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INTRODUCTION

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

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PetalingJaya
Nairobi

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Melbourne

Auckland companies in Ibadan Nicosia

and

Beirut Copyright
\270

associated Berlin

1987

by Oxford

University Press, Inc.

Published

200Madison
Oxford

by Oxford University Press, Inc., Avenue, New York, New York 10016 of Oxford University Press

is a

registered trademark

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 Cataloging-in-Publication

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 0-19-504276-X

86-17950

ISBN

0-19-504277-8

(pbk.)

Printed

in the

8 1097 United States of America

on acid-free paper

To

the

memory

of W. H.

Flygare

Preface

This

book presents the material I use in my lectures on elementary statistical mechanics, a one-semestercourseI 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 one-semester 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.,

I refrain from treating diagrammatic and field theoretic


favorite

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 many-body 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

statistical mechanics can


proach
law

could
appears macroscopic

begin
as

with

the

be understood and applied.Another apfirst half of Chapter 3 wherethe second

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 non-interacting 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 self-contained 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,

Am. J. Phys. 46, 652 (1978).

PREFACE

ix

if large enough, could exhibit true phase equilibria and interfacial phenomena. The one-dimensional 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 X-ray scattering cross sectionsis derived, and their relationship to chemical equilibria in solutionsis discussed. Finally, an illustration of Monte Carlo for a two-dimensional 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 Maxwell-Boltzmann velocity distribution, are rather

The

last chapter

motion in macroscopic particular, I discuss sipation kinetics,

concerns dynamics\177relaxation systems that are closeto or at time correlation functions, the

and

molecular In

equilibrium.

fluctuation-dis-

theorem and its consequences for understanding chemical self-diffusion, 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 non-equilibrium 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 fluctuation-dissipation 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

mathematical calculus course.

chapters, I assume the reader methods of a typical three-semester


this

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

even students with


been

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

chemical well These

engineering, enough Exercises

to

numerousExercise questions.

or physics. They answer most of the form an integral part

x
of
my

PREFACE

the
only

book,

coverage

reinforcing and testing every of certain topics is found

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

people. John Wheeler

has given
of

time

unstintingly

to help
grateful

weed
John

out logical errors and


from

of confusion.

Encouragement
also

and advice
to

Attila

Szabo

are greatly wife,


in

appreciated. I am
an

Light for his


students programs

helpful review
my

earlier

version of

the text. Several

and

included

the

Elaine, book.

wrote and tested Elaine provided a


for

the computer great deal of


indebted
their

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.

Philadelphia and Berkeley


January

1986

Contents

Chapter 1.

Thermodynamics,

Fundamentals

1.2. Second

1.1.

First

Law of
Law

Thermodynamics and Equilibrium


of Second
Equilibrium

3 4 8

1.3. Variational

Statement

Law
and

1.4.Application:Thermal

11
Temperature

1.5.Auxiliary

1.6.

Functions
Relations

and Legendre and the

Transforms

1.8.

1.7. Extensive
Intensive

Maxwell

Functions
Functions

Gibbs-DuhemEquation

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

Non-Interacting

Systems

Numbers

4.2.

Photon

Gas

86 89 90
Positions

4.3. Phonon

Gas or

Fluctuations

of

Atomic

in a

4.4. IdealGases of Real

Cold Solid

Particles

4.5.

Electrons

in Metals
Limit

92 94 97

4.6. Classical Ideal Gases,the Classical

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

5.1. Ising Model


LatticeGas
5.3.

Transitions

119

119

124
and

Broken
Variational

Symmetry

Range of Mean

of Correlations

125

5.4.

Mean Field Theory


Treatment

5.5.

Field Theory

135

131

5.6.

5.7.

Renormalization Group (RG)Theory


RG

Theory

for the
between

5.8.

Two-Dimensional Ising Model


Two-Level

139 143

Isomorphism

Quantum

Mechanical

System and the


Additional

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. Non-Boltzmann

Sampling

168

xiii

CONTENTS

6.4.

Quantum

Monte Carlo

175

Additional Exercises
Bibliography

178

182

Appendix

184

Chapter 7. Classical Fluids


7.1.

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

7.8. MonteCarlo for


Additional

Hard

218

Exercises

223

Bibliography

228

Appendix

230
Mechanics

Chapter8.
Systems
8.2.

Statistical

of Non-Equilibrium

234
Equilibrium

8.1. Systems Closeto


Onsager's
Functions

235

Regression Chemical

Hypothesis Kinetics
Theorem

and Time Correlation 237

8.3.

Application:

8.4. Another
8.5.

Application:Self-Diffusion
Functions
Langevin Equation
Exercises

Fluctuation-Dissipation

8.6. Response

8.7. Absorption
8.8.

242 246 252 255 258

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

the text and placed within


simple

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

askingquestionsthat require sophisticated idea in order to obtain the answer.


pedagogical

device of
an

development

These

Exercises
handling

are

marked
First,

with

asterisk,

and there

are three ways of

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

techniques for the solution will

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

of the problems,* and we have produced a


that

diskette

related

programs
directly

run

on

IBM-PC

compatibles.

It can

be

me

at the Chemistry

Department, University

of California, order

Berkeley,

a checkor money
costs.

of $4.00

made out to

CA 94720, USA. Enclose David Chandler to cover

*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.

macroscopic counterpart, thermodynamics,


theory
structures
with

form

the

mathematical

which

we

of these fluctuations,
that

can understand the and the concomitant

magnitudes and time scales

spontaneous
fluctuations

The presence of
particles--so
many specify

stability or instability of fluctuations inevitably destroy. is a consequence of the complexity of


are

the systemswe observe. Macroscopic systems


particles the

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 ever-present 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

we can also consider the occurring at one instant with

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

is the subject of thermodynamics.


As

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

work or energetics determines the likelihood of second law of thermothat

at

equilibrium,
review

all

consistent
the

with

the

same

energetics

are equally

likely.
the

Before discussing
first

second

law and

some definitions too.


Thermodynamics

law,

however,

we need to

1.1 First
The
which
first

Law

of

and

Equilibrium
to

law

is concerned that

with the
it obeys

internal energy.The quantity,


as

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

Total system, energy E

Fig. 1.1.

Compositesystem.

conserved. Thismeans that if the energy of a system changes,it must as a result of doing something to the system--that 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

referred to as the first law. done on the system (manipulating


is

In

it,

\177W

is

the

mechanical

\177Q

the

differential

heat flow into the

system. The

work term has the general form


\177W =

f. dX,
and

is the applied extensivevariable. A


where f
where V is

\"force,\" familiar
\177W

X is dV,

stands

for a mechanical

example
=

--Pext

the

volume

of

a bulk

system,

and Pext is the external

pressure. As

another

example,

4W =f

dL,
to a

where here f is the


length

tension

applied

rubber band and


many

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

dX, is used to indicate all


2

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

the work required to passbetween


on

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

List a few familiar examples flow (e.g., two ways to melt

of the

two

types

ice--stirring

or

the sun).
know

Experimentally we

that

isolated

systems

spontaneously toward
equilibrium

simple

terminal

states.

tend to evolve These states are called


they

states.

By

can

be characterized

\"simple\" we mean that macroscopically by a small number of variables. In


characterized in

particular,
macro-

system is completely and X. Fora system mechanical extensive variables are the volume molecules, the variables that characterize the
scopically

the equilibrium state of a by specifying E

which and the

the relevant numbers of

system

are

E,

V,

n\177,

. . . , nj,

. . . , nr(

x-r components.
moles

volume
If an
added

number of
species

of

electricfield
to the list
magnetic

is

applied,

the total care

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

mechanical extensive variables.SeeExercise 1.5

variables

mathematically

The experimental feature

complete

of

of relevant variables whatever the list the macroscopic equilibrium state


issue.

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

non-equilibrium

state of
in

a macroscopic many
Virtually librium.

particle

no system However, many

of physical interest is rigorously are in a metastable equilibrium


thermodynamics.
system,

equi-

can be

treated with
or matter,

equilibrium

course of observing the

it of

appears history,

independentof time, independent


of

that usually Generally, if in the that the system is and there are no flows
is at

energy

then the system can be treated as onewhich

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 non-equilibrium 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

as a result of these changes?-To is needed. This principleis the

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

state II. After


to discern
result
with

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

As our remarks have


related

indicated,

the second
of

law is

intimately

to and

indeed

a direct

consequenceof reasonable and


the nature
equilibrium

simple

statistical

assumptions
law

concerning

states.

We

will consider

present this
monotonically adiabatically

this point of view in Chapter as the following postulate:


of

3. But

for now, is a

we

There is an extensivefunction
increasing accessible

state,

function from

S(E, X), which of E, and if state

B is
A, then
that

state

A, then
accessible

So \177>SA.
from

Notice

that
the

if this

state B was reversibly


could

state

the process B--\177A


case,

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 quasi-static 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

non-equilibrium states requiring,in general,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

function of state, S(E,X),


demonstrated, is zero.

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

Such states are the thermodynamic several other important properties


its

X. obeys

as well.

To derive
. ,ix,

them, consider

differential

,Is

= (aSla\234)x

,t\234

(aSlaX)E

where
(3S/3X2)

the second term is an abbreviation for dX2 +'\". For a reversibleprocess, we


dE =
(\177Q)\177ev

(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

state. Therefore, the

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

the temperatureis intensive.


system.

That

is,

T
give

S are extensive, is independent of the size of


E and

The

last two equations

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,

the energy for


is,

equilibrium

states

is

characterized

by S

and X, that

\234=\234(s, x).

ships

The boxed equations of this that constitute the mathematical

section are the


statement

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,

meaning. Why? For the of the tension, .f(r, L/n).

0 are constants,L and the other symbols Which of the two possibilities

is the
have

of

the

their is

usual

acceptable?
dependence

acceptablechoicededucethe f, upon T and L/n; that

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

second law, and


is

one that

most

closely

tied to
in

the energeticsof fluctuations,


which

derived

by considering

a process
constant

an

internal

constraint

is applied quasi-statically at
constraints total

and X.

Internal constraints are variables but do not alter the

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

For example,consider the


V =

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 E-X 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

Quasi-static process to \177


constrained

after I iiil :']

process occurring internal constraint


off

\177

is turned

\177'\177-\177!i)i: ]

equil ibrium t\177/\177 sta

'ii\177

i
S \177
involving

EJ Fig. 1.4.
Entropy

entropy X) with Equilibrium S(E, state


the

changes

for a process

manipulation

of an

internal

constraint.

12

INTRODUCTION TO

MODERN

STATISTICAL

MECHANICS

System isolated
from

surroundings

! \177///////\177' wall divides subsystems (1) and (2)


\177)///////'\177 Heat

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;

constraint) has its


variational

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

of the consequences clearly provides the algorithm


many

of the second law


one

thermodynamics.

It

S(E, X; E0),
The

E (2)) subject

entropy
system

to the constraint E o)+ E(2) = maximum principle has a corollary that

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,

increasing function of there is an energy

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)) =

S(E, X0)+ X(2)).


internal

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

Often, the extremumprinciplesare stated


cal variations
such variations
away

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

of internal extensive of an internal constraint, and


displacement

(6E)s,x = first-order

variational

= [(aElaY)s,x],.\177o

OY
displacement

(02E)s,x = second-order variational


= [(1/2)(a2E/aY2)s,x]v=o(6Y)

2, etc.

The principlescited above

are

(with

this notation)

( 6E)s,x \177> O
for

any small

variation away from the equilibrium


all

manifold

of

states

with

6Y =

0, and (AE)s,x> 0 for


state.

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

(t), T(1), S(1)

E(2),

T(2), S (2) (2)

(1)

Thermal (heat) conductor


Fig.

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

the question: At obtain the answer,


due

imagine a small displacementabout constraint. The variational theorem


E =

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)]

+ { OS (2) \177 bE \177,cgE(2)]x

(2)

-- (\275 )
where

T\1772)'

i)

bE

(1),

in the

last equality we noted that


(aSlaE)x=

1IT
(2) =

and applied

the conditionthat

6E

-bE (1). Hence,

T\1772)'

l)

bE

(1)

\177< 0

for all (positive or condition can hold

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

a conclusion concerningthe equilibrium

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

law, the criterion

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,

the two become

equal. The question To answer the


noting

how

this equilibrium occur? use the second law again, this

time
the
the

that

the

passage

to equilibrium
(i.e.,

is a

natural

process and

so that
\177Q

change in entropy, AS, is positive total system is zero). Thus

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) <

T (2). T \251, then


flow

Then AE \370) <


we

must

0 to satisfy the inequality. have AE \370) > 0. Thus, we have

just proven
In

that

energy

summary,

therefore,

temperaturegradient, and (lower r).


Since

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

quasi-static process we
c=\177Q=

can

define

dT

r \177Q/T_r

dT

dT'

dS

Of

course,

we

should

differential tions are

changes

really specify the direction in which these occur. The conventional and operationaldefini-

Since

S is
Exercise

extensive, Cr and Cx are extensive.


1.4

Suppose

you

band, eachone obeying the equation Exercise 1.2. Thetemperature, length


number
respectively.

have two pieces of rubber of state studied in


per

mole,
l o),

for the

first

piece

are

T \370),
these and

and mole and n \370),


/(2),

Similarly,

the second
of energies

piece has T(2),


initial

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

and Legendre Transforms


the

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

how mechanical work in mole numbers.

can be associated

internal energy causedby

changing

mole

number

ni while
stress

keeping all
in Chapters
controls

other molenumbers, S and 2 and 3, the chemicalpotential


mass

V, constant.
is the

As we will

intensive
gradients

property

that

or
induce

particle
Indeed, the

equilibrium just
we will find
that

as temperature controls thermal


in chemical

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

in Fig. 1.7. The permeable to species


in

to

species

2. It is
PA.

held
other

place

with

the
in

application
place

of pressure
pressure

The

piston,

held

with

PB, is

permeable to species2 but

not

to species 1. Note that at equilibrium, PA-Pii-Pi and pB=Pll-Pni. 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

variables in for which


numbers

reversible work is connectedwith in a system?

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

a natural function of to Xr+\177,... ,Xn, namely,

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.
...,

Un. The function

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)

(S, T, p) are not state. We will


dynamic Other

so

transform allows us to exchange a thermodynamic Exchanges between non-conjugate 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

free energy and enthalpy,

respectively.

dG

-S dT

+V

d\234

Y\177 t\177i dni.

i=1

and

dH =

T dS + V

d\234

Y\177 t& dn\177.

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).

The variational H, A, and G are

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

various representations of that characterize stable equilibrium

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,

then (aa/ay)x=(ab/ax)y. (ap/aT)v,n,

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;

result, the differential ( aS / ap)r,n = -( aV / aT)p,n,


as a

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

Next note that

Exercise

1.9

Derive

this formula.
function

[Hint: Begin by
and

con-

ceiving of z as a
(azlax),dx

of

y--that

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.

1.7 ExtensiveFunctionsand the Gibbs-Duhem


We

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

also extensive. Clearly,


E(XS,

XX)

= XE(S,

X)
of

for

any

3..

Thus,

E(S,

X) is

and X.*

We shall derive a

a first-order homogeneous function theoremabout such functions and


equation.
is

then use

the theoremto derive the Gibbs-Duhem To begin, suppose f(xx,..., Xn)


function

first-order

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

also know that


n

df(Ul,

' . . , Un)

= Z

i=1(af lau,)., du,,

and

as

a result

(af /ax).,=

Y. (af /au,),.,(au,/ax).,. i--1


i=1

=
* 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

(af /ax,)x;x,, for first-order

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

first-order

homogeneous,

Euler's

theorem gives

E = (aE/aS)xS + (aE/aX)s. x
=

TS+f.X.
sections:

Let us now

specialize as in the previous two


r

f . dX

= -p dV

i--1

\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 i----1

d!&].

(d)

By

comparing

Eqs. (d)
O=

and (c) we
S dT

discover

dp

Y\177 rti

dt. ti,

which is
Now

the Gibbs-Duhemequation.
let's

apply

Euler's

theorem

for first-order

homogeneous

24

INTRODUCTION

TO MODERN

STATISTICALMECHANICS

functions

to the

Gibbs free

energy:

G=E=

TS+pV
-pV

( TS
r i=1

Y\177 \177ini i----1

--

TS +pV

= E

\177tini.

Thus,

for a
result

per mole,G/n.
The

one-component
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

and the X's,

n?s are used to

(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,...,

first-order

in the

mole numbers:
/\177/\177r) =

X(T,p, 3.nx,...,

\177,X(Ts P,

1.8 Intensive

Functions
homogeneous

These are

zeroth-order

functions

of

the

extensive

variables. For

example,
V,

p =p(S,

ni,...,

tlr)=p(3.S,
that

3.V, 3.n,,..., Y are

Exercise 1.11 Show X/Y and aX/3Y are


This equation

if X and intensive.

extensive, then

number of

moles= n. Then
p

is true

for

any

3.

Pick

3.-x

= nx
\337 \337 \337 ,

+ i/2 q- \337 \337 \337 q- rt r

= total

=p(S/n,

V/n,

xi, x2,

Xr),
the

where
are

x\177 =

n\177/n

is the

not

completely

mole fraction of independent since

species i. But

different

x\177's

i=1

THERMODYNAMICS,

FUNDAMENTALS

25

I 0\370C

T
4\370C

Fill.

1.8. Volume

per mole of water

at 1 atm

pressure.

Thus,

V/n,x\177,... ,Xr_l, 1--Xl--X2 ..... which proves that while 2 + r extensive variables are determine the value of an extensive property of an
p =p(S/n,
system,
values

Xr--1),

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 one-component 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 non-conjugate

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

TdS + f dL+ t\177dn,

is the

chemical potential of a

rubber band

and

n is

the

26

INTRODUCTION

TO

MODERN

STATISTICAL MECHANICS

mass or mole number of the Gibbs-Duhem equation

the

rubber
for

a rubber

band. Derive band.

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 Gibbs-Duhem

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 one-component 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

compute (act/al)r, per unit mass.

where ct is the constant

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, . . . , Xn-I

=f(Xl,...

sXn).

This result

is a generalization of the Euler'stheorem discussed

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 (McGraw-Hill, 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

derive general of macroscopic


assume

criteria characterizing the equisystems. The derivations are

based
particular,

on

the
we

procedure
first

the system

already introduced in Chapter 1. In under investigation is stable


thermodynamic from

and at

equilibrium, and we then examine the

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

so-called
from

the

system.

According
initially

to the

secondlaw
or

of

thermodynamics,

to lower entropy

higher

(free)

energy

such processes lead provided the system was

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

these can be viewed as derivatives to the


find

that

phase

transitions

and

phase

equilibria.

The

Clausius-Clapeyron

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 liquid-gas 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

system. Each phase comprises of extensive variables can portions


For

shuffling
phases.

of

the
energy

different

example,
'g

be accomthe extensive variables between since E is extensive,the total


E
(\370\177),

is E =
\177

where

a labels

repartitioning

of the

the phase and v is the total number energy would correspond to

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 N-10 24, the number of moleculesin a mole. There are, of
that

Here, one sociated surfaces

this

(i.e.,

interfaces

formula neglects between phases

30

INTRODUCTION

TO MODERN

STATISTICAL MECHANICS

$V

$S (]) = --$S(2) (]) =--$V(2)

fin/l)

--fin/(2)

Fig.

2.1. A

two-phase 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.

Keeping only the

bulk terms for


S=
\177

entropy,

too,

we write

S ('\177),

and

similarly

V =
and

\177

V ('\177)

ni =

n! '\,
Then,

wheren? )

is the

number

of moles

of speciesi in phase or.


variational

from

the definition

of bE

as the first-order

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,

processes that repartiand nfs fixed. The

constancy of S,

and

the

ni's requires
o, av
(\177) =

\177, \177-I

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

first-order
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

are all in mechanical equilibrium

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

that T, p, and phase.

the/&'s are constant


fact.

throughout

a single

Exercise 2.2 Derive this


Finally,
equilibrium.

we have
One

shown
may

that

(6E)s,v,n,

\177> 0

leads
that

to a
these

set of criteria for


criteria

also demonstrate
conditions

are

both

necessary and
Exercise
At

sufficient

for

equilibrium.

2.3 Carry out the

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

the system is prepared initially


equilibrium
and

>/\177(2).

Mass

flow

bring

no

work

is

done on the

there

is no

heat

flow

into

the

system,

AS>0

for the equilibration librium are small,

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

matter flows from


We produce

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

the conjugate variables


thermodynamic

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

the equilibrium manifold


But,
for

states.

Hence,

for small

enough displacements (6E)s,v,n \177> O.

in the

discoveredthat extensivevariables
directions),

unconstrained
can

systems in both

(for which

previous section we the internal


negative

fluctuate

the positive and

(6E)s,v,n
(AE)s,v,n

= 0.

Thus, at and

near equilibrium
'-t-'''.
dominate
will

-- (62E)$,v,n

-{- (63E)$,v,n
term)

Since the quadratic (second-order enough displacements, we have


(62E)s,v,n

for small

\177> O.

Conditions If the

derived

from this relation

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

of a small fluctuation, to the equilibrium state. If the equality holds,


after

the occurrence

(62E)s,v,n=O,

the stability is variations. If

undetermined and one


(\1772C)s,v,n

must

examine

higher

order

< O,

the
will

system is
cause

not stable and

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

composite system with

two

compartments.

analogy

with a
an

potential energyfunction
consider
in

containing

both

maxima
two

and

minima.)

As
ments,

example,

as pictured

Fig.

2.3,

a composite system with and the fluctuations


6S (\177)+

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) =

(2) on the derivatives


at

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,

V,n = 2\177( 0S(\\177") L

+
(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

2.4 Derive an analogousresult useful to considerthe enthalpy,


a positive
subsystems

for H

C\177,.

Here,

it

= E

+ pV.
did

the

Thus, a stable system will have consequences: Suppose two

C,,. If it
(1)

not,

imagine

and

(2) were in

CONDITIONS

FOR

EQUILIBRIUM

AND STABILITY

38
T
(2).

thermal contact but not in equilibrium,T\370) :f


will

The

gradient

in T

cause

heat

flow,

and the 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 to low the gradient

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

are applicableto the variations


6!\177 r

'- 0

-- 6V (1)-16V (2)
6n
(2)

6n
where

\370) =

= O,

we

are once

again considering the

compositesystem
A

with

two

subsystems.

