TO
MODERN
STATISTICAL
MECHANICS
David
Chandler
University
of California,
Berkeley
New York
Oxford
PRESS
OXFORD
UNIVERSITY
Oxford
Oxford
University
New York Calcutta
Press
Toronto Madras
Karachi
Delhi
Bombay
PetalingJaya
Nairobi
and
Beirut Copyright
\270
associated Berlin
1987
by Oxford
Published
200Madison
Oxford
by Oxford University Press, Inc., Avenue, New York, New York 10016 of Oxford University Press
is a
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All rights
stored
reserved. No part of this publication may be reproduced, in a retrieval system, or transmitted, in any form or by any means, electronic, mechanical, photocopying, recording, or otherwise, without the prior permission of Oxford University Press.
Library
of Congress CataloginginPublication
Data
Chandler, David, 1944Introduction to modern statistical mechanics. Includes bibliographies and index. 1. Statistical mechanics. 2. Statistical
thermodynamics.
3. Chemistry, Physical
and theoretical.
I. Title.
QC174.8.C471987
ISBN
530.1'3 019504276X
8617950
ISBN
0195042778
(pbk.)
Printed
in the
on acidfree paper
To
the
memory
of W. H.
Flygare
Preface
This
book presents the material I use in my lectures on elementary statistical mechanics, a onesemestercourseI have taught at the University of Illinois and at the University of Pennsylvania. Students enter this course with some knowledge of thermodynamics, the
Boltzmann distribution law, and simplequantum mechanics, usually acquired from undergraduate physical chemistry or modern physics at the level of Moore's Physical Chemistry. The purpose of my lectures is not only to give the students a deeper understandingof thermodynamics and the principles of equilibrium statistical mechanics,but also to introduce them to the modern topics of Monte Carlo sampling, the renormalization group theory, and the fluctuationdissipation theorem. The ideas surrounding these topics have revolutionized the subject of statistical mechanics,and it is largely due to them that the practitionersof statistical mechanics now play a significant role in the current research and discoveries of fields ranging from molecular biology to material science and engineering, to chemical structure and dynamics, and even to high energy particle physics. Thus, in my opinion, no serious student of the natural sciences is properly educated without some understanding of these modern topics and conceptssuch as \"orderparameters\" and \"correlation functions.\" It is also my opinion and experience that these topics and conceptscan and should be covered in a onesemester introductory course. To cover this material at an introductory level, I make frequent use of simplified models. In this way, I can keep the mathematics
relatively
simple
yet still
describe
many
of
the
sophisticated
ideas in
viii
PREFACE
the
field.
(e.g.,
advanced
theoretical
techniques
methods)
even
though
only
these
the
are among my
traditional
topics
for research.
I also treat
briefly
statistical thermodynamics subjects of ideal gasesand gas phase chemical equilibria. In the former case, this book should provide necessary background for the interested student to pursue advanced courses or readings in manybody theory. In the latter case, since there are already so many excellent texts devoted to these topics,it is wastefully redundant to spend much time on them here. Furthermore, these subjects have now becomerather standard in the materials presented in undergraduate physical chemistry courses. I have adopted a particular sequence of topics that perhaps deserves some comment. The first two chapters are devoted entirely to macroscopicthermodynamics, and microscopic statistical principles do not appear until Chapter 3. In Chapter 1, I review elementary thermodynamics and introduce Legendre transforms, and in Chapter 2, I develop the concepts of phase equilibria and stability. I use this strategy because the techniques and language introduced here greatly add to the swiftness with which the principles of
could
appears macroscopic
begin
as
with
the
consequence of the statistical assumption is the state of greatest randomness. Then the thermodynamics in Chapters 1 and 2 could be combined with the associated material in the latter half of Chapter 3 and in Chapters 4 and 5. The different ensemblesand the role of fluctuations are treated in Chapter 3. Chapters 4 and 5 refer to my discussions of the statistical mechanics of noninteracting ideal systems and phase transformations, respectively. The treatment of phase transitions in Chapter 5 focuseson the Ising model.Within the context of that model, I discussboth mean field approximations and the renormalization group theory. In the latter case, I know of no other introductory text presenting a selfcontained picture of this important subject. Yet, as I learned from Humphrey Maris and Leo Kadanoff's pedagogical article,* it is possible to teach this material at an elementary level and bring the studentsto the point where they can perform renormalization group
the
direct
that
equilibrium
calculations for
Chapter
problem
set
exercises.
6 presents another very important subject not treated in other texts of this level the Monte Carlomethod. Here,I again use the Ising model as a concrete basis for discussion. The twodimensional case illustratesthe behavior of fluctuations in a system
*
H. J. Maris and L.
J.
Kadanoff,
PREFACE
ix
if large enough, could exhibit true phase equilibria and interfacial phenomena. The onedimensional caseserves to illustrate principles of quantum Monte Carlo. The Metropolis algorithm is described, and programs are providedfor the student to experiment with a microcomputer and explore the power and limitations of the which,
method.
standard. But others are less so. In particular, definitions and descriptions of pair correlation functions for both simple and molecular fluids are presented, the connection between these functions and Xray scattering cross sectionsis derived, and their relationship to chemical equilibria in solutionsis discussed. Finally, an illustration of Monte Carlo for a twodimensional classical fluid of hard disks is presented which the student can run on a
microcomputer.
In Chapter 7, we consider the equilibrium statistical mechanics of classical fluids. In chemistry, this is a very important topic since it provides the basis for understanding solvation. Some of the topics, such as the MaxwellBoltzmann velocity distribution, are rather
The
last chapter
concerns dynamics\177relaxation systems that are closeto or at time correlation functions, the
and
molecular In
equilibrium.
fluctuationdis
theorem and its consequences for understanding chemical selfdiffusion, absorption, and friction. Once again, in the context of modern science, these are very important and basictopics. But in terms of teaching the principles of nonequilibrium statistical mechanics,the subjecthas too often been considered as an advanced or specialtopic. am not sure why this is the case. A glance at Chapter 8 shows that one may derive the principal results such as the fluctuationdissipation theorem with only a few lines of algebra, and without recourse to sophisticated mathematical methods (e.g., prop
agators, projectors,
and
complex
variables).
has
In
all the
mastered
the of the
undergraduate
find
With that training, the student mathematics challenging yet manageable.In difficult portion of the book is Chapters3 and
may
some
context,
the
most
4 where
the concepts
of probability
in
statisticsare first
is rather
encountered.
But
since able
the material
a
these
chapters
standard,
library
weak
background
been
occasion.Students
advanced
but access
who
to a
have
undergraduates
material
to the taken the course based on this text have or beginning graduates majoring in
have
to rise
biochemistry, chemistry,
usually master the
to
numerousExercise questions.
x
of
my
PREFACE
the
only
book,
coverage
subject, in
and
in some
cases
the
Exercises.
After their study of this book, I do hopea significant number of will pursue more advanced treatments of the subjectsthan those I present here. For that reason, I have purposely peppered the text with comments and questions to spur the students' curiosity and perhaps send them to the library for more reading. The Bibliography at the end of eachchapter suggests places for the students to start this reading. In this sense, this book serves as both an introduction and a guide to a discipline too broad and powerful for any one text to
students
adequatelydescribe.
In
creating
this
book,
points
I have
benefited
his
from
the
help
of many
has given
of
time
unstintingly
to help
grateful
weed
John
of confusion.
Encouragement
also
and advice
to
Attila
Szabo
appreciated. I am
an
helpful review
my
earlier
version of
and
included
the
Elaine, book.
on the content of the book as well.Finally, Evelyn Carlief and Sandy Smith, respectively, manuscript preparations of the first and final versions
advice
I am
to
expert
of the
text.
D.C.
1986
Contents
Chapter 1.
Thermodynamics,
Fundamentals
1.2. Second
1.1.
First
Law of
Law
3 4 8
1.3. Variational
Statement
Law
and
1.4.Application:Thermal
11
Temperature
1.5.Auxiliary
1.6.
Functions
Relations
Transforms
1.8.
1.7. Extensive
Intensive
Maxwell
Functions
Functions
GibbsDuhemEquation
16 20 22
24
13
Additional
Exercises
25
Bibliography
27
Chapter2.
2.1.
Conditions
for
Equilibrium
and Stability
Multiphase Equilibrium
2.2. Stability
2.4.
2.3. Application to
Plane
Phase Equilibria
Interfaces
Additional
Exercises
Bibliography
28 29 33 37 44 49 52
54
Chapter3.
3.1.
Statistical
Mechanics
The
Statistical
Method and
Ensemble
Ensembles
the Rational
55
3.2.
Microcanonical
and
Foundation
59
3.3. CanonicalEnsemble
of Thermodynamics
62
CONTENTS
3.4.
xii
A Simple Example
66
and
3.5.
Generalized
Functions
Additional
Ensembles
the
Gibbs
Entropy
Particles
Formula
69
3.6.
Fluctuations Involving
Uncorrelated
72
3.7. Alternative
Development
Exercises
of Equilibrium Distribution
Bibliography
74 79 84
(Ideal)
Chapter 4.
4.1.
Occupation
NonInteracting
Systems
Numbers
4.2.
Photon
Gas
86 89 90
Positions
4.3. Phonon
Gas or
Fluctuations
of
Atomic
in a
Cold Solid
Particles
4.5.
Electrons
in Metals
Limit
92 94 97
100 Structureless
4.7. Thermodynamics
4.8.
ClassicalParticles
Dilute
of
an
Ideal
Gas of
103
4.9.Dilute
Gas
of Atoms
in Gases
4.10.
Gas of DiatomicMolecules
Equilibria
106
105
Chemical
Additional
Exercises
111 113
of Phase
Bibliography
118
Theory
Chapter5.
5.2.
Statistical
Mechanical
Transitions
119
119
124
and
Broken
Variational
Symmetry
Range of Mean
of Correlations
125
5.4.
5.5.
Field Theory
135
131
5.6.
5.7.
Theory
for the
between
5.8.
139 143
Isomorphism
Quantum
Mechanical
IsingModel
Exercises
154
158
149
Bibliography
Chapter
6.
Monte
Monte
Carlo
6.1. Trajectories
Carlo Method in
Trajectory
Statistical Mechanics
159
6.2.
163
160
6.3. NonBoltzmann
Sampling
168
xiii
CONTENTS
6.4.
Quantum
Monte Carlo
175
Additional Exercises
Bibliography
178
182
Appendix
184
188
Space
Distribution
Averages
in Phase
189
Functions from
Diffraction
7.2. ReducedConfigurational
7.3.
Reversible
Work Theorem
Properties
7.4. Thermodynamic
g(r)
in
201 202
207
195
7.5. Measurement of g(r) by 7.6. Solvation and Chemical 7.7. Molecular Liquids
Equilibrium
Liquids
209
213 Disks
Hard
218
Exercises
223
Bibliography
228
Appendix
230
Mechanics
Chapter8.
Systems
8.2.
Statistical
of NonEquilibrium
234
Equilibrium
235
Regression Chemical
Hypothesis Kinetics
Theorem
8.3.
Application:
8.4. Another
8.5.
Application:SelfDiffusion
Functions
Langevin Equation
Exercises
FluctuationDissipation
8.6. Response
8.7. Absorption
8.8.
Friction
Additional
and the
261 266
27O
Bibliography
Index
271
Note
to
the
Student
There
are
many
Exercises
to be
done both
however,
within
the
main
body
at the end of each chapter. For the most part, the text are meant to be worked out immediately
Occasionally,
of those
as
exercises.
have
engaged
in
the of a
device of
an
development
These
Exercises
handling
are
marked
First,
with
asterisk,
and there
them.
answeron the spot (in which case you are more than pretty good!). Second,you could \"cheat\" and look for the required techniquesin other textbooks (a kind of \"cheating\" I hope to inspire). Third, you can keep on thinking about the problem but proceed with studying the text. In the last case, you will often
you might figure
out the
find the
gradually
appear
later.
Oxford has
produced a set of
it useful
text
solutions
this
to many
too.
you
might
find
with
to look at
computer
obtained
Finally, from
diskette
related
programs
directly
run
on
IBMPC
compatibles.
It can
be
me
at the Chemistry
Department, University
of California, order
Berkeley,
a checkor money
costs.
of $4.00
made out to
*David Wu and David Chandler, Solutions Manual Modern Statistical Mechanics(Oxford U. Press,New
for
Introduction 1988).
to
York,
INTRODUCTION
TO MODERN
STATISTICALMECHANICS
CHAPTER
Thermodynamics,
Fundamentals
we analyze the It is the ubiquitous presence of fluctuations that makes observations interesting and worthwhile. Indeed, without such random processes, liquids would not boil, the sky would not scatter light, indeed every dynamic processin life would cease. It is also true that it is the very nature of these fluctuations that continuously drives all things toward everincreasing chaos and the eventual demise of any structure. (Fortunately, the time scalesfor these eventualities are often very long, and the destructionof the world around us by natural fluctuations is not something worth worrying about.) Statistical mechanics and its
Statistical
mechanics
natural
is
the
theory
with
which
behavior of
or
spontaneous
fluctuations.
form
the
mathematical
which
we
of these fluctuations,
that
spontaneous
fluctuations
The presence of
particlesso
many specify
composed
of many
perfectly
that
it
is impossible
that
to completely
would
control or
prescribe
system
to
an extent
of the system in a deterministicfashion. Ignorance, therefore, is a law of nature for many particle systems, and this ignorance leads us to a statistical descriptionof observations and the admittance of everpresent fluctuations. Even those observed macroscopic properties we conceive of as being static are irrevocably tied to the statistical laws governing dynamical fluctuations. As an illustration, consider a dilute gas that
the evolution
3
INTRODUCTION TO
MODERN
STATISTICAL
MECHANICS
gas equationof state:pV = nRT (p is pressure, V is the container, n is the number of moles, T is temperature, and R is the gas constant). In Chapter 3, we will show that this equation is equivalent to a formula for the mean square density fluctuations in the gas. The equationcan be regarded entirely as a consequence of a particular classof statistics (in this case, the absence of correlationsbetween density fluctuations occurring at different points in space), and need not be associated with any details of the molecular species in the system. Further, if these (uncorrelated) density fluctuations ceased to exist, the pressure would also
obeys
the ideal
of
the
volume
vanish.
As
we
will
see later
of
in
Chapter
8,
correlationor influence
those
tell
a fluctuation
occurring
us about
librium
into
points in time, and these considerations will of relaxation or equilibration from nonequior unstable states of materials. But before we venture deeply
at other the process
subject
what with
this
considering
of characterizing is meant by
removing
fluctuations,
\"equilibrium\"
it
is useful
to begin by
associated
macroscopic
may be somewhat familiar with this beginning because of its central importance to
we will
and the energetics systems from equilibrium. This While many readers of this book subject, we take this point as our
statistical
mechanics.
discuss
with
in
Chapter
3,
the
reversible
their occurrence. In fact, the celebrated dynamics can be phrased as the statement
fluctuations
associated
spontaneous
fluctuations
at
equilibrium,
review
all
consistent
the
with
the
same
energetics
are equally
likely.
the
Before discussing
first
second
law and
law,
however,
we need to
1.1 First
The
which
first
Law
of
and
Equilibrium
to
law
is concerned that
with the
it obeys
we give
the symbol
E, is defined
the
total
energy
of the
system. We
energy
postulate
is extensive.
the compositesystem
energy
two properties. First, internal That means it is additive. For example, consider pictured in Fig. 1.1. By saying that the internal
is extensive,
we mean
E =E\177
Due to this additivity, size of the system. In
+ E 2.
extensive properties
depend linearly
the size
on
the
other
words,
if we
double
that
of the system
double.
keepingotherthings
The
fixed,
the
energy
of the
system will
we
second
postulated
property
is
assume
energy
is
THERMODYNAMICS,
FUNDAMENTALS
Part I
Part 2
Fig. 1.1.
Compositesystem.
conserved. Thismeans that if the energy of a system changes,it must as a result of doing something to the systemthat is, allowing some form of energyto flow into or out of the system. One thing we can do is perform mechanical work. What else is there? Empirically we know that the energy of a system can be changedby doing work on the system, or by allowing heat to flow into the system. Therefore, we write as a definition of heat:
be
dE = \177Q +
This
\177W.
1 l
equation
is usually
differential
constraints),
work
and
In
it,
\177W
is
the
mechanical
\177Q
the
differential
system. The
f. dX,
and
\"force,\" familiar
\177W
X is dV,
stands
for a mechanical
example
=
Pext
the
volume
of
a bulk
system,
pressure. As
another
example,
4W =f
dL,
to a
tension
applied
L is the
of
extensive
rubber band. In general, there are variables, and their changes involve work.
that
mechanical
The
vector terms,
The
notation, f.
f\177dX\177
the
associated
abbreviated work
+ ]\177dX
+'
\337 '.
definition
of heat
is
really
not
complete,
however,
unless
we postulate a meansto controlit. Adiabatic walls are the constraints that prohibit the passage of heat into the system. Provided that one state, say A, of the system can be reached from another, call it B, by some mechanical processwhile the system is enclosed by an adiabatic wall, it is then possible to measure the energy difference, EAEs,
6 by determining
INTRODUCTION
TO
MODERN
STATISTICAL MECHANICS
these
states
by an
adiabatic process.
In
that
this
remark
the
measurability
for
of energy, we
characterizing
are
the
assuming
there
is an
experimental means
\"state\"
of
a system.
Another important point to keep in mind is that work and heat are forms of energytransfer. Once energy is transferred (\177W or \177Q) it is indistinguishable from energy that might have been transferred differently. Although \177W + q\177Q = dE, and there is a quantity E, there are no quantities W and Q. Hence \177W and \177Q are inexact differentials, and the strokes in \177W and \177Q are used to indicate this fact.
Exercise 1.1
energy sitting in
of
of the
two
types
icestirring
or
the sun).
know
Experimentally we
that
isolated
systems
spontaneously toward
equilibrium
simple
terminal
states.
states.
By
can
be characterized
particular,
macro
system is completely and X. Fora system mechanical extensive variables are the volume molecules, the variables that characterize the
scopically
system
are
E,
V,
n\177,
. . . , nj,
. . . , nr(
xr components.
moles
volume
If an
added
number of
species
of
electricfield
to the list
magnetic
is
applied,
of relevant
fields,
variables. (By
electricand
between
dipole of the system must be the way, in the case of is required in the development of an
of the
of
extensive electrical and magnetic energy.Can you think of the difficulty? [Hint: Think about the spatial range
dipoles.])
source
interactions
completely deductive development of macroone should distinguish between the composition variables n\177, n2, ..., nr and the mechanical extensive variables such as the volume, V. We choose to ignore the distinction in this text oecause one can, by use of semipermeable membranes,electrochemical cells, or phase equilibria, design experiments (real or thought) in which transfer of moles and mixing occurs with the
Incidentally, in a
scopicthermodynamics,
THERMODYNAMICS, FUNDAMENTALS
Adiabatic wall
Fig. 1.2.
An
illustrative
system.
consumption
verify
or production
composition
of work. This
play a
observation
can
be used
equivalent
to
that
role
below.
to the
standard
list
variables
mathematically
complete
of
is sometimesa
is, the most
difficult
But
important
is that
it is
characterized the
are
by a very overwhelming
necessary
small number of variables, small compared to number of mechanical degrees of freedom that
in
to describe
general
an system.
arbitrary
nonequilibrium
state of
in
a macroscopic many
Virtually librium.
particle
equi
can be
treated with
or matter,
equilibrium
it of
appears history,
that usually Generally, if in the that the system is and there are no flows
is at
energy
properties of the system can be characterized by Ultimately, however, one is never sure that the equilibrium characterization is truly correct, and one relies on the internal consistency of equilibrium thermodynamics as a guideto the correctness of this description. An internal inconsistency is the signature of nonequilibrium behavior or the need for additional macroscopic variables and not a failure of thermodynamics. What can thermodynamics tell us about these equilibrium states? Consider a system in equilibrium state I formed by placing certain constraints on the system.One(ormore)of these constraints can be removed or changed and the system will evolve to a new terminal state II. The determination of state II can be viewed as the basic task of thermodynamics. As examples,consider the system pictured in Fig. 1.2, and imagine
equilibrium, E, V, rtl,
and the
... , rt r
alone.
the
following
possible
changes:
around.
1. Let
2.
piston move
Punch
holes in piston
(perhaps permeableonly
to
one
species).
INTRODUCTION
TO
MODERN
STATISTICAL MECHANICS
3. Remove
surroundings.
adiabatic
states
question,
of
will
wall
and
let
system
exchange
heat
with
What
answer
terminal
this
law
be
produced
a principle
second
While
thermodynamics.
to consider the second law is entirely has a directbearingon microscopic issues, or more precisely, the nature of fluctuations. The reasoningis as follows: Imagine that the constraints used to form the initial state I have just been removed and the system has begun its relaxation to
this
motivation
macroscopic,
the principle
the
removal
of the
whether
constraints,
the
it
becomes
impossible
certainty
formation
of state
was
the
constraints (now removed) or the result of a spontaneous fluctuation. Therefore, the analysis of the basic task described above will tell us about the energeticsor thermodynamics of spontaneous fluctuations, and we shall see that this information will tell us about the likelihoodof fluctuations and the stability of state II. With this foreshadowing complete, let us now turn to the principle that provides the algorithm for this analysis.
of
applied
1.2 Second
Law
already
indicated,
the second
of
law is
intimately
to and
indeed
a direct
simple
statistical
assumptions
law
concerning
states.
We
will consider
present this
monotonically adiabatically
3. But
for now, is a
we
There is an extensivefunction
increasing accessible
state,
function from
B is
A, then
that
state
A, then
accessible
So \177>SA.
from
Notice
that
the
if this
state
be
carried
out adiabatically
too. In
also implies that SA \177> So. Hence, if two states, A and B, are adiabatically and reversibly accessible,SA = So. In other words, the change AS = So SA is zero for a reversible adiabatic process, and otherwise AS is positive for any natural irreversible adiabatic process. That is,
postulate
(AS)adiat\177atic
\177> O,
where
the equality
holds for
reversiblechanges only.
THERMODYNAMICS,
FUNDAMENTALS
words \"reversible\" and \"irreversible\" deserve some comment. A reversible process is one that can be exactly retraced by infinitesimal changes in control variables. As such, it is a quasistatic thermodynamic process carried out arbitrarily slowly enough so that at each stage the system is in equilibrium. In other words, a reversible process progresses within the manifold of equilibrium states. Since these states are so simply characterized by a few variables, any such process can be reversedby controlling those variables; hence the name \"reversible.\" Natural processes, on the other hand, move out of that manifold through vastly more complex
The
listing
of
an enor
mous number of variables(perhapsthe positions of all particles) to characterize these states. Without controlling all these variables (which would be impossiblein a generalcase), it is highly unlikely that in an attempt to reversesuch a process, one would observe the system passing through the same points in state space.Hence, the
process
is \"irreversible.\"
The extensive
is called
the entropy.
As
we
That
have
already process
the
entropy
that
change for a
is a states.
reversible
of state.
E and
adiabatic
Note also
entropy
function
Entropy
means
it is
defined
for those
states characterized by
equilibrium
X. obeys
as well.
To derive
. ,ix,
them, consider
differential
,Is
= (aSla\234)x
,t\234
(aSlaX)E
where
(3S/3X2)
(3S/3X\177)dX\177+
also
have
+ f'
dX.
Here, due to reversibility, the \"force,\"f, is a property of the system. For instance, at equilibrium, the externally applied pressures, Pext, are the same as the pressure of the system,p. Combining the last two equations gives
dS = (as/a\234)x
(\177O)rev process
+ [(as/ax)E
+ (as/a\234)xr].
dX.
dS
For an adiabatic
(\177Q)rev
that
is reversible,
we have
must
that
both
and
arc
zero.
Since
the last
equation
hold
for
all reversible
processes (i.e., all displacementsconnecting the manifold of equilibrium states), it must hold for reversible adiabatic processes. To ensure this behavior, the term in square brackets in the last equation must be identically zero. Hence
(aS/
aX)E
(aS
/ aE)xf.
11) Note
that
INTRODUCTION
TO
MODERN
STATISTICAL MECHANICS
all
the
quantities
equality
involved
holds
in
this
equation
are functions
of
for
nonadiabatic
as well
of
as
E;
adiabaticprocesses.
We
postulate
that
S is
a monotonically increasingfunction
(aE/&S)x\177>O.
that
is,
(aS/aE)x>O,
or
This
last
derivative
is
defined as the
temperature, T. That
that
is,
T ($E/$S)x\177>O.
We
will
see
later
this definition
is consistentwith
both
our
physical
notion
the
of temperature.
Note
that
since
That
is,
T
give
The
combine to
fiT.
Therefore,
since
dS =
(3S/3E)x dE + (3S/3X)\234.
dS = (I/T) dE
 (f/T).
dX,
we
have
dX
or
ctE
= T
aS +
f.
ctX.
According
to
this
last equation,
equilibrium
states
is
characterized
by S
and X, that
\234=\234(s, x).
ships
fundamental
relation
of the
second law of
thermodynamics.
Exercise 1.2 An
either
equation
of
state
for a
rubber band is
L
or
+ Lo \177
Lo =
nlo,
S =
where
Loye \370nElL\370 y,
Loy
L Lo
Lo = nlo,
length
1o, and
rubber
band,
0 are constants,L and the other symbols Which of the two possibilities
is the
have
of
the
their is
usual
acceptable?
dependence
is,
determine
THERMODYNAMICS,
FUNDAMENTALS
11
(\177) \177
(2) V
\177
L\177///////
Fig. 1.3.
Composite system
illustrating
the meaning
of
internal
constraints.
1.3
A
Variational
useful
Statement
of the
of Second
Law
is
form
one that
most
closely
tied to
in
derived
by considering
a process
constant
an
internal
constraint
is applied quasistatically at
constraints total
and X.
that value
couple
to
extensive
of those
extensive
variables.
1.3. The total value the piston on the right. But that process would not correspond to the application of an internal constraint. Rather, imagine moving the interior piston. It would require work to do this and the energyof the system would therefore change. But the total volume would not change. This second process does correspond to an application of an internal
system
pictured
in Fig.
V (\177)+
(2)
can
be
changed
by moving
constraint.
mind, consider the class of processes system initially is at equilibrium with entropy S = S(E,X). Then, by applying an internal constraint, the system is reversibly brought to a constrained equilibrium with the same E and X, but with entropy $'= S(E, X; internal constraint). Thestateson the EX plane are the manifold of equilibrium statesin the absence of the internal constraint. The application of the internal
With
this
in
definition
in
depicted
Fig.
1.4.
The
Internal
constraint
Natural
\177
is turned
\177'\177\177!i)i: ]
'ii\177
i
S \177
involving
EJ Fig. 1.4.
Entropy
changes
for a process
manipulation
of an
internal
constraint.
12
INTRODUCTION TO
MODERN
STATISTICAL
MECHANICS
System isolated
from
surroundings
conducting
Fig. 1.5.
Illustrative
composite
system.
manifold. It will require work to do there is no change in energy for the process means that there must also have been a flow of heat. After attaining and while maintaining this constrained state, we will adiabatically insulate the system. Then, let us imaginewhat will happen when we suddenly shut off the internal constraint. The system will relax naturally at constant E and X back to the initial state with entropy $ as depicted in Fig. 1.4. By considering just this last leg of this cyclic process,the second law tells us that the entropy
constraint
lifts the
system off
this
this, and
the
requirement
that
change is positive
or that
S(E,
that
is,
S S' > O,
X)>
S(E,
X; internal
state
constraint). state
at
In other words,
internal
This
the
equilibrium
is the
which
S(E,
X;
globalmaximum.
provides
by
principle
a powerful method
of
for
deducing
may solve the problem we posed as the principal task of thermodynamics. To see why, consider the example in Fig. 1.5. We can ask: Given that the system was initially prepared with E partitioned with E!}!tia\177 in subsystem 1 and E!\1772,)tia\177 in subsystem 2, what is the final partitioning of energy? That is, when the system equilibrates,what are the values of E \370) and E(2)? The answer is: E o) and E \251 are the values that maximize
which
thermodynamics.
It
S(E, X; E0),
The
E (2)) subject
entropy
system
E. is an
energy
the
minimum principle.
To
derive
this
corollary,
we consider
and
the commaximum
posite
principle
drawn
above
and
let
E \370)
E
entropy
\251
denote
equilibrium
partitioning
implies AE, X (\177)) + S(E
quantity
of the
(2)
energy. The
X (2)) <
S(E
\370) 
AE,
S(E (\177)+
E (2), X
0) +
X(2)).
from
Here, the
AE
is
an
amount
of energy removed
THERMODYNAMICS,
FUNDAMENTALS
13
I and placed into subsystem the entropy as indicated in the inequality. entropy of the repartitioned system,
subsystem
entropy separate
2. Such
repartitioning
that
lowers
the
that two
Note
we
in
computing
have
used
the fact
is extensive subsystems.
so
S is
that
we
simply
add
the entropies
of the
Now
the
recall
that
a monotonically
temperature
is positive).
Therefore,
E (i.e.,
E<E
when
o)
+ E (2)
AE
\177:0
such
AE,
that
X 0))
S(E (1)In
+ S(E
\251
AE,
X (2)) =
other
words,
of
we can
imagine
such
applying
constraints
at
of
constant
total
total S and
the
X,
and
processes
will necessarily
raise the
energy
E(S,
X; internal to
principle
system. That is, E(S, X) is a globalminimum constraint). This statement is the energy minimum which we have referred.
in
terms
of mathematiwrite
from
the
equilibrium
series:
\234(S,
state. We
can
AE
for
in terms
a\234 =
of a Taylor 0Y) 
\234(S, X;
X;
0)
= (0E)s,x
+ (62E)s,x +.,
or partitioning
where 6Y
variables
denotes caused
a variation by
the application
(6E)s,x = firstorder
variational
= [(aElaY)s,x],.\177o
OY
displacement
2, etc.
are
(with
this notation)
( 6E)s,x \177> O
for
any small
manifold
of
states
with
6Y =
small
variations
away from
the
stableequilibrium
Similarly,
(AS)E,x
< 0.
1.4 Application' ThermalEquilibrium and Temperature An instructive use of the variational form of the second law establishes the criterion for thermal equilibrium and identifies the integrating factor, T, as the property we really conceive of as the temperature.
14
E
INTRODUCTION
TO
MODERN
STATISTICAL MECHANICS
E(2),
(1)
1.6.
Heat conducting
system.
Consider the system in Fig. 1.6. Let equilibrium, how are T\370) and T (2) related?
us
ask To
equilibrium
in the
entropy
to an internal representation is
(6S)E,x\177<0.
Since
E \370) +
(2)
is
a constant
during the
displacement,
6Eo)= _ 6E(2).
Further,
since
S is
extensive
+ S (2).
S = S0)
Thus
6S
= aS {
(1) +
6S (2)
bE(1) x
OS\370)\177
\177,cgEO)]
(2)
 (\275 )
where
T\1772)'
i)
bE
(1),
in the
1IT
(2) =
and applied
the conditionthat
6E
T\1772)'
l)
bE
(1)
\177< 0
negative)
small
variations
is if
To ) =
bE (1).
The only
way
this
T (2)
at equilibrium.
Notice the perspectivewe have adopted to derive the equilibrium condition of equal temperatures: We assume the system is at an equilibrium state, and we learn about that state by perturbing the system with the application of an internal constraint. We then
THERMODYNAMICS,
FUNDAMENTALS
15
analyze
second
the response
law arrive at
to
that
perturbation,
and
by comparing
with
the
state
we
with. This type of procedureis very powerful and we will use it often. In a real sense, it is closely tied to the nature of experimental observations.In particular, if we conceive of a real experimentthat will probe the behavior of an equilibrium system,the experiment will generally consist of observing the response of the system to an
began
imposed perturbation.
With
this
procedure,
we have
for
just proven
that
according
to
the
the two interacting subsystemshave the same temperature. Our proof used the entropy variational principle. You can verify that the same result follows from the energy variational principle.
second
thermal
equilibrium
is that
Exercise 1.3
Next
T\370)=P
Perform
the
verification.
let's change
our perspectiveand
not
consider
what
that
happens
is,
when
initially
the system
 T (2).
is
initially
at at
thermal
Eventually, is:
question
thermal does
we
equilibrium equilibrium,
how
time
the
the
that
the
passage
to equilibrium
(i.e.,
is a
natural
process and
so that
\177Q
dS >
T \177\177Q
for
AS(1)+ AS
As a
(2) =
AS > small)
0.
result (assuming
{ OS(1)\177
ka\177]x
differences
are O) +
AE
{
kaE(2)]x
AE (2)>
= i/T,
0,
or noting
AE
\370) =
AE
(2)
and
(OS/OE)x
)
Now suppose T\370) >
Similarly
r\1772)'
1)
AE
0) >
0.
if
\370) <
must
just proven
In
that
energy
summary,
therefore,
is from the hot bodyto the coldbody. heat is that form of energy flow due to a the flow is from hot (higher T) to cold
heat
flow
quantify
and temperature
their
changes are
intimately
related,
it
is useful
to
connection
by introducing
heat capacities.
16
For a
INTRODUCTION
TO
MODERN
STATISTICAL MECHANICS
quasistatic process we
c=\177Q=
can
define
dT
r \177Q/T_r
dT
dT'
dS
Of
course,
we
should
changes
really specify the direction in which these occur. The conventional and operationaldefini
Since
S is
Exercise
Suppose
you
mole,
l o),
for the
first
piece
are
T \370),
these and
Similarly,
the second
of energies
and
Determine (as a function dynamic properties) the final the two rubber bands if they
n (2).
thermotemperatures of
are
held
at constant length
and placed in thermal contact with one another. thermal convection to the surroundings and mass
Neglect
flow.
1.5 Auxiliary
In
Functions
sections,
analyzing
we have introduced all the principles macroscopic thermodynamics of any system. However, the ease with which the analyses can be performed is greatly facilitated by introducing certain mathematical concepts and methods.The tricks we learn here and in the remaining sections of this chapter will also significantly add to our computational dexterity when performing statistical mechanical calculations. The first of these methods is the procedure of Legendretransforms. To see why the method is useful, let's use the specific form of the reversible work differential appropriate to systems usually studied in chemistry and biology. In that case, for reversible displacements
the
previous
for
necessary
f . dX
where
ni
= p
dV
\177
!& dn\177,
i=l
pressure of the system,V is the volume of the system, of moles of speciesi (therearer such species), and /& is the chemical potential of species i. The chemical potential is defined by the equation above. It is the reversiblerate of change of
is
the
p is the number
THERMODYNAMICS, FUNDAMENTALS
17
Fig.
1.7.
Composite
system
with
illustrating
changes
can be associated
changing
mole
number
ni while
stress
keeping all
in Chapters
controls
V, constant.
is the
As we will
intensive
gradients
property
that
or
induce
particle
Indeed, the
equilibrium just
we will find
that
equilibrium.
will
potentials
or the rearrangementsof atoms and molecules, and the absence of such gradients ensuresmass equilibrium. Rearrangements of atoms and moleculesare the processes by which equilibria between different phases of matter and between different chemical species are established. Chemical potentials will therefore play a central role in many of our considerations throughout this book.
flow
of mass
Exercise 1.5 1
but
Consider
the
system
I and
pictured II is
pistonbetweensubsystems
not
to
species
2. It is
PA.
held
other
place
with
the
in
application
place
of pressure
pressure
The
piston,
held
with
PB, is
not
to species 1. Note that at equilibrium, PAPiiPi and pB=PllPni. Show that with appropriate constraints (e.g., surrounding the system with adiabatic walls), the reversible mechanical work performedon the system by controlling pressures PA and p\177 is reversible work we can
associate
subsystem
with
changing
the
think
concentration
of
II.
Can
you
other
changing
devices
mole
In view
of
the
form
dE
for f.
= T
dX, we have  p dV
+
Y\177 \177i div\177i \337
dS
i=1
18
INTRODUCTION TO
MODERN
STATISTICAL
MECHANICS
Thus, nfs.
E  E(S, V, n\177,..., fir) is a natural function of S, V, and the As a result, the variational principles (AE)s,v,,>O and (5E)s,v,, \177 0 tell us facts about equilibrium states characterized with S, V, and ni's. But now suppose an experimentalist insists upon using T, V, and n to characterize the equilibrium states of a oneand, to
component
possible,
system. The questions are: is that characterization if so, what is the thermodynamic function analogous E that is a natural function of T, V, and n ? The answer comesfrom considering Legendre transformations. We do this now. Supposef =f(x\177,..., x,) is a natural function
\337 \337 \337 ,
of
xl,
x,.
Then
df =
Let
i=1
ui
dxi,
u, =
.
g=\234
u,x,.
i=r+l
Clearly,
i=r+l
r
[Ui
.
dx i +
xi
dui]
= E
i=1
,,, ax, +
E i=r+l
,
Un)
a,,,.
is
Thus,
g=g(x\177,...
and
,Xr, Ur+l,...
the
x\177,... ,Xr
Ur+\177,
conjugate
variables
g is calleda Legendre transform of f. It dependence upon Xr+\177, \337 \337 \337, Xn to a dependence upon Ur+\177,..., Un. It is apparent that this type of construction providesa scheme for introducing a natural function of T, V, and n since T is simply the conjugatevariable to S. But for the scheme to provide a satisfactory solution to the questions posed above, the Legendre transform, g(x\177, . . . ,Xr, Ur+l, . . . , Un) , must contain no more or less information than f(x\177,..., x,). This equivalency is readily established by noting that one may always return to the original function f(x\177,..., Xn). Geometrically, this observation corresponds to the fact that within a constant, a function can be equivalently represented either as the envelope of a family of tangent lines or by the locus of points satisfying f =f(x\177,..., x,). To construct a natural function of T, V, and n, we thus subtract from E(S, V, n) the quantity S x (variable conjugate to S)=ST.
...,
transforms
away the
Hence, we let
= E
 TS = A(T, V,
n),
THERMODYNAMICS,
FUNDAMENTALS
19
Clearly,
Y\177 t&
which is
called the
Helrnholtz
free
energy.
dA The Legendre
variable
however,
' S dT 
dV
i=l
dni.
with
(S,
state,
V,
n)
so
transform allows us to exchange a thermodynamic Exchanges between nonconjugate pairs, are not possible for this scheme. For example, since provides enough information to characterize an equilibrium do (T, V, n), (S, p, n), and (T, p, n). However, (p, v, n) or
its conjugate.
examples return
of sets to
this
degrees possible
of freedom Legendre
of variables that can characterize a point again when discussingthermoand the Gibbs phase rule. transforms are
G=
and
\234 
TS
TS
 (pV)
+pV
= E
=G(T,p,
n),
H=E(pV)=E+pV
=H(S,p,n),
which
Their differentials
are
called
the
are
Gibbs
respectively.
dG
S dT
+V
d\234
i=1
and
dH =
T dS + V
d\234
i=1
Exercise
1.6
that
Construct
natural
Legendre
functions
transforms
of
V,
the and
enof
tropy
(l/T,
are
of (l/T,
n)
V, u/T).
principles associatedwith
(AH)s,p,n
the
auxiliary
functions
> O,
((\177H)s,p,n
\177> O,
(i\177A)T,V,n >0,
(AG)T,p,n>O,
((\177A)T,V,n\177>O,
((\177G)T,p,n\177O,
Exercise
1.7 Derive
these principles.
21)
INTRODUCTION
TO MODERN
STATISTICALMECHANICS
In
Chapter
to
2, we
derive
will
use
these
second law
states.
conditions
the
1.6
Maxwell
with
Relations
the
Armed
ments
auxiliary
functions,
many types
of different
measure
can be
interrelated. As an
)\177,..
example,consider
(aSla
T\177
implies
we
are viewing
look
S as a
function
of
v,
T, n.
To analyze this
function
derivative,
we
at the
differential of the
dn.
natural
of
T, V,
and n:
dA
S
dT
 p dV
+ tl
Note
that
if
df
=adx
for
+bdy,
As a result,
the differential
A implies
(as/av)r,n=
which is a
As view
Maxwellrelation.
example,
another S as
consider
(3S/3p)r,n,
n. Thus,
which requires us
differential
to
for
a function
of
\234,
T,
and
look at the
t\177 dn.
G,
dG =
Once (aa/ay)x
S dT + V
a dx
dp
again,
noting
that
if
+ b dy
is an exact differential,
for
then
= (ab/ax)y;
G yields
which
Two
is another
more how
Maxwell relation.
further demonstrate these methods experiments are intimately linked with
examples thermal
and serve
equation
to show
of state
measurements.
EXAMPLE
1:
Let
as
THERMODYNAMICS, FUNDAMENTALS
Then
21
Exercise
(aG/ap)T,n.
1.8 Derive
an analogousformula
for
EXAMPLE 2:
Let
Viewing
S as
a function
of T,
as
V,
and
n gives
(dS)n
\177\177V,n
(dT)n +
(dV)n
3\275
T,n
which
leads to
Hence
Exercise
1.9
Derive
this formula.
function
[Hint: Begin by
and
con
ceiving of z as a
(azlax),dx
of
ythat
is, dz
+ (azlay)\177dy.]
22
INTRODUCTION
TO MODERN
STATISTICALMECHANICS
As
a result,
( o\177p/ cgT)v,n
Thus
(
o\177p /
8V)r,n(
S V I 8T)v,n,
UPwhich
Cv
T
\177'\177T,n isothermal
is a
compressibility
famous result relating heat capacitiesto the and the coefficient of thermal expansion.
Equation
have
a macroscopic
of the
energy
discussed the meaning of \"extensive.\" In particular, is extensive if it depends linearly on the size system. With this meaning in mind, consider the internal E, which is extensive, and how it depends upon S and X,
already property
which are
XX)
= XE(S,
X)
of
for
any
3..
Thus,
E(S,
X) is
and X.*
We shall derive a
then use
firstorder
homogeneous
of
xx,...,
Xn.
Let
ui =
Un)
3.xi. Then
m t\177f(Xl, respect . . . , Xn).
f(Ul,...,
Differentiate
this equation
with
to
('af(ul'\177
But
TM
Un))
xi
:f(Xl,
. . . , Xn).
(a)
we
df(Ul,
' . . , Un)
= Z
and
as
a result
(af /ax).,=
=
* A homogeneous function
(b)
of degree n is
one for
which f(3oc)
THERMODYNAMICS, FUNDAMENTALS
By
23
combining
Eqs. (a)
f(x,
and (b) we
..
obtain
. , x,) = i=1
have n
(aflau,).,x,
for
all 3..
Take 3. =
1, and
..
we
f(xz,
. , Xn)
as
i=1
which is the
neous functions.
Exercise
result known
Euler's
theorem
homoge
1.10
Derive
neous
functions
an analogous of order n.
theorem
for
homoge
SinceE = E(S,X)
is
firstorder
homogeneous,
Euler's
theorem gives
E = (aE/aS)xS + (aE/aX)s. x
=
TS+f.X.
sections:
Let us now
f . dX
= p dV
i1
\177
t& dni.
Then
r
dE
= T
dS ,
 p dV
and
Y, t&
i=1
dn\177,
(c)
that
is, E
= E(S, V,
rtl,
...
rtr),
Euler's
theorem
yields
E=
Notice
TS pV + \177
i=1
of
t&ni.
that the
dE
total
dS +
differential
this
formula
r
is
[!& dn\177 + rt i
= T
S dT 
dV
V dp
\177 i1
d!&].
(d)
By
comparing
Eqs. (d)
O=
and (c) we
S dT
discover
dp
Y\177 rti
dt. ti,
which is
Now
the GibbsDuhemequation.
let's
apply
Euler's
theorem
for firstorder
homogeneous
24
INTRODUCTION
TO MODERN
STATISTICALMECHANICS
functions
to the
Gibbs free
energy:
G=E=
TS+pV
pV
( TS
r i=1

TS +pV
= E
\177tini.
Thus,
for a
result
per mole,G/n.
The
onecomponent
G =
system,/\177
is simply
the Gibbs
the
free energy
result
Ei/&ni is X(T, p,
a specialcaseof
n\177,
general
. . . , tlr):
i=1
T, p,
E xini,
where X is an extensivefunction
when are
characterize states,
Xi
and
the
x\177's
partial
molar
(aX/ani)T,p,n/=
xi(r,
X
p, nl,
. . . , nr).
directly
tlr)
The
proof
of the
at
result
fixed
that
E\177x\177n\177 follows
from
is
Euler's
theorem since
homogeneous
and
p, X(T,p,
nx,...,
nx,...,
firstorder
in the
mole numbers:
/\177/\177r) =
X(T,p, 3.nx,...,
\177,X(Ts P,
1.8 Intensive
Functions
homogeneous
These are
zerothorder
functions
of
the
extensive
variables. For
example,
V,
p =p(S,
ni,...,
tlr)=p(3.S,
that
if X and intensive.
extensive, then
number of
moles= n. Then
p
is true
for
any
3.
Pick
3.x
= nx
\337 \337 \337 ,
= total
=p(S/n,
V/n,
xi, x2,
Xr),
the
where
are
x\177 =
n\177/n
is the
not
completely
species i. But
different
x\177's
i=1
THERMODYNAMICS,
FUNDAMENTALS
25
I 0\370C
T
4\370C
Fill.
1.8. Volume
at 1 atm
pressure.
Thus,
V/n,x\177,... ,Xr_l, 1XlX2 ..... which proves that while 2 + r extensive variables are determine the value of an extensive property of an
p =p(S/n,
system,
values
Xr1),
required
to
equilibrium
only 1 +
of
intensive
variables
are
needed
to determine
the
other
intensive
variables.
from 2 + r to 1 + r degreesof freedomis simply the intensive properties are independentof system size. Hence, a variable indicating this size, required for extensive properties, is not needed to characterize intensive properties. Having said all these things, here is a simplepuzzle,the solution of which provides a helpful illustration: If an intensive property of a onecomponent equilibrium system can be characterized by two other intensive properties, how do you explain the experimentalbehavior of liquid water illustrated in Fig. 1.87 The temperature T is not uniquely defined by specifying (V/n) = v* and p = 1 atm. The answer to this apparent paradox is that \234 and V are conjugate variables. Hence (p, V, n) do not uniquely characterize an equilibrium state. However,(p, T, n) do characterize a state, and so do (v, T, n)7 Thus, we should be able to uniquely fix v with p and T, and (v, T) should determine \234. The above experimental curve does not contradict this
The reduction
that
statement
expectation.
This
puzzle
illustrates
the
importance
states.
of using nonconjugate
variables to characterizeequilibrium
Additional
Exercises
1.12. Consider
displacements
a rubber
between
band
of
length
equilibrium
L held states
at tension
f. For
dE =
where/\177
is the
chemical potential of a
rubber band
and
n is
the
26
INTRODUCTION
TO
MODERN
STATISTICAL MECHANICS
the
rubber
for
a rubber
the analog of
1.13. Suppose an equation of state for a rubber band is E= OS2L/n2, where 0 is a constant, L is the length of the rubber band, and the other symbols have their usual meaning. Determine the chemical potential, t\177(T, L/n), and show that the equation of state satisfies the analog of the GibbsDuhem
equation.
1.14. Show
that
for
a one
component p (alav)
 n
system
= v(alav),
per
where
sdT
is
the
volume
mole. [Hint:
per
Show that
d/\177
+ v dp,
where s
is the entropy
mole.]
1.15.
For a
entropy
pV,
 n
which
t\177/T).
(l/T,
system, construct Legendre transforms of the are natural functions of (I/T, V, n) and of Show that for a onecomponent system,
(\177)\177,,v
/aE\\
/ an\\
[a151\177\\
aE
where
\1776 =
1/
T.
type
1.16.
state 1= Of/T, where I is the length per unit mass, f is the tension, T is the temperature, and 0 is a constant. For this type
of length
Suppose a
rubber heat
particular
of
rubber
band has
the equation of
band, capacity
1.17. Imagine holding a rubber band in a heat bath of temperature T and suddenlyincreasingthe tension from f to f + Af. After equilibrating, the entropy of the rubber band, S(T,f + Af, n), will differ from its initial value S(T, f, n). Compute the change in entropy per unit mass for this process assuming the rubber band obeys the equation of state given in Exercise1.16.
1.18. Given
show
the
generalized
homogeneous
function
Xn),
f(\177O'x,,\17702X2,
that
. . . , \177OnXn)\" \177f(Xl, . . . ,
X2, . . . , Xn
Xl, . . . , XnI
=f(Xl,...
sXn).
This result
THERMODYNAMICS,
FUNDAMENTALS
27
in the text. It plays an important role in the theory of phase transitions when deriving what are known as \"scaling\" equations of state for systems near criticalpoints.
Bibliography
Herbert
Callen
pioneered
the
teaching
of
thermodynamics
anticipation
through
of
sequence of postulates, relying on the student's microscopic basis to the principles. Our discussion
influenced
a statistical
strongly
in this
chapter is
by Callen's
first edition:
Thermodynamics
H. B. Callen, In
traditional
(John
Wiley, N.Y.,
1960).
is spoken
treatments
of thermodynamics,
not a
word
about
molecules, and the concept of temperature and the second law are motivated entirely on the basis of macroscopic observations. Hereare two texts that embrace the traditional approach: J. G. Kirkwood and I. Oppenheim,Chemical Thermodynamics (McGrawHill, N.Y., 1960), and J. Beatte and I. Oppenheim, Thermodynamics (Elsevier Scientific,
N.Y.,
1979).
Elementary
texts are
always
useful.
Here
is a
1971).
good one:
3rd edition
K.
Denbigh,
Principles
of
Chemical
Equilibrium,
(Cambridge University,
Cambridge,
CHAPTER
Conditions
for
Equilibrium
and
Stability
In
this
chapter,
and
we
stability
librium
based
particular,
on
the
we
procedure
first
the system
and at
changes equiequi
or response produced by perturbing the system away librium. The perturbations are produced by applying \"internal constraints.\" That is, the system is removed librium by repartitioning the extensivevariables within
socalled
from
the
system.
According
initially
to the
secondlaw
or
of
thermodynamics,
to lower entropy
higher
(free)
energy
at a stable equilibrium point. Thus, by analyzing the signs of thermodynamic changes for the processes,we arrive at inequalities consistent with stability and equilibrium. These conditions are known as equilibrium and stability criteria. We first discuss equilibrium criteria and show, for example, that having T, p, and /\177 constant throughout a system is equivalent to assuring that entropy or the thermodynamic energies are extrema with respect to the partitioning of extensive variables.To distinguish between maxima or minima, one must continue the analysis to consider the sign of the curvature at the extrema. This second step in the development yields stability criteria. For example,we show that for any stable system, (c9T/aS)v,n\177> O, (c\177p/\177V)T,n\177 O, and many other similar results. In particular, stability concerns the signs of derivatives of intensive variables with respect to conjugate extensive variables, or equivalently, the signs of second derivatives of free
28
CONDITIONS
FOR EQUILIBRIUM
AND
STABILITY
29
energies with respect to extensivevariables. When theory of statistical mechanics in Chapter we will
developing
the
3,
criteria, often referredto as \"convexity\" properties, statistical principles that equate thermodynamic value of mean square fluctuations of dynamical quantities. After examining several thermodynamic consequences of equilibrium and stability, we apply these criteria to the phenomena of
that
phase
transitions
and
phase
equilibria.
The
ClausiusClapeyron
equation and the Maxwellconstruction are derived. These are the thermodynamic relationshipsdescribinghow, for example, the boiling temperature is determinedby the latent heat and molar volume change associated with the liquidgas phase transition. While results of this type are insightful, it should be appreciated that a full understanding of phase transitions requires a statistical mechanical treatment. Phase transformations are the results of microscopic fluctuations that, under certain circumstances, conspire in concert to bring about a macroscopic change. The explanation of this cooperativity, which is one of the great successesof statistical mechanics, is discussed in Chapter 5.
