7. equilibrium statistical mechanics - ncku

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7. Equilibrium Statistical Mechanics 7.A. Introduction 7.B. The Microcanonical Ensemble 7.C. Einstein's Fluctuation Theory 7.D. The Canonical Ensemble 7.E. Heat Capacity of A Debye Solid 7.F. Order-Disorder Transitions 7.G. The Grand Canonical Ensemble 7.H. Ideal Quantum Gases

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Page 1: 7. Equilibrium Statistical Mechanics - NCKU

7. Equilibrium Statistical Mechanics

7.A. Introduction

7.B. The Microcanonical Ensemble

7.C. Einstein's Fluctuation Theory

7.D. The Canonical Ensemble

7.E. Heat Capacity of A Debye Solid

7.F. Order-Disorder Transitions

7.G. The Grand Canonical Ensemble

7.H. Ideal Quantum Gases

Page 2: 7. Equilibrium Statistical Mechanics - NCKU

7.A. Introduction

A closed and isolated system tends to a stationary state that is characterised by a few

time-independent state variables. Such a state is said to be in thermodynamical

equilibrium. According to the 1st law, its total (internal) energy is fixed. According

to the 2nd law, its entropy is at a maximum since all entropy-increasing spontaneous

processes have ceased.

For a system with 3N degrees of freedom, its states with fixed internal energy of, say,

U E , form a 6 1N hyper-surface in the phase space. The phase space

trajectory of a closed and isolated system is restricted on this constant energy surface.

Consider now an infinite number of such systems, all identical and prepared in

equilibrium with U E . In short, we have an equilibrium ensemble of closed

isolated systems.

According to the postulate of equal probability, we assign an equal probability to

each state point on the constant energy surface so that the probability density is given

by

1

,

0

N EE

X for NH E

otherwise

X(7.1)

where ,N N NX q p is the 6N-dimensional phase space vector. E is called

the structure function and denotes the area of the constant energy surface. Note

that as shown in chapter 6, this postulate is always satisfied for ergodic systems.

The entropy is defined by Gibbs as

lnN N N NBS k d C X X X (7.2)

where C is a constant inserted to give the proper dimensions.

For quantum systems, the Gibbs entropy (7.2) is generalized to

lnBS k Tr (7.3)

where is the density operator and the trace is over any complete orthonormal set

of basis states.

Page 3: 7. Equilibrium Statistical Mechanics - NCKU

7.B. The Microcanonical Ensemble

7.B.1. Quantum Version

7.B.2. Exercise 7.1 (Einstein Solid)

7.B.3. Classical Version

7.B.4. Exercise 7.2 (Ideal Gas)

Page 4: 7. Equilibrium Statistical Mechanics - NCKU

7.B.1. Quantum Version

Consider a closed isolated system of volume V , particle number N, and energy E.

Let ,E n , with 1, ,n N E , be a complete set of orthonormal eigenstates of the

hamiltonian H with eigenvalue E, i.e.,

, ,H E n E E n

1

, ,N E

n

E n E n I

, , mnE m E n

where I

is the identity operator. The probability of finding the system in state

,E n is

, ,nP E n E n . The Gibbs entropy (7.3) can be written in terms of

nP as follows. First, we write

lnBS k Tr

1

, ln ,N E

Bn

k E n E n

, 1

, , , ln ,N E

Bn m

k E n E m E m E n

(7.4a)

Using

, , , ,nm nm nE n E m E n E n P

, ln , ln , , lnnm nm nE n E m E n E n P (7.4b)

eq(7.4a) becomes

1

lnN E

B n nn

S k P P

(7.4)

Proof of (7.4b)

An analytic function f of the operator is defined by

0 0

1

!

mm

mm

d ff

m d

where is obtained by treating as an ordinary variable. Therefore,

0 0

1, , , ,

!

mm

mm

d fE n f E n E n E n

m d

Page 5: 7. Equilibrium Statistical Mechanics - NCKU

0 0

1

!

mm

nmm

d fP

m d

nf P

Maximization Of S

The equilibrium values of nP are those that maximize the entropy subject to the

constraint

1

1N E

nn

Tr P

(a)

This is equivalent to the variational problem 1 0S Tr S Tr

where α is a Lagrange multiplier. With the help of (7.4), we have

1 1

ln ln 1 0N E N E

B n n n B n nn n

k P P P k P P

ln 1 0B nk P

exp 1nB

P constk

Normalization (a) then requires

1

nPN E

(7.7)

which is simply the postulate of equal probability. A collection of closed and

isolated systems distributed according to (7.7) is called a microcanonical ensemble.

The entropy (7.4) becomes

1

1 1ln

N E

Bn

S kN E N E

lnBk N E (7.8)

With the identification of E as the thermodynamic internal energy U, all other

thermodynamic quantities can be obtained through the usual thermodynamic relations.

Page 6: 7. Equilibrium Statistical Mechanics - NCKU

7.B.2. Exercise 7.1 (Einstein Solid)

An Einstein solid is a lattice of N sites, each of which is endowed with 3 independent

quantum harmonic oscillators of the same frequency ω. The total energy is3

1

1

2

N

ii

E n

3

1

3

2

N

ii

Nn

3

2M N

where in is the number of quanta on the ith oscillator and3

1

N

ii

M n

the total

number of quanta present.

(a) What is the total number of microscopic states for a given E?

(b) Find the entropy ,S T N .

(c) Find the heat capacity NC .

Answer

(a)

The problem is to find the number of ways W to put3

2

EM N

identical

quanta into 3N distinguishable sites. Now, a given configuration can be represented

as a line of M quanta separated into 3N partitions by 3N1 walls. [Note: 2 walls at

adjacent positions represent a site with no quanta.] Thus, all possible configurations

can be generated by permutations of the combined M+3N1 quanta and walls

"objects". [Note that the 3N partitions, or sites, are distinguishable by virtue of the

order of their positions in the line.] Since the quanta and walls themselves are

indistinguishable, we have

3 1 !

! 3 1 !

M NW

M N

(1)

(b)

Using (7.8), we have

3 1 !ln ln

! 3 1 !B B

M NS k W k

M N

(2)

For large M and N, we can use the Stirling formula

ln ! ln ln NN N N N N N to write

Page 7: 7. Equilibrium Statistical Mechanics - NCKU

3 1

3 1

3 1ln

3 1

M N

B NM

M NS k

M N

3

3

3ln

3

M N

B NM

M Nk

M N

33 3ln

3

M M N

B M

N M Nk

M N

3

ln 13 3

M M N

B

M Mk

N N

(3)

Now, setting

3

2dU TdS dN dE dM dN

we have

1

N

S

T E

1

N

S

M

(4a)

Using

ln ln ln 1xd dx x x x

dx dx

we have

3 1ln 1 ln 1

3 3 313

BN

S M M M Nk

MM N N NN

3ln 1B

Nk

M

(4)

so that (4a) becomes

3ln 1

B

N

k T M

3

exp 1B

N

M k T

exp 1

1

3 exp 1

M

N

exp

1 exp

(5)

so that

ln ln 1 exp3

M

N

Page 8: 7. Equilibrium Statistical Mechanics - NCKU

exp1

3 exp 1

M

N

1

1 exp

ln 1 ln 1 exp3

M

N

3 exp

ln ln 1 exp3 1 exp

NMM

N

33 ln 1 ln 1 exp

3 1 exp

M NM N

N

Putting these into (3) gives

exp

3 ln 1 exp1 expBS Nk

(6)

(c)

The internal energy is

13

3 2

MU E N

N

exp 13

1 exp 2N

1 1

3exp 1 2

N

(7)

Using

exp expT T

2 expBk

the heat capacity becomes

NN N

S UC T

T T

2

2

exp3

exp 1BNk

2

2

exp3

1 expBNk

2

22

exp3

1 expB

N

k T

(8)

Page 9: 7. Equilibrium Statistical Mechanics - NCKU

7.B.3. Classical Version

Consider a closed isolated system of volume V and fixed particle number N.

Let its energy be constrainted to the shell E E E with 0E .

The phase space volume of the energy shell is , , , ,E E V N E V N E , where

, ,E V N is the structure function (area of the energy surface).

The equilibrium probability density N X corresponds to the maximum of

lnN

N N N NB

E H E E

S k d C

X

X X X (7.2)

subject to the normalization constraint

1N

N N

E H E E

d

X

X X (7.9)

With the help of the Lagrange multiplier 0 , this extremum problem becomes

0ln 0N

N NB

E H E E

d k C

X

X (7.10a)

Using

ln ln 1N NC C

we have

0ln 1 0N

N NB

E H E E

d k C

X

X (7.10)

which, since is arbitrary, can be satisfied only if

0ln 1 0NBk C

0exp 1N

B

C Kk

(7.10b)

From (7.9), we have , , 1EK E V N , so that

1

, ,

0

NE E V N

X for

E H E E

otherwise

(7.11)

Page 10: 7. Equilibrium Statistical Mechanics - NCKU

Eq(7.2) thus becomes

1 1ln lnN E

B E B NE E

S k C kC

or

, ,, , ln E

B N

E V NS E V N k

C (7.12)

The constant NC cannot be determined classically.

Quantum mechanically, the uncertainty principle assigns a phase space volume of h to

each state so that we have3N NC h for distinguishable particles

and3!N NC N h for indistinguishable particles

where h is the Planck’s constant. The insertion the factor !N is called the correct

Boltzmann counting. It was originally introduced by hand to solve the Gibbs

paradox: in effect, it removes the entropy of mixing of indistinguishable particles.

In a practical calculation, it is often easier to work with the volume , ,E V N

instead of the shell , ,E E V N . Towards this end, we divide intoE

Eshells

of thickness E each. Hence,

/

1

, , , ,E E

E ii

E V N E V N

(7.13)

where iE i E and /E E

EE E E

E

. Obviously, the volume of any shell

cannot be larger than the whole volume, i.e., , , , ,E iE V N E V N , and the

outermost shell has the largest volume, i.e., , , , ,E i EE V N E V N . Hence

, , , , , ,E E

EE V N E V N E V N

E

(7.14)

Taking the logarithm gives

ln ln ln lnE E

E

E

(7.15)

Now, ln N ,E

NE so that as N , (7.15) implies ln lnE .

Hence, (7.12) becomes

Page 11: 7. Equilibrium Statistical Mechanics - NCKU

, ,, , lnB N

E V NS E V N k

C

(7.16)

Page 12: 7. Equilibrium Statistical Mechanics - NCKU

7.B.4. Exercise 7.2 (Ideal Gas)

Find the entropy and equation of state for an ideal gas.

Answer

Quoting the result from Exercise 6.3, we have

3 / 22

31

2

NNV mEE

N

(1)

For very large N and V, the entropy is given by (7.16). Using the indistinguishable

particles value of 3! NNC N h , we have

3

ln!B N

ES k

N h

3 / 2

3

2ln

3! 1

2

NN

BN

V mEk

N h N

(2)

3/ 2

2

2 3ln ln ! 1

2B B

mEk N V k N N

h

Now, for large N, we have

ln ! lnN N N N lnN

Ne

(Stirling formula)

1 !N

NN n

e

so that

3 3 3 3ln ! 1 ln ln

2 2 2 2

N NN N N N N N

5 5 3 3ln ln

2 2 2 2N N

3/ 25/ 23 5

ln2 2

N N

and

3/ 2 3/ 25/ 2

2

2 3 5ln ln

2 2B

mES k N V N

h

3/ 2

2

4 5ln

3 2B

V mEk N

N h N

(3)

Page 13: 7. Equilibrium Statistical Mechanics - NCKU

Thus, the entropy per particle is

3/ 2

2

4 5ln

3 2B

mes k v

h

(4)

where the lower case letters denote quantities per particle.

