at thermal equilibrium.

ρ({qi }, {pi }, V ) ∝ number of ways (Ω̃) the thermostat and the bariostat can rearrange them-
selves to allow the system to have energy E = H({qi }, {pi }) and volume V .

Let S̃ be the entropy of the thermostat + bariostat, then

!
S̃
Ω̃ = exp (7)
kB
Let V0 and E0 be the total volume and total energy of the thermostat + bariostat + system
of interest. Let V and E be the volume and energy of the system of interest. Then the
volume and energy left for the thermostat + bariostat are, V0 − V and E0 − E, respectively.
! !
∂ S̃ ∂ S̃
S̃(Ñ , V0 − V, E0 − E) = S̃(Ñ , V0 , E0 ) − V − E (8)
∂ Ṽ N,E ∂ Ẽ N,V
 
We recognize ∂∂ẼS̃ ≡ T1 where T is the temperature of the thermostat.
N,V
 
But what is ∂∂ṼS̃ ?
N,E

This is the time to use the second type of Maxwell’s relationship.

! ! !
∂ S̃ ∂ Ẽ ∂ Ṽ
· · = −1 (9)
∂ Ẽ V,N ∂ Ṽ S,N ∂ S̃ E,N
!
1 ∂ Ṽ
· (−p) · = −1 (10)
T ∂ S̃ E,N
!
∂ S̃ p
=⇒ = (11)
∂ Ṽ N,E T
where p is the pressure of the bariostat. Therefore,
p 1
S̃(Ñ , Ṽ , Ẽ) = S̃(Ñ , V0 , E0 ) − V − E (12)
T T
 
E + pV
Ω̃ = const · exp − (13)
kB T

Therefore, the equilibrium distribution of the isothermal-isobaric (N P T ) ensemble is,

1 −β[H({qi },{pi })+pV ]
ρ({qi }, {pi }, V ) =e (14)
Ξ
Z ∞ Z Y 3N
Ξ = dV dqi dpi e−β[H({qi },{pi })+pV ] (15)
0 i=1

4
2.2 Thermodynamic potential
By now, we would expect the normalization factor Ξ should be interpreted as a kind of
partition function that will reveal us the fundamental equation of state.

To find out the precise expression, we start with the Shanon entropy expression. (Notice here
that V is an internal degree of freedom to be integrated over and p is an external variable.)

X
S = −kB pi ln pi
i
∞ 3N  
H({qi }, {pi }) + pV
Z Z Y
= −kB dV dqi dpi ρ({qi }, {pi }, V ) · − ln Ξ̃
0 i=1
−kB T
1
= (hHi + phV i) + kB ln Ξ̃ (16)
T
1
= (E + pVavg ) + kB ln Ξ̃ (17)
T
Hence

−kB T ln Ξ̃ = E − T S + pVavg ≡ G(N, T, P ) (18)

This is the Gibbs free energy, which is the appropriate thermodynamic potential as a function
of N, T, P ! So everything falls into the right places nicely. We just need to careful that
the volume in thermodynamics is the ensemble average Vavg ≡ hV i, because in (N, T, P )
ensemble, V is not a constant.

Of course, we still need to put in the quantum corrections 1/(N !h3N ), just as before. So the
final expression for the Gibbs free energy and chemical potential µ is,

µN = G(T, p, N ) = −kB T ln Ξ (19)

Z ∞ Z Y3N
1
Ξ(T, p, N ) = 3N
dV dqi dpi pi e−β[H({qi },{pi })+pV ] (20)
N !h 0 i=1
Z ∞
Ξ(T, p, N ) = dV Z(T, V, N ) e−βpV (21)
0

Therefore, Ξ(T, p, N ) is the Laplace transform of the partition function Z(T, V, N ) of the
canonical ensemble!

2.3 Volume fluctuations

To obtain the average of volume V and its higher moments, we can use the same trick as in
the canonical ensemble and take derivatives of Ξ with respect to p.