The second-order

variation in

is
[a2m\177 (2)

l[1517(1),2r[02A\177 (1) q_ Since

OV2]T,n -the

\177

r,n'

positivity

of (62A)r,v,n

implies
\\\177-\177/r,

-- [ X\177-Q/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

system is increased isothermally,

volume

will decrease.

36

INTRODUCTION TO MODERN

STATISTICAL

MECHANICS

Exercise

2.5 Prove an

analogous theorem for

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[

\177k0g3j T,n -for brackets

\177\"\177--'\177 / T,n

J'

Since this equation

must in

hold

all small must

6V (1), both positive and


be zero.

negative, the term


O

square

Further,

V3 / T.n

= --

\177k \177-\177/

T,n --' --

\177k \1772

) T

\177'\177-i5\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

(a'p I a,,'),A general


stand

= o.
stability

rule for

criteria

should

now be

apparent. Let \337


of

Legendretransform natural function of the extensivevariables Xt, X2,...,


for

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

..... X,_l,Xi+l.....Xr, lr+l .....

-In

Exercise

2.8

Derive

this result.
derivatives

Thus,

for

example,

the

--

(aP) \177 s'

{3t&\177 \177 \177rti]T,V,

ni ,

and
the

C\177,

must

all be positive (or stability) says nothing about

zero).
the

However,

second

law

(i.e.

sign of

(3\177)\177,

and of

\177 \177tql/T,

V, ni(.I)

these are not derivatives their conjugatevariables.


since

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)

(aplav)\177. (ap/\177T)\177 (\177t\177/\177)r

(arla\177),>o
which

(a) Identify

of

these

inequalities

is guaranteed

by

stability.

(b)

Identify

which

each

other

pair of inequalities and demonstrate why

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,

the conditions for


\177?(r, 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'

at which phases 3\177 and

\177 coexist

Friple point\": c\177-t3-\177 phase equilibria

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

phase a:. This relation

is an

for

r(vdifferent

1)

independent
intensive

equations
(T,

which

couple

together

2 +

1)
each

variables

p, and

the mole fractions


variables) is
r(\276-

phase).
of

Hence,
independent

the thermodynamic
intensive

degrees of freedom (the

number

thermodynamic

f = 2+ v(r=2+r-v.

1)-

1)

This formula
As

is the Gibbsphase rule.


consider there

an

illustration, phases,

coexisting

a one-component system. are two degrees of freedom;p and

Without

are

convenient
three

set. The system can

exist anywhere
and it is system.

in

the

p-T

plane.

Three phases
phases

coexist at
in

point,

impossible for

more than
possible

to coexist

a one-component

Thus, a

phase diagram is illustrated in The equationsthat determine

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

T, p, and n, the stable free energy (which

is n/\177 for
of side

a one-component

system).

the

two surfaces corresponds of the a-fi coexistence line.


picture,

This condition determineswhich to the stable phase on a particular


transition

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

\177-Scoexistence

line

in p-T

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

entropy associated with


(at/ar)

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 first-order transition is one in which, for example, v(T, p) is discontinuous. For a one-component system, a second-order transition can occur at only one point a critical point. In a two-component system, one can find lines of second-orderphase transitions, which are called critical lines. The p-T 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)

Av(r)=v(\370')(T,p) phases the

at

p),

at

a value

equilibrium.

This

of T and equation is

for

which as

known

a and /\177 are Clausius-Clapeyron

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)

'\177 Solution of Clausius-Clapeyron Fig. 2.6. An

equation

isotherm

in

the

p-v plane.

equation.

Notice

that the

right-hand side is ill-defined

at

a second-

order phase

transition.
the
\177-fi

Exercise2.10 Derive
that describes

analogous line

differential

equation

the

coexistence

in the/\177-Tplane.

Exercise 2.11 Use the Clausius-Clapeyron determine the slope of dp/dT for water-ice
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 p-v plane for a one-component 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 first-order 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 (\370')) =/\177(t\177)(T, v(i\177)), v)

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.

Does this mean

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.

Fig. 2.7a? Wouldn't 2.7b is correct.


is the

this behavior

violate

stability?

Exercise2.12 What

correct

answer to this

puzzle?

P
v(a )

-- m 7\177 __ \177 Av(p)

v(\177) \177\177\177 T(p)

Solution to ClausiusClapeyron equation

Fig. 2.8.

Isobar in

the

v-Tplane.

42

INTRODUCTION TO MODERN
We

STATISTICAL

MECHANICS

picture

can also look at the v-T plane. looks like that shown in Fig. 2.8. At

For
times

many

systems,

the

this

is very

informative. But sometimesit


as of

becomes

difficult

representation to use because

a monotonicfunction
Exercise
I arm.

v and T are not conjugate, and


T.

a result,

v(T, p)

is not necessarily
shown in

2.13'
the

Draw a
v-T

family

of

curves

like that

Fig. 2.8 for


The solution
and

plane

for water

and ice I near 1\370C and


above for

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

corresponding to pure phase tr


to pure
isotherm

with

a =

a (\177),

phase/5
appears

with

a =

a (t\177), and
to

something

a region corresponding in between. The a vs. v


that v (\177)

as

shown

in Fig.
a (m

tangent

line connects
note

a (\177)

at the
'

2.9. To prove volumes

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,)

a (a)( T, r), tangent

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

Helmholtz free energy per mole

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

the double tangent energy per mole


A '\177-

drawn two-phase

between region

v (\177)

in equilibrium, (\177) is the free


Hence

(v <\177 < v <


[a(\177 )

v<O\177).

two-phase region

= a(\177) +

U(tt) /j _--

a(\177)

U(\370t)

= where

a(OO (
a<\370O =

v(\177)-v
a(T,

a(\177)t \177

.....

v-v

(\177)

v\177\370O(T))

and
a \177 = a(T, are
v<O\177(T))

the

free

energies

per mole of the


each

two

pure

phases

when

they are

in equilibrium with
Exercise

other.

2.14 Draw
an

v -\177 for

isotherm

on which a

the analogousgraph phase transition

for

(A/V)
occurs.

vs.

/
/

PC/\177iitni\177 al

IEI

'\177Liquid

I\177

Solid

Dilute gas-solid equilibrium Fig. 2.11.

' '\177- Triple for

point

(l/v)

Phase diagram

a simple

material.

44

INTRODUCTION

TO

MODERN

STATISTICAL MECHANICS

Some approximate
that look
right

thermodynamic pictured v\177<

theories here

like the one


in the

in

Fig.

have free energies 2.10, which cannot be


that

because

region

v <

v2 stability is violated

is,

for

instability

v between v\177 and v2. One assumes is bridged by a phase transition

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

in equilibrium, there is a surface them. Let us now focus attention on


near

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

Liquid-gas

critical point

T<Tc
Spin

Coexistence curve
\177
Maxwell
Metastable

Construction
iv(gas)i-- I iv(liquid)i-- 1

--1

Fig. 2.12.

Coexistence curves and

spinedais.

Since

E is

extensive,

E = E(\177) +
where E (s) is depend upon
Then

(t\177) +

E (s),
surface

the energyof the interface. This the surface area, a. Let

energy

should

r
dE =

(OE/aCl)s,v,n

\177> O.

TdS -p dV + it
surface

dn

+ y

da.

The property y is called the

tension.

It is

intensive by virtue of
states

its

definition.

It

also

should

be positive.

If not, lower energy

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.\"

Since the interface exists when Gibbs phaserule tells us that y is

there

is two-phase

determined
homogeneous

where r is the number suffices. Clearly, E is first

of

components.
order

equilibria, the by r intensive variables For one component, T in S, V, n, and a.

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,

Hypothetical discontinuous Pd (z)

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

do this? Consider two


filled

sorts:

(i)

Make

containers
mixture

with

pure

vapor,

measurements of pure liquid, and a


periodic be

of

boundary

the two. (ii) Employ a conditions. The latter

containerwith
might

difficult
one

in
can

practice,
simulate

but could be with computers


a

feasible in the world (see Chapter 6).


that
up

Imagine

hypothetical

phase
right

would result
to

if

phase

\177

maintained

its

bulk

properties
dS

the

mathematical

dividing

surface. For

sucha phase dE(\370o= T


E(oo =

(\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,

hypothetical discontinuous density profile pictured


n (s)=

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

exists a choiceof za the Gibbs dividing

O. That
=0

particular

that there is called

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,

dE (s)= With this choice,


E
\275) =

T dS(s)
TS

y da.

\275) +

yrl,

so that
y =

(E (s)

TS(S))/a.
surface

energy

In other words, the per unit area.

surface tension is the


By

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

virtue of its definition, y also the restoring force that inhibits

plays the role the growth of

number,
our

however, can
surface

only

be

accomplished

To developthe
expression

energy

expressions

for a

for one species. mixture, we begin


is

for dE

(s) before the

Gibbs surface
Y\177 !&

employed.

That

is,

dE (s)= T dS(s)

y do

i--1

dn?

).

48

INTRODUCTION

TO

MODERN

STATISTICAL MECHANICS

Let component

choose

I be the
nt ')

solvent

and
with

the
this

rest the
choice

solutes, and let us


of Gibbs

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 +

ya +/12hi s). equation


- n[ \177) dtt2.

Hence, we
At

have

a Gibbs-Duhem-like

a dy
constant

= -S (\177)dT

T this yields

a dy = -n[s)
The

dll 2. Gibbs

solution to this equation is called the Rearranging the equation, we get


(n[S)/

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

in a bowl. Sprinkle pepper of soap to the surface in the


Touch
happened

of the
the

bowl.
again,

happened?
What

the
and

surface
why?

soap

and again.
formula

Consider the isotherm.]


[Hint:

for

the

Gibbs

adsorption

Before endingthis
qualitative

section

on

interfaces

and surface

tension, a few

remarks

liquids, the planar

perhaps an heavier phase interface

us consider two immiscible oil and water equilibrium.In a gravitational field, will fall to the bottom of the container, and
are in

order. First, let

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

between the two liquids. that one of the fluids forms

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 oil-water 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

level, fluctuations are almost is the subject that describes


topic

always

significant.

Statistical

the

nature

of these

fluctua-

tions, our next


simulations

in this

book.
of a small system by a at the results of those

In Chapter 6 we study the phase equilibrium numerical Monte Carlosimulation. A glance


provides

ample

evidence

of the
must

importance of
considered an

fluctua-

tions

at interfaces.

Their importance

be

carefully
Indeed,

in
the

any microscopic reader may now

formulation of interfacial wonder whether an interface

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,

Kr are the adiabatic and and C, and C\177, are

isothermal

compres-

the

constant
Prove

volume
that

and constant pressureheat capacities, respectively. for any stable system

Ks < KT.
*

group,

Surfactant molecules are arnphiphiles. That is, they possess and a hydrophobic (oil-like) tail.

a hydrophilic (charged

or polar) head

50

INTRODUCTION TO MODERN (a) It

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

same amount bands, but one


length.

heat

flows

into two identical

rubber

is held

Which

at constant tension and the other at has the largest increase in

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

is the net magnetization


of

of the

magnetic field. Which


determine

these

a stable

the

signs of

the isothermal and

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.

is, determine the sign of (&T/&H)s,v,n. Consider a one-component system when


are

phases,

cr and

\177,

in equilibrium.

Show

that \177-T

the plane

locus

equilibrium occurs in the

of points at which this is given by the solution to

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.

per moleof phase


Why
system zation

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

two-phase

is

the

mole

fraction

of

component 1.

2.23.It is
spring

found

that

when

stretched

breaks.

Before

certain length, a particular the spring breaks (i.e., at small lengths),


to a

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

mass of the spring, and x is breaking (i.e., at larger lengths)

its

= \253h(x - Xo) 2 + and

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

(a) Determine the


for

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.,

where L is the (c) Show that

total

length

of

the

spring.

fx.
temperature
change

(d) Find the force spring.

that

at

given

will

break

the

(e) Determine the

breaks.

discontinuous

in x

when the

spring

hypothetical

experimentalist
for

measures near a limited

equation of state

a that

substance over

the hypothetical the liquid-solid phase

transition. He finds
and

densities,

the

liquid

following
volume:

formula

for

temperatures characterizedby the the Helmholtz free energy per unit


range of
phase

can be

A(O/V

= \253a(T)p z,
\"liquid,\"

where the

superscript \"/\"
a(T)

denotes

p--n/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 Clausius-Clapeyron 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 T-p 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

liquid-gas coexistencecurve instability.

envelop

the region

of
it

2.26. When

particular

one-component

material
+ b/5/.t,

is

in

phase

rr,

obeys equation

of state
/5p

= a

where/5 =
it

1/T, and

and

b are

positive functions of/5. When

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

(McGraw-Hill, N.Y., 1960),


Beatte

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.,

(Addison-Wesley,

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

many-body
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

intractable. (Though motion of thousands 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 N-particle

STATISTICAL

MECHANICS

55

dynamics,

and assume
we \"measurement\" example,

that

probability

description of what

see

during
is

The word imagined,for


particle

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 many-body system, its energy, its momentum, would all fluctuate widely, and the precisebehavior

its

any

of

these properties

would change drastically

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 many-body 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 '-\17710-3x1\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-

energy of this of finding in

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 many-body system in a particular microscopicstate. Its

56

INTRODUCTION

TO MODERN

STATISTICALMECHANICS

characterization

would
suppose

require
system

example,
equation

the

an enormous was quantal

number of variables.For obeying SchrOdinger's

Here, as
operating

always,

2:rfi

is

Planck's

constant,
and

\177

is

the

Hamiltonian

on the

state vector I\177P),


of

state I\177P) at a particular order of N, the number


Consider,
for

To specify the time, we need a number of variables of the


t is

the time.

particles stationary

in the

system.

example,

solutions

and some simple and familiar quantum the hydrogenatom, or non-interacting 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.

is determined The analogous

by the time

SchrOdinger's

statement
(rl,

classical

systems

points in phase

space

(rN,
where

pN)

_=

r2,...,

r\177v; Pl,

\337 \337 \337 , P\177v),

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

responding to Newton's laws energy is the function U(rl, r2,


Now

the

total

equations corpotential

\337 \337 \337,r\177v).

think about this time evolution--the 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 space--though the dimensionality of the surface is still enormously
try

to

many-body

high.

STATISTICAL

MECHANICS

57

Fig.

3.1. Trajectory

in

state

space

with each box

representing

a different

state.

A basic concept in statistical enough, the systemwill eventually

mechanicsis
flow

that

if

we

wait

long

through
the is

(or arbitrarily
constraints the the

close

to) all the microscopic states consistentwith


imposed to control the
that

system.Supposethis
flowing

the

system
multitude

is constantly
3c

through

case, state

we have and imagine space as we

perform a

The observed value propertyG is

of independent ascertained from

measurements on these measurements

the system. for some

where
duration

Ga

is

the

value

during

is

very

short--so

measurement
microscopic

the system can be considered to state. Then we can partition the sum as
\177

the ath measurement whose short, in fact, that during

time

the

ath
one

be

in

only

Gobs =

[\177/number of state v is \\-I \177observed in times the 3c observations) J Gv'

where Gv
for v.

(vl
The

G Iv)
term

is the

expectationvalue
after

is in state v.
finding Remember,
We

in square

for G when the system brackets is the probability or weight

the system during we believe that


give

the course of the


a long

enough time,
of

measurements in state all states are


time

visited.

the

probability

or fraction

spent

in state

the symbol P\177 and

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

average, (G), arisesfrom performedover a longtime, and

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 many-body 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

3.2 Give some examples of non-ergodic systems that do not sample


a very

systems.

all possible

states even after

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 many-body 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 time--a relaxation time, rre\177a\177---the 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

the measurement vations.

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

In practice, we often systems that are performed

measurements

on

macroscopic

to an ensembleaverage.

3.2

Microcanonical

Ensemble

and

the

Rational

Foundation

of
a

Thermodynamics The basic idea of


measurement,
statistical

mechanics

is, therefore,
actually

that

during

does
from

in

fact

occur,

every microscopic state or fluctuation and observed properties are

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 many-body systems:
all the
For

an isolated

system

with

fixed

total

energy

E, and

size (perhaps specified


particles likely

by

the

volume

V and

fixed numbers of

Nx, N2,... at thermodynamic

) all microscopic equilibrium.

states are equally


state

In other

words, the macroscopic equilibrium

corresponds

to the states

most random situation--the 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

supporting state of a drop of


ink

macroscopic system(e.g., the


of water).

behavior

in

60

INTRODUCTION

TO

MODERN

STATISTICAL MECHANICS

To examine the implications of this


define
\177(N,

reasonableassumption,
N

let

us

V,

E)

= number

of microscopic states with

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 one-component 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 non-zero, 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

number of states with energy E and E + dE, is calledthe density


we of

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:

will need the

to use the

Dirac delta function.]


of

According

to

statistical

macroscopic

state

v for

assumption, the probability an equilibrium system is


P,,

1/Q(N,

V, E)

for all
example

states in
those

the

ensemble.
E\177

For
d= E,

states outside
zero.

the ensemble, for


ensemble, which is

for which

P\177 is

This

STATISTICAL

MECHANICS

61

to a system with fixed number--the assemblyof all microstates called a microcanonical ensemble.
appropriate
We

energy,
with

volume,
these

and particle
constraints--is

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

Boltzmann's with experiment

constant
that

it

has

ks =
Notice

1.380x 10 -16 erg/deg.)


extensive sinceif
subsystems,
the

that

S defined

in this way is
two

total

system

were
number

composed of
of states definition

independent

and
number

B,

with

C2A and is, SA+S is also


of

be

[-\177A\177\"\177 B. That

The

C2sseparately, then the total = ks In consistent with the variational


To see
why, into

would

statements
dividing subsystems

of
the and

the second law


system with constraining
V(2);

thermodynamics. total

imagine two

fixed

N,

V, and
of

the partitioning
\370),

and

E (2), respectively.
states,

of all the allowed


partitioning,

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,

C2(N, V, E; internal V, E). As a result,

constraint) is less than internal constraint).

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

Before accepting this

fact

as

an

obvious

one, however,
non-interacting

consider
spins

the

following

puzzle:

Suppose

a system

of N

in

a magnetic

field H

has the energy


N

- Z

j---1

62
In the ground
f\177--

INTRODUCTION

TO

MODERN

STATISTICAL MECHANICS

state, all the


excited

spins

are

lined

up

with the

field, and
next

1. In

first

excitation
looks

fine

has two until we


at
which

Q --N. The spins flipped and f\177--N(N1)/2. Everything


state,

one spin
the

is flipped and

realize
some
implies

that

degeneracy
N,

of the becomes

state is 1. Thus, function of E, be?

point, f\177(E, a negative

V)

temperature.

most excited a decreasing How could this

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

equilibria, Maxwell single fundamental law

relations, etc.) are all


of

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

energy---eigenfunctions

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,

***

Fig. 3.2. Assembly of

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)

- E,,(dIn Q/dE) +....


than

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

function of E than the S = kB !n Q suggests that

former.
In Q

relatively
(which
thermal

well behaved.
those

By retaining
is valid
reservoir),

terms

exhibited
(\177 In

explicitly

in

the

expansion
an

because the bath is considered to


and noting
p\177 oc

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)=

\177'\177 e -t\177r'. 'v

The

function

Q(IS, N,

variables.
As

depends

upon N
instructive

and

V) is calledthe canonical partition function. through the dependence of the Ev's on


of its use,

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

fact, we will For the next

show

that

-/5 -x In Q
let

is the Helmholtz
this fact
=

energy.

few pages, however,


that

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

The energiesE\177 refer


for

eigenvalues

of Schr6dinger's equation
if therefore, independent fact

the

system

of interest.

In general,

these energies are difficult,


that is

not

impossible,

to obtain.

It is significant,

ensemble calculation can be carriedout solutions to Schr6dinger's equation. This follows:

a canonical of the exact

understood

as

Q = \177
\276

e -oe\177 = \177 (vl

-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

propertyof traces independent of the representationof a matrix. (Proof:


It is

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 (\177e-t\177/Tr(e-t\177.
When

calculating

properties

like the
that

internal energy from


so obtained

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

we have noted degeneracy of the /th


between
continuum

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

is the density of states. the canonical partition function


An

In other
is

words,

for

large

the

Laplace

transform

of

the microcanonical \177(E).


Laplace functions

important

theorem

of mathematics

is

transforms contain the

Due to this identical information.


are unique.
the

uniqueness,the two
ensemble
equivalency

Nevertheless, energy fluctuates in energy is fixed in the microcanonical


difference

canonical

ensemble.

while This inherent


of

between

the

two

does not

contradict the

ensembles,

however, compute

because

the relative

size of
in

the

fluctuations

becomes
let

us

vanishingly small in the limit of large the averaged square fluctuation

systems.

To see
the

why,

canonical

ensemble:

((6E?)

= ((E- (E))

= (E2)- (E)
2

=
=

Q-\177(O2Q/

2 )~,v\177/\177

Q-2(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

a remarkableresultin its spontaneousfluctuations, ((6E)2),


which is
change

right to

the

since it relates the size of rate at which energy will


and

due

to

alterations

in the
will

temperature. (The result forethe

shadowsthe topics of linear responsetheory


dissipation
relative

fluctuation-

theorem,
value
is

present context,we
r.m.s.
it

which we
use

discuss

in

Chapter

the

fluctuation

formula
of

8.) In the to estimate the

of the

fluctuations. Since the heat capacity

is

{E) is alsoof dispersionto the averagevalue is of


system). Furthermore
(E)

extensive,

of order

N (where

N is the number
order

particles

in the

N.

Hence
that

the ratio
is,

of the

order

N-m;

(E)

For a
thus

large system(Nthe average

10

23)

this

is a

very small

number and we may

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 -10-11.) 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

inverting the can-

onical internal

provided

the system
probability

is large.

Exercise3.8

Note

that equilibrated \177(E)e-t

the

closed thermally E is P(E) or In fl(E) and -fie


that
most

\177s=

for observing a system with a given energy exp [ln fl(E) - fiE]. Both

are

P(E)
probable

is a very
value

order of N, which suggests narrow distribution centered on the


of the
of

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 10-6(E).