Note that the independence of (4) of N is the result of the N! factor in NC .

Now, (3) is the fundamental equation for the ideal gas. We can rewriting it as

3/ 2

0 5/ 2lnB

VUS S k N

N

(5)

where

3/ 2

0 2

4 5ln

3 2B

mS k N

h

For fixed N, we have

3

2B

dV dUdS k N

V U

so that

2

3V B

U UT

S k N

3

2 BU Nk T

2

3S

U UP

V V

BNk T

V

which is the equation of state.

Page 14: 7. Equilibrium Statistical Mechanics - NCKU

7.C. Einstein's Fluctuation Theory

7.C.1. General Discussion

7.C.2. Fluid Systems

Page 15: 7. Equilibrium Statistical Mechanics - NCKU

7.C.1. General Discussion

Consider a closed and isolated ergodic system with energy within shell ,E E E .

According to (7.8), the entropy is

lnBS k E (7.17)

where E is the number of microscopic states in shell ,E E E .

Now, subdivide the system into n cells and denote the value of a state variable A in

cell i by iA . The probability of finding the system in the macrostate 1, , , nE A A

is therefore

1

1

, , ,, , , n

n

E A AP E A A

E

(7.18)

where 1, , , nE A A is the number of microstates satisfying 1, , , nE A A .

Similarly,

1 1, , , ln , , ,n B nS E A A k E A A (7.19)

so that

1 1

1 1, , , exp , , ,n n

B

P E A A S E A AE k

(7.20)

According to the 2nd law, S is a maximum when the system is in an equilibrium state

0 01, , , nE A A . The Taylor expansion of S about this state is

0 01 1

, 1

1, , , , , ,

2

n

n n ij i ji j

S E A A S E A A g

(7.22)

where the 1st order terms vanish since the expansion is about an extremum and

0i i iA A (7.21)

2

0

0ij jii j

Sg g

A A

[S0 is a maximum] (7.23)

Putting (7.22) into (7.20) gives

Page 16: 7. Equilibrium Statistical Mechanics - NCKU

1, 1

1, , , exp

2

n

n ij i ji jB

P P E A A C gk

α

1exp

2T

B

Ck

α Gα (7.24a)

where 1, ,Tn α , T

ijg G G , and

0 01

1 1exp , , , n

B

C S E A AE k

From the normalization condition, we have,

11 nd d P

α 1

1exp

2T

nB

C d dk

α Gα

2

1

1exp

2

n

i i ii B

C dk

where α Oβ and Tidiag O GO

Γ. Hence

1

21

nB

i i

kC

2

det

n

BkC

G

Hence

det 1exp

22T

nBB

Pkk

Gα α Gα (7.24)

which is valid only for small fluctuations. We now define a "characteristic function"

by the Laplace transform

exp TI D P

h

α α h α

(7.24a)

where

1 nD d d

α

Thus,

Page 17: 7. Equilibrium Statistical Mechanics - NCKU

det 1exp

22T T

nBB

I Dkk

Gh

α α Gα h α

Using T T T hα h Oβ δ β

, where Tδ O h , we have,

2

1

1 1

2 2

nT T

i i i iiB Bk k

α Gα h α

2

2

1

1

2 2

nB B

i i i ii B i i

k k

k

11 1

2 2T T

BB

kk

μ Gμ δ Γ δ

and1 1 1T T T T δ Γ δ h OΓ O h h G h

so that

11 det 1exp exp

2 22T T

B nBB

I k Dkk

Gh h G h

μ μ Gμ

11exp

2T

Bk

h G h (7.26)

This is useful for calculating moments since from (7.24a), we have

1 11 0

m

m mm

ID P

h h

h

hα α

(7.27a)

Now, with 11

2T

BM k h G h , we have,

i i

I MI

h h

h

h

2 2

i j i j i j

I M M MI

h h h h h h

hh

where

1 11

2 B j jij jiji

Mk h h

h G G

1B jij

j

k h G 1B i

k G h

Page 18: 7. Equilibrium Statistical Mechanics - NCKU

2

1B ij

i j

Mk

h h

G

so that (7.27a) gives

1 0m for odd m

1i j B ij

k G (7.27)

As with Ex.4.9, all moments of higher order can be expressed as linear combinations

of products of the 2nd moments.

Page 19: 7. Equilibrium Statistical Mechanics - NCKU

7.C.2. Fluid Systems

7.C.2.1. Densities

7.C.2.2. Fluctuations

Page 20: 7. Equilibrium Statistical Mechanics - NCKU

7.C.2.1. Densities

We shall express all extensive variables by upper case letters, say, X, and the

corresponding densities by lower case letters, say, x. Thus, X xV . One

exception to this is the mass density which we write as M V . Using

dX Vdx xdV (1)

the combined 1st and 2nd law

dU TdS PdV dM (2)

becomes

Vdu udV V Tds d Ts P dV

Since this is valid for arbitrary V and dV, we must have

du Tds d (3)

u Ts P (4)

where (3) is the combined law and (4) is the fundamental equation with densities as

independent variables. Combining (3) and (4), we get the Gibbs-Duhem equation

0sdT dP d (5)

Similarly, using (1) and collecting terms, we have

T S P V M V s T s T P V

V s T (6)

where (5) was used to get the last equality.

Page 21: 7. Equilibrium Statistical Mechanics - NCKU

7.C.2.2. Fluctuations

Consider a closed and isolated box of fluid subdivided into cells. The fluctuations

of the entropy is given by (2.171) as [see Fig.7.1 for notations],

10

1

2T i i i i iii

S T S P V MT

(7.28)

According to (7.24), we have

310

det 1exp

22T i i i i ii

iBB

P S T S P V Mk Tk

G

(7.29)

where G is to be determined through (7.24) once the independent variables are

decided. By eq(6) of section 7.C.2.1., we have

T S P V M V T s (a)

whereS

sV

andM

V are densities. Next, we choose T and as independent

variables so that

T

s ss T

T

T

c sT

T

(b)

T

TT

T T

sT

(c)

where the Maxwell relation

T

s

T

can be gleaned from the diagram

g

u

T

a f

s

Putting (b,c) into (a) gives

2 2

0 00

i i i i ii

T

cV T s V T

T

where, accurate to order 2T , we've replaced iT with 0T .

Eq(7.29) thus becomes

Page 22: 7. Equilibrium Statistical Mechanics - NCKU

2 202

10 0

det, exp

22i i i i

iBB T

cVP T T

k T Tk

G

which, when comparing with

det 1exp

22T

nBB

Pkk

Gα α Gα (7.24)

suggests

1 2, , α 1 1, , , ,T T

02

0

0

0

0

ij

T

V c

T

Vg

T

for

i j odd

i j even

otherwise

(7.31)

so that

2

1

det iii

g

G

0 02

0 0 T

V c V

T T

and

0 0

2 20 0

1,

2i i

B T

V c VP T

T Tk

2 20

10 0

exp2 i i

iB T

cVT

k T T

(7.32)

The 2nd moments of the fluctuations are given by

0 02 2

0 0

1

2i j i j

B T

V c Vd d

T Tk

221exp

2i j ii i jj jB

g gk

so that

0i j i jT T [odd integral vanishes] (7.33,36)

Page 23: 7. Equilibrium Statistical Mechanics - NCKU

2 0

0

1

2i iB T

Vd

k T

2 20

0

exp2i i

B T

V

k T

1

0

0

B

T

k T

V

(7.34)

2 02

0

1

2i iB

V cT d T

k T

2 202

0

exp2i i

B

V cT T

k T

20

0

Bk T

V c (7.35)

where we've used the Gaussian integral formula [see, e.g., Reif, Appendix.4]

2 23

1exp

2dx x ax

a

Page 24: 7. Equilibrium Statistical Mechanics - NCKU

7.D. Canonical Ensemble

7.D.1. Probability Density Operator

7.D.2. Systems Of Indistinguishable Particles

7.D.3. Systems Of Distinguishable Particles

Page 25: 7. Equilibrium Statistical Mechanics - NCKU

7.D.1. Probability Density Operator

Consider a closed but not isolated system that can exchange energy but not matter

with its surroundings. A collection of such identically prepared systems is called a

canonical ensemble. As will be shown below, the corresponding probability

distribution describes a system kept at constant temperature.

Once again, the probability density operator is determined by maximizing the

entropy S. Since the number of particles is fixed, we have the normalization

constraint 1NTr (7.37)

where N is the (fixed) number of particles. Furthermore, the free exchange of energy

is expected to stabilize, at equilibrium, to some constant average value E , i.e.,

N NTr H E U (7.38)

Thus, the variational problem is 0 0N E N NS Tr Tr H

00 lnN B E NTr k H

0ln 1N B E NTr k H

which can be satisfied only if

0ln 1 0B E Nk H (7.40)

0

1exp 1 E N

B

Hk

(7.41)

The constraints (7.37-8) thus become

0exp 1 exp 1EN N

B B

Tr Hk k

(a)

0exp 1 exp EN N N

B B

Tr H H Uk k

(b)

Eq(a) gives the partition function

Page 26: 7. Equilibrium Statistical Mechanics - NCKU

0exp exp 1EN N N

B B

Z Tr Hk k

(7.42)

so that

0 1 lnB Nk Z (c)

while (b) becomes

1exp E

N N NN B

U Tr H HZ k

Now, taking the average of (7.40) gives 00 ln 1N B E NTr k H

0B ES k U

lnB N ES k Z U

Comparing with the fundamental equation for the Helmholtz free energy

A U TS we have

1E T

and lnB NA k T Z (7.44)

so that

(c) 0 1BB

Ak

k T

(7.42) expNB

AZ

k T

exp N

NB

HTr

k T

(7.45)

(7.41)

exp ln NN

B

HZ

k T

1exp N

N B

H

Z k T

(7.46)

which is the probability density operator for the canonical ensemble.

Once NZ and hence A is known, all other thermodynamic quantities can be

calculated. For example, for , ,A A T X N , we have

XN

AS

T

TN

AY

X

'

TX

A

N

Furthermore,

Page 27: 7. Equilibrium Statistical Mechanics - NCKU

U A TS XN

AA T

T

XN

AA

XN

A

(e)

Now, since the canonical ensemble only specifies a fixed average E U , we

expect fluctuations in E about this value. The corresponding variance can be

calculated as follows.