2.1 MultiphaseEquilibrium
To phase) subsystem.
plished
begin
the macroscopic
multicomponent Repartitionings
by
analysis, consider a
heterogeneous(multia
different
shuffling
phases.
of
the
energy
different
example,
'g
is E =
\177
where
a labels
repartitioning
of the
of such phases.A
changing
the
E('*)'s
but keeping
with
the total
might
E fixed.
note
energies asand between the system and its boundaries). The neglect of surface energy is in fact an approximation. It produces a negligible error, however, when considering large (i.e., macroscopic) bulk phases. The reasonis that the energy of a bulk phase is proportional to N, the number of molecules in the phase, while the surface energy goes as N \177/3. Hence, the ratio of surface energy to bulk energyis N \177/3, which is negligible for N10 24, the number of moleculesin a mole. There are, of
that
this
(i.e.,
interfaces
30
INTRODUCTION
TO MODERN
STATISTICAL MECHANICS
$V
fin/l)
fin/(2)
Fig.
2.1. A
twophase system,
course, situations wherethe surface is of interest, and a discussionof surface energyis given at the end of this chapter. But for now, we
focus
on
the
bulk
phases.
entropy,
too,
we write
S ('\177),
and
similarly
V =
and
\177
V ('\177)
ni =
n! '\,
Then,
wheren? )
is the
number
of moles
from
the definition
of bE
as the firstorder
displacement
of E,
6E=\177[T(O')bS(O')p(O')bV(O')+ ot=l
The condition
r i=l
for equilibrium is
(
The tion
6E)s,v,n,\177>
O.
subscripts indicate that we must consider S ('\,") V ('\,") and n? ) keeping the total S,
V,
V,
constancy of S,
and
the
ni's requires
o, av
(\177) =
\177, \177I
as
(\177) =
\177,
and
\177
6n!
\370') =
Consider
the case
with
\276=
2 as
pictured
schematically
in
Fig.
2.1.
CONDITIONS
FOR
EQUILIBRIUM
AND STABILITY
31
The constancy
of S,
V,
and
ni corresponds
to
6S (1)=
6S(2),
6Vo) = 6V(2),
and
6n\177 \177) =
6n\177 2).
The
firstorder
0\177<
displacement
(6E)s,v,n;
of E at o) _
Z i=1
constant S,
V,
and
ni is
= (T
+
T(2))6S(1)_(p(1)_p(2)) 6V(1)
6n?.
(/\177?)/\177!2))
Note:
6S \370),
either
6V
(6E)s,v,n,>\177O must hold for all possible small variations \370), 6n? ). Since these variations are uncoupled and can be positive or negative, the only acceptable solution to
is
(6E)s,v,n,>\177O
T (\177)=
and
//!1)=/./!2),
T(2),
pO) =p(2)
i 1, 2, . . ., r,
(6C)s,v,n , =
which guarantees
0
displacements away from equilibrium. Note that if the fluctuations were to be constrained to be of only one sign, then the equilibrium conditionswould be inequalities rather than equalities. For example, if 6V \370) could not be negative, then the analysis we have outlined would lead to the requirement that pO)\177<pt2\177. The argument for unconstrained variations or fluctuations is easily extended to any number of phases. Thus, for example, if all the phases are in thermal equilibrium
for small
To)
= T (2)=
T(3)
=...,
if they
p(1)=p(2)=p(3)
and if they
=...,
are all in
mass equilibrium
=
Exercise results.
2.1
Carry
out the
extension to
verify
these
32
INTRODUCTION TO MODERN
STATISTICAL
MECHANICS
V//////\177//////\177////////////\177.
Fig. 2.2.
Composite sy\177em.
It
also
follows
homogeneous
throughout
a single
we have
One
shown
may
that
(6E)s,v,n,
\177> 0
leads
that
to a
these
also demonstrate
conditions
are
both
necessary and
Exercise
At
sufficient
for
equilibrium.
demonstration.
about
this
meaning
guarantees
point, let us pause to consider a bit more and significance of chemical potentials.Since
the
/\177o)=/\177(2)
mass
in/\177
equilibrium,
To it to
system
it
is
interesting
to study what
with/\177o)
\177[2n)al.
action a
in
gradient
Fig.
produces.
do this,
consider the
with \177.l[ln)al=
compositesystem
If
2.2,
and suppose
will total
>/\177(2).
Mass
flow
bring
no
work
is
done on the
there
is no
heat
flow
into
the
system,
AS>0
process. Assuming
) iM(2)
_
displacements
from
equi
AS=
where
the
iM(1)
An(,
7 All(2):
(i M(l)
k \177
\177/An(')'
An (1) =
An
(2)
is
the
change
>
\177(2), \177.
process. see
Thus, that
given/\177o)
AS
in moles in subsystem (1) during > 0 implies An \370) < 0. That is,
precisely, is a
high
\177 to
low
\177
mass
gradients flow. In
in
that
(or
more
gradients
in
!\177/T)
sense,
V(/\177/T)
generalized force.
heat to flow cause flow of
Similarly, V(1/T) is a generalized forcethat causes (see Sec. 1.4). Theintensive properties whose gradients
CONDITIONS
FOR
EQUILIBRIUM
AND STABILITY
33 fields or
are
often
called
thermodynamic
affinities.
remark concerning chemical potentials, note that we imagined the repartitioning of species among different phases or regions of space in the system. Another possibility is the rearrangements accomplished via chemical reactions.The analysis of these processes leads to the criteria of chemical equilibria.For now, we leave this analysis as an exercise for the reader; it will be performed in the text, however, when we treat the statistical mechanics of gas phasechemical equilibria in Chapter 4.
As
a final
have
only
2.2 Stability
The condition
ments
for
stable
equilibrium
is (AE)s,v,n
of
> 0 for
all
displace
away from
states.
Hence,
for small
in the
discoveredthat extensivevariables
directions),
unconstrained
can
systems in both
(for which
fluctuate
(6E)s,v,n
(AE)s,v,n
= 0.
Thus, at and
near equilibrium
't'''.
dominate
will
 (62E)$,v,n
{ (63E)$,v,n
term)
for small
\177> O.
Conditions If the
derived
are calledstability
criteria.
inequality
(62E)s,v,n >
is
0
fluctuations
satisfied,
will
the system
is stable to
small
from
equithe
librium. That
system
is,
return
the occurrence
(62E)s,v,n=O,
must
examine
higher
order
< O,
the
will
system is
cause
the
slightest
fluctuation
or disturbance
the
visualization,
system to change macroscopically. (For the purposeof the reader might consider these remarks in light of the
34
INTRODUCTION
TO
MODERN
STATISTICAL MECHANICS
I I
(1)
I
I
(2)
Fig.
2.3. Arbitrary
two
compartments.
analogy
with a
an
potential energyfunction
consider
in
containing
both
maxima
two
and
minima.)
As
ments,
example,
as pictured
Fig.
2.3,
compart
6S = 0 =
and
6!?(1)
6S
(2)
m 6!?(2)
= 6n O)=
(2)
6r\177(2)
= 0.
Thcn
t\1772E
(t\1772E)O) +
(t\1772E)
(a2E\177
(2)
where
the superscripts
(1) and
65
\370) =
indicate
that
the
derivatives
arc to
bc evaluated
Since =
equilibrium
for subsystems
(1) and
(2), respectively.
we have
65
(2), and
= T/Cv,
(o\1772E/SS2)v,n
(ST/SS)v,n
((\1772g)s,
+
(1)
2(\177s
(1)2
)
r[1/cv from we
+ \177/c?)], T \370)=
T (2)=
where the second equality follows librium. By applying (62E)s,v,n \177> O, T[1/C?) +
or
T at
equi
therefore
find
\177/C?)]\177>O,
since
the
division
into
subsystems
can
be
arbitrary,
this result
implies
T/C\177\177>0
or
C,>0.
Exercise may be
for H
C\177,.
Here,
it
= E
+ pV.
did
the
C,,. If it
(1)
not,
imagine
and
(2) were in
CONDITIONS
FOR
EQUILIBRIUM
AND STABILITY
38
T
(2).
The
gradient
in T
cause
heat
flow,
will
be
from
high
the direction of heat flow would cause in T to and the system would not equilibrate. This illustrates the physical content of stability criteria. If they are obeyed, the spontaneous process inducedby a deviation from equilibrium will be in a direction to restore equilibrium. As another example, look at the Helmholtz free energy
Cv
< 0,
T. But if
grow,
(AA)r,v,n>O,
(6A)T,V,n=O,
052A)T,V,n\177>O.
One should note that it is not permissible to consider fluctuations in T since these variational theorems refer to experiments in which internal constraints vary internal extensive variables keepingthe total extensive variables fixed. T is intensive, however, and it makes no sense to consider a repartitioning of an intensive variable.
The theorems
and
' 0
 6V (1)16V (2)
6n
(2)
6n
where
\370) =
= O,
we
are once
compositesystem
A
with
two
subsystems.
The secondorder
variation in
is
[a2m\177 (2)
OV2]T,n the
\177
r,n'
positivity
of (62A)r,v,n
implies
\\\177\177/r,
 [ X\177Q/r,n
and
nJ
>\1770'
since
the division
into subsystems
can be arbitrary
or
K r \177> O,
where
is the
isothermal
compressibility. Thus,
its
if
the
pressure
of a
stable
volume
will decrease.
36
INTRODUCTION TO MODERN
STATISTICAL
MECHANICS
Exercise
2.5 Prove an
the
adiaba
tic compressibility,
Ks =
Exercise
S,n'
2.6
Show
that
since
Kr
> 0, stability
implies
that
As
one
further
for
<1)
illustration
now
of
what
can
be
learned
from a stability
analysis, let us
situation
when 6V
= 0. That is, considerthe which (Op/Og)T,n=(Op/Ot\177)T=O, where v=V/n, = 6V \1772\177, but 6n \370\177 = 6n \251 = 0. Then
suppose
(62A)r,v,n
0<
Thus,
(\177p
(\177)T,V,n
(t\1773A)T,V,n +
((\1774A)T,V,n
by
/ \177v)r =
considering
arbitrary
small displacements,
we see that
0 implies
(63A)T,V,n\177O.
Thus,
0 \177 ((\177g('))3[
\177\"\177'\177 / T,n
J'
must in
hold
square
Further,
V3 / T.n
= 
\177k \177\177/
T,n ' 
\177k \1772
) T
\177'\177i5\337
Thus
\177v\177 j
kn\177i\177 j
\177, &v\177 j
\177,n(\177) j
=0,
and
since the
if
division
(3p
into
subsystems
can
be
= O.
arbitrary,
we have
proven that
Exercise
/ 3v)r
= 0, then
the
(32p/ 3v2)r
sign
2.7 Determine
what
of
(03plav3)r
l av
if, for
)r =
thermodynamically
stable
is
known
system, (Op
about
O.
if
Determine
(04p/Ov4)r
= o.
stability
rule for
criteria
should
now be
the internal
energy or a
it which
is a
Xr, and
the
CONDITIONS
FOR
EQUILIBRIUM
AND STABILITY
37
intensive variables/r+\177,
...,
In. Then
i=1
j=r+l
and the
stability
criteria
are
\177 aXi']X1
In
Exercise
2.8
Derive
this result.
derivatives
Thus,
for
example,
the

ni ,
and
the
C\177,
must
zero).
the
However,
second
law
(i.e.
sign of
(3\177)\177,
and of
\177 \177tql/T,
V, ni(.I)
intensive
properties
with respect
to
Exercise2.9
particular
An
experimentalist
claims
to
find
that
gaseous
<o >0 <0
material
obeys the
conditions
(i)
(ii) (iii) (iv)
(arla\177),>o
which
(a) Identify
of
these
inequalities
is guaranteed
by
stability.
(b)
Identify
which
each
other
is inconsistent with
they
are
inconsistent.
2.3 Application
Suppose
to Phase
equilibrium
Equilibria
v phases
are coexisting in
are
equilibrium. At
p,
constant
T and
p,
x\177),..., x?4)
= \177?')(r,
x\177),...,
38
INTRODUCTION TO MODERN
phase equilibria
STATISTICAL
MECHANICS
Line ends at a
Phase Phase
\"critical
point\"
Phase 3'
\177 coexist
Fig. 2.4.
hypothetical
phase
diagram.
for 1 <\177a:<
species
y\177< \276
and
\177<i \177<r.
Here,
x?
is the
abbreviation
mole
v(rfor
fraction
of
i in
is an
for
r(vdifferent
1)
independent
intensive
equations
(T,
which
couple
together
2 +
1)
each
variables
p, and
phase).
of
Hence,
independent
the thermodynamic
intensive
number
thermodynamic
f = 2+ v(r=2+rv.
1)
1)
This formula
As
an
illustration, phases,
coexisting
Without
are
convenient
three
exist anywhere
and it is system.
in
the
pT
plane.
Three phases
phases
coexist at
in
point,
impossible for
more than
possible
to coexist
a onecomponent
Thus, a
Fig. 2.4.
the
lines
on this picture
are
T)=
T),
u(')(p, =
T)
T),
T).
and
/\177(t\177)(p,
T)
=/\177o,)(p,
For
example,
the content
says
of the
that
first
of these
equations is illustrated
in Fig. 2.5.
The secondlaw
equilibrium
at
constant
the
state
is the
one
with
lowest
Gibbs
is n/\177 for
of side
a onecomponent
system).
the
Accordingto this
intersection
a phase
is associated with
volume
the
of Gibbs
surfaces. The
changein
in moving
from
CONDITIONSFOR
EQUILIBRIUM
AND STABILITY
39
/\177(* )(p,
T)
\177(\177)(p, T
\177Scoexistence
line
in pT
plane
Fig.
2.5,
Chemical potential
surfaces for
two
phases.
one surface
to the
other isothermally
(alap)=v.
is
given
by the
change
in
The change in
the
phase
transition
is given by
the changein
=
s.
surfaces happen to join smoothly to one another, then v continuous during the phase change. When that happens, the transition is called second order or higher order. A firstorder transition is one in which, for example, v(T, p) is discontinuous. For a onecomponent system, a secondorder transition can occur at only one point a critical point. In a twocomponent system, one can find lines of secondorderphase transitions, which are called critical lines. The pT coexistence line satisfies a differential equation that is easily derived from the equilibrium condition
If the
and
two
s are
p) =
Since dl\177
p).
s
\251
s dT
s
dp,
(\370\177) dT
+ v
(\370\370 dp
dT
+ v
\251
dp,
or
dp
as(r)
dr,xv(r)
'
and
where
v(t\177)(T,
As(r)=s(\370')(T,p)s(t\177)(T,p)
at
p),
at
a value
equilibrium.
This
of T and equation is
for
which as
known
40
INTRODUCTION
TO
MODERN
STATISTICAL MECHANICS
T
\177 \177
Phase a
v(a)
Av(T) = 0 at
a critical point. Note:
(Sv/Sp )r
\177 0
v(\177) I p
p(T)
equation
isotherm
in
the
pv plane.
equation.
Notice
that the
at
a second
order phase
transition.
the
\177fi
Exercise2.10 Derive
that describes
analogous line
differential
equation
the
coexistence
in the/\177Tplane.
Exercise 2.11 Use the ClausiusClapeyron determine the slope of dp/dT for waterice
and explain
why
equation I equilibrium
to
you
can
skate
on ice but
not on solid
argon.
phase equilibria is to look at a thermoone axis is an intensive field and the other axis is the conjugatevariable to this field. For example, consider the pv plane for a onecomponent system. In Fig. 2.6, the quantity v (\177) is the volume per mole of pure phase \177v when it is in equilibrium with phase fi at a temperature T. v (\177) has a similar definition. Notice how v(T,p) is discontinuous (i.e., the system suffers a firstorder phase transition) as we pass isothermally from a pressurejust below p(T) to one just above p(T). The equations that determine v(\177)(T) and v(\177)(T) are
Another
way
to
view
dynamic
plane
in
which
p(T) = p(\370')(T,
and
/\177(T) =/\177(\370')(T, where
t\177(\370')(T,
v (\370')) =p(i\177)(T,
\251)
v)
and
p(\370')(T,
are
the water
the
chemical
V
potential
\177.
and
pressure, respectively,
Here
0\370C
as
think
a function
about:
of T
For
and
for
phase
is a
puzzle to
the
near 1 atm
0\370C
pressure and
per
temperature,
solid phase,
ice I,
that
has a largervolume
isotherm
mole
than
the liquid.
appears
as
CONDITIONSFOR
EQUILIBRIUM
AND STABILITY
41
Liquid
0\370C I I p
atm
(a)
O\370C p I
atm
Fig.
2.7a and
b.
Which
one
might
be an isotherm
for
water?
pictured Perhaps
in Fig.
this behavior
violate
stability?
Exercise2.12 What
correct
answer to this
puzzle?
P
v(a )
Fig. 2.8.
Isobar in
the
vTplane.
42
INTRODUCTION TO MODERN
We
STATISTICAL
MECHANICS
picture
can also look at the vT plane. looks like that shown in Fig. 2.8. At
For
times
many
systems,
the
this
is very
becomes
difficult
a monotonicfunction
Exercise
I arm.
a result,
v(T, p)
is not necessarily
shown in
2.13'
the
Draw a
vT
family
of
curves
like that
plane
for water
of the
two
coupled
equations
given
v(\177)(T)
a geometricinterpretation,which is called a Maxwell construction. Let a = A/n, and consider a graph of a vs. v at constant T. If a phase transition occurs, there will be a region
v(t\177)(T) can
be given
with
a =
a (\177),
phase/5
appears
with
a =
a (t\177), and
to
something
as
shown
in Fig.
a (m
tangent
line connects
note
a (\177)
at the
'
a and
double v
(t\177),
respectively,
that
(O\177v)
T =_p
Hence,
the equilibrium
condition
v(\177) = p\177t\177(T,
v \177\370\370 is the
p(T) = p(\177(T,
implies
that
the slope
at v =
same
as
that
at
v =
v \177m. The
common
tangent
construction
 a(T,
then gives
p(T)[v(\177)(T)
a(T, v \177))
or
v \177t\177)) = pv)
v(\370)(T)]
(a +
which
(\370'\177 = (a
+ pv)
=
\251,
is the
equilibrium
condition,/\177(o,)
to
straight
line
Slope 
(T)
\177
\177
I
a(\177)( T,
t,), tangent to
straight
\177
v(\177)
line
v(\177)
Fill.
2.9. The
on
an isotherm.
CONDITIONSFOR
EQUILIBRIUM
AND STABILITY
43
T
v (e) Vl v2
v (\177)
Fig. 2.10. A
questionable
Helmholz
free
energy
per mole on
an
isotherm.
Finally,
since p
in
is fixed by T when
line the
two
phases
are
and
drawn twophase
between region
v (\177)
v<O\177).
twophase region
= a(\177) +
U(tt) /j _
a(\177)
U(\370t)
= where
a(OO (
a<\370O =
v(\177)v
a(T,
a(\177)t \177
.....
vv
(\177)
v\177\370O(T))
and
a \177 = a(T, are
v<O\177(T))
the
free
energies
two
pure
phases
when
they are
in equilibrium with
Exercise
other.
2.14 Draw
an
v \177 for
isotherm
on which a
for
(A/V)
occurs.
vs.
/
/
PC/\177iitni\177 al
IEI
'\177Liquid
I\177
Solid
point
(l/v)
Phase diagram
a simple
material.
44
INTRODUCTION
TO
MODERN
STATISTICAL MECHANICS
Some approximate
that look
right
theories here
in
Fig.
because
region
v <
v2 stability is violated
is,
for
instability
for these
located
theories that
by
the
a Maxwell
construction (the
dashed line).
The
Exercise 2.15
where
van
der
Waals
bp)
equation
 ap2/RT,
of state
is
p/RT = p/(1
R, b, and a are positive constants and p =n/V. Show that below a certain temperaturethe van der Waals equation of state implies a free energy that is unstable for some densities. (Restrictanalysis to p < b\177.)
The
locus
temperatures component
diagram
of points formed from v (\370') and v (t\177) at different gives a coexistence curve. For example, in a onesimple fluid like argon the phase diagram looks like the pictured in Fig. 2.11.
Exercise 2.16'
Drawthe analogouscurves
for
water.
If an approximate theory is used in which an instability is associated with a phase transition, the locus of points surrounding the unstable region is called the spinodal. The spinodal must be enveloped by the coexistence curve. For example, the van der Waals equation yields a diagram like the one pictured in Fig. 2.12.
2.4 Plane
Interfaces
are
If
two
phases
material
between
or
in
interface
of
this
interface.
2.14.
(See Fig.
2.13.)
profile
The density
this figure,
volume
the
interface
of
is sketched
(or
(arbitrary)
Fig.
In
unit
p(z) is the
a particular
w
number
moles
molecules)
location
(typically
per
of
of
species, za
is
is the
the
dividing
molecular
surface, and
diameters).
the
width
of the
interface
a few
CONDITIONSFOR
EQUILIBRIUM
AND STABILITY
45
Liquidgas
critical point
T<Tc
Spin
Coexistence curve
\177
Maxwell
Metastable
Construction
iv(gas)i I iv(liquid)i 1
1
Fig. 2.12.
spinedais.
Since
E is
extensive,
E = E(\177) +
where E (s) is depend upon
Then
(t\177) +
E (s),
surface
energy
should
r
dE =
(OE/aCl)s,v,n
\177> O.
TdS p dV + it
surface
dn
+ y
da.
tension.
It is
intensive by virtue of
states
its
definition.
It
also
should
be positive.
obtained by making the phase boundary more irregular since the irregularity will increase the surface area. Therefore, a negative surface tension would drive the system to a terminal state in which the surface was spread over the whole system. The boundary between two phases would then ceaseto exist,and there would be no
would
be
\"surface.\"
there
is twophase
determined
homogeneous
of
components.
order
area
Dividing
surface,
\177/////
/////7 t )'
Interface
Fig. 2.13.
Hypothetical
interface
between
two phases
\177 and/\177.
46
INTRODUCTION TO
MODERN
STATISTICAL
MECHANICS
p(fi)
profile,
p(O,)
Zd
Fig. 2.14.
Density
profile.
Thus,
+ \177n + Note that while E is of the order of N = total number of molecules, ya is of the order of N\177/3. Thus, under normal circumstances, the surface energyhas a negligible effect upon bulk properties.
E =
TS pV
2.17' You might be concerned that if we double a while doublingS, V, and n, we must keep the geometry of the systemas a \"slab\" of fixed thickness. This means that there will be surface interaction energies with the walls that are also proportional to a. Howdo we separate theseenergies from re? Can you think of procedures to
Exercise
sorts:
(i)
Make
containers
mixture
with
pure
vapor,
of
boundary
containerwith
might
difficult
one
in
can
practice,
simulate
Imagine
hypothetical
phase
right
would result
to
if
phase
\177
maintained
its
bulk
properties
dS
the
mathematical
dividing
surface. For
(\370\370 
p dV
(\370\370 +
t.t dn(%
TS(OO _ pV(OO
T dS(t TS(t V,
\177) 
+ t.tn (\370o.
Similarly,
dE(t E(t
Of
\177) = \177) =
p dV
\251
+ \177dn(t%
\177) _pV(t
\177) +
t.tn (t\177).
course,
V (\177) + V
property,
X (s),
\251
the
extensive
property,
X,
we
total volume of the system.For any can define surface excess extensive
X ('\177>
by
X (s) = X 
(\177>,
CONDITIONS
FOR EQUILIBRIUM
AND
STABILITY
47
well defined, and X \251 and X (t\177) are bulk properties once the locationof the dividing Obviously, V (s)= O. What about n(S)? Clearly,
since
X is
defined
surface
in terms
is specified.
of
n (t\177)=
where
in
dz pa(z),
n (\370')=
d
dz pa(z),
pa(z) 2.14.
Fig.
is the Thus,
dz[p(z)pa(z)].
p(z)
n (s) =
That
n(S)(za)
By viewing
the
figure
for
showing
which
and pa(z),
it
is
seen choice
O. That
=0
particular
surface.
is, the
za that solves
is the
The
location of the
energy
Gibbs surface.
for E (s) is
= dE =
differential
dE(s)
where
 dE (\370\370  dE
(s)
(t\177)
TdS
dV
yda
(\370')+
la
dn
(s),
we have
the
noted
that
= dV
dV (m.
If the
Gibbs surface is
chosen as
location
of za,
T dS(s)
TS
y da.
\275) +
yrl,
so that
y =
(E (s)
TS(S))/a.
surface
energy
Helmholtz
free
of the force constant in surface area [i.e., recall (\177W)suaac\177 = Y do]. In the choice of Gibbs surface previously discussed, we removed the term in E (s) that depends upon mole number. The energeticsof the surface is a result of the repartitioning of the bulk phases that occurs if the surface is altered. The absenceof any dependence on
mole
with
number,
our
however, can
surface
only
be
accomplished
To developthe
expression
energy
expressions
for a
for dE
Gibbs surface
Y\177 !&
employed.
That
is,
dE (s)= T dS(s)
y do
i1
dn?
).
48
INTRODUCTION
TO
MODERN
STATISTICAL MECHANICS
Let component
choose
I be the
nt ')
solvent
and
with
the
this
rest the
choice
zd
to
make
 O.Then
=
surface
dE
(s)
T dS
(s\177 +
y da
Y\177 !&
dn!
s\177.
i=2
For r = 2,
dE (s) =
which
T dS (s)
y da
tt2
dn[
s),
implies
(\177) =
TS +
Hence, we
At
have
a GibbsDuhemlike
a dy
constant
= S (\177)dT
T this yields
a dy = n[s)
The
dll 2. Gibbs
adsorption
isotherm.
a)
=
=
( avl
a.\177)\177
(0y/0P2)T
(0p2/0\1772) T.
surface
tension
Since (a\177t2/aP2)T>O by stability, this equation says that decreases when a soluteaccumulates on a surface.
Exercise 2.18
on its
middle
with
Put
some
water
surface.
Touch
a bar
What
of the
the
bowl.
again,
happened?
What
the
and
surface
why?
soap
and again.
formula
for
the
Gibbs
adsorption
Before endingthis
qualitative
section
on
interfaces
and surface
tension, a few
remarks
us consider two immiscible oil and water equilibrium.In a gravitational field, will fall to the bottom of the container, and
are in
absence of gravity, we can imagine a spherical drop of liquid surrounded by the other species of fluid. We suspect that the drop would be spherical sincethis shape will minimize the surface area of the interface and thereby minimize the contribution to the free energy from the surface tension. Deformation of the surface will lead to higher curvature, larger surface area, and, therefore, higher
will form
In the
CONDITIONS
FOR EQUILIBRIUM
AND
STABILITY
49
free energy. The restoringforce that opposes this deformais proportional to the surface tension. When this tension vanishes, the deformations are not hindered;the interface will then fluctuate wildly, the drop will become amoeboid and eventually disintegrate. In other words, the two fluids will mix. This type of behavior can be observed by adding a third component to an oilwater mixture (perhaps a surfactant*) that would lower the
surface
tion
surface tensionbetweenthe oil and water phases. In some cases, the mixing of the phases is associated with formation of small assemblies such as micelies. A typical micelie
aggregate
surrounding
involving
the
is an
imagines that
between
low so
appreciably.
surfactant molecules. Here, one polar head groups lie on a surface the hydrophobic tails and oil thus inhibiting contact the water and oil. Thesurface tension, however, is relatively that the shapes of these assemblies undoubtedly fluctuate Further, if one considers small enoughsystems at a truly
roughly
100
the
charged
or
molecular mechanics
always
significant.
Statistical
the
nature
of these
fluctua
in this
book.
of a small system by a at the results of those
ample
evidence
of the
must
importance of
considered an
fluctua
tions
at interfaces.
Their importance
be
carefully
Indeed,
in
the
phenomena. with
intrinsic
defined
as pictured at the beginning of this section is actually microscopic level. It's an important and puzzling
about.
well
width at a
issue
worth
thinking
Additional
Exercises
that
2.19.
Show
(Ks/KT)=C\177,/C\177,,
where
Ks and
sibilities,
respectively,
isothermal
compres
the
constant
Prove
volume
that
Ks < KT.
*
group,
Surfactant molecules are arnphiphiles. That is, they possess and a hydrophobic (oillike) tail.
a hydrophilic (charged
or polar) head
50
STATISTICAL
MECHANICS
2.20.
is easilyverified
will
stretched
adiabatically.
a rubber band
constant
a rubber band heats up when it is Given this fact, determine whether contract or expand when it is cooled at
that
tension.
of
(b) The
constant
heat
flows
rubber
is held
Which
temperature?
2.21.
(a)
For many systems, the work differential magnetic field of strength, H, iseither
M
associated
with
dH
or
H dM,
in the direction is correct? For
where M
system, susceptibilities
of the
these
a stable
the
signs of
adiabatic
XT
(o\177M
/o\177H)T,n,V,
Xs=
Determine
(c\177M/c\177H)s,n,v.
the
sign of
Xr
 Xs.
(b) For
most paramagnetiesubstances,the magnetization at constant H is a decreasing function of T. Given this fact, determine what happens to the temperature of a paramagnetic material when it is adiabatically demagnetized. That
two
2.22.
phases,
cr and
\177,
in equilibrium.
Show
that \177T
the plane
locus
the
differential
equation
dt t = s(tOv dT v where
(\3700_ \251
v (\370\177)
'
s (\177) and
is dtt/dT
contains of
(\370\177) are
the when
entropy it is
in
and volume,
equilibrium
respectively,
phase
/\177.
rr
with
a total
two
the
equation equilibrium,
derivative and not a partial? Supposethe species. Derive the appropriate generaliabove. That is, determine(\177tt\177/\177T),q at
where
Xl
twophase
is
the
mole
fraction
of
component 1.
2.23.It is
spring
found
that
when
stretched
breaks.
Before
CONDITIONS
FOR
EQUILIBRIUM
AND STABILITY
,51
the
free
energy
of the
spring is given
A
by
where
length
A =
per
E TS, M
unit A
\177
is
the
mass. After
its
c.
In these
do
equations, k, h, Xo,
on
c are
all independent
depend
T.
T. Furthermore,
k > h,
c > 0, and
of x,
0 for
but
Xo >
all
equations
of state
f =
the
tension = f (T,x),
and long lengths.
chemical
spring
at small
(b)
Similarly,
determine
the
potentials
\177=(\177A/\177M)r,t.,
total
length
of
the
spring.
fx.
temperature
change
that
at
given
will
break
the
breaks.
discontinuous
in x
when the
spring
hypothetical
experimentalist
for
equation of state
a that
substance over
transition. He finds
and
densities,
the
liquid
following
volume:
formula
for
can be
A(O/V
= \253a(T)p z,
\"liquid,\"
where the
superscript \"/\"
a(T)
denotes
pn/V
is the
molar density,and
in the
is a
a\177/T,
function
a\177 =
of the
constant.
temperature,
a(T) Similarly,
solid phase
A(s)/v
he finds
=
\1773b(T)p
3,
52
INTRODUCTION TO with
MODERN
STATISTICAL
MECHANICS
b(T) =/5/T,
At
/5
= constant.
a given temperature, the pressure of the liquid can be to a particular pressure,Ps, at which point the liquid freezes. Just before solidification, the density is p(0, while just after it is pO).
adjusted
(a) Determinep(0 and pO) as functions of the temperature. (b) Determine Ps as function of temperature. (c) Determine the change in entropy per mole during
solidification.
(d) By using the ClausiusClapeyron equation of parts (a) and (c), determine the slope solidification. Does your result agreewith predict from the solution to part (b)?
and
the
results
of
what
(dp/dr)
you
at
would
2.25.The
van
der
Waals
equation
is
p/RT = p/(1
 bp)ap2/RT,
there
is,
where p = n/V and a and b are constants. Show that region in the Tp plane in which this equation stability. Determine the boundary of this region; that
is a
find
violates
the
spinodal.
Prove
that
Maxwell
which
construction
will
will
yield a
envelop
the region
of
it
2.26. When
particular
onecomponent
material
+ b/5/.t,
is
in
phase
rr,
obeys equation
of state
/5p
= a
where/5 =
it
1/T, and
and
b are
is in
phase y,
/sp = c +
where c and
Determine
are
positive
functions
from
of/5, d > b,
occurs
and
c <
a.
the density
change that
when
the
material
What
suffers a
is
phase transformation
at which the
phase
rr to
phase y.
the
pressure
transition occurs?
Bibliography
Treatments
of
equilibria
in
and stability
criteria close to
that
presented
in
this chapter
are
given
CONDITIONS
FOR
EQUILIBRIUM
AND
STABILITY
53
J. G.
and
Kirkwood
and
I. Oppenheim,
Chemical Thermodynamics
J.
tific,
and
N.Y.,
I. Oppenheim, 1979).
Thermodynamics (Elsevier
Scienand and
thermodynamic treatments of phase equilibria, tension are found in many texts. Two texts with discussions are
The surface
interfaces, useful
brief
T. L.
and
Hill,
Thermodynamics Reading,
for Mass.,
(AddisonWesley,
Chemists 1968),
and
Biologists
E. M. Lifshitz and L. P. Pitaevskii, Statistical Physics, 3rd ed., Part 1 (Pergamon,N.Y., 1980). This last one is a revision of the L. D. Landau and E. M. Lifshitz classic, Statistical Physics (Pergamon, N.Y., 1958). The monograph devoted to interfacial phenomena of fluids is J. S. Rowlinson and B. Widom, Molecular Theory of Capillarity (Oxford University Press, Oxford, 1982). Surface tension provides the mechanism for many dramatic phenomena. Some colorful yet simple demonstrations that exploit the fact that oil and water don't mix (the hydrophobic effect) are described in the articles J. Walker, Scientific American 249, 164 (1982); and F. Sebba in Colloidal Dispersions and Micellar Behavior (ACS Symposium
Series
No.
9, 1975).
CHAPTER
Statistical
Mechanics
We
now
turn
dynamics, particles
molecularfoundation or more generally, the answerto the following (atoms, molecules, or electrons and nuclei,...
our
attention
to the
of
thermoIf
question:
certain microscopic laws with specified what are the observable propertiesof large number of such particles? That
interparticle
) obey interactions,
a very
a
is,
system
containing
we
want
to discuss
the
relationshipbetween the microscopic dynamics or fluctuations (as governed by Schr/Sdinger's equation or Newton'slaws of motion) and the observed properties of a large system (such as the heat capacity or equationof state).
The
task
of
solving
the equations
of
of
\17710
motion
for
manybody
that
system
even
(say N
modern
= number
often
particles
find
23)
is
so complicated
day
times
computers
long
the
follow
problem
the
scientists do
use computersto
order of
particles
for
for
enough
10 9
to simulate
sec.) At
first
condensedphases
you
times
of the
10\177\370 or
might
think
as the number of particles increases,the complexity and obscurity of the properties of a mechanical system should increase tremendously, and that you would be unableto find any regularity in the behavior of a macroscopic body. But as you know from thermodynamics, large systems are, in a sense, quite orderly. An example is the fact that at thermodynamic equilibrium one can
that
characterize observations of a macroscopic system with only a handful of variables. The attitude we shall take is that these distinctive regularities are consequences of statistical laws governing the behavior of systems composed of very many particles. We will thereby avoid the need to directly evaluate the precise Nparticle
STATISTICAL
MECHANICS
55
dynamics,
and assume
we \"measurement\" example,
that
probability
description of what
see
during
is
observing
statistics provides the correct a macroscopic measurement. important in these remarks. If we the time evolution of one particular
and of
in
position
a manybody system, its energy, its momentum, would all fluctuate widely, and the precisebehavior
its
any
of
these properties
with
the
application
slightest perturbation. One cannot imagine a reproducible ment of such chaoticproperties since even the act of observation involves a perturbation. Further, to reproducethe precise time evolution of a manybody system, one must specify at some initial time a macroscopic number (\"\17710 23) of variables. These variables are initial coordinates and momenta of all the particles if they are classical, or an equally cumbersome list of numbers if they are quantal. If we would fail to list just one of these 10 23 variables, the time evolution of the systemwould no longer be deterministic, and an observation that depended upon the precise time evolution would no longer be reproducible. It is beyond our capacity to control 1023 variables. As a result, we confine our attention to simpler properties, those controlled by only a few variables. In some areas of physical and biological science, it might not be easy to identify those variables. But as a philosophical point, scientists approach most observations with an eye to discoveringwhich small number of variables guarantees the reproducibility of phenomena. The use of statistics for reproducible phenomena does not imply that our description will be entirely undeterministic or vague. To the contrary, we will be able to predict that the observed values of many physical quantities remain practically constant and equal to their average values, and only very rarely show any detectable deviations. (For example, if one isolates a small volume of gas containing,say, only 0.01 moles of gas, then the average relative deviation of the
its mean value is '\17710 11. The probability measurement a relative deviation of 10 6 is '\177103x1\370\1775.) As a rough rule of thumb: If an observableof a many particle system can be specified by a small number of other macroscopic properties, we assume that the observable can be described with statistical mechanics. For this reason, statistical mechanicsis often illustrated by applying it to equilibrium thermoquantity
of the measure
from
a single
dynamic
quantities.
3.1
While
The
it
Statistical
Method and
Ensembles
observe
is not possible in practice, let us imagine that we could a manybody system in a particular microscopicstate. Its
56
INTRODUCTION
TO MODERN
STATISTICALMECHANICS
characterization
would
suppose
require
system
example,
equation
the
Here, as
operating
always,
2:rfi
is
Planck's
constant,
and
\177
is
the
Hamiltonian
on the
the time.
particles stationary
in the
system.
example,
solutions
and some simple and familiar quantum the hydrogenatom, or noninteracting is then the collection of D. N quantum dimensionality.
mechanical
particles
systems
such as
in a
box. The
where
index v
the
all
numbers,
D is
Once the
future
initial
state
is specified,
if it could
integration for
be, the
of
state at
considers
times
equation.
by the time
SchrOdinger's
statement
(rl,
classical
systems
points in phase
space
(rN,
where
pN)
_=
r2,...,
r\177v; Pl,
the coordinates and conjugate momenta, i. Points in phase space characterize completely the mechanical (i.e., microscopic) state of a classical system, and flow in this space is determinedby the time integration of Newton's equation of motion, F = rna, with the initial phase space
ri
and
Pi
are
respectively,
for
particle
point
providing
the
initial
conditions.
the
Exercise
3.1
Write
down
differential
when
the
total
equations corpotential
think about this time evolutionthe trajectory of a system. As illustrated in Fig. 3.1, we might picture the evolution as a line in \"state space\" (phase space in the classical case, or Hilbert space spanned by all the state vectors I\177P) in the quantal case). In preparing the system for this trajectory a certain small number of variables is controlled. For example, we might fix the total energy, E, the total number of particles, N, and the volume, V. These constraints cause the trajectory to move on a \"surface\" of state spacethough the dimensionality of the surface is still enormously
try
to
manybody
high.
STATISTICAL
MECHANICS
57
Fig.
3.1. Trajectory
in
state
space
representing
a different
state.
mechanicsis
flow
that
if
we
wait
long
through
the is
(or arbitrarily
constraints the the
close
system.Supposethis
flowing
the
system
multitude
is constantly
3c
through
case, state
perform a
where
duration
Ga
is
the
value
during
is
very
shortso
measurement
microscopic
the system can be considered to state. Then we can partition the sum as
\177
time
the
ath
one
be
in
only
Gobs =
where Gv
for v.
(vl
The
G Iv)
term
is the
expectationvalue
after
is in state v.
finding Remember,
We
in square
enough time,
of
visited.
the
probability
or fraction
spent
in state
write
operation (i.e., the weightedsummation over G\177) pointed brackets, (G), is called an ensemble average. An \"ensemble\" is the assemblyof all possiblemicrostates all states consistent with the constraints with which we characterize the system macroscopically. For example,the microcanonical ensemble is the assembly of all states with fixed total energy E, and
The
averaging
by
indicated
the
58
INTRODUCTION
TO
MODERN
STATISTICAL
MECHANICS
by number of molecules, N, and volume, ensemble, another example, considersall states with fixed size, but the energy can fluctuate. The former is appropriate to a closedisolatedsystem; the latter is appropriate for a closed system in contact with a heat bath. There will be much more said
fixed
V).
size (usually
canonical
sped fled
The
about these
the that
ensembleslater.
that
The idea
view
we
observe
the ensemble
in which
measurements are
due to the flow of the system through state space, the time average is the same as the ensemble average.The equivalence of a time average and an ensembleaverage, while sounding reasonable, is not at all trivial. Dynamical systemsthat obey this equivalence are said to be ergodic. It is difficult, in general, to establish the principle of ergodicity,though we believe it holds for all manybody systems encountered in nature. (It is often true for very small systems too, such as polyatomic molecules. Indeed, the basis of the standard theories of unimolecular kinetics rests on the assumed ergodic nature
of
intramolecular
dynamics.)
Exercise
That
is, describe
systems.
all possible
long time.
Incidentally, suppose you thought of employing stationary solutions of Schr/Jdinger's equationto specify microscopic states. If truly in a stationary state at some point in time, the system will remain there for all time, and the behavior cannot be ergodic.But in a manybody system, where the spacingbetween energy levels is so small as to form a continuum, there are always sources of perturbation or randomness (the walls of the container, for example) that make moot the chance of the systemever settling into a stationary
state.
The primary assumption of statistical mechanics that the obvalue of a property corresponds to the ensemble average of that property seems reasonable, therefore,if the observation is carried out over a very long time or if the observation is actually the average over very many independent observations.The two situations are actually the same if \"long time\" refers to a duration much longer than any relaxation time for the system. The idea that the system is chaotic at a molecular level leads to the concept that after some period of timea relaxation time, rre\177a\177the system will lose all memory of (i.e., correlation with) its initial conditions. Therefore, if a measurement is performed over a period rmeasure that is '\177frre\177ax,
served
STATISTICAL
MECHANICS
actually corresponds to
consider
Ac
independent
obser
short periods of time, and the conceptof ensemble averages is applicable for these situations, too. This can be understood by imagining a division of the observed macroscopicsystem into an assembly of many macroscopic subsystems. If the subsystems are large enough, we expectthat the precise molecular behavior in one subsystem is uncorrelated with that in any of the neighboring subsystems.The distance acrossone of these subsystems is then said to be much larger than the correlation length or range of correlations. When subsystems are this large they behave as if they are macroscopic. Under theseconditions, one instantaneous measurement of the total macroscopic system is equivalent to many independent measurements of the macroscopic subsystems. The many independent measurements should correspond
for rather
measurements
on
macroscopic
to an ensembleaverage.
3.2
Microcanonical
Ensemble
and
the
Rational
Foundation
of
a
mechanics
is, therefore,
actually
that
during
does
from
in
fact
occur,
that the
is possible averages
microscopic states. To quantify this idea, we need to know something about the probability or distribution of the various microscopic states. This information is obtained from an assumption about the behavior of manybody systems:
all the
For
an isolated
system
with
fixed
total
energy
E, and
by
the
volume
V and
fixed numbers of
In other
corresponds
to the states
most random situationthe distribution of microscopic the same energy and system size is entirely uniform.
with
Exercise 3.3
this statistical
a glass
List
several
everyday
of
examples
the
characterization
terminal of a
behavior
in
60
INTRODUCTION
TO
MODERN
STATISTICAL MECHANICS
reasonableassumption,
N
let
us
V,
E)
= number
and
V,
and energy
between E
and
 6E.
conceptual simplicity, we often omit to refer to the number of particles, and we use the volume V to specify the spatial extent of the system.Our remarks, however, are not confined to onecomponent threedimensionalsystems. The width 6E is some energy interval characteristic of the limitation in our ability to specify absolutely precisely the energy of a macroscopicsystem. If 6E was zero, the quantity f2(N, V, E) would be a wildly varying discontinuous function, and when it was nonzero, its value would be the degeneracyof the energy level E. With a finite 6E, \177(N, V, E) is a relatively continuous function for which standard mathematical analysis is permissible. It will turn out that the thermodynamic consequences are extraordinarily insensitive to the size of 6E. The reason for the insensitivity, we will see, is that f2(N, V, E) is typically such a rapidly increasingfunction of E, that any choice of 6E \177< E will usually give the same answer for the thermodynamic consequences examined below. Due to this insensitivity, we adopt the shorthand where the symbol 6E is not includedin our formulas. For macroscopic systems, energy levels will often be spaced so closely as to approacha continuum.In the continuum limit it can be convenient to adopt the notation
notational
For
and
perhaps
subscripts
and
simply
write N
f2(N,
V, E)
dE =
between
where f2(N,
states.
V,
E),
defined
notation.
by this equation,
In
the applications
we pursue,
however,
will
have
little
need to
employthis
3.4 You
Exercise
For a
for
system with
the
discrete
energy
levels,
\177(N,
give
V,E).
formula
density
of
states,
[Hint:
to use the
According
to
statistical
macroscopic
state
v for
1/Q(N,
V, E)
for all
example
states in
those
the
ensemble.
E\177
For
d= E,
states outside
zero.
for which
P\177 is
This
STATISTICAL
MECHANICS
61
to a system with fixed numberthe assemblyof all microstates called a microcanonical ensemble.
appropriate
We
energy,
with
volume,
these
and particle
constraintsis
can
also
consider
as a
definition
of
entropy
the quantity
S = k\177 In where ks
the value
Q(m, (It's
V, E), called
is an
find
arbitrary
constant.
and we shall
that
from
comparison
constant
that
it
has
ks =
Notice
that
S defined
in this way is
two
total
system
were
number
composed of
of states definition
independent
and
number
B,
with
be
[\177A\177\"\177 B. That
The
would
statements
dividing subsystems
of
the and
thermodynamics. total
imagine two
fixed
N,
V, and
of
the partitioning
\370),
and
E (2), respectively.
states,
and
V, and E to be N\370), N(2); V \370), Any specific partitioning is a subset therefore the number of states with this
N,
number
\177(N,
the
total
S(N,
This
V,
E)
> S(N,
V, E;
inequality is the second law, and we now see its statistical meaning: the maximization of entropy coinciding with the attainment of equilibrium corresponds to the maximization of disorder or molecular randomness. The greater the microscopic disorder, the larger
the
entropy.
The temperature
T is determinedfrom
fi
the
derivative
(3S/3E)\177v,v =
1/T. Therefore,
=
(ksr)'
= (3 In
n/3E)\177v,v.
The
that
thermodynamic
Q(N,
V, E)
macroscopic case.
that temperature is positive requires monotonic increasing function of E. For systems encountered in nature, this will always be the
condition
be a
fact
as
an
obvious
one, however,
noninteracting
consider
spins
the
following
puzzle:
Suppose
a system
of N
in
a magnetic
field H
 Z
j1
62
In the ground
f\177
INTRODUCTION
TO
MODERN
STATISTICAL MECHANICS
spins
are
lined
up
with the
field, and
next
1. In
first
excitation
looks
fine
one spin
the
is flipped and
realize
some
implies
that
degeneracy
N,
of the becomes
V)
temperature.
Exercise 3.5*
Assuming
Answer
this
question.
(c\177Q/$E)\177v,v V,
is
positive,
fixed N,
results
and
all
for
microstates
the
molecular
stability,
quences
foundation
derived
during
our
statistical postulate that at are equally likely provides a theory of thermodynamics. The many discussion of that topic (concerning
the
phase
of this
conse
nature.
3.3
Canonical
Ensemble
When applying the microcanonical ensemble, the natural variables characterizing the macroscopic state of the system are E, V, and N. As we have seen in the context of thermodynamics, it is often convenient to employ other variables,and various representations of thermodynamics are found by applying Legendre transforms. In statistical mechanics, these manipulations are related to changes in ensembles. As an important example, we consider now the canonical ensemble the assembly of all microstates with fixed N and V. The energy can fluctuate, however, and the system is kept at equilibrium by being in contact with a heat bath at temperature T (or inverse
temperature/5).
Schematically,
we might
states
A
we refer to
system
here
picture the
with
ensembleas in
v are
Fig.
3.2.
definite
The
the
label
states of
\177Pv
energyeigenfunctions
of Schr6dinger's
equation,
= Ev\177p\177. can
for which
the canonical
ensembleis appropriate
be
subsystem of one for which the microcanonical is applicable. See Fig. 3.3. This observation allows us to derive the distribution law for states in the canonical ensemble. To begin, consider the case where the bath is so large that the energy of the bath, E\177, is overwhelmingly larger than the energy of the system, E\177. Further, the bath is so large that the energy levels of the bath are a continuum and d\1772/dE is well defined. The energy in the
viewed
as a
systemfluctuates
because
the
system
is
in
contact
with
the bath,
but
STATISTICAL
MECHANICS
63
State
N,V Bath
N,V
N,
***
states for
a closed
system
in
a heat
bath.
+ Ev is a constant. If the systemis in one definite number of states accessibleto the system plus bath is Q(E\177) = Q(E  Ev). Therefore, according to the statistical postulaterathe principle of equal weightsrathe equilibrium probability for observing the system in state v obeys
the sum
state
E = EB
v,
the
p\177 oc
Q(E
E\177)
= exp
[In Q(E
E\177)].
Since
E\177
<< E,
In
we can
Q(E
expand In Q(E
= In
Ev)
in
the
Taylor
series
E\177)
Q(E)
We
choose
to
much
expand
more
In Q(E)
rapidly
rather
Q(E)
itself
because
the
is
latter is a
We believe
varying
formula
this because
only
the
former.
In Q
relatively
(which
thermal
well behaved.
those
By retaining
is valid
reservoir),
terms
exhibited
(\177 In
explicitly
in
the
expansion
an
be
infinite
Q/\177E)\177v,v =
fi, we
obtain
exp(fiE\177),
which
of
proportionality
and
canonical (or Boltzmann) distribution law. The constant is independent of the specificstate of the system is determined by the normalization requirement
is the
Bath E B
Total is
isolated
with fixed
E\177
System
N, V, and E
Fig. 3.3.
canonical
ensemble
system
subsystem.
as a subsystem to
microcanonical
64
INTRODUCTION TO
MODERN
STATISTICAL
MECHANICS
Hence,
P\177,=Q\177exp(\177E\177,),
where
Q(I\177, N,
V)=
The
function
Q(IS, N,
variables.
As
depends
upon N
instructive
and
It
these
of
an
example
consider the
is
calculation
the
internal
energy
E(IS, N,
distribution:
V),
which
(E)
in
the
canonical
= (oOQ/o\1776)~,v/Q
= which
(c3
In
Q/c9\177)\177v,v,
suggests
soon
that
In Q
is a
familiar
thermodynamic
function.
free
In
show
that
/5 x In Q
let
is the Helmholtz
this fact
=
energy.
us take
as simply given.
A =
Exercise3.6 Show
TS
(c9\177A/c9\177)\177v,v
E,
where
E
is the
Helmholtz
free energy.
to the
eigenvalues
of Schr6dinger's equation
if therefore, independent fact
the
system
of interest.
In general,
not
impossible,
to obtain.
It is significant,
understood
as
Q = \177
\276
o\177e 1\276 }
= Tr where
e o\177e,
\"Tr\"
denotes
operator
the trace
matrix).
of a
matrix
(in
this
case,
the trace
of
the Boltzmann
that
they
are
a remarkable
once
TrA=TrSS\177A
=TrS\177AS.)
Thus,
to
we know
Q.
without
\177
we
can
use
any complete
set of
equation
wavefunctions
compute
In other
actually
words,
solving
one
may
calculate
Q =
with
exp (/SA)
the
Schr6dinger's
Hamiltonian
STATISTICAL MECHANICS
65
Exercise 3.7 Show that the internal energy, which is the average of Ev, can be expressed asTr (\177et\177/Tr(et\177.