3.4
N

Simple

Example

To illustrate
distinguishable

the theory we have


independent

been

describing,

particles

each

consider a system of which can exist

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,

\337 \337 \337 ,

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

the zero of properties of this

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,

[2(E,N) = N!/(N- m)!m!,


where

= E/e.
by

The entropy

and temperatureare given


S/k\177 =

In f2(E,

N)

and

/5= 1/kBT=(a ln
= e-l(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

will depend upon m factorials is Stirling's


exact

a continuous

becomes

in the limit

approximation: of large M. With 3


3m

be large enough that way. The continuum In M! = M In M - M,


that

approximation

NI

3m In (N -

m)!m! ---

[(N

- m)

In

(N

- m)

-(N-m)

+ m lnm-m]

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,

model system with thermodynamics is

the

-flA = In
Use

= In

\177'\177 e -\177trv. \276

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,

I-I
i=1

\177

e-l\177enj

= (1 As

e-tt\177)

N.

a result
-/\177A

= N

In (1

e-\177).

The

internal

energy

is

= ( \177-flA
(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

the result is the same as that the microcanonical ensemble.

for

large

STATISTICAL

MECHANICS

69

Reservoir

or bath

System Nu,Eu

Fig. 3.4.

System immersed

in a

bath.

3.5 Generalized
Let

Ensembles and the

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,

if X=N, N2, ...,


Chapters

then
then

\177=-/\177/\177. \177would

Or

if

was the
to the

set of

correspond The

conjugate

-/\177/\1772, \337 \337 \337, \234of

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=

exp(-/Evthis result. given

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

s--k.\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,,

= E-x

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

the thermodynamic pressure.Note that


E =

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

the same (N) = nNo,


(N)

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

= ((6x)2). and the left-hand a thermodynamic


side free

The

right-hand

determines

the

side is manifestly positive, curvature or convexity of

energy.

72

INTRODUCTION TO

MODERN

STATISTICAL

MECHANICS

\177

--

Region

of

interest

with m

__\177

cells

\177/\177Cell

Huge total
number

system with fixed of particles, NTOTA L

Fill.

3.$.

Partitioning

into cells.

3.6 Fluctuations
In

Involving

Uncorrelated illustrate governs

Particles

this section

we

will

how the we

the

microscopic fluctuations of a system.In the


fluctuations

macroscopic consider

illustration,

nature of spontaneous observable behavior concentration or density


that

in

a system

of uncorrelated

particles, and we show


from

the

ideal
we

gas law (i.e.,


will

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

In terms of these numbers, the particles in the region of interestis


m

total

number

of

\177

i---1

ni,

STATISTICAL MECHANICS

73
in

and the mean square fluctuation


(((5N)2> =
=
m

this

number

is

(IN- (/)]2) = (/2>_ (/>2


y.
i,j----1

[(.,.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)

(see Exercise 3.17), and


( rt i )

<< 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

the assumption the average,

each cell is of the each cell behaves

every

other

cell.
m

The insertion of

(b) into (a) yields


(({5N)2>

= Z

[(n, 2' )

- (rti)2] ,

and the

applicationof (d) gives


((t\177N) 2)

= re(n1)(1

--

Finally, from (c)

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),

or dividing by V and taking

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

(alp/ap)t, = p(alh,lap)t,= equality is a general thermodynamic


have

and

the

applies what we Integration yields


second

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, pV--nRT, 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

that the assumption of uncorrelated for a one-component system

and

\1776p/p

l.

left

Generalizations to for Exercises.

multicomponent

systems are

straightforward

and

3.7 Alternative
Functions

Development of

Equilibrium

Distribution

The

approach

we have followed thus

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

principle of equal weights. In the next


alternative development.
Extensivity

pages

we

follow

this

of

Entropy
is our

Since
it

satisfies

the Gibbs entropy formula the additivity property

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

states of the subsystems A subsystems are uncoupled,

and

B,

Thus

-ka

\177] P.4(\276.4) \177t A

\177 P\177(\276\177)In \177t B

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

thermodynamic property S\177s


3.13 Show that if

= S\177 + SB.

one assumes the

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

For an isolated system,


and

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,

the microcanonical ensemble: the


V fixed.

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

states at equilibrium We use this principle


the

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, +

where Ej = E = constant, (c) are all the same.


we

and

N\177=

Using the Lagrangemultiplier


\1775(S

seek

P\177for

which

71)

= O,

or, inserting Eq.

(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

equal zero. Thus


- ka
k\177--

In The constant

P\177 -

constant.
the

can be determinedfrom
l=EPj=Eec\370nstant\177 J

normalization

condition

\177.

\177=

1 .

STATISTICAL MECHANICS

77

Thus the number of states with


In summary,
energy

E.

for the microcanonical ensemble

1
\177=\177,

for

\177

= \177

and the entropy

is

=0,

for Ej\177E

1
= ks
\177. \177

S=+ka
The

In Q.

\177. \177lnQ=kalnQ

Canonical

Ensemble

This

ensemble is appropriate to bath. N, V, and T are fixed, but

a closed system
the

in

a temperature

energy

is not.

Thermodynamic

equilibrium now gives

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
I-ks

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
]

thermodynamic identity = temperature.

6 (E) With

6S

V,N

= T

Eq.

(a) we

find

and from the

Gibbs entropy
(6S)v,N=-k\177

formula

and

(d) we

find

\177 6P\177

[ a\177Ei-k\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

entropy formula gives

(E)+kuT-yT T
Thus

yT

= A

+ kuT,

where
A

(E)

- TS

= Helmholtz free energy.


has

In

summary,

the

canonical

ensemble

Pj =
where

e-t\177I\177rJ-Al,

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

system. For example,

a 8V -QI-]T,N

[a(-t3A)]

8V

]T,N :

t3p,

STATISTICAL

MECHANICS

79

where

p is

the pressure, and


[aQ1

\370(-/5'4)!
energy.

= -<E),

where {E) is the internal


Similar
general,

analysis
therefore,

can be applied to the principle of equal


variational

other ensembles,too. In
weights is equivalent
statement to

the

Gibbs

entropy

formula and the

of

the

second

law of

thermodynamics.

Additional Exercises

3.14.

By

applying

Gibbs

condition

entropy

formula

and the equilibrium

(6S)<\177r>,v,<\177v>

= O,

derive the probability distribution for the ensemble--the 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

of the system (including


exp
(/\177pV).

number

of particles)

and
\177, --

3.15. For
where

an

open

multicomponent

system, show that

6N\177--Ni-

(N i)
that

is the
type

fluctuation type

from i,

the

the number of

particles of
a

and

/& is

average of the chemical

potential

for

of

(6N\177ON\177ON\177.)

to

one-componentsystem uate ((fiE)2) and relate


heat

thermodynamic in the grand


this

particle. Similarly, relate derivative. Finally, for a canonical ensemble, evalquantity to the constant volume

capacity

and

the compressibility.

The former determines


in the
and

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

ideal gas in an openthermally

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(X-Xo),

where

Xo

is

a point

between

a and
y4:0

b,

and

6(x-

Xo) is

the

Dirac delta function,


60')
and

=0,

ff \234 dy Oo' )=
Note
normalized

l.
is a
width

that at x
two

according
distribution

to
of

this
zero

definition, 6(X-Xo) (or infinitesimal)


x and
that

located

-Xo.
random

(b) Consider
probability

variables

with

the

joint

distribution

p(x, y). Prove


) =
gO'),

(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 non-interacting 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 =

4-1,
direction

where

nd\177

is the

magnetic

moment
energy

in

the

of the

field.

(a) Determinethe internal

of this

system as

function

STATISTICAL

MECHANICS

81

of fi,
these

H,

and N variables.

by employing

an ensemblecharacterized by
function

the entropy (b) Determine H, and N.

of this systemas a

of

fi,

(c) Determine the behavior of the system as T--\177 0.


For

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),

and compare your

result with

the

susceptibility

(c)

Derive the T--\1770.


the

behavior of (M)
studied
in

and

((6M)

2)

in

the

limit

3.20.

Consider

system

Exercises

3.18

and 3.19. fill,

Use an

function of the in the limit of


equivalent

ensemble in which the total determine the magnetic field


natural

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 two-state 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)

Fig. 3.8. Two-state model

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 )

(our choice for


zero

the

of energy),

(AI
The dipole

\1770

lB)

=-a.
for

moment of one of the compounds


!\177=

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

The solvent crystal


through
for

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,

and the energylevels


(b)

+A.

Compute

the canonical
weighted the

partition
sum

function \177=

for

the

system

of

mixed valence

compoundswhen
with trace
matrix

the

Boltzmann performing

(ii)

performing energy eigenvalues, and of e -o\177e\370employing the


0,

by (i)

configurational

states

]A) and

lB). The latter states

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:P-0, 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:P-O,

the propertiesof
{Iml)

Pauli

spin does

matrices.) (m)

(e) When

compute

and

{m).
Why

Compare its value


increase

what increasing

is found g?

when

g = O.

(a)

Consider
Weals

a region
equation

within

fluid the

described 2, region system,

\177p=p/(1-bp)-\177ap
of

by the van der where p=

{N}/V. The volume spontaneousfluctuations

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 L 3. Due to the the instantaneous can differ from its


of
\177,

is,

evaluate

((6p)2)m/p.

these Demonstrate
of

when (i.e., oo) the

one the

considers

observations

of a

macroscopic

size of the region becomes relative fluctuations become negligible.

macroscopic,

(b)

fluid

is at

its \"critical
(aCp / ap)\275

point\"

when

(2\275p / density

= 0.
and
a and of size

Determine the the fluid obeying


compute/\177c (c)

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 molecule--that 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

eyes has wavelengths


in density
those

of

order

of 1000 \177.

Fluctuations

cause changes
produce of fluid

in the
across visually of

index of refraction, and


of light. Therefore,
significant
observe
if

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

small moleculeis around


Consider a solution concentrations. The

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

from every other solute molecule. SeeSec.

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

(McGraw-Hill, N.Y.,1965).

of

Statistical

and

Thermal Physics

STATISTICAL

MECHANICS

85

The following

are

somewhat

more Mechanics

advanced (World

S. K. Ma, Statistical
1985).

than this text: Scientific, Philadelphia, Statistical

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

Non-Interacting

(Ideal)

Systems

In

this

chapter

we consider

the simplest systemstreated by


with

statistical
quasi-

mechanics.
particles)

These that do
principles

are systems not interact


of

composed of particles (or


each

other;

these

models
computation

are

called ideal gases.


The

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

These sums or partition

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

NON-INTERACTING

(IDEAL)

SYSTEMS

87

having

precisely

N particles

is
-/\177N\177)] =

PNOC

'\177'.(\177)exp 'v

[-/\177(E\177

eO\"~ Y\177 exp


'VN

(-/\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

absence of constraints, fluctuations these formulas show that the likelihood


energetics

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 non-interacting of models consideredin this chapter.
To
energy

to a number of fluctuations. The simplest of that become exact when the degrees of freedom--the class
the

reader

understand
Ev
v

breaks

label

depends

independent

these indices rn and of each other. Then the canonicalpartition function,


Q =\177e
-t\177r\177

how the factorization into two parts: E\177 = upon n and m, and

method works, supposethe


E(n \177) + E(m 2),

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),

where the secondequality


weighted

introduces

QO)

and Q(2)

as the
E(n \177)

Boltzmann

sums

associated

with

the

energies

and the

E(m 2), sense

respectively.

Notice that these

energies are uncorrelated in

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

= Generalization to the casewhere freedomis not di\177cult, and one


Q =
If each of these fu\177her reduces there

are

N uncorrelated

finds
Q(\177.

QO)Q(2)...

degrees of
to

freedomis of the same type,


Q=

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

the Nth power

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 one-pa\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 N-particle state o\177urs NI times, corresponding to the number of ways of assigning the N distinct one-particle 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.

In other cases, the


actual finds

approximation

when the

particles

in the

one

that

it

is
that

possible
depend

variables--variables

not uncorrelated.Here, to identify uncorrelated collective upon the coordinates or states of a


system are

NON-INTERACTING

(IDEAL)

SYSTEMS

89

State
Fig. 4.1.

State states

State 3

State

The four

of a three-particle

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 non-interacting 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.

in analyzing any The state of a quantum

model involves the


system

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 N-particle the particles are non-interacting (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 indistinguishable--as 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.

by the is the vth system. If

For example,
can

consider

three

circles) which
All

exist

in one

particles (denoted in Fig. 4.1 by of two single particlestates, c\177and/\177.

the possible states for this three-particlesystem 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

For Fermi particles,

the product is antisymmetric;

for Bose particles

the product is symmetric.

90

INTRODUCTION TO MODERN in terms

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 =

single particle state.Then,


energy

in the vth

state.

or

Particles with half-integer spin obey an exclusion principle*' nj = 0 1, only. Such particles are called fermiohs and the statistics associated with nj = 0 or 1 is calledFermi-Dirac statistics. Particles with integer spin obey Bose-Einstein 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.

an electromagnetic We want to describe


quantum

the

thermodynamics

of

this

system.
found
having

From
that
the

the

theory

of

the
written

the Hamiltonian can be form of a Hamiltonian


The

for a harmonic oscillator of some


harmonic oscillator

electromagnetic field, it is as a sum of terms, each

frequency.

energy

of a
energy

energy

omitted),
is

where n =
by the

concept of photons with

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

obey Bose-Einstein function is thus


=

statistics:n = 0, 1,2,....
Z

The

cano-

e-/\177'4

Q =

Z
v

e-t\177E'

e--16(nlel+n2e2+'\"+njej+'\" )'

nl,n2,...,nj,...

=0

where
and

we have
denoted

hwi by

used the occupationnumber representation ei. Since the exponentialfactors into


N-particle

of independ-

E\276,

The

requirement
principle.

that the

wavefunction

be an

antisymmetric

product

implies the

exclusion

NON-INTERACTING

(IDEAL)

SYSTEMS

91

ent portions,

we have

Q = I-I
j

e-13nj\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

nje-13(n\177+\"'+nj\177j

+'\

(nj) =

E e -t\177e\177

_.. nl,n2

....
Q

Z hi,n2,...
c?lnQ

e-15(n\177e\177+'\"+njej+'\]/Q

Returning

to our

formula for

Q we thus
In

have

(n\177)

+ a(-flei)

(1

- e -t\177)

= e-t%/[1

- e-t%]
=[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

the formula for (nj) to show of a photon gas is oT4, where


[Hint: for

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 three-dimensional between w and w + dw. ]

92

INTRODUCTION

TO

MODERN

STATISTICAL MECHANICS a Cold

4.3 Phonon Solid As another

Gas or Fluctuationsof Atomic example,consider the


cold positions. phonon

Positions

in

gas\177the

a low temperaturesolid.Fora
be

enough

lattice,

normal modes of the atoms remain

closeto their equilibrium of such a system can

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

approximation to truncate this yielding the harmonic approximation


N

expansionat

quadratic

(Potential

Energy)\177

Uo +
X

\253 \177.

\177

(s,,\177

(o)

i,j=l
($jy

a,y=x,y,z

--

\177 (.0)\1771\177'. \337

where
s!\370\177 ) is

si\177

is

the

value

of the

a:th Cartesiancoordinate for


kio4v

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

the corresponding U0 is the zero point

equilibrium value, energy (the minimum

is

a (force)

constant, the potential it does not

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

tangled together through

(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

one-dimensional 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

NON-INTERACTING

(IDEAL)

SYSTEMS

93

that the

Hamiltonian can be expressed as


DN

where
\177,\177 =

harmonic
with

oscillator

Hamiltonian
frequency
w\177.

a fundamental

Once frequency

again,

recall
\177ois

that the

eigen energyof a harmonicoscillatorwith


n =

(\253+

n)fi\177o,

0, 1,

2, ....
denote

Thus,

we

introduce

the

number

of phonons in

notion of a phonon. Let n,\177 the phonon state with energy/iw\177.


DN

the

Then

the
form

energy of

a state of the latticetakes on the occupationnumber


E,, =
\177

no, fi\177oo, + Eo,

where DN

Eo =

+
U0 as

For convenience, let us canonicalpartition function

take

the zero

of energy.Then the

for

the lattice

becomes
\177

Q(fi, N, V)= hi,n2,... \177


Since the

=0
into

exp[-/5

(12

exponential factors

product

of independent

terms,

this expression gives

Q = I-[
The

exp

-/5(\253 + n)fio\177

sum over n

is performed using the


DN

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

The sum over phononstatescan be partitioned


g(w)

introducing
frequency

dw =

the number of phonon states with between w and w + dw.

94

INTRODUCTION

TO MODERN

STATISTICAL MECHANICS

Then

do

g(w)

ln[exp(/Shw/2)

exp(-/5\177co/2)].

This for

formula harmonic

is the starting lattices.

point for the analysis of

thermodynamics

4.4 Assume appreciably populated


Exercise

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

the low frequency modes of a


waves

lattice are simple


g(co) =

so that
D-'

(ND2/COoD)CO

co <

coo,

= O,
is a

co >

coO,
determine solid.

good approximation, and


harmonic

ture behavior of a

(This

the low temperapicture of a lattice


coo,

is calledthe
is

Debye

model,

and the

cut-off frequency,

called

the Debye

frequency.)

4.4 Ideal Gases of Real


Boson$

Particles

Consider

a system

of N particlesthat
of the

obeys

Bose-Einstein

statistics

and does

not interact. One way

evaluating canonical

the

Unlike the photon or phonon gases massless quasi-particles, 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

of such a system is function, Q = E v exp


are

to
of

evaluate

ensemble

thermodynamics partition

composed

NON-INTERACTING

(IDEAL)

SYSTEMS

95

to those

states

in

which

the

total

number

of particles is fixed
Z njej].

at

N:

Q=

nl,n I

\177 2 .... ,nj,... I

exp
I

[--fi

such that
J

Here

(as

always),

ej denotes

the energy of the jth


summation

single

particle

state.

The

restriction

on the

in

the

equation

produces

combinatorial problem which

is not simple. By doing ensemble,however, the In the grand canonicalensemble the


\2751\276v = \177=

precise solution statistical mechanics in the grand canonical restricted sum does not appear.
can

be

solved;

but the

partition

function

is

e--B(Ev--l\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
I-I

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

Bose gas we obtain


1

(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_.,

nl,n2 ..... n/ .....


that

0 fermions,
particles,

we have noted the case for non-interacting

for

nj =
the

0 or

1 only.

As

is always

exponential

in the

sum-

mand factors and we obtain


\177=

= YI

or
\1776pV

= In

E =

\177

In [1

et\177(o-eJ)].

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

called the Fermi Distribution.

In summary:
(n\177)\177.\177,.=

B.E.

Information

about correlations
the

between

different

particles

can

be

described

with

averages

a system of (ni) is the


Similarly

identical
probability

(nin i \337 \337 .). fermions. Here,


that

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

state i and a particleis in statej

probability

a particle

is in

NON-INTERACTING

(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

n i as a sum of \"occupation variables\" for the many particle fermion system.]


Exercise determine

in

4.7

For gij as a

gas of functional of {ni}.


an ideal

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 density of a many


energetics

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

the energyof the ]th singleparticlestate:

ej=
with

(fi2k2/2m),

rn denoting

electron

mass, and the


\177n\177)Jr/L,

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

de p(e) is the number


between

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

where we have noted that of wavevectors is a continuum

for

large
so

volumes

V,

the

spectrum

and the last


integrating

equality

simply

an integration introduces a compact

is appropriate, notation for

over

all k-space.

Exercise
that over

4.8* Use the


errors
integrals

the
n,\177 as

incurred

Euler-Maclaurin seriesto prove by regarding the discrete sums


for large
V.

are negligible

To

proceed,

consider

the form

of the Fermi function.

At

T =

0,

F(e) =

1,

e<
e >

t\177o,

= O,

Po,
at

where/\1770 it

is

the

chemical

is

often

called

potential of the Fermi energy.


\177o =

the ideal electron gas

T =
PF,

0;
is

The Fermi momentum,

defined

by
P2\177/2m =
fi2k2\177/2m'

NON-INTERACTING

(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

a massdensity of 9 g/cm 3. By assuming each to the conducting electron gas, we obtain


/zo/k8 \177 80,
000\370K,

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

here are correct.


Figure

4.2

provides

a sketch
\177o/kB

of the Fermi
room

function

for

tempera-

tures

much lower than

(e.g.,

temperature).

Its derivative thermodynamic

is a delta-likefunction, as illustrated We can exploit this behavior properties. For example,


J

in Fig.
when

4.3.

computing

= 2

de p(e)F(e)e

=
where

deO(e)(dF/de),
term

in

is zero)

the last equality, and introduced

we integrated by parts (the boundary

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.

Since dF/de is highly can profitably expand


(E)

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)

+ (kBT)2(another constant)+ O(Tn).


this

Exercise 4.10

Verify

result.

[Hint:

Introduce
and

the
the
t\177

transformation of variables x =/\177(et\177) and/\177o are close at small T.]

note

Thus, we predict that for temperaturesthe heat capacity


This

conducting
is linear
C.o\177

material
in the

at low enough temperature; that is,

been verified by many experiments. commented on our neglectof electron-electron interactions. We have also neglected interactions between the lattice atoms and the electrons.That is, we have neglected electron-phonon interactions. It turns out that these subtle interactions are responsible
We

prediction has have already

for

the

phenomenon

of superconductivity.

4.6 Classical
We
quantum

Ideal Gases, the Classical Limit


what happens to the statistical behavior gases as we approach high temperatures.

now

consider
mechanical

of ideal
This

is

the classical limit. The number of average number of particles is given


(N)=\177

particlesis given
by
\177 [et\177(\177J-\177') +

by

N =

\177i ni.

The

(ni)

--

11 -x,

NON-INTERACTING

(IDEAL)

SYSTEMS

101

where

in the
thermodynamic

last equality, the


Bose-Einstein density.

upper sign
When

is for

and lower for

statistics.

The the
more

the

small)

and the
for

density is low, many


there

Fermi-Dirac statistics average density (N)/V is temperature is high (/5 is single particle states are

accessible than

impliesthat

the

particles. Thus considered case, each


are

the relation

(nj)

must

be

small;

that

is,

(nj) << 1. This conditioncombinedwith Einstein distributions implies

the

Fermi-Dirac

and Bose-

e
Note
limit

o(\177i-\")

\177

1.

(a)

that if this equation


limiting

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.

The chemical potential,/\177,


(nj>

determined

by the

(N> = Z
or
J

Y. J

e-t\177(\177J-\177')=

t\177'\177'\177 e -t%,

(/v)
\177 e-OeJ

(c)

Thus,

combining

(b) and

(c), we find
e-/%

which

is the

note

that

familiar form of the classicalBoltzmann since (n i) is the average number of

factor.