Starting with the normalization

exp 1N NTr A H (7.47)

we can differentiate with respect to to get

exp 0N N N

XN

ATr A H A H

exp 0N N N

XN

Tr H A A H

Doing it again gives

2

2

2exp 0N N N

XNXN

Tr A H A A H

Using (e) gives

2

exp 0N N N

XN

UTr H E A H

20

XN

UE E

i.e.,22

XN

UE E

XN

dT U

d T

2B XNk T C (7.49)

22 2

B XNE E k T C

E E

1

N (7.50)

since both U and XNC are proportional to N. Thus, in the thermodynamic limit

( ,N V ), the relative deviation vanishes, i.e., the canonical ensemble is equivalent

to the microcanonical ensemble.

Page 28: 7. Equilibrium Statistical Mechanics - NCKU

7.D.2. Systems Of Indistinguishable Particles

As shown in Appendix B, the states of a system of indistinguishable particles must be

properly symmetrized with respect to particle interchanges, namely, symmetric (+) for

bosons and antisymmetric () for fermions. The trace of thus becomes

1

1 1

11

!N

N N Nk k

Tr k k k kN

(7.51)

where momentum eigenstates are assumed to take the direct product form

1 2a b l a b l Nk k k k k k (7.52)

which says particles 1,2,…,N have momenta , , ,a b lk k k , respectively. Thus,

1 1, , 1 , ,P

N NP

k k P k k (7.53)

where the sum is over all possible permutations of state indices.

7.D.2a. Exercise 7.3

7.D.2b. Semi-Classical Limit

7.D.2c. Exercise 7.4

Page 29: 7. Equilibrium Statistical Mechanics - NCKU

7.D.2a. Exercise 7.3

Compute the partition function 3Z T for an ideal gas of 3 identical particles in a

cubic volume 3V L . For convenience, neglect the spin degrees of freedom.

What approximations can be made for a high T and low density gas?

Answer

For a particle in the box with hamiltonian 2

1 2H

m

p

, the wave function is

sin sin sinx y zA k x k y k z k x x k (1)

which vanishes at the walls at , , 0,x y z L provided

a ak nL

where , ,a x y z and 1,2, ,an

Note: k x and k x are linearly dependent so that only positive an need be

counted.

The 1-particle partition function is therefore

2 2

1 exp2

Z Tm

k

k

2 2

2 2 22

1 1 1

exp2

x y z

x y zn n n

n n nmL

(3)

Using a ak nL

, we have, in the thermodynamic limit,

3 2

2 2 21 3

0 0 0

exp2x y z x y z

LZ T dk dk dk k k k

m

3 22 2 2

3 exp22

x y z x y z

Ldk dk dk k k k

m

3

33 2

2

2

L m

322

mV

3

22Bmk T

V

32

2 Bmk TV

h

3T

V

(4)

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where

2T

B

h

mk T

(5)

is the thermal wavelength, which is a measure of the particle’s coherence length.

For 3 identical particles, the hamiltonian is

2 2 2

3 1 2 3

1

2H

m p p p

with wave function [see Appendix B]

//1 2 3 1 2 3, , , , , ,

a b c

s as aa b c k k k x x x x x x k k k

where

/ 1, , , ,

3! !

s a

a b c a b cn

k

k

k k k k k k

, , , ,P

a b c a b cP

P k k k k k k

where nk is the occupation number of state k. Hence, for a b c ,

, , , , , , , ,a b c a b c b c a c a b

k k k k k k k k k k k k

, , , , , ,b a c c b a a c b k k k k k k k k k (7)

/ 1, , , ,

3!

s a

a b c a b c

k k k k k k (7')

2 , , , , , ,, ,

0

a a b a b a b a aa a b

k k k k k k k k kk k k (7a)

1, , , ,

2 3

s

a a b a a b

k k k k k k (7a')

6 , ,, ,

0a a a

a a a

k k kk k k (7b)

1, , , ,

6s

a a a a a a

k k k k k k (7b')

The partition function is then, by eq(B.30),

3 3

1, , , ,

3!a b c

a b c a b cZ T k k k

k k k k k k (6)

where

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3 1 1 1exp 1 2 3H H H

2 2 2

1 2 3exp2m

p p p

so that for a b c ,

2

2 2 23, , , , exp

2a b c a b c a b cm

k k k k k k k k k

2

2 2 23, , , , exp

2a b c a b c a b cm

k k k k k k k k k

2

2 23, , , , exp 2

2a a b a a b a bm

k k k k k k k k

2

2 2

3

2exp 2, , , , 2

0

a ba a b a a b m

k kk k k k k k

2

23, , , , exp 3

2a a a a a a am

k k k k k k k

2

2

3

6exp 3, , , , 2

0

aa a a a a a m

kk k k k k k

In view of eqs(7,a,b), the sum in (6) must be splitted into 3 parts according to

a b c a b c a b c a b c a c b a b c

f f

k k k k k k k k k k k k k k k k k k

so that

3 3

1, , , ,

3!a b c

a b c a b cZ T

k k k

k k k k k k

3 33 , , , , , , , ,

a b a

a a b a a b a a a a a a

k k k

k k k k k k k k k k k k

Thus, for bosons,

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2

2 2 23

1exp

3! 2a b c

a b cZ Tm

k k k

k k k

2 2

2 2 26 exp 2 6 exp 32 2

a b a

a b am m

k k k

k k k

For fermions,

2

2 2 23

1exp

3! 2a b c

a b cZ Tm

k k k

k k k

Now,

2

21exp 3

2 3a

a

TZ

m

k

k

Usinga b a b a b

k k k k k k

, we have

2 2 2

2 2 2 2 2exp 2 exp 2 exp 32 2 2

a b a b a

a b a b am m m

k k k k k

k k k k k

1 1 12 3

T TZ Z T Z

Usinga b c a b c a b c a b c a c b a b c

k k k k k k k k k k k k k k k k k k

, we have

2 2

2 2 2 2 2 2exp exp2 2

a b c a b c

a b c a b cm m

k k k k k k

k k k k k k

2 2

2 2 23 exp 2 exp 32 2

a b a

a b am m

k k k

k k k

3

1 1 1 1 132 3 3

T T TZ T Z Z T Z Z

3

1 1 1 13 22 3

T TZ T Z Z T Z

Hence, for fermions, we have

3

3 1 1 1 1

13 2

3! 2 3

T TZ T Z T Z Z T Z

For bosons, we have

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3

3 1 1 1 1

13 2

3! 2 3

T TZ T Z T Z Z T Z

1 1 1 16 62 3 3

T T TZ Z T Z Z

3

1 1 1 1

13 2

3! 2 3

T TZ T Z Z T Z

Both cases can be combined to give

3

3 1 1 1 1

13 2

3! 2 3

T TZ T Z T Z Z T Z

Using (5), we have

3

3 3 3/ 2 3 3 3/ 2 3

13 2

3! 2 3T T T T

V V V VZ T

3 23 3

3 3/ 2 3/ 2

1 3 21

3! 2 3T T

T

V

V V

(8)

In the semiclassical limit (high T and large V),3T

V

is small so that

3

3 3

1

3! T

VZ T

(9)

which implies

1

!

N

N NT

VZ T

N

(10)

for a N particle system. The factor N! arises from the quantum indistinguishability

and resolves the Gibb's paradox.

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7.D.2b. Semi-Classical Limit

As shown in Ex.7.3, NZ should be caculated using properly symmetrized basis states.

However, as compared to the results obtained from unsymmetrized bases, the most

significant correction is just the factor N!, which can be added by hand. Other

corrections (exchange and correlation effects) are proportional to powers of 3T

N

V

3Tn

3/ 2

n

T . Thus, they become negligible in the semi-classical limit of high T

and small n. Hence,

1

1 1, ,

1, , , ,

!N

HN N N

k k

Z T k k e k kN

for high T, low n (7.54)

The non-interacting molecules in a gas can possess internal degrees of freedom. For

example, the hamiltonian of a typical molecule may be written as

2

2 rot vib el nuclH H H H Hm

p

(7.55a)

where the successive terms on the right denote contributions from the translational,

rotational, vibrational, electronic, and nucleonic degrees of freedom, respectively.

The implicit, and usually valid, assumption of (7.55a) is of course that the various

degrees of freedom are decoupled. Thus, for a gas of N molecules contained in fixed

volume V, we have

2

1

1, exp

! 2

N

N N rot vibi

iZ T V Tr H i H i

N m

p

el nuclH i H i (7.55)

If the various degrees of freedom are truly decoupled, the corresponding terms in H

will commute with one another. Now, since

, 0A B A B A Be e e

we can write

1

,!N N tr N rot N vib N el N nuclZ T V Z Z Z Z Z

N

1 1 1 1 1

1

!

N

tr rot vib el nuclZ Z Z Z ZN

(7.56)

For a semi-classical gas with no internal degrees of freedom, we have, from Ex.7.3,

Page 35: 7. Equilibrium Statistical Mechanics - NCKU

3 3

1,

!

N N

NT T

V eVZ T V

N N

(7.57)

where the last equality made use of the Stirling formula !N

NN

e valid for large

N. The Helmholtz free energy is

lnB NA k T Z 3lnB

T

eVk TN

N

3/ 2

2

21 ln B

B

V mk TNk T

N h

(7.58)

so that

VN

AS

T

3/ 2

2

2 31 ln

2B

B B

V mk TNk Nk T

N h T

3/ 2

2

5 2ln

2B

B

V mk TNk

N h

(7.59)

which is just the Sackur-Tetrode equation first introduced in Ex.2.3.

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7.D.2c. Exercise 7.4

Consider a cubic box of volume 3V L containing an ideal gas of N identical atoms,

each with spin 1/2 and magnetic moment . A magnetic B is applied to the system.(a) Find NZ .

(b) Find U and VNC .

(c) Find M.

Answer

(a) ZN

Following (7.56), we write

1 1

1

!

N N

N tr magZ Z ZN

(1)

where, as shown in Ex.7.3,

1 3trT

VZ

with

2T

B

h

mk T

The magnetic energy is

1

2E s s B with 1s

so that

11

1exp

2mags

Z s B

12cosh

2B

(2)

Hence, (1) becomes

3

1, 2cosh

! 2

NN

NT B

V BZ T V

N k T

(3)

32cosh

2

NN

T B

eV B

N k T

(b) U, CVN

From the definition (7.45)

expN N NZ Tr H

we have

expNN N N

ZTr H H

N N NZ Tr H NZ E NZ U

so that

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1 N

N VN

ZU

Z

ln N

VN

Z

Note: as will be shown in (c), ,U U S B so that it is actually an "enthalpy".

Using

3ln ln 2 ln ln cosh

2NT B

V BZ N e

N k T

2T h

m

1

2 2

h

m

2T

we have

sinh / 23

2 cosh / 2 2T

T

B BU N

B

3tanh

2 2 2B

B BN k T

3tanh

2 2 2BB B

B BNk T

k T k T

(4)

and

VNVNB

UC

T

3tanh

2 2 2BB B

B BNk

k T k T

22 2

tanh sech2 2 2 2 2B

B B B B B

B B B B BNk T

k T k T k T k T k T

2

23sech

2 2 2BB B

B BNk

k T k T

(5)

(c) M

Analogous to the Helmholtz free energy (7.58), the magnetic free energy of the

system is given by (see note below)

, lnB NT k T Z B

Page 38: 7. Equilibrium Statistical Mechanics - NCKU

with

d SdT d M B

so that

ln NB

TN TN

ZM k T

B B

tanh2 2B

B B

BNk T

k T k T

1tanh

2 2 B

BN

k T

(6)

Note:

Consider the non-magnetic case 0H H where E U . This can be interpreted

as the magnetic case 0H H m B with 0B . Hence, 0H H corresponds to

0

,E U S

B

M since U depends only on extensive variables. Therefore, the

hamiltonian 0H H m B averages to E U m B U M B

,H S B , which is an "enthalpy". The corresponding canonical ensemble thus

gives rise to a "Gibbs energy" , lnB NT k T Z B .