When
calculating
properties
like the
that
the
should be the same as those found from the microcanonical ensemble. Indeed, as the derivation given above indicates, the two ensembles will be equivalent when the system is large. This point can be illustrated in :wo ways. First, imaginepartitioning the sum over states in Q into ;roups of states with the same energy levels, that is
canonical
ensemble,
we expect
values
Q =
\177
e 0Ev
v(states)
/(levels)
where
spacing
that
the
number level.
energy
For
levels
is very
limit
small, and
of states, \177\177(EI) , is the a very large system, the it seems most natural to
pass to the
Q\177
dE\177(E)e
\177,
where
\177(E)
systems,
that
In other
is
words,
for
large
the
Laplace
transform
of
important
theorem
of mathematics
is
uniqueness,the two
ensemble
equivalency
canonical
ensemble.
between
the
two
does not
contradict the
ensembles,
however, compute
because
the relative
size of
in
the
fluctuations
becomes
let
us
systems.
To see
the
why,
canonical
ensemble:
((6E?)
= ((E (E))
= (E2) (E)
2
=
=
Q\177(O2Q/
2 )~,v\177/\177
Q2(OQ/Ol\177)\177v,v
(O21n
Q/Oi\1772)N,V
= (a(E)la13),,,.,,,.
66
Noting the
INTRODUCTION
TO
MODERN
STATISTICAL MECHANICS
definition of
heat
capacity,
C. =
(3E/3T)~,v,
we have
((6E)
2)
own
right to
the
due
to
alterations
in the
will
fluctuation
theorem,
value
is
present context,we
r.m.s.
it
which we
use
discuss
in
Chapter
the
fluctuation
formula
of
of the
is
extensive,
of order
N (where
N is the number
order
particles
in the
N.
Hence
that
the ratio
is,
of the
order
Nm;
(E)
For a
thus
10
23)
this
is a
very small
as a meaningful prediction of the experimental internal energy. (For an ideal gas of structureless particles, C, = a2NkB, (E) = a2NkBT. Suppose N 10 22, then the ratio above is numerically 1011.) Furthermore, the microcanonical
regard
value, (E),
E,
when
In
written
= fl(E,
energy
as
(E)
function will
of be
fl,
N,
by
from
(3
\177/3E)~,v
N, V),
indistinguishable
onical internal
provided
the system
probability
is large.
Exercise3.8
Note
the
\177s=
for observing a system with a given energy exp [ln fl(E)  fiE]. Both
are
P(E)
probable
is a very
value
E.
Verify
this
suggestion by
performing a steepest descent calculation with P(E). That is, expand ln P(E) in powers of 6E=E{E), and truncate the expansionafter the quadratic term. Use this expansion to estimatefor 0.001 moles of gas the probability
for
observing
a spontaneous
fluctuation
in
E of
the size
of 106(E).
3.4
N
Simple
Example
To illustrate
distinguishable
been
describing,
particles
each
of in
STATISTICAL
MECHANICS
67
one
of two states
separated by an energy e. We
listing
n2,
\337 \337.,
can
specify
the state
of a
system, v,
v =
by
(n\177,
n i,
n~),
ni =
0 or
of
1,
system
where ni
gives
the
state
of particle
N
}. The energy
njE,
the
for a
given state
is
Ev
 E
j=l
where we have
To
chosen
the
ground
state as
calculate
the thermodynamic
energy.
model,
we first
apply the microcanonicalensemble.The degeneracy of the mth energy level is the number of ways one may choose m objects from a total of N. That is,
= E/e.
by
The entropy
In f2(E,
N)
and
/5= 1/kBT=(a ln
= el(o For
Q(E,
limit which
f\177/OE)~
0 In
f2/am)\177v.
the last
N)
of
equality to
have
meaning, in
N must
a continuous
becomes
in the limit
approximation
NI
3m In (N 
m)!m! 
[(N
 m)
In
(N
 m)
(Nm)
+ m lnmm]
Combining
this
result
with
the formula
for/5 yields
or
m
N
1
1 +
e \177'
68
INTRODUCTION
TO
MODERN
STATISTICAL
MECHANICS
As a
result, the
energyE = me
as
a function
of temperature
is
E=
which Ne/2
1
Ne
1 + et\177 '
is 0 at T as T> o\177(i.e.,
0 (i.e.,
Use
only
the
ground
state
is populated),
and it
is
all states
are then
equally likely).
Exercise3.9
the formula
together with an expression for S(fi, N). Show that as fl.o\177 (i.e., T>O), S tends to zero. Find S(E, N) and examine the behavior of 1/T as a function of E/N. Show that for some values of E/N, 1/T can be
Stirling's
approximation
for
m/N
to derive
negative.
Of course,
canonical
we
could
also
that
study
the
this
link to
ensemble.
In
case,
the
flA = In
Use
= In
of the
formula
O(fi,
for
N)=
Ev
gives
\177'\177 nN=O,
exp 1
nl, n2 ....
fi
\177'\177 en
j= 1
since
the exponential
factors into
Q(I\177, N)=
an
N
uncoupled
product,
II
i=1
\177
el\177enj
= (1 As
ett\177)
N.
a result
/\177A
= N
In (1
e\177).
The
internal
energy
is
= ( \177flA
(E)
)'\177
ee I\177
\\ 3(fl)
= Ne(1
J~=N1
et\177)
+e
t\177
1,
in precise
ensemble.
agreement
with
the
result
obtained
with the
microcanonical
Exercise 3.10
and
Determine
the
entropy
using
fl(A
show
 (E) ) = S/kB
obtained
N from
for
large
STATISTICAL
MECHANICS
69
Reservoir
or bath
System Nu,Eu
Fig. 3.4.
System immersed
in a
bath.
3.5 Generalized
Let
Gibbs
Entropy
Formula
us consider now, in a rather general way, why ensembles correspond thermodynamically to performing transforms of the entropy. To begin, considera system denoting the mechanical extensive variables. That ku In Q(E, X), and
k\177 \177 dS
changes
Legendre with is,
in
X S =
1\177 dE
\177 dX.
For
example,
V, /\177/\177,
variables
set/\276,
N\177,
then
then
\177=/\177/\177. \177would
Or
if
was the
to the
set of
correspond The
conjugate
respectively.
quantity
\177//\177 therefore
corresponds
to
1 and
2.
Imagine an equilibratedsystem in which E and X can fluctuate. It be viewed as a part of an isolatedcomposite system in which the other part is a huge reservoirfor E and X. An example could be an
can
open
system
in
contact
with
example
a bath
with
particles
and
energy
flowing
the
is
3.4. The probability for microstates in the system can be derived in same way we established the canonical distribution law. The result
is pictured
between the
two. This
in Fig.
P,, =
with
exp(E,,
E=
Exercise
3.11
Verify
The thermodynamic
E and
are
by the
averages
70
INTRODUCTION
TO MODERN
STATISTICALMECHANICS
and
,,
where
Y refers to all the extensive variables that are the system. In view of the derivative relationships,
not fluctuating
in
dln\177Now
 (E) dfl
(X)
d\177.
consider
the quantity
5\370=
We
ka
\177
R,
In
P\177,.
have
\177
kr
Y, P,,[ln
S
,8\234,,
\177X,,]
\337 
ka(ln
S +/5(E)
+ \177(X)).
that converts
In
Therefore, b\177/ka
function
is
the
Legendre
that
transform
is,
to
of (E) and
(X);
which
implies
the
\177
is,
in fact,
the entropy
$. Thus in general
I
sk.\177
This
Pv
lnPv. one.
result
for the
entropy is a
famous
It
is called
the Gibbs
entropy
formula.
Exercise
3.12
\177(N,
Verify
k.
In
V, E)
that is consistent
the
with
microcanonical S =
the
Gibbs
formula.
The most important exampleof theseformulas is that of the grand canonical ensemble.This ensembleis the assembly of all states appropriate to an open system of volume V. Both energy and particle number can fluctuate from state to state, and the conjugatefields that control the size of these fluctuations are fl and fl/\177, respectively. Thus, letting v denote the state with Nv particles and energy Ev, we
have
p,,
= Ex
exp
(/\177E,,
STATISTICAL
MECHANICS
71
and the
Gibbs entropy
S=
=
formula
yields
ks
ka[ln
\177 'v
P,,[ln
Efi(E)
fiE,, + +
fi\177N,,]
\177
or, on rearranging
terms
lnE=
where
fip
V,
p is
Z exp
(fiE,,
volume. (It depends upon upon the sizeof the system.)
fipV,
volume
is a
because
function
of
/5,
fi/\177,
and
the
the
energies
V.
E,, depend
Hence,
the
\"free
and
energy\" for
an open system,
is a
natural
function
of
/5, fi/\177,
in
Fluctuation
the
same
formulas in the grand canonical ensembleare analyzed fashion as in the canonical ensemble.For example,
((6N)2>
((N
(N))2>
= (N 2) N,,N,,,P,,P,,,
(N)
, = Z N,,P,,
=
ZZ
[ 3 2 In E/3(\177g)2]t\177 ' v,
or
((6N) 2)
Generalizations
= (a(N) /
left
v.
to
multicomponent
they
systems can
for the
also be worked
out
in the
same way,
that
and
Recall
convexity
in
of
free
Exercises. our study of thermodynamic stability (i.e., the energies) we found that (3n/3t\177)\177 O. Now we see
are
different
result in a
where
context.
In
particular,
note
that
=
No
is Avogadro's
number, and
since 6N = N=
is
a real
\177 0.
number
Similarly,
C,\177
its square
in Chapter and in this
((6N)
2)
stability ((6E)
that 2)
\177 0.
0,
is positive. Hence, c9(N)/Ofig 2, we found from thermodynamic chapter we learn that kBT2C,,
mechanics
will
In
general,
statistical
always
give
 (o(x)/oD
The
righthand
determines
the
energy.
72
INTRODUCTION TO
MODERN
STATISTICAL
MECHANICS
\177

Region
of
interest
with m
__\177
cells
\177/\177Cell
Huge total
number
Fill.
3.$.
Partitioning
into cells.
3.6 Fluctuations
In
Involving
Particles
this section
we
will
how the we
the
macroscopic consider
illustration,
in
a system
of uncorrelated
the
ideal
we
pV = nRT) follows
the
assumption
of no
interparticle correlations.We
where
considerations
will return to the ideal gas in Chapter4 derive its thermodynamic properties from detailed of its energy levels. The following analysis, however,
interest due to its generality being applicableeven to large at low concentration in a solvent. To beginwe imaginepartitioning the volume of a system with cells as pictured in Fig. 3.5. Fluctuations in the region of interest follow the grand canonical distribution law described in Sec. 3.5. We will assume that the cells are constructed to be so small that there is a negligible chance for more than one particle to be in the same cellat the same time. Therefore, we can characterize any statistically likely
is of
polymers
configurations
by
listing
the =
numbers
(nl,
n2,
\337 ..,
nm), where
i
ni
1, if
a particle
is in
cell
= 0,
otherwise.
instantaneous
total
number
of
\177
i1
ni,
STATISTICAL MECHANICS
73
in
this
number
is
[(.,.j>
(.,>(.j>].
(a)
These
relations
other
are completely
and
general. A
simplification
is
found
by considering
with
each
concentration
which different particles are uncorrelated this lack of correlationis due to a very low of particles. These two physical considerations imply
the case in
(ninj)
= (ni)(nj)
for
i:/=j
(b) (C)
<< 1,
respectively.
Further,
since
ni is
either zero
{ni)=
or one, ni
= rig and
hence (d)
{n\1772)=
{n\177),
where the
identically
last equality
type.
follows Hence,
from on
same size or
to
every
other
cell.
m
The insertion of
= Z
[(n, 2' )
 (rti)2] ,
and the
= re(n1)(1

we arrive
((tSN)
at
2) =m(n\177)=
(N).
By itself, this relationshipis already a remarkable result, but its thermodynamic ramification is even moreimpressive. In particular, since the region of interestis described by the grand canonical ensemble, we know that (see Sec. 3.5 and Exercise 3.15)
Hence,
for a
system of uncorrelatedparticles, we
(3(N)/Ofit\177)t\177,v=
have
(N),
the reciprocal
 p
(afit\177/ap)\177
1,
74
INTRODUCTION
TO
MODERN
STATISTICAL MECHANICS
where p
= (N)/V. Thus,
from
by
integration
we have
tip =
Further,
constant + In p.
(see Exercise
1, relation
standard
manipulations
1.14)
where
the first
and
the
discovered
for
uncorrelated
particles.
l\177p
= p,
where we have set the constant of integration to zero pressure should vanish as the density p goes to zero. This the celebrated ideal gas law, pVnRT, where we identify constant,
since
equation the
the
is gas
R,
with
Boltzmann's
constant
times
Avogadro's
number,
R = ksNo.
In summary,
statistical
we
have implies
shown that
behavior
and
\1776p/p
l.
left
multicomponent
systems are
straightforward
and
3.7 Alternative
Functions
Development of
Equilibrium
Distribution
The
approach
far
begins
with
a statistical
characterization
of equilibrium states and then arrives at the inequalities and distribution laws we regard as the foundation of thermodynamics. Alternatively, we could begin with the second law and the Gibbs entropy formula rather than deducing them from the
few
pages
we
follow
this
of
Entropy
is our
Since
it
satisfies
starting
point, let's
we
check that
with
(extensivity) that
associate
STATISTICALMECHANICS
75
Entropy
Entropy
SB
Fig. 3.6.
Two
independent
subsystems
A and
B.
entropy. Consider a systemcontainedin two boxes, Fig. 3.6). Denote the total entropy of the system by SAB. is extensive, SAB = S\177 + Ss. From the Gibbs formula
and
B (see
entropy
If the
=
where
v\177
EE
\177A
vB)In
and
va
denote
respectively.
Since the
and
B,
Thus
ka
PB(\276\177)
k,
Y\177 P.q(v.\177)
In
P.\177(v.\177)
k,
\177
P,(v,)
In
= Sa
where
+ S\177,
to last equality is obtained from simple calculation shows that
the the
the
second
normalization Gibbs
condition.
This
entropy
exhibits the
Exercise
form
= S\177 + SB.
functional
where
f(x)
is some function
of x,
f(x)
then
the
requirement
that
arbitrary
$ is
extensive impliesthat
constant.
c In
x, where
c is an
76
INTRODUCTION TO
MODERN
STATISTICAL
MECHANICS
The Microcanonical
Ensemble
the
energy,
E,
the number
assembly
of particles,N,
to
the
volume,
V, are
fixed. The
ensemble appropriate
of all j,
such
with
system is
E,
states
we
N,
and
To derive the equilibrium probability that the condition for thermodynamic According to the secondlaw,
(bS)E,V,N
for
state
P\177,
require
equilibrium
be
satisfied.
= O. microscopic
In other
words, the
that
partitioning
of
is the
and
partitioning
maximizes
the entropy.
with
carry
out
a maximization (E)
(N)
procedure
= Z
J
EjP\177,
constraints
(a)
= Z
(b)
and
=E
In
(c)
the
microcanonical
ensemble
N =
constant,
conditions (a),
(b), and
7, +
and
N\177=
seek
P\177for
which
71)
= O,
(c)
and
the
Gibbs
entropy
formula,
=
For
\177 J
5P\177[ka
In
P\177 
ka +
71.
quantity
this
equation
to be
valid
y
for
all
\177SP\177, the
in [
] must
In The constant
P\177 
constant.
the
can be determinedfrom
l=EPj=Eec\370nstant\177 J
normalization
condition
\177.
\177=
1 .
STATISTICAL MECHANICS
77
E.
1
\177=\177,
for
\177
= \177
is
=0,
for Ej\177E
1
= ks
\177. \177
S=+ka
The
In Q.
\177. \177lnQ=kalnQ
Canonical
Ensemble
This
a closed system
the
in
a temperature
energy
is not.
Thermodynamic
a(s+ \177(E) where rr and 7 are Lagrangemultipliers. and the Gibbs entropy formula with
Y, [ks In P\177J
vO=0,
By
combining
Eqs.
(a), (c),
the above,
\177Ei
we obtain
= O.
ks +
all
y]
\177Pj
For
this expression
to hold
Iks
for P\177 
fiP\177,
or
To determine
o\177 and
In
In
ks + crEi
crEi
+ y] = 0
(d)
P\177. =
 ks
ks
+y
y, we
use the
]
6 (E) With
6S
V,N
= T
Eq.
(a) we
find
Gibbs entropy
(6S)v,N=k\177
formula
and
(d) we
find
\177 6P\177
[ a\177Eik\177 +
ks
Y]
k\177
Y\177 6P,\234\177/k\177,
78
INTRODUCTION
TO
MODERN
STATISTICAL
MECHANICS
where
the last
that
equality follows
variation
from
the
fact
that
of
F,j 6Pj
Ej
= 61 = 0.
since
Note
in
the
of (E),
we do not alter
partitioning
the
variation
refers to
changes in P/(i.e.,
states)
with
yields
the
energies of the
statesfixed.Dividing
T=
(6(E))v,\177v
by
(6S)v,\177v
6(e)] 6S
(d)
v,]v
Combining
this result
with
and
the Gibbs
(E)+kuTyT T
Thus
yT
= A
+ kuT,
where
A
(E)
 TS
In
summary,
the
canonical
ensemble
Pj =
where
et\177I\177rJAl,
1 13 =
ka T'
Since P\177.is
normalized, 1 =
\177] P\177 =
e 0A
\177
e 0E,.
Thus,
the partition
function, Q,
Q = \177
is
e 13\177,
also
given
by the of our
From thermodynamic considerationsalone, it is clear knowledge of Q tells us everything about the thermodynamics
that
a 8V QI]T,N
[a(t3A)]
8V
]T,N :
t3p,
STATISTICAL
MECHANICS
79
where
p is
\370(/5'4)!
energy.
= <E),
analysis
therefore,
other ensembles,too. In
weights is equivalent
statement to
the
Gibbs
entropy
of
the
second
law of
thermodynamics.
Additional Exercises
3.14.
By
applying
Gibbs
condition
entropy
formula
(6S)<\177r>,v,<\177v>
= O,
derive the probability distribution for the ensemblethe ensemble in which N and result should be
Pv
grand
canonical
Your
E can vary.
], the
 E \177 exp
[/SEv
+/5/\177N\177
where
v labels
that state
number
of particles)
and
\177, 
3.15. For
where
an
open
multicomponent
6N\177Ni
(N i)
that
is the
type
fluctuation type
from i,
the
the number of
particles of
a
and
/& is
potential
for
of
(6N\177ON\177ON\177.)
to
particle. Similarly, relate derivative. Finally, for a canonical ensemble, evalquantity to the constant volume
capacity
and
the compressibility.
the sizeof the meansquare energy fluctuations ensemble where density does not fluctuate, determines the size of the mean square density
canonical
the
latter
fluctuations. equilibrated
3.16.For
deviation
0.01
moles of
evaluate
system, mean
root
numerically the relative root mean square of the energy from its mean value and the relative square deviation of the density from its mean value.
80
INTRODUCTION
TO
MODERN
STATISTICAL MECHANICS
3.17. (a)
Considera random
the
of
for
variable x that can take on any value in interval a \177x \177 b. Let g(x) and f(x) be any functions x and let (. \337 \337 ) denote the average over the distribution x,
p(x)\177that
is,
(g) =
clxg(x)p(x).
Showthat
and f(x) if
p(x)
for
arbitrary
g(x)
and
only
if
= o(XXo),
where
Xo
is
a point
between
a and
y4:0
b,
and
6(x
Xo) is
the
=0,
ff \234 dy Oo' )=
Note
normalized
l.
is a
width
that at x
two
according
distribution
to
of
this
zero
located
Xo.
random
(b) Consider
probability
variables
with
the
joint
distribution
(f(x)go')
for all
functions f(x)
and
if and
only if
p(x, y)
where p\177(x)
respectively.
and
P20')
are
the distributions
for x
and
y,
3.15.
system of N distinguishable noninteracting spins in field H. Each spin has a magnetic moment of size/\177, and each can point either parallel or antiparallel to the field. Thus, the energy of a particular state is
Consider a a magnetic
N \177
nd\177H,
ni =
41,
direction
where
nd\177
is the
magnetic
moment
energy
in
the
of the
field.
of this
system as
function
STATISTICAL
MECHANICS
81
of fi,
these
H,
and N variables.
by employing
an ensemblecharacterized by
function
of this systemas a
of
fi,
energy and
Exercise
entropy
for
this
the
system
described
in
3.18,
derive
the
average total
magnetization,
(M)
=
1
/.tn i
as a
function
of fi, H, and
N.
where
(b)
Similarly,
determine
(((\177M)2),
result with
the
susceptibility
(c)
behavior of (M)
studied
in
and
((6M)
2)
in
the
limit
3.20.
Consider
system
Exercises
3.18
Use an
magnetization
over
is fixed,
and
as a
temperature,
variables
for
that
ensemble.
Show that
way
large
N,
the result
in
obtained in this
3.19.
is
to that
obtained
Exercise
3.21.* In this problem you consider the behavior of mixed valence compoundssolvated at very low concentrations in a crystal. Figure 3.7 is a schematicdepictionof such a compound. We shall assume the compound has only two configurational states as illustrated in Fig. 3.8. The two states correspondto having the electron localized on the left or right iron atoms, respectively. This type of twostate model is like the LCAO
Fig.
3.7. A
mixed valence
compound
conceived
of as
two cations
plus
an
electron.
82
INTRODUCTION TO MODERN
STATISTICAL
MECHANICS
(State B)
of a
mixed valence
compound.
treatment of the H\177 molecule in elementary quantum chemistry. In the solid state physics literature, the model is called the \"tight binding\" approximation. In the absence of the surrounding crystal,the Hamiltonian
for
a compound
is
IA )
\177o
with
matrix
\177o
elements = 0
(AI
\177o
= (BI
lB )
the
of energy),
(AI
The dipole
\1770
lB)
=a.
for
states
A or
is given where
simplicity,
by (Aim
[A)
=(elm
In),
further
denotes
the
electronic that
B;
imagine
and
I
betweenstates A
{A
compounds
tonian
dipole operator. For there is negligible spatial that is, and electric is
overlap
B )
=0
{AimlB) =0.
impurity
couples to the
the
mixed valence
\177.
crystal field,
The
Hamil
each
compound
(a)
Show
that
when
\177=0,
the are
eigenstates
of
the
single
compound Hamiltonian
I
1
+
) =x\177[I A)
are
+ lB)l,
+A.
Compute
the canonical
weighted the
partition
sum
function \177=
for
the
system
of
mixed valence
compoundswhen
with trace
matrix
the
Boltzmann performing
(ii)
by (i)
configurational
states
]A) and
STATISTICAL
MECHANICS
83
diagonalize rn but not \177o. Nevertheless, the two computations should yield the same result.Why? (c) When g is zero, determine the averages (i) (m), (ii) (Iml), and (iii) ((6m)2), where 6m = rn  (m). (d) When g:P0, the crystal couples to the impurity compounds, and there is a free energyof solvation, [A(g)A(O)]/N, where N is the number of compounds.Compute this free energy of solvation by (i) first determining the eigen energies as a function of g, then performing the appropriate Boltzmann weighted sum, and (ii) performing
the appropriatematrix
IA
and
lB).
the
though might
find
it
trace employing configuration states The two calculations yield the same result, second is algebraically more tedious. (You useful to organize the algebra in the second
case
with with
by exploring
\177:PO,
the propertiesof
{Iml)
Pauli
spin does
matrices.) (m)
(e) When
compute
and
{m).
Why
what increasing
is found g?
when
g = O.
(a)
Consider
Weals
a region
equation
within
fluid the
\177p=p/(1bp)\177ap
of
in
the
value of the density in that region average by an amount 6p. Determine,as a function p, a, b, and L3, the typical relative size
fluctuations;
that system L3\177 that
is,
evaluate
((6p)2)m/p.
these Demonstrate
of
one the
considers
observations
of a
macroscopic
macroscopic,
(b)
fluid
is at
its \"critical
(aCp / ap)\275
point\"
when
(2\275p / density
= 0.
and
a and of size
critical
point
temperature
That
for
is,
the
van
function
der Weals
of
equation.
b.
and Pc
Focus attention on a subvolume L 3 in the fluid. Suppose L 3 is 100 times the space filling volume of a moleculethat is, L3\177 100b. For this region in the fluid, compute the relative size of the density fluctuations when P =Pc, and the temperature is 10% above the critical temperature. Repeat this calculation for temperatures 0.1%and 0.001% from the critical temperature.
as a
84
(d) Light that
the
INTRODUCTION
TO
MODERN
STATISTICAL MECHANICS
we
can
observe
with our
of
order
of 1000 \177.
Fluctuations
cause changes
produce of fluid
in the
across visually of
changes
scattering
region
1000 \177
contains
calculation
density fluctuations, we will these fluctuations. On the basisof the type performed in part (b), determinehow close
the critical point a system must be before critical fluctuations become optically observable.The phenomenon of long wavelength density fluctuations in a fluid approaching the critical point is known as critical opalescence. (Note: You will need to estimate the size of b, and to do this you should note that the typical diameter of a
to
5 \177.)
containing a solute speciesat very low solute molecules undergo conformational transitions between two isomers, A and B. Let NA and NB denote the numbers of A and B isomers, respectively. While the total number of solute molecules N = NA + NB remain constant, at any instant the values of NA and Na differ from their mean values of (NA) and (Na). Show that mean square fluctuations are given by
( (NA
where

(NA)
) 2)
x\177x\177N,
xn
and
x\177
are
the
average
mole fractions
of
and
species;
that is,
/N.
that the
[Hint:
low
You
will
need
that
to assume
each
solutes are at
such
concentration
solute
molecule
is uncorrelated
3.6.]
Bibliography
There
statistical
are many
mechanics.
excellent texts
For
treating
the
basic
elementary
principles of
example:
to Statistical
T. L. Hill,
Introduction
Wesley, Reading,Mass.,1960).
Thermodynamics
(Addison
G.S.
University
Rushbrooke,
Introduction
to Statistical
Mechanics
Mechanics (Oxford
& Row,
Press,
Oxford,
Statistical
1951).
(Harper
D. McQuarrie,
N.Y.,
1976).
F.
Reif,
Fundamentals
(McGrawHill, N.Y.,1965).
of
Statistical
and
Thermal Physics
STATISTICAL
MECHANICS
85
The following
are
somewhat
more Mechanics
advanced (World
S. K. Ma, Statistical
1985).
R. Balescu,Equilibrium
and
Nonequilibrium
Mechan
/cs (John Wiley, N.Y., 1975). M. Toda, R. Kubo, and N. Saito, Statistical Physics I (SpringerVerlag,
N.Y.,
1983).
that
Each
chaos.
contains chapters
introduce
modern and
ideas
about of
statistical
ergodicity
and
A colorful
is given by
discussion of the
Atkins,
history
principles
mechanics
Second Law (Scientific American Books and and Co., N.Y., 1984). This book also contains instructive illustrations of concepts concerning chaos and chaotic structures including codes to run on microcomputers.
P. W.
The
W.
H. Freeman
CHAPTER
NonInteracting
(Ideal)
Systems
In
this
chapter
we consider
statistical
quasi
mechanics.
particles)
These that do
principles
other;
these
models
computation
are
statistical
mechanics
prescribe the
of
partititon
functions
like
Z exp (/\177E\177)
or
Y\177 exp
[/\177(E\177
/\177N\177)].
Boltzmann weighted sums over all possible fluctuations, microscopic states permitted by the constraints with which we control the system. In the first sum, only states with the same number of particles are considered; in the second, particle numbers fluctuate, too, and the chemical potential term accounts for the energetics of changing particle number. Notice that if we restricted the second sum to include only those states v for which the number of particles Nv had the value N, then the second sum would be
These
are
that
is, all
proportional
to the first.
functions
are
central
to the
Boltzmann
theory since
weighted
the
sum
probability
for
something
over
rence.
particles,
or microstatesconsistentwith that For instance, in an open system where the number Nv, can fluctuate from state to state, the probability
all fluctuations
to occur
is the
occurof
of
NONINTERACTING
(IDEAL)
SYSTEMS
87
having
precisely
N particles
is
/\177N\177)] =
PNOC
'\177'.(\177)exp 'v
[/\177(E\177
(/\177E,,~),
where
the
superscript
those the
\"N\"
includes only
states
on the summation indicates that the sum v for which Nv = N, and those states are
labeledwith
In the and
index
occur
fluctuaas compared with Boltzmann's thermal energy, kBT = \177\177. Thus, higher T allows for greater fluctuations or randomness, and as T\1770, only those states for which the energy per particle is the same as the energy per particle of the ground state are accessible. The systematic exploration of all possible fluctuations is often a very complicated task due to the huge number of microscopic states that must be considered, and the cumbersome detail neededto
of spontaneous
spontaneously,
tions is governedby
of these
fluctuations
characterize thesestates.
mechanics
this
This
complexity
difficult
is the
subject.
reason
As
why
statistical
in
book,
is often however,
regarded as a
we
will
we proceed
introduce
practical methodsfor
sampling
relevant
these are factorization approximations system is composed of noninteracting of models consideredin this chapter.
To
energy
to a number of fluctuations. The simplest of that become exact when the degrees of freedomthe class
the
reader
understand
Ev
v
breaks
label
depends
independent
how the factorization into two parts: E\177 = upon n and m, and
where
the state
n
are
Y\177 exp
(/SE(n
\177))exp
(/SE(m2)),
n,m
can be
factored as
Q=[\177n
eXp(I\177E(nU)][\177m
eXp(I\177E(m2)) 1
= QO)Q(2),
introduces
QO)
and Q(2)
as the
E(n \177)
Boltzmann
sums
associated
with
the
energies
and the
respectively.
88
INTRODUCTION TO MODERN
STATISTICAL
MECHANICS
that
(EO)E (2)) =
=
Q\177
Y\177 E(J)E(\177
) exp
[\177(E? +
E\177))I
[a In
Q\370)la(15)] [a In
Q(2)IO(15)]
degrees of
are
N uncorrelated
finds
Q(\177.
QO)Q(2)...
degrees of
to
the
fo\177ula
\177is
facto\177ation
therefore
implies
that we only
need to
Boltzmann
for one degree of freedom and then simply take of this result. To dramaticthe significance of such a simplification, suppose a system had N = 1\177 degrees of freedom, and each couldexist in one of five microstates. \177e total number of states to be sampled for the entire system is 5\177an impossibly largenumber. \177e facto\177ation, however, implies that we need only
sample
microstates
enumerate five states. In some cases, the factofization approximation is applicable because the system is composedof uncorrelated pa\177icles. An ex\177ple is a classical ideal gas. Here, the energy is a sum of onepa\177icle energies, and, if the pa\177icles were distinguishable, the pa\177ition function would be simply q\177, where q is the Bolmmann sum over states for a single particle. Further, at the high temperatures for which \"classical\" models are good approximations to reality (made precise later), the number of single pa\177icle states available is ve\177 large compared to the number of particles. In this case, each Nparticle state o\177urs NI times, corresponding to the number of ways of assigning the N distinct oneparticle states to the N indistinguishable particles. Hence, the correct partition function is
explicitly
N!
qN.
Without
the
factor
of (N!) \177,
factorization
we
would
be
overcounting
is applicable
the even
distinguishable states.
approximation
when the
particles
in the
one
that
it
is
that
possible
depend
variablesvariables
NONINTERACTING
(IDEAL)
SYSTEMS
89
State
Fig. 4.1.
State states
State 3
State
The four
of a threeparticle
system
with
two
single
particle states.
vibrational modes of a solid. These modesare called phonons. Another example is the occupation numbersfor quantum mechanical systems composed of noninteracting particles. In this chapter, we will consider phonons, occupation numbers, classicalideal gases,and a number of other examples to illustrate how the factorization method is applied.
large collection of
particles. An
example
is
the
small
amplitude
4.1 OccupationNumbers
The
first
step
microstates.
classification
of
can
be specified
wavefunction for that state, tffv(rx, r2, \337 \337 \337, r\177v). Here, tffv eigensolution to Schr/Sdinger's equation for an Nparticle the particles are noninteracting (i.e., ideal), then the wavefunction can be expressedas a symmetrized* product of single particle wavefunctions. Let us denote these single particle wavefunctions as q\177x(r), q\1772(r),..., ffpj(r), .... For a particular state, say v, tff\177(r\177,..., r\177v) will be a symmetrized product containing n\177 particles with the single particle wavefunction q\177, n: particles with the single particle wavefunction q\177:, and so on. These numbers, n\177, n:,..., nj,... are called the occupation numbers of the first, second,...jth,... single particle states. If the N particles are indistinguishableas quantum particles are then a state, \276, is completely specified by the set of occupation numbers (nx, n:,..., nj,... ) sinceany more detail would distinguish between the nj particles in the jth single particle state.
For example,
can
consider
three
circles) which
All
exist
in one
the possible states for this threeparticlesystem are exhibited in Fig. 4.1. In terms of occupationnumbers,state has n\177 = 0, n o = 3; state 2 has n\177 = !, n o =2; and so on. Noticethat an occupation number is a collective variable in the sense that its value depends
upon the instantaneous state of all the particles. Let us now express the total number of particles and
*
the
total
90
STATISTICAL
MECHANICS
energy
of the occupationnumbers.Let
v
(n\177,
n2,
. . . ,
nj, .
. . ) = vth
state.
Then
Nv =
Let
e\177 be
\177
nj =
total
number
of particles in the
vth
state.
the
energy
Ev
of the jth
=
\177 e\177n\177 =
in the vth
state.
or
Particles with halfinteger spin obey an exclusion principle*' nj = 0 1, only. Such particles are called fermiohs and the statistics associated with nj = 0 or 1 is calledFermiDirac statistics. Particles with integer spin obey BoseEinstein statistics: n\177=
2, 3,
0, 1,
....
These
particles
are
called
bosons.
4.2 Photon
As
Gas
of how
an
example gas
we use
occupationnumbers, considerthe
field in thermal equilibrium with
its
photon
container.
the
thermodynamics
of
this
system.
found
having
From
that
the
the
theory
of
the
written
frequency.
energy
of a
energy
energy
omitted),
is
where n =
by the
netic field
and
specified
can
be thought energy
of the free electromageach of the \"oscillators,\" of as the number of photons in a state with
hw.
0, 1, 2, ....
is ntiw
we
(zero
point
Thus,
are
led
to the
A state
number n for
single
\"particle\"
Photons
nical
partition
statistics:n = 0, 1,2,....
Z
The
cano
e/\177'4
Q =
Z
v
et\177E'
e16(nlel+n2e2+'\"+njej+'\" )'
nl,n2,...,nj,...
=0
where
and
we have
denoted
hwi by
of independ
E\276,
The
requirement
principle.
that the
wavefunction
be an
antisymmetric
product
implies the
exclusion
NONINTERACTING
(IDEAL)
SYSTEMS
91
ent portions,
we have
Q = II
j
e13nj\177'
\337
The
term
in
brackets
is just
a geometric
series, thus
Q(photon gas)=I[ !
From Q =
value
1 e 1
t\177j.
this
formula,
One
e t\177A.
of
the
we can obtain all the propertieswe want since that is particularly interesting is the average occupation number of the jth state, (nj). In the
quantity
canonical
ensemble
\177 nje
\177
\177
nje13(n\177+\"'+nj\177j
+'\
(nj) =
E e t\177e\177
_.. nl,n2
....
Q
Z hi,n2,...
c?lnQ
e15(n\177e\177+'\"+njej+'\]/Q
Returning
to our
formula for
Q we thus
In
have
(n\177)
+ a(flei)
(1
 e t\177)
= et%/[1
 et%]
=[e
\177
or
(n\177)
1] 1,
which
is called
Exercise
the Planckdistribution.
4.1
For
the photon
gas derive a
formula
for
the
correlation
function
4.2*
( 6ni 6nj )
where 6ni
= n\177
( ni
\177.
Exercise
Use
energy
density
that
the
is a
constant,
(:r2k\177/15tt3c3).
struct a formula
the
number
to use the
cavity
wave
equation
and
with
frequency
You will need to conof standing wave solutions for waves in a threedimensional between w and w + dw. ]
92
INTRODUCTION
TO
MODERN
Positions
in
gas\177the
a low temperaturesolid.Fora
be
enough
lattice,
expanded
coordinates
it
from
their
equilibrium
As a result, the potential energy in powers of the displacement of locations. For many applications,
is
a good
order
expansionat
quadratic
(Potential
Energy)\177
Uo +
X
\253 \177.
\177
(s,,\177
(o)
i,j=l
($jy
a,y=x,y,z

where
s!\370\177 ) is
si\177
is
the
value
of the
particle
i,
and value of energy). Note the absenceof a linearterm in this formula; appear because the first derivatives of the potential energy are zero at
the
is
a (force)
minimum. in the harmonic function of all the that different coordinates are coupled or the DN x DN matrix of force constants. dimensionality, and there are DN coordinates
that
matrix,
Let us consider the consequences of the fact approximation, the Hamiltonian is a quadratic
coordinates. It is
true
(Here,D denotes
in
the
total.)
But
are
symmetric,
since the elements of the force constant a theorem of linear algebrais applicable
that
says
it is
possible to untangle the quadratic function by finding a set of normal coordinates or normal modes. Each normal mode of a harmonic system is a coordinate that oscillates at a given frequency and independent of all other normal modes. There are DN such coordinates for any harmonic (i.e., quadratic) Hamiltonian. Each normal mode is a linear combination of the original set of coordinates, {si,\177}; and when we adopt normal modesas our coordinates, the total Hamiltonian can be written as a sum of DN independent
onedimensional quadratic
To explicitly
system,
identify
(i.e., the
harmonic
oscillator)
Hamiltonians.
harmonic
normal
modes
diagonalize a DN x DN matrix. For some discussion of the procedure, see, for example, McQuarrie's Statistical Mechanics (Sec. 11.4) or Hill's Introduction to Statistical Thermodynamics (Sec. 5.2). But for the treatment we give here, we need only accept the fact that a quadratic form can be diagonalized. Therefore,by adopting the harmonic approximation, we know
one
of a
particular
must
NONINTERACTING
(IDEAL)
SYSTEMS
93
that the
where
\177,\177 =
harmonic
with
oscillator
Hamiltonian
frequency
w\177.
a fundamental
Once frequency
again,
recall
\177ois
that the
(\253+
n)fi\177o,
0, 1,
2, ....
denote
Thus,
we
introduce
the
number
of phonons in
the
Then
the
form
energy of
where DN
Eo =
+
U0 as
take
the zero
of energy.Then the
for
the lattice
becomes
\177
=0
into
exp[/5
(12
exponential factors
product
of independent
terms,
Q = I[
The
exp
/5(\253 + n)fio\177
sum over n
formula
for
a geometric
series
yielding
In Q
\177 ln[exp(/5\177o\177,\177/2)\177'=1
exp(/5\177r%/2)].
Exercise
4.3
Verify
this formula.
by
introducing
frequency
dw =
94
INTRODUCTION
TO MODERN
STATISTICAL MECHANICS
Then
do
g(w)
ln[exp(/Shw/2)
exp(/5\177co/2)].
This for
formula harmonic
thermodynamics
that
only
one
phonon
level
is
g(o) =
\177(\177 
co0),
of
and determine the low temperature behavior monic solid. (This pictureof a latticeis called the
model.)
a harEinstein
Exercise
4.5* Assume
plane
so that
D'
(ND2/COoD)CO
co <
coo,
= O,
is a
co >
coO,
determine solid.
ture behavior of a
(This
is calledthe
is
Debye
model,
and the
cutoff frequency,
called
the Debye
frequency.)
Particles
Consider
a system
of N particlesthat
of the
obeys
BoseEinstein
statistics
and does
evaluating canonical
the
Unlike the photon or phonon gases massless quasiparticles, the systems we considerfrom now on are composed of particles that cannot be created or destroyed. Thus, if we want to use the occupation representation of states when performing the sum necessary to calculate the canonicalpartition function, we must constrain the sum
(/SEv).
that
to
of
evaluate
ensemble
thermodynamics partition
composed
NONINTERACTING
(IDEAL)
SYSTEMS
95
to those
states
in
which
the
total
number
of particles is fixed
Z njej].
at
N:
Q=
nl,n I
exp
I
[fi
such that
J
Here
(as
always),
ej denotes
single
particle
state.
The
restriction
on the
in
the
equation
produces
precise solution statistical mechanics in the grand canonical restricted sum does not appear.
can
be
solved;
but the
partition
function
is
eB(Evl\177Nv),
where
v denotes
a state
with
N1/particles
and
energy
El/. In terms
of
occupationnumbers
E = nl,n2,...,nh... Z
exp [fi
Z (ej /\177)ni].
Here,
the exponential
E =
factors and
II
we obtain
\337
e t\177t'v=
e_t\177(\177/_\177,)n \177 =
i
or
 e
fipV =
The
In
E =
\177
In
[1
et\177\370'\177)].
average
occupation
number
\177 nj\275
is
(,,j)
1/
SInE
Using
this formula
with
for
the ideal
(nj} e
\177(\177\177) 
Notice the singularity when/\177 = e\177. At this point, {n\177} diverges; that is, a macroscopic number of particles pile into the same single particle state. The phenomenonis called Bose condensation, and the condensation is thought to be the mechanism for superfluidity.
96
INTRODUCTION
TO MODERN
STATISTICALMECHANICS
Recall
state. the formula we have just derived,the chemical in an ideal phonon gas is zero. the chemical
number
potential Similarly,
that photons and phonons are bosonsin can exist in the same singleparticle
the sensethat
Thus
any
according of
to
a phonon
potential
of a
photon
in
an
ideal
photon
gas is
zero.
Fermiohs
We
now
consider
much
easier
ensemble's
an ideal gas of real Fermi particles. Onceagain to work in the grand canonical ensemble, and partition function is
it is this
=
Here
y_.,
exp
,a
y_.,
0 fermions,
particles,
for
nj =
the
0 or
1 only.
As
is always
exponential
in the
sum
= YI
or
\1776pV
= In
E =
\177
In [1
et\177(oeJ)].
Once
\177 In
again,
the
average
occupation
number
1
is given by (nj)=
\177/o(/\177ej):
e o(\"\177i)
(nj)
1+
e t\177(\177'\177O e t\177(\177j\177O + 1
'
which is
In summary:
(n\177)\177.\177,.=
B.E.
Information
about correlations
the
between
different
particles
can
be
described
with
averages
identical
probability
To be
a particle
specific, let us consider n i is either zero or one, and is in single particle state i.
that
(nine)
= joint
probability
a particle
is in
NONINTERACTING
(IDEAL)
SYSTEMS
97
and
gij
{ninj
 {ni
} c\177 O = joint
probability
another
that a
particle is in
is in state
state i and
Exercise 4.6 Deducethis
last
particle
j.
assertion.
[Hint:
each
Express
particle
in
4.7
For gij as a
identical
fermions,
4.5
Electrons
in
Metals
As an illustration, we now consider the thermal properties of conducting electrons in metals.To a good approximation, we can model these electrons as an ideal gas of fermions because at high enough densities, the potential energyof interaction between identical fermions is often of little importance. The reason is that since no two identical and therefore indistinguishable fermions can exist in the same state, a high density system will necessarily fill many single particle energy levels. The lowest energy of unoccupied states will have a kinetic energy many times that of kaT, and it is excitations into
observed
these
states
finite
that
produce
temperature
particle
the fluctuations associated thermodynamic properties. Thus, system of fermions is high enough,
with
when
the satisfy
of interactions between particlesbecomes negligible. As we see shortly, the conduction electronsof most metals the criterion of high density. If we assume the conduction are an ideal gas, the average number of electronsoccupying single particle state is
electrons
the
jth
(nj} = F(ej),
where
F(e)
is the
Fermi function
F(e) =
and
[e\177(\177\177) +
1]',
ej is
ej=
with
(fi2k2/2m),
rn denoting
electron
wavevector,
k,
is quantized
according
to k=
(inx+ \177'ny +
no, =
O, 1,
2,...,
98
INTRODUCTION
TO MODERN
STATISTICAL MECHANICS
L 3= V is the (cubic) volume of the material containing the electrons. These are the standard electron in a box formulas. Notice that the state index, j, must specify the quantum numbers, nx, n\177, and nz. In addition, j must specify the spin state (up or down) of the
where
electron.
Since
(N) =
\177i
(ni),
we
have
(N)=2
dep(e)F(e),
for the
of
where the
states, and
with
factor
of
2 accounts
degeneracy
of
the
two
spin
structureless
single
particle states
energy
e and
e+
dnx
de. Equivalently,
dny
dn\177
(N}=2
F[e(k)]
(2\177)3
dkx
dky dkz
F[e(k)]
[2V/(2\177r)
3] f
dkF[e(k)], enough
that
for
large
so
volumes
V,
the
spectrum
equality
simply
over
all kspace.
Exercise
that over
the
n,\177 as
incurred
are negligible
To
proceed,
consider
the form
At
T =
0,
F(e) =
1,
e<
e >
t\177o,
= O,
Po,
at
where/\1770 it
is
the
chemical
is
often
called
T =
PF,
0;
is
defined
by
P2\177/2m =
fi2k2\177/2m'
NONINTERACTING
(IDEAL) SYSTEMS
99
F(e)
\177
2kB
:,\177
\1771\177
/.to
T=O
Fig.
4.2. The
Fermi
function.
Thus,
at T
= 0,
we can perform
the =
integral
over F(e)
to obtain
(N):
(
A
atom
N)
[2 V
/ (2=)3]\1773:rk3e.
typical
metal,
an
Cu, has
electron
donates
from
this density
which
proximation
verifies
is
that
even
at
room
temperature,
the ideal
gas ap
accurate.
Exercise
4.9 Show
that
the
number
and
conclusion
cited
4.2
provides
a sketch
\177o/kB
of the Fermi
room
function
for
tempera
tures
(e.g.,
temperature).
in Fig.
when
4.3.
computing
= 2
de p(e)F(e)e
=
where
deO(e)(dF/de),
term
in
is zero)
ao(e) =
dx 2p(x)x.
100
INTRODUCTION
TO
MODERN
STATISTICAL MECHANICS
dF e)/de
\177
\177
#o
Fig. 4.3.
Derivative
of the
Fermi function.
localized
near
=/\177o
and
\177(e) is
regular,
we
\177(e) about
e=
t\177o and
obtain
o \177..
L dE m
J e_Ia
'\177E
(E  \1771.\1770) m dE
= (constant)
Exercise 4.10
Verify
result.
[Hint:
Introduce
and
the
the
t\177
note
conducting
is linear
C.o\177
material
in the
been verified by many experiments. commented on our neglectof electronelectron interactions. We have also neglected interactions between the lattice atoms and the electrons.That is, we have neglected electronphonon interactions. It turns out that these subtle interactions are responsible
We
for
the
phenomenon
of superconductivity.
4.6 Classical
We
quantum
now
consider
mechanical
of ideal
This
is
particlesis given
by
\177 [et\177(\177J\177') +
by
N =
\177i ni.
The
(ni)

11 x,
NONINTERACTING
(IDEAL)
SYSTEMS
101
where
in the
thermodynamic
upper sign
When
is for
statistics.
The the
more
the
small)
and the
for
FermiDirac statistics average density (N)/V is temperature is high (/5 is single particle states are
accessible than
impliesthat
the
the relation
(nj)
must
be
small;
that
is,
the
FermiDirac
and Bose
e
Note
limit
o(\177i\")
\177
1.
(a)
is true
case
for
all
ej,
then
fi/\177
>> 1
when/5*
and p * 0. The
of a
of/5*
0 and
p * 0 corresponds to the
classical ideal
of
gas.
inequality,
By virtue
in the
the
severe
we have
(b) is
(nj) =e t\177(\"\")
condition
classical limit.
determined
by the
(N> = Z
or
J
Y. J
et\177(\177J\177')=
t\177'\177'\177 e t%,
(/v)
\177 eOeJ
(c)
Thus,
combining
(b) and
(c), we find
e/%
which
is the
note
that
factor.
Indeed,
particles
in the jth
single particle
state, we have
N
probability
in oc
of finding
particle
a particle
single
state j
eO\177.
Now,
let's
evaluate
function
in the
classical
is
related
to the
Helmholtz
=ln
Q,
102
INTRODUCTION
TO
MODERN
STATISTICAL MECHANICS
canonicalpartition
I\177pV
is
related
to
I\177pV
by
=lnE.
Recall
(E)
+pV
TS,
and
the
Gibbs
free energy
is G =/\177(N)
In Q((N),
partition
for
ideal
fermions
or bosons
this
equation
yields
V,
In Q((N),
where
T)=/\177/\177
(N)
\177
ln[1
et\177(\177'\177J)],
the
upper
sign is
(a)
for Fermi particles and the lower and the expansion of the logarithm
becomes /5/\177{N)+
have Y\177
for Bose.
In (1
+ x)
equation
V, r)=
Q({N),
Inserting
formula, we
In Q({N),
V, T)=\1776/\177{N) + of (c)
In (N)
{N).
Next, notethat
the
logarithm
/5/\177 =
gives
In \177]
so that
In Q
where
proximation
= N
In
+ N
+ N
In
Y\177 e
we
have
In N!
replaced
= N
In
limit)
to obtain
Q ' \177.i
in
the
classical
in the
limit. The
indistinguishable.
the
fact
that the
quantum
particles are
statistics
is
the
only remnant
classical limit.
for
of
This formula
be
derived
by
an
of the
does
classical idealgascan
not
make
use of
our
the
of theory,
fermion and boson gases. In particular, N indistinguishable and uncorrelated pareven when particles do not interact,
correlations
implies
due
to the
the
required
moment
symmet
rization
of
wavefunctions.)
If we
ignore
for
the
indis
NONINTERACTING
(IDEAL)
SYSTEMS
103
tinguishability, the partition function is a single particle partition function, q, raised to the Nth power, q\177V. As discussed in the introductory remarks of this chapter, however, this result overcounts states. The reason is that there are N! different ways to assignthe same set of distinct single particle state labels to the N particles. But each way is equivalent since the particles are indistinguishable.
Hence,
the
result
should
be
(N!)\177q
\177v,
which
corrects
for
the
overcounting.
will now use the result of the classical limit and consider a system of structureless particlesof mass rn in a volume V. The energy is due solely to translational centerofmass motion. The single particle
We
energy
can
be
expressed
\177/2k2 Ek
as
2m
'
k =
\177 (nxi
+ rty 9
nz\177).
Here
L =
V\177/3;
nx,
%,
threedimensional is then
box
nz go from 1 to \177. (ek is the particle in energy level.) The classicalpartition function
Q(N,
In the
V,
T)
= (N!)
\177 nx,
(/\177h2k2/2m
large.
mand
classical limit,/\177h is small, and in the thermodynamic limit L Thus, the difference between consecutiveterms in the sumis small, and the sum can be taken over into an integral:
is
L
An,,
L
Akx
\177
= 
 dkx,
Any
= LAky
L >dky,
and
n x , ny,nz
('\177
11)4
INTRODUCTION
TO
MODERN
STATISTICAL
MECHANICS
Thus,
nx,
ny,nz
x exp
[flfi2(kx\177
+ ky\177 + k\177)/2m]
ctkx
x exp
ctky
clkz
ky \177 +
[flfi2(kx 2 +
k\177)/2m].
Defining
the variable
p =/fk,
we
have
e where
ways.
15p212m
l N
dp
The
denotes
result
dpx is
dpy
dpz.
The
integral
can be
done in
many
e I\177/\177= Q(N,
The
V, T)=
N!h3\177V
internal
energy,
(E),
and the
pressure,p, aredetermined
in
the
usual
way:
a_3
/\177p =
(,3 3V In
\177
N /\177=\177'
or
pV=NksT.