Indeed,

particles

in the jth

single particle

state, we have
N

probability
in oc

of finding
particle

a particle

single

state j

e-O\177.

Now,

let's

evaluate

the canonical partition


function

function

in the

classical

canonicalpartition free energy by


limit. The
-flA

is

related

to the

Helmholtz

=ln

Q,

102

INTRODUCTION

TO

MODERN

STATISTICAL MECHANICS

while the grand

canonicalpartition
I\177pV

is

related

to

I\177pV

by

=lnE.

Recall
(E)

+pV-

that A = (E) TS. Using

TS,

and

the

Gibbs

free energy

is G =/\177(N)

these relations,we obtain


V, T)=-I\177!\177(N)+lnE.
functions

In Q((N),

Inserting the grand


into

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)

Using the inequality = x + \337 \337 \337, the above


In

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

(c) into this

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

{N} by N. Next, we use Stiding'sap- N (which is exact in the thermodynamic 1

limit)

to obtain

Q '- \177.i
in

the

classical
in the

limit. The
indistinguishable.

factor of (N!)-\177 reflects


It

the

fact

that the
quantum

particles are
statistics

is

the

only remnant

classical limit.
for

of

This formula

be

derived

by

an

the partition function alternative route that


of

of the
does

classical idealgascan
not

make

use of

our

previous analysis consider an assembly ticles. (In quantum


indistinguishability

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-

NON-INTERACTING

(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.

4.7 Thermodynamics of an Ideal Gasof Structureless Classical


Particles

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 center-of-mass 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,

%,

three-dimensional 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,

exp ny,n z \177 1

(-/\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 non-interacting quantal fermions or bosons obey the equation of state pV = nRT? Theanswer is no. Indeed, see Exercises 4.18-4.20. 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 Bose-Einstein and Fermi-Dirac

correlations.

may

statistics,

the

NON-INTERACTING

(IDEAL)

SYSTEMS

105

interparticle
nontrivial.

correlations
These

correlations

among indistinguishable particles remain vanish, however, in the classicallimit.

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, [).
center-of-mass

electronic
translation

state

The
nuclear

structure

center-of-mass 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

-t\177\370\370 \177 .,'V

exp

[-/5(e,\177

- eoo)].
large

many

atoms,

internal

excitation energies are very

compared to the

to ksT. (For example, 1eV For this situation, the only terms

corresponds to ksT
contributing \177oo.

when

T \177-10,000\370K.)

significantly Hence

sum

are those

with

the

same

energy

as

qi,t(T)

\177 e -t\177\370\370 x (degeneracy

of ground

level)

= e-t\177OOg\177,\177,C)g\177 \275\177ec)
where

g[nUc)

and

g[\275\177\275\177) are

the states,

nuclear states and


only

electronic

ground level respectively.


in

degeneracies of the If we assume that


the

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

e\177\370/94- \337 \337 \337 4-

gne

o\177\370/n2 4- \337 \337 \337,

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

species. The and rotational

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

Born-Oppenheimer

approximation.

To treat these motions, we use the In this approximation, one imequation

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 Hellman-Feynman theorem). The potential is called a Born-Oppenheimersurface. 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

NON-INTERACTING

(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 Born-Oppenheimer 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 Born-Oppenheimer 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

In the Born-Oppenheimerapproximation, diatomic molecule is

of a

electronic
nuclear

coordinates]

coordinates

\177P(r,

R )

= dPn(r; R )Znv(R

).

electronic

w.f.

parameterized

by R

n produces a different nuclear wavefunction,

effective different

potential R each for each nfor since


is:

With this form, (I)n(r , R) from

the prescription described above

(1)

Calculate

\177-\177p.e.

for

electrons]
R)

electron-nuclei

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

(2) Determine X,\177,,(R)

I effective

potential
).

for nuclei]

[K(R) + E,,(R)]z,,.,,(R)= E,,,,Z,,,,(R


lk.e.

for nuclei

108

INTRODUCTION

TO

MODERN

STATISTICAL

MECHANICS

E.(R)

Trouble with

Born-Oppenheimer

approximation

Excited state E2(R)


Excited

state E\177 (R)

Ground state E0 (R)

I R(0eq)

Fig.

4.4.

Hypothetical

Born-Oppenheimer

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).

some electron averaged

Born-Oppenheimer

With the

Born-Oppenheimer approximation we write


=
\177 (n, n\177it

qi.t(T)

vl exp

[-fl\177int]

In,

v)

= \177 { (Xo\177l exp

[-p\177e?d(R)]

IXo,,

where
for

\177JLe?\177)(R)

is

the

the

nuclear state;

effective coordinates,

(electronically averaged) Hamiltonian R, when the molecule is the nth

electronic

that

is, \177a)(R)= K(R)+

E,,(R). If
- eo)].

we

neglect

all

but the

ground electronic
qint(T)

state,
-t\177o y\177 exp

\177goe

[-/5(Eo\177

Further, let us assumethat nuclei are uncoupled. This


mismatch

vibrational is

often

a good

in

time

rotations).

Hence,

scales (vibrations we shall model the

motions of the approximation due to a are usually more rapid than


and

rotational

nuclearmotions

in

the

effective

NON-INTERACTING

(IDEAL)

SYSTEMS

109

potential

Eo(R) as
Eov

harmonic oscillating rigid rotor motions. Then


(\253+ I

- eo--

v),O

+ J(2
i

vibrational

energy,

energy,
\177 (2\177

degeneracy

nondegenerate

+ \177) rotational

v=0,

1,

2,...,

fundamental sociated with


Io

and J=0, 1,2, .... frequency and moment


the

Here,

COo

and

Io

are

of

inertia,

respectively,

the as-

ground

state

Born-Oppenheimer

potential. That

is,

= \177o(R(\275q)) 2 and

where
At

# =

[(1/m,4)+ (1/mB)] -\177 is


it

this point,
that

looks

as if

the two we should just sum over J and


the

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,

nics (Sec. 6.5)or Hill's Introduction


(Sec. 22.8).

leads to a division by a symmetry overcounting of states when one does the configurations 1--2 and 2--1. 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)
\177goe-O\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

Euler-Maclaurin Thus

series

provided
kB

the spacing
condition

betweenrotational
usually met
qrot(T)

compared

to

T.

(except for
=

hydrogen).

dJ(2J +

1)exp [-J(J + 1)fifi\177-/2Io]

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.

Exercise 4.14' Use the


that

Euler-Maclaurin

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

\177-NInN + a2N

+ N

+ NIn

In

(2\177Mk\177r/h

2)

+ N

In qi,,t(T).

with
qint(r)=goe-tSe\370(2IA

1)(2I\177 +
(/\177fiWo/2)

x (T/0rot)[exp

- exp

(-/\177fiWo/2)]-L

NON-INTERACTING

(IDEAL)

SYSTEMS

111

These equations perties of molecular

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

We can write this

expression more compactly as


4

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

X4= B. The on changes in molenumbers:


X2 =

D, X3 = A,

stoichiometry

(b/a)

-\177 AnB

= --(c/a)

-\177 Anc=

-(d/a)

-\177 AnD.

Thus,

the first-order virtual displacement to variations in mole numbers is


4

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

As a result, the equilibrium O= \177A '4-

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

This condition tells us a great deal and products at equilibrium. To


Yi by

about

the

composition

see why,

let us define the

the equation
fi/\177i

= In

PiYi,

Pi =

Si/V.

112

INTRODUCTION

TO

MODERN

STATISTICAL MECHANICS

Then at chemical equilibrium

0 = Y\177 v\177In
i--1
In

PiYi

i=1

[I

(PLY,)

Thus
I-I (p,)'
i=1

= 1-[(v;b
i----1

which

is called

the law of
progress

mass action.
we must determine a molecular expresthe classical ideal gas approximation, the
mixture

To make further sion for/\177i and thus


partition

Yi. In

function
Q(fi,

of an
N\177,

r-component
I

is

v,

. . . , N,)=

N,!N2!

....Nr!

q?q\177,=

N,

where qi =

qi(fi, V) is the singleparticlepartition


fiA

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

for species i the


3,i

qint(T)

the

previous

section,

and

= h

/k/2:rmiks a particle

is the

\"thermal

wavelength\"
fi\177i

for
'--' In
Yi,

of mass mi. Thus

[pi(J,i\177lq?O)].
the

Hence,

we have identified

and

equilibrium

constant

is

K = I-I [q,(int) /x,]. 3 vi


i=1

The

equilibrium
\177i are

and

functions

This last
mechanics

constant is a function of temperature. formula is one of the


it

of temperaturesince both
early action.
triumphs

q?nt)

of

statistical

as

represents the

a molecular law

expression

for the equilibrium

constant appearingin

of mass

NON-INTERACTING

(IDEAL)

SYSTEMS

113

Additional

Exercises
process

4.15. Consideran isomerization


A

A
where

\177-B,

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

B. According to the librium ratio of A and

distribution

law,

the

equi-

B populations

is given by

( NA
where

) /

(No)

= (gA/go)e -I\177a\177,
A

ga

and

respectively. condition of 4.16.

go are the degeneraciesof states Show how this same result follows
\177[\177a = #B'

and from

B, the

chemical equilibria,

Consider the system describedin partition function is

Exercise

4.15.

The

canonical

where N is the
Boltzmann

total

number

of

molecules,

weighted

sum

over

all single
of

those associated with


with

isomers

type

and q is the molecule states, both A and those associated

isomers

of type
one

B.
may

(a) Show that

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

of chemicalequilibria finding the partitioning that minimizes


that

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.

Derive a similar expressionfor 4.18. (a)

the

fluctuations

in NB.

Show that for pressureis given

an
by

ideal

gas of

structureless fermions, the

where

z =

exp

(/5/\177),

\177=

(2\177fi\1772/m)1/2,

rn is

the mass of the

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,)

\177 (--1)l+lz!/l l\177-I

3/2.

(b)

Similarly,

show

that the

internal energy, (E),

obeys

the

NON-INTERACTING

(IDEAL)

SYSTEMS

11,5

relation

=pV.

4.19. Consider the


temperature

ideal Fermi gas of Exercise4.18in


low

the

high

and/or

density

regime (p).3 <<

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 Maxwell-Boltzmann

distribution

where \234 stands


(c)

for

momentum
wavelength,

and
since

e\177,=

\2342/2m.

Show

that the

thermal

3.,

can

be viewed

as an

average De Broglie wavelength


Show

(d)

that
\177p/p

1 + of
Why

p/\1773/(2)5/2

+'''.
to deviations

a finite value classical ideal gas law,9


Why does
tum

p/\1773

lead

should

you

expect

from the the quan-

deviations

to vanish

when

p\177.3._\177 0. 9

4.20.

Consider
temperature

now the
and/or

ideal Fermi gas of Exercise4.18at


high

/ow

density (p).3 >>

1).

(a)

Show

that
p/\1773

= J\177/2(Z ) \177'\177 (ln z

)3/24 / 3\177f'\177,

hence

where
er

= ( h2/2m

)(6n:2P)2/3. of
+ 1)-1.]

[Hint:

Use

the

integral

representation
dxx2(z-ieX:

f3a(z)=(4/\177/-\177)

(b) Show

that

p Hence

= 2erp/5[1

O(k2BT2/e2\177)].

the

pressure

does not vanish at

T = O.

Why?

116

INTRODUCTION TO MODERN

STATISTICAL

MECHANICS

Electrons at these

\177

Conduction

band\177

(positive)

behave

as

energies free particles.

--E

i--2

i-I

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 right-hand 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

NON-INTERACTING

(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

is the gas phase

cal potentialsare equal. Further,

adsorbed per unit


p j,3.

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

] Note the in Exercise

similarity

between

this

classical

result

4.21. Comment. eigenvalues

4.23. (a) Prove that


EB + =

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
+

electronic energy, vibrational


that

rotawritten

heat In

) + C\177 ) + C\177 c).

capacity can addition, show that

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;

\177x, g\177; \1772,

g2.

(c)

Given that correspond

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-

nic state degeneracyis includedbut


nic states
(d)

all

the

excited

electro-

are neglected?
the
will

Show

how

room

temperature
in these

entropy of the same

molecule

change

two cases.

State all the necessaryassumptions and calculate the entropy and C\177, (in units of cal per mole-deg) 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

occurs in the dilute gasphase at

T = 1000\370K.

118

INTRODUCTION

TO

MODERN

STATISTICAL

MECHANICS

4.26.

Consider
structureless

a one-component particles of mass

gas of
rn

non-interacting

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),

where z is a function (b) From the resultof part


function (c)

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 limit--the 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.

many particle wave functions


\"second

and

occupa-

tion numbers
useful

touches on the subject of


This subject is

quantization,\"
in

which is

notational

treated

Chapter

6 of

Feynman's

text.

CHAPTER

Statistical

Mechanical

Theory

of Phase

Transitions

considered many examples of ideal gases--systems 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.

5.1 Ising Model


We

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

\177 H\177i i=1

+ (energy

due to

interactions betweenspins),

119

12{)

INTRODUCTION

TO MODERN

STATISTICALMECHANICS

Soin i. Its magnetic moment

can be + #.

Fig. 5.1.

Spins on a lattice.

where

si =

'['1. A

simple model for -J


\177'

the SiSj,

interaction

energy

is

J is called a couplingconstant, and the primed sum extends over nearest-neighbor 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 nearest-neighbors,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

field. The magnetization

lattice has a net

order in which the absence of a magnetic

i----1

in

the

absence

of the

external magnetic field, H, is called the

spontaneous

magnetization.

Fig. 5.2.

Spontaneous magnetization.

STATISTICAL

MECHANICAL

THEORY

OF

PHASE

TRANSITIONS

121

will

Unless the temperature is low be no net magnetization.

enough

(or
T\177

J is

high

enough),

there

Let

(the

Curie

critical temperature) denote the highest can be non-zero magnetization.We

temperature expect

temperature for which

or there

curve

like the

one

illustrated in Fig. 5.2.

Exercise 5.1

Show

that

for

positive

J and

zero

field

(i.e., a

H-*O+), the cubic lattice is

lowest

energy of the

Ising model with

Eo =
and

- DNJ,
all up
for

D=

dimensionality,

that

this

lowest

energy corresponds to

all

the

spins of 2, or

aligned

(either

nearest-neighbors

or all down). [Hint: The number any given spin is 2, 4, or6 in 1,


What

3 dimensions,
lattice?

respectively.]

is

the

ground

state

energy for a two-dimensional Isingmodelwith

a triangular

Exercise 5.2 magnetization


T\177 >

Determine the magnitude of the spontaneous of an Isingmodelat zerotemperature.


system undergoes an order-disorder transition:
a

Provided

0, the

phase

transition.

We study this magnetic


will

system becauseit
the
and

is

simpler

than

fluids.

However, we

see

that

closelyanalogousto liquid-gas transitions, of interest. The macroscopic properties of this


computed from the
e(fi,
partition

magnetic transition is many other processes


lattice

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 '

The interaction term couplesthe different sums are tangledtogether. In a one-dimensional


1
the

si's

that lattice

the multiple

3
can be

i-1
N

i i+1

interaction

energy

reduced to a sum over a singleindex


\177

-J

SiSi+l

i=1

122

INTRODUCTION TO MODERN we have


is

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

that this result


the at

is correct for

large

N.

It is

also quickly verified that


magnetization

one-dimensional

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

an energy -NJ and a net magnetization an ordered state. The disorderedstate

particle

of/\177.

This

is

1 2
with

-2 N,

magnetization

of zero

has energy (-N + 4)J. This


is insufficient

small

change

in energy,

only one
for

state. Indeed,
J/Nks,

part
vanish

in

one-dimensional for
small

per particle should


which is

vanishingly

In a two-dimensional system, disorderedstate is much higher.


configuration

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.

of N higher than the This difference in energy and three phase

energyof
can

the

perfectly

ordered

be sufficient

to stabilize

In
an

fact,

in

two

order-disorder

transition.

dimensions, the Isingmodel doesexhibit However, the demonstration of

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 two-dimensional 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

result implies that the free energy is nonanalytic. Further, it


magnetization

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

sinh(2J/kaTc)=1.] Near this temperature, heat capacity, C=(8{E}/ST)u=o, is


Tc)l.

(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

has solvedthe three-dimensional Isingmodel analytically.


solutions

numerical

have established

that

critical

temperature

exists which is roughly


temperature,

twice the

value

for

two

dimensions.

Near

that

(C/N)o\177ITand
(M/N)cr(Tc-

Tcl-o\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

change in variables,the Ising


and liquid-gas model

magnetbecomes a model for density fluctuations transformations. To begin, we construct a


lattice drawn at the beginning the lattice dividesspaceinto
cells.

based

phase upon the

when particles are in nearest-neighbor 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

in the Ising \"spin down\"


(within

corresponds

to to an

an

corresponds

empty
in

cell, the magnetic

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-

ticular, derive the precise relationships metersin the Isingmagnetand those


make the canonical
identical
partition within partition

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.

lattice gas. In Fig. 5.3, we particular configuration.


the

illustrate

the

correspondence

for one

More sophisticated
constructed

lattice

models

by

generalizing
by

the nature the

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

Symmetry and Range

of

Correlations

One feature of the order-disorderphenomenon 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 two-fold 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

(M) for the

Fig. 5.4.

Reversiblework

magnetization.

value M;

that

is,

a(4-

M)e

where A(_M-M\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

is the free energy that changethe magnetization energeticsassociated with


when

determines
of

the

the reversible work required to system. From our discussion of the

the

system

is below

STATISTICAL

MECHANICAL

THEORY

OF PHASE TRANSITIONS

127

application magnetization

arbitrarily

E* -\275= O, and destroythe broken symmetry.


Exercise

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 liquid-gas phase equilibria and gravitational the lattice gas model as a concrete example.

The

fluctuating

magnetization,

Ising

system.

Here,

the words
symmetry order

M, is the order parameter for the \"orderparameter\"are used to denote


in the which provides a signature system. For the correspondis the deviation of the density
of of

a fluctuating

variable the average value


parameter

of the order or broken

ing lattice gas, the


from

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 distance--that 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

average total If, on the


magnetization

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,

cij= (sisj) For

(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

number of spinscorrelated to spin

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

also grows. spatial range

establish the relationship we note fluctuations in magnetization, we have the


To

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 right-hand 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 H--0. 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

Now given this result, T < Tc is

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

with symmetry appears in the

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

s\177 = +1, probability

then Ei

(s\177s\177) is

of s, =

+1 is 1/2 in

Nrno; and if s\177 =-1, both cases.

the sum is then

-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

proportional to the tion. The divergence of

mean square fluctuations


is therefore

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.

At or near the critical point, situation occurs. Here toog diverges.

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

disappearanceof the distinction and spin down, or high density

between

different because of the (e.g., spin up

(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

by fluctuations. correlated over


with

These fluctuations are not large macroscopic distances.


what

random

but

highly

Figure 5.7 illustrates


liquid-vapor with

we

might

observe

for the

fluctuations

equilibrium.

Pictures

(a) and

(b) are two

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

thicknessof the lines drawn

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 self-consistent field method that has provided the foundation for nearly all many-body 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

we will apply particular particle

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

with the primary only those fluctuations

energy, Ev,
i

where
Jij

= J,

i and
otherwise.

j nearest

neighbors,
and

= 0,
The

force

exerted

on si

due to the neighboring spins


\177', J,]sj.

the

external

field, H,

is

-(aEvlas,) = !\177H +
Therefore,

the instantaneous
IAHi

field
=
!\177m

impinging

on

spin

i is

given by

+ \177'\177 Jijsj. J from

As

the neighboring

spins fluctuate, Hi fluctuates

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

the sums over the

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

13Jz > 1 13Jz < 1

Nontrivial

solution
field

to mean The

equation

for l\177Jz > 1


I:i\177l. $.9.

moan fiold oquations

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

yieldsthe magnetization theory. It is \"self-consistent\"


influences

by the

this self-consistent sense that the mean


depends

whose solution mean field


field

which

the average

value of the

magnetization

itself

upon

of the magnetization. Note from Fig. 5.9 that non-zero solutions for rn exist for H--0 when /SzJ > 1. Thus, for a square lattice we predict the critical temperature
the average
Tc

= 2DJ/kB.

For

T<

Tc, the solution of


/\177 =

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.

for temperatures exponent/\177 in this


Show

that

mean
Exercise

field

theory

for

the

spontaneous

expansion, near mean at T = 0, the magnetization

yields rn mean field


ning

+ 1.
T vs. rn as given by the mean field theory prediction sketched

5.7 Draw a graph


theory.

of

This

is the

of the spontaneousmagnetization
of

at

the

begin-

this

chapter.
the

Exercise
mean

field theory

5.8 Show that is

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

the theory predict

T >

Tc? Is

the prediction
dimension,
of

correct?
the mean
at

Notice that
an

for

one

field theory
finite

predicts

that

order-disorder

transition

occurs
the

temperature
at

Tc-tempera-

2J/ka.

But the
Tc

exact analysis

one-dimensional

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

whereas the theory gives Tc


predicts

-- 6J/kB.

of fluctuations

transitions

to an

In each case, the neglect ordered state at temperatures in two making

than the true transition temperature. The theoretical estimates for the critical temperature three dimensionscan be significantly improved by

and
more are

sophisticated mean field approximations. constructed by tagging more than


might s\177

These
a

improvements

single

spin.
on

For example,
this

one

consider and

summing

s2.

Then

pair of the molecular field acting


over

all but a

nearest-neighbor

spins,

pair

can be

approximated as a mean field. This approach reduces the statistical mechanics to a tractable two-body 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

in this way, mean field scales larger than those


and

associated

with

small number of
always yield
/\177 =

incorrect critical exponents. For example, mean


1/2,

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

of Mean Field Theory


the mean

In

section

embellish

field
can

treatment

of

the

Ising

model
theory

principle first-order perturbation theory. The

by introducing the and a variational

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

used to optimize quite general and mean field theories.


understanding

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.

field. This model presents a The partition function is


Q\177tv =
\177

statistical

mechanical

Sl..... SN j=l =:t:l

I'I

exp

[fi/\177(H

AH)sj]

= {2

cosh

[/\177t\177 (H

+ AH)])

~,

(a)

and the average of

any

of the

s?s is
[/\177t\177(H

(s\177)uv

= tanh

AH)].