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7.D.3. Systems Of Distinguishable Particles

For distiguishable particles, there is no need for symmetrization. Hence,

1

1 1, ,

, , , ,N

N N Nk k

Tr k k k k

(7.60)

Exercise 7.5 Einstein Solid

Use the canonical ensemble to calculate U and C for an Einstein solid (see Ex.7.1)

Answer

From Ex.7.1, we have

3

1

1

2

N

ii

H n

(1)

With eigenstates

i i i in n n n where 0,1,2,in

the partition function becomes

3

1

1exp

2

N

N N ii

Z T Tr n

(2)

1 3

3

1 3 1 3, , 1

1, , exp , ,

2N

N

N i Nn n i

n n n n n

3

1 0

1exp

2i

N

i i ii n

n n n

3

1 0

1exp

2i

N

ii n

n

3

1 0

1exp exp

2i

N

ii n

n

3

1

1 1exp

2 1 exp

N

i

3

1 1exp

2 1 exp

N

(3)

Page 40: 7. Equilibrium Statistical Mechanics - NCKU

The Helmholtz free energy is

, lnB NA T N k T Z T

13 ln 1 exp

2BNk T

13 ln 1 exp

2 BB

N k Tk T

(4)

The entropy is

N

AS

T

2 exp

3 ln 1 exp

1 exp

B BB B

B

B

k T k TN k k T

k T

k T

exp

3 ln 1 exp

1 exp

BB

B B

B

k TNk

k T k T

k T

(5)

The internal energy is (see 7.D.1)

N

AU

13 ln 1 exp

2N

exp13

2 1 expN

exp13

2 1 expN

1 1

32 exp 1

N

(6)

The heat capacity is

NN

UC

T

2

2

exp3

exp 1Bk T

N

Page 41: 7. Equilibrium Statistical Mechanics - NCKU

2

2

exp3

exp 1B

B

Nkk T

2

2

exp3

1 expB

B

Nkk T

(7)

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7.E. Heat Capacity Of A Debye Solid

Consider a simple crystalline solid with one atom at each lattice site.

Since the size and shape of the solid are fixed macroscopically, the motion of the

atoms must be restricted to oscillations about their equilibrium positions.

The degrees of freedom of such vibrations is 3N , where N is the number of atoms.

If the amplitudes of the vibrations are small enough, the oscillations become harmonic,

i.e., the potential energy is quadratic in atomic displacements. Thus, the atomic

vibrations of a solid can be approximated as a set of 3N coupled harmonic oscillators.

By means of a transformation into the so-called normal coordinates, the vibrations

can be de-coupled into independent normal modes.

Typical measured values of the heat capacity of monatomic solids are shown in Fig.

7.2. At high temperatures, VC approaches a constant value of 6 cal/K mole, in

agreement with the classical theory. For low temperatures, VC drops as 3T , which

can only be explained in terms of quantum theory.

The Debye theory is a quantum theory of harmonic oscillations in a continuum.

According to classical elastic theory, there are 2 types of waves governed by the wave

equations

2

22 2

1, 0T

T

tc t

u r 0T u transverse, doubly degenerate

2

22 2

1, 0L

L

tc t

u r 0L u longitudinal

where c is the phase velocity. The propagating modes thus obey linear dispersion

i ic k ,i L T

and are called sound waves.

Let the solid be a rectangular lattice of sides , ,x y zL L L . The normal modes are

standing waves which vanishes at the surfaces. This means the allowable wave

vectors are

Page 43: 7. Equilibrium Statistical Mechanics - NCKU

i ii

k nL

where , ,i x y z and 1,2, ,i in N (a)

where ii

i

LN

a , with ia being the lattice spacing, is the number of sites in the ith

direction. Thus, the total number of sites is x y zN N N N . With each site having 3

degrees of freedom, the total degrees of freedom is 3N.

In the quantized version of the theory, the hamiltonian is

1 2

,, ,

1

2i ii L T T

H n

kk

k (7.62)

where the sum over k involves N modes for each branch i. The partition function is

1 2

,, ,

1exp

2N N i ii L T T

Z T Tr n

kk

k

,

,0

1exp

2i

i ii n

n

k

kk

k

1 1

exp2 1 expi

i i

k

kk

11

2sinh2

ii

k k

(7.63)

Hence,

1ln ln 2sinh

2N ii

Z T

k

k

ln NE Z

1cosh

121 2sinh2

i

ii

i

k

kk

k

1 1exp exp

12 21 1 2exp exp2 2

i i

ii

i i

k

k kk

k k

Page 44: 7. Equilibrium Statistical Mechanics - NCKU

exp 1 1

2exp 1i

ii i

k

kk

k

1 1

2 exp 1 ii i

k

kk

(7.64)

,

1

2 i ii

n

kk

k

where the average occupation of the mode ,ik

,

1

exp 1ii

n

k k(7.65)

is called the Planck's formula.

The sum over k can be approximated by an integral

d k

k k

where the density of states in k-space, k , can be calculated from eq(a) as

3 3x y zL L L V

k

so that

33

0ik

Vd k

k

where the condition 0ik from eq(a) restricts the integration to the 1st quadrant.

Using kc

, we have

33

0ik

Vf d k f

k

222

Vdk k f

22 32

Vd f

c

(b)

where we've used the fact that integration of the angular part over the 1st quadrant

gives

1

1

8 2st Q

d d

Summing over the branches gives

22 32i i i i i i

i i i

Vf d f

c

k

For the special case that if f , we have

Page 45: 7. Equilibrium Statistical Mechanics - NCKU

23 2

1

2ii i i

Vf d f

c

k

22 3

3

2

Vd f

c

where

3 3 3 3

3 1 2 1

i i T Lc c c c

To restrict the total number of modes to 3N, we must introduce a cutoff (Debye)

frequency D so that

22 3

0

33

2

DVN d

c

3

2 32DV

c

(7.68)

1/ 326

D D

Nc c k

V

(7.69)

Defining the density of states in -space by

i

d g k

we have

22 3

3

2

Vg

c

2

3

9

D

N

(7.70)

Eq(7.64) thus becomes

0

1

2

D

E d g n

(7.71)

where

1

exp 1n

With the help of (7.70), we get

33

0

9 1

2

D

D

NE d n

4 3

30

9

8 exp 1

D

D

D

Nd

(7.72)

The heat capacity is therefore

Page 46: 7. Equilibrium Statistical Mechanics - NCKU

4

23 20

exp9

exp 1

D

ND B

NC d

k T

52 4

23 20

9

1

Dx xB

xD B

N k T x edx

k T e

where

B

xk T

3 4

20

91

Dx xB

B xD

k T x eNk dx

e

3 4

20

91

Dx x

B xD

T x eNk dx

T e

For low T, we have Dx . Using

4 4

20

4

151

x

x

x edx

e

we get

3412

5N BD

TC Nk

T

(7.74)

which is the famous Debye 3T rule.

Page 47: 7. Equilibrium Statistical Mechanics - NCKU

7.F. Order-Disorder Transitions

The transition from a disordered state to an ordered one can be studied using methods

of equilibrium statistics.

Consider a lattice of N spin 1/2 objects with magnetic moment . Interactions

between objects further than nearest neighbors are assumed negligible. In the

presence of an applied magnetic field B, the hamiltonian of the system is

, 1

N

ij i j ii j i

H s s B s

(7.75)

where 1is indicates the orientation (up/down) of the spin at site i along the z-axis,

ij is the interaction energy, and ,i j denotes a sum over nearest neighbors with

each pair of sites counted once. This is known as the Ising model.

If 0ij , the lowest energy for 0B happens when all spins are parallel, i.e., they

are all up or all down, both cases being equally probable but can be chosen by an

infinitesimal B. This corresponds to ferromagnetism if ij ; otherwise, the

system is ferrimagnetic. Analogously, the case 0ij corresponds to anti-ferro or

anti-ferri- magnetism.

The partition function is

, 1

expN

N ij i j iall config i j i

Z T s s B s

(7.76)

where "all config" denotes the 2N possible spin configurations, i.e.,

1 , , Nall config s s

with all 1is

In contrast to the magnetic interaction which tends to align the spins in an orderly

fashion, the presence of thermal energy Bk T tends to randomize the spin orientations

and increases the entropy or degree of disordered. These competing forces then

leads to an order- disorder phase transition.

7.F.1. Exact Solution For A 1-D Lattice

7.F.2. Mean Field Theory For A d-D Lattice

Page 48: 7. Equilibrium Statistical Mechanics - NCKU

7.F.1. Exact Solution For A 1-D Lattice

Consider a 1-D lattice of N sites with ij and impose the periodic boundary

conditions so that i N is s . For a given spin configuration, the total energy is

11 1

N N

i i i ii i

E s s s B s

(7.77)

The partition function is therefore,

1

11 1 1 1

, expN

N N

N i i is s i i

Z T B s s B s

Under the periodic boundary condition, we can write

1

1 11 2 1 1

1

2

N N N N

i i i i ii i i i

s s s s s

where we've used 1 1Ns s . Hence,

1

1 11 1 1 1

1, exp

2N

N N

N i i i is s i i

Z T B s s B s s

(7.78)

To proceed, we introduce a transfer-matrix P with matrix elements

1 1 1

1exp

2i i i i i is s s s B s s

P (7.80)

Using for each site the bases,

11

0

01

1

P is found to be

1 1 1 1

1 1 1 1

P PP

P P

exp exp

exp exp

B

B

(7.79)

Putting (7.80) into (7.78) gives

1

1 2 2 3 1 11 1

,N

N N N Ns s

Z T B s s s s s s s s

P P P P

Using the completeness relation

1

1 01 0 0 1

0 1i

i is

s s

1 01

0 1

Page 49: 7. Equilibrium Statistical Mechanics - NCKU

we have

1

1 11

,N

Ns

Z T B s s

P NTr P i

i

(7.81a)

where i are the eigenvalues of the 22 matrix NP . Since P is symmetric, it can

be diagonalized by an orthogonal transformation, i.e., Tidiag O PO , where i

are the eigenvalues of P and T T O O OO 1 . Thus,

T N T T TO P O O POO PO O PO N

idiag Nidiag

i.e., Ni i . Solving the secular equation

exp expdet 0

exp exp

B

B

we get

exp exp exp 2 0B B

or 2 2 exp cosh 2sinh 2 0B

with roots

2exp cosh exp 2 cosh 2sinh 2B B

2exp cosh cosh 2exp 2 sinh 2B B

(7.82)

so that (7.81a) becomes

, N NNZ T B 1

N

N

(7.81)

In the thermodynamic limit, the Gibbs free energy per site is

1, lim ,N

Ng T B G T B

N 1

lim ln ,B NN

k T Z T BN

1lim ln 1

N

NB

Nk T

N

lnBk T

where we've used 1

. Hence,

Page 50: 7. Equilibrium Statistical Mechanics - NCKU

2, ln cosh cosh 2exp 2 sinh 2Bg T B k T B B

(7.84)

The order parameter is

T

gs

B

2

2

sinh coshsinh

cosh 2exp 2 sinh 2

cosh cosh 2exp 2 sinh 2B

B BB

Bk T

B B

2

sinh

cosh 2exp 2 sinh 2

B

B

Page 51: 7. Equilibrium Statistical Mechanics - NCKU

7.F.2. Mean Field Theory For A d-D Lattice

Consider the hamiltonian of a d-D spin lattice of N sites and ij

, 1

N

i j ii j i

H s s B s

(7.75)

1 . . 1

1

2

N N

i j ii j n n of i i

s s B s

where n.n. stands for "nearest neighbors" and the 1/2 factor removes the double

counting of each pair of sites in the double sum. Note that periodic boundary

conditions are assumed to remove any spurious surface effects.