Experimentally, the equation of state for a classical dilute gas is found to be pV = nRT where R is the gas constant and n the number of moles. Our result says that pV = NksT. This is why, as already stated in Sec. 3.6, the arbitrary constant k8 has the numerical value k\177 = R/No = 1.35805 x l0 \1776 erg/deg, where N0 is Avogadro's number. The reader may find it useful to contrast this derivation of the
classical
ideal
gas law
with
the
development
carried
out
in
Sec.
3.6.
earlier derivation, we did not explicitly invoke a classical limit; we assumed only that different particles were uncorrelated. Does this mean that noninteracting quantal fermions or bosons obey the equation of state pV = nRT? Theanswer is no. Indeed, see Exercises 4.184.20. The reasonis that, even in the absence of interparticle
In the
interactions, the
quantum
mechanical
nature
of
particle
numbers
indistinThus,
guishability implies the existenceof interparticle while the correlations between different occupation vanish with BoseEinstein and FermiDirac
correlations.
may
statistics,
the
NONINTERACTING
(IDEAL)
SYSTEMS
105
interparticle
nontrivial.
correlations
These
correlations
4.8
to
Dilute
Gas
illustration,
of Atoms
we now consider a gas of atoms and attempt internal structure of these particles. We specify
As a further
account
for the
the
state
of an
atom
with
\337
state
of nucleus
 (i' n, [).
centerofmass
electronic
translation
state
The
nuclear
structure
centerofmass translations are uncoupled from the (described with n and v), and to a good approximation, and electronic degrees of freedom are uncoupled
internal
the (so
that
and v
are approximategoodquantum
Y\177e
numbers).
Thus
t% =
Y\177 exp
(l\177fi2k2/2m)
I i
Y\177exp
j
I
n,v
qtr!.s(T,
V)
qi!t(T)
state
V.
e.,, represents the energy for internal qi.t(T) is said to be independent of the volume eoo denote the ground energy.Then
where
(n, v).
[Note:
Let
Why
is this?]
qi.t(T)=e
For
exp
[/5(e,\177
 eoo)].
large
many
atoms,
internal
compared to the
to ksT. (For example, 1eV For this situation, the only terms
corresponds to ksT
contributing \177oo.
when
T \17710,000\370K.)
significantly Hence
sum
are those
with
the
same
energy
as
qi,t(T)
of ground
level)
= et\177OOg\177,\177,C)g\177 \275\177ec)
where
g[nUc)
and
g[\275\177\275\177) are
the states,
electronic
spin
degrees
of freedom
are
=
important
nucleus,
then
gg\"U\177)
(21 +
1), of the
where I
is the total
spin
quantum
number
nucleus. Combining
106
all of
INTRODUCTION
TO
MODERN
STATISTICAL MECHANICS
these formulas
,SA
leads
to V)q\177,(T)]
=
=
In
[(N!)\177q\177,,.s(T, + Nln
l\177Neoo
[go(2I
+ 1)] +
In [(N!)lq\177a,,(T, V)].
qtrans(r, V) was analyzed in the previous we studied structureless particles.Noticethat the internal structure affects the energy and entropy of the gas, but it leaves the pressure unaltered. Before leaving our discussion of atoms, the following puzzle is worth thinking about: The electronic energy levels of a hydrogen
factor
The
involving
example
when
atom
go
as
En
(\234o/rt2),
n =
1, 2,...,
Thus,
qi.t(T)=
where
g\177e \177\370 4
g2e
\177\370/4 4
g3
gne
degeneracy of the (n  1)st electronic energy level. and for large enough n, the nth term is simply Thus, the series is divergent!How can this difficulty be resolved?
gn
is the
\177 1,
Clearly,
gn
Exercise 4.11 Answer the above question. [Hint: Consider the average spatial extent of the electronic wave function for the hydrogen atom as a function of n.]
4.9
We
Dilute
now
Gas of
consider
Diatomic Molecules
the
molecular vibrational
thermal properties of a gas composed of internal energetics of molecules involve motions as well as electronic and nuclear
spin
degrees
of freedom.
Schr6dinger's
BornOppenheimer
approximation.
agines solving
nuclei
for
the
molecule
be
with
the
nailed
down. For
each electronicstate,therewill
a different
energy for each nuclear configuration. The electronic energy as a function of nuclear coordinates forms an effective (electronically averaged) potential for the nuclei (this is the HellmanFeynman theorem). The potential is called a BornOppenheimersurface. For eachelectronic state, there is a different surface. The rotational and vibrational states of the nuclei are determined by solving Schr6dinger's equation for the nuclei in these effective potentials. For this scheme to be accurate, it must be true that the electronic
NONINTERACTING
(IDEAL),
SYSTEMS
107
fast comparedto the nuclear motion so that nuclear kinetic energy may be neglectedwhen determining the electronic wavefunction. It can be shown that the BornOppenheimer approximation is exact in the limit m,\177/M, O, where me is the massof an electron, and M is the mass of a nucleus.Of course, the ratio is never zero, but it is small enough that the approximation is often accurate. It must also be true that no two BornOppenheimer energies are close to one another in any accessible nuclear configuration. If the BornOppenheimersurfaces do get close, the small perturbations due to
motion is
the nuclearmotions
breakdown in the
(i.e.,
the
nuclear
kinetic
energy)
the
will
cause
approximation.
wavefunction
of a
electronic
nuclear
coordinates]
coordinates
\177P(r,
R )
= dPn(r; R )Znv(R
).
electronic
w.f.
parameterized
by R
effective different
(1)
Calculate
\177\177p.e.
for
electrons]
R)
electronnuclei
p.e.
R),
[K(r)
+ U(r)
+ U(R)+ U(r,R)]\177,\177(r;
I
E,\177(R)dp,\177(r,
e. forelectronsl
Ip.e. fornuclei/
from
I effective
potential
).
for nuclei]
for nuclei
108
INTRODUCTION
TO
MODERN
STATISTICAL
MECHANICS
E.(R)
Trouble with
BornOppenheimer
approximation
I R(0eq)
Fig.
4.4.
Hypothetical
BornOppenheimer
potentials
for
a diatomic
molecule.
Exercise 4.12 Verify that this procedure provides an accurate solution to Schr6dinger'sequation for the molecule provided the kinetic energy (k.e.)of the electrons is much larger than the k.e. of the nuclei. Why is there \"trouble\" at the indicated spot in Fig.4.4.
Figure potentials
4.4 (i.e.,
is
schematic
picture of
surfaces).
BornOppenheimer
With the
qi.t(T)
vl exp
[fl\177int]
In,
v)
[p\177e?d(R)]
IXo,,
where
for
\177JLe?\177)(R)
is
the
the
nuclear state;
effective coordinates,
electronic
that
E,,(R). If
 eo)].
we
neglect
all
but the
ground electronic
qint(T)
state,
t\177o y\177 exp
\177goe
[/5(Eo\177
vibrational is
often
a good
in
time
rotations).
Hence,
rotational
nuclearmotions
in
the
effective
NONINTERACTING
(IDEAL)
SYSTEMS
109
potential
Eo(R) as
Eov
 eo
v),O
+ J(2
i
vibrational
energy,
energy,
\177 (2\177
degeneracy
nondegenerate
+ \177) rotational
v=0,
1,
2,...,
Here,
COo
and
Io
are
of
inertia,
respectively,
the as
ground
state
BornOppenheimer
potential. That
is,
= \177o(R(\275q)) 2 and
where
At
# =
this point,
that
looks
as if
reduced
when
mass of
nuclei. v to
get
qint(T).
states
However, there
case,
is a
subtlety
the
molecule
nuclei
is homoonly
nuclear. In
that
limit,
one
must
fermions
be careful
interchanging
to sum over
respectively.
those
are odd
or even on
depending
on
whether
the nuclei
this
are
or
bosons,
In the
classical
number
restriction
which
accounts
distinguish
quantum
between
ment below,
we will
mechanics,
leads to a division by a symmetry overcounting of states when one does the configurations 12 and 21. In our treatuse this classical result. For a discussion of the see for example, McQuarrie's Statistical Mecha
for the
to
Statistical
Thermodynamics
Thus, we obtain
qint(T)
\177goeO\177\370(2/\177 \177
1)(2IB
+ 1)qrotqvib/
I
nuclear
spin
state
degeneracies
A\177B symmetry
and
number,
2 ifA
=B
1 if
where
qrot(r) = \177
J=0
(2J
+ 1)exp
[J(J +
1)15t12/2Io1
110
INTRODUCTION TO
MODERN
STATISTICAL
MECHANICS
and
qvib(T) =
vibrational
\177
exp
[(\253 +
v)/5\177Wo].
v=O
The
contribution,
qva,(T), is computedwith
(/5\177Wo/2)
the
aid
of the
geometric series,
qvi\177,(r)
[exp
 exp
(15hWo/2)]L
Exercise 4.13
The
Derive this
result.
rotational
contribution
with
is more
is small
difficult.
We
can
convert
This
the sum is
to an integral
the levels
EulerMaclaurin Thus
series
provided
kB
the spacing
condition
betweenrotational
usually met
qrot(T)
compared
to
T.
(except for
=
hydrogen).
dJ(2J +
T/Orot,
where
the last equality follows from a change in integration variables from J to J(J + 1), and 0ro t is the rotational temperature, h2/2IokB.
EulerMaclaurin
series
to show
qrot(T)=O\177ot
1+
+\177
+....
We
can
combine
these
results
with
[ 2\177rM ] 3/2
qt\177,,\177(T,
V)=
V [
M = mA
,
15h2
_[
and
thus
[\177(N,
V\177 r)]diatomic
ideal
gas
\177NInN + a2N
+ N
+ NIn
In
(2\177Mk\177r/h
2)
+ N
In qi,,t(T).
with
qint(r)=goetSe\370(2IA
1)(2I\177 +
(/\177fiWo/2)
x (T/0rot)[exp
 exp
(/\177fiWo/2)]L
NONINTERACTING
(IDEAL)
SYSTEMS
111
provide a theory
for
the
thermodynamic
pro
gases.
4.10 Chemical
Among
Equilibria
in
Gases
for gas
possible applications, the formulas we have derived phase partition functions can be used to compute chemical equilibrium constants.But first it is convenient to establish a notation and thermodynamic preliminaries. Consider the reaction
the many
\177
molecular
species
aA +
\177
bB
\177
cC
+ dD. coefficient
stoichiometric
0'
i=1
viXi,
where
v4 =
vi
is
the
=
reaction
C,
coefficient.
That is,
v\177=
c,
v2 =
d,
v3
=a, places
b,
X\177
a restriction
Ann
D, X3 = A,
stoichiometry
(b/a)
\177 AnB
= (c/a)
\177 Anc=
(d/a)
\177 AnD.
Thus,
of the
internal
energy
due
bE
i=l
\177
pi
rift i
q (b/a)pa condition
allA[\177tA
 (c/a)Pc(AE)s,v,n
(d/a)po].
> 0
implies
(b /a)pB
 (c/a)Pc 
(d/a)po,
or,
when
more
generally
i=1
components
reaction.
reactants
quantity
1, 2,...,
r are involved
in
an equilibrium
chemical
of
about
the
composition
see why,
the equation
fi/\177i
= In
PiYi,
Pi =
Si/V.
112
INTRODUCTION
TO
MODERN
STATISTICAL MECHANICS
0 = Y\177 v\177In
i1
In
PiYi
i=1
[I
(PLY,)
Thus
II (p,)'
i=1
= 1[(v;b
i1
which
is called
the law of
progress
mass action.
we must determine a molecular expresthe classical ideal gas approximation, the
mixture
Yi. In
function
Q(fi,
of an
N\177,
rcomponent
I
is
v,
. . . , N,)=
N,!N2!
....Nr!
q?q\177,=
N,
where qi =
function.
Thus
In
Q =
Y. [In N\177! 
N/In q,].
As a
result,
fi\177i
( alA
,,v,,,
= In
Ni
 In qi.
t), of
However,
qi=
where
(g/\177i3)q?
q!int) is
qint(T)
the
previous
section,
and
= h
/k/2:rmiks a particle
is the
\"thermal
wavelength\"
fi\177i
for
'' In
Yi,
[pi(J,i\177lq?O)].
the
Hence,
we have identified
and
equilibrium
constant
is
The
equilibrium
\177i are
and
functions
This last
mechanics
of temperaturesince both
early action.
triumphs
q?nt)
of
statistical
as
represents the
a molecular law
expression
constant appearingin
of mass
NONINTERACTING
(IDEAL)
SYSTEMS
113
Additional
Exercises
process
A
where
\177B,
and
Ae
B refer
to the
different
isomer
states
of
molecule. Imagine
and
that
is the
that the process takes place in a dilute gas, energy difference betweenstate A and state Boltzmann
distribution
law,
the
equi
B populations
is given by
( NA
where
) /
(No)
= (gA/go)e I\177a\177,
A
ga
and
go are the degeneraciesof states Show how this same result follows
\177[\177a = #B'
and from
B, the
chemical equilibria,
Exercise
4.15.
The
canonical
where N is the
Boltzmann
total
number
of
molecules,
weighted
sum
over
all single
of
isomers
type
isomers
of type
one
B.
may
partition P
exp
the sum
[15A(NA,
and write
Q = \177
with
I\177A(NA,
No)
= In
[(NA !No!)Xq\177Aq\177B],
where
all the partitions of N molecules into NA and No moleculesof type B, qA is the Boltzmann weightedsum over states of isomer A, and qo is
Ev
is over
molecules
of type A
similarly
defined.
(b)
Show
to
the condition
is
identical
the
Helmholtz
free energy
(aAla(NA) ) = (aAl
subject to the constraint
that
a(No)
) =
O, = N
(NA)
+ (No)
is fixed.
4.17. For
the
system
described
in Exercises
4.15 and
4.16, we have
114
INTRODUCTION
TO
MODERN
STATISTICAL
MECHANICS
the canonical
partition function
Q=
= Show
Y.
NA,NB
(\177v,\177 +\177v\177 =\177v)
(q.4 +
qB)\177V/N!.
that
(N,4)
= q,q(a
In
Q/cgqA)qB,
 Nq.4/(qA
+ qB).
Use this
that
these tion,
(N,4) / (N\177)
analogous formula for (N\177) to show Next, consider the fluctuations from mean values. Express the average of the square fluctua(NA(N,4)) 2, as appropriately weighted sums over
result
and
the
= q.4/q\177.
states, and
show
that
([NA
(N\177)]2)
= q.4(a(N.4)laq.q)qB,\177,
= (N4)(N,\177)/N.
the
fluctuations
in NB.
an
by
ideal
gas of
where
z =
exp
(/5/\177),
\177=
(2\177fi\1772/m)1/2,
rn is
particle,
4 fo\177 dxx2
fsa(z)=\177
In (1
+ ze x:)
= l=l
Y.
(1)t+azt/lS/2,
and
density,
the
chemical potential
p=(N)IV,
is related to
the
average
by
p\177.3
=f3/'2(Z,)
3/2.
(b)
Similarly,
show
that the
obeys
the
NONINTERACTING
(IDEAL)
SYSTEMS
11,5
relation
=pV.
the
high
and/or
density
1).
(a)
Show
that
Z
= p\177,3 +
(Q\177,3)2/2Vr\177 +....
the
(b)
Use this
to
result together
with
Fermi
distribution
for
(n\177)
deduce
the MaxwellBoltzmann
distribution
for
momentum
wavelength,
and
since
e\177,=
\2342/2m.
Show
that the
thermal
3.,
can
be viewed
as an
(d)
that
\177p/p
1 + of
Why
p/\1773/(2)5/2
+'''.
to deviations
p/\1773
lead
should
you
expect
deviations
to vanish
when
p\177.3._\177 0. 9
4.20.
Consider
temperature
now the
and/or
/ow
1).
(a)
Show
that
p/\1773
)3/24 / 3\177f'\177,
hence
where
er
= ( h2/2m
)(6n:2P)2/3. of
+ 1)1.]
[Hint:
Use
the
integral
representation
dxx2(zieX:
f3a(z)=(4/\177/\177)
(b) Show
that
p Hence
= 2erp/5[1
O(k2BT2/e2\177)].
the
pressure
T = O.
Why?
116
INTRODUCTION TO MODERN
STATISTICAL
MECHANICS
Electrons at these
\177
Conduction
band\177
(positive)
behave
as
E
i2
iI
i+1
Energy
of a
nonconducting electron
Fig. 4.5.
ith lattice site for nonconducting electron (there are Ps of them per unit volume). Electrons in these sitesare said to be in the valence band.
Model for
semiconductors.
4.21.
In this upon
problem, consider a
model for
in
semiconductors for
based
the Fermi ideal gas approximation schematic view of the systemis shown e  eF are large compared to kB T.
electrons.
Our
Fig.
4.5. Both
er and
(a)
Show given
that by
the
average
electron
density,
p (N)/V, is
p =
2(p,)[e
t\177(''\177)
+ [2/(20r)
where
3] f
dk [eo('k+'r) + 1] \177,
of these
ek =
h2k2/2me
\337 The
first
two terms
repre
sents the averageconcentrationof electrons in the lattice sites, and the second term representsthe concentrationin the conductionband.
(b)
Noting
that
tier
>> 1
and fi(e
=
 er)
>>
1,
show
that
\234n
(ps/).3)4e
ts\177,
). is the thermal wavelength for an electron, p is the average density of untilled lattice sites, and n is the density of electrons in the conduction band. This relationship provides a law of mass action for semiconductors since the righthand side plays the role of an equilibrium constant for the product of variable concentrations on the left.
where
4.22.Consider
atoms
of argon atoms in equilibrium with argon plane surface.Per unit surface area, there are ps sites at which the atoms can be adsorbed, and when they are, their energy is e per adsorbed atom. Assume the particles behave classically (is this a good approximation at
an
ideal
gas
adsorbed
on a
NONINTERACTING
(IDEAL)
SYSTEMS
117
1 atm
and
300\370K?)
and
show
that
(P,a/ Pg) =
where
Ps\1773el\177e,
Paa
3. is
the thermal
density,
wavelength for
and
area.
[Hint:
At
as
atom, ps = tip number of atoms phase equilibrium, chemiin Sec. 4.10,/Sit in the gas
an
argon
is the
phaseis In
and
that
found
similarity
between
this
classical
result
if
as
the sum
energy
expressed a
Ec (e.g., tional energy)
Cv
C\177
of independent
the
of a systemcan contributions E = EA
energy,
be
+
rotawritten
heat In
be
the
heat
(b)
Derive
is independent of zero point energy. an expression for the electronic heat capacity assuming that there are only three significant electronic states and that they have energies and degeneracies given
capacity
by
eo,
go;
g2.
(c)
the energies required for electronic transitions roughly to u.v. light (50,000\370K), show how the calculated room temperatureheat capacity of a diatomic molecule will change if the electronic degrees of freedom are totally neglected. What if the ground electro
all
the
excited
electro
are neglected?
the
will
Show
how
room
temperature
in these
molecule
change
two cases.
State all the necessaryassumptions and calculate the entropy and C\177, (in units of cal per moledeg) for HBr at ! atm pressure and 25\370C given that firo/kB=3700\370K and h2/2IkB=12.1\370K. Here fifo is the energy spacing between the ground and the first excited vibrational state in HBr and I is the moment of inertia of HBr in the ground vibrational and electronic states. The ground electronic state for HBr is nondegenerate. information compiled in Chapter 8 of Hill's to Statistical Thermodynamics to calculate the equilibrium constant,K, for the reaction
Use
the
Introduction
when
the reaction
T = 1000\370K.
118
INTRODUCTION
TO
MODERN
STATISTICAL
MECHANICS
4.26.
Consider
structureless
gas of
rn
noninteracting
classical
at
a temperature
T.
(a) Calculate exactly the grand canonical partition function, E, for this system as a function of volume, V, temperature, and chemical potential,/\177. Your result should look like
F\177 =
exp
(zV),
of
T and
(a),
g.
the pressure,
determine
p, as a
mean
of
T and
the average
particle density,p.
For
! cc
square
fluctuation
of gas at STP, compute the relative root of the density fluctuations, [{ (6p) 2)/p2]Xa.
(d) Calculate
the probability of observing a spontaneous in 1 cc of gas at STP for which the instantaneous density differs from the mean by one part in 10 6 .
Bibliography
The material coveredin this chapter is discussed in all elementary texts. Those referenced at the end of Chapter 3 may be useful to the student. The discussion of the classical limitthe transition from quantum to classical statistical mechanics\177deserves a more complete treatment than provided herein or in other introductions to the subject. Perhaps the best treatments employ Feynman's path integral formulation of quantum theory. A most useful introduction to path integrals in statistical mechanics is given in Chapter 3 of Feynman's text: R. P. Feynman, Statistical Mechanics (Benjamin, Reading,
Mass., 1972).
The
discussion
of symmetrized scheme.
and
occupa
tion numbers
useful
quantization,\"
in
which is
notational
treated
Chapter
6 of
Feynman's
text.
CHAPTER
Statistical
Mechanical
Theory
of Phase
Transitions
considered many examples of ideal gasessystems or degrees of freedom do not interact with each other. We now leave that simple class of models and consider the situation in which interparticle interactions cause correlations between many particles. Phase transitions provide the most striking manifestations of interparticle interactions. Our discussion of the microscopic theory for this type of phenomena will focus on a simple class of lattice models. Most of what we say, however, has broad implications extending far beyond these particular systems. In
In in
Chapter
4 we
which
particles
particular, in the context of the lattice modelswe will discuss the meaning of order parameters and broken symmetry, and we will introduce the generally applicableapproachesto treating coupled or highly correlated systems with analytical theory: mean field theory and tenorrealization group theory. These powerful concepts and techniques play a central role in all of the physical sciences.
consider
5.1. In system in a
Fig. =
a system of N spins arrangedon a latticeas illustrated the presence of a magnetic field, H, the energy particular state, \276, is
in of
the
+ (energy
due to
interactions betweenspins),
119
12{)
INTRODUCTION
TO MODERN
STATISTICALMECHANICS
can be + #.
Fig. 5.1.
Spins on a lattice.
where
si =
'['1. A
the SiSj,
interaction
energy
is
J is called a couplingconstant, and the primed sum extends over nearestneighbor pairs of spins. The spin system with this interaction energy is calledthe Isingmodel. Notice that when J > 0, it is energetically favorable for neighboring spins to be aligned. Hence, we might anticipate that for low enough temperature, this stabilization will lead to a cooperative
where
phenomenon called spontaneous magnetization. That is, through between nearestneighbors,a given magnetic moment can influence the alignment of spinsthat are separated from the given spin by a macroscopic distance.These long ranged correlations
interactions
between
spins are
associated
magnetization
with
a even
long in
ranged the
i1
in
the
absence
of the
spontaneous
magnetization.
Fig. 5.2.
Spontaneous magnetization.
STATISTICAL
MECHANICAL
THEORY
OF
PHASE
TRANSITIONS
121
will
enough
(or
T\177
J is
high
enough),
there
Let
(the
Curie
temperature expect
or there
curve
like the
one
Exercise 5.1
Show
that
for
positive
J and
zero
field
(i.e., a
lowest
energy of the
Eo =
and
 DNJ,
all up
for
D=
dimensionality,
that
this
lowest
energy corresponds to
all
the
spins of 2, or
aligned
(either
nearestneighbors
3 dimensions,
lattice?
respectively.]
is
the
ground
state
a triangular
Provided
0, the
phase
transition.
system becauseit
the
and
is
simpler
than
fluids.
However, we
see
that
magnetic
can
be
function
N, H)
\177 'v
e I\177
=ZZ...
Sl S2
Z
SN=+I
exp
fiI,\177H
Z Si \"[' i=1 so
fi]
Z'
SiSj '
si's
that lattice
the multiple
3
can be
i1
N
i i+1
interaction
energy
J
SiSi+l
i=1
122
STATISTICAL
MECHANICS
(where
spin
the
evaluated
used periodicboundary conditions; spin). For that case, the partition analytically yielding (at zero field)
first
Q(fi,
that
is, the
N+
can
function
be
N, 0)
= [2 cosh (/\177j)]\177v.
Exercise
5.3
Verify
is correct for
large
N.
It is
onedimensional
model
predicts
no
spontaneous
any
finite
temperature
(see Exercise
5.20.
The
is
physical
reason
easily
understood
For
disordered states.
for the absence of spontaneous magnetization by considering the energeticsof excitationsto example, one of the two ground states
1
has
2 per
particle
of/\177.
This
is
1 2
with
2 N,
magnetization
of zero
small
change
in energy,
only one
for
state. Indeed,
J/Nks,
part
vanish
in
onedimensional for
small
vanishingly
to stabilize the ordered system, the net magnetization all temperatures higher than Tfor macroscopic N. however, the excitation energy to a For example, the energy for the
is N
\177/2parts
out
configuration.
an ordered state.
energyof
can
the
perfectly
ordered
be sufficient
to stabilize
In
an
fact,
in
two
orderdisorder
transition.
STATISTICAL
MECHANICAL
THEORY
OF PHASE TRANSITIONS
123
this fact is nontrivial and representsoneof the major achievements of 20th century science. In the 1940s, Lars Onsager showed that the partition function of the twodimensional Isingmodel (at zero field)
is
Q(/\177,
N,
0) =
[2 cosh(/\177J)d] N,
where I =
(2\177r)'
de
In(\253[1
+ (1
 K2 sin 2 \275)1/2]}
with
\177=
2 sinh(21\177J)/cosh2(21\177J).
Onsager's
partition
function
associated
can
with
this
be
shown
that
spontaneous
exists
T\177=
for
all temperatures
below
2.269J/ko.
ITc is
Onsager
singular:
the solution to
found
that
the
(C/N) Further,
 (8ks/Jr)(l\177J)21nJl/(T
the
behavior
of the
magnetization is
 T)
t\177,
(M/N)
where
/\177
\"\177 (constant)(Tc
T <
with
Tc,
the
1/8.
(Don't
confuse
this exponent
reciprocal
temperature.)
No one
But
numerical
have established
that
critical
temperature
twice the
value
for
two
dimensions.
Near
that
(C/N)o\177ITand
(M/N)cr(Tc
Tclo\177
T<Tc,
T)
the
t\177,
where
the critical
exponents have
a
\177 0.125,
values
/\177 \177 0.313.
will soon consider two approximate schemes for accounting interactions between particles, and see what predictions methods make with regard to the phase transition in the magnet.First, however, there are a few more things that should said about the general physicsof phase transitions.
We
for these
the
Ising
be
124
INTRODUCTION
TO
MODERN
STATISTICAL
MECHANICS
5.2
Lattice
will
Gas
show
Here we
that
with
a simple
based
when particles are in nearestneighbor cells,the with each such pair is e. The total energy
of this chapter. In this case, however, Each cell can be either occupied by a particle or unoccupied. We will let ni = 0 or 1 denote the occupationnumber for the ith cell. The upper bound of ni = 1 is effectively an excluded volume condition saying that no pair of particlescan be closer than the lattice spacing. Attractions between neighboring particles are accounted for in this model by saying that
energy
associated
for
a given
set of
occupationnumbers
is
then
t,]
any further detail concerning the configurations system. In this approximation,the configuration the system is determined by the set {ni},and the grand partition function is given by
We
will
neglect
of of
particles
in the
canonical
nl
..... nN
i=1
N is the number of cells (not particles) and/\177 is the chemical potential. The volume of the systemis N timesthe volume of a cell. The model system with this partition function is called the lattice gas. It is isomorphic with the Ising magnet. The correspondence is establishedby making the change of variables
where
Si
= 2ni
 1.
magnet
One
finds
that
\"spin
in
up\"
occupied
cell
the
lattice
field
gas,
maps
corresponds
to to an
an
corresponds
empty
in
constants)
to the
magnet
chemical
is e/4
potential, and
Exercise
the
coupling
constant
in
the
Ising
5.4
Make
the correspondence
concrete. In par
proportionality of the
between the parain the lattice gas that function of the former constant to the grand
function
latter.
STATISTICAL
MECHANICAL
THEORY
OF PHASE TRANSITIONS
125
Empty cell
lsing
magnet Fig.
Lattice 5.3.
Isomorphi\275
gas
s\276stoms.
illustrate
the
correspondence
for one
More sophisticated
constructed
lattice
models
by
generalizing
by
of componentsand
from
increasing
fluctuations can be of the lattice and the number number of states per latticesite
for density of
the
two
generalizations
complicated
(up and down spins) Ising magnet. Multistate are often called Potts models, and the use lattices are often called decorated lattice models.
state
5.3 Broken
of
Correlations
One feature of the orderdisorderphenomenon in the Ising magnet should cause all but the most casual observer to pause. In the absence of the magnetic field, the modelis symmetric with regard to the up and down directionsof the spin. Indeed, the ground state with all spins aligned is twofold degenerate since the total alignment can be either up or down. Therefore, in the absence of an external magnetic field, it would seem that an exact statistical mechanical
calculation of the
magnetization
through
N
the
formula
would
every that
Hence,
symmetry
necessarily give zero. The reasoning here is quite simple: for configuration with positive M,, = Ei/\177i, symmetry demands there is an equally weighted configuration with negative M\177. the sum is zero. How then should we think about the broken
of
spontaneous
magnetization?
considering
One
answer is
constructed by
free
energy
that
depends upon the magnetization. In particular, imagine summing over all states v for which the net magnetization is constrained to the
126
INTRODUCTION
TO
MODERN
STATISTICAL MECHANICS
\177z\177(M)
M
\177
0 function
Fig. 5.4.
Reversiblework
magnetization.
value M;
that
is,
a(4
M)e
where A(_MM\177)
(\177= \177M0(M)
is
and
1 when M = M,, and zero otherwise. Clearly, O(M)/(\177 is the probability for observing
the
system
with magnetization
koT
M. The quantity
In O(M)
= A(M)
long ranged order, we imagine the critical temperature,\177(M) appears as drawn schematically in Fig. 5.4. The energy AE is due to the couplingof the spins to the external magnetic field. (We imagine that the field is very small, perhaps so small that it is only slightly bigger than a field proportional to N 1. Otherwise, the scale of this highly schematic figure is surely not correct.) As H.O + , the bias for up spins disappears and \177(M) becomes symmetric with positive and negative values of M equally weighted. The energy E* is an activation energy. If the system is in a state with M close to (M), onerequiresa fluctuation with energy of the size of E* in order for the system to reach a state with magnetization near (M). As we have discussed, E* is very large in two and three dimensions, scalingas N\177/2and N 2/3, respectively, when H = 0. It is a surface tension energy (or line tension in two dimensions). Thus, due to the Boltzmann weight of configurations, the likelihood of fluctuations between (M) and (M) states becomes vanishingly small in the limit of a large system. As a result, the occurrence of spontaneous magnetization or the symmetry breaking resulting from the long ranged correlations can be viewed as follows: Through the
destroying
that
determines
of
the
the
system
is below
STATISTICAL
MECHANICAL
THEORY
OF PHASE TRANSITIONS
127
application magnetization
arbitrarily
an external field, the system is prepared with a a particular sign. The field can then be made weak, and if we are below the critical temperature, spontaneous fluctuations will not be of sufficient size to
of of
5.5
context
fields.
of
Use
Consider this type of discussion in the liquidgas phase equilibria and gravitational the lattice gas model as a concrete example.
The
fluctuating
magnetization,
Ising
system.
Here,
the words
symmetry order
a fluctuating
its
critical
point
parameters, it is correlationsmthat
To expand on the meaning useful to introduceanother concept:the is, the distance over which fluctuations
value.
order of in
range
one
space are correlated or affected by those in another region. are separated by a distance larger than that range, then the different fluctuations at these two points will be uncorrelated from each other. Consider the situation in which the range of correlations,R, is a microscopic distancethat is,no larger than a few lattice spacings. In that case, the lattice can be partitioned into a huge number of statistically independent cells. Each cell would have a side length L that is significantly larger than R but still microscopicin size. SeeFig. 5.5.The net magnetization in each cell is uncorrelatedto that of its neighbors. Hence, there is no macroscopiccooperativity, and the
region of
If two
points
magnetization
in
will was
be
zero. in
other hand, R
a
macroscopic
size,
with to
a net
a finite
average
see,
macroscopic
symmetry
sample
could then
related
exist. We
therefore,
that
the broken
associated
average order parameteris intimately long range order that is, a range
size.
the
value of existence of
in
of correlations
these
macroscopic
we introduce
To
write
equations
associated
between
with
words,
the
pair correlationfunction
spins
i and
j,
(si)(sj).
is a
constant
the
corresponding
correlation
function
%
its
definition,
lattice gas model, % between densities in cells vanishes when the spin (or
times
the
i and
j. According
to
occupationnumber) at
128
INTRODUCTION
TO
MODERN
STATISTICAL MECHANICS
) R=
range
of correlations
Lattice spacing,
Fig.
5.5.
Partitioning
with
different
lengths
on a lattice.
lattice site i
is uncorrelated with
N
that
at lattice
site j.
Hence,
1.
j=2
We
Clj
have
singled out
equivalent.
of course, are
spin 1 for
Note
notational
convenience.
All the
spins,
that
as the
thus
range of
the
correlations
of
grows,the numbercomputedin the above This number of correlatedspins and correlationsis relatedto the susceptibility,
summation
that
from
the
analysis
of
general
result
x(P,
where
\177)
= ,\177 (
i=1
STATISTICALMECHANICAL
THEORY
OF PHASE
TRANSITIONS
129
Therefore,
N
x =
N
i,j=l Z
j=l
C\177.j,
T,
= !'t2
second equality, we have used the definiton of cij and lattice sites are equivalent. Accordingto this last formula, the divergence of the susceptibility is associated with the existence of long ranged correlations. The reasoningis that the righthand side counts numbers of correlated spins, and this number increases as the range of correlationsincreases. One way X can diverge is related to the phenomenonof symmetry breaking. Here, two phases coexist at T < Tc, and the application of an infinitesimal field will suffice to produce a net macroscopic alignment of spins. In particular, for positive H, if N\177 0o and then H>O + for T< T\177, then (M)=Nmot\177, where m0/\177 is the spontaneous magnetization per spin (the subscript zero emphasizes that the field is sent to zero).On the other hand, if H < 0 and N> 0\177 and then H>O, then (M)=Nrno\177. Hence, for T<T\177, the (M) of an infinite system is a discontinuous function of the field at H0. Therefore, its derivative, O(M)/OH is divergent at H = 0. To examine this behavior in more detail, consider the case where T<Tc, N is big (but not yet infinite), and H=0. Due to the
where,
in the
that
the
fact
all
symmetry
of
the
system
(si)
=0.
At the
same time*
5', j=l
{s\177si}
= Nmo.
N and
we seethat
25
the
susceptibility
at H
 0 for
large
Nmo!\177
2. the
The
behavior and
that
diagram
implied by the formula is depictedin Fig. 5.6.As the last formula indicate,the divergenceof 25 that
we
associate
gence
breaking and long range order is a diverlimit of a very large system. Recall also that
bias
One may understand this equality by noting that the value of the tagged spin, s\177,is sufficient to the system into one of the two states of broken symmetry (spin up or spin down). That is, if
then Ei
(s\177s\177) is
of s, =
+1 is 1/2 in
Nmos\177 = +Nrn o.
Finally,
the
130
INTRODUCTION TO
MODERN
STATISTICAL
MECHANICS
(M)
Fill.
5.6. The
average
magnetization
for
T< Tc
and large
but
finite
N.
g is
presenceof macroscopic fluctuations. In other words, the possibilityof broken symmetry implies correlations in fluctuations over macroscopicdistances.The phenomenon we are considering here is likethe behavior of a coalesced drop of liquid that in the absence of gravity would wander through the vapor. The large macroscopic fluctuations are simply the appearance and disappearance of the dropletin the region
g
in
the
magnetiza
connected
to the
of
observation.
quenched
by the
Fig. 5.7. Notice that these fluctuations application of a small symmetry breaking
See however,
But
are
field.
a somewhat
now two
it is phases
density). In other words, when considering the bistable potential shown in Fig. 5.4, the barrier vanishes; that is, the surface energy tends to zero. In that case, (aH/a(M))t\177 tends to zero as fi'>fic at H=0. [Fora lattice gas model, or any fluid in general, the corresponding relation is
and low
between
(allap)
along distinction
=p 1 (alplapb._, o
the
critical
application
symmetry
The
critical
as T> Tcfrom above.] Sincethe barrier or ceases to exist at the critical point, the of a small external field is not sufficient to break and quench the macroscopic fluctuations implied by \177\1770\177. point is therefore an infinitely susceptible state possessed
isochore
between
phases
STATISTICALMECHANICAL
THEORY
OF PHASE
TRANSITIONS
131
(a)
Observed
(b)
volume
Vapor
Lit ,uid
Fig.
\177
(c)
(a) equilibria,
5.7.
Fluctuations
with
phase
random
but
highly
we
might
observe
for the
fluctuations
equilibrium.
Pictures
(a) and
situations
temperature T well below its critical value, T\177, and no gravitational field. Picture (c) also has T \177 T\177, but a gravitational field is applied. Picture (d) imaginesthe fluid near its critical point. The observed volume is indicated by the dashed line. The nearestneighbor spacing, l, in the lattice gas model corresponds to the
the
in
these
figures.
5.4 Mean
Field Theory
In general,the theoretical treatment of systems undergoing phase transitions requires the use of approximations. The first such approach we consideris a selfconsistent field method that has provided the foundation for nearly all manybody theories developed prior to
1970. To
illustrate
the on
method, one
The idea
spin)in the system and assume that the role of the neighboringparticles (spins)is to form an average molecular (magnetic)field which acts on the tagged particle (spin).SeeFig.5.8.This approach, therefore,
(in this case a
is to focus
it
to
the
Ising
magnet.
132
INTRODUCTION TO MODERN
STATISTICAL
MECHANICS
Tagged
spin
......
\177 \337 ..
approximation
L__.\177
\177
Mean field
2:\177
Fig. 5.8.
Schematic
view
of mean
field theory.
that extend beyond the length scale or tagged lattice cell. The method includes that occur within the tagged cell, and since these involve only one particle, the method succeeds at reducing the many body statistical mechanics problem into a few (i.e., one) body problem. Proceduresof this type can never be exact, but often they can be very accurate and quite useful. They are least accurate, of course, for systemsnearcritical points where cooperativity in fluctuations extends over large distances. To begin the mean field analysis, let us write the Ising model
effects
neglects the
associated
of
fluctuations
energy, Ev,
i
where
Jij
= J,
i and
otherwise.
j nearest
neighbors,
and
= 0,
The
force
exerted
on si
the
external
field, H,
is
(aEvlas,) = !\177H +
Therefore,
the instantaneous
IAHi
field
=
!\177m
impinging
on
spin
i is
given by
As
the neighboring
its mean
where
in the
in
and j
the
Ising
second equality we have noted that {st) = {s/) for all i model, and z is the number of nearest neighbors
STATISTICALMECHANICAL
THEORY
OF PHASE
TRANSITIONS
133
around a
mean
environment.
given
that couples
deviations
the
the fluctuations of//,.away from its of the tagged spin to those in its Indeed, in the mean field approximation which neglects of H/ from (//\177), the force on a tagged spin is
tagged
spin.
It is
the
fluctuations
independentof the
spins.
magnetic
instantaneous
configuration
of
the
neighboring
The statistical mechanicsof a system of uncoupled spins in a fixed field was examined in Chapter 3 (see Exercises 3.18 and 3.19). Using the results derived there, we can computethe average value of a tagged spin, labeled 1 for convenience, in the mean field approximation
\177,)

\177 s]=+!
s,,,xp
[,\177(\177+
zx//)\177,]/\177 s 1 ,,xp
or
[,\177(\177
ams],
where AH
is the
that
molecular
environmental
contribution
to the
mean field;
is,
AH=Jz(s\177)/!\177.
Performing
two
spin
states
yields
(a)
m  tanh
where
(l\177!\177m +
l\177zJm),
per/\177:
m is
the
magnetization
per
particle
m=
(M)/N!\177
tanh
1
(l\177Jzm)
\177 \177
Nontrivial
solution
field
to mean The
equation
for
difforont
valuos
of tho
coupling
constant
{or tomperaturo).
134
INTRODUCTION TO MODERN
Equation
STATISTICAL
MECHANICS
(a) for
rn
is
a transcendental
predicted in
equation
by the
which
the average
value of the
magnetization
itself
upon
of the magnetization. Note from Fig. 5.9 that nonzero solutions for rn exist for H0 when /SzJ > 1. Thus, for a square lattice we predict the critical temperature
the average
Tc
= 2DJ/kB.
For
T<
rn
= tanh
(/\177Jzm)
is
2Jzrn
result.
of
'
By
Exercise 5.6 Verify this analyze the precise form 2DJ/kB and showthat the field theory has the value
Taylor
rn
critical
1/2.
that
mean
Exercise
field
theory
for
the
spontaneous
+ 1.
T vs. rn as given by the mean field theory prediction sketched
of
This
is the
of the spontaneousmagnetization
of
at
the
begin
this
chapter.
the
Exercise
mean
field theory
total
internal
energy
in
the
( E) = NgHrnAt
(1/2)JNzm
2.
H=
with
0 and
the
T = 0,
exact
this
gives
(E)=NDJ,
in agree
ment
for
result.
What does
T >
Tc? Is
the prediction
dimension,
of
correct?
the mean
at
Notice that
an
for
one
field theory
finite
predicts
that
orderdisorder
transition
occurs
the
temperature
at
Tctempera
2J/ka.
But the
Tc
exact analysis
onedimensional
Ising model
finite
yields
tures).
= 0
(i.e.,
no spontaneous
magnetization
is \"infinitely wrong\" in one dimension. Spontaneous fluctuations destroy the order. But mean field theory, which neglects fluctuations, predicts long range order. In two
Thus,
the theory
dimensions, theory
the
Onsager
4J/k\177.
yields
the
Tccorrect
In
smaller:
answer
solution yields Tc\1772.3J/ka,while the three dimensions, the percentage error is (known from numerical work) is Tc \177
STATISTICAL
MECHANICAL
THEORY
OF
PHASE
TRANSITIONS
135
4J/kB,
higher
 6J/kB.
of fluctuations
transitions
to an
than the true transition temperature. The theoretical estimates for the critical temperature three dimensionscan be significantly improved by
and
more are
These
a
improvements
single
spin.
on
For example,
this
one
consider and
summing
s2.
Then
all but a
nearestneighbor
spins,
pair
can be
approximated as a mean field. This approach reduces the statistical mechanics to a tractable twobody problem, and it accounts for fluctuations at the single particle and pair level, but neglects those
involving
larger
numbers
of particles.
While
it
is
possible
theories
to make
neglect
significant
fluctuations
improvements
over length
associated
with
small number of
always yield
/\177 =
particles,
this
neglect
will
field
always
theories
predict
will
of dimensionality. (Actually, in dimensions higher than three, mean field theory can become correct. The reasonis not obvious, but can you think of the physical reason for it to be true? The fact that mean field theory increases in accuracy with increasing dimensionality is hinted at by the comparison of
independent
critical
temperatures.)
5.5
Variational
this
Treatment
we
In
section
embellish
field
can
treatment
of
the
Ising
model
theory
conceptsof
that
thermodynamic
perturbation
be
methods
are
serveas a prescriptionfor systematically deriving The embellishment is not necessary,however, for basis of renormalization group theory as described sections, and the reader may wish to pass to that here at a later time. The Ising modelproblemis the computation
weighted sum
the
in the
section,
next two
returning
of
the
Boltzmann
Q=
with
S1,$2,...
\177
exp
[/\177E(s\177, s2,...,
s/v)],
E(Sl,
. . . , SN)
= 12 \177
JijsiSj

\177m \177
si,
136
INTRODUCTION TO
MODERN
STATISTICAL
MECHANICS
Jii is J for nearest neighborsi and j, and zero otherwise. The interaction terms, Jijsisj,are responsible for cooperativity, but also for the complexity of computing Q. In the last section, however, we saw that by neglecting fluctuations from the mean in the environment of each spin, the system behaves as one composed of independent entities. Therefore, one way to begin a discussion of mean field theory is to consider an energy function of the form where
N
e\177(s,,
. . . , s~)
\177,(\177
,a\177)
Y\177 si.
i=1
independent
system
with
spins,
and each
this energy function is a model with spin fluctuates under the influence of a
simple
static
or mean
problem.
statistical
mechanical
I'I
exp
[fi/\177(H
AH)sj]
= {2
cosh
[/\177t\177 (H
+ AH)])
~,
(a)
any
of the
s?s is
[/\177t\177(H
(s\177)uv
= tanh
AH)].
(b)
In adopting
must
description,
the
static
molecular
field AH
Sec.
be
identified.
A physical
The
argument was
question
presented in
,s~) Of
5.4
which
identification
set AH
the
we now
wth
actually
the
optimum
one. In particular,
EMv(s\177,...
once we
(i.e., in
adopt
physical
picture
fluctuating
associated
in
independent
strive
spins
an
effective
static
model.
field), we can
course,
to
optimize
the parameterization
field
of
that
this case,
the mean
only
model
is particularly
simple being
characwith
Let
terized by
one
parameter,
AH.
a
perturbation
theory
\177r(s\177,...,
\177rM\177(s\177,...,
s\177).
Sl,... ,SN
of
exp
[l\177(Eui\177+
AE)],
AE(s\177,..., s~) By factoring
where
the
arguments
E\177tv(s\177,..., for
s~)
and
notational
simplicity.
are the
STATISTICAL
MECHANICAL
THEORY
OF PHASE TRANSITIONS
137
summand,
we can
also write
exp
Q=
(fiEMy)
= QMF Now,
exp
(fiEMF)
let us
define
('\My") = Q\177t[
as
S1,..\337 ,SN
\177
['..]
exp
the
mean
weighted with
the
QMv( exp
is
(fiAE))My.
exact
an
factorization
thermodynamic
of the
partition
is
the
starting
theory.
system,
The
the
mean
perturbation
field model is the referenceor zerothorder energy is AE(s\177,...,s~), and the effects
performing
point
for
perturbation
of
this perturbation
field
are computedby
for
averages
weighted
by
we
assume
are
small;
that
the reference system. In developing a mean that fluctuations about the mean field energy is, in some sense, AE is small. Thus, we Taylor
(exp
(fiAE))Mr=
(1
fiAE
+...
=
neglected
where
the
therefore
arrive
at
=exp(fi(AE)Mv) +...,, terms are second and higher order in AE. the firstorder perturbation theory result Q \177 QMv
exp
We
[fi(E
be?
this
approximation
eX\177>
The following
bound is
l +x.
Exercise (!+x)
of ex
eX>!+x
vs.
x and
for
it
with
x4:0.
[Hint: Note
increasing
By applying
for
real
x,
ex
derivative
is
monotonically
function of x
as is its
this bound,
( es
) =
\177>e<l>((1
(f)))
=e
\251.
138
INTRODUCTION
TO
MODERN
STATISTICAL
MECHANICS
Therefore,
in the
have
context
Q
of
the
thermodynamic
perturbation
theory
above, we
\177> Q\177F
exp
(/\177
{E
 EuF)
perturbation it
Exercise 5.10 Derive the firstorder free energy and show that the exactfree energy.
for the
This
theory
is an
upper bound
to
inequality can
is use
bound. We
system
since
righthand
we can
side.
the
equation
0 =
0A'\177
Q\177F exp
(/\177
( AE
}uF).
(c)
First,
(d)
where
we have
field
used the
on the
and
fact
that
since
spins
mean
spins
model,
{SiSj}MF
= {Si}MF{Sj}MF
{si}Mi\177=
are
the
with
same
(c),
average,
{Sj}MF.
(d)
and (a)
performing
a( S,
the differentiation,
we obtain
(S,)MF( or
)MFl aaH)
=/\177AH.
Jg
Exercise this
(S1)MF
5.11
choice
that
proximation
and
Verify this result. Further, show that with for AH, the firstorder perturbation apfor the free energy corresponds to Q = QMF, kBT In QMF is actually an upper bound to the
identification
grounds
STATISTICAL
MECHANICAL
THEORY
OF
PHASE
TRANSITIONS
139
5.6 Renormalization
We now consider a method that can account for large length scale fluctuations, the renormalization group (RG) theory. This approach to understanding phase transitions wasdevelopedin 1971 by Kenneth Wilson, who was awarded the 1982Nobel Prize in Physics for this contribution. Wilson's method is very general and has wide applicability extending well beyond the field of phase transitions. Within this area of research, however, the theory can be viewed as an extension and implementation of phenomenological ideas suggested by Leo Kadanoff in the 1960s. Several of the conceptsin the RG theory can be illustrated with the onedimensional Ising model.So we start with that system even though it does not exhibit a phase transition. In the absence of the magnetic field, the partition function, Q, is given by
Q(K,
\177 Sl,S2,...,SN
exp
[K(.
\337 \337 +
s\177s2
+ S2S 3
=41
where
K=J/kBT.
idea in the RG theory is to remove from the problem a finite fraction of the degrees of freedom by averaging (summing) over them. This is to be contrasted with the mean field theory approach where all but a very few degrees of freedom are removed from explicit consideration. To be specific, let us partition the summand of Q as follows:
The first
Q(K, N) =
Now
\177 Sl,S2,...,SN
exp
[K(s\177s2 +
S4S5)]
\337 '
' .
we
can
sum over
The result
is
\177 Sl,S3,S5,...
s6,
....
Q(K, N) =
[K(Sl
+ s3) ] +
X {exp By
[K(s3 +
performing
these
sums, we
have removedevery
\177
other
degree
of
freedom:
I
summed
0 0 0 2 3 5
4
'\"
idea
0 I
0
3
0
5
'\"
function
for
a partition
an
in the RG theory is to cast this partially into a form that makes it look the same as Ising model with N/2 spins and (perhaps)
140 a different
which
INTRODUCTION
TO
MODERN
STATISTICAL MECHANICS
couplingconstant
we
(or
reciprocal
temperature)
K. If this
can
develop
starting
a recursion
from
relation
from
can compute
a new
Q(K, N)
a system
we
look
f(K),
all
and
coupling
eK(s+s')
constant
+ eK(s+s')
these
(K)eK'Ss '
then exp(K's3ss).
for
s,
s' =
quantities,
Q(K, N)
f(K)
exp(K's,s3)f(K)
..
[f(K)]\177VaQ(K
', N/2),
like
be the desired recursion relation. A transformation this is called a Kadanoff transformation. To determine the quantities K' and f(K), we note s = s' = +1, then
which would
eaf
that
if
+ e
af
=f(K)e
f'.
which
The
only
other
possibility
is s
= s ' = + 1 from
f'
we
have
2 =f(K)e
or
f (K)= 2e K'.
Thus,
we
have
two equations
f(K)
Armed
K'= (1/2)
= 2 coshm (2K).
consider
In
cosh
(2K),
(a)
with
these
formulas,
= Ng(K).
Within a factor of kjT, Ng(K)is a free energy, and since free energies are extensive, we expect g(K) to be intensive that is, independent of system size. From the recursion relation, InQ(K, N) = (N/2)lnf (K) + InQ(K'., N/2), we have g(K) = (1/2)lnf (K) + (1/2)g(K'), or since f(K) = 2cosh v2 (2K),
g(K') = 2g(K) 
In
[2\177/cosh
(2K)].
(b)
Equations (a) and (b) are called renormalization group (RG) equations. (They describe transformations which obey the group property, and they provide a renormalization scheme.) If the partition function is known for one value of K', we can generateIn Q = Ng(K) for other values with this recursion or \"renormalization.\" Notice that in the renormalization obtained from (a) and (b), the new coupling constant, K', as computed from (a) is always 'less than K.
STATISTICALMECHANICAL
alternative
THEORY
OF PHASE
TRANSITIONS
141
An
set
of RG
equations would be
\177 (e2f'),
which
is the
(c)
 (1/2)g(K')
f(K)
+ (1/2)
= 2
In
2 +
K'/2,
(d)
which is
obtained by noting
Derive
exp (K').
equations,
Exercise 5.12
K>K'.
these
RG
and show
that
To
see how
with
starting
application
coupling
these equations work, we will apply (c) and (d) small value of the coupling constant. Repeated will generate g(K) at successively larger values of the constant. Let's start with K' =0.01. For such a small
a between
couplingconstant, interactions
Thus, Q(0.01,N) \177 Q(0,
the iteration.