(b)

In adopting
must

a mean field = zJ(s\177)/p.


was

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

ask is whether this

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

To optimize, we consider performing the mean field model as the reference.


a\177r(s\177,..., s~)
Then Q =
\177',

perturbation

theory

This is done as follows:


s\177)

\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

understood but omitted

notational

simplicity.

are the

STATISTICAL

MECHANICAL

THEORY

OF PHASE TRANSITIONS

137

summand,

we can

also write
exp

Q=

\177 $1,'\" ,$N

(-fiEMy)

exp (-fiAE) exp (-fiAE)/Q3\177v.

= QMF Now,

\177 $1, \337\" ,$N

exp

(--fiEMF)

let us

define

('\My") = Q\177t[
as

S1,..\337 ,SN

\177

['..]

exp

the

mean

Boltzmann field energy

averaging operation which is function EMv(s\177,..., s\177v). Then,


Q =

weighted with

the

QMv( exp
is

(-fiAE))My.
exact

This last equation, which


function,

an

factorization
thermodynamic

of the

partition

is

the

starting

theory.
system,

The
the

mean
perturbation

field model is the referenceor zeroth-order energy is AE(s\177,...,s~), and the effects
performing

point

for

perturbation

of

this perturbation
field

are computedby
for

averages

weighted

by

the Boltzmann factor


theory,

we

assume

are

small;

that

expand the second term:

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 first-order perturbation theory result Q \177 QMv
exp

We

[-fi(E

be?

How good can useful:

this

approximation
eX\177>

The following

bound is

l +x.

Exercise (!+x)

5.9 Draw a graph vs. x. Show that


that

of ex
eX>!+x

vs.

x and

for

compare all real


a too.]

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

we have e<S) ( e\251 )


+f-

) =

\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 first-order free energy and show that the exactfree energy.
for the
This

theory

is an

upper bound

to

inequality can

is use

bound. We
system

often called the bound to

the Gibbs-Bogoliubov-Feynman optimize the mean field reference

since
right-hand

we can
side.

the

adjust the molecularfield AH so as to maximize That is, AH is determined by solving the

equation

0 =

0A'\177

Q\177F exp

(-/\177

( AE

}uF).

(c)

The calculation proceedsas follows:

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 uncorrelated in the for i4:j, and since all


By combining

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 first-order perturbation apfor the free energy corresponds to Q = QMF, -kBT In QMF is actually an upper bound to the

exact free energy.


of AH is identical to that adopted on physical in Sec. 5.4, and by combining it with Eq. (b) for (S\177)MF, we obtain the same self-consistent mean field equations studied in that section. Those equations are therefore the optimum theory that can be constructed once one adopts the mean field model in which the Ising magnet is pictured as a system of independent spins, each one fluctuating under the influence of an average static environment.
This

identification

grounds

STATISTICAL

MECHANICAL

THEORY

OF

PHASE

TRANSITIONS

139

5.6 Renormalization

Group (RG) Theory

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 one-dimensional 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

-}-S3S4 -}-S4S 5 -}-' '

=4-1

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 +

s2s3) ] exp [K(s3S 4 +

S4S5)]

\337 '

' .

we

can

sum over

The result

is
\177 Sl,S3,S5,...

all the even numberedspins,s2, s4,


(exp

s6,

....

Q(K, N) =

[K(Sl

+ s3) ] +

exp [-K(s, + s3)]}


\337 \337 \337 \337

X {exp By

[K(s3 +

s5)] + exp [-K(s3+ s5)])

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

'\"

The second important


partition
function

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

rescaling is possible, then


we

can

develop
starting

a recursion
from

relation

from

can compute
a new

Q(K, N)

a system

coupling constant (e.g., zero). Thus,

we

look

with another for a function of K,

f(K),
all

and

coupling
eK(s+s')

constant

K' such that


=f

+ e-K(s+s')
these

(K)eK'Ss '
then exp(K's3ss).

for

s,

s' =

+1. If we can find =


=
\177 $1,S3,S5,...

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

for two unknowns. The solution is


In

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

K = (1/2) cosh inverse of (a), and


g(K)

(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

From (c) and


K =

(d) we

find

0.100 334,

g(K) = 0.698 147.


We

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

(c) and (d)

1.662 637
2.009 049
2.355 582
2.702

968

2.026876 2.364 536


2.706 633

877

146

2.364537 2.706 634

142
Notice how
would

INTRODUCTION

TO

MODERN

STATISTICAL MECHANICS

each iteration gives


if we

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

large enough exp (NK)-(b)

g(10)-\177 10.

Apply

the RG
on

equations (a) and

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:

application of the RG equations diagram. Each iteration using Eq. (c)

can

be represented

leads

to higher

values

\"

;'

K=0

K=o\177

Each

iteration

using Eq.

(a) leadsto lowervalues

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

one-dimensional 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,

for this system, the respectively. When

appears

it is

to be the same, independent viewed. A similar statement is true

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

the spins on a square lattice.

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

for the Two-Dimensional Ising

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.

To carry out the


summand

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

* The development in this (1978).

section follows

closely H. J. Maris

and L. J. Kadanoff,

Am. J. Phys. 46,

144

INTRODUCTION TO

MODERN

STATISTICAL

MECHANICS

Thus,

by performing

the sumsover every


\177

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

one-dimensional
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:

+ S3 '+ S4) ] -{-

[-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--S2 -- --S3 -S1= --S 2 =S 3 =


But

+1,
+1.

the supposition
cannot

above has only two


work.

degrees

of freedom

f(K)

and

K'(K). Thus, it
The

simplest

possibility that can work


+ e

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 =

f(K) exp (2K,+ 2K:+ K3),

+ e -2f

=f(K)e-f3,
(-2K,

2 =f(K) exp(-2K2+ K3),


2 =f(K)exp

+ 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),

= 2[cosh (2K)]l/2[cosh (4K)] 1/8.


Derive

5.14

these equations.
the

Combining Eq. (a)


yields

with

partially

summed

partition

function

Q(K, N) = If(K)]

N/2

\177 remaining

'-'
si's

{exp [(K1/2)(sls2

+ S2S3

q- S4S3 q- S4S1)q- g2(s1s3 q- S2S4) q- K3s1s2s3s4])

x {exp

[(K\177/2)(s2s3

+ S3S8 q-

S7S8 q- S7S2)

+ K2(s2ss + s7s3)

q- K3s2s7s8s3])'\".

Notice that every nearest-neighbor 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

the double lattice

primed sum is over all next nearest-neighbor spins

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 two-dimensional system--that 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

liquids. Due to those more complicated

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

summed quantity resembles approximation neglectsK2


Q(K,
with

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 mean-field-like approximation that attempts to incorporate the effects of the non-nearest-neighbor 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

- In {2[cosh (2K)Im[cosh (4K)1\"8}. formulas.

(b)

Exercise

Derive these

K' by considering the energyof the system when aligned. SincethereareN nearest-neighbor bonds in a two-dimensional cubic lattice with N/2 spins, and there are N
We

can

estimate

all the

spins are

next-nearest-neighbor bonds, too,


Ki \177] ' sis\177 =

NK1,

K:

\177\" lrn

SIS m

-- NK2

when

all the

spins are

aligned. As a result, we estimate

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

equation (c) for which

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-

dimensional Ising model. The flow


'-

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 =

Kc, one finds that the heat

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

INTRODUCTION TO MODERN we associate

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

solution. The RG predictionof is in qualitative accord with Onsager's


C
\177-Init

weakly

result

- Tcl.
with

This applicationshows

that

even

RG

theory

provides

powerful
section.

way

crude approximations, the of looking at many-body


summarize

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 one-dimensional case, this degree of connectivity is absent, one does
cooperativity

One is that and a phase

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 two-dimensional 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,

for all imaginable The partition


the

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

procedure, therefore, constants in a multi-

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 second-orderphase 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

between Two-LevelQuantum Mechanical


the

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 two-state 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 two-state 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).

INTRODUCTION TO MODERN coupling

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

into P identical factors:

Q(\177): Tr
For large

[e-(\177/v)(\177e\370-m\177)]

v.

(a)

enough P,

we can use the result


e-(\275//')\177e\370e(\275//')'\"\177[1

e -(\275//')(\177e\370-'\"\177):

0(15/P)2].

(b)

Exercise
ify

5.20 Expand the


the leftfirst

exponentialoperators and
sides

ver-

that

and
order

right-hand

of
the

this

equation
at

agree through
second order
Thus,

in fliP,
commutator

and

that

deviation

involves the

[\1770, m].

by going to large enough P, difficulties associated with noncommuting

we

can

avoid operators.

the

mathematical
In their

however, one

must

account

for

P separate
elements

exp[-(15/P)(\177o-m\177)]. The
operators can be analyzed
as

matrix

place, Boltzmann operators, of each of these

follows:

Let u

= +1

denotethe state of (c)

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,

e-UU\"-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

(above) and the corresponding isomorphic Ising magnet (below).

configuration

of the

Hence, combining (b), (e), and


(U[ e -e(\177\370-m\177)
[u')

(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

evaluated employing the usual rule of

multiplication

is,

Tr A P -Thus,

U 1, U2,

Au\177u2Au2u3'

' \337 Au,,u\177.

\"', Up

employing

(g) we

arrive at
(cA)

Q(g) =
where

lim \177] p.-\177oo Ul,U2,.. ' ,up

Pa exp

(s:uiui+\177

+ hui)

='4-1

s: =
employed,

-lnV\177-\177 Up+\177

and

h =

egg,
limit (g)

and periodic boundary


P--\177 0\177 is

conditions
that

are
the for

= u\177. The

required

to ensure
right-hand

terms Q(g)

of the

order of to the

e2

in

can be

neglected. This last formula

demonstrates

the isomorphism
partition

since the
for

side

is

indeed

identical

function

a one-dimensional

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

path integral over configurations


quantum

of

the

isomorphic

the sum Ising magnet is the sum over


mechanics.

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

1,52 a path of the

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

localized state in which

tunneling consider

does how

not occur.

In Exercise

5.26 you
slowly

will

two-state model to a

fluctuating

the coupling of electric field can cause

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

imagine that in the


fluctuates

absence of the two-state system,the electric


and

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

the size of the typical electric absence of the two-state system, =o

and

< \177'2> = This

information,

coupled
system:

plus the energy to the field, allows us to write


E.+(\177') =

levels for
down

the

two-state

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 two-state 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 Born-Oppenheimerapproximation. In Fig.5.12, the pictures of the corresponding energy surface for this problem show that when the fluctuations in g are large enough--that 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.

Energies of the two-state

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 two-state systemis coupledto a net electric field. This field breaks the dipolar symmetry of the two-state system leading to a nonzero dipole, and the net polarity corresponds to a localization of the dipole or quenching of its tunneling. This phase transition-like 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 self-trapping.
remark

this section is a suggestion, a word encouragement: Try to generalize the isomorphism we have derivedbetweenthe two-state 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.

map onto in general,

between the multistate feature means that one

that indeed the sampling of a classical statistical mechanics the nearest-neighbor 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

are isomorphic to classical Ising-likesystems

\"probabilities\" for certain states. You might consider what of the two-state 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

one-dimensional

Ising

magnet

in

an

magnetic
\177

field is
(hsi+Ksisi+\177 ,

Q=
where conditions

exp

$1,$2,

... ,$N --d:l

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

+ K)3' argument of the


h(si+s\177+\177)/2+

[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

3._ are the

larger and
q.

eigenvalues,

respectively,
(c)

of the matrix
limit

Determine these two


thermodynamic

eigenvalues,

and

show

that

in

the

(N-->
{cosh

In__Q= In 3.+ =

K + In

(h)

+ [sinh 2 (h)

+ e-4K]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.]

5.22. Considerthe one-dimensional magnetic field. With suitably


partition
function

Ising reduced

model

variables,

with an external the canonical

is

Q(K,h,N)=

\177

exp

sl,s2 ..... SN

h\177si+K
i=1

\177'.

sisi+l.

i=1

(a)

Show that by summing

over all the even spins


h)]\177VaQ(K

Q(K,
where

h,

N)

= If(K,

', h',

N/2),

h'= h +
K'=
and

(1/2)ln[cosh(2K + h)/cosh(-2K+ h)], (1/4) ln[cosh(2K + h) cosh(-2K + h)/cosh2(h)],


f(K,

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

two-dimensional

(c)

Start

with

the

estimate

that at K--0.01,

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

plane for the two-dimensional lattice

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.

(i) Unless exactly


tion,

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

atoms are on oppositesidesof a partition, of the configuration is E (e.g., Ei =


are and

En

-- E).

(a)

Using the

above rules, what for the system of N partitions

the

energy

levels possible
atoms?
is,

associated

(b) How many states are present is the degeneracy?

for each

level? That

what

(c) Showthat
given

the

canonical

partition

function

for the system is

by

one

of the

following expressions:
-t\177v\177,

Q = 2+ 2/re
Q

= 2

+ 2Ne -t\177,
+ 2e-t
\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

the free limit, and

[The problem phase transition groups.]


5:25.

you

have

solved

represents

in
The

the

KH2PO4
\"partitions\"

crystal.
above

(1968),1114.
capacity

a (ferroelectric) See Am. J. Phys. 36 represent the PO4 at zero


theory just

Derive the behavior


heat

of

the

heat

capacity

field for

the

as predicted from

the mean field

discussed

text. Determine the the critical temperature.


in the

precisevalues
magnet

below

and above

In this

exercise,

consider

the Ising

that

is isomorphic

to

the two-state

quantal system.Suppose that

the

electric

field,

g,

STATISTICAL

MECHANICAL

THEORY

OF PHASE TRANSITIONS

is

random

fluctuating

field

with

Gaussian

probability

distribution,

P(g)
(a)

\177exp[-fig2/2a].

Show that function

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 one-dimensional

magnet

long

ranged

interactions.
two-state

Here,

Ising 2A is the
e =

energy spacingof the


fi/P, and
(b)
\177: =

unperturbed

system,

-ln'\177/\177. See

Sec. 5.8.
by induce the

The long ranged interactions generated fluctuations in the electric field can
which

integrating out a transition in

tunneling

is quenched;

that

is,

environment cause a spatial system. Demonstrate that this


evaluating

localization

transition

in the quantal does occur by first


fluctuations of the
the
that

Q(g)

and

then
that

showing
gives

Gaussian

weighted
at

integral

over g

function of
which

o when
the

fi--\177 0\177. Identify

transition
In

occurs
The

non-analytic the value of a by considering where


Q

is a critical

((6rn)2) diverges.[Hint:
second derivative of
Q.]

tures,
effectively

fiA

fluctuation is a at non-zero temperais finite; the isomorphic Ising magnet is finite system in that case, and no localization
square

Note

that

transition

occurs.

5.27.

Consider magnetic

a one-dimensional field, h. The particular


function

Ising

magnet

in

fluctuating

model

to

be considered

has

the

partition

Q(fi,

N) =

dh

Y\177 S 1 ,... ,SN

----+1

x exp

-fiNh2/2a

i=1

\177

[fihsi

+ fiJsisi+:

with
N-->

SN+\177

=S\177.

Note

0.),

the

typical

that when this system is large size of h is very small. Nevertheless,

(i.e.,
the

1,58

INTRODUCTION

TO

MODERN

STATISTICAL MECHANICS

presence

of this small
transition

fluctuating

field

leads

to

an order-

disorder

for

this

one-dimensional
spins reversible

system.
with work

(a) Integrate out the


A(h;/\177,

fluctuating

thereby determinethe
N).

h held fixed and function for h,


above

(b)

Show
value

that
of/\177),

below some

temperature (i.e.,
\177(h;/\177,

some

function of

h.

the

free

energy for exhibits

N)

becomes

a bistable

(c)

Derive which

an this

equation system

the critical temperature below the phenomenon of symmetry

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
(North-Holland,

Mechanics,
1975)

III,

1-45.

ed.

by E.
in

D. G.

pp.

mean field

Lecture Notes in Physics, Hahne (Springer-Verlag, 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 Shang-Keng 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).
Self-similarity 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

San Francisco,1982). text on the subject of phase transitions


Stanley,

is Stanley's

soon to

be

H. E.
connection
statistical

Introduction

to

Phase
Press,

Transitions and Critical


London,

Phenomena (OxfordUniversity In the last section of this chapter,


between
mechanics.
quantum

1972).

we introduced in

theory

Euclidean
Integrals

path integrals and the (imaginary) time and


and

The
and

R. P. Feynman

standard text on the A. R. Hibbs, Path

subject is
Quantum

Mechanics (McGraw Hill,

N.Y., 1965).

CHAPTER 6

Monte

Carlo

Method

in Statistical

Mechanics

With

the

advent

of many-body 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

methodology in the study

and wide availability of powerful computers, of computer simulations has becomea ubiquitous

the
tool

a computer,

boundary conditionsand
trajectory
particles,
will

interparticle

interactions

are employed--the

serve

to

simulate

the behavior
the

of a real assembly

of

and

the statistical

analysis of

trajectory

will determine

meaningful predictions for properties The importance of these methods

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 non-trivial 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.

classesof simulations. One is called molecular dynamics method.Here,oneconsiders a classical dynamical


are two general
159

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 N-dimensional 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,-1, 1,...

1 T

MONTE

CARLO

METHOD

IN

STATISTICAL

MECHANICS

161

v(t)

Fig. 6.1. Trajectory.

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

standard deviation gives an

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

type of analysis errors. Problemsarise

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 quasi-ergodic 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

A test of the statistical independence ing correlation functions of the type

can be obtained ('+1)- (G)T)

by

comput-

(L/T) \177 1 ((G)

(')-

(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 quasi-ergodic. 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 carrying out a trajectory. true dynamics. However, it is a

for performing a random walk through configuration space. we will show that in the absence of quasi-ergodic 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

sequences--the type of sequenceencountered when playing roulette in that European city.) For any large non-trivial 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 two-dimensional 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.

164 Because the


exists a

INTRODUCTION

TO

MODERN

STATISTICAL MECHANICS

Monte Carloprocedure is not

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 pseudo-random 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 two-dimensional 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 changein configuration


amount

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

when AE,,,,, \177< O,


available

software

* Pseudo-random number generators and/or hardware.

commonly

with digital

computers

as standard

MONTE CARLO METHOD IN and

STATISTICAL

MECHANICS

v(t+
when millions

1)=/v\"
tv, now forming

exp(-flAE\"\"')\177>x'

exp(-fiAE,,,,,)<x,

AE,,,,, > O. We of times thus


algorithm

repeat

this

a long

procedure for trajectory through

making

step

configuration

space. This
Carlo M.

in recognition Rosenbluth,

of calculation

indeed provide see this point


w,,,,, =

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

that if the system is in transition to state \276'.


this

we

follow

a first-order
have

kinetics associated with


equation

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

(w,,,,,/w,,,,,) = (p,,,/p,,) = exp


from

a trajectory algorithm the trajectory will

coincide

obeys this condition, the statistics to those of the equilibrium


algorithm,

canonical ensemble.In the Metropolis


1, w\177, 0\177 exp That
causes the
AE\177v,\177<0, (-fiAE,,,,,),

AEv\177,

\177> O.

is, there
an move

is

unit

probability

of accepting

a move
probability.

when the
(Note:

move

energy

decrease, is accepted with

and when the


an

energy changeis positive,


The

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

Ising model for

spin

configuration

Exercise

6.4

Describe

samples

canonical
=

a Monte equilibrium for


\177'

Carlo algorithm a model with


S2,... , SN),

that

E\177

-(.//100)

s,sj,

\276=(Sl,

where the primed sum

is

over

nearest

neighbors

on a

squarelattice and
values:

the

spins,

si, can

take on

severalinteger

-10 Demonstrate

\177< si \177< 10.

that
that

the algorithm
constructing attempted
steps
in

does obey detailed balthis algorithm, moves.


for than

ance.Note
si(t

when

specify step sizes for the possibility of attempting


+ 1)-si(t)

you must Consider the


As\177--

which

is larger

magnitude moves

average acceptanceof attempted average size of Asi? A Monte Carlo written


magnet

1. Will depend upon

the
the

in

BASIC

for the

two-dimensional 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

After 3000 moves

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

INTRODUCTION TO MODERN from a

STATISTICAL

MECHANICS

statistics

Monte Carlotrajectory.Further, 400 spins


if

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

Non-Boltzmann

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

For example, suppose we model with couplings between

wanted to
certain
convenient

analyze

generalized

Ising

non-nearest
trajectory

as nearest neighbors.

The

neighbors as well might then cor-

respond to that for the simple Ising magnet, and AE\177, would be the sum of all non-nearest-neighbor 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

= e-l\177E?e-l\177aEv.

With

this simple
Q

property we have
= =
\177

e -oEv

= Qo

\177

e-OE$\370'e-O'xe\177'/Qo

where
energetics

(...)o

indicates the canonical ensembleaverage taken


We

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,,e-t\177a\177r\177}o

{G,,e-t\177a\177r\177)o/{e-t\177a\177r\177)o

'

formulas provide a basis for non-Boltzmann 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

can be used to use the factorizathe

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)

in this regard is to computethe by taking E? )= 0. That idea is

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

Non-Boltzmann
E..

Carlo is to avoid sampling is a powerful


creates

such tool

inefficient when

exploration.

the

reference
that

or
for

unperturbed energy, E?),

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.
Non-Boltzmann

sampling

can

also

be useful

in and

removing in

the focusing a large

bottlenecks that attention on rare

create

quasi-ergodic problems

events. Considerthe former first.

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

system in which the

barrier has beenremoved; that E?) = -

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

in the region Traiectories based

quasi-ergodicity. The other situation


in

we

referred

to occurs

when we

are interested
wanted

relatively

rare

analyze

the behavior

event. For example, suppose we of surrounding spins given that an

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

block form spontaneously, interest, the natural


n x n be

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:

with irrelevant as follows:

though

these rare events accessible configurawith

a non-Boltzmann

Monte Carlo trajectory +

an

energy

E?) =

where W\177 is
others,
W\177

zero
is

for the large.

an umbrella potential. It biases the Monte Carlo trajectory to sample only the rare configurations of interest. The non-Boltzmann 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

interesting class of configurations, The energy W\177 is then called

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

between different spacing in comparisonwith


spacing

of

M/\177 becomes

the

total

an infinitesimal of M/p, which is between


a

-N
Dirac

and

N.

In ]

delta

that limit, the function, and

Kronecker delta could be replaced by P(M) would then be a probability

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

spin). For example, even


at

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,

forMi-w/2\177<p\177sj\177<Mi+w/2

j=l

= 0%
For

otherwise.
for

each

of these
Within

potentials--that 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

Mi-w/2

Mi+

w/2.