7.F.2a. Mean Field

7.F.2b. Heat Capacity

7.F.2c. Magnetic Susceptibility

Page 52: 7. Equilibrium Statistical Mechanics - NCKU

7.F.2a. Mean Field

In the mean field approximation, one sets

. .j

j n n of i

s s

where is the number of nearest neighbors at each site and is s is the average

spin at a site. Eq(7.75) thus becomes

1 1

1

2

N N

i ii i

H s s B s

1

N

eff ii

B s

(7.86)

where the effective, or mean, field

1

2effB B s

is to be determined self-consistently.

Now, the partition function for (7.86) is

1

expN

N N eff ii

Z Tr B s

1

expN

eff ii

Tr B s

1

expN

effs

B s

2cosh

N

effB (7.87)

with a Gibbs free energy per site in the thermodynamic limit

1, lim lnB N

Ng T B k T Z

N ln 2coshB effk T B (7.88)

The probability of having spin is at site i is

1

1expi eff iP s B s

Z

exp

2cosheff i

eff

B s

B

(7.89)

so that

1s

s P s s

1

1exp

2cosh effseff

s B sB

sinh

cosheff

eff

B

B

tanh effB

1tanh

2B s

(7.91)

Page 53: 7. Equilibrium Statistical Mechanics - NCKU

which is the self-consistent equation for s .

Page 54: 7. Equilibrium Statistical Mechanics - NCKU

7.F.2b. Heat Capacity

For 0B , we have

1tanh

2s s

tanh

2 B

sk T

tanh s (7.92)

where

2C

B

T

k T T

and2C

B

Tk

(7.91a)

Eq(7.92) can be solved graphically as shown in Fig.7.6. By inspection, we have

0

0s

s

for1

1

or C

C

T T

T T

(7.92a)

Thus, CT is the critical temperature of the ferromagnetic phase transition. If

viewed as an order- disorder transition, s stands for the order parameter. Typical

temperature dependence of s is shown in Fig.7.7. Note that (7.92a) predicts a

finite CT for all d and is thus in disagreement with the exact result for 1d . In

fact, mean field theories typically overestimate CT for 3d . [see Chapter 8]

Eq(7.92a) gives rise to partition function of

12cosh

2

N

NZ s

0

2

2cosh2

N

N

B

s

k T

for C

C

T T

T T

and a Gibbs free energy per site of [see (7.88)],

0

ln 2

,0ln 2cosh

B

CB

k T

g T Tk T s

T

for C

C

T T

T T

(7.93)

The internal energy is, from (7.86),

ln NU Z

1

1

2

N

ii

H s s

21

2N s

Hence, the heat capacity is

Page 55: 7. Equilibrium Statistical Mechanics - NCKU

NN

UC

T

N

sN s

T

2B

N

sNk s

Using (7.92), we have

2 1 1sech

2 2N N

s ss s

(7.96)

2

2

1 1sech

2 2

1 11 sech

2 2

s s

s

2 12cosh

2

s

s

(7.97)

so that

2

2 12cosh

2

N B

sC Nk

s

2

2

12

cosh

CB

C C

TNk s

T TT sT T

(7.98)

As T approaches CT from below, i.e., CT T or 1CT

T , eq(7.92) simplifies

to

31

3s s s

Neglecting 0s solution, we have

2 20 3

31s s

where 1CT

T

Thus, (7.98) becomes

231

23

3 1lim 2 lim 1

3cosh 1

CN B

T TC Nk

Page 56: 7. Equilibrium Statistical Mechanics - NCKU

12

1 12 lim 3

1cosh 3

BNk

Now,

2

2 1 3 1cosh 3 1

2

1

1 3

2 1 1cosh 3 1 3

13

so that

1

1lim 2 lim 3

1 3CN B

T TC Nk

3 BNk

Now, for CT T , we have 0s and 0NC . Therefore, NC is as shown in

Fig.7.8.

Page 57: 7. Equilibrium Statistical Mechanics - NCKU

7.F.2c. Magnetic Susceptibility

We now turn to the calculation of the magnetic susceptibility

TN

TN

MB

B

TN

sN

B

(7.99)

From (7.91), we get

2 1 1sech

2 2TN TN

s sB s

B B

(7.100)

2

2

1sech

21 1

1 sech2 2

B s

B s

2 1 1cosh

2 2B s

(7.101)

Hence

2

2 1 1cosh

2 2

TN

NB

B s

(7.102)

so that

2

2

01 1

cosh2 2

TN

N

s

2

2cosh C C

NT T

sT T

2

2

1

cosh

C

C C B C

N TT T T k TsT T

2

2

2

cosh

C

C C

N TT T TsT T

(7.103)

Page 58: 7. Equilibrium Statistical Mechanics - NCKU

7.G. Grand Canonical Ensemble

An open system allows exchange of both heat and matter with its surrounding.

Both of its energy and particle number fluctuate about their equilibrium values.

A collection of such identical systems is called a grand canonical ensemble.

At equilibrium, the Gibbs entropy

lnBS k Tr is maximized subject to the

constraints 1Tr (7.104)

Tr H E (7.105)

and Tr N N (7.106)

With the help of the Lagrange multipliers 0 , N and E , we have

0ln 0B E NTr k H N

0ln 1B E NTr k H N (7.107)

0ln 1 0B E Nk H N (7.108)

i.e., 0exp 1 N E

B B B

N Hk k k

1exp N E

G B B

N HZ k k

(7.108a)

where the grand partition function is defined as

0exp 1GB

Zk

exp N E

B B

Tr N Hk k

(7.109)

Now, 7.108Tr gives

0 0B E NS k E N (7.110)

i.e., ln 0B G E NS k Z E N

Page 59: 7. Equilibrium Statistical Mechanics - NCKU

Comparing with the fundamental equation for the grand potential :

'U TS N (2.104)

or1 1 '

0S U NT T T

we have

lnB Gk T Z (7.111)

1E T

(7.111a)

'N T

(7.111b)

so that (7.108a,9) becomes 1

exp 'G

H NZ

exp 'H N (7.113)

exp exp 'GZ Tr H N (7.112)

Eq(7.112) is the fundamental equation for an open system from which all other

thermodynamical properties can be obtained. For example, as discussed in section

(2.F.5), , , 'T X and

'd SdT YdX N d

Thus,

'X

ST

'T

YX

'XT

N

7.G.1. Exercise 7.6

7.G.2. Fluctuations

Page 60: 7. Equilibrium Statistical Mechanics - NCKU

7.G.1. Exercise 7.6

Consider the photons in equilibrium inside a cubic box with volume 3V L andtemperature T at the walls. The photon energies are i ick , where ki is the

wavevector of the ith standing wave. Compute pressure P of this photon gas.

Answer

The allowed photon states are standing waves that vanish at the walls. Thus,

, ,x y zn n nL

k with 1,2,jn for , ,j x y z

so that

2 2 2x y z

cck n n n

L

(3)

and

k

33

, , 0x y zk k k

Ld k

33

2

Ld k

Since there are 2 transverse modes for each k, the sum over modes is

1,2

,f

k

k 3

3

1,2

,2

Ld k f

k

When f is independent of polarization, we have

1,2

2f f

k k

k k 3

322

Ld k f

k

Since ' 0 , the grand partition function is

expZ T Tr H , 0 ,

expn

n

k

k kk k

, 0

expn

n

k

k kk

,

1

1 exp

k k

2

1

1 exp

k k(1)

which gives a grand potential

, , lnBT V k T Z T ,

ln 1 expBk T

kk

(2)

Page 61: 7. Equilibrium Statistical Mechanics - NCKU

3

32 ln 1 exp2B

Lk T d k

k

Using

3 24d k f k dk k f k 23

4d f

c c

we have

3

2

0

ln 1 expB

Lk T d

c

(2a)

Now,

2

0

ln 1 expI d

3

0

1ln 1 exp

3d

3 3

0 0

exp1 1ln 1 exp

3 3 1 expd

(2b)

The 1st term involves the function

ln 1 xf x x e

In particular

21lim 0

2x x

xf x e e

where we've used

21ln 1

2x x x

and, by repeated application of the L'Hospital rule,

'lim lim

'x a x a

f x f

g x g

to get1 !

lim lim lim lim 0n n

n xx x xx x x x

x nx nx e

e e e

Also

0

1

0 lim ln!

nn

xn

xf x

n

1

02

lim ln 1!

nn

xn

xx x

n

Page 62: 7. Equilibrium Statistical Mechanics - NCKU

1

02

lim ln ln 1!

nn

xn

xx x x

n

2

0

1 1lim ln ln 1

2 3!xx x x x x

0

lim lnx

x x

10

lnlimx

x

x

1

20limx

x

x

0lim 0x

x

Hence, (2b) becomes

3

0

exp1

3 1 expI d

3

30

1

13

x

x

edx x

e

(2c)

Now,

0

1

1n

n xJ dx x

e

0 1

xn

x

edx x

e

00

n x m x

m

dx x e e

1

0 0

m xn

m

dx x e

10 0

1

1n y

nm

dy y em

10

1!

1n

m

nm

11

1!

nm

nm

! 1n n

where is the Reimann zeta function. Thus, (2c) becomes

33

1

3I J

3

13! 4

3

3

13! 4

3

4

3

13!

903

4

345

Hence, eq(2a) is

3

B

Lk T I

c

3 4

345

B

Lk T

c

3 2

4

45B

Lk T

c

The pressure is

PV

3 24 1

45Bk Tc

41

3T (6)

where3 21

15Bkc

is the Stefan- Boltzmann constant.

Page 63: 7. Equilibrium Statistical Mechanics - NCKU
Page 64: 7. Equilibrium Statistical Mechanics - NCKU

7.G.2. Fluctuations

The fixed quantities specified in a grand canonical ensemble are

T, ', U E, and NThus, it is of interest to find the fluctuations in E and N. Since the derivation for the

variance in E is similar to that for the canonical ensemble (see section 7.D.1), we shall

consider only the case for N here.