5
 1 ∂Ξ
hV i = −kB T
Ξ ∂p
1 ∂ 2Ξ
hV 2 i = (kB T )2
Ξ ∂p2
"  2 #
1 ∂ 2Ξ
 
∂V ∂ 1 ∂Ξ 1 ∂Ξ
− = kB T = kB T 2
− 2
∂p ∂p Ξ ∂p Ξ ∂p Ξ ∂p
" 2 #
2

1 2 1 ∂ Ξ 1 ∂Ξ
= (kB T ) − kB T
kB T Ξ ∂p2 Ξ ∂p
1
= (hV 2 i − hV i2 )
kB T
1
≡ (∆V )2 (22)
kB T

Define compressibility1
(∆V )2
 
1 ∂V
βc ≡ − = (23)
V ∂p T,N kB T V

Then we have,

(∆V )2 = kB T βc V (24)
p
∆V = kB T βc V (25)
∆V 1
∝ √ →0 as V → ∞ (26)
V V
In other words, in the thermodynamic limit (V → ∞), the relative fluctuation of volume is
negligible and the difference between (N P T ) ensemble and (N V T ) ensemble vanishes.

2.4 Ideal gas example

To describe ideal gas in the (N P T ) ensemble, in which the volume V can fluctuate, we
introduce a potential function U (r, V ), which confines the partical position r within the
volume V . Specifically, U (r, V ) = 0 if r lies inside volume V and U (r, V ) = +∞ if r lies
outside volume V .

The Hamiltonian of the ideal gas can be written as,

3N N
X p2i X
H({qi }, {pi }) = + U (ri , V ) (27)
i=1
2m j=1
1
Not to be confused with β ≡ 1/(kB T ).

6
Recall the ideal gas partition function in the (N V T ) ensemble.

VN 3N/2 VN
Z(T, V, N ) = (2πmkB T ) = (28)
N !h3N N !Λ3N
√
where Λ ≡ h/ 2πmkB T is the thermal de Broglie wavelength.
Z ∞
Ξ(T, p, N ) = dV · Z(T, V, N ) · e−βpV
0
Z ∞
1
= 3N
dV · V N · e−βpV
N !λ 0
Z ∞
1 1
= dx · xN · e−x
N !λ3N (βp)N +1 0
1 1
= N!
N !λ (βp)N +1
3N
 N +1
kB T 1
= (29)
p Λ3N

In the limit of N → ∞,
N
(2πmkB T )3N/2

kB T
Ξ(T, p, N ) ≈ · (30)
p h3N

The Gibbs free energy is

(2πmkB T )3/2
  
kB T
G(T, p, N ) = −kB ln Ξ = −N kB T ln · (31)
p h3

This is consistent with Lecture Notes 6 Thermodynamics §3.2,

(2πmkB T )3/2
  
G kB T
µ= = −kB T ln · (32)
N p h3

3 Grand canonical ensemble

The grand canonical ensemble is also called the µV T ensemble. It describes systems in
contact with a thermostat at temperature T and a particle reservoir that maintains the
chemical potential µ. The system not only exchanges heat with the thermostat, it also
exchange particles with the reservoir. The volume V remains fixed.2 But the number of
particles N and energy E fluctuate at thermal equilibrium.
2
Remember the Gibbs-Duhem relation. We cannot specify all three variables T , p, µ simultaneously.

7
 Q: What is the statistical distribution ρ({qi }, {pi }) at thermal equilibrium?

Q: What is the microscopic expression for the thermodynamic potential?

Approach: Consider system of interest + thermostat + particle reservoir all together as a closed
system, which can be described using the microcanonical ensemble.

3.1 Equilibrium distribution

Notice that int the grand canonical (µV T ) ensemble, the probability distribution function
must also include N as its variable, because the number of particle can (in principle) be any
non-negative integer at thermal equilibrium.

Following the same approach as in the (N P T ) ensemble, we obtain the equilibrium distri-
bution of the grand canonical (µV T ) ensemble as the following.
1 −β(H({qi },{pi })−µN )
ρ({qi }, {pi }, N ) = e (33)
Z̃
where
∞ Z Y
X 3N
Z̃ = dqi dpi e−β(H({qi },{pi })−µN ) (34)
N =0 i=1
X∞
= eβµN Z̃(N, V, T ) (35)
N =0

ρ is grand canonical distribution and Z̃(N, V, T ) is the normalization factor in the canonical
ensemble for N particles.

3.2 Thermodynamic potential

Again, we should expect the normalization factor to give us the thermodynamic potential
for µ, V, T , which is the Grand potential, or Landau potential,3

Φ(µ, V, T ) = E − T S − µN = −pV (36)

3
We called it K in Lecture Notes 6 Thermodynamics.

8
Starting from Shanon’s entropy expression, we can show that

Φ(µ, V, T ) = −kB T ln Z , pV = kB T ln Z (37)

where Z is the grand partition function,

∞ Z Y
X 3N
Z = dqi dpi e−β(H({qi },{pi })−µN ) (38)
N =0 i=1
X∞
= eβµN Z(N, V, T ) (39)
N =0

where Z(N, V, T ) is the partition function of the canonical ensemble. Notice that we have
removed the˜sign, meaning that we have applied the quantum correction 1/(N !h3N ).