N)
spins a result,
are
nearly
negligible.
= 2 N.
As
g(0.01) = In 2.
We
now
start
(d) we
find
0.100 334,
now
use
these
numbers
as the new K
primed quantities
and
obtain
K = 0.327 447,
g(K)=0.745814,
and so
on.
Renormalization
group
In
Exact
0.693
0.01
0.100 334
197
0.698147
0.745
0.698172
0.745 827
0.883
Successive
application
0.327 447
0.636 247
0.972 710
1.316
814
of RG
0.883204 1.106299
1.386 078
1.697
210
1.106 302
1.386080
1.697 968
2.026
equations
710
1.662 637
2.009 049
2.355 582
2.702
968
877
146
142
Notice how
would
INTRODUCTION
TO
MODERN
STATISTICAL MECHANICS
an
even
more
accurate
result.
What
happen
moved in the
Start
oppositedirection?
10, which is
N)
Exercise 5.13
that
with
K =
to approximate Q(10,N)
is,
\177 Q(K>oo,
= 2
g(10)\177 10.
Apply
the RG
on
but which progresses from large K to small K. Show that by applying equations (c) and (d), the errorsin the nth iteration are 2 n smaller than the error in the initial estimate of g; and show that the errors grow exponentially when you apply (a) and (b).
and
generate
a table
like that
p. 141
The
successive
by a flow
of K:
can
be represented
leads
to higher
values
\"
;'
K=0
K=o\177
Each
iteration
using Eq.
of
K:
K=O
K=oo
There are two points, K = 0 and K = 0% for which the recursion does not changeK. These values of K are called fixed points. The fact that there is uninterrupted flow between K = 0 and K = o\177(i.e., there are no fixed points at finite K) means that there is no possibilityin the
onedimensional Isingmodel for a phase transition. On removing degrees of freedom,we transform the problem to a nearly identical one with a larger length scale. In this onedimensionalexample, the removal of degrees of freedom leads to a smaller couplingconstant K. We can understand this phenomenon physically since thereis no long range order (except at T = 0, i.e., K* o\177), and hence longer length scales should be associated with less order, and thus a smaller K.. By removing degrees of freedom we move to smaller K and thereby transform the problem to a weak couplingone in which K is close to zero. Near a trivial fixed point, such as K = 0, propertiesare easily computed from perturbation
theory.
Notice
that
at
K =
0 and
0%
the
fixed or
points
lattice is completely disordered completely ordered, the system of the length scale with which
ordered,
appears
it is
STATISTICAL
MECHANICAL
THEORY
OF PHASE TRANSITIONS
143
,'
I
._
'
0
2
0
5
0
4
Sum half
0 o6
8
0 o
......
o
7
0
over the
0
o 3
......
\177
o3 0
spins
Fig.
5.10.
Decimation
of half
for the entirely disordered case. The invariance to a length scale transformation is an essentialfeature of the RG fixed points, even when they are the trivial K = 0 and \177 fixed points. For systems exhibiting a phase transition such as the twodimensional Ising magnet, we will find nontrivial fixed points associated with phase transitions.
5.7
Now
first
RG Theory
let's
Model*
look at a system that does exhibit a phase transition. The RG theory is to sum over a subsetof all the spins in the system. One possible choice of the subset is illustrated in Fig. 5.10. In this figure, the remaining circles represent those spins that have not yet been summed. Notice that the remaining spins form a lattice which is simple square (though rotated by 45\370 ) just like the
step
in the
original lattice.
summation
over
half
the
spins, we
partition the
every
in
the
canonical
partition
function, Q,
so that
other
spin appears
in only one
Boltzmann factor:
\337 \337 \337 exp
Sl,S2,...
[Kss(sx
+ s2
+ s3 + s4)]
7
\177s8)] \337 \337 \337 .
x exp
[gs6(s 2 [s3
'\177s
652
section follows
closely H. J. Maris
and L. J. Kadanoff,
144
INTRODUCTION TO
MODERN
STATISTICAL
MECHANICS
Thus,
by performing
other
spin
we get
+ S4)
Q=
...
sfs)
{exp [K(s 1 +
S2 [S3
(remaining
+ exp[K(Sl
+ s2 + s3 + s4)]}
+ S3 +
x
As
{exp
[K(s2
S7 +
S8) ]
to find
+ exp[K(s\177+s3+s7+s8)]}....
with
the
onedimensional
that
Ising model,
turns
we now
would
like
a Kadanoff transformation
function
this partially
summed partition
This
a form that looks just like the originalunsummed form. quite possible. Instead, the new partition function is one appropriate to a system with a similar but more general Hamiltonian.
into
is not
To see why,
exp
[K(s\177
we
might
try to write
exp
+ s:
[K(s\177 +
s: + S3
\"[
S4) ]
\177f(K)
exp
[K'(s,s2
+ s,s4
+ s\177s3
+ s3s4)]
and
(s\177,
require
s2,
that
this
equation
hold
for all
nonequivalent choicesof
s3, s4).
There are
S
four possibilities:
S 3 =  S3 
1 S 2 1  S2
S4  +1,
S4'+1,
S4 \177S4=
+1,
+1.
the supposition
cannot
degrees
of freedom
f(K)
and
K'(K). Thus, it
The
simplest
is
[(1/2)K,
+ S2S3 [S3S 4 + S4Sl)
K(s'+sa+s3+sn)
K(s'+s2+s3+sn) =f(K)exp
X
(SlS 2
+ K2(SlS 3 +
Inserting
s2s4){
K3SLS2S3S4].
(a)
the four
possibilities for
+ e
(s\177,
s:,
s3, s4),
we obtain
e4K
e 2f
4K =
+ e 2f
=f(K)ef3,
(2K,
+ 2K2 +
K3).
STATISTICAL
MECHANICAL
THEORY
OF PHASE TRANSITIONS
148
The
solutions
exist. They
K\177 =
are
cosh (4K), (4K), (4K)
i In
and
K2 = x 8 K3 = x 8
f(K)
Exercise
In cosh In cosh
\253 In
cosh
(2K),
5.14
these equations.
the
with
partially
summed
partition
function
Q(K, N) = If(K)]
N/2
\177 remaining
''
si's
{exp [(K1/2)(sls2
+ S2S3
x {exp
[(K\177/2)(s2s3
+ S3S8 q
S7S8 q S7S2)
+ K2(s2ss + s7s3)
q K3s2s7s8s3])'\".
Notice that every nearestneighbor pair is example, s2s3 appears in the Boltzmann
repeated
factor
exactly
twice.
For
arising
from the
summing over s5, and in the one arising from the sum over s6. However, the next nearestneighbors(e.g.,s\177s3 and s2s4) appear only once each; and the sets of four spins around in square (e.g., s\177s2s3s4) appear only once each. Thus,
spins
\"
:[f(K)]
w2 N/2\177'\177 spins
exp[K1
\177's,s/ ij
+ K2
Z\"SISm q K3 lm
pqrt
ZmSpSqSrSt],
where
(in
spins), and the triple primed sum is over all neighboring four spins around in a square. Notice what has happened. We have removed degrees of freedom, and due to the topology in the twodimensional systemthat is, the high degree of connectivity the resulting interactions betweenthe remaining degrees of freedom are more complicated than those in the original problem. This occurrenceis the usual state of affairs in nontrivial interacting systems. We will see it again when we study
the
with N/2
sets of
interactions,
this
last
146
INTRODUCTION
TO
MODERN
STATISTICAL MECHANICS
equation is not in a
form
for we
which must
an exact approximate
in
performed. To
partially
proceed,
summed
partition
function
the
and
such
unsummed K 3 entirely.
RG calculation can be the summand in the a way that the partially function. The simplest That gives
N/2)
N)\177 [f(K)]N/2Q(K\177,
K\177 =
14
In cosh
(4K).
those
These
equations
are
equivalent
to
obtained
in the
one
dimensionalanalysis. They predict no phase transition. To obtain a better resultwe must account at least for K2. A simple schemeto do this is a meanfieldlike approximation that attempts to incorporate the effects of the nonnearestneighbor interactions with an altered coupling between nearest neighbors:
K, Z's,sj +
ij
K\177
Z\"szsm=K'(K,,K\177) lm
EtSiSj.
This
approximation
gives
Q(K, N)=
We
[f(K)]N/:Q[K'(K,,K2),N/2].
N) stand
let
g(K)
= N
\177 In
Q(K,
for the
+
free energy
per
spin.
As
a result
g(K) = \253lnf(K)
or
g(K')
\253g(K')
= 2g(K) 5.15
(b)
Exercise
Derive these
K' by considering the energyof the system when aligned. SincethereareN nearestneighbor bonds in a twodimensional cubic lattice with N/2 spins, and there are N
We
can
estimate
all the
spins are
NK1,
K:
\177\" lrn
SIS m
 NK2
when
all the
spins are
K'
or from
\177 K\177
+ Ka
the equations
for
K\177(K)
and
K2(K), (4K).
K' =
a8
In cosh
(c)
STATISTICAL
MECHANICAL
THEORY
OF PHASE TRANSITIONS
147
This exists
has a
nontrivial
fixed
point!
That
is, a
finite
Kc
Kc = as In
Indeed,
cosh
(4Kc).
Kc= 0.50698.
Equations (c)
iteratively
X
and
(b)
are
RG
equations
pattern
that
can
be of
solved
to predict the
'<
thermodynamic
properties
the
two
breaks
into
two parts:
X
X Kc
>
K=0
K =
oo
Exercise
5.16
Show
that
for K<Kc,
that
Eq. (c)
yields
K'>K.
Since
K'<
K.
Similarly,
show
for
K >
Kc, Eq.
(c) yields
called an unstable
move away from Kc, this nontrivial fixed point. The trivial fixed points however, are called stable fixed points. To implement the RG equations (b) and (c) it is their inverses:
the
iterations
fixed
point
is
o%
at 0
useful
and
to have
K = 14 cosh and
g(K)
1 (e
\177/c'/3)
(c')
= \253g(K') +
\253 In
{2e2S:'/3[cosh(4K'/3)]\177/4}.
(b')
Exercise
5.17 Derive
expansions
these equations.
near
From
Taylor
K =
capacity,
d2
C =dK2g(K
),
diverges as
K>Kc
according
to the
power law
%
C o\177 lT
where
 Tcl
T 
(J/kBK)
and cr = 2 In
2/ln
(dK'/dKIs:=S:c)
= 0.131.
Exercise5.18 Verify
this
result.
148
STATISTICAL
MECHANICS
Thus,
the
fixed
point by
Kc
wth
a phase
transition. The
criticaltemperatureis given
which
0.50698
is
close
to the
exact value
\177= 0.44069
kBTc
obtained divergent
from heat
Onsager's capacity
weakly
result
 Tcl.
with
This applicationshows
that
even
RG
theory
provides
powerful
section.
way
problems.
Before
that
ending,
in
however, let us
a the
few
of the or
observations made
topology
produces
this
transition also leads to moreand more complicated interactions as one integrates out more and more degrees of freedom. For example, consideragainthe square lattice pictured at the beginning of this section. \"Integrating out\" spin 5 means that we have Boltzmann sampled the possible fluctuations of that degree of freedom. Since spin 5 is coupled directly to spins 1, 2, 3, and 4, the Boltzmann weighted sum over the fluctuations of spin 5 (i.e., its configurational states) depends upon the particular state of each of these other four spins. Hence, for example, spin 4 \"feels\"the state of spin 1 through the fluctuations in spin 5. In the lattice that remains after integrating out the first N/2 spins, 1 and 4 are not nearest neighbors. Neither are ! and 3, yet they too are manifestly coupledin the second stage of the RG procedure. This is the origin of the complicated interactions. These new couplings are clearly intrinsic to the connectivity of the model. In the onedimensional case, this degree of connectivity is absent, one does
cooperativity
connectivity
not generatemorecomplicated
freedom, and no phase transition
Indeed,
interactions appears.
by
removing
degrees
of
when
complicated
phase
transition
we attempt to use the RG procedure and neglect the interactions, we are not able to predictthe existence ofa in the twodimensional model. One way to think
interactions as one removes degrees of freedom imagine a multidimensional interaction parameter space for the coupling constants K\177, K2, and K 3. In that case, the partition function depends upon all these parameters that is,
about
the changes in
is to
Q =
Q(K\177,
K2,
K3,.
\337 \337 ;
N),
STATISTICAL
MECHANICAL THEORY
OF
PHASE
TRANSITIONS
149
where
... is
used
to
denote
coupling
constants
interactions (e.g., interactions involving six spins). function of actual interest is Q(K, O, O,... ;N), but tion of the RG procedure yields
Q(K,
first
interac
O,
0,...
;N) =
partition
[f(K)]\177V/2Q(K1,
K2,
K3,
0,...;
N/2).
To computethe
function
one must
consider
transformations
by an RG of coupling
space. It is only by an approximation that we confined a line in this parameter space. In closing, we remark that while the theory was originally devised to study secondorderphase transitions, the ideas of length scale and Kadanoff transformations, flow in Hamiltonian or coupling parameterspace and fixed points extend far beyond this application, and they are finding their way into many diverse areas of physics,
dimensional the flow to
chemistry,
and
engineering.
5.8 Isomorphism
System
and
Ising
Model
for the importance of statistical mechanical techniques, such as the renormalization group method, to various different areas of the physical sciencesis due to the isomorphism between quantum theory and classical statistical mechanics.We illustrate the connection here by showing how the statistical behavior of a twostate quantal system is isomorphic to that of the classicalIsing model. We consider the model described in Exercise 3.21. In particular, we imagine a quantum mechanical particle (an electron in a mixed valence compound)fluctuating or resonating between two different localized states. As the particle moves from one position to the other, the deviation from the average of the system's dipole changes sign. This variability of the dipole permits the instantaneous electric field of the surrounding medium to couple to the system.In matrix form, the Hamiltonian and dipole operator for the twostate system are
One reason
= a
Exercise
A
and m=
5.19
Hamiltonian
levels
are 2A),
is
that the eigen energies for +A (i.e., the spacingbetween the and the eigenvectors are proportional
Show
this
two
to
(1,
:1:1).
STATISTICAL
MECHANICS
The
to the
electricfield,
\1770
\177,
leads
to the
total Hamiltonian
gm.
will assume the surrounding medium is sluggish in comparison to the quantal system. This meansthat g is not dynamical and hence, g is not an operator. For a given g, the partition function of the two
We
level system is
Q(\177)
= Tr
e t\177(\177e\370'n\177),
system.
where
the
trace,
The
next
Tr, is over the two statesof the quantal step is the crucial trick. We divide
the
Boltzmann
operator
Q(\177): Tr
For large
[e(\177/v)(\177e\370m\177)]
v.
(a)
enough P,
e (\275//')(\177e\370'\"\177):
0(15/P)2].
(b)
Exercise
ify
exponentialoperators and
sides
ver
that
and
order
righthand
of
the
this
equation
at
agree through
second order
Thus,
in fliP,
commutator
and
that
deviation
involves the
[\1770, m].
we
can
avoid operators.
the
mathematical
In their
however, one
must
account
for
P separate
elements
exp[(15/P)(\177om\177)]. The
operators can be analyzed
as
matrix
follows:
Let u
= +1
the quantal
and
system.
We
have
(ul
rn
lu')
6uu,t\177u
(ul
\177e0 lu')
 (1
=
6uu,)A
(uu'
1)A/2.
(d)
u' = +1,
= +1,
As a
result, from
(ul
(d),
u =
e \177e\370lu')
= {
1A ++ 0(82), e O(e3),
4: u'
or
(ule\177olu') = X/\177
Further,
eUU\"x/\177a[1
+ O(E2)].
(e)
from (c)
(ul
em\177
lu'):
6uu
'e\177'u*e'
(f)
STATISTICAL
MECHANICAL THEORY
OF
PHASE
TRANSITIONS
1!il
Fig. 5.11.
quantum
path
configuration
of the
(f)
yields
' V\177
+
exp [uu'
[1 +
lnV\177\177
ebtgu]
O(e2)],
(g)
where we
have
introduced
the small
reciprocal temperature
e =/s//'.
The matrix
trace
in
(a)
can be
that
multiplication
is,
Tr A P Thus,
U 1, U2,
Au\177u2Au2u3'
\"', Up
employing
(g) we
arrive at
(cA)
Q(g) =
where
Pa exp
(s:uiui+\177
+ hui)
='41
s: =
employed,
lnV\177\177 Up+\177
and
h =
egg,
limit (g)
conditions
that
are
the for
= u\177. The
required
to ensure
righthand
terms Q(g)
of the
order of to the
e2
in
can be
demonstrates
the isomorphism
partition
since the
for
side
is
indeed
identical
function
a onedimensional
Ising
magnet with
method
a magnetic
field.
used
The method
introduced
we have
by
formulation
in deriving
the isomorphism
in
is the same
his
Richard
of
Feynman
quantum
the
1940s
to derive
of
the
isomorphic
In fact,
state quantum mechanical system. spins in the isomorphicmagnetcorrespond to a transition or tunneling event in which the quantal particle moves from one spatial state to the other; that is, the electron in the mixed valence compound resonatesbetween the two nuclei. Figure 5.11 illustrates this isomorphism. The upper portion of the figure pictures
paths
for
the
two
Adjacent
antiparallel
INTRODUCTION
TO
MODERN
STATISTICAL MECHANICS
states with u = +1 and u =1. The lower portion pictures the corresponding configuration of the isomorphic Ising magnet. The disorderin the Ising magnet coincides with resonance or quantum tunneling. The ordered isomorphicIsingmagnet,on the otherhand, corresponds to
quantal
system
as
it moves
between the
a spatially
tunneling consider
does how
not occur.
In Exercise
5.26 you
slowly
will
twostate model to a
fluctuating
this
the
onset of localization or the quenching of tunneling, and in the isomorphicIsing magnet this localization corresponds to an orderdisorder transition. As a preamble to that exercise, let us consider the energy eigenvalues for the problem. For a given value of \177, the
diagonalization of the 2 x 2 Hamiltonian energy levels (see Exercise 3.21):
+\177/A
yields
the
following
two
2 +/2292.
Now
field
slowly
in accord
with
Gaussian
probability
distribution
p(g)
where
field
0c
exp(fl\1772/2o),
a is
a parameter
indeed,
that
determines
fluctuations;
in the
and
information,
coupled
system:
levels for
down
the
twostate
system
the
energies
for the
full
\177'2/20
5
V'A 2 +/22\177,2.
two energies, E+(g), since the reversiblework to change g depends upon whether the twostate system is in its ground state or excited state. Note that our assumption that the fluctuations in g are slow is really the assumption that these fluctuations do not cause transitions between the two stationary quantum states. In the usual terminology of quantum mechanics, this assumption is called the adiabatic approximation. We considered this approximation in a different context in Chapter 4 when discussing the BornOppenheimerapproximation. In Fig.5.12, the pictures of the corresponding energy surface for this problem show that when the fluctuations in g are large enoughthat is, when 0/22>A\"' the
There
are
the
field
STATISTICAL
MECHANICAL THEORY
OF
PHASE
TRANSITIONS
153
E\177(&)
E+(&)
0#2
\177! z\177
op? \1771
z\177
Fig.
5.12.
system coupled to
a field.
configuration with g = 0 is then unstable in the ground state. The stable ground state minima correspond to the situation where the twostate systemis coupledto a net electric field. This field breaks the dipolar symmetry of the twostate system leading to a nonzero dipole, and the net polarity corresponds to a localization of the dipole or quenching of its tunneling. This phase transitionlike behavior plays an important role in a variety of condensed phase quantum phenomena including electron transfer processes. After studying Exercise 5.26, the reader may wish to reconsider the phenomena in the following way: The resonating dipole, due to its alternating sign as it passes from one configuration to the other, couples less strongly to the electric field than does the nonresonating localized dipole. The strong interaction is also a favorable one energetically since for large enough o, the pliable electric field can fluctuate and orient parallel to the directionof the dipole. It is this preference toward a strong and energetically
favorable
interaction
tion
observed
found
systems
that causes the broken symmetry in this model and in the behavior of many in nature. This type of localizaton phenomena before
and
localizamolecular
is often
given the
name selftrapping.
remark
this section is a suggestion, a word encouragement: Try to generalize the isomorphism we have derivedbetweenthe twostate quantum system and the Ising magnet. In particular, considera quantum system with
ending
of
One last
caution,
and also
a word of
three
quantum
(or more)
paths
But
states. You
does
now,
problem.
that indeed the sampling of a classical statistical mechanics the nearestneighbor couplings \"spins\" involve complex numbers. This must perform Boltzmann weighted sums with
will
find
154
INTRODUCTION
TO
MODERN
STATISTICAL
MECHANICS
alternating
negative
signs. In other
words,
quantum
systems
with
three
(or
with
more) states
feature
\"probabilities\" for certain states. You might consider what of the twostate model allows one to avoid this difficulty, and then you might try to invent a method that avoids the problem of negative probabilities for three or more states. If you succeedin the
publish!
general case,
Additional
Exercises
5.21.
The canonical
partition
external
function
for
the
onedimensional
Ising
magnet
in
an
magnetic
\177
field is
(hsi+Ksisi+\177 ,
Q=
where conditions
exp
$1,$2,
h =
fi!\177H,
K =
fiJ and
SN+\177.
we are
using
periodic
boundary
that
is,
s\177=
(a)
Show
that Q
can be expressed as
Q=
where
Tr
qN,
q is
the matrix
[exp(h
=
Lexp
(K)
the
+K)
exp(K) ]
exp (h of the
as
[Hint: Note
(b)
Ksisi + \177. ] By noting
that
summand
rewritten
exponential in Q can be
that the trace of representation, showthat Q
matrix
is independent
of
can
bc expressed
as
Q = 3.+N
where
+ 3.N_, smaller
3.+ and
larger and
q.
eigenvalues,
respectively,
(c)
of the matrix
limit
eigenvalues,
and
show
that
in
the
(N>
{cosh
In__Q= In 3.+ =
K + In
(h)
+ [sinh 2 (h)
+ e4K]l/2}. is called
that
This
method
for
matrix
the transfer
(d)
computing
method.
a partition function
and
Evaluate
the average
magnetization
show
the
STATISTICAL
MECHANICAL
THEORY
OF PHASE TRANSITIONS
155
magnetization
vanishes
by
as h> 0+.
N
\177 In
[Hint:
Q with
You
can
deter
mine
(s\177)
differentiating
respect to
h.]
Ising reduced
model
variables,
is
Q(K,h,N)=
\177
exp
sl,s2 ..... SN
h\177si+K
i=1
\177'.
sisi+l.
i=1
(a)
Q(K,
where
h,
N)
= If(K,
', h',
N/2),
h'= h +
K'=
and
h)=
2 cosh(h)[cosh(2K
X
+ h)
TM.
cosh(2K
+ h)/cosh2(h)]
(b) Discuss
the
flow
pattern
for
the renormalization
in
equations,
pa
h ' = h '(h, K), K ' = K ' (K, h ), rameter space (K, h).
the
twodimensional
(c)
Start
with
the
estimate
that at K0.01,
follow
values
g(O.Ol, h)\177g(O,h), the flow of the RG transformations of h, and estimate g(1, 1) from the RG
the
for
several
equations.
Ising
5.23.
(a)
Show how
corresponds
temperature
magnetization
per
spin
in
the
model
density, \177 (ni)IV, in the lattice gas. (b) Draw a labeled picture of the coexistence curve in the
to the
density
gas.
system (which forms a closed ring to made up of N \"partitions.\" A small section of it is pictured in Fig. 5.13. Each \"cell\"contains two and only two (hydrogen) atoms one at the top and one at the bottom. However, each can occupy one of two positions to the left in the cell (e.g., bottom atom in \"cell\"jk) or to the right (e.g., bottom atom in \"cell\" ij or top in \"cell\" rnn). The energies of the possibleconfigurations (a \"partition\" with its associated atoms) are given by the following rules.
hypothetical
Consider a
eliminate
end
effects)
15\177
INTRODUCTION
TO MODERN
STATISTICALMECHANICS
Partition
Cell
Atom
I
exhibits
rn
Fill. 5.13.
Part
of a
large system
that
a phase
transition.
two
atoms
are
associated
with
parti
(ii)
energy of that configuration is infinite (e.g., e\177,= Em ' {0\177). If two atoms are on the samesideof a partition,
the
the
(positive)
then
E1
energy energy
of
that
configuration
is zero
(e.g.,
' 0).
then
(iii) If two
the
En
 E).
(a)
Using the
the
energy
levels possible
atoms?
is,
associated
for each
level? That
what
(c) Showthat
given
the
canonical
partition
function
by
one
of the
following expressions:
t\177v\177,
Q = 2+ 2/re
Q
= 2
+ 2Ne t\177,
+ 2et
\177v\177.
15 =
1/kB T
Q = 2N
(d)
energy per particle in the thermoshow that the internal energy becomes discontinuous at some temperature, say To. (Hint: At what value of a:is a m discontinuous for m very large?) (e) Express To in terms of E and fundamental constants.
Compute
dynamic
you
have
solved
represents
in
The
the
KH2PO4
\"partitions\"
crystal.
above
(1968),1114.
capacity
of
the
heat
capacity
field for
the
as predicted from
discussed
precisevalues
magnet
below
and above
In this
exercise,
consider
the Ising
that
is isomorphic
to
the twostate
the
electric
field,
g,
STATISTICAL
MECHANICAL
THEORY
OF PHASE TRANSITIONS
is
random
fluctuating
field
with
Gaussian
probability
distribution,
P(g)
(a)
\177exp[fig2/2a].
on integrating over
g, one obtains
the
partition
=
\234
d\177
= \177/2Jza/fi
lim {(cA)
\177exp Pa {ui}
\177cuiu
i+ 1
P
i,j=l
which is
the
with
partition
function
for
a onedimensional
magnet
long
ranged
interactions.
twostate
Here,
Ising 2A is the
e =
unperturbed
system,
ln'\177/\177. See
Sec. 5.8.
by induce the
The long ranged interactions generated fluctuations in the electric field can
which
tunneling
is quenched;
that
is,
localization
transition
Q(g)
and
then
that
showing
gives
Gaussian
weighted
at
integral
over g
function of
which
o when
the
transition
In
occurs
The
is a critical
((6rn)2) diverges.[Hint:
second derivative of
Q.]
tures,
effectively
fiA
fluctuation is a at nonzero temperais finite; the isomorphic Ising magnet is finite system in that case, and no localization
square
Note
that
transition
occurs.
5.27.
Consider magnetic
Ising
magnet
in
fluctuating
model
to
be considered
has
the
partition
Q(fi,
N) =
dh
+1
x exp
fiNh2/2a
i=1
\177
[fihsi
+ fiJsisi+:
with
N>
SN+\177
=S\177.
Note
0.),
the
typical
(i.e.,
the
1,58
INTRODUCTION
TO
MODERN
STATISTICAL MECHANICS
presence
of this small
transition
fluctuating
field
leads
to
an order
disorder
for
this
onedimensional
spins reversible
system.
with work
fluctuating
thereby determinethe
N).
(b)
Show
value
that
of/\177),
below some
temperature (i.e.,
\177(h;/\177,
some
function of
h.
the
free
N)
becomes
a bistable
(c)
Derive which
an this
equation system
breaking.
Bibliography
There
transitions.
are several
For
excellent reviews
Problems
Cohen
of
the
modern
theory of
phase
example:
in
B. Widom
Vol.
Fundamental
in Statistical
(NorthHolland,
Mechanics,
1975)
III,
145.
ed.
by E.
in
D. G.
pp.
mean field
Lecture Notes in Physics, Hahne (SpringerVerlag, N.Y., 1983). K. G. Wilson, Rev. Mod. Phys. 55, 583 (1983). The last of these is based on Wilson's Nobel Prize award address. It contains a brief review of the renormalization group theory, and also Wilson's description of the history of this theory. The late ShangKeng Ma's text contains many useful ideas on Ising models, on boundary and surface effectsin phase transformations, and on
Fisher
M. E.
Vol.
Critical
Phenomena,
186, ed.
by
F.
J. W.
theories:
S. K.
Ma,
Statistical
Mechanics
(World
Scientific,
Philadelphia,
1985).
Selfsimilarity or invariance to length scale transformations is central to renormalization group theory. It is also central to the theory of \"fractals\"irregular geometrical structures (such as coastlines). A popularized description of fractals is given in Mandelbrot's book: B. B. Mandelbrot, The Fractal Geometry of Nature (Freeman,
revisedbook:
general
is Stanley's
soon to
be
H. E.
connection
statistical
Introduction
to
Phase
Press,
1972).
we introduced in
theory
Euclidean
Integrals
The
and
R. P. Feynman
subject is
Quantum
N.Y., 1965).
CHAPTER 6
Monte
Carlo
Method
in Statistical
Mechanics
With
the
advent
of manybody systems.The basicidea in these methods one may follow explicitly the trajectory of a system involving 10: or 10 3 or even 10 4 degrees of freedom. If the system is appropriately constructed that is, if physically meaningful
is that
with
and wide availability of powerful computers, of computer simulations has becomea ubiquitous
the
tool
a computer,
boundary conditionsand
trajectory
particles,
will
interparticle
interactions
are employedthe
serve
to
simulate
the behavior
the
of a real assembly
of
and
the statistical
analysis of
trajectory
will determine
of the
is that,
assembly.
in principle,
they provide
exact results for the Hamiltonian under investigation. Thus, simulations provide indispensable bench marks for approximate treatments of nontrivial systems composed of interacting particles. Often, the simulations themselves are so efficient that they can be readily performed for all circumstances of interest, and there is no needfor recourse to approximate and computationally simpler approaches. There are, however, important limitations. The finite capacity of
implies that one may consider only a finite number of particles, and one may follow trajectoriesof only finite length. The latter restriction places boundson the quality of the statistics one can acquire, and the former inhibits the study of large length scale fluctuations. These issues will become clearer as we
memory
computers(both in
and
in time)
becomemorespecific
There
with
particular
illustrations.
the
160
INTRODUCTION TO
MODERN
STATISTICAL
MECHANICS
for atoms and molecules, and the trajectory is formed by integrating Newton's equationsof motion.The procedure provides dynamical information as well as equilibrium statistical properties. The other class is calledthe Monte Carlo method. This procedure is
model
more generally applicablethan molecular dynamics in that it can be used to study quantum systems and lattice modelsas well as classical assemblies of molecules. The Monte Carlo method does not, however, provide a straightforward method of obtaining timedependent dynamical information. In this chapter, our discussionof Monte Carlo will focus on lattice models, the Isingmagnet, and the lattice gas, systems for which we already have some experience. The illustrations are easily generalizedto morecomplex problems. Several computer codes are presented in this and later chapters.
They
are
all
written
in BASIC,
with
and
these
run
on
microcomputers.
The
as the generalizationsoutlined in the Exercises. The experimentation is indispensablefor gaining a qualitative understanding of the power and limitations of simulation calculations. In all cases, the models analyzed in this chapter are models for which much is known from exact analytical results. Theseexact results provide guidance in the experimentation, and it is always useful to test simulation algorithms against such results before venturing into the less well known. In Chapter 7, we do step into that territory by presenting a Monte Carlo program and calculation for a model of a liquid (albeit in two
student
programs
should experiment
as
well
dimensions).
6.1
Trajectories
A trajectory is a chronologicalsequenceof configurations for a system. For example, the configuration of a lattice gas or Ising magnet is the list of spin variables Sl, S2,...,S\177v. Let v= S\177v) be an abbreviation for a point in this Ndimensional configuration space. Now imagine a path through this space. Let v(t) denote the list s\177,s2,...,S\177v at the tth step in this path. The path function v(t) is then a trajectory. Schematically, we might imagine the graph in Fig. 6.1 for the first eight steps in a trajectory. The letters a, b, c, and d refer to different configurations. For example, perhaps a = (1, ), b =(1, 1, 1, 1,... ), c=(1, ), and d=(1,1, 1, 1,...). Configurational properties change as the trajectory progresses, and the average of a property G\177,= G(sx, s2,... ,s\177v) over the configurations visited during a trajectory with T steps is
(sx,...,
1,1, 1,...
1 T
MONTE
CARLO
METHOD
IN
STATISTICAL
MECHANICS
161
v(t)
In Monte Carlo calculations,one usually employs which thermally equilibrated averages,(G), aregiven
(G)
trajectories
by
for
= lim
T'\177
(G)r.
trajectories are ergodic, and constructedsuch that the distribution law is in accord with the relative frequencies with which different configurations are visited. In practice, trajectoriesarecarried out for only a finite time duration, and the average over configurations will provide only an estimate of (G). We can visualize the limited statistical accuracy of a finite time average by considering the cumulative average as a function of T. See Fig. 6.2. The size of the oscillationsabout (G) coincides with the statistical uncertainty in the average. This point is understood by dividing a long trajectory into several shorter successive trajectories. If the short trajectories are not too short, then the averages over each
That
is,
the
Boltzmann
subtrajectoriescan be viewed as statistically independent and a comparison between them can be used to estimate standard deviations. Schematically, this idea is illustrated with the picture of the time line divided into incrementsof length L:
of these
observations,
\177L'*
\"
'\"
(G)T
(G)
T
Fig. 6.2.
Cumulative average.
162
Let (G)
Clearly,
(B)
INTRODUCTION
TO
MODERN
STATISTICAL MECHANICS
denote
the
average
of
Gv(t)
over
the
Bth
increment.
(G)T=(L/T)
Further,
I=A,B ....
a calculation
of the
estimateof
the
statistical
uncertainty
A(G)T
(L/T)2\177\"\177
((O)
(0
(G)T) 2
as
As
T>
0% this
statistical
error tends
that
to zero, vanishing
given
T 1/2.
indeed an estimateof the sizeof the oscillations shown the figure depicting the cumulative averages(G)TUnfortunately,
Exercise
6.1 Show
A(G)T
by this
formula is
in
straightforward
applications
of this
are not
when
always the
reliable
indicators
of statistical
system may be sluggish in the sense that trajectories move through available configuration space or the trajectories are trapped in a subspace of the accessible configurations. This sluggish behavior may arise from the physical nature of the system or it may be a consequence of algorithm by which the trajectory is performed. In the quasiergodic case where the trajectory samplesonly a subset of available configurations, one can imagine a large energy barrier that confines the system to this region. When the system is sluggish, the time or number of steps, L, between statistically independent sectionsof the trajectory becomes very large. For such a case, one might be tricked into thinking that excellent statistics have been obtained, when in fact, the system has progressed through only a subset of the allowed fluctuations.
slowly
by
comput
(')
(GT))((G)
and comparing the square root of this quantity with (G)r. However, even when the ratio is very small for a particular property G, it may still be that some other (slow)property possesses significant correlations between successive increments.Thesethoughts should always be a source of concernwhen employing simulations. A certain degree of experimentation is always required to indicate whether the statistical results are reliable. And while the indications can be convincing, they can never be definitive.
MONTE
CARLO
METHOD
IN
STATISTICAL
MECHANICS
163
6.2 Describe a model system for which you can conceive of circumstanceswhere Newtonian trajectories will be quasiergodic. One example might be a system of spherical particles jammed into a fixed volume and into a metastable lattice configuration. Note that if one perExercise
formed trajectories where the volume could fluctuate and deform, the trajectory tually move to stable lattice configurations.
of
the
container
even
could
6.2
A Monte
Carlo Trajectory
rule
Now we consider a
or
algorithm to a
Thescheme does
method Further,
averages librium origin
not
correspond
for performing a random walk through configuration space. we will show that in the absence of quasiergodic problems, over these statistical trajectories do correspond to equiensemble averages. The method is called Monte Carlo. (The of the name has to do with its exploitation of random number
sequencesthe type of sequenceencountered when playing roulette in that European city.) For any large nontrivial system, the total number of possible configurations is an astronomically large number, and straightforward sampling of all of these configurations is impractical. A similar
situation
is encountered
which
by pollsters
that
trying
to
gauge
preferences
of
large groups of
small
people. In
case,
the
researcher
population.
devises
relatively
an
efficient method by
but
estimates
are
obtained
from a
representative
fraction of
the total
Monte
Carlo
are analogous. A sample of representative states or configurations is created by performing a random walk through configuration space in which the relative frequency of visitations is consistent with the equilibrium ensemble distribution. For a small twodimensional Ising magnet with only 20 x 20 = 400 spins, the total number of configurations is 2400> 101\370\370.Yet Monte Carlo procedures routinely treat such systems successfully sampling only 106 configurations. The reason is that Monte Carlo schemes are devised in such a way that the trajectory probes primarily those states that are statistically most important. The vast majority of the 2 400 states are of such high energy that they have negligible weight in the Boltzmann distribution, and need not be sampled. The words importance sampling are used to describe schemesthat are biased to probe the
calculations
statistically important
regions
of configuration
space.
INTRODUCTION
TO
MODERN
STATISTICAL MECHANICS
truly
dynamical,
there
great deal of flexibility in choosing the particular algorithm by which the random walk is performed. Here,we give one reasonable method for an Isingmagnet. We begin by setting up our system in an initial configuration. Then we pick out at random one of the spins in this assembly. The random choice for the spin is performed with the aid of the pseudorandom number generator (an algorithm that generates a long sequence of random numbers uniformly distributed in the interval between 0 and 1).* Sincethe N spins are labeled perhaps as s(I) for ! \177 I \177N, we can identify a spin by pickingI as the closest integer to a generated random number times N. Other methods could be used too. For example, in a twodimensional Ising model, convenient bookkeeping might lead us to label spins with a vector s(I, J), where 1 \177/, J \177\177/\177. In that case, we could generate two random numbers, x and y, and ask for the integers, I and J, which are closestto X/\177x and X/\177y, respectively. Having picked out a spin at random, we next consider the new configuration v', generated from the old configuration, v, by flipping the randomly identified spin. For example, \177\177 \177' could correspond
to
(...,
1,i, 1, 1,...)(...,
identified
1,i, 1,1,...).
identified
randomly
randomly
spin
spin
changes
the
energy
of the
system by the
AEvv,=Ev,Ev.
This
tions
energy difference governs the relative probability through the Boltzmann distribution, and we
of configuracan
build
this
probability into the Monte Carlo trajectory by a criterion for accepting and rejectingmoves to new configurations. In particular, if the energy changeAEv\177, is negative or zero, we accept the move. If, however, AE\177, is positive, we draw a random number x between 0 and 1, and accept the move only if we have exp (\1776AE\276\276,)\177x. Otherwise the move to a new configuration in the next step is rejected. In other words, with
\276(t)
\276,
we
have
v(t
+ 1)
= v'
are
software
commonly
with digital
computers
as standard
STATISTICAL
MECHANICS
v(t+
when millions
1)=/v\"
tv, now forming
exp(flAE\"\"')\177>x'
exp(fiAE,,,,,)<x,
repeat
this
a long
making
step
configuration
space. This
Carlo M.
in recognition Rosenbluth,
of calculation
a trajectory is often called MetropolisMonte of the scientists N. Metropolis,A. Rosenbluth, A. Teller, and E. Teller who first published this type in 1953.It is easy to argue that the procedure does a method for performing equilibrium averages. To we can phrase the procedure in terms of a transition
for
That
probability matrix.
state If
is,
let
unit
probability per
v, it will
time
make a
we
follow
a firstorder
have
rate
or
transition
matrix, we
the
pv gives the probability that the trajectory resides at a given time in state v. (Kinetic equations of this form are often called master equations.) At equilibrium in the canonical ensemble p\177 = 0 and
where
(p,,,/p,,)
= exp (fiAE,,,,,).
condition
These
Provided
acquired
equations
provide
the
of detailed
(fiAE,,,,,).
balance
coincide
AEv\177,
\177> O.
is, there
an move
is
unit
probability
of accepting
a move
probability.
when the
(Note:
move
energy
exponential
comparison of the uniform random number distribution with the Boltzmann factor generates this exponential probability distribution.) Given this formula for w,,,,,, it is clear that the Metropolis Monte Carlo generates a trajectory that samples configurations in accord with the canonical Boltzmann distribution of configurations.
166
INTRODUCTION
TO
MODERN
STATISTICAL MECHANICS
Exercise 6.3 Construct and describe an algorithm employs a random number generator and samples of the Ising magnet consistentwith the distribution
Pv oc exp
where
M\177 (/\177E,,
which
states
\177M\177),
is
the
\276.
magnetization
of the
spin
configuration
Exercise
6.4
Describe
samples
canonical
=
that
E\177
(.//100)
s,sj,
\276=(Sl,
is
over
nearest
neighbors
on a
squarelattice and
values:
the
spins,
si, can
take on
severalinteger
10 Demonstrate
that
that
the algorithm
constructing attempted
steps
in
ance.Note
si(t
when
which
is larger
magnitude moves
the
the
in
BASIC
for the
twodimensional Ising
in a square lattice with 20 x 20 = 400 spins appearsat the end chapter. It utilizes the random number generatorprovided by the IBM PC computer. The pictures in Fig. 6.3 show the evolution of the Monte Carlo trajectory for a few thousand steps. To interpret the pictures, note that periodic boundary conditions are employed. At temperatures below critical (kBT\177/J=2), phase separation remains stable. But except at very low temperatures, the interface clearly fluctuates in an
of this
amoeboid
fashion.
At
disordered
high
temperatures,
the
trajectory
quickly
to the type of fluctuations observed near the critical temperature. Note that the patterns formed by the fluctuations at T = T\177are very different than the patterns formed when T is much larger than T\177. The study of correlations between fluctuations at different points in space provides one method for quantifying this pattern recognition. Incidentally, a few thousand moves are not nearly enough to acquire reasonable
state.
moves to a highly
Compare
that disorder
Temperature
Initial
configuration
8J/kB
4J/kB
1
2J/k\177
J/kt\177
Fig.
6.3. Configurations
in
a Monte
Carlo trajectory of a
167
20x 20 Ising
model.
168
STATISTICAL
MECHANICS
statistics
is far
too
small a
system
for
one
is
really
with
results
instructive
critical
fluctuations. a
enough to be examined
pedagogical
in acquiring quantitative Nevertheless, the system is simple microcomputer and serves as a very interested
tool.
6.5 Run this Monte Carlo codeon a computer. the average of the spin (for every hundredth step in the trajectory, the code lists the value of the fraction of up spins). Demonstratethat the average spin is zero for temperatureshigher than critical, and try to exhibit the
Exercise
Evaluate
phenomenonof spontaneoussymmetry
ing
that
breaking
by show
not zero when the temperature is below critical. Explore the dependence of your observations on initial configurations of the magnet (the code provides you with three immediate choices for initial configurations; with slight alteration you can enlarge on this variety), and on the time duration of the sampling.
the
average
spin is
6.3
NonBoltzmann
Sampling
Suppose
it is
with
convenient to
energy
generate a Monte
but
Carlo
trajectory
for a
the
system
averages
E?,
with
you
are actually
energetics
interested in
for a
system
a different
wanted to
certain
convenient
analyze
generalized
Ising
nonnearest
trajectory
as nearest neighbors.
The
respond to that for the simple Ising magnet, and AE\177, would be the sum of all nonnearestneighbor interactions. How might we proceed to evaluate the averagesof interest from the convenient trajectories? The answeris obtainedfrom a factorization of the Boltzmann factor:
e\177Ev
= el\177E?el\177aEv.
With
this simple
Q
property we have
= =
\177
e oEv
= Qo
\177
eOE$\370'eO'xe\177'/Qo
where
energetics
(...)o
with
ES \370).
have
already
encountered
this
result when
MONTE
CARLO
METHOD
IN
STATISTICAL
MECHANICS
169
considering the method of thermodynamic Sec. 5.5. A similar result due to the
perturbation factorization
theory
in
of
the
Boltzmann
factor is
{G) =Q'
= =
Y\177 G,,e
t\177r\177
(Qo/Q)(
G,,et\177a\177r\177}o
{G,,et\177a\177r\177)o/{et\177a\177r\177)o
'
formulas provide a basis for nonBoltzmann sampling and umbrella a Metropolis Monte Carlotrajectory
These
Monte
Carlo
procedures
In
sampling. with
particular,
called since
energy
E? )
computethe averagesdenotedby
tion
(..
')0,
we can
formulas
to compute
employing
E? )
(G) and (Q/Qo) even though is not consistent with the Boltzmann
have
sampling
distribution,
exp (/SEv).
The simplestideaonemight
total
free
energy
from
of space
In (Q/Qo)
usually
not
a good
much
one,
the that
unbiased and
trajectory
of
The
configuration
since the trajectory will be can be wasted exploringregions are inaccessible when the energyis Ev.
however,
point
of Monte
NonBoltzmann
E..
such tool
inefficient when
exploration.
the
reference
that
or
for
a trajectory
that is
close to
Exercise
and
another
difference
6.6 Consider an Isingmagnetat a temperatureT at a different temperature T'. Showthat the in free energy per unit temperature between the
averaging
two can
be computedby
over
a Monte
Carlo trajectory
for
the
system
at one
or the
other temperature.
NonBoltzmann
sampling
can
also
be useful
in and
removing in
create
quasiergodic problems
Suppose
barrier separates one regionof configuration space from another, and suppose this barrier can be identified and located at a configuration or set of configurations. We can then form a reference
activation
170
INTRODUCTION
TO
MODERN
STATISTICAL MECHANICS
is,
we
take
where V,,
otherwise.
where E\177 has the barrier, and it is zero upon the energyE?) will indeed waste time in the barrier region, but they will also pass from one sideof the barrier to the other thus providing a scheme for solving problems of
is large
we
referred
to occurs
when we
are interested
wanted
relatively
rare
analyze
the behavior
to
were all perfectly aligned.While such blocks do and their existencemight catalyze something of occurrence of this perfectly aligned n x n block might infrequent during the courseof the Monte Carlo trajectory.
Exercise
very
an analogousproblemencountered solutes are dissolved in a fluid of 400 solvent molecules to simulate a solution at low solute concentrations. Suppose the solutes interact strongly with each other and we are interested in studying these interactions as they are mediated by the solvent.Then we are interested in only those configurations for which the solutes are close to each other. Usea lattice model and estimate the fraction of accessibleconfigurations in the total system for which the solutes will be close together. (The fraction is a terribly small number.)
6.7 Consider
theory.
in
solution
Two
How
without
are we
wasting
to obtain
time
is
meaningful
statistics
for
tions?The answer
Perform like:
though
a nonBoltzmann
an
energy
E?) =
where W\177 is
others,
W\177
zero
is
an umbrella potential. It biases the Monte Carlo trajectory to sample only the rare configurations of interest. The nonBoltzmann sampling performed in this way is called umbrella sampling. To illustrate this methodology,we consider in the remainder of this section the computation of the free energy function, A(M) (see
very
and
for
all
MONTE
CARLO
METHOD
IN
STATISTICAL
MECHANICS
171
Sec. 5.3).
This function
is
defined
for the
M
Ising magnet by
si
exp [/5,4(M)] =Z
v
!\177 Z
exp (fiE\177),
i=1
where
A(x)
those
is the
That
otherwise).
over
states
Kronecker delta (it is 1 when x = 0, and zero exp [fi,4(M)] is the Boltzmann weightedsum for which the net magnetization is M. Clearly,
is,
A
exp[\177,4(m)]o\177e(m)=
where
\177 \177',
s,
i=1 the
P(M)
is the probability
M.
for
observing
Ising
system,
magnet
the
with
magnetization
[In
the limit of
values
an
range
infinite
integer
of
M/\177 becomes
the
total
N
Dirac
and
N.
In ]
delta
distribution.
straightforward computation of ,4(M), one would analyze the number of times states of a given magnetization are visited during a Monte Carlo trajectory. The histogram derived from this analysis is proportional to P(M), and its logarithm determines ,4(M). In many
In a
circumstances, sucha procedure is completely satisfactory. However, if we consider the situation of broken symmetry (i.e., when T < Tc), and plan to compute fi\177(M) for a wide range of M values, we immediately encounter a serious problem. In particular, for T < Tc, ,4(M) is a bistable function of M, and for a large system, the great majority of states have negligible statistical weight in comparison to
those for
tion per
which
\177
+Nm!\177
(here,
m\177u
is the
spontaneous
for
the
relatively
magnetizasmall system of
the surface energyis 10kBT,and therefore the probability of states with M = 0 is about exp (10) less than those with broken symmetry. As a result, the visitation of states with M = 0 is an infrequent event, and as such, relatively poor statisticswill be acquired for these regions of infrequent visitations. The method of umbrella sampling, however, avoids this difficulty. We chose a set of umbrella or window potentials
kjT/J
20 x 20 = 400spins,
= 1,
W,, =
O,
forMiw/2\177<p\177sj\177<Mi+w/2
j=l
= 0%
For
otherwise.
for
each
of these
Within
potentialsthat is,
each
each
Mt
a simulation
is
performed.
window,
the
analysis
of a histogram
is
172
w
INTRODUCTION
TO
MODERN
STATISTICAL MECHANICS
(a)
M/\177
o
(d)
M/t,
(c)
Fig.
6.4.
Method of
umbrella
sampling.
performed
to determine
the probability
and
for
the
range between
magnetization
(Nl\177/W) separate
Miw/2
Mi+
w/2.
After
is studied in this way [which simulations], the full P(M) by requiring that the latter of these functions is a continuous function from one window to the next. Here, note that with this procedure, ,4(M) is determined in each window to within an additive constant. The presence of this constant, which must be adjusted from one window to the next, is a consequence of the fact that the histograms determine the probabilities in each window to within a constant of
procedure. (c)
in the the full range of requires a minimum of and thus A(M) is found
magnetization
Picture
depict
a set
would
be
window;
Picture
(d)
that
would
be obtained
by connecting
the
from their
each neighbors.
region
assuming
about
windows have
points in common
One
through
way of
one window
window,
this procedure is that by moving from you are propelling the system reversibly the relevant states. It is \"reversible\" becausewithin each all states or fluctuations are sampled in accord with the
thinking
to
the
next,
MONTE
CARLO
METHOD
IN
STATISTICAL
MECHANICS
173
Boltzmann distribution. Provided the variation of ils(M) is no more than 1 or 2kB T within each window, one should be able (with a long enough trajectory) to accurately samplethe statistics in each window. Let r denote the required computer time to acquire such statistics within each window. Then, the total computation time to determine fi\177(M) is nr, where n is the number of windows necessaryto span the total range of M. Note that*
l\177' oc
W 2'
Therefore,
the total
computation
time sampling
required is
to determine
ils(M)
by the
methodof umbrella
tcPu 0cnw 2.
much time would it have taken if we did not use this As a lower bound, let us assume that ,4(M) does not vary more than a few kBT over the entire range of M. The sizeof this range is nw. Therefore,* the time to samplethis range is proportional to (nw) 2= nt\275\177,u. Hence, without the windows, the computation time would be n times longerthan that with n windows. The advantage (i.e., lower computation time) of umbrella sampling is, of course, even greaterthan this when regions of M have relatively high values of ,4(M) and thus relatively low probabilities.
Now, how
method?
Exercise 6.8
ate
narrow
efficiency
[Hint:
Monte
might suggest that the ultimbe obtained by choosing extremely windows. Why is this argument incorrect? Think about the acceptance rate of steps in the Carlo trajectory.]
This
argument
would
The BASIC
to
code for
umbrella
representative
the
perform
some
an
presents
400 spin Ising magnet has been modified sampling calculation of ,4(M). Figure 6.5 results obtained in this way.