After

free energiesA(M)=-fi-11nP(M),respectively, acquired under ideal circumstances from each


shows the continuous curve
\1774(M) with

normalization. Figure 6.4 is a schematicof this of the window potentials;(b) and

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

(a) shows one of probabilities and


that

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 acceptance-rejection 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

that in a random walk or traversed in a time t is

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

are apparently not


Before
qualitative

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

narrow. Can you


First,

these

depend upon

the size of the


as

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 excitations--it 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

the energetics of the surface excitationsrequiredto


M.)

6.4

Quantum

Monte Carlo
introduced

In Sec. 5.8 we
and

illustrated

how,

the concept of discretized in this representation, quantum


of

quantum

paths

mechanics

is

isomorphic

with the

Boltzmann weightedsampling
many

fluctuations

in a

discretized classical systemwith

degrees

of freedom.

sampling can be doneby


for

Monte

Carlo,

this mapping

Since such provides a basis

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 non-zero temperatures. We will keep the discussion at a relatively simple level by considering only one model: the two-state 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

the model presented in


are

Sec.

5.8

and

Exercise

distribution

5.26, the
W(u\177,

fluctuations

to be

sampled from the


g)],

. . . , 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 two-state

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 path--that 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

random-number generator.
This

change

is one

of the

variables causesa change in


then

the

action,

AS \370.For

example,

if

u\177--\177 -u\177,

The Boltzmann compared with

tion between

0 and 1. If

factor associated with a random number x

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

exp (AS \370)<


the
move

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

in Sec. 6.2, this standard Carlo step is repeatedover and

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

30,000 Monte Carlo steps

40,000

Fig. 6.6.

Cumulative

average

for the solvation energy integral quantum Monte Carlo.

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

the convergence of the

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:

is completely characterizedby the reduced reciprocaltemperature

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

transition-like

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

that generated these results for P at the end of this chapter.

= 32

points on

Additional

Exercises

For

those

want to

problems requiring the accumulation use a compiledBASIC code,or rewrite


than

of the

statistics, programs
that

you may to run


largest running

on a
integer

computer faster
list

carried by the ambitious projects on that


hundreds

the IBM PC. Also note IBMPC is 32767.Thus,


machine

the

when

you

counterto

of moves

rather
Monte with

will want to than singles.


Carlo

alter the step


for

6.10. Construct a
boundary the

Metropolis

code

a twoperiodic

dimensionalIsing magnet
conditions. trajectory to compute

20 x

20 =

400 spins and

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

!m [(\177ijZ(i'J) SlSm ) T --(Si)\177

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

all pairs of spinsin the lattice by the same distanceas i and

for which l

6.11.

Considerthe

two-dimensional

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

row, and hi T < T\177, this


and

field

for all other sites. For will bias interfaces to

large

and
middle

exist near the

side columns
Modify

of the
Monte
external

square lattice.
Carlo
field

(a)

the

includethis
of the

code given in the


and use
it

Appendixto
fluctuations

to

observe

interfaces.
the

(b)

With

modified
\177 \253T\177),

code
determine
spins

at a
the
situated

temperature well below T\177


spin-spin correlation funcin the column midway

(e.g.,

tion for

pairs of
left

between the

and column

right

(i.e., the tenth

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

(d) Plot the ($i$j) -

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?

to a 40 x 40 lattice, were changed to the

and
tenth

the
and

Your
that distributed

computer contains a
creates

(nearly)
uniformly

random
between

pseudo-random-number generator sequences of numbers, x,

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

INTRODUCTION TO MODERN acceptance-rejection


Carlo
employs

STATISTICAL

MECHANICS

procedure
Another

algorithm.
a change

perhaps in variables.)
there

like the Metropolis Monte more efficient procedure


are,

6.13.

In a
every

Monte Carlo trajectory


successful

in general,
if

two steps
trial

to
be be

move.

The

first stage

is to make a
that

move

and

the

second

accepted.
written

stage tests to see Therefore, the transition

move

should
wvv,

probability

can

where

probability in

a given

state v,
and

it will

make

step that if the a trial transition

system is in to state v',

A,v,

= probability from

that, if the

system has madea trial


will

move

v to
arbitrary

v', the
form

move

be

accepted.

(a) Given
that

an

for

maintains

detailed

balance
is
energy
\253),

the other (b) Consider

of A**, and Av,, the systemwith


E =

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,

v'=v+l, = vis zero.

1,
Find

and for
that

all

other

v and
the

v',

minimizes

probability

that if a

the value for p system is in state v,

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

6.14. Consider the


sian applying

two-state

quantum

system
in Secs.

electric a

field static

\177 discussed

coupled to the Gaus5.8 and 6.4, and imagine


\177app.

non-fluctuating +

field
\177app)

The

total

Hamil-

tonian is

then
\177f =

\177fo-- m(\177

\177'2/2o

MONTE CARLO METHOD IN

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

(c) Modify the

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

for computing by Monte for the two-state quantum


You

need

coupled to the to compute the

Gaussian electric field. [Hint:

will

solvation energy, Eso\177v,

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 one-dimensional 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

Carlo code for


calculation

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

estimate of the spontaneous magnetization.


so obtained
the

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

re(T) = IO, (1+T>Tc, -6z


z2)1/4(1 where

2 4- z4)1/8(1

- z2)-1/2, t
Zc

< tc,
1.

z =

exp (-2/\177J), and

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

(Springer-Verlag,
in Applications

K. Binder

in Statistical Physics, ed. by N.Y., 1979). of the Monte Carlo Method, ed. by K.

Binder (Springer-Verlag, 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 (Benjamin-Cummings,

MenloPark,

Calif.,

1986).

MONTE CARLO METHOD IN

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 Ouasi-Particle 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 two-phase 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

Two-Dimensional

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 T-100 140 PRINT \">>>>> temperature-\" T: T-1/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

Statistics for a conditions.\"

2.0.\"

T<.i

correlation

data

will be

240 X$-INPUT$(1) 250 IF X$-\"C\" OR X$-\"c\" GOTO 370 270 IF X$-\"i\"

260 IF

280 IF
290

300 310 320


330 340

THEN X$-\"U\" THEN X$-\"I\" OR X$-\"U\" THEN 290 ELSE 210 CLS 'initial INTERFACE setup IF X$-\"U\" THEN MAXJ-14 ELSE MAXJ-10 FOR I-0 TO 22 FOR J-0 TO MAXJ: A(I,J)-+i: NEXT FOR J-MAXJ+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 I-0 TO 20: A(I+i,0)--A(I,0) 400 FOR J-0 TO 20: A(I,J+i)--A(I,J):NEXT
410 NEXT

420 REM initial display: 430 LOCATE 25,50:PRINT\"-PRESS 440 FOR I-1 TO 20 450 FOR J-1 TO 20 * This program

F1 TO RESTART-\"

was w\177tten by Elaine Chandler.

184

MONTE CARLO
460

METHOD

IN STATISTICAL

MECHANICS

185

470
480

500 510
540

490

520 530

FOR JZ-2*J-1 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$-\"U\" THEN NPLUS'280 ELSE NPLUS-200 IF COR$-\"Y\" THEN GOSUB 710

A(I,J)-i

CHR$(219)

ELSE

PRINT CHR$(176)

M-INT(20*RND+l)

550 IF EXP(B)<RND GOTO 620 'test against random# 560 A(N,M)-S: NPLUS-NPLUS+S 570 IF N-1 THEN A(21,M)-S ELSE IF N-20 THEN A(0,M)-S 580 IF M-1 THEN A(N, 21)-S ELSE IF M-20 THEN A(N, 0)-S 590 FOR IX-2*M-1 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

:N-INT(20*RND+l): S--A(N,M): ICOUNT-ICOUNT+i B-T'S* (A(N-1,M) +A(N+i,M) +A(N,M-1) +A(N,M+i) ) *2

'**flip

a spin

630 IF (ICOUNT 640 IF COR$-\"Y\" 650 GOTO 530 660 END


670 680 690 700 710
720

620 LOCATE 23,21:

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; XN-NPLUS/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 M-1 TO 5: SUMC(M)-0: 'Correlation calculation LOCATE 14, 69: PRINT\" (at \"ICOUNT\\" FOR I-1 TO 20 FOR J-1 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 Two-Level System
Field*

REM PROGRAM TO SIMULATE A TWO-LEVEL 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 I-KAY ! '2 310 LAMBDA! -RBETA ! / 32 320 TLAMBDA\177 -2' LAMBDA! 330 NEWENERGY!-0 340 FILD \177-0 350 ESOLV ! -0 360 NEWESOLV ! -0 370 FOR I-1 TO 32 380 IF I/2-INT(I/2) THEN SIGMA%(I)-i ELSE SIGMA%(I)--1

10

* This program

was written by Faramarz

Rabii,

186
390 NEXT CLS

INTRODUCTION TO MODERN
I

STATISTICAL

MECHANICS

400

500 IF OLDSIGMA%-1 510 GOTO 550 520 GOSUB 1320

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!

540 FILD!-FILD!+FSTEP!*(.5-RND) 560 570

580 590
600

610

610 620 630 640


650 660

SIGMA%(JAY%)-OLDSIGMA%

670 700 710 720 740


750

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

730 LOCATE 17,3

760 770 780


790
810 820

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

900 IF SIGMA%(INDEX%)-i 910 DIP!-DIP!+SIGMA%(INDEX%)


920 NEXT INDEX% 930 LOCATE 12,3 940 FOR INDEX%-i TO 32

THEN

PRINT BLACKS;

ELSE PRINT

WHITES;

950 IF

SIGMA%(INDEX%)-i

THEN

960 NEXT INDEX% 970 RETURN 980 REM subsection


990

PRINT WHITES;

ELSE PRINT

BLACKS;

to compute overall initial NEWENERGY!-0 TO 32 1010 IF THEN J-1 ELSE J-I+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 I-1

energy

1-32

1150
1160 1170 1180 1190 1210 1220 1230 1240
1250

1130 NEWDIP!-DIP!-2 1140 GOTO 1230

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 OUT-PUT 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 OUT-PUT 1450 FOR I-1 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

1690 1720 1730


1740 1770

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 OUT-PUT SOLVATION ENERGY VALUES LPRINT \"RESULTS FOR THE SIMULATION OF A TWO-LEVEL 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 I-1 TO IMAX% LPRINT I*100,-ESOL!(I)/RBETA! NEXT I LOCATE 23,1 END

1700 PRINT 1710 PRINT

1750 1760 1780


1790 1800 1810 1830 1840 1850 1860 1870 1890 1900 1910

1820

1880 1920 1930 1940

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 Born-Oppenheimer 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

accordingto the configurations


R

of

the

nuclei,

-= \177 exp

[-S6\177R1,

where
configuration

i(R) stands
of

for

the

ith

state

the

nuclei

(the centers

of the electrons when the of the atoms)is held fixed at

CLASSICAL

FLUIDS

189
enormous

R (this configurational variable, R, is actually of all the coordinates necessary to specify


atomic

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

The discussionin the


schematic.

is, sum

of course,
6.4,

We

do know,

however, from Sec. 5.8 and


weighted quantum a procedure.

that

at least

one way to perform the Boltzmann fluctuations or states is to evaluate sum over i(R) then denotes such
/\177R

path

the electronic The In general, we see that


over summations.

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)
=

degrees of freedomin the system:


(rl,

r2, . . . , rN;

( rN,

pN)
an

= point in phase spacefor


N particle

system.

190 Here
ri

INTRODUCTION

TO

MODERN

STATISTICAL MECHANICS

= position p~

of particle

r~

and

are

momentum

abbreviations space, respectively.

i, and Pi = momentum of particle i, and for points in configuration space and

In

order
the

classicalmodel,we

to perform statistical mechanical calculations on a must be able to compute the classicalanalogof


canonical

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\177e-t\177Ev-->

(1/N!

h3N) f

dr~

\177dp~

exp [-fi\177(r~, p~)].


that

We

can

understand

the factor

of N! by noting
Hence, number the

the

N identical

particles should be indistinguishable. overcounts states N! times (the by N!.


that

the of

phase

different

relabelall the particles). To avoid The factor of h TM occurs


it

overcounting,

space integral ways we can we must divide

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

Y\177 --> (N!)-\177h 6r N, 6p N

-3N f drN

dp N.

Exercise able

7.1 types

For

a system

composed of three distinguish-

partition

A, B, and function formula


of particles,

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

partition function of freedom.

for those

uncoupled

192 The

INTRODUCTION

TO

MODERN

STATISTICAL MECHANICS

probability
dr ~

of

state in

classical

system

is

.f(rN,

fly)

dp~, where probability


at

f(rN,

pN)=

distribution for observing a


space

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~)

into two parts,

the

phase

space distribution
f (r

factors as
= \177(p~)P(r~),

where
dP(pN)
= exp

exp [--flK(pN)]
system

= probability distribution for observing momentum space point pN


and

at

P(r~) = exp[-l\177U(r~)]/

f drN

exp [--fiU(rN)]
system

= probability distribution for observing configuration space point r ~.

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

where Qiaeal is the idealgas partition


Qcoa =
v-\177V

and

f dr~

exp I-flU(r~)]. distribution is possible particle energies\177iPi\177/2m.

Further
Thus

factorization

of is

the a sum

momentum

sincethe kineticenergy

of single
N

\337(p~)

= I-I

i=1

where

cp(pi) =

e-(t\2767/2m)/

f dp

e-

t\276\177/2m

CLASSICAL

FLUIDS

193 where Pia is the i in direction


\177p(p),

[Note,

p\177

(p}

p\177y +

p/2z),

the

momentum

for distribution,

particle

Cartesiancomponentof a:.] The single particle


called

momentum

is

usually

Boltzmann (MB) distribution.


tion

It

is the
rn

correct
in

the Maxwellmomentum distribuequilibrated or solid) and the

function

for

a particle

of mass
phase

a thermally

systemcan be in any distribution is still valid provided


system. The

(gas,

liquid,

classical

mechanics

is accurate.

One

consequence is
the same in a

that liquid

the

average
and

speed (or momentum) of a particleis a gas (provided the temperature is the

same).
farther
though

Of

course,
that unit

the
in time

higher than
per
the

gas.

frequency For this

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.

Some typical tion are

calculations we could perform

the

MB distribu-

(Ipl)

dp

IPl exp

(-\1776p2/2m)

4Jr

f0 \251

dp p3 exp(-\1776p:/2m)

= (8k\177Tm/yr) m

and (p2) = (px 2) +


(py2)

(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.

Exerdse 7.6 Given that (p = N/V, and o is the


the

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

distribution to assess whether


Schr6dinger's

it

is

approximation

to

avoid

equation

and
system.

use

classical
Classical

mechanics to describethe microscopic statesof a mechanics is accurate when the De Bfogliewavelength,


3,DB

= 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.

length is the typical distanceover which particle remainsuncertain due to Heisenberg's


This
small

the

precise

location
nature

of a

principle.
quantal

When 3. r
lengths

is
of

compared

to

any

relevant

length

scale, the

fluctuations
are

p-2/3

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,

Exercise7.7 For liquid nitrogen at pare 3, r with the \"diameter\" of the


4A).

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

p(2/N)(rl, r2)- joint distribution function

for

finding

a particle

(any

one)
Note

at

position

rl,

and

any other

particle (in the N


the first

that
r0,

particle system) at r2. there are N possibleways


and

of of

picking picking

one at

there
p(2/N)(rx,

are Nr2)

1 ways
= N(N

the second.
r2).

particle (the Thus,

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

N-n

[--15U(rN)l/

f drN exp [--l\177U(rN)],


drN.

dr N-n

is an abbreviation

for drn+l drn+2\"'

For

an

isotropic

fluid, we

have p(1/N)(rl) = p = N/V. particles are uncorrelated. As

for

an ideal gas, different an ideal gas, the joint factors as P(VN)(rOpO/N)(r2 ).


In

result,

two-particledistribution,
Thus,
V2 for

P(2//)(r\177,r2),

an

ideal

gas

p(2/N)(r\177,

r2)

--

N(N-

1)

= p2(1

-- N-i)

\177

p2

equality neglects the difference betweenN- 1 and N. (not treated in this text) for which the subtle distinction between N and N-1 actually becomes important.] In view of the ideal gas result for p(2/N)(r\177, r2), it seems appropriate to
where

the last are

[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,

p2]/p2 gas approximation to


an

= g(r\177, the fractional deviation the true two-particle distribution


functions

from

the ideal
For

function.
Ir\177-

isotropic

fluid,

depend

upon

r2l = r

only; that is,

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

will be found at is at the origin.

probability density that r given that

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)

= average density of particlesat r a tagged particle is at the origin.

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

location of second coordination shell

Most

probable

location of first coordination shell

Fig. 7.1.

Simple liquid

structure.

Waals

diameter*

(about
take

3.4/\177

for

argon);

the cross-hatched

atom is
close

the one we will


together

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 (non-continuum 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

*Defined roughly as the distance (non-chemical) encounter.

of closest approach

between

two

atoms

during

physical

CLASSICAL

FLUIDS

199

g(r)

\177.\177

Liqu\177is

I o

20

30

First
coordination

shell

Second coordination The


radial

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.

Two-dimensional

crystalline

array

of spherical

particles.

200
\177(r)

INTRODUCTION

TO

MODERN

STATISTICAL MECHANICS

Nearest neighbors, first coordination shell

. 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

Justify this formula.


is over

When the
yields

integration

the first

coordination shells, the


shell)
\177 12

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 nearest-neighbor density of a liquid is not lessthan the nearest-neighbor 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

the solid and the


What

dimensions.

would

it be in

present
diffusion.

in

solid

(and

absent

in a

liquid), and

it

severely

inhibits

7.3 Reversible

Work Theorem
functions

The reduced distribution

are

related

to a

Helmholtz free

energyby
where

a remarkable

theorem:

w(r)

is

e -/\177w(r), the reversible work for a process


g(r) =
the
through

in which two
infinite

tagged
to

particles are moved


relative

system

from

separation

separation r.
process

Clearly, w(r) = we;

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

the particles in the


performing

system

except

those

that
with

are
particles

tagged.
1 and

By

the

average

held fixed at

r\177and

over all r2, respectively,

configurations
we
find

that

the

averaged

2 force is

- f
rl,

dr3

\337 \337 \337 drN(dU/dr\177)e

-t\177v

r2 fixed

f dr3

\337 \337 \337 drN

e -oU

+ksT[\177r\177

f dr3

' \"

drNe-OU]/f dr3 ' \" drNe-OU


[N(N-1

= ksT\177r\177ln

f dr3

' \" drNe-ou= ksT\177r\177ln

xf

drNe -oU] =kBT dr\177 Cl lng(rl,

r2).

202

INTRODUCTION

TO

MODERN

STATISTICAL

MECHANICS

This

result

shows

that

-kt\177Tlng(Irx-r21)

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.

7.4 Thermodynamic Properties


Up to this point, we simplest possibility is
have

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 intra-atomic 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

Jones potential is located at

Lennardu(ro)= -e.

For interparticleseparationslargerthan ro, u(r) is attractive, and for smallerseparations, u(r) is repulsive. The attractive interactions are due to the dipole-dipole 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

the repulsive forcesbetween atoms

small must

separations.

origin to At small r,

the electroniccloudson the two overlap excluded by the Pauli


distributions, repulsion

principle.

distort to avoid spatial By distorting the electron

the between

energy atoms.

of the

atoms increases thus

leading to a
that

The Lennard-Jones asymptotic to r -6,

potential

has an
6-12

attractive

branch

is

but the

particular

algebraic

form

is not

fundamental. The most important features of the Lennard-Jones 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,

we can calculate the

(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

value (/4(/'12)> , where r12

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(N-1)

xfdrN-:e-OV(r'\177,/fdrNe-OV

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

Thus, it is convenient (rx, r\177) to (rx\177, rx). The rx a volume V. Thus,

= \177 N

dr pg(r)u(r).

We can

understand this resulton physical


4:rr\177pg(r)dr

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,

equation for that

of state. 1
\177< i \177< N,

[Hint:
change and
volume.]

In the
coordinates

configurational

to xi =

V-\177/3ri,

so

dxi = V -\177 dri,

the

limits

of integration no

longer depend upon

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

vacuum. Thus, Aw(r)

w(r)

due to

is the change in particles 1 and 2

from

-r21

oo

to

-r21

= r.

Clearly, in the low density limit

lim Aw(r)
p--*O

= O.

As

a result,
g(r)

e-/\177u(r)[1

O(p)]. with approaches,

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

deviations of estimates yield integral


will will

equations
not

for

g(r)

that

are

essentially

discuss

consider

these more advanced the low density limit.

treatments here. Instead,we

mean field

theories. We

From the energyequationwe have


AE/N-

(p/2)

f dr

g(r)u(r)

= (p/2)fdre-Ou(r)u(r)[1 + O(p)],
where

we

have

used
Note

the low
that

density result for

g(r),

and

dE

is defined

as E-

Eiaea\177.

where

AA is

the excess (relative

to

the

ideal

gas) Helmholtz

free

206

INTRODUCTION

TO MODERN

STATISTICALMECHANICS

energy,

that

is,

fi

AA

= In

(Q / Q iaea). with respect

Thus, integrating

the

molecular

expression

to

fi

yields

-fiAA/N
where

= (p/2)

f drf (r) + O(p2),

f(r)

= e -l\177u(r) -- l.
the

From

this expression

for the free energywe can obtain


02
c\177(fi AA/N)

pressure

via

Op

_ tip

_ P.

The differentiation
where

yields

tip

= p

+ p2B2(T) + O(p3),

B2(T)

-\177

I f drf(r)

is called

the second virial


7.12
and

coefficient.

Exercise
theorem

the second integrate by

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

Exercise 7.13 Evaluate hard sphere system,


u(r)

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

Exercise 7.14 potential.

Sketch a graph of B2(T) for

Lennard-

CLASSICAL

FLUIDS

207

7.5

Measurement

of g(r)
will

by
to

Diffraction

Let us now consider The measurement

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 X-rays

or neutrons.
that

The elementary

of

X-ray

scattering

is similar to

for

X-rays here.
X-ray
at

A schematicview of an Fig. 7.7. The scattered wave


one

scattering
the

detector

experiment is shown in due to scattering from

atom

at Rs

is kout' (Ro

atomic scattering 1 IRo factor _\177


(This

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

the center of the


at

scattering

For

that

case,

the

the

detector
IR\177,

is
e'\177\370\177\" aoe

f(k)

- Rc1-1

-n\" a',

k= is the momentum X-ray, and f(k) is


Why?)

kout

- kin
a

transfer
the

(within

factor
factor.

of

\177)

for

the

scattered

the atomic scattering


vector
Ikinl \177 Ikout[.