Define fugacity z ≡ eβµ (so that µ = kB T ln z) we can write,

∞
X
Z= z N Z(N, V, T ) (40)
N =0

Therefore, the grand partition function Z(µ, V, T ) is the unilateral Z-transform of the
partition function Z(N, V, T ) of the canonical ensemble.4

3.3 Number of particles fluctuations

Average number of particles
1 ∂Z ∂ ∂
hN i = kB T = kB T (ln Z) = z (ln Z) (41)
Z ∂µ ∂µ ∂z
2
1∂ Z
hN 2 i = (kB T )2 (42)
Z ∂µ2
∂hN i 1 (∆N )2
= (hN 2 i − hN i2 ) = (43)
∂µ kB T kB T
hN i
Define density ρ ≡ V
, hN i = ρV

∂ρ (∆N )2
V · = (44)
∂µ kB T
2
(∆N ) = kB T (∂ρ/∂µ)V (45)
p
∆N = kB T (∂ρ/∂µ)V (46)
p
∆N kB T (∂ρ/∂µ)V 1
= ∝ √ → 0 (as V → ∞) (47)
hN i ρV V
4
No wonder it is called the Z-transform. See http://en.wikipedia.org/wiki/Z-transform for proper-
ties of the Z-transform.

9
3.4 Ideal gas example
Recall the ideal partition function in the canonical ensemble,

VN 3N/2 VN
Z(N, V, T ) = (2πmkB T ) = (48)
N !h3N N !Λ3N
(49)

From this we obtain the grand partition function,

∞ ∞  N
X
NVN X 1 zV
Z = z 3N
= (50)
N =0
N !Λ N =0
N ! Λ3
 
zV
Z = exp (51)
Λ3

Next the grand potential Φ = −pV ,

zV
pV = kB T ln Z = kB T 3 (52)
Λ
z p 3
p = kB T 3 , z = Λ (53)
Λ kB T
3/2
h2

βµ p
e = (54)
kB T 2πmkB T
" 3/2 #
h2
 
p
µ = kB T ln · (55)
kB T 2πmkB T

This is consistent with the results from the N P T ensemble, as it should!

We now can obtain an explicit expression of the density fluctuation of the ideal gas.
 
∂ ∂ zV zV pV
hN i = z ln Z = z 3
= 3 = ln Z = (56)
∂z ∂z Λ Λ kB T
eβµ V
hN i = (57)
Λ3
∂hN i eβµ βV pV
= 3
= β · hN i = (58)
∂µ Λ (kB T )2
∂hN i pV
(∆N )2 = kB T = = hN i (59)
∂µ kB T
(60)

Hence the variance of N equals the expectation value of N . The standard deviation of N is
p
∆N = hN i (61)

10
The relative fluctuation of N is
∆N 1
=p (62)
N hN i

From the above we also obtain how density ρ = N/V changes with the chemical potential,

∂ρ 1 ∂hN i p
= = (63)
∂µ V ∂µ (kB T )2

3.5 Lattice gas model

From the previous sections, we see
∆N = hN i (64)

Q: Is this result reasonable?

Ideal gas means no correlation between molecules. Hence we can build a lattice gas model
as a further simplification to the ideal gas model.

Imagine we divide the volume V into Nc cells. Each cell can have either 1 molecule or 0
molecule.

Assume Nc  hN i, so that we can ignore the possibility that two molecules occupy the same
cell.

Define a random variable for each cell,


1 cell i contains 1 molecule, probability p
ni = (65)
0 cell i contains 0 molecule, probability (1 − p)

ni and nj are independent of each other (for i 6= j)

The total number of molecules in volume V is

Nc
X
N= ni , (66)
i=1

11
The average number of molecules is
Nc
X
hN i = hni i = hni i · Nc (67)
i=1

Notice that

hni i = p (68)
hn2i i = p (69)
hn2i i − hni i2 = p − p2 = p (1 − p) (70)

Hence

hN i = Nc p (71)
 
hN i
hN 2 i − hN i2 = Nc p (1 − p) = hN i 1 − (72)
Nc

In the limit of Nc  hN i,5

(∆N )2 = hN 2 i − hN i2 = hN i (73)

This is consistent with the prediction from the grand canonical ensemble.

5
Nc can be arbitrarily large and hence much larger than N .

12