The calculationsemployed a window width of 40/\177. That is, 10 windows were used between M = 0 and M = 400/\177. In each window, long trajectories were performed.The algorithm is the same as that for the code presented in Sec. 6.2 exceptthat an additional rejection criteria is employed. In particular, moves are rejected if the total magnetization, /\177Ei si, falls outside of the specifiedwindow. Otherwise, the acceptancerejection criteria are identical to the Metropolis scheme. The number of \"passes\" referred to in the figure refers to
The argument that establishes this proportionality requires one to know processes, such as Monte Carlo, the mean square distance proportional to t. We discuss diffusive motion in Chapter 8.
* diffusive
174
INTRODUCTION TO
MODERN
STATISTICAL
MECHANICS
2D Ising
k\177T/J
magnet,
N = 400
20 5000
passes
= 2 window
10
100
passes
per window
1.0 0.8
Window
width
I
0.6
Fig.
0.4 6.5.
0.2
,\177,(M)
0.2
0.4
0.6
0.8
\177
m/Nla
as calculated
by umbrella
sampling.
trajectories performed in each window. A pass attempted moves.Thus, 100 passes refers to a trajectory of 40,000steps.The statistics obtained from this trajectory
the
length
denotes
of the N = 400
nearly
as
good
as those
it
obtained
interest
with
5000
passes.
leaving
appearance
this
section,
of the
is
of
to consider
computed.
the
free energy,
,4(M), we have
calculations
On
viewing
M
\1770.
Fig.
Further,
6.5, we
of
see
predict
that
the
do
and
indeed
the
demonstrate the
for
feature
broken
symmetry
how
where stable
states exist
wells
we see that
system?
the barrier
let's
the
is rather fiat,
features
of tiffs(M)
that
are rather
plotted
these
depend upon
think
minima
about
the stable
will
states. If
become
a function
of
of
M/Nt\177,
narrower
as N
for
increases. The
one
reason is
the
typical
width
size
of a
of
well
the
determines
spontaneous
((6M)
the
stable
states the
2)
of the
Now
order of
what
the
fluctuations in the order parameter, and since = O(M)/OJ\177H, the root mean square fluctuation of M/N\177 is
1/\276N.
about
reasoning
a surface
think
the barrier
seen
N increases,
flatter.
barrier
The
of forming
changing
the student to
a
region
separating the stablestates? Here,as 6.5 should get both higher and behind this prediction focuses on the energetics and surface excitationsit is left as a puzzle for about. (Hint: Consider first the energetics of of an ordered Ising magnet into a region of
in Fig.
MONTE CARLO
METHOD
IN STATISTICAL
MECHANICS
175 be
opposite
spin. To do
of
this,
surface
must
will
created,
reduced.
further
and
Next,
the
reduce
magnitude
the
net
magnetization
be
consider
6.4
Quantum
Monte Carlo
introduced
In Sec. 5.8 we
and
illustrated
how,
quantum
paths
mechanics
is
isomorphic
with the
Boltzmann weightedsampling
many
fluctuations
in a
degrees
of freedom.
Monte
Carlo,
this mapping
Carlo calculations. This particular is usually given the full name path integral quantum Monte Carlo to distinguish it from a host of other Monte Carlo sampling schemes used to generate numerical solutions to Schr6dinger'sequation. Path integral Monte Carlo is the method of choicefor studying quantum systems at nonzero temperatures. We will keep the discussion at a relatively simple level by considering only one model: the twostate quantum system coupled to a Gaussian fluctuating field. This is the model examined in Sec. 5.8 and in Exercise 5.26. It is a system that can be analyzed analytically, and comparisonof the exactanalytical treatment with the quantum Monte Carlo procedureservesas a useful illustration of the converperforming
quantum
Monte
approach,treated in
this
section,
gence of
According
Monte Carlosampling.
to
the
analysis of
quantal
Sec.
5.8
and
Exercise
distribution
5.26, the
W(u\177,
fluctuations
to be
. . . , Up;
g)o\177exp[\177(u\177,
. . . , Up;
where
P
i=1 P
\177
\253 In(/\177A/P)
i=1
Here,
u\177 =
+1
system at the ith point on the points, and periodicity requires ue+\177 = u\177. As in Sec. 5.8, the parameters \177u and A correspond to the magnitude of the dipole and half the tunnel splitting of the twostate
specifies
quantum
the state
path,
of the
are
quantum
there
P such
system, respectively.
The
electric
field,
\177,
is
a continuous
variable
176
that
INTRODUCTION
TO
MODERN
STATISTICAL MECHANICS
fluctuates
between
\177
and
\177,
but
due
to the
finite
value
of
\177,
values of g close to V\177in magnitude are quite common. The quantity Se is often called the action. It is a function of the P points on the quantum path (u\177,..., Up). The discretized representation of the quantum path becomes exact in the continuum limit of an infinite number of points on the paththat is, P\177 \177. In that limit, the path changes from a set of P variables, u\177 through u\177,, to a function of a continuous variable.The actionis then a quantity whose value depends upon a function, and such a quantity is called a functional. A computer code presented at the end of the chapter, written in BASIC to run on an IBMPC,samples the discretized weight function W(u\177,..., u\177,; \177) by the following procedure: Begin with a given configuration. One of the P + 1 variables u\177 through u\177, and g is identified at random, and the identified variable is changed. For instance, if the variable is ui, the change corresponds to ui\177 u\177. If, on the other hand, the identified variable is the field g, then the changeis \177\177g + Ag, where the sizeof Ag is taken at random from a continuous set of numbers generated with the aid of the pseudothe
randomnumber generator.
This
change
is one
of the
the
action,
AS \370.For
example,
if
u\177\177 u\177,
tion between
0 and 1. If
this
change,
the
exp
(AS\370),
is
then
taken from
>x,
uniform
distribu
exp
the move
(AS\370)
is accepted. [Note that no explicit comparison ASe> 0 since in that case exp (AS \370)> 1.] If, however,
is required if
x,
move
move is
means
with
rejected.
of
An
accepted
means
configuration.
that
A
the new
rejected
configuration
the
system
is the
changed
that
the
the new
Ising
configuration
is
unchanged
from
the
previous one.
As
Metropolis
model
for
studied
procedure
a Monte
over
again
according
obtained
producing a trajectory that samples configuration space to the statistical weight W(u\177,..., Up; \177). Typical results by averaging properties over these trajectories are pre
MONTE
CARLO
METHOD
IN
STATISTICAL
MECHANICS
177
2.0
1.8
t\177\177
L=2,
\177=4
1.4
Exact
\177
V
Path integral
Monte
(1.41)
1.2
Carlo with
P= 32
1.0
10,000 I
20,000
Number
40,000
Fig. 6.6.
Cumulative
average
as
computed
by
path
in Fig. 6.6. The particular property considered in the the solvation energy correspondingto the average of the between the electric field and the quantal dipole. That is,
sented
figure
coupling
is
E\177o\177v =
/\177ui
i=1
\337
Figure
6.6 illustrates
averaging
as
it depends
upon
number
results infinity.
the
of
are
finite
number
discretized
obtained
of simulation steps and upon the finite path integral points. In both instances,exact in principle only when these numberstend to dimen
Note
that
the
model
sionless
quantities:
two
and
the
localization
parameter
L =
As
o\1772/A.
in Chapter 5, the model exhibits behavior when L > 1. In Exercise to run the quantum Monte Carlo code and attempt
discussed
a
you
localization
are
transitionlike
6.14,
asked
to observe this
phenomenon.
178
INTRODUCTION TO
MODERN
STATISTICAL
MECHANICS
Exercise
6.9 Verify
in
that
the
exact
result
for the
average
couplingenergy
\177A Esolv
this
model
is given by
sinh
(/\177V\177 + \177,2)
\234
d\177
e\1772/2L\177 2
d\177
e\1772/2L\177 2
cosh
(/\177V\177 +
\177,2)
The
computer
quantum
code
path
the
appears
= 32
points on
Additional
Exercises
For
those
want to
of the
statistics, programs
that
on a
integer
computer faster
list
the
when
you
counterto
of moves
rather
Monte with
6.10. Construct a
boundary the
Metropolis
code
a twoperiodic
dimensionalIsing magnet
conditions. trajectory to compute
20 x
20 =
Run the code and collect statistics from analyze the spin statistics. In particular,
(s\177)''iml\177si) T\177 i= 1
and for
T
i and
various separations
function
correlation
betweenspins
j, compute
the
(SiSj)(Si)(Sj)=
T\177 lim oo
I'
where
and m are separated j, and N 0. is the total number of such pairs in the lattice. Perform these calculations for temperatures both above and below the critical point. Try to demonstrate the existence of long range correlations near the critical point and spontaneous symmetry breaking below the critical temperature.
\177 t\177 !m (0)
is over
for which l
6.11.
Considerthe
twodimensional
Ising
model
with
an additional
MONTE
CARLO
METHOD
IN
STATISTICAL
MECHANICS
179
external
field in the
energy,
N
i=1
hisi,
the
where
the
hi
+h
for spins
hi
lying
on
left half
of the
half
enough
top row
of the
h,
of
square
lattice,
= 0
h
for spins in
the
right
top
for
field
large
and
middle
side columns
Modify
of the
Monte
external
square lattice.
Carlo
field
(a)
the
includethis
of the
Appendixto
fluctuations
to
observe
interfaces.
the
(b)
With
modified
\177 \253T\177),
code
determine
spins
at a
the
situated
(e.g.,
tion for
pairs of
left
between the
and column
right
in the
column
(c)
Perform but
the now
same
Monte
fifth ($i)($j)
for
the
the
of the square lattice 20 x 20 lattice). Carlo calculation as in part (b) from the left.
columns
determined
a function
your
of
distance
How
observations.
in parts (b) and (c) as between the spins. Comment on would your results change if the
system
size
was changed
columns
twentieth,
being sampled
respectively?
and
tenth
the
and
Your
that distributed
computer contains a
creates
(nearly)
uniformly
random
between
that
uses
this
random
distribution
of random
0 and 1. Develop an algorithm number generator to create a Gaussian numbers. A Gaussian distribution is
V'\177/yr
p(x) =
and
e \370'x',
its first
several moments
are
<x3>
<x>=
<x2> (X4)
Study
=0,
= 3(X2) 2.
the
algorithm
than
one
accuracy and convergence with which your reproduces these moments. (Note: Thereis more way to work out this exercise. One method uses an
numerical
180
STATISTICAL
MECHANICS
procedure
Another
algorithm.
a change
perhaps in variables.)
there
6.13.
In a
every
in general,
if
two steps
trial
to
be be
move.
The
first stage
is to make a
that
move
and
the
second
accepted.
written
move
should
wvv,
probability
can
where
probability in
a given
state v,
and
it will
make
A,v,
= probability from
that, if the
move
v to
arbitrary
v', the
form
move
be
accepted.
(a) Given
that
an
for
maintains
detailed
balance
is
energy
\253),
write the form for A,\177, and such that either one or equal to unity but not both.
:r,v,,
levels
fioo(v +
v an
integer
and
transition
probabilities
lp,
p,
:r\177,
1,
Find
and for
that
all
other
v and
the
v',
minimizes
probability
that if a
no transition. A good choiceof p will make zero, in which case every move will be accepted. Schemes such as this are often used in Monte Carlo calculations since they keep the system moving, thus reducing the length of a calculation required to obtain good statistics. This particular method is a simplified version of the scheme referred to as a \"force bias\" Monte Carlo or \"smart\" Monte Carlo.
it
will
make
this
probability
twostate
quantum
system
in Secs.
electric a
field static
\177 discussed
nonfluctuating +
field
\177app)
The
total
Hamil
tonian is
then
\177f =
\177fo m(\177
\177'2/2o
STATISTICAL
MECHANICS
161
1.0
0.5
0.5
1.0
1.2
Fig.
I 0.8
0.4
Appli
0.4
0.8
1.2
ed field, ,tl\177ap p /A
quantum
6.7.
Localization of a
fluctuating
dipole.
where
and
0]
The quantities
(a) For
given this
A,
/\177,
and
are
o are that
constants.
system,
show
the average
dipole, (m), is
by
f_\177d\1772
exp
(/\1772/2L)
sinh
(/\177)(\177
\177app)/\177
{m)
=
f_\177d\177
exp
(/\1772/2L)
cosh
(p\177)
where
\1772= [1
(\1772+
\1772app)2],
\1772\177pp= (/\177/A)\177pp,
/\177 =/\177A,
and (b)
L =
the
i\177>
ot\1772/A.
Numerically
strate
as
method
integrals in part (a) and demon} illustrated in Fig. 6.7.(Note that o% the integrals can be evaluated analytically by the of steepest descent.) Note that for L > 1, the
evaluate
the
behavior
of {rn
system exhibitsa localization transition when/\177> phenomenon was discussed in Sec.5.8and Exercise
o,. This
5.26.
182
INTRODUCTION TO MODERN
STATISTICAL
MECHANICS
localization phenomena. In particular, attempt to reproduce the results given in the figure by averaging over
MonteCarlo codegiven
in
Sec.
6.4 to study
the
MonteCarlo trajectories.
6.15.
Devise
and
the
implement
free
Carlo
system
energy
a method of solvation
need
will
at
a variety
of
values of the dipole magnitude/\177 keeping all other fixed.] Compare the Monte Carlo results with the obtained by performing the onedimensional numerical
O =
(2A//\177) d\177
parameters
exact
result
integral
exp(/\177
\1772/2L)
cosh(/\177Vff
\1772).
6.16.
Modify the Ising model Monte perform the umbrella sampling scribed in Sec. 6.3. Perform these
400 fi\177(M)
spins as
to deis
of
calculations
at a
variety of
a
temperatures and
minimum
Compare
use
the
value
of M at which
with
fi\177(M)
as an
your
results
exact
result
for the
spontaneous magnetization of the infinite square twodimensional Ising model.The exactresult (the derivation of which was first given by C. N. Yang in the 1950s) is
2 4 z4)1/8(1
 z2)1/2, t
Zc
< tc,
1.
z =
Tc corresponds to
= X/\177 
Bibliography
The
For
literature
contains
several Carlo
helpful Methods
reviews of Monte
Carlo methods.
example:
K. Binder
K.
in
Monte
Binder
(SpringerVerlag,
in Applications
K. Binder
in Statistical Physics, ed. by N.Y., 1979). of the Monte Carlo Method, ed. by K.
Binder (SpringerVerlag, N.Y., 1983). J.P. Vaileau and S. G. Whittington, in Statistical Mechanics Part A, ed. by B. J. Berne (Plenum, N.Y., 1977). J.P. Valleau and G. M. Torrie, ibid. Further discussion of Monte Carlo methods together with software designed for microcomputers is found in S. E. Koonin, Computational Physics (BenjaminCummings,
MenloPark,
Calif.,
1986).
STATISTICAL
MECHANICS
183
Koonin also providesan appendix with a synopsis of the BASIClanguage. While we have not discussed molecular dynamics, two reviews of that technique are A. Rahman in Correlation Functions and OuasiParticle Interactions in Condensed Matter, ed. by J. W. Halley (Plenum, N.Y.,
1978).
I. R.
1977).
McDonald
in J.
Microscopic
Structure
and Dynamics
(Plenum,
of
Liquids, ed. by
Working
with
DuPuy
and A.
J. Dianoux
N.Y.,
the trajectories of the Monte Carlo code may help develop an appreciation and intuition for interfacial fluctuations in a twophase system. These fluctuations are sometimes called capillary waves. Treatments of surface fluctuations employing lattice gases and Monte Carlo simulation of Ising models are found in S. K. Ma, Statistical Mechanics (World Scientific, Philadelphia,
and
observing
described
in this
chapter
1985).
Appendix
MonteCarlo
20 30 40
Program
for
the
TwoDimensional
Ising Model*
DEFINT A,S,I,J,K,M,N DIM A(22,22),SUMC(5),KI(5),KJ(5) ON KEY(l) GOSUB 40 ICOUNT'0 'initialize counter 50 CLS:KEY OFF 60 LOCATE 25,50: PRINT\"PRESS F1 TO RESTART\" 70 COLOR 15,0: LOCATE 2,15: PRINT \"MONTE CARLO ISING MODEL\" 80 COLOR 7: PRINT:PRINT \"Monte Carlo 20X20 ISING MODEL with\" 90 PRINT\" periodic boundary PRINT: PRINT\" The temperature is approximately PRINT:PRINT \"CHOOSE THE TEMPERATURE FOR YOUR RUN. Type a number between\" 120 INPUT\" 0.1 and 100, and then press 'ENTER'.\",T 130 IF THEN T.1 ELSE IF T>100 THEN T100 140 PRINT \">>>>> temperature\" T: T1/T 150 KEY(l) ON 160 PRINT:PRINT \"DO YOU WANT TO STUDY THE CORRELATION FUNCTION (Y OR N)?\" 170 COR$INPUT$(1) 180 IF COR$\"y\" THEN COR$\"Y\" 190 IF COR$\"Y\" THEN PRINT \">>>> correlation data shown\" ELSE PRINT >>>> no will be shown\" 200 PRINT:PRINT \"PICK THE TYPE OF INITIAL SPIN CONFIGURATION\" 210 PRINT,\"TYPE c FOR \177CHECKEREOARD' PATTERN, OR\" 220 PRINT,\"TYPE i FOR \177INTERFACE' PATTERN\" 230 PRINT,\"TYPE u FOR \177UNEQUAL INTERFACE' PATTERN\"
10
100 110
critical
2.0.\"
T<.i
correlation
data
will be
260 IF
280 IF
290
THEN X$\"U\" THEN X$\"I\" OR X$\"U\" THEN 290 ELSE 210 CLS 'initial INTERFACE setup IF X$\"U\" THEN MAXJ14 ELSE MAXJ10 FOR I0 TO 22 FOR J0 TO MAXJ: A(I,J)+i: NEXT FOR JMAXJ+i TO 22: A(I,J)i: NEXT X$\"I\"
X$\"u\"
'ROUTING
TO
PROPER INITIAL
SETUP
350
A(I,0)i:
NEXT
A(I,21)1:
360 GOTO 420 370 CLS 'INITIAL checkerboard PATTERN 380 A(0,0)i 390 FOR I0 TO 20: A(I+i,0)A(I,0) 400 FOR J0 TO 20: A(I,J+i)A(I,J):NEXT
410 NEXT
420 REM initial display: 430 LOCATE 25,50:PRINT\"PRESS 440 FOR I1 TO 20 450 FOR J1 TO 20 * This program
F1 TO RESTART\"
184
MONTE CARLO
460
METHOD
IN STATISTICAL
MECHANICS
185
470
480
500 510
540
490
520 530
FOR JZ2*J1 TO 2*J LOCATE I,JZ: IF THEN PRINT NEXT JZ,J,I LOCATE 10,50: PRINT\"TEMP\"i/T TIMES\"00: 00: 00\" IF X$\"U\" THEN NPLUS'280 ELSE NPLUS200 IF COR$\"Y\" THEN GOSUB 710
A(I,J)i
CHR$(219)
ELSE
PRINT CHR$(176)
MINT(20*RND+l)
550 IF EXP(B)<RND GOTO 620 'test against random# 560 A(N,M)S: NPLUSNPLUS+S 570 IF N1 THEN A(21,M)S ELSE IF N20 THEN A(0,M)S 580 IF M1 THEN A(N, 21)S ELSE IF M20 THEN A(N, 0)S 590 FOR IX2*M1 TO 2*M 'update the display 600 LOCATE N, IX:IF A(N,M)i THEN PRINT CHR$(219) ELSE PRINT CHR$(176)
610 NEXT
'**flip
a spin
PRINT ICOUNT: LOCATE 23,30: PRINT TIMES MOD 100)0 THEN GOSUB 670 AND (ICOUNT MOD 400)0 THEN GOSUB 750
740
750 770
760
730
780
790
800
810 830
820
LOCATE 12,50: PRINT \"AT \"ICOUNT; XNNPLUS/400 ! PRINT USING\" N+/N.###\";XN RETURN LOCATE 14, 47: PRINT \"Correlation Function:\" LOCATE 15,51: PRINT \"d <s(0)s(d)>\": LOCATE 16,50: PRINT\" ............. \" GOSUB 750 RETURN FOR M1 TO 5: SUMC(M)0: 'Correlation calculation LOCATE 14, 69: PRINT\" (at \"ICOUNT\\" FOR I1 TO 20 FOR J1 TO 20:KJ(J+M) MOD 20: KI(I+M) MOD 20: CC%A(KI,J)+A(I,KJ) IF CC%0 THEN GOTO 810 SUMC (M) SUMC (M) +A ( I, J) *CC% NEXT J,I LOCATE 16+M, 50: PRINT M: LOCATE 16+M, 54: PRINT USING \"+#.###\"; SUMC(M)/800 NEXT M: RETURN
Quantum
Monte
Coupled to a
Carlo
Program
Fluctuating
for
a TwoLevel System
Field*
REM PROGRAM TO SIMULATE A TWOLEVEL SYSTEM COUPLED TO 20 REM AN ADIABATIC GAUSSIAN FLUCTUATING FIELD 30 WHITES  CHR$(219)+CHR$(219) 40 BLACKS  CHR$(176)+CHR$(176) 50 ON KEY(2) GOSUB 90 60 KEY(2) ON 70 DIM SIGMA% (32) 80 DIM ESOL! (2000) 90 REM RESTART FROM HERE 100 CLS 110 RANDOMIZE (310941 ! ) 120 KEY(2) ON 130 LOCATE 1,1 140 PRINT \"ENTER THE LOCALIZATION PARAMETER 'L'\" 150 INPUT \"***BETWEEN 0.01 AND 10 ***\";LOCAL! 160 IF LOCAL!<.01 GOTO 150 170 IF LOCAL!>10 GOTO 150 180 PRINT \"ENTER THE REDUCED TEMPERATURE 'BETA' \"; 190 INPUT \"***BETWEEN 0.01 AND 16 ***\";RBETA! 200 IF RBETA!<.01 GOTO 190 210 IF RBETA!>16 GOTO 190 220 INPUT \"TOTAL NUMBER OF STEPS (INTEGER BELOW 1E+20)\";MOVE! 230 IF MOVE!<0 THEN GOTO 220 240 IF MOVE!<>INT(MOVE!) THEN GOTO 220 250 IF MOVE!>lE+20 THEN GOTO 220 260 IVAR! RBETA ! / (2 *LOCAL ! ) 270 FSTEP!SQR(1/IVAR!) 280 IF FSTEP!>i THEN FSTEP!i 290 KAY !. 5*LOG (RBETA ! / 32 ) 300 TKAY IKAY ! '2 310 LAMBDA! RBETA ! / 32 320 TLAMBDA\177 2' LAMBDA! 330 NEWENERGY!0 340 FILD \1770 350 ESOLV ! 0 360 NEWESOLV ! 0 370 FOR I1 TO 32 380 IF I/2INT(I/2) THEN SIGMA%(I)i ELSE SIGMA%(I)1
10
* This program
Rabii,
186
390 NEXT CLS
INTRODUCTION TO MODERN
I
STATISTICAL
MECHANICS
400
490
410 GOSUB 1440 420 GOSUB 980 430 GOSUB 860 440 FOR IRUN!i TO MOVE! 450 LOCATE 16,45 460 PRINT \"STEP \";IRUN! 470 JAY%INT(RND*39)+1 480 IF JAY%>32 THEN GOTO 520
OLDSIGMA%SIGMA%(JAY%) THEN
SIGMA%(JAY%)1 ELSE
SIGMA%(JAY%)i
530
550
OLDFILD!FILD! OLDENERGY!NEWENERGY! OLDESOLV!NEWESOLV! GOSUB 1050 IF NEWENERGY!>OLDENERGY! THEN GOTO PROB!EXP(NEWENERGY!OLDENERGY!) IF RND>PROB! THEN GOTO 630 IF JAY%<33 THEN DIP!NEWDIP! GOTO 660 IF JAY%>32 THEN FILD!OLDFILD! ELSE NEWENERGY!OLDENERGY! NEWESOLV!OLDESOLV! GOSUB 1240 ESOLV!ESOLV!+NEWESOLV!
580 590
600
610
SIGMA%(JAY%)OLDSIGMA%
680 TST]IRUN]/100 690 IF TST!<>INT(TST!) THEN GOTO 830 ESOL! (TST])ESOLV!/IRUN! LOCATE 17,22
PRINT\" \" PRINT \"SOLVATION ENERGY  \";NEWESOLV!/RBETA! LOCATE 18,3 PRINT \"(IN UNITS OF DELTA)\" LOCATE 19,14 PRINT\" \" LOCATE 19,3 PRINT\"DIPOLE  \";DIP!/32
800 840
LOCATE 20,3 PRINT \"(IN UNITS OF MU)\" 830 IF IRUN!>MO\177q\177! THEN GOTO 1770
NEXT IRUN!
850 GOTO 1770 860 REM OUT PUT CONFIGURATION 870 DIP!0 880 LOCATE 11,3 890 FOR INDEX%i TO 32
THEN
PRINT BLACKS;
ELSE PRINT
WHITES;
950 IF
SIGMA%(INDEX%)i
THEN
PRINT WHITES;
ELSE PRINT
BLACKS;
to compute overall initial NEWENERGY!0 TO 32 1010 IF THEN J1 ELSE JI+1 1020 NEWENERGY!NEWENERGY!+KAY!*SIGMA%(I)*SIGMA%(J) 1030 NEXT I 1040 RETURN 1050 REM SUBSECTION TO QUICKLY COMPUTE NEW ENERGY 1060 IF JAY%i THEN JAYMl%32 ELSE JAYMl%JAY%i 1070 IF JAY%32 THEN JAYPl%i ELSE JAYPl%JAY%+l 1080 IF JAY%>32 THEN GOTO 1200 1090 IF SIGMA%(JAY%)i THEN GOTO 1150 1100 NEWESOLV!OLDESOLV!FILD!*TLAMBDA! 1110 NEWENERGY!OLDENERGY!OLDESOLV!+NEWESOLV! 1120 NEWENERGY!NEWENERGY!TKAY!*(SIGMA%(JAYP1%)+SIGMA%(JAYM1%))
1000 FOR I1
energy
132
1150
1160 1170 1180 1190 1210 1220 1230 1240
1250
1200
1260
1270 1280
NEWESOLV!OLDESOLV!+FILD!*TLAH2\177DA! NEWENERGY!OLDENERGY!OLDESOLV!+NEWESOLV! NEWENERGY!NEWENERGY!+TKAY!*(SIGMA%(JAYP1%)+SIGMA%(JAYM1%)) NEWDIP!DIP!+2 GOTO 1230 NEWENERGY!OLDENERGY!+IVAR!*(OLDFILD!*OLDFILD!FILD!*FILD!) NEWESOLV!LAMBDA!*DIP!*FILD! NEWENERGY!NEWENERGY!OLDESOLV!+NEWESOLV! RETURN REM update display IF (IRUN!/4)<>INT((IRUN!/4)) THEN RETURN IF JAY%>32 THEN GOTO 1310 LOCATE 11,2*JAY%+l IF SIGMA%(JAY%)i THEN PRINT BLACKS ELSE PRINT WHITES
MONTE
CARLO METHOD IN
STATISTICAL
MECHANICS
187
1300 IF 1330
1290LOCATE
12,2*JAY%+l SIGMA%(JAY%)i THEN PRINT WHITES ELSE PRINT 1310 RETURN 1320 REM SUBSECTION TO OUTPUT EXTERNAL FIELD
OLDFLDMAG%FLDMAG%
BLACKS
1340 FLDMAG%INT (FILD! 1350 IF ABS (FLDMAG%)>9 THEN FLDMAG%9*SGN(FLDMAG%) 1360 IF ABS (FLDMAG%)>ABS(OLDFLDMAG%) THEN GOTO 1400 1370 LOCATE OLDFLDMAG%+ll,74 1380 PRINT CHR$(219);CHR$(219);CHR$(219) 1390 GOTO 1430 1400 LOCATE FLDMAG%+11,74 1410 PRINT CHR$(176)\177CHR$(176);CHR$(176) 1420 GOTO 1430 1440 REM SUBSECTION TO DRAW A BOX AROUND THE FIELD OUTPUT 1450 FOR I1 TO 19 1460 LOCATE I+1,73 1470 PRINT CHR$(179);CHR$(219);CHR$(219);CHR$(219)\177CHR$(179) 1480 NEXT I 1490 LOCATE 1,73
1430
RETURN
1500
1510 1520
PRINT\"
.....
1540 1550 1560 1570 1580 1590 1600 1610 1620 1630 1640 1650 1660
1670 1680
1530
LOCATE 21,73 PRINT\" ..... \" LOCATE 11,70 PRINT \"0.0\" LOCATE 2,70 PRINT \"9.0\" LOCATE 20,69 PRINT \"9.0\" LOCATE 11,74 PRINT CHR$(176);CHR$(176)\177CHR$(176) LOCATE 22,75 PRINT CHR$(24) LOCATE 23,63 PRINT \"FLUCTUATING FIELD\"; LOCATE 23,9 PRINT \"TO RESTART PRESS F2\" REM DISPLAY INITIAL CONDITIONS LOCATE 3,1 PRINT \"LOCALIZATION PARAMETER L\"\177LOCAL!
\"REDUCED TEMPERATURE BETA\";RBETA! LOCATE 9,29 PRINT \"THE QUARTUM PATH\" LOCATE 10,36 PRINT CHR$(25) RETURN REM OUTPUT SOLVATION ENERGY VALUES LPRINT \"RESULTS FOR THE SIMULATION OF A TWOLEVEL SYSTEM COUPLED\" LPRINT \"TO AN ADIABATIC FIELD.\" LPRINT LPRINT \"INITIAL CONDITIONS ARE:\" LPRINT LPRINT \"LOCALIZATION PARAMETER L  \";LOCAL! PRINT LPRINT \"REDUCED TEMPERATUREBETA  \";RBETA! LPRINT LPRINT \"#OF STEPS\",\"AVERAGE SOLVATION ENERGY IN UNITS OF DELTA\" LPRINT IMAX%MOVE!/100 FOR I1 TO IMAX% LPRINT I*100,ESOL!(I)/RBETA! NEXT I LOCATE 23,1 END
1820
CHAPTER
Classical
Fluids
and molecules in fluid and solid in terms of the principles of classical statistical mechanics. There are, of course, electrons surrounding the nuclei in these systems, and the behavior of electrons is surely quantum mechanical in nature. Yet after averaging over these quantal fluctuations, the remaining problem is to samplethe statistical configurations of the nuclei in the effective interactions induced by the electrons we have already integrated out. An example of these effective interactions are the BornOppenheimer potentials
arrangements
The relative
phases
of
atoms
are most
often
accurately
described
considered in Chapter 4.
Schematically,
this
procedure
is
as follows.
In the
partition
function
Q =
\177
exp
(/SEv),
the state v can be characterized by the configuration of the nuclei, denoted by the symbol R, and the electronicstate i, parameterized by R. It is then convenient to factor or partition the states or fluctuations
of
the
nuclei,
= \177 exp
[S6\177R1,
where
configuration
i(R) stands
of
for
the
ith
state
the
nuclei
(the centers
CLASSICAL
FLUIDS
189
enormous
an
collection
centers).
The
quantity
within
/\177R
Boltzmann weightedsum
energy
the
locations of all the is obtained by performing the curly brackets. It is the effective
the
the
or free
energy governing
previous
the nuclei.
the statisticsfor
paragraph
configurations
of
highly
is, sum
of course,
6.4,
We
do know,
that
at least
one way to perform the Boltzmann fluctuations or states is to evaluate sum over i(R) then denotes such
/\177R
path
energy that depends upon temperature.Often, however, the electronic states of a system are dominated by the lowest energy level. In that case, the result of averaging out the quantal fluctuations of electrons yields an /\177a that must be the ground state BornOppenheimer energy surface for all the nuclei. To simplify our considerations, we will assume that this ground state dominance is an accurate approximation for the systems we examine in this chapter. The remaining problem is that of studying the spatial configurations of the nuclei. This problem is usually well approximated with a classical mechanical model. The reason, made moreprecise later in this chapter, is that the nuclei are much heavier than electrons. The relatively high mass implies that the quantum uncertainties in the positions of nuclei are relatively small, and as a result, quantum dispersion (i.e., the width of wavefunctions) becomes unimportant when considering the spatial fluctuations of the nuclei in these
is
a free
systems.
An
important
exception
where
a classical
will
model of a
not
fluid
is
not
acceptable
is low
temperature helium.We
the
discuss
this type
of
system. Instead,we will consider tions and intermolecular structure water. Here, after averaging out
electronic
states,
classical
of velocity distribufor fluids like argon or benzene or the fluctuations associated with models are accurate.
meaning
7.1 Averagesin
When
by
Phase
Space
adopting
the
is characterized listing
a classical model,the microscopic stateof the system by a point in phase space. That is, a state is specified coordinates and conjugate momenta of all the classical
pl, P2, . . . , ON)
=
r2, . . . , rN;
( rN,
pN)
an
system.
190 Here
ri
INTRODUCTION
TO
MODERN
STATISTICAL MECHANICS
= position p~
of particle
r~
and
are
momentum
In
order
the
classicalmodel,we
objectslike
partition
function,
Q(13, N,
The
V)=
in
\177 'v
e oEv.
energy
associated
with a
point
phase
space
is the
Hamiltonian.
That is,
E\276 \177 S\177(r
N, pN)
= K(pN)
+ U(rN),
where K(p~)
energy of the classicaldegreesof potential energy. This latter part to the energy is obtained by averaging over all the quantum degrees of freedomthat are not treated explicitly in the classical model.In other words, the potential energy function U(r \177v)must be determined from a quantum electronic structure calculation. Finally, we remark that in a conservative Newtonian system, the kinetic energy is a function of momenta only, and the potential energyis a function of coordinates
denotes U(r
the
kinetic
freedom,
and
~)
is the
only.*
Since the points in phase spaceform a continuum, canonical partition function must be something like
the
classical
Q=(?)
where
f dr~ f
dp~exp
for
[l\177(r~,pN)],
J' dr
~ J' dp ~ is an abbreviation
f dr2...
dr\177
drN
dp\177
f dp2...\177
dpN.
But the phase spaceintegral has dimensions of action to the DN power (D = dimensionality). Thus, there must be a multiplicative factor, denoted by (?) in the equation, which makes Q dimensionless. It should be a universal factor. As a result, we can determine it by studying in detail one particular system. For an ideal gas of structurelessparticles,
N
\177(FN,
pN)=
\177
i=1
pi2/2m.
upon
Classical Lagrangian systems with holonomic constraints do have kineticenergies that can depend configurations. However, such a dependence is an artifact of the holonomic constraints that are absent for any system found in nature.
*
CLASSICAL
FLUIDS
191
Hence,
Q =
(?)v ~
with
dp exp(flp2/2rn)
what
By
comparing
this result
we
calculated
find
in Sec. 4.7
(our
discussion of the
classicalideal gas),we
(?) =
(N\177
h\177~) \177.
Thus,
Q =
Y\177et\177Ev>
(1/N!
h3N) f
dr~
\177dp~
We
can
understand
the factor
of N! by noting
Hence, number the
the
N identical
the of
phase
different
overcounting,
for
a less
transparent reason
rough principle,
(except
has
dimensions
of action
to the 3N power). A
volume
argument
focuses Hence,
attention we expect
on the
uncertainty
6r~6p~.\177h3\177V.
our
is,
differential
elements
in phase
space to
scalelike h3~.That
\177 V
(N!)
\177
3N f drN
dp N.
Exercise able
7.1 types
For
a system
partition
C, justify
the
classical
Q = [(NA!)(NB!)(Nc!)h3(NA+Na+Nc)]lf
x
dr N f
dP
exp for
[fi\177f(r
~, p~)],
in
where (r ~, p~)
space
is
an
abbreviation
for the
(NA
+ N\177 + Nc)particle
a point system.
phase
Often, we have systemsin which there are quantum degrees of freedom in each atom that do not couple to the classical variables and therefore do not affect U(r~). In that case
N! h dp ~
3Nqquantum(/\177)
dr~
exp [\177classical]
where
quantum
qquantum(fi)
is
the degrees
mechanical
for those
uncoupled
192 The
INTRODUCTION
TO
MODERN
STATISTICAL MECHANICS
probability
dr ~
of
state in
classical
system
is
.f(rN,
fly)
f(rN,
pN)=
system
phase
point
(r \177v, p\177V).
Clearly,
f(r
Since
~, p~)=
the
exp
[fi\177f(r
~,
p~)l/f
dr~ f
dp ~ exp[fi\177f(r K(p ~)
and
~, p\177V)]. U(r~),
Hamiltonian
breaks
~, p~)
the
phase
space distribution
f (r
factors as
= \177(p~)P(r~),
where
dP(pN)
= exp
exp [flK(pN)]
system
at
P(r~) = exp[l\177U(r~)]/
f drN
exp [fiU(rN)]
system
at
Exercise 7.2
Exercise
Derive
this
result.
canonical
7.3 Show
way
that
partition
function
fac
tors in such a
that
Q =
QidealQcon,
function
and
f dr~
Further
Thus
factorization
of is
the a sum
momentum
sincethe kineticenergy
of single
N
\337(p~)
= II
i=1
where
cp(pi) =
e(t\2767/2m)/
f dp
e
t\276\177/2m
CLASSICAL
FLUIDS
[Note,
p\177
(p}
p\177y +
p/2z),
the
momentum
for distribution,
particle
momentum
is
usually
It
is the
rn
correct
in
function
for
a particle
of mass
phase
a thermally
(gas,
liquid,
classical
mechanics
is accurate.
One
consequence is
the same in a
that liquid
the
average
and
same).
farther
though
Of
course,
that unit
the
in time
higher than
per
the
gas.
single
in a molecule
of collisions in a liquid is much reason, a moleculewill travel much gas phase than in a condensedphase even velocity distributions are identical in the
with
two
phases.
the
MB distribu
(Ipl)
dp
IPl exp
(\1776p2/2m)
4Jr
f0 \251
dp p3 exp(\1776p:/2m)
= (8k\177Tm/yr) m
(pz 2)
= 3(px2) = 3mkaT.
Exerdse7.4
Exercise
Derive
these
results.
7.5 Show
that
the
classical
partition
function
is
Q = (N!)\177,7
where
3,r
3N f
dr ~
exp [/\177U(r~)],
= h /\177/2Jrrnk\177
is calledthe
thermal
wavelength.
at
typical
liquid
densities
po 3\177
mean
molecule
numbers
free in a
with
diameterof a molecule), estimate path of and collision frequency of a room temperature liquid. Compare these
phase
gas
values.
1\1771,
INTRODUCTION
TO MODERN
STATISTICALMECHANICS
a good
We
can
use
the MB
it
is
approximation
to
avoid
equation
and
system.
use
classical
Classical
= h/p,
intermolecular
is small
compared to
typical
relevant
length
scales.
An
estimate of a
value
for
3.DB is
Xr\177
 h/(IPl)
h/V8k\177Tm/Jr
\177 Xr.
the
precise
location
nature
of a
principle.
quantal
When 3. r
lengths
is
of
compared
to
any
relevant
length
scale, the
fluctuations
are
p2/3
becomes unimportant. For a dilute gas, relevant (the typical distance betweenparticles) and cr (the
diameter
of a
particle). Here,
seem to suffice as a criterion valid. In general,however,
that
would
for
classical
statistical
mechanics
to be
one
must
consider
the distance
scales
characterize
the
spatially
smallest
fluctuations
under
consideration.Theclassical modelis valid where, for typical fluctuations, intermolecular distance changesof the order of 3.r produce potential energy changes that are small compared to kaT. At liquid
therefore, the parameter that measures the importance of quantum mechanics is/\1773, r(lFI), where IF[ is the magnitude of the force between neighboring pairs of particles.When this parameter is small, a classical modelis accurate; when the parameter is large, the quantal nature of fluctuations must be accounted for.
densities,
its triple
N2
point, com(roughly
molecule
The pressure
with
is obtained from
the
the
free
energy
this
the
by differentiating
Due
respect
to
volume
partition
V. That
is, p
from
=($A/$V)r,\177v.
to
the
that
factorization
the
of the
of state
That
function,
relationship
equation
function.
is obtained
is
configurational
means part of
the partition
\177p=($1nQ/$V)~,o
= $vln
dr ~exp [/SU(r~)].
CLASSICAL
FLUIDS
We ignore all interactions of the boundary with the system other than those that confine the system to a particular volume in space. Hence, the volume dependence of the configurational integral is in the limits of integration only. Note also that as the volume increases, the configurational integral necessarily increases, too, since the integrand is always positive. Therefore, the derivative yielding p is always positive. Thus within the class of models we examine here, the pressure of an equilibrium system is always positive. Notice that with classical models, we predict that the configurational part of the partition function is independent of the momenta and masses of particles.Therefore, the equation of state, p =
p(fi, p), is independentof the massesof the particlesin the system. Thus, if the translational and rotational motions of water molecules are well described by classical mechanics, then the equation of state of the liquids H20 and D20 will be the same. The experimental situation, however, is that there are noticeable differences. For example, the densitymaximum in p(T) at p = 1 atm occurs at 4\370C in
H20,
and
at
10\370C
in
D\177O. too.
The To
freezing think
temperature
than
H\177O,
physical groundsyou can imagine is to blur the positions of the atoms over a distance fi\177. Fora proton at room temperature, this corresponds to a lenlgth of about 0.3 .\177. The diameter of a water molecule is about 3 A. Since the protons are strongly bound to oxygen atoms, most of the blurring is associated with librational motion of the water molecules.As the atomic mass increases, the diffusivenessof the location of the atoms diminishes,and the fluid becomes more ordered. This is the reason why, for example, D\177O ice melts at a higher temperature than H20
ice.
of D\177O occurs at a higher about this phenomenon on that the role of quantum mechanics
7.2
Reduced
Configurational
Distribution Functions
The configurational distribution P(r~), does not factor into single particle functions because the potential energy, U(r~), couples together all of the coordinates.However, we can still discuss
distribution functions for a small number of particles by integrating over all coordinates exceptthose pertaining to the particles of interest. For example,
joint
probability
distribution
position
r\177 and
particle 1 at
particle
for finding 2 at
r\177.
196
INTRODUCTION
TO
MODERN
STATISTICAL
MECHANICS
distribution function is called a specific probability distribution it specifically requires particle 1 (and no otherparticle) to be at r\177, and similarly, it must be particle 2 at r2. Such requirements are not physically relevant for systems composed of N indistinguishable particles. Further,the specific reduced distribution must be vanishingly small as N grows to a reasonablemacroscopic value (say 1023).* The more meaningful quantities are generic reduceddistribution functions. For example, let
This because
for
finding
a particle
(any
one)
Note
at
position
rl,
and
any other
that
r0,
of of
picking picking
one at
there
p(2/N)(rx,
are Nr2)
1 ways
= N(N
the second.
r2).
1)P(2/N)(r\177,
In general
p(\"/N)(r\177,
r2,.
\337 \337,rn)=
joint
distribution
function
\337 \337 \337, and
that
in be
an N found
particle
r\177,
system, a
at r2,
particlewill
at
another
another
at rn,
= [N!/(N
X exp
where
 n)!]f
dr
Nn
[15U(rN)l/
dr Nn
is an abbreviation
For
an
isotropic
fluid, we
for
result,
twoparticledistribution,
Thus,
V2 for
P(2//)(r\177,r2),
an
ideal
gas
p(2/N)(r\177,
r2)

N(N
1)
= p2(1
 Ni)
\177
p2
equality neglects the difference betweenN 1 and N. (not treated in this text) for which the subtle distinction between N and N1 actually becomes important.] In view of the ideal gas result for p(2/N)(r\177, r2), it seems appropriate to
where
[There
situations
If a fluid has a density p = N/V, the average number of particles in a microscopic volume fl pfl. (Suppose fl = 1/\1773. Then pfl \177 10 2 in a liquid and 10 4 in a gas.) The probability that specifically particle 1 is in that volume is N \177 pfl \177 10 23 pQ.
*
is
CLASSICAL
FLUIDS
197
introduce = p(2/N)(rl,
g(r\177,
r2)
r2)/p 2
or
h(r,,
which is
these
r2)
[p(2/N)(rl,
r2)
r2)  1,
from
the ideal
For
function.
Ir\177
isotropic
fluid,
depend
upon
r2l = r
g(r\177,r2)=g(r),
h(rl, The
often quantity
r2)
= h(r)
= g(r)
 1.
g(r)
is
called
referred
to
quantity
as a
function.
As
The
a radial distribution function. It is also pair correlation function or pair distribution h(r) is called the pair correlation function too.
already
noted,
p(1/N)(rl) =
r)/p
p for
a uniform
system.
Thus
p(\177~)(O,
= pg(r)
= conditional
particle
another
The reasoning behind this result is based upon a theorem of probability statistics:If x and y are random variables with a joint distribution P(x, y), then the conditional probability distribution for y given a specific value of x is P(x,y)/p(x), where p(x) is the probability distribution for x. Alternatively,
pg(r)
given
that
When the terminology \"liquid structure\" is used, one is referring to quantities like g(r). Unlike a crystal, the single particle distribution for a fluid is trivial. It is simply a bulk property, the density. The
isotropic symmetry must be broken (e.g., by stating that a particle is known to be at a particular location). Once the symmetry is broken, there is interesting microscopic structure. Thus, for a fluid, one thinks about relative arrangements of atoms or molecules rather than absolute arrangements. To get a feeling for what pair correlation functions look like, let's consider a simple atomic liquid like argon. A schematic view of the liquid (drawn in two dimensions for artistic convenience) is shown in Fig_. 7.1. In this picture, o is the van der
198
INTRODUCTION TO
MODERN
STATISTICAL
MECHANICS
Most
probable
Most
probable
Fig. 7.1.
Simple liquid
structure.
Waals
diameter*
(about
take
3.4/\177
for
argon);
the crosshatched
atom is
close
to
be at
the origin.
The atoms
are
drawn
liquid looks like.Thesecond peakcorresponds to the most probable location for the next nearest neighbors. Theseneighbors comprise the second coordination shell. This layering manifests the granularity (noncontinuum nature) of the liquid. It shows up in an oscillatory form for g(r), which persists until r is larger than the range of correlations(typically a few molecular diameters in a dense liquid). In the dilute gas phase, the range of correlationsis just the rangeof the intermolecular pair potential and there is no layering. [We will return to the gas phase g(r) later at which point we will derive why it
have drawn it in the figure.] Notice both in the picture of the liquid and in the graph of g(r) that there is a finite density of particleseven in \"unlikely\" regions like r = (3/2)0. This is oneof the features that distinguishes a liquid
looks
because of typical liquid densities, pep  1. Since the fluid is dense, there is a strong likelihoodthat a first neighbor shell will be found around r = o. The nearestneighbors, which comprise the first coordination shell, tend to exclude the next nearest neighbors from an intermediate regionaround r = (3/2)0. Thus, g(r) will be less than unity in that region, and it will peak above the uncorrelatedresult near r = 20.Indeed, Fig.7.2shows what g(r) for a simple atomic
as we
of closest approach
between
two
atoms
during
physical
CLASSICAL
FLUIDS
199
g(r)
\177.\177
Liqu\177is
I o
20
30
First
coordination
shell
shell
Fill. 7.2.
distribution
function
for a simple
fluid.
from
be
a crystalline solid. Without it, the possibility of diffusion would drastically reduced. A schematic view of a solid (once again drawn in two dimensions) is shown in Fig. 7.3. A radial distribution function for a three
dimensional
(fcc or
is the
bcc) low
angle
This function
the
neighbors first
coordination
temperature solid is depicted in Fig. 7.4. average of g(r). Noticethat the ordering of shell in a solid allows the second nearest
to be located at a distance \177f\177 o (or X/\177 o in two dimensions) from the tagged atom.This decrease from 2\177 accounts for the fact that for simple systems,the bulk density of the solid phase is higher than that for the liquid. A quantitative comparisonof the g(r)'s for liquid and solid argon at its triple point (which corresponds to a low temperature liquid and a high temperature crystal, respectively) is shown in Fig. 7.5. Thereader might wonder if the density of nearest neighborsis also greaterin the solid than the liquid. The number of neighborswithin a
Fig. 7.3.
Twodimensional
crystalline
array
of spherical
particles.
200
\177(r)
INTRODUCTION
TO
MODERN
STATISTICAL MECHANICS
. Second nearest
neighbors
\177, I'
v?o Fill.
V\177o
7.4.
Radial distribution
function
for
a highly
ordered solid.
distance r
from
a central
atom
is
x\177g(x) fO
n(r)=4\177p
r
dx.
Exercise
7.8
When the
yields
integration
the first
formula
n(first
coordinate
g(r) 4) 
3
\177
Solid Liquid
1o
distribution
20
Fill. 7.5.
Radial
functions
(o = 3.4
for liquid
and solid
argon
at the
triple point
CLASSICAL
FLUIDS
201
liquid. (This is the result in three two?) Further, it is usually found that g(r) for a solid peaks at a slightly larger distance than that for the liquid. Thus, if these criteria are used, the nearestneighbor density of a liquid is not lessthan the nearestneighbor density of a solid. The difference between the two phases comes from the ordering of the first coordination shell. This ordering allows the closer approach of the secondcoordination shell. It also prohibits appreciable concentrations of particlesbetween the first two coordination shells. This behavior gives rise to the long range order
for
both
dimensions.
would
it be in
present
diffusion.
in
solid
(and
absent
in a
liquid), and
it
severely
inhibits
7.3 Reversible
Work Theorem
functions
are
related
to a
Helmholtz free
energyby
where
a remarkable
theorem:
w(r)
is
in which two
infinite
tagged
to
system
from
separation
separation r.
process
p).
N,
V,
Since
the
is performed
reversibly at constant
and
T,
w(r) is the change in Helmholtz free energyfor the process. To prove this theorem, we considerthe solvent averaged force between a pair of particles,say 1 and 2. Here, \"solvent\" refers to all
system
except
those
that
with
are
particles
tagged.
1 and
By
the
average
held fixed at
r\177and
configurations
we
find
that
the
averaged
2 force is
 f
rl,
dr3
t\177v
r2 fixed
f dr3
e oU
+ksT[\177r\177
f dr3
' \"
= ksT\177r\177ln
f dr3
xf
r2).
202
INTRODUCTION
TO
MODERN
STATISTICAL
MECHANICS
This
result
shows
that
kt\177Tlng(Irxr21)
is
function
whose
gradient gives the force betweenparticles 1 and 2 averaged over the equilibrium distribution for all the other particles. Integration of the averaged force yields the reversible work. Thus, w(r)= kt\177T In g(r) is indeed the reversible workas described above.As the derivation of this result might suggest, w(r) is often called a potential of mean
force.
from
g(r)
not
specified
a form
for
U(rN).
The
U(r\177)
\177,
u(Ir,r\177l),
i>j=l
where u(r) is a pair potential,as sketched in Fig. 7.6, where we have taken u(oo) as the zero of energy. The pair decomposable form for U(r \177) is only an approximation even for atoms. Thereasonis that the internal structure of an atom involves fluctuating charge distributions (the quantal electrons).The potential energy expressed as only a function of nuclear coordinates arises in some fashion by integrating out the intraatomic charge fluctuations. If the fluctuations are
large in size, the resulting energy coupling together more than pairs however, the charge fluctuations decomposability is a good approximation.
parameter expression
for
the
pair
be complicated, For most atoms, are relatively small, and pair A commonly used twopotential, u(r), is the Lennardfunction will
of
particles.
Jones
potential,
u(r)
= 4t\177[(o/r)
x2
(o/r)6].
Exercise
7.9 Show
that
the
minimum
r0 = 2x/6\177 and
in the
that
Lennardu(ro)= e.