(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)/
X-ray

Detector Scattered

wave, kout

Fig. 7.7.

scattering.

208

INTRODUCTION TO

MODERN

STATISTICAL

MECHANICS

Fill. 7.8.

Vector

addition.

Exercise

7.15

Derive this formula


in the

for elasticscattering.
a superposition

Since

each

atom

waves at

the detector:

system scatters, we have


\177ikout '

of

(total scattered wave)=f(k)


where rj is

1[D

N e-ik'rJ'

]Rc-

RoI j=l \177


intensity

the position of the jth


of

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)

is called the the Fourier transform

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+

N-XN(NN(N

1)(e '\"'

(\177'-\177=))

=I+N

-1

- 1)

f dr \177v eik'(\177l-\177=)e
f dr \177v e-Or

-I\177v

CLASSICAL

FLUIDS

209

= 1+N-if

drlf dr:It p(2)(r],


i

r: )
i

= As

1 +

p f

dr g(r)ei\177\". structure
factor

a result,

the measured

determines are

the

Fourier

Since Fouriertransforms inverted to determineg(r).


transform

of g(r).

unique,

S(k)

can be

Exercise 7.16
S(k)

Verify

the

algebraic

details
that

tion and continue the


= 1

reductionto show dr sin

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

science in the fields

of biophysicsand
conformational

is the distribution functions are closely of solvation.


tion.

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

'- k$$ \177A r f(id)f(id)v-(VA+Vs)f dr~Afdr~s


x exp

[-\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

space. The UAS

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

behave independentlyof one another, the full partition function. Let us

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

are therefore studying


view

work

to change

the solvent-solutecoupling. In din


ar ~\177f

of the

previous

formula,

Qx

dr~S(--flUAs)

exp (-flUs
(-flUs

flJ,

UAs)

d\177

f dr

\177v\177 f

dr

\177vs exp

- flJ, Uas) of the


more

where we
functions

have

omitted

for

notational

the arguments convenience.

potential energy
UAS(r \177s, r\177).

We

To proceed, we need to say something will assume a pair decomposable form,


Uas(r
\177vs,r \177v\177) = \177 \177

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

f dr Uas(r)psgas(r; distribution function


energy
for

where

= Ns/V,

a solvent-solute

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 solvent-solute 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,

this same result for


We now

a somewhat you will see

for species A in an ideal gas. In different derivation of


that Law

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\177-AB,

which
might

may

occur

in the

gas phase

be
apply

the
the

dimerization

or in a liquid solvent.An example of NO2 to form N204 in a gaseous

environment or in liquid CC14.


rules of classical statistical mechanics to this process, a definition, preferably a configurational one, for when an AB species is We will focus on the distance r between the centersof A and B, and say that an AB dimer is formed whenever r < R, where R is some length we must specify. We will take R to be the rangeof the covalent bonding energy, uAB(r), which would favor
we

To

must

have

formed.

212

INTRODUCTION

TO

MODERN

STATISTICAL MECHANICS

the formation of the

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

the symmetry number for the = B), and the superscripts\"id\"

(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

for an AB dimerin the gas

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

= s(\177(r)yA\177(r)/ f Let ANt denote found

dr s(\177(r)yA\177(r),

Exercise
tial

7.19

the excess chemicalpoten-

(beyond

that

in the

gas phase) for

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

chains in liquid water, approximation,AN for


water

found normal
chemical

that to an excellent isomer of CnH2n+2 in

depends

linearly
the

upon n.
excess to

[Hint: Consider
the reversible work
\"cavity

Explain this observation. potential in terms of


certain

create

arrangements

of
the

particles\"

in

the

fluid;

and also
but

note
not

that

linearity

with n is a good approximation result.] For n > 10, it becomes


because

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

performed on molecular (as opa superposition of scattering

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

position r given that is at the origin

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)

combination (in Fourier

of
Go\177v(r)

= Sony(r)

pgo\177v(r).

distribution is sketchedin Fig. 7.9. to the intramolecular structure. In particular, the N-N 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).

* Since each N 2 molecule has two Hence, the total number

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,

suggests that of the particles

structure

12 neighbors in the in that shell

first

after

Exercise 7.21
tion for

The

carbon-carbon

pair

distribution

funccurve.

n-butane, CH3CH2CH2CH3, is sketched in Fig.


the

7.11.
(You

Explain

qualitative

features
that

seen
has

in

this

will

need

to note

n-butane

three
gauche-.)

stable

conformational states: trans,


Liquids their

gauche+, and

nitrogen
no

intermolecular
highly

and butane are structure can be


specific

There are

nonassociatedliquids. That is, understoodin termsof packing.


attractions in these

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.

n-butane.

should

be compared

with

the

typical

size of
the

attractive interactions in
point.
with

nonassociated liquids:1 to 2kBT at A heuristic picture of three water


hydrogen bonding with
linear the

triple
molecules

the

outer
or

two
gets

one

in the
pair

middle is shown in Fig. 7.12.A


with

hydrogen

bond

is formed
lone

when a proton overlaps


electron

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.

Oxygen-oxygen

radial distribution

function

for

liquid

water.

ordering is rapidly lost within one or two molecular diameters. In fact, the oxygen-oxygen 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

shell, the pair correlations


correlations.
Fig. the

orientational
translational

shorter distance than


established distribution

correlations

vanish in even a This fact can be


It is

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)[
O-H

H-H 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

fluid. Recall that the second twice the position of the

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

structure. [Hint: Think about energy to pair correlation functions.]


Since

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),,.]

7.8 Monte Carlo

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

most dense fluids.


must

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

p(r \177v)or exp[-fiU(r\177V)].


There

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 two-dimensional 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 two-dimensional

simulations, scientistshave
fluid

of

hard

disks,
when

each
it

of diameter
compressed

a, seemsto become unstable


to a density higher
than

is

70%

of

packed density, PcP. Above freezes into a periodic crystal.


What

this What

density,

the the

closest system

hard disk solid?

would

you

predict

as the

is the value of pcp? crystal structure of 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

For configurations of a difficult and requires


straightforward.

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

with the generalize the Ising models


fluids.

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

succeed,the analog of the


equation

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 so-called\"integral equation theories\" of liquids are based upon mean field approximations like this one illustrated here.

The potential energybetweena pair of


is

particles

ij in

a hard

disk fluid

u(rii)

\370\370, rii 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

the cell, then the new

position

configuration will
x is

be

accepted

if
(-/\177AU) \177>x,

exp
where

a random
criteria introduces to

number between0 and


disks,

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

above, and the


+

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

One property that


radial

be

computed g(r).

function,

from such a trajectory In particular, one may average

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

INTRODUCTION TO MODERN nji(r) is


average

STATISTICAL

MECHANICS

where
This

the number of particlesin


of passes,

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

-' NT.= \1771


If

\177=\177 nji(r).

the

distancer would where p is the


inability

particles

were uncorrelated,
be

the average number in the shellat


of shell)p(Nand (Nthe

(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

g(r) can be expressed as


(n(r))
N

j=li=l

(area

of shell)(N-

1)Tp'

The program in the is written in BASIC As the trajectory

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
end-of-chapter

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.

Fig. 7.15. Monte

Carlo

for hard

Additional

Exercises
dilute function

7.28. Considera (a)


where one of
liquifies, freezes.

gas

of
of

argon
T, the

Compute, as a
{v\1772),

atoms at a temperature following mean values: (c) (v2),

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

compressed to the point


non-interacting

where it
har-

7.29.

Consider a system of N distinguishable monic oscillators. The Hamiltonian


N \177

is
It,r!\370)15

N
p\177212m

Y.
i=1

Y. i=1

\253k

[i where _(o) particle.

is the equilibrium

position of the
Schr6dinger's

ith

oscillator

(a) Assume that

the oscillatorsobey

equation

224

INTRODUCTION TO MODERN

STATISTICAL

MECHANICS

and determine the canonical partition


system.

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 three-body potentials. Show coefficient is independentof the three-body
In
of

with both pairwise that the second virial


potentials.
fluid

7.31.

this problem N hard rods


Fig.
-\177

you will consider confined to move


7.16.
is

an

on

equilibrium classical a line of length

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

value of the density, for the system is given by

= ln I(N,
kBT,

...

ax,,e-V],
energythat
J,
depends

upon

the

rod

U is the total potential positions x\177,...,X\177v, and


The

is the

thermal

DeBroglie wavelength.
and the

pressure

is given by
)/ is

fip =

a(-

fiA

aL, by

pair distribution function average density of


that

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

PcP), draw a labeledsketch


for x

g(x)

for

x >

0. > 0, but this


tempera-

(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.

Fig. 7.16. Classical fluid

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)/d-x

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

too) tricky dependence of

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.

(a) Consider gaseous


With

argon.

Neglect assume

the classical

the argon atoms, and


a statistical

internal structure of mechanics is valid.

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.

(b) Now consider argon liquid water. Show that

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 argon-water 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

fraction of the argon in

the

water,

is,

x = p/(p
and
k\177t

+ Pw) \177 P/Pw,


Show that

is the

Henry's
k\177

Law constant.
= l\177-\177pw exp

(/\177A/\177).

(d)

The

potential complicated
of

energy of the aqueousargon solution depending upon the orientationsand

is very positions

all the latter

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

exp [--tlUAw(Ir--r,I) the canonical


water factor

.,,
(It

where

{..

indicates
Boltzmann

ensemble average
molecules.

over the coordinates of all the


weighted by the

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

is the argon-water argon dissolved in water


the

radial
and

distribution

this argon
).

is

coupled to the water via


7.33.*

pair

potential

\177UAW(r

Exercise 7.11).
show that
l\177P/P =

Consider

the virial theorem


For

two-dimensional

for the equation of state (see fluid of hard disks,

(/\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*)

Dirac delta function.)


the

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.

7.35. Consider a classical fluid


U(r

with

the
N

potential
-- r/I ).

energy

Iv) =

\177'\177 tz(Jri i>/----1

Imagine

dividing

the pair

potential into two parts,

Call uo(r) system as that

u(r) = Uo(r) + ui(r). the reference potential, and


system for
which N

define

the

reference

u0(Ir,
i>j----1

- 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,

is the Helmholtz and then note

- Ao=
fo

(b) Derive the

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 Gibbs-Bogoliubovbound 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

with changing to those of interest.

Bibliography
The

standard

advanced

treatise

on the subject of this


Theory

chapter

is

J.P.
Other

Hansen and I.
helpful

R. McDonald,

of Simple

Liquids

(Academic Press, N.Y.,1976).


textbook D.

McQuarrie,

treatments are found in Statistical Mechanics (Harper

&

Row,

N.Y.,

1976),

and

H. L. The
structure

Friedman,

A Cliffs,

Course N.J., Chem.

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

non-associated

liquids, the
of molecules.

liquid

structure
view

is determined
is

or

the

shapes

This

often

referred

by packing effects to as the van der


theories.
the

Waals picture Much of the


D.

of

liquids,

and

it forms review

qualitative A

discussion complete

in this

Waals perspective.
Chandler,

the basis for many successful chapter is based upon is given by

van

der

J. D.

Weeks, and H.

C. Andersen,

Science

220,

787 (1983).

Appendix

Monte CarloProgram for


RI\177P'*MONTE

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

r=Fgmax-1 )/rag =rho'3.141593/2 = 100/n

dd=3.14*(?\177)*rho

Nddr\177..\177dd'((\177 +(\177)'dgr)\"2-(\177 +(i-\177 )*dgr)\"2) iNt$?.. \"monte

carlo\"

MENU 1,0,1,' Monte Carlo

*This

program

was written by John D.

McCoy.

230

CLASSICAL

FLUIDS

231

2,0,1 ,' ' 3,0,1,'Hard Disks 4,0,1,' MENU 5,0,1,_t0dayS


MENU MENU MENU

'

WINDOW 1:\177:(0,20)-(550,350),3 DIM x(20),y 20

RAN\177
FOR I-1
INPUT NEXT I

TA'IER

TOn

#1 ,x(I),y(I)

INPUT #1 ,pps FOR ill TO..mg INPUT #1.f(i)

NEXTi

drw: CALLMOVETO(240,25)
PRINT

5,
MOVETO(240,65)

CALL
PRINT

4,
O5)

CALL MOVETO(240,1 PRINT 3,


PRINT

2,
MOVL=TO(240,165)

CALL
PRINT

1,
MOVETO(240,\177)

CALL
PRINT
CALL

0,
MOVETO(240,125)

PRINT G$, CALL MOVETO(259,240)

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)

CALL LINE (-5,0) CALL MOVET'O(270,60) CALL LINE (-5,0)


CALL

CALLMOVETO(270,100)
LINE (-5,0)
MOVETO(270,140)

CALL

CALL LINE (-5,0) CALL MOVETO(270,160) CALL LINE (-5,0)

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,

\177 \177I B\177[\177I\177} \177I I\177 l' CIRCLE


(xx,

yy),rcir%,33

let'% = 0 FOR j-1 TOn

r- 1-2*RND(1 )

xn-x(j)+del'r
r-I-2*RND(1)

yn-y(j)+clel*r

xxo1 Ix(j)
xxo=200
yyo\177=y0),

xxo1+20

\177:)\177200\370yyo1+20

jj-1 TOmg
frnn(jj')-f(jj) NEX'r jj __ FOR ij-1 'IOn IF ij-j THEN

GOTO 10
ELSE

rx= xlij)-xn .ry= y\177ii)-yn \177P rx>.5 THEN rx=rx-1

THEN ry=!\276-I 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

THEN rx=rx+l THEN !!J=!!J+1

xxx=((r/sig)-I
ii=RX(xxx}+l

10

fmn(ii)=fmn(ii)+ 1

10:

NEXT

act%

= acc% + 1

ij

I\177EWI:

IF

FOR i\1771TOn ij=j THEN GOTO

20
THEN rx=rx+l THEN ry-ry,+l

rXl

= y(\177- n \177rx>.{\177 ;\177'\177EN rx-rx-1

ELSE IF rx<-.5 IF \177ry>.5 THEN ry=ry-1 ELSE IF ry<-.5


r'(r'P2+ry\1772 i_i=RX(xxx')+l )'\177EN

GOTO 20

xxx-((Usig)-l)/dgr
frnn(ii)-fmn(ii)+

20:

NEXT

lj

FORjj=I

TO mg

\1771\177 X\177)\1770 THEN \177y(j)\1770 THEN xx-200*x(j)+20

x\177j)-x(j)+l

ELSE

IF

x\177j)\177l THEN

x(j)-x(j)-I
y(\177)-y(\177)-I

Y0)'Y0)+I

ELSE \177Y0)\177I THEN

\177-200'y\365)+20 CIRCLE (xxo,yyo),rcir%,\1770


CIRCLE

CLASSICAL

FLUIDS

233

NEXT!
CALL

CALL CALL CALL CALL

MOVETO (20,20) LINE (0,200) LINE (200,0) LINE (0,-200) LINE (-200,0) 1

\177i(\177X=\177.\177i/(dd r (JJ) *PP

s)
)-1)'80),(220-g(1

CALL

I\1771OVETO((270+(r(1

)*40))

re\177/o(O)-O rec\177'\177l)=\177l re\177/\177(2)-219

mc%(3)-55o

CALL B=.ASEREC'r FOR jj-1 TO mg-1


xg-(r(jj+l

(VARFTR(rec\177/.(0)))

)-r(jj))'80

NEXTjj

pres,. 1+
REM**PRINT

gcont- 1.5'g(1)-

.5'g(2)

ppres*gcont gl$,g(x)nt, pre$,pres,


pa_c

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

FOR i.,1 __'TO__ _rag WRITE #2,f(i)

END

The following 1066,.6547

is an

example

of \"data\".

5354,.653
8991 ,.8427

8325,.2036

1701,.3779

3416,.5222 5394, .8737

4555, .3365

0682.61
7359,.0271

6273.4221

8751 ,.6159

5054,.1171

2997,.9926

3633.8048
993,.3025

1676, .8473 7247.7575

8265, .3979

2705.1882

CHAPTER

Statistical

Mechanics

of Non-Equilibrium

Systems

Up

to

this

point,

we have

reversible

time-independent

equilibrium

used statistical mechanicsto describe properties. Now we move to

new ground, and consider irreversible time-dependent nonequilibrium properties. An example of a non-equilibrium 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 non-equilibrium property is the relaxation rate by which a system reaches equilibrium from a
prepared

non-equilibrium

state.

Our discussion of theseproperties will be confined to systems close to equilibrium (in a sense made precisebelow). In this regime, the non-equilibrium 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

NON-EQUILIBRIUM

SYSTEMS

235

with the

aid of the

fluctuation-dissipation

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

important topics. But


mathematics in

the

discussion is

remains
difficult

self-contained,
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

a few elementary concepts for describing systems that


equilibrium.
equilibrium

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 non-equilibrium ensemble average.
related

to the

The

observed

current is illustrated

in

Fig.

8.1.

The

non-equilibrium

'\177[

;'relax

,jr
fl f2 produced and t2.
current

\177- t

Fig. 8.1.

Non-equilibrium

by a field

applied between times

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

fields. For example,we know chemical potential is associated


enough the

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,

even in the linear


from

regime,the proportionality
correct

j(t)

the gradient order

cannot be precisely
the

since

](t)

will probably

lag in time

behavior
which

of

\177'relax,

is

of the gradient. The usually negligible


ensemble

time lag will be of for macroscopic


average

non-equilibrium properties.

The meaning of a
some comment.

non-equilibrium that

deserves

Note

once

initial
the arise

conditions
behavior when

determinism of mechanicsfixes Statistics or ensemble averages


conditions
served

are specified, the at all future times. average


for

we
stand

over

initial

according
system.

To

the distribution illustrate this idea, let A


to
quantum

corresponding to the obFor some dynamical a classical system,

variable (or
A

operator in

mechanics).

depends

upon in the

momenta

time via the system:

time dependenceof the coordinates and


p\177v(t)].

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

space point was

p\177V(o)] __ (r\177V, p\177V). Thus,

write

A(t) =

A(t; r \177v,p\177V).
'---\177initial

conditions
mechanics

One

of the

basic ideas of

statistical

observe A(t) directly. Rather, experimentalpossibilities of A(t). samples from a distribution of


denote

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 NON-EQUILIBRIUM

SYSTEMS
is obtained

237
by

The corresponding quantum


noting
that

mechanical
t,

expression
I%

the

state

of a
at

system at time
zero,
I\177P),

terms of the
equation

state

time

by

is found uniquely in integrating Schr6dinger's


t)

But there

is a statistical

weight

of initial

states. Thus

A(t) = \177] w v where


t for That
w

(V, tl A IV,
state

t),

v is

the weight
systems

for the
are

initial

I\177/').

Stationary

those for which

(A(t)) is independent
stationary

of systems.

all possible
is,

A. Equilibrium systems are


(A(t))=(A).

8.20nsager's
Functions

Regression Hypothesis and TimeCorrelation

left undisturbed, a non-equilibrium system will relax to its terminal thermodynamic equilibrium state. Schematically, we might view the preparation and relaxation of a non-equilibrium 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 macroscopicnon-equilibrium disturbances is governed by the same laws as the regression of spontaneous microscopic fluctuations in an
When

A(t
I

(A) \177t

System prepared in non-equilibrium

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 time-dependent statistical and thermal
researchers

physics. It earned
Present-day
important fluctuation-dissipation

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

meaning of the hypothesis, we of spontaneous fluctuations. This is


bA(t)

need done
the

language

instantaneous

of time correlation functions. Let deviation or fluctuation in A(t)


that

denote

from

its

time-

independent equilibrium average, (A);


\177SA(t)

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.

Once again,the averaging

to be

performed

over

initial

bA (t)

Fig. 8.3.

Spontaneous fluctuations

of A(t)

in an equilibrium

system.

STATISTICAL

MECHANICS

OF NON-EQUILIBRIUM

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) hA(t;

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,

f(r N, pN) is the an equilibrium

equilibrium phase spacedistribution

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

A(O) and A(-t) commute. but not necessarily correct

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

the averages function. In

ergodic principle, there is another way implied by the pointed brackets of particular, imagine the behavior of A as

a
is

function
illustrated t =

of time during in Fig. 8.3.

a long trajectory, a sectionof


With

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

Fig. 8.4. Velocity

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.

= \253(v(0) \337 v(t)),


velocity

fluid. 8.4.

vx(t) is the x-component of the At liquid densities, a qualitative Another

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

z-axis of a
the

system.
Fig.

For CO

gas, Fig. 8.5 shows


phase,

correlation

function

looks like.
8.6.

For the liquid

it looks

like the function

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

NON-EQUILIBRIUM

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

picture of (uz(O)u\177(t)) for CO in the physical reasoningused to draw

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 non-equilibrium 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 non-equilibrium 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

decay to equilibrium of AA(t).

242

INTRODUCTION

TO MODERN

STATISTICALMECHANICS

Exercise

8.3

Show

that

C(t) = (A ) A\177(t),
where

the

non-equilibrium

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

phase space distribution

function--that 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

our system at very low the observed concentraReasonable phenomenological


in

--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

(CA) and q- kAB

(cs),
( CB

). That

is,

The solutionsto the rate equations


ACA(t)

yield
ACA(O)

=CA(t)

-- (CA) = --1

exp

(--t/rrx.),

where
kAB

+ kBA.

STATISTICAL MECHANICSOF NON-EQUILIBRIUM

SYSTEMS

243

Exercise

8.4 Verify this result.


nA

Suppose that

is the

dynamical
nA(t)

variable for

which

O\177CA(t).

Then,
hypothesis

according

to the

fluctuation-dissipation
( 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 left-hand side contains the -1 phenomenological rate constant--that is, rrx, and the right-hand 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
\177--XAX

-- XA)

B.

Exercise

8.5 Verify these

results.
theorem,

Accordingto the fluctuation-dissipation


exp
To
(--t/\177'rxn)

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)).

8.6 Derive this

result.

Furthermore,
/:/A[q]

= 4 \177 HA[q]

= --46(q

-- q* ).