Combining the normalization (7.104) with (7.113) gives

exp ' 1Tr H N (7.114)

where , , 'T X . Thus, 7.114'

gives

exp ' 0'

TX

Tr N H N

0'

TX

N

or '

TX

N

(7.114a)

while 2

27.114

'

gives

2

22

2exp ' 0

' 'TXTX

Tr N H N

2

2

20

' 'TXTX

N

2 22

2

12

' ' 'TX TX TX

N N

22

2

1

'TX

N

[(7.114a) used]

Hence, the deviation is

222

2

1

'TX

N N

'B

TX

Nk T

(7.115)

The fractional deviation is

Page 65: 7. Equilibrium Statistical Mechanics - NCKU

221

'B

TX

N N Nk T

N NN

1/ 2N

(7.116)

which vanishes as N . Hence, the grand canonical ensemble approaches the

canonical ensemble in the thermodynamic limit. In fact, all 3 ensembles give the

same macroscopic (average) physical quantities in the thermodynamic limit.

We now attempt to relate the deviation (7.115) to directly measurable quantities for

the case of a PVT system. To this end, we start with

'

'

'TN

TV

T

V

NVN

(a)

Using the diagram

' P

V N

(b)

we have

'

TN TV

P

V N

TP

TN

V

NV

P

so that (a) becomes

'

1''

TV

T TN

NVN V

'

TN

T TP

V

PV V

N N

(c)

Now, the diagram (b) also gives

'

TP TN

V

N P

1

TN

G

N P

V

N (d)

where we've used 'G N and 'dG SdT VdP dN .

Also from (b), we have

1

' 'T T

V N

N V

1

'TV

P

'

TVP

Since ' ' ,T P , we have

' ' '

TV T TN

V

P P P N

where (d) was used. Hence (c) becomes

Page 66: 7. Equilibrium Statistical Mechanics - NCKU

2

' T

TV

N NV

V

where1

TTN

V

V P

so that finally, with the thermodynamic N identified with the statistical N , eq(7.115)

becomes2

22B T

NN N k T

V (7.117)

Page 67: 7. Equilibrium Statistical Mechanics - NCKU

7.H. Ideal Quantum Gases

In quantum mechanics, the uncertainty principle implies that identical particles must

be indistinguishable since there is no way to ascertain their identities when the

distance between them is smaller thanp

, where p is the uncertainty in their

relative momentum. As was shown in the spin-statistics theorem of quantum field

theory, indistinguishable particles in 3-D space must obey Bose-Einstein (Fermi-Dirac)

statistics if they have integral (half-integral) spins.

[Note: recent studies in the non-integral quantum hall effects as well as high TC

superconductors led to the possible existence in 2-D systems of anyons that can have

arbitrary value of spins.]

In general, quantum effects are most noticeable when the system is near its ground

state, i.e., low T for macroscopic systems.

For an ideal gas of N identical particles, the hamiltonian is

1

1

N

Ni

H H i

where 1H i is the 1-particle hamiltonian of the ith particle, i.e.,

2

1

1

2H i i

m p

where ip is the momentum of the ith particle. If the particles are confined in a

rectangular volume x y zV L L L with periodic boundary conditions, the allowable

eigenvalues for p

are

p k 2 2 2, ,x y z

x y z

l l lL L L

(7.119)

where 0, 1,l for , ,x y z . Those for 1H are

2 2

2m k

k(7.120)

where zs is the spin component along the z-axis.

In the n-representation, we have

NH n

k kk

with N n

kk

Page 68: 7. Equilibrium Statistical Mechanics - NCKU

where n k is the number of particles in state k . The grand partition function is

, exp 'NZ T V Tr H N (7.118)

exp 'Tr n

k kk

exp 'n

n

k

k kk

exp 'n

n

k

k kk

(7.118a)

For spin independent hamiltonians, this simplifies to

2 1

, exp '

s

n

Z T V n

k

k kk

For bosons, there is no restrictions on n k so that

2 1

0

, , ' exp '

s

BEn

Z T V n

k

k kk

(7.121)

For fermions, 0,1n k , so that

2 1

1

0

, , ' exp '

s

FDn

Z T V n

k

k kk

(7.122)

7.H.1. Bose-Einstein Ideal Gases

7.H.2. Fermi-Dirac Ideal Gases

Page 69: 7. Equilibrium Statistical Mechanics - NCKU

7.H.1. Bose-Einstein Ideal Gases

7.H.1a. Basics

7.H.1b. Integration

7.H.1c. Pressure

7.H.1d. Number

7.H.1e. Thermodynamic Limit

7.H.1f. Heat Capacity

7.H.1g. High T limit

7.H.1h. Exercise 7.7

Page 70: 7. Equilibrium Statistical Mechanics - NCKU

7.H.1a. Basics

For 0-spin free bosons,

0

, , ' exp 'BEn

Z T V n

k

k kk

0

exp 'n

n

k

k kk

(7.121)

where , , ,n n nk 0 k so that 0 0 0n n n

k 0 k

.

Doing the summation, we get

1

, , '1 exp 'BEZ T V

k k

(7.124)

which gives a grand potential

, , ' ln , , 'BE B BET V k T Z T V

ln 1 exp 'Bk T kk

(7.125)

The average number of particles is

'BE

TV

N

exp '

1 exp 'Bk T

k

k k

1

exp ' 1

k k

n kk

(7.126)

where the nk is called the occupation number of state k and

1

exp ' 1n

k

k exp

z

z

k

(7.127)

where exp 'z is the fugacity.

[ Note: meaningful usage of the fugacity as defined abopve requires the implicit

assumption of min 0 k . A more general definition is minexp 'z .]

Now, the lowest value of k is 0 0 with 0,0,0k and

Page 71: 7. Equilibrium Statistical Mechanics - NCKU

1

exp ' 1n

0 1

z

z

(7.128)

Since the number of particles cannot be negative, we must have

1exp ' 1

z or ' 0

which implies

1 0z and ' 0

Thus, adding particles to the gas actually decreases its internal energy. The case

' 0 means that N is no longer fixed. This applies to photons, phonons, or

any bosons that serve as "carrier" of interactions.

In the classical limit valid for small , we expect (7.127) to become the Boltzmann

distribution expn k k . This can be achieved if expz k for all k,

or, since 0 k , if 1z . Thus, the limit exp ' 0z corresponds to

1 and ' . Incidentally, this means that, carriers of interactions, with

' 0 , have no classical limit.

Of particular interest is the case 1z for which n 0 . This means the

ground state is macroscopically occupied and we have a Bose- Einstein

condensation. Since the ground state plays a prominent role, we expect the

situation applies when 1 and ' 0 . For example, as a helium liquid

becomes a superfluid, its chemical potential drops from a finite value to zero.

Page 72: 7. Equilibrium Statistical Mechanics - NCKU

7.H.1b. Integration

For a macroscopic system, we can replace the summation over states with integrals,

i.e.,

3 3

3 32 2

V Vd k d p

k

However, the possibility of a Bose-Einstein condensation means that the state k 0

requires special attention. Thus,

33

'2

Vf d p f

k

k p

where 32

V

is the volume in p-space occupied by the ground state, and '

is the p-space volume with taken out. Since f f 0 within , we have

33

'2

Vf f d p f

k

k 0 p

33

'2

Vf d p f

0 p

If f is isotropic, i.e., f f p , then

0

23

40

2 p

Vf f dp p f p

k

k

(7.130)

where the "radius" 0p of the ground state is given approximately by

0

2p

L

with 1/ 3L V 1/ 3

x y zL L L

As an example, (7.126) becomes

0

23

2

1 4 1

exp ' 1 12 exp ' 12

p

VN dp p

pm

0

23

2

411 2 exp

2p

z V zdp p

z p zm

(7.131)

Page 73: 7. Equilibrium Statistical Mechanics - NCKU

Similarly, (7.125) becomes

, , ' ln 1 exp 'BE BT V k T

0

2 23

4 1ln 1 exp '

22B

p

Vk T dp p p

m

0

2 23

4 1ln 1 ln 1 exp

22B B

p

Vk T z k T dp p z p

m

(7.132)

Setting

2x p

m

2 B

p

mk T

2Tp

where the thermal wavelength is given by

22T

Bmk T

2 B

h

mk T (7.135)

eq(7.130) becomes

0

3

23

4 2 20

2 T Tx

Vf f dx x f x

k

k

0

2

3

4 20

TT x

Vf dx x f x

where

0 02

Tx p

T

L

Thus, eq(7.132) becomes

, , ' ln 1BE BT V k T z 0

2 2

3

4ln 1 expB

T x

Vk T dx x z x

(7.133)

Similarly, eq(7.131) gives

0

2

23

4

1 expT x

z V zN dx x

z x z

(7.134)

Page 74: 7. Equilibrium Statistical Mechanics - NCKU

7.H.1c. Pressure

The pressure of the gas can be obtained from (2.122) and (7.133) as

BEPV

0

2 2

3

4ln 1 ln 1 expB

B

T x

k Tz k T dx x z x

V

(7.136a)

Consider now the integral

2

0

ln 1 expnnI z dx x z x

2

1 0

expm

n

m

zdx x mx

m

1 / 2

1

1 1

2 2

mn

m

z nm

m

3 / 21

1 1

2 2

m

nm

n z

m

3 / 2

1 1

2 2 n

ng z

(7.137a)

where we've used the Gaussian integral formula

1 / 22

0

1 1exp

2 2nn n

dx x mx m

and the definition

1

m

m

zg z

m

(7.137)

Hence

2 5/ 21

1 3

2 2

m

m

zI z

m

5/ 214

m

m

z

m

5/ 24g z

From (7.137), we see that, (cf. Fig.7.10),

5/ 2 0 0g

5/ 2 5/ 21

1 51 1.342

2m

gm

(7.142)

where is the Riemann zeta function. Next,

Page 75: 7. Equilibrium Statistical Mechanics - NCKU

2

00

lim ln 1 expa

nn

ai z dx x z x

00

lim ln 1 0a

n

adx x z

Hence, (7.136) becomes

2 23

4ln 1B

B

T

k TP z k T I z i z

V

5/ 23

1ln 1B

BT

k Tz k T g z

V (7.136)

Note that since 2 0i z , the contribution of the ground state would have been lost

without the special treatment of (7.130).

Page 76: 7. Equilibrium Statistical Mechanics - NCKU

7.H.1d. Number

The average particle density of the gas can be obtained from (7.134) as

nN

V

0

2

23

1 4

1 expT x

z zdx x

V z x z

(7.139a)

Consider now the integral

20 exp

nn

zK z dx x

x z

(7.139b)

Using

2

2

2

expln 1 exp

1 exp

xz x

z z x

2

1

exp x z

we have, from (7.137a) that

n

n

dI zK z z

dz

3 / 2

1

1 1

2 2

m

nm

n d zz

dz m

1 / 21

1 1

2 2

m

nm

n z

m

1 / 2

1 1

2 2 n

ng

(7.139c)

Another, perhaps more common, form of (7.139b) can be obtained by putting 2y xin (7.139b) so that

12

0

1

2

n

n y

zK z dy y

e z

12

10

1 1

2 1

n

ydy y

z e

(7.139d)

Now, from (7.139c), we have

2 3/ 24K z g z

Note that, (cf. Fig.7.10),

3/ 2 0 0g

3/ 2 3/ 21

1 31 2.612

2m

gm

(7.142)

where is the Riemann zeta function. Next,

200

limexp

an

na

zk z dx x

x z

00

lim 01

an

a

zdx x

z

Page 77: 7. Equilibrium Statistical Mechanics - NCKU

Hence, (7.139a) becomes

2 23

1 4

1 T

zn K z k z

V z

3/ 23

1 1

1 T

zg z

V z

(7.139)

which can be used to obtain '.