For interparticleseparationslargerthan ro, u(r) is attractive, and for smallerseparations, u(r) is repulsive. The attractive interactions are due to the dipoledipole coupling of the charge fluctuations in the separated atoms. Here, note that it is the average dipole of an isolated atom that is zero. Instantaneous fluctuations can have nonspherical symmetry, and the resulting dipole in one atom can
CLASSICAL
FLUIDS
203
u(r)
2r 0
Fill. 7.6. A
pair
potential.
couple
to
interactions
potentials
in another leading to attractive interactions. are called London dispersion potentials, are proportional to r 6. There is quite a different
that
at atoms
Such
and
these
small must
separations.
origin to At small r,
principle.
the between
energy atoms.
of the
leading to a
that
potential
has an
612
attractive
branch
is
but the
particular
algebraic
form
is not
fundamental. The most important features of the LennardJones pair potential have to do with length scales. In particular, r0 is roughly 10% larger than o, the distanceat which u(r) = 0. Further, the range of u(r) is roughly 2r0. This scaling holds empirically for most noble gas atoms and to a lesser extent for some simple molecules like N2
and 02.
With internal
the energy
pair as
decomposable
approximation,
(E)
(K(p\177V))
(U(r\177V))
= N(p2/2m
The N(N
)+
'=1 ( i >\177
first term
on the
right
1)/2 equivalent
is (3/2)NkB T. The second term is a sum of contributions (the number of separate pairs).
204
INTRODUCTION
TO MODERN
STATISTICALMECHANICS
r21. Thus
Each
one
has the
Irx
,>\177.=\177 u(ro)
\177 N(N
1 N(N
 1) f drN f dr N
u(rl2
) exp
[fiU(rN)]
2
1
=\177
exp
[fiU(rN)]
f drl
f dr2u(r12)N(N1)
xfdrN:eOV(r'\177,/fdrNeOV
1
=\177.f
drl
f dr2p(\177/N)(rl,
r\177)u(rl\177).
For
a uniform
system,
of
p(\177/N)(rl,
r\177)= p\177g(rx2).
to change variables
integration
integration
to
from
give
can be
done freely
N
= \177 N
dr pg(r)u(r).
We can
grounds.
For
each
particle,
there are
dr,
these
and
the
energy
of
neighbors
is u(r).
thickness interaction between the central particles and The factor of 1/2 is a symmetry number that
neighbors
in
a shell
of radius r and
corrects
for double
counting.
yields
Combining theseresults
(E)/N=\177kaT +\177p 3 if
Exercise
drg(r)u(r).
reduced
7.10
Express
the internal
when
energy in terms of
 r], rj is pair
distribution
functions
U(rN)
= E
i>j=l
tt(rij)
i>j>l =1
that
tt(3)(ri
r/).
Exercise
7.11' Show
when
U(r N)
decom
CLASSICAL
FLUIDS
205
posable,
the pressure
= 1
is given
by
tip/p This
(tip/6) f drg(r)r
the
virial
du(r)/dr.
formula
is called
theorem partition,
of state. 1
\177< i \177< N,
[Hint:
change and
volume.]
In the
coordinates
configurational
to xi =
V\177/3ri,
so
the
limits
of integration no
To
see how
the formulas
for
for
thermodynamic
properties
work,
we
on
need a theory
the
g(r).
One
way to
estimate g(r)
We
focusesattention
w(r)
potential
of mean
force, w(r).
can
separate
into two
parts:
w(r) = u(r)+
The
pair
potential,
u(r),
describes
the reversible
work to
to
move
the
is the contribution surrounding particles in the system.That is, Aw(r) Helmholtz free energyof the solvent due to moving
particles
in a
w(r)
due to
from
r21
oo
to
r21
= r.
lim Aw(r)
p*O
= O.
As
a result,
g(r)
e/\177u(r)[1
For higher densities, one Aw(r) from zero. In the most Aw(r) in terms of pg(r) and
must
grapple
the
successful u(r).
one
These
approaches
equations
not
for
g(r)
that
are
essentially
discuss
consider
mean field
theories. We
(p/2)
f dr
g(r)u(r)
= (p/2)fdreOu(r)u(r)[1 + O(p)],
where
we
have
used
Note
the low
that
g(r),
and
dE
is defined
as E
Eiaea\177.
where
AA is
to
the
ideal
gas) Helmholtz
free
206
INTRODUCTION
TO MODERN
STATISTICALMECHANICS
energy,
that
is,
fi
AA
= In
Thus, integrating
the
molecular
expression
to
fi
yields
fiAA/N
where
= (p/2)
f(r)
= e l\177u(r)  l.
the
From
this expression
pressure
via
Op
_ tip
_ P.
The differentiation
where
yields
tip
= p
+ p2B2(T) + O(p3),
B2(T)
\177
I f drf(r)
is called
coefficient.
Exercise
theorem
Insert g(r)\177exp[fiu(r)] into the virial that the same equationis obtained for virial coefficient. [Hint: You will need to
show
parts.]
the
second
virial
coefficient
for a
oo,
r <
a,
= O,
and
for
a square
well system
= 0,
Estimate the
which
Boyle
temperature,
TB
[the
temperature
at
B2(T)
is zero].
Jones
Lennard
CLASSICAL
FLUIDS
207
7.5
Measurement
of g(r)
will
by
to
Diffraction
how pair
have
correlationfunctions
probe
can
be measured.
smaller
must
than
Angstroms.
Thus,
distances if radiation is
are
of the
order of or
wavelength
used, its
obtained
be
smaller
neutrons.
than 1 ]t;
We treat
such wavelengths
theory
with Xrays
or neutrons.
that
The elementary
of
Xray
scattering
is similar to
for
Xrays here.
Xray
at
scattering
the
detector
atom
at Rs
is kout' (Ro
Rsl
\177 exp
{/[kin'
Rs +
'
is the
from
spherical wave,
the
first
Born
approximation.)
If the
detector
is far
scattering
center,
]RD  Rs]
where
\177 IRD
gcl,
cell.
Rc is
wave
scattered
where
scattering
For
that
case,
the
the
detector
IR\177,
is
e'\177\370\177\" aoe
f(k)
 Rc11
n\" a',
kout
 kin
a
transfer
the
(within
factor
factor.
of
\177)
for
the
scattered
(It
depends
upon k.
Now
consider
diagram in Fig.
As
7.8. Sincephotons
scatter
nearly
elastically,
a result,
(0/2).
k=
Ikl
(4\177/\177,in)
sin
....
z Rs
\177
\177
Scattering
sample
\177C
\177f
0,
scattering
angle
x' \177\177\177y
RD
\177.\177)/
Xray
Detector Scattered
wave, kout
Fig. 7.7.
scattering.
208
INTRODUCTION TO
MODERN
STATISTICAL
MECHANICS
Fill. 7.8.
Vector
addition.
Exercise
7.15
for elasticscattering.
a superposition
Since
each
atom
waves at
the detector:
of
1[D
N eik'rJ'
]Rc
atom.
The
is the
square of
is
the
magnitude
the
total
wave,
and the
observedintensity
the
ensemble
average
of that square:
observed
I(0) =
where
intensity
at detector
= [If(k)12/IRc
 Rv12]NS(k),
[ik.
S(k)=
The simple
1
I
exp
I
(r/
rj) .
It
quantity way to
S(k)
structure
factor.
is related
in
of
g(r). l =j,
To see why, expand the sum over particles in S(k) into self, and distinct, l :f j, parts.ThereareN of the former and N(N the
1)of
latter.
Thus,
S(k)
= 1+
NXN(NN(N
1)(e '\"'
(\177'\177=))
=I+N
1
 1)
f dr \177v eik'(\177l\177=)e
f dr \177v eOr
I\177v
CLASSICAL
FLUIDS
209
= 1+Nif
r: )
i
= As
1 +
p f
dr g(r)ei\177\". structure
factor
a result,
the measured
determines are
the
Fourier
of g(r).
unique,
S(k)
can be
Exercise 7.16
S(k)
Verify
the
algebraic
details
that
in this deriva
+ (4:rp/k)
(kr)rg(r).
7.6
Solvation
the
and Chemical
most
Equilibrium in Liquids
of liquid state
Oneof
affecting
important
chemistry
aspects
is
of biophysicsand
conformational
This
the role of liquid environments in and chemical equilibria of solutes in solusubject of solvation, and here, too, reduced
related
to experimental
observations
To describethe
the
dissolved
relationship,
we
begin
by deriving
a formula
for
chemical
in
potential
a fluid
for a simple structureless solute species at low solute concentrations. The total partition
function
is
[\177Us(r ~s) 
\177UAs(r
\177vs,r\177V\177)],
where Q(sid)Q? ) is the ideal gas partition function for the solventsolute mixture (it depends upon the numbersof solute and solvent molecules, N\177 and Ns, respectively, the volume V, and temperature T), the potential energy Us is the potential energy for the pure solvent (it is a function of the solvent configurations, FVs), and UAs is the contribution to the potential energydue to the coupling between solvent and solute species. In this equation for the partition function we have left out a contribution to the potential energy due to the
210
INTRODUCTION
TO
MODERN
STATISTICAL MECHANICS
interactions between
different
solute
species.
These
for
interactions
that
are
case
negligible
interactions
at
low
enough
solute
contributions
term,
since in
only
between
different
solutes occur
negligible cannot by
known
fraction
of configuration
however,
neglected since solutes are virtually always surrounded interacting with solvent species. To analyze the effect of the UAS term, we employ a trick the coupling parameter method. In particular, we let
Qx
be and
as
 US
\177a 'Od)'Od)u(N+Ns)fdrNf
drays X exp
[flUs(r
\177vs)
flJ, Uas(r
3,O, and
now
\177vs,r~a)],
where
0
Qx
<\177 3, <\177 1
is the
coupling
parameter.
When
the when
consider
solvent 3, = of
to
and solutes
the
is
1,
the
differential change in In Qx due to changing 3,. Within In Qx is the Helmholtzfree energy for a system with
a factor
total potential
with
energy Us
changing
+ 3, Uas.
By
studying
the
change
the
of In Qx
reversible
respect
3,, we
work
to change
of the
previous
formula,
Qx
dr~S(flUAs)
exp (flUs
(flUs
flJ,
UAs)
d\177
f dr
\177v\177 f
dr
\177vs exp
where we
functions
have
omitted
for
notational
potential energy
UAS(r \177s, r\177).
We
about
i=1 j=l
Uas(lria
rjsl),
where
jth
and
riA
is the
solvent.
carrying
yields
position of the ith solute, and ris is the position of the Inserting this expression into the formula for d In Qx/d\177 out the same manipulations encountered in earlier
sections
kBTd Ps
In Qx/d3,
= Na
where
= Ns/V,
a solventsolute
and gAs(r; 3,) is the radial pair when the total potential
for the
whole
system is Us
+ 3, Uas.
CLASSICALFLUIDS
211
Exercise
7.17
Derive
this result.
the derivative
free
T)
We can
now
formally
integrate T)=
giving
the
energy
A(Ns,
NA,
V,
Aid(Ns,
+ NA
NA, d3.
V,
T)+
z\1774s(N s,
V,
dr
UAS(r)PsgAs(r,
\177,),
the ideal gas Helmholtz free energyof the solventsolute AAs is the excess (beyondthe idealgas) Helmholtz free energy for the pure solvent. The last equation was derived by noting that In Q0 =/l(Aid + AAs). Finally, to completeour analysis, we differentiate A with respect to NA to obtain the chemical potential at
where
Aid is and
mixture
infinite
dilution:
\177A = li(\177d)
Alia
'
where
All
A =
foil
d3.
dr PSgAS(r; J,)ttAS(r),
and
li(\177d)
is
the
chemical
you
potential
develop and
Exercise 7.32,
experimentally ideal solution.
will Alia,
Alia
is
measured
for
by determining
our
the Henry's
to
constants
an
where two solutes encounter one another in solution. The analysis of the statisticsof this encounter leads us to the theory of chemicaland conformational equilibria in solution. The analysis can be made quite general, and students are encouraged to try their hands at the generalizations. But, for the sake of simplicity, we confine the discussion to the
turn
attention
the situation
chemical
equilibrium
A +B\177AB,
which
might
may
occur
in the
gas phase
be
apply
the
the
dimerization
To
must
have
formed.
212
INTRODUCTION
TO
MODERN
STATISTICAL MECHANICS
dimer. Let
Has(r) = l,
=0,
Then
< R,
\177> R.
the
the AB
considerations
ratio of the classicalintramolecular partition functions for dimer and monomersin the gas phase is (neglecting any of the internal structure of the A and B species)
HAB(r)e
dimer
indicate
q(\177/q(\177d)qgd)
far
t\177ua\"(r),
where
OAB is
2 when A
(1 when A
the
\177 B,
and
expression
is
appropriate
are
negligible.
to a dilute ideal gas where intermolecularinteractions Accordingly, the equilibrium constant K = PAo/\177OApo
gas phase by
is
given
in the
K (id)
In
(1/OAB)
f dr
HAB(r)e tlu\177(r)
phase, the liquid solvent plays a role in the free for the association process. Considercarrying out the dimerization by rhoving an A and B pair reversibly through the solvent, starting with the pair separated by a macroscopic distance and eventually reaching a mutual separation of r. Except for requiring the solvent to remain at equilibrium, there is no restriction on the concentration of solute speciesin the solvent. Since the process is carried out reversibly, the solvent contribution to the change in Helmholtzfree energy is AWA\177(r), the indirect part of the potential of mean force. The total free energetics is thus UA\177(r)+ AWAB(r). Hence, in a liquid
a condensed
energetics
K = (1/OAB)
=
f dr
HA\177(r)
exp
[\177UA\177(r)
\177AWA\177(r)]
g (id) f
dr
s(\177(r)yAB(r),
where
sg\177(r) or H\177(r)e
\177UAt\177(r)
is the
intermolecular
and
distribution
function
= e
phase,
YAB(r)
CLASSICAL
FLUIDS
213
is called
yAB(r)
a cavity distribution
the A and
is
radial
distribution
do
particles
B
infinite
that
not
dissolved at
dilution
It is given that name since function for a pair of hypothetical interact directly with each other and are in the solvent. These hypothetical
function.
particlesaretherefore likecavities
7.18 Show that distribution is given by
Exercise
SAB(r)
in
in
the
fluid.
the
liquid,
the intramolecular
dr s(\177(r)yA\177(r),
Exercise
tial
7.19
(beyond
that
in the
species
i in
liquid solvent.
Show that
+ ANs the
the
ANAs
= ANA
 kBTIn f dr s\177(r)yAs(r).
solubility
is
Exercise
7.20
From
of saturated
alkane
found normal
chemical
depends
linearly
the
upon n.
excess to
[Hint: Consider
the reversible work
\"cavity
create
arrangements
of
the
particles\"
in
the
fluid;
and also
but
note
not
that
linearity
an exact
AN
difficult
to measure
diminishing solubility of the alkanes in water. Nevertheless, if the AN's could be measured, do you think the linear dependence would persist for large n ? Explain.
of
the
7.7 Molecular
When
Liquids
experiments
fluids,
scattering
atomic)
are
one
posedto
from
obtains
where
all
pair
separations
of atoms
fluid
both
intramolecular
and
inter
molecular.
unit
Thus, for
the
p is
the number
of molecules per
an
volume,
pg\177(r)
experiments
probe both
= density
a\177 in
another
of atoms y at molecule
atom
214
GNN
INTRODUCTION
TO
MODERN
STATISTICAL MECHANICS
(r)
1.1A
3.3 A
Fig. 7.9. Pair
7.5 A
distribution
function
for
liquid
nitrogen.
and
s\177r(r)
= probability
distribution
that atom y
is at
position
r given
that another
atom
a linear
a\177 in
the
same
molecule
is at the
Diffraction transform
origin.
determine
experiments space)
of
Go\177v(r)
= Sony(r)
pgo\177v(r).
distribution is sketchedin Fig. 7.9. to the intramolecular structure. In particular, the NN bond length for an N2 molecule is L = 1.1/\177. The remaining features are interpreted as follows:Sinceliquids are
For
liquid
nitrogen, at
the pair
is
The
sharp
peak
1.1/\177
due
dense,
it
is more
likely
that
molecules
will
be
touching
their
neighbors. Thus, the main peak at 3.3/\177 indicates that the van der Waals diameter of a nitrogen atom is roughly a = 3.3/\177. Since each atom is attached to another via a chemical bond, and since each atom is touching atoms of neighboring molecules, it is likely that a tagged atom will also have neighboring atoms at a + L. This is the reason for the shoulder or auxiliary peak found in GNN(r) at r \177 (3.3 + 1.1)/\177.
Integration
over the
first
coordination
shell
gives*
5.6A n = 4Jrf3 A
\177 12.
G~~(r)r
2 dr
2pGNN(r).
atoms,the
total density of N atoms around a central atom is of atoms in the first coordination shell is roughly 24.
CLASSICAL
FLUIDS
215
Fig.
7.10.
Liquid
structure
with
diatomic
molecules.
Thus,
coordination
averaging
each
over
N2
molecule
has
roughly
the
shell. each
This
is somewhat like that in a simple the location of the secondcoordinationshell, 7.5\177 \177 2(0 + L/2), is in agreement with this idea. But notice that the oscillations in Gray(r) die out in a shorterdistancethan that for a liquid composed of sphericalparticles. Also, the peaks are lower and broader for the diatomic fluid. The reason is due to the presence of two length scales, o and L, rather than just the van der Waals diameter o. The second length introduces a larger variety of possibilities for the local intermolecular structure, and this variety produces a randomization that washes out the pair correlations. A schematic picture of a regionof the liquid we have just described is shown in Fig. 7.10.
atomic fluid. Indeed,
structure
first
after
Exercise 7.21
tion for
The
carboncarbon
pair
distribution
funccurve.
7.11.
(You
Explain
qualitative
features
that
seen
has
in
this
will
need
to note
nbutane
three
gauche.)
stable
gauche+, and
nitrogen
no
intermolecular
highly
There are
intermolecular
systems. Perhapsthe most important example of an associated liquid is water. Here, the linear hydrogen bonding tends to produce a local tetrahedral orderingthat is distinct from what would be predictedby only considering the size and shape of the molecule.The strength of a linear hydrogen bond is roughly 10kBT at room temperature. This
216
Gcc(r)
INTRODUCTION
TO
MODERN
STATISTICAL MECHANICS
1.5A
3A
Fig.
4A
Pair distribution
10A
function for
liquid
7.11.
nbutane.
should
be compared
with
the
typical
size of
the
attractive interactions in
point.
with
triple
molecules
the
outer
or
two
gets
one
in the
pair
hydrogen
bond
is formed
lone
lobes (or \"orbitals\. With the three molecules shown, it is clear why the hydrogen bonding favors tetrahedral ordering. Of course, this ordering persists over large distancesonly in the ice phases. In the liquid, there is sufficient randomness even in the first coordination shell that the close to
fictitious
one of the
'x'b\370
OHB
Fig.
7.12.
Three water
molecules and
two
hydrogen
bonds.
CLASSICALFLUIDS
goo0')
217
\177r
3A I
Fig.
4.5A n(3.5
6A A)
\177 4
7.13.
Oxygenoxygen
radial distribution
function
for
liquid
water.
ordering is rapidly lost within one or two molecular diameters. In fact, the oxygenoxygen pair distribution function for water at room temperature looks as shown in Fig. 7.13. The first peak is located at roughly 2.8 ,&  ai\177B, the hydrogen bond distance. The second peak is found at 4.5 ,& \177 1.6 x 2.8 ,&, just as would be expected from a tetrahedral structure. Further, when integrated over
tetrahedral
the
first
coordination
shell,
3.5A
n =
But
essentially
4:rp\177
goo(r)r
2 dr
\177 4.
beyond
the
vanish.
second coordination
The
the
orientational
translational
correlations
from functions
the
behavior
which
of the
from
OH and HH intermolecular
in
are shown
7.14.
clear
of
that
all
first
the
features
in these
curves arise
structure
the
ga (r)
gHH
(r)
...\177go j
(r)
2A Fig. 7.14.
4)[
OH
HH and
distributions
in
liquid
water.
218
INTRODUCTION TO
MODERN
STATISTICAL
MECHANICS
coordination
distorted
shell only.
random
to
network
It is
with
interesting
Thus, the structure of liquid water is a highly of hydrogen bonded species. juxtapose the distribution functions for water
occurs
those
for
a nonassociated
at
g(r) for a
There
simple fluid
remnant
o.
X/\177
peak
first
in
peak.
of the second neighbor peak for the solid efficient packing of the nonassociated liquid tends to make each molecule have 12neighbors in its first coordination shell. In contrast, a water moleculein water has roughly four nearest neighbors, and there is a clearremnant of the ice structures in which
is no located
at
Further,
the
second
neighbors
appear at
1.6oi\177B.
This
local
water
structure
is
tenuous. The tetrahedral ordering is an inefficient means of filling space, since a large fraction of space remains unoccupied. The large hydrogen bond energy is required to promote this local structure which is so unfavorable as far as packingis concerned. But it is just barely able to competewith the packing. As a result, the structure is
fragile
as
manifested
by its
unusually
large
temperature
dependence.
7.22* One anomalous behavior of water is its large heat capacity, C,. For water, C,(liquid) C,(gas) \177 20R, whereas for most liquids the number is 2 to 5R. Show that this behavior is a direct manifestation of the relatively large temperature dependence in the water
Exercise
unusually
relating
the
internal
tetrahedral ordering leaves empty space in the fluid, it is that the isothermal application of pressure (which will decrease the volume per particle) will tend to rupture the local structure. Thus,the orderingin water will decrease with increasing pressure. In nonassociatedliquids, higher pressure leads to greater packing and thus more order. The fact that increasing pressure or density can lead to less orderin water is directly responsible for the density maximum in water found, for example, at 4\370C and 1 atm pressure.
clear
Exercise 7.23
(as/a[,),.
Verify
this
statement.
[Hint:
Note
that
( av l aT),,.]
for
Hard
Disks
In the preceding sections, we have described many properties of liquid phase pair correlation functions.
of the
Further,
general
we
CLASSICAL
FLUIDS
219
how the qualitative behavior of these functions can be from a rudimentary knowledge of the interparticle potentialsacting between atoms and molecules. For instance, packing effects or geometrical considerations that focus on the shapes of molecules can be invoked to understand the structural behavior of
have
shown
anticipated
However,
for
associated
highly
liquids such
directional
as water, one
very
consider
the
effects
of the
and
strong
hydrogen bonds.
the qualitative pictures and develop a quantitative connection between these potentialsof interaction and liquid structure requires calculations that in some way accurately sample the multiparticle distribution treatment
To go beyond
of
the
approaches to this problem. Someof them utilize that involve perturbation theories and mean field approximations of various sorts. A few such techniques have been remarkably successful in explaining the nature of the liquid state. Despite their intrinsic computational simplicity, however, the analytical methods cannot be properly developed and tested without the simultaneous implementation of computer simulations. The simulations are numerical experimentsused to test the accuracy of
are several
analytical
treatments
the
approximations
used
in
the
analytical conceptually
much
theories.
greater
Further,
while
than the
numerically tedious, simulations are analytical methods, the latter requiring sophistication than the former.
far simpler
mathematical
In Chapter 6 we introduced the Monte Carlo technique as one such method for studying the fluctuations in discretized lattice models. In this section we show how this numerical sampling scheme can be extendedto fluids where the degrees of freedom are continuous.The particular model we consider is a twodimensional fluid of hard disks. This model is perhapsthe simplest system which exhibits many of the most important structural phenomena that occur
with
dense
fluid
systems 7.24
that
found
in
nature.
Exercise
observed
With computer
a twodimensional
simulations, scientistshave
fluid
of
hard
disks,
when
each
it
of diameter
compressed
is
70%
of
this What
density,
the the
closest system
would
you
predict
as the
220
INTRODUCTION
TO MODERN
STATISTICALMECHANICS
The
generalization
from
Metropolis
for
Monte Carlo
is relatively
for
Ising
models
to
Metropolis
Monte Carlo
fluids
the continuous variables that characterize the fluid, however, the numerical arithmetic is more greater computation time than that for an Ising model. In the latter case, most of the arithmetic operationscan bereduced to multiplying
zeros
and
ones.
contrasted
numerical complexity might be conceptual complexity that is needed perturbation theory and mean field treatments presented in Chapter 5 to analogoustheories for
This additional
added
to
of
continuous
Exercise
treatment
7.25* Try to generalizethe molecular mean of Sec. 5.4 to the caseof a continuous fluid
field
with
pair
interactions
u(r). If you
mean
transcendental
field
m =tanh[fi/\177H+
fizJm] is
{p(r)) =cexp
[fi\177p(r)fi
far'
{p(r'))u([r
r'l)l,
where c is a constant of proportionality, and qO(r) is an external potential energy field. Notice that this relationship is an integral equation for (p(r)), the average density at position r. Suggestmethods(numericaland/or analytical) by which you might solve this equation. The socalled\"integral equation theories\" of liquids are based upon mean field approximations like this one illustrated here.
particles
ij in
a hard
disk fluid
u(rii)
< o, > a,
=0,
where r}.= (xi 
xj) +
2
(Yi
 yj)2.
coordinates for particle i. In the 20 disks are placed in a square cell of side length L. The particle density, p = NIL 2, is fixed by the value of L, and the disk diameter, a, is the unit of length. Periodic boundary conditions are employedso that if a particle leaves the cell during a step of the simulation, another particle enters the cell at the other side.Forexample, if the center of particle i changes from (xi, yi) to
Here (xi,Yi)
program
are
the
Cartesian
listed
below,
N =
CLASSICALFLUIDS
(xi +
221
step and if x\177+ 6 is a position outside for the center of particle i is actually taken as (x\177 + b  L, y\177). Notice that this type of boundary condition correspondsto simulating an infinite system by considering only those fluctuations which are periodically replicated from cell to cell. After setting up an initial configuration of the system, r \177v= (xx, y\177,..., x\177, yi,..., x\177v, Y\177v), a disk is identified by its position (x, y). Each disk is considered in turn. A possible new position for the disk under consideration is chosen by two random numbers, fiat and Ay, in the range [del, del], where \"del\"is adjusted experimentally to give about a 30% acceptance of the new position. (A \"del\" in the range [0.05, 0.1] seems to work well in the program listed in the Appendix.) The possible new position is (x+ fiat, y + Ay). The energy difference, A U, between the possible new configuration, r 'N, and the old configuration, r \177v,is either 0, if the disks do not overlap, or o% if any of the disks do overlap. Recallfrom Chapter 6 that according to the Metropolis algorithm for Monte Carlo, the new 6, yi)
in
Monte
Carlo
position
configuration will
x is
be
accepted
if
(/\177AU) \177>x,
exp
where
a random
criteria introduces to
1.
Otherwise,
the move
is rejected. In the
the
case of hard
is simply overlap
acceptance
configuration
from
exp (/\177U) is either 0 or 1. So decided upon whether or not a new of particles. The trajectory. moves
configuration
step
step
as described
at
step
t+l
is
r\177(t
1)=
r\177V(t)
if the
attempted
move to
configuration r '\177vcaused
r\177(t
an
overlap
of two
disks, and
+
1)=
r '\177v
if there
was no
distribution
overlap.
can
be
computed g(r).
function,
is the
the
of particular pair separations. This average can be calculated by considering the average number of particles in a shell located a distance r from sometaggedparticlej. The thickness of the shell is taken to be 0.10.This increment of length will then be the smallest length over which we resolve g(r). Let {nj(r)} be the average number in the shell at distancer. Then
occurrence
{nj(r)}=\177;.=
n#(r),
222
STATISTICAL
MECHANICS
where
This
is the total
number
Let
or,
is independent
the shell on pass i. Here, T and one \"pass\" corresponds to N steps. of which particle is the tagged particle.
(n(r))
(n\177(r)) 1 N
=.=
(n\177v(r)),
{n(t)}
=\177.\177
\177=\177 nji(r).
the
particles
were uncorrelated,
be
(n(r))unc
density
= (area
of
1)/N,
1)/N corrects for
at distance
the
the
liquid
of the
tagged particle to
g(r)=
be in
shell
r. Now
j=li=l
(area
of shell)(N
1)Tp'
7.15
taken
from
the
Appendix uses this algorithm. It Apple \"Macintosh.\" progresses, the statistics for g(r) improve. Figure Macintosh display illustrates the evolution of the
endofchapter
for the
statistics
for the
density pa 2
= O. 7.
Exercise
for
7.26 Discuss how the accumulation g(r) depends on the sizeof the shell width.
7.27
of
statistics
with the evolution of the as one changesthe size of \"del\" and thereby influences the percentage of acceptedmoves. Note that if \"del\" is too large, nearly all moves will be rejected, and the configurations of the system will not efficiently sample configuration space. Similarly, if \"del\" is too small, nearly all moves will be accepted, but the step size will be so small that sampling will still be inefficient. It would seem that there is an optimum midground. Can you think of a criterion for optimizing the choiceof step size?
Exercise
Experiment
Monte
Carlo
trajectory
CLASSICAL
FLUIDS
223
g(r)
g(r)
o_\251
Ef
o\370o%
1
OOOoO
Passes
Particles
20
2 r g(r)
OoO
Passes
C
l0
= =
2 g(r)
Particles =
Density
20
.7
Density =
.7
(
I
Passes =
Density
50
=
Particles= 20
.7
2 r
Passes =
Particles
700
20
Density =
.7 disks.
Carlo
for hard
Additional
Exercises
dilute function
gas
of
of
argon
T, the
Compute, as a
{v\1772),
T.
(b)
2 2 {vxvy),
(d) {vx),
v of
(e) (
v\177
(v,,
+ by,,)2),
and
vy are
Cartesian
coordinates of the
your to
velocity
the argon
and
atoms.Discusshow
results the
will change if
the gas
is compressed isothermally
it is further
point
at which
it
where it
har
7.29.
is
It,r!\370)15
N
p\177212m
Y.
i=1
Y. i=1
\253k
is the equilibrium
position of the
Schr6dinger's
ith
oscillator
the oscillatorsobey
equation
224
INTRODUCTION TO MODERN
STATISTICAL
MECHANICS
function
for
this of this
high
(b) Assume that the oscillatorsobey motion and determine the partition
system.
(c)
Newton's function
equations for
Show
that
the results
limit.
of (a)
and
(b)
agree in the
temperature
7.30.
Consider a system of classical particles additive and threebody potentials. Show coefficient is independentof the threebody
In
of
7.31.
an
on
L as
is l,
depicted in
and
The close
pcp=l
the
length of packed
energy
each
individual
rod
p = N/L.The
15A
where/5 \177 =
Helmholtz
free
= ln I(N,
kBT,
...
ax,,eV],
energythat
J,
depends
upon
the
rod
is the
thermal
DeBroglie wavelength.
and the
pressure
is given by
)/ is
fip =
a(
fiA
aL, by
defined
pg(x) =
rods
at position
x given
another
is at
the origin.
negative,
Note
that
can
be
both
positive and
from
and,
for
simplicity,
assume the
high
origin is far
(but
the
walls.
(a) At a
of
density
less than
g(x)
for
x >
(b) Draw another labeledsketch of g(x) time for the case in which p\177 0. (c) Describe how g(x) depends qualitatively
ture,
upon
T.
of hard
rods confined to a
line
of fixed
length.
CLASSICALFLUIDS For
the value
225
(d)
p\177
Pc\177, compute
of the integral
).
f0(3/2)/dx
g(x
(e)
As a
function of N, p, and T, determine the (i) average velocity of a rod, (ii) average speed of a rod, (iii) average kineticenergy of a rod, and (iv) internal energyof the full
N particle
system. calculation, one can show that the the pressure for this system is given
= p/(1
(f)
With
(not
density
by
/\177p
bp), b a function
coefficient
b is independentof density. (i) Is temperature? (ii) Relateb to a second virial use this connection to computeb in terms (g) Carry out the \"tricky calculation\" referred
where
of
and
of/5
and l.
above.
to in
part (f)
7.32.
argon.
Neglect assume
the classical
thermodynamics
calculation,
show
of
that
in
the
low
density
limit, the
/\177p
chemicalpotential
+ In
=
gaseous
argon
is given by
=f(/\177)
of/\177
p,
only,
where
f(/\177)
is
a function
of
1/kaT,
and p
= N/V
in
is the density
the
argon.
dissolved at
the
low
concentrations
chemical
potential
for argon in
this system is
l\177p=f(O)
+ lnp
+ OAp,
where f(/\177) is the same quantity appearing in part (a), p is the density of argon in the water, and Ap is an \"excess\" chemical potential that vanishes in the hypothetical limit in which argon and water molecules do not interact with one another (it is a function of the thermodynamic variables/\177 and Pw, where Pw is the density of water). (c) When the dilute argon vapor is in equilibrium with the argonwater solution, the pressure, p, of the argon vapor obeys Henry's Law
p = xku,
226
INTRODUCTION
TO MODERN
STATISTICALMECHANICS
that
where
x is
the mole
the
water,
is,
x = p/(p
and
k\177t
is the
Henry's
k\177
Law constant.
= l\177\177pw exp
(/\177A/\177).
(d)
The
potential complicated
of
is very positions
water
molecule
the
water molecules and the couplingbetween each and each argon atom. Assume the form of is such that
N
U^w(Ir
i=l
is the
potential energy associatedwith an argon atom at position r. Here, ri is the location of the center of the ith water molecule, and N is the total number of water molecules. This being the case, show that
exp
(flAg) ')w
.,,
(It
where
{..
indicates
Boltzmann
ensemble average
molecules.
is
with
the total
potential
energy of all the water molecules.) [Hint: Conceive of Art as the difference between the Helmholtz free energyof water when the solute is present and that when the solute is absent.] Finally, use this result to show that
A!,t
d3,
dr PwgAw(r;
\177)UAW(r),
where function
gAw(r; for
3,) one
radial
and
distribution
this argon
).
is
pair
potential
\177UAW(r
Exercise 7.11).
show that
l\177P/P =
Consider
twodimensional
(/\177p/4)
f dr
g(r)r du(r)/dr
= 1= 1+
(flpyr/2)
fo \251 dr
r2g(r)[du(r)/dr]
(pa2yr/2)g(a+),
CLASSICAL
FLUIDS
227
is the contact value of g(r). {Hint: In the last equality, note that /Sg(r)[du(r)/dr] = y(r)d exp [/Su(r)]/dr, where y (r) = exp[/5 Aw (r)] is the cavity distribution function. Furthermore, note that the derivative of a step function is a
where g(a*)
7.34.
for hard disks and the result of the pressure of the hard disk fluid. Note that to obtain g(a +) you will need to extrapolate from r values greater than a. Try a linear extrapolation. Compare your results with the estimates of the pressure given below. Comment on the sources of your errors (e.g., finite averaging time, small system size, etc.)
Monte
Use
Exercise
Carlo
code
7.33
to evaluate
30
1.063
1.498
3.424
1.6
5.496
1,4
8.306
a PeP = closest packed density. 0 Source: J. J. Erpenbeck and M. Luban, Phys. Rev. A 32, 2920 (1985). These numbers were obtained with very powerful computers. The uncertainty is in the third
decimal place.
with
the
N
potential
 r/I ).
energy
Iv) =
Imagine
dividing
the pair
define
the
reference
u0(Ir,
i>j1
 rl)
remaining
is
the
total
potential
u\177(r),
energy. The
part
of
the
pair
potential,
is
then
the perturbation
pair potential.
(a)
Show
that
the
Helmholtz
free energy
of the
full
system
is
228
INTRODUCTION TO MODERN
STATISTICAL
MECHANICS
given
by
dr uffr)gx(r),
where Ao is the reference system free energy and gx(r) is the radial distribution for a hypothetical system which has the pair potential uo(r) + \177.uffr). The reference system and the hypothetical systemare at the same density p = N/V, temperature, and particle number N as the full system.
[Hint:
First
compute
the
dAx/d\177.,
where
Ax
free energyfor
hypothetical
system,
 Ao=
fo
following
bound
A/N
\177< Ao/N
\253p
far
go(r)uffr),
where
reference
Feynman
go(r) is the radial distribution function for the system. [Hint: Recall the GibbsBogoliubovbound discussed in Chapter 5.]
Relations such as these form the basis of thermodynamic perturbation theories of fluids. These theoriesbegin with the knowledge of the properties of a reference system fluid (e.g., properties of the hard sphere fluid determined from computer simulations) and then deducethe properties of otherfluids by
computing
the
change
the
in
free
energy
associated
the potential
from
reference
potential
Bibliography
The
standard
advanced
treatise
chapter
is
J.P.
Other
Hansen and I.
helpful
R. McDonald,
of Simple
Liquids
McQuarrie,
&
Row,
N.Y.,
1976),
and
H. L. The
structure
Friedman,
A Cliffs,
Hall, Englewood
of
Stillinger,
in Statistical 1985).
Mechanics (Prentice
liquid
Adv.
water is
F. H.
One of
the
central
ideas in
considered in the review Phys. 31, 1 (1975). liquid state physics and chemistry
is that for
CLASSICAL
FLUIDS
229
nonassociated
liquids, the
of molecules.
liquid
structure
view
is determined
is
or
the
shapes
This
often
referred
of
liquids,
and
it forms review
qualitative A
discussion complete
in this
Waals perspective.
Chandler,
van
der
J. D.
Weeks, and H.
C. Andersen,
Science
220,
787 (1983).
Appendix
Hard
Disks*
CARLO
REM***an input file \"data.\" is needed .where the first n lines .contain REM***the coordinates of the disks, the next line contains the total REM***number of ;)asses, and the last mg lines the total number found REM***in each g(r) shell. 'data\" is updated with each run. REM***\"deI\" is the maximum step s;ze. \"n\" is the number of disks. REM***\"rho\" is the density of disks. The screenisprinted every \"mcopy' REM***times. 'mg\" is the .n.umber of divisions in G(r). \"pas\" isthe number REM*** of passes. 'rgrnax is the maximum of the range G(r) is calculated
REM***
over.
rho.7
sig= rho/n)^.5
rc\177\253\177FIX(100*sig)
mg=15
rmax=4*sig
rgmax=2.5
\177rggm.ax=rgmax*slg ppres
i\177c
dd=3.14*(?\177)*rho
carlo\"
*This
program
McCoy.
230
CLASSICAL
FLUIDS
231
'
RAN\177
FOR I1
INPUT NEXT I
TA'IER
TOn
#1 ,x(I),y(I)
NEXTi
drw: CALLMOVETO(240,25)
PRINT
5,
MOVETO(240,65)
CALL
PRINT
4,
O5)
2,
MOVL=TO(240,165)
CALL
PRINT
1,
MOVETO(240,\177)
CALL
PRINT
CALL
0,
MOVETO(240,125)
PRINT 1, PRINT 2,
CALL CALL
MOVETO(339,240) MOVETO(419,240)
CAM. MOVETO(359,255)
rs=\"r\"
PRINT 3,
PRINT rS,
MOVETO (20,20) CALL LINE (0,200) CALL LINE (200,0} CALL LINE (0,200) CALL LINE (200,0) CALL MOVETO(270,20) CALL LINE (0,200) CALL LINE(160,0)
CALL CALL
MOVETO(270,20)
CALLMOVETO(270,100)
LINE (5,0)
MOVETO(270,140)
CALL
CALL
CALL
MOVETO(270,220)
CALL LINE (5,0) CALLMOVETO(270,220) LINE (0,5) CALL MOVETO[310,220) CALL LINE (0,51 CALL MOVETO(350,220) CALL LINE (0,5) CALL MOVETO(390,220) CALL LINE (0,5) CALL MOVETO(430,220) CALL UNE (0,5) CALL MOVE'ro(40,2S0)
232
INTRODUCTION TO MODERN
STATISTICAL
MECHANICS
mov$=
particles=
PRINT mov$,n,
yy),rcir%,33
r 12*RND(1 )
xnx(j)+del'r
rI2*RND(1)
yny(j)+clel*r
xxo1 Ix(j)
xxo=200
yyo\177=y0),
xxo1+20
\177:)\177200\370yyo1+20
jj1 TOmg
frnn(jj')f(jj) NEX'r jj __ FOR ij1 'IOn IF ijj THEN
GOTO 10
ELSE
THEN ry=!\276I ELSE r=(rxA2+ry\1772 )^.5 IF r<sig THEN GOTO new1 IF r>srgmax THEN GOTO )/dgr
IF ry>.5
IF rx<.5 IF ry<.5
xxx=((r/sig)I
ii=RX(xxx}+l
10
fmn(ii)=fmn(ii)+ 1
10:
NEXT
act%
= acc% + 1
ij
I\177EWI:
IF
20
THEN rx=rx+l THEN ryry,+l
rXl
GOTO 20
xxx((Usig)l)/dgr
frnn(ii)fmn(ii)+
20:
NEXT
lj
FORjj=I
TO mg
x\177j)x(j)+l
ELSE
IF
x\177j)\177l THEN
x(j)x(j)I
y(\177)y(\177)I
Y0)'Y0)+I
CLASSICAL
FLUIDS
233
NEXT!
CALL
MOVETO (20,20) LINE (0,200) LINE (200,0) LINE (0,200) LINE (200,0) 1
s)
)1)'80),(220g(1
CALL
I\1771OVETO((270+(r(1
)*40))
mc%(3)55o
(VARFTR(rec\177/.(0)))
)r(jj))'80
NEXTjj
pres,. 1+
REM**PRINT
gcont 1.5'g(1)
.5'g(2)
REM\"CALL'MOVETO(240\177e0) REM**CALLMOVETO(240,295)
REM**PRI..N\177..
= acc%
UOVETO(40')
REM**PRINT ac$,pa\275\275,
CALL MOVETO(40,250)
pptest=mcopy FIX\177)
MEN
LCOPY
OPEN
\"data\"
FOR OU'n=tJT
AS \1772
I=OR I =1 TOn
xn= 10000*x(i)
yn=10000*y(i)
x]\177FIX(xn)/10000
yn=Rx(yn)/10000
WRITE
\1772,xn,yn
#2,pps
NID('r i
WRffE
END
is an
example
of \"data\".
5354,.653
8991 ,.8427
8325,.2036
1701,.3779
4555, .3365
0682.61
7359,.0271
6273.4221
8751 ,.6159
5054,.1171
2997,.9926
3633.8048
993,.3025
8265, .3979
2705.1882
CHAPTER
Statistical
Mechanics
of NonEquilibrium
Systems
Up
to
this
point,
we have
reversible
timeindependent
equilibrium
new ground, and consider irreversible timedependent nonequilibrium properties. An example of a nonequilibrium property is the rate at which a system absorbs energy when it is stirred by an external force. If the stirring is done with one frequency a monochromatic disturbancemthis example is the absorption spectrum of a material. Another example of a nonequilibrium property is the relaxation rate by which a system reaches equilibrium from a
prepared
nonequilibrium
state.
Our discussion of theseproperties will be confined to systems close to equilibrium (in a sense made precisebelow). In this regime, the nonequilibrium behavior of macroscopicsystems is described by linear response theory. This theory is the subjectof this chapter. The cornerstone of linear response theory is the fluctuationdissipation theorem. This theorem is a relationshipconnecting relaxation and rates of absorption to the correlationsbetween fluctuations that occur spontaneously at different times in equilibrium systems.In the development we pursue in this chapter, we first describe the theorem as a postulate and illustrate its use with two examples. In one, we analyze the rates of chemicalrelaxation for isomerization reactions. In the other we considerdiffusive motion of particles in a
fluid. phenomenological
first
In both examples,we observe that relaxation is characterized by parameters\177a unimolecular rate constant in the
case,
and
a transport
coefficient
234
in
the
second.
We will see
that
STATISTICAL
MECHANICS
OF
NONEQUILIBRIUM
SYSTEMS
235
with the
aid of the
fluctuationdissipation
theorem,
we
can
relate
these phenomenological parameters to the nature of microscopic dynamics and fluctuations. After illustrating its utility, the theorem is then derivedin Sec. 8.5. The general structure of linear responsetheory is mapped out in Sec. 8.6 when we introducethe concept of a response function. With this concept, we then develop the descriptionof dissipation and absorption experiments in Sec. 8.7. Finally, in Sec. 8.8, we describe a simple microscopic modelsystem that exhibits the phenomena of relaxation and dissipation.This model leads to a stochastic description of dynamics known as the Langevin equation, and in deriving this equation we learn about friction and its connection to
fluctuations.
This
is a
long list of
the
discussion is
remains
difficult
selfcontained,
than
and the
employed earlier
no
more
what
you encountered
chapters.
8.1
Systems
begin
Close to
discussion,
and
slightly dynamics
Equilibrium
we
some
removed
To the concerning
are
require
definitions
from
close
to
we
or
By
are
\"slightly
removed\"
mean
that the
deviations from
linearly
perturbations that remove the system from equilibrium. For example, consider an aqueous electrolyte solution. At equilibrium, there is no net flow of charge; the average current, is zero. At some time, t = q, an electricfield of strength g is applied, and the chargedions begin to flow. At time t = t2, the field is then turned off. Let ](t) denote the observedcurrentas a function of time. We will use the bar to denotethe nonequilibrium ensemble average.
related
to the
The
observed
current is illustrated
in
Fig.
8.1.
The
nonequilibrium
'\177[
;'relax
,jr
fl f2 produced and t2.
current
\177 t
Fig. 8.1.
Nonequilibrium
by a field
tl
236
INTRODUCTION TO
MODERN
STATISTICAL
MECHANICS
behavior,
](t)
\177 O,
is linear ](t;
if ](t)
/1,\177')
is proportional to
=/],](t;
\177').
g.
That
is,
less
general
way
of
talking
attention on
thermodynamic
forces
behavior focuses rather than external that the presence of a gradient in with mass flow. Thus, for small
about
linear
or
affinities
gradients (i.e., small enough displacements from equilibrium) current or mass flow should be proportional to the gradient:
]o\177
V(\177/T).
The
proportionality
Then
must break
and
large.
and the
quadratic
perhaps
down when the gradients become higher order terms will be needed.
between
Of course,
regime,the proportionality
correct
j(t)
cannot be precisely
the
since
](t)
will probably
lag in time
behavior
which
of
\177'relax,
is
nonequilibrium properties.
The meaning of a
some comment.
nonequilibrium that
deserves
Note
once
initial
the arise
conditions
behavior when
we
stand
over
initial
according
system.
To
variable (or
A
operator in
mechanics).
depends
upon in the
momenta
A(t) = A[r\177V(t),
But,
the phase
space point
from
[r\177V(t),
p\177V(t)] is
determined
by integrating
Newton's laws
[r\177V(o),
time
zero
when
we
the phase
write
A(t) =
A(t; r \177v,p\177V).
'\177initial
conditions
mechanics
One
of the
basic ideas of
statistical
not we observe an average over all The various possibilities can be initial conditions. Let F(r \177v, p\177V)
is
that
we do
this
distribution.
Then
A(t) =
f dr \177dp
\177F(r
iv, PiV)A(t;
rte, ply).
STATISTICAL
MECHANICS
OF NONEQUILIBRIUM
SYSTEMS
is obtained
237
by
mechanical
t,
expression
I%
the
state
of a
at
system at time
zero,
I\177P),
terms of the
equation
state
time
by
But there
is a statistical
weight
of initial
states. Thus
(V, tl A IV,
state
t),
v is
the weight
systems
for the
are
initial
I\177/').
Stationary
(A(t)) is independent
stationary
of systems.
all possible
is,
8.20nsager's
Functions
left undisturbed, a nonequilibrium system will relax to its terminal thermodynamic equilibrium state. Schematically, we might view the preparation and relaxation of a nonequilibrium experiment as shown in Fig. 8.2. When not far from equilibrium, the relaxation will be governed by a principle first enunciated in 1930 by Lars Onsager in his remarkable regression hypothesis: The relaxation of macroscopicnonequilibrium disturbances is governed by the same laws as the regression of spontaneous microscopic fluctuations in an
When
A(t
I
(A) \177t
System
allowed
freely relaxation.
Equilibrium
established
state
Fig. 8.2.
to
relax
Preparation
and
238
INTRODUCTION
TO
MODERN
STATISTICAL
MECHANICS
equilibrium
for
nearly
all
system. This cryptic soundingprincipleis the cornerstone modern work in timedependent statistical and thermal
researchers
physics. It earned
Presentday
important fluctuationdissipation
consequence
Onsager the 1968Nobel Prize in Chemistry. recognize that the regression hypothesisis an of a profound theorem of mechanics:the
theorem
proved
by Callen
and Welton
in
1951.
Indeed,
it is
difficult
to
write
down
regressionhypothesis without stating never expressed his ideas explicitly dissipation theorem, one suspects that
and its
derivation
the precise meaning of the the theorem. Though Onsager in terms of the fluctuationhe already knew the theorem
more
than
20 years
before others
discoveredthe
general proof. to
with
To
talk
describe
the
quantitative
about the
correlations
need done
the
language
instantaneous
denote
from
its
time
is,
= A(t)
 (A
).
laws. For
p\177V(t)]
Its time
systems,
evolution
is
governed
by
microscopic
classical
hA(t)
= hA(t;
r \177v, p\177V) =
bA[r\177V(t),
'
a constant of the motion (e.g., the energy), A(t) will look in an equilibrium system. This behavior is depicted in Fig. 8.3. While the equilibrium average of hA(t) is \"uninteresting\" (i.e., {(SA) = 0), one can obtain nonchaotic information by considering the equilibrium correlations between fluctuations at different times. The correlation between hA(t) and an instantaneous or spontaneous fluctuation at time zero is
Unless
A is
chaotic
even
C(t)=
(bA(O)bA(t))
= is
(A(O)A(t))
 (A)
2.
conditions.
to be
performed
over
initial
bA (t)
Fig. 8.3.
Spontaneous fluctuations
of A(t)
in an equilibrium
system.
STATISTICAL
MECHANICS
OF NONEQUILIBRIUM
SYSTEMS
239
Thus,
for
a classical
system
C(t) =
where In
f dr \177dp\177 f(r
\177v, p\177)
hA(O;
r \177, p\177),
function.
system, the correlations between dynamical variables at different times should depend upon the separation betweenthesetimesonly and not the absolute value of time. Thus,
C(t)= (
As a
6A(t')
6A(t\")
),
for
t =
t\"
t'.
special case,
C(t)= {
Now, switch
the
hA(O)
hA(t))
= { 6A(t) order
hA(O)).
giving
of the two
C(t)
averaged quantities
= (
6A(O) 6A(t)
=C(t).
[Note:
quantum
This
last
fight
manipulation
in
assumes
That's all
At
classical
system
mechanically.]
small
times,
C(O) =
At
(aA(O)aA(0)} = ((aA)2).
become
large
times,
aA(t)
will
uncorrelated
to aA(0).
Thus
C(t), (aA(O))(aA(t)),
and
as
since
{ aA
) =
0,
C(t)>O, as t>0o.
This
decay
of correlations
aid
with
increasing
time
is the
spontaneousfluctuations\"
With
referred
to in
Onsager's
\"regression of hypothesis.
of a
the
of the
expressing correlation
ergodic principle, there is another way implied by the pointed brackets of particular, imagine the behavior of A as
a
is
function
illustrated t =
which
this of
figure 6A
in
mind,
consider the
correlationbetweenthe values
at two
t\"t'. There are an infinity of such average over them. According to the average will be the same as averaging over the ensembleof initial conditions for short trajectories (each of time duration t). In other
times t' and t\", where pairs of times, and we can ergodic principle, this time
240
INTRODUCTION
TO
MODERN
STATISTICAL MECHANICS
(O)vx(t))
\177(v2 )
0.5 psec
\177
correlation
function
for
a liquid.
words,
( 6A(O)6A(t) ) = lim
Here,
t\1770o
di 6A(i
+ t')
6A(i + t\,")
t\"
t'.
limit long
period of the long trajectory. The system must be observed for a enough time so that all of phase spacecan be properly sampled the single trajectory. As an example of what a time correlation function looks
t represents the time
emphasizes
that
the
by
like,
consider
the velocity
autocorrelation
(v\177,(O)v\177,(t))
function
for
simple
atomic
fluid:
C(t) =
where
the Fig.
fluid. 8.4.
of picture
a tagged of C(t)
particle is shown
function
in in
example
C(t) =
is the
orientational
correlation u(t)),
(uz(O)uz(t) )
vector
= \253(u(0)'
the
where
u(t)
is the
and
unit
along
principal
what
axis of a
lab
tagged
fixed
molecule,
coordinate
uz(t)
is
its projection
on the
zaxis of a
the
system.