Page 78: 7. Equilibrium Statistical Mechanics - NCKU

7.H.1e. Thermodynamic Limit

We now consider the thermodynamic limits,

,N V withN

nV (a)

of the expressions

5/ 23

1ln 1B

BT

k TP z k T g z

V (7.136)

3/ 23

1 1

1 T

zn g z

V z

(7.139)

Obviously, for 1z ,

5/ 23

1B

T

P k T g z

(b)

3/ 23

1

T

n g z

(c)

Hence, we need only consider the case 1z , which, as discussed in section 7.H.1a,

corresponds to the Bose- Einstein condensation limit with ' 0 and usually

1 . For 1z , the 1st the term in (7.139), i.e.,

01

1lim

1z

zn T

V z

(d)

denotes the density of particles occupying the ground state when the system is at

temperature T. If n is kept constant, we have

010

10 lim

1zT

zn n

V z

(e)

Combining (d) and (c) turns (7.139) into

3/ 23

0 3/ 23

1

11

T

T

g z

n

n T g

for1

1

z

z

(7.145)

As can be seen in Fig.7.10, 3/ 2g z is a monotonically increasing function of z with

a maximum at 1z . Thus, if we keep reducing T while keeping n constant,

3/ 23

1

CT

g z

will become smaller than n below a critical temperature CT given

by

Page 79: 7. Equilibrium Statistical Mechanics - NCKU

3/ 23

11

CT

n g

3/ 2

3/ 221

2B Cmk T

g

2 / 32

3/ 2

2

1CB

nT

mk g

2 / 322

2.612B

n

mk

(7.148)

For CT T , we have 3/ 23

11

T

n g

so that 0 0n and we have a new phase

characterized by a macroscopic occupation of the ground state. The fraction of

particles in the condensate is

0n TT

n

3/ 23

11

T

g

n

3

31 CT

T

3/ 2

1C

T

T

(7.149)

Condensation can also occur if we keep increasing n while keeping T constant.

the critical per particle volume is given by

1C

C

v Tn

3

3/ 2 1T

g

(7.147)

Note that also serves as the order parameter of the phase transition. The case0 1 thus indicates the coexistence of the "normal" and "condensed" phases. A

plot of vs T is shown in Fig.7.13.

Turning now to the pressure as given in (7.136), we begin by writing (d) as

00

1 1limx

xn T

V x

0

1limx Vx

so that

0x Vn T or 01z Vn T

Thus

01

1 1 1lim ln 1 lim lnV Vz

zV V Vn T

1 1

lim ln 0V V V

where we've used0

lim ln 0a

a a

. If this is combined with the fact that for 1z ,

1lim ln 1 0V

zV

the 1st term in eq(7.136) can be dropped so that

Page 80: 7. Equilibrium Statistical Mechanics - NCKU

5/ 23

5/ 23

1

11

BT

BT

k T g z

P

k T g

for1

1

z

z

(7.144)

At the critical point, CT T , and 1z , so that

5/ 23

11

C

C B CT

P k T g

Using (7.147) and (7.148) gives

2 / 3

2

5/ 23/ 2 3/ 2

2 11

1 1C BB C C

nP k g

mk g v T g

5/ 3

2

5/ 23/ 2

2 11

1C C

gm v T g

(7.150)

where we've used 1C Cv T

n . For CT T , (7.144,7) gives

5/ 23

11B

T

P k T g

5/ 2

3/ 2

11

1BC

gk T

v T g (7.150a)

irregardless of the fraction of particles in the condensed phase. Thus, treating

(7.150a) as a function P P v where Cv v T gives the coexistence curve in

the P-v plane [see dotted line in Fig.7.14]. For a given T, the region to the left of the

coexistence curve is the coexistence region where P is a constant given by (7.150a).

Page 81: 7. Equilibrium Statistical Mechanics - NCKU

7.H.1f. Heat Capacity

Since the independent variables for a grand canonical ensemble is , , 'T X , the

entropy per unit volume may be written as

0'

limV

T

S Ss

V V

Using the diagramP T

S V

, we have

'V

Ps

T

.

Since,

5/ 23

5/ 23

1

11

BT

BT

k T g z

P

k T g

for1

1

z

z

(7.144)

where exp 'z and22

TBmk T

, we have

2'

'

V B

z z

T k T

' 2T T

VT T

and

5/ 2 5/ 22'

'

V B

z dg z g z

T k T dz

3/ 22

'

B

g zk T

where we've used (7.140). Thus, for 1z ,

5/ 2 5/ 2 3/ 23 4 3 2

1 3 1 '

2T

B B BT T T B

s k g z k T g z k T g zT k T

5/ 2 3/ 23 3

5 1 '

2 BT T

k g z g zT

5/ 23

5 1 '

2 BT

k g z nT

[see (7.145)]

5/ 23

5 1ln

2 B BT

k g z k n z

(7.151a)

Setting 1z , we have

5/ 23

5 11

2 BT

s k g

for 1z (7.151b)

so that 3/ 2s T as 0T , in agreement with the 3rd law.

Now, the heat capacity at constant density is

Page 82: 7. Equilibrium Statistical Mechanics - NCKU

nn

sc T

T

Now, from (7.145), we see that for 1z ,

3/ 23/ 24 3

3 10 T

n nT T

dg z zg z

T dz T

3/ 2 1/ 23 3

3 10

2 nT T

zg z g z

T z T

so that

3/ 2

1/ 2

3

2n

g zzz

T T g z

(7.152)

Hence, for 1z ,

5/ 24

5 3

2 2T

n BT

c T k g zT

3/ 2 3/ 23

1/ 2

5 1 1 3

2 2B BT

g z g zT k k n z

z z T g z

3/ 25/ 23

1/ 2

15 1 9

4 4B BT

g zk g z k n

g z (7.153a)

where (7.145) was used. For the case 1z , eq(7.151b) gives

5/ 23

15 11

4n BT

c k g

(7.153b)

Note that

1/ 2 1/ 21

11

m

gm

so that nc is continuous at CT as shown in Fig.7.15.

Page 83: 7. Equilibrium Statistical Mechanics - NCKU

7.H.1g. High T Limit

In the high T limit, 0z so that

2 25/ 2

0

4ln 1 expg z dx x z x

(7.137)

becomes

2 25/ 2

0

4expg z z dx x x

4 1 3

2 2z z

Now, by definition,

1

m

m

zg z

m

so that

111

m

m

dg z zz g z

dz m

Therefore, we have,

5/ 2 3/ 2 1/ 2g z g z g z z as 0z

Hence, (7.145) becomes

3/ 2

3 2exp '

2B

T

z mk Tn

(7.154)

while (7.144) simplifies to

3B

B BT

Nk TzP n k T k T

V (7.155)

Finally, the heat capacity (7.153a) becomes

3

15 9

4 4n B BT

zc k k n

3

2 Bk n3

2 B

Nk

V (7.156)

Page 84: 7. Equilibrium Statistical Mechanics - NCKU

7.H.1h. Exercise 7.7

Compute the variance 2N N for 0T .

Answer

From the definition

exp 'N Tr N Tr N H N

we have

1exp '

' 'TVTV

NTr N N H N

2

'TV

N N

22N N 2N N (1)

Now, for CT T , we have 1z so that (7.139) gives

3/ 231 T

z VN g z

z

(2)

Hence, with

'TV

zz

and

1

dg zz g z

dz

eq(2) becomes

1/ 22 3

1 1

' 1 1 TTV

N z Vz g z

z z

2

3/ 2 3/ 2 1/ 23 3 3T T T

V V VN g z N g z g z

2

1/ 23T

VN N g z

2

N N (3)

where we've dropped the 3/ 23

1

T

g z

terms since they vanishes as 0T .

Page 85: 7. Equilibrium Statistical Mechanics - NCKU

7.H.2. Fermi-Dirac Ideal Gases

7.H.2a. Basics

7.H.2b. Integration

7.H.2c. Pressure

7.H.2d. Number

7.H.2e. Low Temperature Limit

7.H.2f. Heat Capacity

7.H.2g. Exercise 7.8

7.H.2h. Exercise 7.9

Page 86: 7. Equilibrium Statistical Mechanics - NCKU

7.H.2a. Basics

For s-spin free fermions,

1

0

, , ' exp 's s

FDs sn

Z T V n

k

k kk

1

0

exp 's

s n

n

k

k kk

where zs and , , ,n n n k 0 k so that

1 1 1

0 0 0n n n

k 0 k

. Also,

we’ve assumed a spin independent hamiltonian. Doing the summation gives

, , ' 1 exp 's

FDs

Z T V

kk

2 11 exp '

s

k

k

(7.158)

which gives a grand potential

, , ' ln , , 'FD B FDT V k T Z T V

2 1 ln 1 exp 'Bk T s kk

(7.159)

The average number of particles is

'FD

TV

N

exp '2 1

1 exp 'Bk T s

k

k k

2 1

exp ' 1

s

k k

exp ' 1

g

k k

n kk

(7.160)

where 2 1g s and nk is called the occupation number of state l and

exp ' 1

gn

k

k

1 exp 1

g

z k exp

gz

z

k

(7.161)

where exp 'z is the fugacity.

[ Note: meaningful usage of fugacity requires the implicit assumption of min 0 k ].

Page 87: 7. Equilibrium Statistical Mechanics - NCKU

Now, (7.161) has no singularity if all quantities are real. Hence, we can have

' k , which corresponds to 0 n g k . [see Fig.7.16].

At T 0 or , we have

0

gn

k for'

'

k

k

(7.161a)

which is a step function with discontinuity at0

' FT

. This zero temperature

chemical potential F is also called the Fermi energy. The magnitude of the

corresponding momentum 2F Fp m is called the Fermi momentum. A

picturesque way to describe (7.161a) is to say that the fermions are in a Fermi seawith a Fermi surface at F . This is a helpful reminder that only particles near the

surface are easily excited [see Fig.7.16].

The fact that 0F means that adding particles to the gas is "difficult" since it

increases the internal energy of the gas.

In the classical limit valid for small , we expect (7.161) to become the Boltzmann

distribution expn k k . This can be achieved if expz k for all k,

or, since 0 k , if 1z . Thus, the limit exp ' 0z corresponds to

1 and ' .

Page 88: 7. Equilibrium Statistical Mechanics - NCKU

7.H.2b. Integration

For a macroscopic system, we can replace the summation over states with integrals,

i.e.,

3 3

3 32 2

V Vd k d p

k

If f is isotropic, i.e., f f p , then

23

0

4

2

Vf dp p f p

k

k

(7.162)

In practice, it is sometimes more convenient to work with energies. To this end, we

define the density of states by

3

32

Vd k d

3

2

V dSd

k

k

where Sk is a k space surface on which the energy has a constant value .

For a free particle,

2 2

2m k

k k k

2

m

k 2k

m

23 2

2

V md k

k

2 22

Vmk

2 2 2

2

2

Vm m

so that

3/ 2

2 2

2

4

V md

k

(7.162a)

As an example, (7.160) becomes

2

320

4

12 exp ' 12

V gN dp p

pm

Page 89: 7. Equilibrium Statistical Mechanics - NCKU

2

320

4

2 exp2

V gzdp p

p zm

(7.164)

3/ 2

2 20

2

4 exp ' 1

V m gd

3/ 2

2 20

2

4 exp

V m gzd

z

(7.164a)

Similarly, (7.159) becomes

2 23

0

4 1, , ' ln 1 exp '

22FD B

VT V k T g dp p p

m

2 2

30

4ln 1 exp

22B

Vk T g dp p z p

m

(7.163)

3/ 2

2 20

2ln 1 exp

4B

V mk T g d z

(7.163a)

Setting

2x p

m

2 B

p

mk T

2Tp

2y x where the thermal wavelength is given by

22T

Bmk T

2 B

h

mk T (7.135)

eq(7.162,a) becomes

3

23

0

4 2 2

2 T T

Vf dx x f x

k

k

23

0

4

T

Vdx x f x

3/ 2

2 20

2

4B

B

V mk Tdy y f yk T

Page 90: 7. Equilibrium Statistical Mechanics - NCKU

30

2

T

Vdy y f y

(7.162b)

Note that

2

0 0

1

2dx x f x dy y f y

(7.162c)

Thus, eq(7.163) becomes

2 2

30

4, , ' ln 1 expFD B

T

VT V k T g dx x z x

(7.163a)

3

0

2ln 1 expB

T

Vk T g dy y z y

(7.163b)

Similarly, eq(7.164) gives

2

230

4

expT

V zN g dx x

x z

(7.164a)

30

2

expT

V zg dy y

y z

(7.164b)

Page 91: 7. Equilibrium Statistical Mechanics - NCKU

7.H.2c. Pressure

The pressure of the gas can be obtained from (2.122) and (7.163a) as

FDPV

2 2

30

4ln 1 expB

T

k T g dx x z x

(7.165a)

1/ 2

30

2ln 1 expB

T

k T g dy y z y

(7.165b)

Consider now the integral

2

0

ln 1 expnnI z dx x z x

1 / 2

0

1ln 1 exp

2ndy y z y

1 2

1 0

expm

m n

m

zdx x mx

m

1 1 / 2

1

1 1

2 2

mm n

m

z nm

m

1

3 / 21

1 1

2 2

mm

nm

n z

m

3 / 2

1 1

2 2 n

nf z

(7.165b)

where

1

1

mm

m

zf z

m

(7.166)

Hence,

2 5/ 24I z f z

while (7.165a) becomes

5/ 23

1B

T

P k T g f z

(7.165)

Page 92: 7. Equilibrium Statistical Mechanics - NCKU

7.H.2d. Number

The average particle density of the gas can be obtained from (7.164a) as

nN

V

2

230

4

expT

zg dx x

x z

(7.164b)

30

2

expT

zg dy y

y z

(7.164c)

Note that n is a constant since both N and V are kept constant in the grand

canonical ensemble. Consider now the integral

20 exp

nn

zK z dx x

x z

1 / 2

0

1

2 expn z

dy yy z

Using

2

2

2

expln 1 exp

1 exp

xz x

z z x

2

1

exp x z

we have, from (7.165b) that

n

n

dI zK z z

dz

1

1 / 21

1 1

2 2

mm

nm

n z

m

1 / 2

1 1

2 2 n

nf z

so that

1

0

1

expn

n

zf z dy y

n y z

(7.164d)

or, with ' ,

1

0

1 1

exp 1n

nf dy yn y

(7.164e)

which is the more familiar definition of the Fermi integral nf . Hence

2 3/ 24K z f z

Hence, (7.164b) becomes

Page 93: 7. Equilibrium Statistical Mechanics - NCKU

3/ 23T

gn f z

(7.167)

or3

2 33/ 2 3/ 2

1 1

2 3T n z z z

g

(7.167a)

Now, the 1st few coefficients in the inversion of a series

0 01

n

nn

y y a x x

0 01

n

nn

x x b y y

are given by (see Arfken )

11

1b

a 2

2 31

ab

a 2

3 2 1 351

12b a a a

a

Applying these to (7.167a) gives

2 33 3 3

3/ 2 2 3/ 2

1 1 1

2 2 3T T Tz n n n

g g g

(7.169)

which gives the T dependence of z and hence '.

Since2

1/ 22T

B

Tmk T

, we have

0z as T z as 0T

Since exp 'z , this means

' as T ' 0 as 0T

Page 94: 7. Equilibrium Statistical Mechanics - NCKU

7.H.2e. Low Temperature Limit

We now turn to the evaluation of the Fermi integral

1

0

1 1

exp 1n

nf dy yn y

(7.164e)

in the limit of low T or 1 . Thus, 1exp 1n y y

is essentially a

step function so that its derivative

2

exp1

exp 1

ydnn n

dy y

vanishes everywhere except for y . To take advantage of this, we integrate

(7.164e) by part to get

0

1 1

exp 1n

nf dyn n y

200

exp1 1

exp 1 exp 1

n n yy dy y

n n y y

20

exp1

exp 1

n ydy y

n n y

2

exp1

exp 1

n tdt t

n n t

[ t y ]

20

exp1 !

! ! exp 1

nn m m

m

tnv dt t

n n m n m t

Note that the sum over m has no upper limit if n is not an integer. For 1 , we

can replace the lower limit of the integral by so that

2

0

1 ! exp1

! ! exp 1

nn m m

nm

n tf v dt t

n m n m t

0

1 !1

! !

nn m

mm

nv I

n m n m

Page 95: 7. Equilibrium Statistical Mechanics - NCKU

0

1

! !

nn m

mm

v Im n m

where

2

exp

exp 1

mm

tI dt t

t

(7.173)

Now, taking t t , we have

2

exp

exp 1

m

m

tI d t t

t

2

exp

exp 1

m m tdt t

t

2

exp

1 exp

m m tdt t

t

m

mI

Hence, 0mI for m odd. For m even, we have

2

0

2 exp 1 expmmI dt t t t

0 0

2 1 exp 1j m

j

j dt t j t

0 0

12 exp

1

j mm

j

dt t tj

0

12 !

1

j

mj

mj

1

12 !

j

mj

mj

while from (7.173), we have 0 1I . Now,

1 1 1

1 12

2

n

mm mn n nn n n

1

1 1

1 12 m

m mn nn n

11 2 m m

so that

12 ! 1 2 mmI m m [ m even ]

Putting everything together, we have

2

21

1 1

! 2 ! 2 !n n m

n mm

f v In m n m

2 1 2

1

1 12 1 2 2

! 2 !n n m m

m

v mn n m

(7.172a)

with

2

26

4

490

6

6945

Page 96: 7. Equilibrium Statistical Mechanics - NCKU

For example, (7.167) becomes

3

3/ 2T n f

g

11 2

3/ 2 1/ 2 13 1! 2 ! 1 2

2 2 6

Using

3 5 3 3 3 1 1 3 1!

2 2 2 2 2 2 2 2 2

1 1

!2 2

we have

3 3/ 2

3/ 2 1/ 24' '

63T n

g

(7.174)

which, for 0T , becomes

3/ 22

3/ 21 2 4'

3n

g m

so that

2 / 32

0

32'

4T

n

m g

2 / 322 6

2

n

m g

F (7.175)

Thus, (7.174) can be written as

2

3/ 2 3/ 2 1/ 22' '8F

so that

2 / 322

1/ 2

3/ 2' 1 '8

BF

F

k T

221/ 2

3/ 21 '12

BF

F

k T

22

1/ 2

3/ 2112

BF F

F

k T

22

112

BF

F

k T

(7.176)

Page 97: 7. Equilibrium Statistical Mechanics - NCKU

7.H.2f. Heat Capacity

The internal energy is given by

U H n

k kk

2 1s n k kk

3/ 2

30

2

expBT

V zgk T dy y

y z

5/ 23

2 5

2BT

Vgk T f

where we've used (7.162b), (7.164e), Bk Ty , and exp ' expz .

From (7.172a), we have

1 1

5/ 2 1/ 2 15/ 2

5 1! 2 ! 1 2 2

2 2f

2

5/ 2 1/ 25/ 2

5 2

2 5 4f

25/ 2 1/ 2

3

2 2

5 4BT

VU gk T

Using3 3/ 2

3/ 2 1/ 24

63T n

g

(7.174)

we have

13/ 23/ 2 1/ 2

3

4

63T

gn

123/ 2 23

14 8

n

23/ 2 23

14 8

n

so that

2 23/ 2 2 5/ 2 1/ 23 2

12 8 5 4BU Vk T n

23/ 2 5/ 2 1/ 23 2

2 5 5BVk T n

Page 98: 7. Equilibrium Statistical Mechanics - NCKU

213

5 2Bk T N

[ N V n ]

223'

5 2 'Bk T

N

Using

22

' 112

BF

F

k T

(7.176)

we have

12 222 2 23

1 15 12 2 12

BB BF

F F F

k Tk T k TU N

223 51

5 12B

FF

k TN

(7.177)

so that

VV N

UC

T

2

21

2B

FF

kN T

2

2B

BF

k TN k

(7.178)

Page 99: 7. Equilibrium Statistical Mechanics - NCKU

7.H.2g. Exercise 7.8

Compute 2N N for 0T .

Answer

From

, exp 'Z T V Tr H N

we have

exp ''

TV

ZTr N H N

Z N

2

222

exp ''

TV

ZTr N H N

2 2Z N

so that

22

2 2

1

'TV

ZN

Z

2

1

'TV

Z NZ

1

' 'TV TV

Z NN Z

Z

2

'B

TV

NN k T

Therefore

2 22N N N N 'B

TV

Nk T

(1)

For 0T , eq(7.174) simplifies to

3

3/ 24'

3T

N

V g

(2)

3/ 2

3

4'

3T

gVN

3/ 2

2

4 '

23

gV m

(3)

Hence

Page 100: 7. Equilibrium Statistical Mechanics - NCKU

3/ 2

2

2'

' 2TV

N gV m

(4)

Now, (3) gives

2 / 322 3

'4

Nm gV

so that (4) becomes

1/ 33/ 2 2

2

2 2 3

' 2 4TV

N gV mN

m gV

1/ 32

2 4

3

4

m gV N

V

(5)

Hence, by (1), we have

1/ 32

2

2 4

3

4B

m gN N k TV N

V

(6)

Page 101: 7. Equilibrium Statistical Mechanics - NCKU

7.H.2h. Exercise 7.9

See section 7.H.2b.

Page 102: 7. Equilibrium Statistical Mechanics - NCKU

Summary

Bose-Einstein Gases

5/ 23

1ln 1B

BT

k TP z k T g z

V

3/ 23

1 1

1 T

zn g z

V z

2 / 32

3/ 2

2

1CB

nT

mk g

0

1Cv T

n n T

3

3/ 2 1T

g