Fig.
For CO
correlation
function
looks like.
8.6.
it looks
sketched in
(u..(O)uz(t))
~1
psec\177
correlation
Fig. 8.5.
Orientational
function
for a gas.
STATISTICALMECHANICS
< u., (O)u\177 (t))
OF
NONEQUILIBRIUM
SYSTEMS
241
~1 Orientational
t
psec
Fig. 8.6.
correlation
function
for a liquid.
Exercise
ferences behavior
8.1 Discuss the physical reason for between the gas phase and liquid of (uz(O)uz(t)).
Draw
the
difphase
Exercise 8.2
solid
the
phase.
picture.
Discuss
Armed
with the
notation of
time
correlation
functions,
we
can
write
down the
mathematical
meaning
of
the
Onsager
regression
hypothesis. Imagineat time t = 0, a system that has been prepared in a nonequilibrium state is allowed to relax to equilibrium. Onsager's principle states that in the linear regime, the relaxation obeys
A\177(t)
C(t)
aA(o)
c(o)'
where
AA(t)
= ,4(0
 (A
) = 6A(t)
and
C(t)
We
= { hA(O)
hA(t) ).
will
derive
these
motivation
very
mathematical
A(0) that
nearly derivation
equations later in Sec. 8.5. A physical correct and quite close to the spirit of the is the following: The correlation of A(t) with
in an
a certain
equilibrium system is the sameas an averageof A(t) given specific fluctuation occurred at t = 0. Such specificity
corresponds to a nonequilibrium distribution of initial phase space points. In other words, in a system close to equilibrium, we cannot distinguish between spontaneous fluctuations and deviations from equilibrium that are externally prepared. Since we cannot distinguish,
the
relaxation
of
{6A(0)6A(t)\177
should
indeed
coincide
with the
242
INTRODUCTION
TO MODERN
STATISTICALMECHANICS
Exercise
8.3
Show
that
C(t) = (A ) A\177(t),
where
the
nonequilibrium
distribution
F(r
N,
pN)
in
this
case is
F(r \177,p\177V) =
Here,
(A )lf
(r\177,
p\177)A(r
\177v, pN).
f(r
\177v, p\177)
is the
equilibrium
functionthat is,
(rN,
pN)
OC exp
[fl\177f(r N, pN)].
Before considering the systematic ciple, let us regard it as a postulate applications of the principle.
derivation
of
turn
Onsager's two
and
to
prinillustrative
8.3 Application:Chemical
Consider
Kinetics
the
chemical
reaction
where the
and
species
are present
concentrations. Let CA(t) and cB(t) tions of speciesA and B, respectively. rate equationsfor the reaction are
dCA
denote
kBACA(t)
+ kAlCo(t)
and
dc B
dt where
k\177ACA(t)
kA\177CB(t),
kBA
and
kAs are
that
the
forward
and
back
in
rate
this
constants,
model.
must
respectively. Note
note
the
that
CA(t)
+ Cs(t)
is a
constant
( CA )
Also
obey
the
equilibrium
concentrations,
detailed
balance condition:
0 = kBA
(cs),
( CB
). That
is,
yield
ACA(O)
=CA(t)
 (CA) = 1
exp
(t/rrx.),
where
kAB
+ kBA.
SYSTEMS
243
Exercise
Suppose that
is the
dynamical
nA(t)
variable for
which
O\177CA(t).
Then,
hypothesis
according
to the
fluctuationdissipation
( fin\177(O)
\177n\177(t)
theorem or regression
) / \177 (\177n\177)2).
AcA(t)/
Ac\177(O) =
As
a result,
exp (t/rrxn)
= {6nA(O)
6nA(t)
)/
{ (6na)2).
This is indeeda remarkable result.The lefthand side contains the 1 phenomenological rate constantthat is, rrx, and the righthand side is completely defined in terms of microscopic mechanics and ensemble averages. Thus, the regression hypothesis provides a method by which one may compute a rate constant from microscopic
laws.
Of course,
dynamical motion for
there are
hA. averaging
two
variable and
Second, to
we must determine the integration of equationsof obtain {finA(O)6nA(t)) are formidable tasks
difficulties.
First,
the exact
all
but
identify
the simplest
na,
systems.
provide a microscopic definition of the This task is particularly simple if the reaction
must
To
we
molecular
species A.
can be describedby a single reaction coordinate, q. A schematic picture of the potential energy \"surface\" for the reaction is given in Fig. 8.7. The activated state, located at q = q*, provides a convenient dividing surface separating A and B species. That is, q < q* corresponds to speciesA, and q > q* corresponds to speciesB. (In the most general case, one must adopt a rule that says a certain speciesor composition of species corresponds to a region in phase space. The particular rule adopted must depend upon the experimental criteria used to distinguish chemical species.)Thus, we
V(q)
Fig.
8.7.
Potential energy
surface for
the
reaction
coordinate.
244
INTRODUCTION
TO
MODERN
STATISTICAL MECHANICS
let
nA(t)
= HA[q(t)],
where
HA[z] =
1,
z<q*
z
=0,
Note
and
> q*
Hence
( (6HA)2} = XA(1
\177XAX
 XA)
B.
Exercise
results.
theorem,
we
now have
(XAXB)I[
(HA(O)HA(t)
)  X\177].
analyze
the
consequences
of this relationship, we
= (XAXB)I
(HA(O)tEIA(t)
take a
time
derivative
to obtain
,fx\177.
exp
(t/*rxn)
),
where
the
dot
denotes

time
derivative.
Since
(A(t)A(t'))=
(A(O)A(t'
 t) ) = (A(t
t')A(O)
), we
=
have
Exercise
(HA(0)/:/A(t))
(/:/A(0)HA(t)).
result.
Furthermore,
/:/A[q]
= 4 \177 HA[q]
= 46(q
 q* ).
} = =
 (4(0)
(4(0)
6[ q(O)  q*]HA[q(t)]}
6[q(0)q*lHB[q(t)l), from
=
second equality
HB[z]
is obtained
1
HA[z]
I,
z >
q*
=0,
z < q*,
STATISTICAL
MECHANICS
OF NONEQUILIBRIUM
SYSTEMS
245
and the
fact
that
(4(0)6[q(0)
 q'l)
=0.
is an
of
This last result is true because the velocity and the equilibrium ensemble distribution uncorrelated with configurations. Combining 1
\177'rxn exp
(t/'['rxn)
= (XAXB)l(v(0)f[q(0)
 q*]HB[q(t)]),
where
v(0) But
\177(0).
cannot be correct for all times. The lefthand side is a simple exponential. The righthand side is an average flux crossing the \"surface\" at q = q* given that the trajectory ends up in state B. For short times, we expecttransient behavior that should not correspond to the exponential macroscopic decay. This does not mean that the regression hypothesisis wrong. Rather,the phenomenological rate laws we have adopted can only be right after coarse graining in time. In other words, the phenomenology can only be right on a time scale that does not resolve the short time transient relaxation. On that time scale, let At be a small time. That is,
this
equality
At
<< \177'rxn,
but
at the
same time
At
>> Tmol,
where
exp
\177'mol
is the
time
(At/\177rxn)
\177 l,
times,
1
\177rxn
m (XAXB)I(v(O)(5[q(O)
or
k\177A
= x\177,\177 ( v(O)6[q(O)
To
illustrate
the
k\177A(t)
transient
behavior
described, let
= xj,\177 ( v(O)6[q(O)
 q* ]H\177[q(t)]).
Exercise 8.7
Show
that
kBa(O)
and
 (1/2Xa)(Ivl)
this
( 6(q 
q*))
of
verify
that
initial
transition
state theory
=
the
k(TST) \177A
(1/XA){V(O)6[q(O)
q*]H?X)[q(t)]},
where
HTST)[q(t)]
= 1,
=0,
v(O)
> O,
V(0)<0.
246
INTRODUCTION
TO MODERN
STATISTICALMECHANICS
transition state theory assumes that all heading from the transition state toward region B will indeed end up in region B for a long time. Similarly, those with q(0) = q* and \177(0) < 0 will not go to region B. This assumption would be correct if no trajectories recrossed the transition state after a short
In
other
words,
trajectories
initially
time.
Then
ke,\177(t)
appears
as shown
in Fig.
8.8.
\177e.,(t)
k(TST) BA
Exponential
noticeable Of
decay not
on time scale
'rmol
kBA
\177'mol \177\177
\177
Several
rrxn
Fig.
8.8. The
reactive
flux
correlation
function.
When
if
taken
take
monitor
times
instantaneously. But, once started, a over a finite time period, and observations as short as those in which the reactions occur can
phenomenology,
in
particular
the transient
8.8. a
constant
discussion, we note that if on any time scale, keA(t) a plateau, then the rate law in which k\177A is is not a valid description of the chemical kinetics.
that
[Hint: Consider
that
k\177A(t) from
trajectories
recross
surface
q q*.
See Exercise8.7.]
8.4
Another
Application:
SelfDiffusion present
Consider solvent.
in very
low concentrations in
solvent
a fluid
even be a few
tagged
molecules.)
We
STATISTICAL
MECHANICS
OF NONEQUILIBRIUM
SYSTEMS
of solutes
247
at position r
nonequilibrium
density
n(r,
t) =
tS(r, t),
where p(r, t)
is
the
instantaneous
that N
density at position
r.
Exercise8.9* Show
p(r,
t) =
j=l
Z O[r
rj(t)],
t, and
fir
which
position of the jth solute molecule at  r/(t)] is the threedimensional Diracdelta is zero except when r = ri(t).
The density
reactions, the
in
a region
of the
fluid
changes
in time
because
particles
cannot
total
number
of solute
system
is a
constant.
continuity:
t) =
V .j(r, average
t),
flux
wherej(r, t)
fl
within
is
the
nonequilibrium
of
solute
particles
at
position r at time t.
consider
an
arbitrary
of
volume
solute
system.
volume
See
is
Fig.
8.9. The
total
number
particles
inside the
/\177n(t) = fn
dr n(r,
t).
changing
Sincemass
flow
is the
only mechanism
for
Nn(t),
we
have
d\177a/dt
= integral
 fsdS
is
. j(r, t) =
over
fa
dr
V . j(r,
t),
surrounds
where the
first
the surface
Volume
that
the
Fig. 8.9.
Flux
into
a volume.
248
INTRODUCTION
TO
MODERN
STATISTICAL MECHANICS
volume, and the minus sign appears because j. dSis positive flow is out of the system.Of course, we also have
when
d\177c\177/dt
= fc\177dr
c\177n(r,
t)/c\177t.
Thus,
0=
fc\177 dr[c\177n(r,t)/\177t
+ V
.j(r, t)].
This equation must hold for any volume Q. As a result, the integrand must be zero for all r. By setting the integrand to zero, we obtain the
equation
of continuity.
Identify
Exercise 8.10'
the
dynamical
variable
whose
nonequilibrium average is j(r, t). Show that the equation of continuity can be obtained directly from the deltafunction of p(r, t). Discuss the relationship between the equation of continuity and the equation I:IA[q]= \17716(q q*) encountered in the examination of an activated
process.
The macroscopic thermodynamic mechanism for mass flow is a chemical potential gradient or equivalently, for a dilute solution, a
relationship
is
j(r, t)
= DVn(r,t),
constant.
selfdiffusion
This
relationship
is
it
combined
with
the equation
t),
of continuity,
3n(r,
t)/c\177t
DV2n(r,
which is
Solutions
also calledFick'slaw.
to
this
centration
gradients
partial relax
how
differential equation
in
describe how
con
terms
of
this
transport
we
now
consider
C(r, t) = ( 6p(r,t)fp(O,
According
to Onsager's
regression hypothesis,
is
c\177C(r,
C(r, t) obeys
the
same
equation
as n(r,
t).
That
t)/3t
= DV2C(r,
t).
STATISTICAL
MECHANICS
OF NONEQUILIBRIUM
SYSTEMS
249
But note
that
(p(r,
t)p(O,
0))
is proportional
distribution
to
that
the
P(r,t)=conditional
particle is at the origin at
Exercise
a result,
probability
solute
was at
r at time
time
zero.
t given
that
particle
proportionality.
As
3P(r,
t)/3t =
DV2p(r, t).
SinceP(r,
these
tween
course,
correct
To
t) or C(r, t) is well defined at the molecular level, differential equations provide the necessary connection bethe selfdiffusion constant, D, and microscopic dynamics.Of it is impossible for equations like 3C/3t= DV2C to be for all time or spatial variations. The error in the equation is
with
the analysis,
AR2(t)
we consider
r1(0)12),
of
\177[rl(t) 
which is
in
a tagged
solute molecule
a time
AR2(t) = f Thus
dt AR2(t)= d
dr
rZP(r,
t).
f dr
= f
r23p(r, t)/3t
t)
dr r2DV2p(r,
= 6 f dr DP(r,t),
where
the
last
equality
is obtained by integrating by
Note
parts twice.
that
Exercise 8.12
Cartesian
boundary
Verify
this
result. x
\177 +
[Hint:
y2 +
with
coordinates,
terms
r \177 =
is
that
z \177, and
neglect the
(why
possible?).]
SinceP(r, t)
is
normalized
for all
times, we have
= 6D
\177
AR2(t)
250
INTRODUCTION
TO
MODERN
STATISTICAL MECHANICS
or
AR2(t)
= 6Dt.
This formula
(first derived by
constant.
of the
transient
diffusion
time
[analogous
difference
Einstein) clarifies the physical meaning it is valid only after an initial to the time it takes kBA(t) to relax to its
However,
between
AR2(t)o\177t,
plateau value].
Notice the
diffusional
while
motion
for
and
inertial
behavior
motion.
In the former,
(t)
inertial
An(t) = (velocity).
In
or [AR(t)]ine\177tial
\370\177 t.
other
words,
much
for large
farther
times, when
per
unit
a particle
progresses
time
than motion
about
diffusively. The
reasonis that
we describe
diffusive
buffeted
(This
fact
Sec.
8.8
where
a model for
forces.) encounter
particle
moving
it
under
regime,
moves
from its initial direction of motion.It takes a finite amount of time for a force to alter the initial velocity of a particle (i.e., the time derivative of the velocity is proportional to the force, \"F= ma\.") Hence, for short enough times, the correlatedmotion of a particle in a fluid will be inertial. The time for the inertial regime to relax is the time it takes for the diffusional regime to take over.The behavior we have just described is depictedin Fig. 8.10.
undeterred
/XR2(t)
lope 6D
Tm o!
Diffusion Motion
behavior
particle.
STATISTICAL
MECHANICS
OF
NONEQUILIBRIUM
SYSTEMS
251
To
finish
the
analysis,
note
that
rl(t)
where
 rl(0)=
dt'
v(t'),
v(t)
is the
velocity of the
tagged solute
dt\"(v(t').
that
is,
drl/dt
= v.
Thus,
zxn2(t) =
As a
dt'
v(t\.)
result,
d
\177
AR2(t)
= 2(v(t)
[rl(t)
[rff0)
 rl(0)])
 rl(t)]) dt',
= 2(v(0).
= 2 where
for in
the
second
a stationary
system,
since
written
(A(t)A(t'))
as
we changed the origin of time. [Recall, (A(t)B(t') ) = (A(t + t\B(t'") + t\") ).] Further, = C(t t')= C(t't), the last equality can also be
equality,
dt
d AR2(t)
= 2
dt'(v(O) v(t')).
the
side tends
to 6D in
limit
of large
t,
we
have
D=
This
(1/3)
dt
(v(0)
\337 v(t)).
equation relates a transport coefficient to an integral of an autocorrelation function. Such relationships are known as GreenKubo formulas. One final remark focuses on the velocity relaxation time, \177relax, which we can define as
\177relax:
dt
(v(O)'v(t))/(v2).
Clearly,
rrela x ''
fimD.
takes
It has the physical meaning of the time it regime to dominate the motion, and it is the
time
In
velocity distributionsto relaxto equilibrium. the time identified as rmol in Fig. 8.10.
252
INTRODUCTION
TO
MODERN
STATISTICAL MECHANICS
Exercise 8.13 A
correlation function
simple approximation
is to say it
\337 v(t)
for
the
velocity
relaxes {
exponentially,
{v(O)
Use
\177
compute
dAR2(t)/dt.]
AR2(t).
[Hint:
It will
Draw
a graph
from
of
result
nondiffusive
of r.
diffusion
Finally,
is
an
order
self
liquidsis about 10 s cma/sec. Use this value to estimatethe size of r. (You will need to specify a temperatureand a typical mass of a molecule.)
constant
for most
us
now
see
how
the
it
is
possible
to derive of
hypothesis from
confine
principles
statistical
is not
from
difficult.
our
attention
to classical
case
systems, though
of linear
treatment
analysis
mechanical
we
response is a
equilibrium.
for
,4(0,
version of the
\177,
theorem.
The
Hamiltonian
for the
and
the
equilibrium
average
of a
dp'V
dynamical
A(r
N, pN)
would be
{A )
=f
= Tr
dr'V
et\177e(r%'~)A(r'V,
p'V)/f
dr'V
dp'V
e t\177e
et\177eA/Tr e t\177e,
where
the
second t =
equality
simply
p\177V.
an abbreviation
time
introduces the \"classical trace,\" which for the integral over phase spacevariables
equilibrium, left
is r \177v
At
O, the
would like to
see,
the
if
equilibrium,how
difficult
to
characterize
from
the
To
in
deviation
begin,
however, and we allowed to relax to nonequilibrium ,,i(t) relaxes to {A}. It is very this relaxation in a general way. However, if equilibrium is not large, the analysis is undisturbed
systemis not at
and
straightforward.
it is
its
nonequilibrium
convenient to imagine that the system was prepared state by the application of a perturbation
A\177
fA,
SYSTEMS
253
that
couples to
the moleculesin the system, in which case A is the total dipole, or polarization, of the system.] We will consider the case where this perturbation was applied in the distant past, and it was maintained until t = 0 when it was then shut off. Accordingly, the system has been prepared in such a way that the initial, t = 0, nonequilibrium distribution in phase space is the equilibrium distribution when the field is on. That is,
F(r\177p \177) o\177 et\177(\177e+a\177e).
As
a result,
the
initial
value
of
,\177(t)
is e t\177(\177e+\177e).
with
,J,(0)
As
= Tr
et\177(\177e+\177e)A/Tr
time
evolves,
that
,4(0
is,
changes in accord
the
formula
A(t)
= Tr
FA(t);
= A(t;
Tr
pN)
et\177(\177+a\177)A(t)/Tr
e t\177(\177+a\177),
A
A(t) space
r N,
is the
and
value of
the
at
time
t given
A\177 since
the
initial
point
changes
r \177v p\177V,
A(0)
Hamiltonian
\177
governing
A\177
the
was
dynamics that
turned
to A(t)
A(t)
is
(not
\177
off at t
= 0).
of
Sincethe deviations
we stipulated
from
{A )
we
are due to
assume
A\177,
and
since
will
these deviations
A\177.
are small, we
expansion
expand
,4(0
in a
series ordered by
This
is
A(t) =
{It is
somewhat
at
this
stage
different
general,
A\177)] By
would
becomes
mechanical analysis would be then be operators that, in not commute, so that the expansion of exp [fi(\177+ a little tricky. It's left to the reader as an exercise.}
where
since
\177
A\177 would
multiplying
in
out
A\177, = Tr
linear order
in
the
expansion
and collecting
through
,\177(t)
{et\177e[A(t)
(fiA\177)A(t)
+ A(t) +
= (A)
 fi[(A\177/(t)) equality
(A)
( A\177)]
where
the second
is
obtained
noting
that
due to the
254
INTRODUCTION
TO MODERN
STATISTICALMECHANICS
of an equilibrium ensemble, the average of one time is independent of time (i.e., in deriving this expansion, nothing specific was assumed
stationarity
any
(A(t)) = (A)).
in
variable Notice
at that
the
function
A(t)=A(t;rN,
initial
p N)
phase
evolves
point
of the
time
from
We
evaluated at the
however,
space
r \177v,p\177V.
assume,
observed
value)
as a function
of time
is a wellbehaved
provided
space
one.
This
Finally,
points
that
distribution
we
end
the
analysis
by inserting
the expressionfor
A\177.
gives
A\177(t)
= lSf
( 6A(O)6A(t)
)+
O(f2),
where
A\177(t)=,\177(t)(A),
stantaneous
fluctuation
and 6A(t) is the spontaneous and at time t, A(t)  (A). Notethat since due
in
to
linear order,
Afis(O)
= lSf
( (6A)2),
statement
the
given
as the
regression
also consider a
A\177
of
the
general
form
AY\275=
Z fiA,.
an
external
spatially
dependent
potential
is,
to the
r, p(r); that
A\177=
f dr
In this example, the subscripti labels points in space; that is, we make the associations f\177 \177\177ext(r) and Ai \177p(r). The analysis of
this
case
gives
A\177i(t)
) +
O(fZ).
Exercise
8.14
Derive
this result.
result
Fick's
law
to
analyze
the
STATISTICAL
MECHANICS
OF NONEQUILIBRIUM
SYSTEMS
255
scientists
In closing this
reserve
section,
it
is worth
noting
that
some
terminology \"fluctuationdissipation theorem\" for a relationship that is equivalent to but somewhat different in appearance from the one we have boxed in above. Indeed, at this stage we have demonstrated only that the relaxation of A\177(t) is connected to the correlations between spontaneous fluctuations occurring at different times. It is yet to be established that this relaxation is related to the rate at which energy is dissipated in a macroscopic system. To carry out a demonstration requires a bit more analysis, which we present in the next two sections.
the
8.6 Response
Functions
theorem state
connects with
the
As the derivation reveals, the theoremis valid in the linear regimethat is, for displacements not far from equilibrium. Within this regime, the result of the fluctuationdissipation theorem can be applied much more generally than might be apparent from the specific derivation. This point is understoodby introducing the concept of a response function. Imagine a timedependent perturbation in which the externally applied disturbance, f(t), couplesto a dynamical variable, A. In the
an
equilibrium
system.
linear regime
A\177(t;
f)
satisfies
A\177(t; \177.f)
and
the most
condition
is
dt'
X(t, t')f(t')
+ O(f2).
Here, X(t,
generalized
in
t')
is the
response
susceptibility. absence
the
off(t).
function. It is alsosometimes calledthe a property of the equilibrium system Perhaps this fact is best understoodby viewing
It is
A\177(t)
the
connection
between
and
f(t')
as the
first
term
in a
Taylor
series. In particular, A\177(t) depends upon the function f(t). That is, Afi\177(t) is said to be a functional of f(t). One may think of f(t) at each point in time as another variable. When all the f(t)'s are zero, Aris(t) = 0 since the system is then at equilibrium. Hence, the first nonvanishing term in a Taylor series for AA(t) ordered in powers of
f(t)
is
\177
[aA\177(t)/af(ti)]of(ti)
256
INTRODUCTION TO
MODERN
STATISTICAL
MECHANICS
where
with
f(t)
points form
continuum
indicates that the derivative is evaluated is over points in time, ti. Of course, these and the sum is properlyan integral. In this
derivative becomes
denoted
due
what
limit,
the
partial
is
known
as a
functional or
time
(variational)
derivative
is
in
Hence, X(t, t') is the rate of change of Afi\177(t) when the is perturbed by an externaldisturbance at time t'. Another way of viewing this idea arises from considering an impulsive disturbance. That is, f(t) is appliedat only one time, t = to: system
f(t) = fo6(tInserting
to).
this
form
=foX(t,
to) +
O(fo2).
The response
function
is therefore
impulse. All
tions
other
responses
can
follow
of
this
special
case.
from
of
physical
considerations.
t')
= X(tonly
on and
applied
Second, applied.
This
the
the
system is,
cannot
respond
until
 t'
after the
\177< O.
disturbanceis
That
X(t
 t')
= O,
property
behavior
is known as
we have
express
been describing.
X(tf(t),
the analysis
f(t)=f,
t<0
t\177>O.
=0,
That
is,
the
the
system is
at
prepared
time
at
equilibrium
with
the Hamiltonian
This
zero, state
in
f(t)
the
is turned
previous
relaxes to
the
equilibrium
with Hamiltonian
is precisely
experiment
discovered
Aris(t)
considered
= fif the
section.
There,
we
(6A(O)6A(t)
result
) +
O(f2).
of
X(t
Now we considerwhat
is in terms
 t').
STATISTICALMECHANICS
\177x$. (t)
OF
NONEQUILIBRIUM
SYSTEMS
257
= fox(t
to)
f(t)
to
Fig. 8.11.
Sincef(t') is zerofor
t'>
0, we
= f
A\177(t)
 t').
Changethe variable
of
integration
 t',
Afi,(t)
= f
dt' X(t').
By comparing with
the
result
of the
fluctuationdissipation
we
theorem,
and
noting
;\177(t
 t')
is zero
have
X(t) =
1\177 \177
( \177A(O)\177A(t) ),
t>0
=0,
t<0.
This
system
formula
in the at
fluctuations
relates the general behavior of a nonequilibrium linear regime to the correlationsbetween spontaneous different times as they occur in the equilibrium system.
Exercise 8.16
Consider
a pulse
experiment
t<t\177 t\177 <
where
f(t) =
0,
= f,
t < t2
=0,
t>t2,
258
INTRODUCTION
TO MODERN
STATISTICALMECHANICS
and
assume
{ 6A(O)6A(t))
Calculate
= {(6A)2) exp(t/r). of
A\1774(t)
and
draw
a sketch
as
a function
of
time. Consider
r >> t2calculate
h.
separatelythe caseswhere r << t2tl, and Also calculate the energy absorbed; that is,
dt t
t).
8.7 Absorption
One
when
important
class
obvious where
of experiments probes the absorption of energy is disturbed by a monochromatic disturbance. An is standard spectroscopy (e.g., IR absorption)
corresponds
to
an
total
oscillating electric
dipole
field
and
the
dynamical
variable
A is
the
or
polarization
of the
The timedependent perturbation to the energy is f(t)A, and its rate of changeis (df/dt)A. Therefore, the total energy absorbed by the system per unit time over the course of an observation
abs
= (l/T)
fo
dt/(t),4(t),
T
where T is the time duration of the observation. Alternatively, we arrive at this result by noting that if the contribution to W from an external field is fA, then the differential work done on the system as a result of changing fi\177 is fdfi\177. Per unit time, this gives fdA/dt.
Hence,
abs=
(l/T)
f0
dtf(t)(d\1774/dt)
T
= (I/T)
fordtf(t)A(t),
where
neglected
we have integrated by parts and term (which is negligible for large enough T). For a monochromatic disturbanceof frequency to, we have
in
the
second
equality
the
boundary
f(t) =
Ref\177,e i\177\".
STATISTICAL
MECHANICS
OF
NONEQUILIBRIUM
SYSTEMS
259
Therefore,
abs =
(l/T)
foT
dt[ito(f,
= (I/T)
dt[t\177o(fo,
fo T
'
e
ioJt
fo,
e
V\177 ioJt
)/2
(A) +
dt'
)\177(t')f(t
 t')
+ O(f
2) , response
we
have
used
the linear
for
A(t)
and noted
dt'
Next,
)\177(t
 t')f(t')
dt'
)\177(t')f(t
t').
let us
consider observation
f(t);
times that
are
much
larger
than a
that
is, T
in\177\370t=1,
>>2n/to.
n =0,
(I/T) dte
=0,
n :gO. is indeed
that
this
formula
correct
m.
By
using
f(tt')
terms
this result in the formula for in terms of exp[\361iw(tt')] and in the integrals, we find
abs(w)(w If, ol2/2)
f5
abs(w)
multiplying
after
where we have
neglected
terms
higher
result.
f2.
Exercise 8.18
This
Verify
this
equation
shows
that
the
absorption
sineFourier transform of the response dissipation theorem relates X(t) to the (6A(O)6A(t)). This connection lets us write
dt X(t)
the
c(t)=
sin(wt)
= /5 fo\177
dt
[dC(t)/dt]
sin(tot)
\1776w fo \177
dt C(t)
cos(oot),
260
STATISTICAL
MECHANICS
where
abs
Hence,
transform
(\1770)
Ifo, 12/4)
dt (6A(O)bA(t))
cos(\177ot).
the
of
absorption
the
autocorrelation
demonstrates in
to the Fourier
the
equilibrium of spectros
system.
This result
provides an
the
interpretation
copy
since
it
how
the
obeyed
spectrum
simple
is related to the
harmonic
spontaneousdynamics
As an example, dynamics. That is,
system.
supposeA(t)
cl2A(t)/clt
oscillator
2 =
ogA(t),
where
\177Oe is
the
oscillator
(angular)
linear equation in termsof the initial to find, and the result leads to
conditions
(6A(O)6A(t)) = ((6A) 2)
Exercise
cos(woO.
8.19
in
[Hint: You
will
need
to
note
that
the
statistical
mechanics,
{AA } =
0.]
Performing
Fourier
transform
That
functions one at
We
and
the other
at We.
abs(co)
o\177 6(co
 toe),
co>0.
generally, the dynamics of A behaved as if A was one in a system of coupledharmonicoscillators, abs(w) would then be proportional to the density of states, or the concentration of normal modes in the system with frequency \177. This example illustrates that absorption occurs when the monochromatic disturbanceis tuned to the intrinsic frequencies in the system. There are many everyday examplesof this phenomenon. 'Think of pushing a child on a swing or rockinga car that is stuck in a snow bank. In both cases, one attempts to match the intrinsic frequency (the pendulum motion of the swing in the first case, and the frequency of the suspensionsprings of the automobile in the second). When the match is achieved, you are able to efficiently impart energy to the system. One final remark before leaving this section. All the formulas we have derived are correct for classical dynamical systems. The analysis of quantum systems is a bit more complicated, and the formulas differ somewhat from those shown here. However,the basiclogical
If more
member
STATISTICAL
MECHANICS
OF NONEQUILIBRIUM
SYSTEMS
261
we
development and all the general qualitative drawn from the classical treatment remain mechanical case.
conclusions
have
true
in
the
quantum
Lang\251vin
Equation
most familiar examplesof nonequilibrium behavior dissipation is the phenomenon of friction. In particular, a pushed with velocity v through a medium experiences frictional or force proportional to the velocity,
of the
f dr,,g = Here, force
and particle
drag

yV.
the friction constant. The presence ofa velocitydependent that a fluid will absorb energy as one drags a particle through the fluid. In other words, as a result of friction, energy is dissipated, and the medium will heat up. In this section, we describe
y is implies
a modelfor
The
degree
frictional
dissipation.
particular
of
freedom
in
system is given
model corresponds to an oscillator or vibrating coupled to a bath. A schematic picture of the Fig. 8.12. The Hamiltonian we have in mind is
= eo(X)
 xf + eb(y, . . .,
x is
the
where tively,
\177o
and
\177b
are
the
oscillator
the
oscillator
variable
Y\177v through
variables
y\177,...,
and bath Hamiltonians, respeccoupled to the multitude of bath force, f, which depends linearly
f = Z c,
i
y,,
where
the
Ci'S are
constants.
its
The oscillatorand
coordinate,
x, are
Tagged
with
the
primary
variable, x
variables
,YN
Fig. 8.12.
Oscillating
particle
coupled
to a bath.
262
INTRODUCTION
TO
MODERN
STATISTICAL MECHANICS
That is,
secondary
it
is
the
primary
than
degree
are
if
degrees
\177o(X)
of freedom.
about
other
nothing
in particular
it
oscillator is classicaland
is,
was left
+ V(x),
=
hence,
We
dYfo/dt
= 0
implies
that
rrff
dV(x)/dx.
special
do, however,
about
the
bath.
model we adopt, Yft, is the Hamiltonian for a collectionof harmonic oscillators. The most important results we derive employing this model may be more general than the simplified
In particular,
in the
picture
linearly
might
coupled
suggest. We
to
will
not it,
worry the
about
the
generality,
bath
model
of a
harmonic
degree of freedom already captures many of the physical phenomena one encounters when considering dissipative systems. It is for this reason that the model is a very popular one in the physical sciences. It is often true, however, that great care must be taken to accurately approximate natural nonlinear systems with a harmonic bath. The terminology \"nonlinear\" is used here to note that in general, the potential energy of a systemgives rise to forces that are nonlinear functions of the coordinates. Harmonic systems, however, are linear. That is, the restoring force to any displacement of a harmonic system is a restoring force that is proportionalto the displacement. As a consequence, stable harmonic systems exhibit only linear responses to disturbances of arbitrary size. In other words, if we consider the harmonic bath by itself, the theory of linear response analyzed in the previous sectionsbecomes an exact theory and not simply one limited to very weak perturbations. From Sec. 8.6 we know that this response of the bath is characterized by correlation functions like
Co(t)=
where
bath
( Of(O)Of
(t)
)o =
)\177,
i,j
the subscript
(uncoupled is arbitrary,
to
ates {Yi}
that
\"b\" is used to denote the oscillator). Since we can use those that
the
normal
are
modes. In
zero,
case,
the
i vsj
terms
in the last
terms
equality
and
(6f(O)6f(t))o
can be
normal
expressedin
of
an integral
involving the
for the bath. We will not need follows. But we do, however, make use of the fact that a harmonic bath has no nonlinear response. Given that fact, let us consider the time evolution of f(t). Let x(t) denote the time dependent x yet to be determined selfconsistently once we know f(t). This function x(t) changes the evolution of \234(t)
mode
spectrum of
to exploit
that
representation
frequencies in what
STATISTICAL
MECHANICS
OF
NONEQUILIBRIUM
SYSTEMS
263
from
what would
be
found
in the
the
pure
changeis determinedby
linear
response
lb(t). The
f(t) =lb(t)
where
Xo(t
t')
Xo(t
is the  t')
dCo(tt<t'.
t')/d(t t'),
> t'
Here, we
dissipation
Now
are
simply
theorem
we
turn
reciting what was learned from in Secs. 8.5 and 8.6. our attention to the primary variable,
the
fluctuation
x.
According
to Newton's
law,
rn\177
= force.
that
There
are two
contributors
to
the
force.
One
other
is from
both, we have
m2(t)
where
=\177[x(t)] +
fb(t) +
dt' go(t
t')x(t'),
Notice
fluctuating
that
this
force,
equation
f\177(t), arising
has
it
has
a term
random or that is
nonlocal in time. The latter arises because x(t) influences the behavior of the bath, and this influence persists to later times. The extent of that influence is determined by the length of time over
which
correlations
regress
in the
bath.
reexpressed
in fluctuationdissipation
terms
of
theorem
Cb(t)=
and
by parts
result
(with
care
noting
that
the boundary
zero).The
where
is
rrff(t)
= f[x(t)]
+ 6f (t) 
[3
dt'
C\177(t
 t')\177(t')
fix]
with
= a,2/ax
l?(x) =
and
V(x) 
[3C\177(0)x2/2
a\234(t) =b(t)
264
INTRODUCTION
TO
MODERN
STATISTICAL MECHANICS
The statistics of the random fluctuating force fb(t) is Gaussian with mean value lSCb(t)x(O) and variance Cb(t t'). The function f'(x) is the potential of mean force. That is, f[x] is the bath averaged force
on the
primary
coordinate.
Exercise
8.20*
Verify these
formulas
from
the
preceding
development.
In deriving
case at
where t =
state of the
system
coordinatesand momenta of the bath are not characterized specifically, however, one averagesover the t = 0 stateof the bath. Only the primary variable x(t) remains. After a transient period, the bath at time t is uncorrelated with the initial state, and fo(t) becomes 6f(t), a Gaussian fluctuating force of zero mean.
This equation of
equation motion
for
x(t)
is the
generalized Langevin
that
derived
by
Robert
Zwanzig.
of the
fluctuating we
Notice
the
term
nonlocal
in time
the forces
size
of this
force is
with the
determinedby
manifestation
extent
associated
coupling to the
of tional
bath. Thus,
fluctuating
see
clearly
that
force
friction
is a
fric
forces.
This connection
fluctuating
between
autocorrelation
dissipative
forces
and
the
function
theorem,
is
sometimes
Langevin
a terminology
introduced
Historically,the
random
thermally
known motion
was
used
to analyze
moving
the
a
of
a tagged
macroscopic
particle
through
equilibrated
as
Brownian the
observed
perpetual
molecular medium. This is the phenomenon motion (named after Robert Brown, who irregular motion of pollengrains immersed in
case, there is no average force, so that f=0. relaxation time for fluctuating forces in the bath is negligibly short compared to the time and distancescales over which one observes socalled Brownian particles. That is,
a fluid). In that Furthermore, the
at'
Cb(t')2(t
t')\177
2(t)
at'
Cb(t').
(nonlocality
This approximation
removes the
memory
effects
in time)
equation of motion. It is often called a Markovian approximation. Under these circumstancesof locality in time and fo = 0, the equationof motion for a coordinate of the tagged particle
from the
becomes
the
traditional
Langevin
rn\177(t) \177fo(t)
equation  VVt),
STATISTICAL
MECHANICS
OF NONEQUILIBRIUM
SYSTEMS
265
where v(t)=
\177(t)
and
y=15
dt(6f(t)6f(O))t,.
From this simplified equation, the following picture of particle dynamics is drawn: The particle experiences random forces that buffet the particle about. These forces arising from the bath add energy to the particle, but excessive increases in kinetic energy are removed by frictional dissipation (the velocitydependent force). To
further expand on this interpretation, we can computethe velocity correlation function for the tagged particle. This is doneby multiplying the Langevin equation by v(0) and averaging. Note that since lb(t) is independent of the primary variable,
(v(O)f\177(t))=
Hence
(v)(J\177)=0.
)
m(v(O)O(t) ) = y(v(O)v(t)
or
d
d\177 (v(O)v(t))
= (y/m)(v(O)v(t)).
equation
The solution
to this differential
(v(0)v(t))
is
(y/m)t.
= (v2)e relaxation
Therefore,
considered
of the
the
velocity
correlations
arises from
Langevin
Langevin
equation
in the
Markovian approximation.
The generalform
role
of
the
equation
stochastic
and
plays an
is
important
in computational
physics and
performing
chemistry where it
Langevin equation as cluesto guess what is referred to by such simulations. But for this book, I have told you everything I planned to. Hopefully, what has been explicitly written here or suggested in the Exercises provides the foundation and motivation to rapidly pursue advanced writings on stochastic dynamics as well as many other areas of this rich and everchanging field, statistical mechanics.
Exercise
discuss
8.21' Here we
the vibrational
That
use the
assume
Langevin
equation
to
condensed phase.
imagine that
to an
x
V(x)=
2tt,u.tO.t, ,
can
and
that
is proportional
to a
dipole that
energy.
couple
therefore absorb
Show
266
INTRODUCTION
TO
MODERN
STATISTICAL MECHANICS
de at 2 (x(O)x(t)
 a\1772(x(O)x(t) )
(l\177/m)
at'
Cb(tt')\177\1777
(x(O)x(t')),
where
shifted
6\177 is
the
average
from
Wo by
6\177 2
(iS/m)Cb(O).
Linear differentialintegral equationsare comp.actly solved with the method of Laplace transforms. Let C(s)denote the Laplace transform of (x(O)x(t)). Show that
=s2 +
s + (l\177lm)0o(s)
&\177 +
(x2)
C(s)
s(fi/m)Cb(s)
where
that that
(7\177(s)
is
the is,
bath
c\177(t) =
c\177(o)e(\"'),
and therefore
c,,(o)
\275,,(s)
s + r\177
With of
this (x(O)x(t))
formula
\177 dt
cos(wt)
(x(O)x(t)
) =
Re (\177(iw).
Use
this result to describe the absorption spectra of a taggedoscillatorin terms of the parameters Wo, r \177 and Cu(0). Comment on how the spectra line shape depends
upon
the
spectrum
of modes
in
the
bath.
Additional
Exercises
8.22. Draw
discuss
the
qualitative
features
of
in
the
(a)
following
functions:
is
the
velocity
of an
argon
atom
STATISTICAL
MECHANICS
OF NONEQUILIBRIUM
SYSTEMS
267
for for
(v2(O)v2(t))
an argon an argon
solid phase;
solid
phase; in the
(d) (u(0).
lattice.
vector
direction
a
solid
sizes of the
dilute
different
time
scales
for each
of these
solution
a net
dissipates.
flow of
Estimate
charge.
equilibrium to occur in
An applied electric field field is turned off, the the time it takes for this relaxation to terms of the selfdiffusion constant and
of
ions.
After
the
to
continuum),
diameter o is
D = (2or
where
3)a(1/\177r/\177o\177/),
viscosity, and the factors of 2 or 3 depend slips past or sticks to the diffusing solute, respectively. According to this formula, the friction constant in the Langevin equation is proportionalto \177/. Use this equation to estimate the typical size of D for a molecule of 5\177 diameter dissolved in a liquid with r/\177 10 2 poise (a standard value for most ordinary liquids and water, too).
r/is
the shear
the
on
whether
solvent
Considerparticles
Determine
in
liquid
the
percentage
5 \177 from
105cm2/sec.
5 psec
have
Consider a reaction coordinateq that dimensional bistable potential V(q). Divide this degree of freedom into three regions
in
a
space
onefor
8.13. The
nonequilibrium
concentrations
as illustrated of species
in Fig. in the
V(q)
Fig.
8.13.
Bistable potential
and
three
regions.
268
INTRODUCTION TO MODERN
three
STATISTICAL
MECHANICS
regions
are
c\177(t),
c2(t),
and
C3(t). A
reasonable rate
law
description
of the
dynamics
is
k13c3(t),
dt =
and c =
constant
+ c2(t)
+ c3(t).
Here,
detailed
kij
is the balance
to regioni. From
k13 and
since
k3!
and
k32
k31\177=(c3)\177el\177Q
k13J and
kBT.
\177c1\177
we
assume
height, Q, is largecompared to
(a)
Use
the
kinetic model to
Ac\177(t) = c\177(t)
dependence
(b)
(c\177).
Show
by
that
single
if exp relaxation
is dominated
and
that
or
k32.
(c) Discuss the transient behavior of Ac(t) or its time derivative and show how this behavior disappearsin a timeof the
orderof
(d)
k\177 \177 or
k\177 x.
Discuss
the behavior
reactiveflux kBA(t) described (e) Supposethe averagetime it region 1 or 2 is determined reaction coordinateto diffuse
where
by
\177/is
text.
to the
3 to
the
distance
the
viscosity
coefficient
or friction
/\1772\177 is
constant
effective
going
felt
the
reaction
coordinate,
and
the
rate
from
constant) for
STATISTICAL
MECHANICS
OF NONEQUILIBRIUM
SYSTEMS
269
V(q)
q q*
Fig. 8.14.
Tristable
potential.
8.27.
Consider
reaction rate
coordinate
a the
constant
which
is defined
phenomenological
rate equations
dc\177/dt
= k21Cl(t
\"}'
k12c2(t),
dc2/dt=
and
k21Cl(t )
) 
k32c2(t),
C3(t )  C
c\177(t)
c2(t ).
argon
(300\370K),
dissolved
the
at low
of
the
for
viscosity
0.01
poise,
and
the selfdiffusion
constant
argon atoms is 1 x 10 s cm2/sec. The mass of an argon atom is 40 amu, and the mass of a water molecule is 18 amu.
(a)
(b)
What
is
the
rootmeansquare
velocity of
the of
an argon
solution? an
atom
in
the
vapor
that is at
equilibrium with
What is
Estimate
the solution?
the
argon
atom in
10 fl,
10 fl,
(c)
it will take
time will
move
move
position
it
will
take
an
initially
prepared
velocity
high thermodynamic
distribution
By
employing
pressure
equipment,
state
the
300\370K
water
for
is
brought to a
at
T =
which
8.24.]
r/= 0.02 poise. For this state, what are the questions posed in parts (b) and (d)? [Hint:
answers
to the
See Exercise
270
INTRODUCTION
TO MODERN
STATISTICALMECHANICS
Bibliography
Forster's
informally
written monograph
including
presents a
complete
survey
of
linear
functions,
response
the
theory,
the
formal
properties
of correlation
functions,
connection
between
and
the
Langevin
Forster,
equation, too:
Hydrodynamic
Functions
D.
Correlation 1975).
(Benjamin
Cummings,
McQuarrieand
contain
D.
chapters 1976).
Friedman's texts, written from a chemistry discussing time correlationfunctions: McQuarrie, Statistical Mechanics (Harper & Row, New
York,
H. L.
Friedman,
A Cliffs,
Course N. J.,
in Statistical
Mechanics (Prentice
Hall, Englewood
implications
1985).
Ryogo Kubo is one of the pioneers of linear response theory especially its to the theory of molecular relaxation (a subject barely touched upon here and only in our Exercise 8.21).The book created by Kubo and his coworkers has much to say on this topic: R. Kubo, M. Toda, and N. Hashitsume, Statistical Physics II: Nonequilibrium Statistical Mechanics (SpringerVerlag, New York, 1985). A general discussion of the connection betweencorrelation functions and relaxation equations such as the diffusion equation of Sec. 8.4 is given in Chapter 11 of B. J. Berne and R. Pecorra, Dynamic Light Scattering (John Wiley, New York, 1976).
Index
Absorption,
25861
Coordinationshells,
Correlation Radial
198, 214,
Action, 176
functions, distribution
Adiabatic, 5
thermodynamic
processes,
6, 8
correlationfunctions
length or range of, 59, 12729, 178 Coupling parameter method, 210 Critical exponents, 123,135,147 Critical fluctuations and opalescence, 84, 129Correlation
walls, 5
Associated
218
and
nonassociated
liquids, 215,
BornOppenheimer
approximation,
1069,
31
Critical also
temperature,
206
Broken symmetry, 12531, 153, 158, 178, 181 Brownian motion, 26465
Capillary
temperature,
waves,
183. See
function,
also Surface
213,
227
Causality,
256 equilibria,
kinetics,
potential
Cavity
Chemical
Chemical
distribution
83, 84
24246,
Chemical
in chemical
of a classical
Dirac delta function, 80, 24445, 247, 256 Dissipation, 261. SeealsoAbsorption;
Response
functions
excess and
weighting
211,213,
3752
225, 226
in phase equilibria,
thermodynamic
particle
Einstein solid, 94
Energy
conservation,
internal,
fluctuations, 6566
3940, 52
4
kinetic,
19093, 203
phases, 2034 29, 4549
of many
35, 36
density functions, 83 criteria, 35, 36, 71 space and distribution, equilibria
potential,
2934
definition,
governing stability Configuration
minimum principle, 12
of
surfaces,
192229
190, 84,
Conformational
113,209,213, 215
Conservation
and transitions,
57
equivalency,
grand
65 7071
generalized, 6971
canonical, 19
microcanonical, 5962
Enthalpy,
Continuity, equation of, 247,248 Convexity, 29, 71. See also GibbsBogoliubovFeynman
Entropy
for
bound; Stability
ideal
271
272
Entropy
INDEX
(continued)
definition,
statistical
Equilibrium
61
26
thermodynamic
criteria,
states,
definition, 916
effect,
53
2853
6, 7
Ice, 218
Ideal
between phases,37
Ergodic, 58, 161,23940.
ergodic
gas, 7274,
86118
163
Seealso Quasi
differential,
6
event
Exponential
Extensive
properties,
10
Fermi
Interface. 98
98
Internal Internal
See Surface
constraint, energy.
law
energy,
momentum,
function, 97100
Fermions, 89, 90, 96100,
248
of
Fick's Law,
Intramolecular distribution, 213, 214 9. See also Nonequilibrium Ising model, 12058 isomorphicto quantum tunneling system,
Irreversible,
14953
Monte
of phase
Kadanofftransformation,
Langevin
140,144
equation
statement, 241,25455
245,
derivation,
without
26163
264
247, 248
261.
generalized,264
memory, equation
Fractals, 158
Friction,
Functional,
264
equation,
formula,
2224
70, 71,
transforms,
1620, 62, 69
Gibbs entropy
7479
Gibbs free
Hard
energy,
19
theorem;
Response fluid
functions
systems,
of harmonic of molecular
262
structure
26162, 26566
5 16
Heat,
Heat capacity
definition,
fluids, 21318 of simple fluids, 197201 Localization. See Selftrapping; Twostate quantum system Longranged order, 120, 12531
Magnetization
governing energy fluctuations, 66 of Ising model, 123, 14748 of low temperature metal, 100
fluctuations,
of independent
thermodynamic
of water,
Helmholtz
from
218
function,
64
excess (relative
thermodynamic
to ideal
gas),
definition, 225
Master equation,
MaxwellBoltzmann or momentum
Maxwell
165
Henry's
Law,
constant,
211,226
construction,
INDEX
273
Mean
Quantum
effects
219,220
Radial for
also Bosons;
Quasiergodic,
distribution
in fluids, Fermions
Metals,
Mixed valence
16263, 169,170
function, 205 197
Twostate quantum system Molecular dynamics simulation, 159 Monte Carlo, 15987, 21923
metropolis
22123, 22627
algorithm,
221
nonBoltzmann sampling, 16875 quantum path integral, 17578 smart or forcebias, 180
Natural
Neutron
21011,226
Random number generator, 16465, 179 Rare event, 16970 Rate constant, 24246, 268,269
Reduced
Nonequilibrium
configurational 196
distribution
ensembleaverage,
statistical Normal
253
functions, 195229
generic,
mechanics modes, 92
of, 23470
specific, 196
Fluctuationdissipation
transition, symmetry
theorem
Order parameter,
Pair
127
See also
Radial
Relaxation, 58, 23670. See also Fluctuationdissipation theorem; Regression hypothesis; Time correlation functions Renormalization group (RG), 13949,
155
Response
functions,
25558
24 64 18991
Reversible, 8
Partition
canonical,
Reversiblework
for atoms
for in
function liquids,
fluids
of the
Ising
model, 126,
of Ising
of lattice
for
13549
equilibrium,
rotational, 10910
solvation,
Secondlaw
implications
209 system,
28
translational, 105
twolevel vibrational,
53
quantum 110
14951, 157
statistical
variational
Secondorder Selfconsistent Selfdiffusion Selfsimilarity,
61
Pass, in
Path
integral
26769
Selftrapping,
153, 18182
116
3844
Semiconductor,
Simulation,
Carlo
Seealso Monte
254
Solids
Phase
also
Equilibrium,
11958
approximation, 44
9294
radial distributions,
Spinodal,
199200
Chemical
91
Potential of mean
See also
Stability,
thermodynamic
37, 41,44,4953, 71
1315, 33
274
INDEX
equilibrium
25152, 265,266,
6, 7 of this
269
Trajectory,
5657,
16063, 22122,
23940,
microscopic,
book
245,246
Transition
stationary
Stationary functions
Triple point,
Twostate
canonical
24546
system
of, 153,158,178,181
Ising
Statistical
Stirling's
isomorphismwith 157
Monte
14954,
Stokes' Law,
Structure Surface
Carlo
18082, 18587
factor,
Umbrella
sampling,
Gibbs dividing,
tension, 45, 126 functions
4748 Response
equation,
43, 52, 83
229
distribution, 19294
See also Ensemble, canonical equilibrium, 1316 thermodynamic definition, 10 Thermal wavelength, l 12, 115, 116, 19394 Thermodynamic perturbation theory, 13538,
Temperature.
thermal
Water
density equilibrium
heat
liquid
capacity,
169,22728
correlation chemical response
hydrogen
Time
23870 24346
257
and absorption,260
for
Xray scattering,
2079