Hence where the


(HA(O)I2IA(t)

} = =

-- (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 NON-EQUILIBRIUM

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

odd vector function is even and these equations gives


velocities

(-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 left-hand side is a simple exponential. The right-hand 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,

for transient and we obtain

behavior to relax. For such


-- q*]HB[q(At)]}

times,

-1
\177rxn

m (XAXB)-I(v(O)(5[q(O)

or
k\177A

= x\177,\177 ( v(O)6[q(O)

- q*]H\177[q(At)]). we have just

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
=

rate is precisely that approximation,


_

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

literally for all


occurs

times, the phenomenological model

actsas the reaction reactiondoes place


that

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,

observe deviations from relaxation depictedin Fig.


does

in

particular

the transient

8.8. a

In closing this not exhibit

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

Exercise 8.8* Show the contribution to


the

k\177T)\177 > kttA(t).

[Hint: Consider
that

k\177A(t) from

trajectories

recross

surface

q -q*.

See Exercise8.7.]

8.4

Another

Application:

Self-Diffusion present

Consider solvent.

a solute that is (The solute can

in very

low concentrations in
solvent

a fluid

even be a few

tagged

molecules.)

We

STATISTICAL

MECHANICS

OF NON-EQUILIBRIUM

SYSTEMS
of solutes

247
at position r

let n(r, t) denotethe at time t. That is,

non-equilibrium

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)],

where rj(t) is the


time
function

t, and

fir

which

position of the jth solute molecule at - r/(t)] is the three-dimensional Diracdelta is zero except when r = ri(t).

The density
reactions, the

in

a region

of the

fluid

changes

in time

because

particles

flow in and out of the


molecules

cannot

region. However, neglectingchemical be created or destroyed.In otherwords,


molecules in the
of
total

total

number

of solute

system

is a

constant.

This conservation leadsto an equation


\177t n(r,

continuity:

t) =

-V .j(r, average

t),
flux

wherej(r, t)
fl
within

is

the

non-equilibrium

of

solute

particles

at

position r at time t.

To derive the equation of continuity,


the

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

non-equilibrium 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

solute concentration gradient. Hence,a reasonable phenomenological

relationship

is

j(r, t)

= -DVn(r,t),
constant.

where D is called the called Fick's law. When


yields

self-diffusion

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

constant. To learn microscopic dynamics,

this

transport

we

now

consider

the diffusion is related to the correlation function


a parameter, coefficient
0)).

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 NON-EQUILIBRIUM

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

$.11' Explain this

proportionality.

As

3P(r,

t)/3t =

DV2p(r, t).

SinceP(r,
these
tween

course,

correct
To

due to the inadequacies of Fick's law.


proceed

t) or C(r, t) is well defined at the molecular level, differential equations provide the necessary connection bethe self-diffusion 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

the mean squared displacement


t. Clearly,

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

moves inertially, it it does when moving is much like a random

walk where the particle is forces due to its environment.


in

(This

fact

by random fluctuating will perhaps become clearer


a

Sec.

8.8

where

a model for
forces.) encounter

particle

moving
it

under

such fluctuating however, a particle does not


the influence of
freely

the inertial its neighbors, and


In

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

more complicated than


phenomenology

Fig. 8.10. Mean

square displacementof a diffusing

particle.

STATISTICAL

MECHANICS

OF

NON-EQUILIBRIUM

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

(v(0) \337 v(t'))

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

Since the left-hand the identification

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.

for the diffusional for non-equilibrium other words, fired is

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

this approximation to be helpful to first calculate


your

compute
dAR2(t)/dt.]

AR2(t).

[Hint:

It will

Draw

a graph
from

of

result

nondiffusive

show that to diffusive behavior


and
it

of r.
diffusion

Finally,

is

an

ARa(t) changes after a time of the experimental fact that the

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

8.5 Fluctuation-Dissipation Theorem


Let

us

now

see

how
the

it

is

possible

to derive of

hypothesis from
confine

principles

statistical
is not
from
difficult.

Onsager's regression mechanics. We will


a similar The

our

attention

to classical
case

systems, though
of linear

treatment
analysis

for the quantum carry out below

mechanical

we

is a simplified theory of systemsweakly result, a correlationfunction


fluctuation-dissipation

version displaced expression

response is a

equilibrium.
for

theory--the Our principal

,4(0,

version of the
\177,

theorem.

The

Hamiltonian

for the

system when undisturbedis


variable

and

the

equilibrium

average

of a
dp'V

dynamical

A(r

N, pN)

would be

{A )

=f
= Tr

dr'V

e-t\177e(r%'~)A(r'V,

p'V)/f

dr'V

dp'V

e -t\177e

e-t\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 non-equilibrium ,,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

non-equilibrium

convenient to imagine that the system was prepared state by the application of a perturbation
A\177

-fA,

STATISTICAL MECHANICSOF NON-EQUILIBRIUM

SYSTEMS

253

where f is an applied field an electric field that couples

that

couples to

to A. [For the instantaneous

example, f might be dipole moments of

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, non-equilibrium distribution in phase space is the equilibrium distribution when the field is on. That is,
F(r\177p \177) o\177 e-t\177(\177e+a\177e).

As

a result,

the

initial

value

of

,\177(t)

is e -t\177(\177e+\177e).
with

,J,(0)
As

= Tr

e-t\177(\177e+\177e)A/Tr

time

evolves,
that

,4(0
is,

changes in accord

the

formula

A(t)

= Tr

FA(t);
= A(t;

,\177(t) = where phase

Tr
pN)

e-t\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

at the beginning that


shall

will

these deviations
A\177.

are small, we
expansion

expand

,4(0

in a

series ordered by

This

is

A(t) =

Tr [e-/\177e(1 - fiA\177 +...) x A(t)]/Tr [e-/\177e(1 - fiA\177 +...)].


the quantum
and

{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

the terms we find

in

the

expansion

and collecting

through

,\177(t)

{e-t\177e[A(t)

(fiA\177)A(t)

+ A(t) +

Tr e-t\177e(fiA\177)/Tr e-t\177e]}/Tr e -t\177e

= (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

about how its value


do

evaluated at the
however,

space

r \177v,p\177V.

assume,

that its average

value (i.e., its


function

observed

value)

as a function

of time

is a well-behaved
provided

space
one.
This
Finally,

points

that

distribution

initial distribution of phase is close to the equilibrium

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

equationis precisely hypothesisin Sec. 8.2.


the boxed
We could

the

given

as the

regression

also consider a

A\177

of

the

general

form

AY\275=

Z fiA,.

An important example is field, \177ext(r), which couples

an

external

spatially

dependent

potential
is,

to the

particle density at tI)e,,t(r)p(r).

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)

= 1\177 \177 fi { 6A,(O)6Ai(t)


i

) +

O(fZ).

Exercise

8.14

Derive

this result.
result

Exercise 8.15 Use this function.

Fick's

law

to

analyze

the

to justify the application of density-density correlation

STATISTICAL

MECHANICS

OF NON-EQUILIBRIUM

SYSTEMS

255
scientists

In closing this
reserve

section,

it

is worth

noting

that

some

terminology \"fluctuation-dissipation 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

The fluctuation-dissipation prepared non-equilibrium


dynamics
in

connects with

the

relaxation from a spontaneous microscopic


the

As the derivation reveals, the theoremis valid in the linear regime--that is, for displacements not far from equilibrium. Within this regime, the result of the fluctuation-dissipation 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 time-dependent 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

= \177.A\177(t; f), this

the most

general form consistent with


A\177(t)

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)

the subscript zero = 0, and the sum


a continuum,

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

the rate of changeof AA(t)


t'.

by 6A\177(t)/6f(t'). It to a change in f(t') at the point

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

into z\177(t;f) yields


Afi,(t)

=foX(t,

to) +

O(fo2).

The response

function

is therefore

impulse. All
tions

other

responses

can
follow

A\177(t) when the perturbation is an be interpreted as linear combina-

of

this

special

case.
from
of

Two properties of X(t, t') First, since X(t, t') is a function


system,
X(t,

physical

considerations.

the unperturbed equilibrium


t').
the time not on

t')

= X(tonly

That is, the response depends when the disturbance was

on and

applied

displacement from the absolute time.

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

causality. Figure8.11depicts schematically


t') in terms
of

been describing.
X(tf(t),

Let us now the form


off(t)

the system.X(t- t') is independent


to make

of the intrinsic dynamics of and we are free to pick

the analysis

convenient. Our choice is

f(t)=f,

t<0
t\177>O.

=0,
That

is,

the
the

system is
at

prepared
time

at

equilibrium

with

the Hamiltonian
This

\177-fA, and then

zero, state
in

f(t)
the

is turned
previous

off, and the system


\177.

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

NON-EQUILIBRIUM

SYSTEMS

257

= fox(t

to)

f(t)

to

Fig. 8.11.

Responseto a pulse. have


dt' X(t to t

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

fluctuation-dissipation
we

theorem,

and

noting

;\177(t

- t')

is zero

for t < t',


d

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 non-equilibrium 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

system example f(t)

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

material under examination.

dynamical

variable

A is

the

or

polarization

of the

The time-dependent 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

NON-EQUILIBRIUM

SYSTEMS

259

Therefore,

abs =

(l/T)

foT

dt[ito(f,

oe -\177'\370t - f*o, ei'\370t)/2]v[(t)

= (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

where in the secondequality


formula

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

period of oscillation for

that

is, T
in\177\370t=1,

>>2n/to.
n =0,

For such largetimes,

(I/T) dte

=0,

n :gO. is indeed

Exercise 8.17 Verify


for \177oT--\177

that

this

formula

correct

m.

By

using

f(t-t')
terms

this result in the formula for in terms of exp[\361iw(t-t')] and in the integrals, we find
abs(w)-(w If, ol2/2)
f5

abs(w)
multiplying

after

expressing out all the

dtx(t)sin(wt), order in f than

where we have

neglected

terms

higher
result.

f2.

Exercise 8.18
This

Verify

this

equation

shows

that

the

absorption

sine-Fourier transform of the response dissipation theorem relates X(t) to the (6A(O)6A(t)). This connection lets us write
dt X(t)

to is proportional function. The fluctuationderivative


of

the

c(t)=

sin(wt)

= -/5 fo\177

dt

[dC(t)/dt]

sin(tot)

-\1776w fo \177

dt C(t)

cos(oot),

260

INTRODUCTION TO MODERN we have

STATISTICAL

MECHANICS

where

integrated by parts. Therefore,


=
(/3\17702

abs
Hence,
transform

(\1770)

Ifo, 12/4)

dt (6A(O)bA(t))

cos(\177ot).

the
of

absorption
the

autocorrelation
demonstrates in

spectrum is proportional function for 6A(t) in


important

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

frequency. The solution of this A(0) and A(0) is easy

(6A(O)6A(t)) = ((6A) 2)
Exercise

cos(woO.

8.19
in

Verify this result.


classical

[Hint: You

will

need

to

note

that
the

statistical

mechanics,

{AA } =

0.]

Performing

Fourier

transform
That

yields two delta


is,

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 NON-EQUILIBRIUM

SYSTEMS

261
we

development and all the general qualitative drawn from the classical treatment remain mechanical case.

conclusions

have

true

in

the

quantum

8.8 Frictionand the


One

Lang\251vin

Equation

most familiar examplesof non-equilibrium 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 velocity-dependent 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

upon the bath variables,

f = Z c,
i

y,,

where

the

Ci'S are

constants.
its

The oscillatorand

coordinate,

x, are

the focus of our attention.


oscillator

Tagged

with

the

primary

variable, x

Bath, with )'\177,Y2,.-,

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

of freedom. The bath variables


assume

are
if

degrees
\177o(X)

of freedom.

about

other

We will to say that the

nothing

in particular
it

oscillator is classicaland
is,

was left

to itself, it would conserveenergy. That


= mi2/2

+ V(x),
=

hence,
We

dYfo/dt

= 0

implies

that

rrff

-dV(x)/dx.
special

do, however,

assume something very

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

however, because even without


a primary

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'\177 c,c\177.( Oyi(O)\177Sy\177.(t)

)\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 properties of the pure our choiceof the coordinare

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 self-consistently 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

NON-EQUILIBRIUM

SYSTEMS

263

from

what would

be

found

in the

the

pure

changeis determinedby

linear

response

bath, denoted by formula,

lb(t). The

f(t) =lb(t)
where

dt' go(t- t')x(t'),


pure bath,
t

Xo(t-

t')
Xo(t

is the - t')

response function for the = -fl


= O,

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

oscillator potential, V(x),and

other

is from

comes from the the bath. Combining

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

of motion for x(t) from the bath, and

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.

The nonlocal term can be (6f(O)6f(t))\177 by employing the


integrating

reexpressed
in fluctuation-dissipation

terms

of
theorem

Cb(t)=
and

by parts
result

(with

care

noting

that

the boundary

terms are not

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

these formulas, one considers the

case at

where t =

conditions correspond to the

state of the

system

the initial 0. Since the

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

gives a velocity-dependent force,and


the

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

called the second fluctuation-dissipation by Ryogo Kubo.


equation

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 so-called 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 NON-EQUILIBRIUM

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 velocity-dependent 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

the exponential in Exercise 8.13

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

theoretical basis for simulations. You can

use these words

as the molecular dynamics our discussion of the


used

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 ever-changing 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

spectra of a harmonic oscillatorin a


is,

V(x)=

2tt,u.tO.t, ,
can

and
that

is proportional

to a

dipole that
energy.

couple

electric field and

therefore absorb

Show

266

INTRODUCTION

TO

MODERN

STATISTICAL MECHANICS

the Langevin equation gives

de at 2 (x(O)x(t)

- -a\1772(x(O)x(t) )

-(l\177/m)

at'

Cb(t-t')\177-\1777

(x(O)x(t')),

where
shifted

6\177 is

the

average

from

Wo by

frequency of the bath according


= W2o-

the oscillator.It is to the formula

6\177 2

(iS/m)Cb(O).

Linear differential-integral 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

the Laplace transform fluctuation correlations

of Cb(t). Assume are exponential--

c\177(t) =

c\177(o)e-(\"'),

and therefore

c,,(o)
\275,,(s)

s + r-\177

With of

this (x(O)x(t))

formula

compute the by showing that

cosine Fourier transform

\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

labeled pictures and


autocorrelation
v(t)

discuss

the

qualitative

features

of
in

the
(a)

following

functions:
is

{v(0). v(t)) where the gas phase;

the

velocity

of an

argon

atom

STATISTICAL

MECHANICS

OF NON-EQUILIBRIUM

SYSTEMS

267

(b) (v(0)\337 v(t))


(c)

for for

(v2(O)v2(t))

an argon an argon

atom in the atom in the


unit

solid phase;
solid

phase; in the

(d) (u(0).
lattice.

of the principalaxis of a tagged CO molecule in


Discuss the

u(t)) where u(t) is the

vector

direction
a

solid

sizes of the
dilute

different

time

scales

for each

of these

functions. 8.23. Consider a


creates
flow

solution

a net
dissipates.

flow of
Estimate

charge.

equilibrium to occur in

massof the ions.


According

An applied electric field field is turned off, the the time it takes for this relaxation to terms of the self-diffusion constant and
of

ions.

After

the

to

continuum),

diameter o is

Stokes' law (which pictures a fluid as a viscous the self-diffusionconstant of a sphericalparticleof

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

moved more than

5 \177 from

which D is of particles which in their initial positions.


for
moves phase

10-5cm2/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

non-equilibrium

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),

dc! dt = -k31Cl(t) -Idc2

dt =
and c =

-k32c2(t) -I\" k23c3(t),


=
c\177(t)

constant

+ c2(t)

+ c3(t).

Here,
detailed

kij

is the balance

rate for we have

going from region j


k23 \177

to regioni. From

k13 and
since

k3!

and

k32

k31\177=(c3)\177e-l\177Q

k13J and
kBT.

\177c1\177

we

assume

the barrier simple


for

height, Q, is largecompared to

(a)

Use

the

kinetic model to
Ac\177(t) = c\177(t)

compute the time-

dependence
(b)

(c\177).

Show
by

that

single

if exp relaxation

(-/\177Q)<< 1, the relaxation


time,
-1
\177'rxn \177 k31 rrxn,

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

of this model in the context of the


in the
takes by the

reactiveflux kBA(t) described (e) Supposethe averagetime it region 1 or 2 is determined reaction coordinateto diffuse
where
by
\177/is

text.
to the

go from region time it takes


I. Justify

3 to
the

distance

/\1772\177 o\177 (1/r/)e-OQ,

the

viscosity

coefficient

or friction
/\1772\177 is

constant
effective
going

felt

the

reaction

coordinate,

and

the

rate
from

constant (i.e., the observedrate region 1 to region 2.

constant) for

STATISTICAL

MECHANICS

OF NON-EQUILIBRIUM

SYSTEMS

269

V(q)

q q*

Fig. 8.14.

Tristable

potential.

8.27.

Consider
reaction rate

coordinate

a tristable potential q. Derive a


k2\177,

(shown in Fig. 8.14)for microscopic expression for


by the

a the

constant

which

is defined

phenomenological

rate equations
dc\177/dt

= -k21Cl(t

\"}'

k12c2(t),

dc2/dt=
and

k21Cl(t )

-- k12c2(t ) \"}' k23c3(t


--

) --

k32c2(t),

C3(t ) ---- C

c\177(t)

c2(t ).
argon
(300\370K),

Consider an aqueous solution with concentration. At room temperature


water is
\177/=

dissolved
the

at low
of
the
for

viscosity

0.01

poise,

and

the self-diffusion

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

root-mean-square

velocity of
the of

an argon
solution? an

atom

in

the

vapor

that is at

equilibrium with

What is
Estimate

the solution?
the

the root-mean-square velocity


time
at

argon

atom in
10 fl,
10 fl,

(c)

it will take
time will

from its position


from

zero take in the

(d) Estimatethe time it


its
initial

an argon atom to in the vapor. an argon atom to


solution.
for

move

move

position
it

(e) Estimate the time


non-equilibrium

will

take

an

initially

prepared

velocity
high thermodynamic

distribution

for the argon atoms


distribution.

in solution to relaxto the equilibrium


(f)

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

measurements and correlation


Fluctuations,

and

the

Langevin
Forster,

equation, too:
Hydrodynamic
Functions

D.

Correlation 1975).

(Benjamin

Cummings,

Broken Symmetry and Reading, Mass.,


perspective,

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 co-workers has much to say on this topic: R. Kubo, M. Toda, and N. Hashitsume, Statistical Physics II: Nonequilibrium Statistical Mechanics (Springer-Verlag, 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,

258-61

Coordinationshells,
Correlation Radial

198, 214,

215, 217, 218

Action, 176

functions, distribution

Adiabatic, 5
thermodynamic

127, 178-79. Seealso function; Time

processes,

6, 8

correlationfunctions
length or range of, 59, 127-29, 178 Coupling parameter method, 210 Critical exponents, 123,135,147 Critical fluctuations and opalescence, 84, 129Correlation

walls, 5
Associated

218

and

nonassociated

liquids, 215,

Born-Oppenheimer

approximation,

106-9,

152, 188, 189

31

Bose condensation,95 Bosons, 89, 90, 94-96


Boyle

Critical also

point, 38, 39, Fixed points

44, 45, 83, 130-31. See

temperature,

206

Critical temperature, 121-49, 166


Curie

Broken symmetry, 125-31, 153, 158, 178, 181 Brownian motion, 264-65
Capillary

temperature,

121, 166 115, 194

waves,

183. See
function,

also Surface
213,
227

De Bfoglie wavelength, Debye solid, 94


Density Detailed Diffraction. Diffusion,

Causality,

256 equilibria,
kinetics,
potential

Cavity
Chemical
Chemical

distribution

fluctuations, 72, 73, balance, 165, 242

83, 84

242-46,

111-12, 113,211-13 267-69

See X-ray scattering 246-52, 267, 269

Chemical

in chemical

of a classical

equilibria, 111 ideal gas, 74, 112, 117


solvation,

Dirac delta function, 80, 244-45, 247, 256 Dissipation, 261. SeealsoAbsorption;
Response

functions

excess and
weighting

211,213,
37-52

225, 226

in phase equilibria,
thermodynamic
particle

Einstein solid, 94
Energy

definition, 16-17 number fluctuations, 70equation,

conservation,
internal,

74, 86, 95-100


Clausius-Clapeyron

fluctuations, 65-66
39-40, 52
4

Coexistence lines and regions,38-44


Compressibility

kinetic,

190-93, 203
phases, 203-4 29, 45-49

of many
35, 36
density functions, 83 criteria, 35, 36, 71 space and distribution, equilibria
potential,

29-34

definition,
governing stability Configuration

minimum principle, 12
of
surfaces,

192-229

190, 84,

Ensemble canonical, 62-66


definition,

Conformational

113,209,213, 215
Conservation

and transitions,

57

equivalency,
grand

65 70-71

generalized, 69-71
canonical, 19

of energy in first law, 5 of particles in diffusion, 247

microcanonical, 59-62
Enthalpy,

Continuity, equation of, 247,248 Convexity, 29, 71. See also GibbsBogoliubov-Feynman

Entropy
for

bound; Stability

ideal

gases, 106, 117

271

272
Entropy

INDEX

(continued)
definition,

statistical
Equilibrium

61

Homogeneousfunctions, 22-24, Hydrogen bonding, 215-18


Hydrophobic

26

thermodynamic
criteria,
states,

definition, 9-16

effect,

53

28-53
6, 7

Ice, 218
Ideal

between phases,37
Ergodic, 58, 161,239-40.
ergodic

gas, 72-74,

86-118
163

Seealso Quasi-

Importancesampling, Inertial motion, 250


Inexact

differential,

6
event

Exponential
Extensive

relaxation, 252,265 properties, 4, 22-24

Infrequent event, 171.SeealsoRare Integral equation theories,220


Intensive

properties,

10

Fermi

Interface. 98
98
Internal Internal

See Surface
constraint, energy.
law

energy,
momentum,

function, 97-100
Fermions, 89, 90, 96-100,
248

11-13, 28-53 See Energy; First Thermodynamics

of

114-16 4-8 also


243, 244

Fick's Law,

Fields, thermodynamic, 33 First law of thermodynamics, First-order transition, 39, 40

Intramolecular distribution, 213, 214 9. See also Non-equilibrium Ising model, 120-58 isomorphicto quantum tunneling system,
Irreversible,

149-53

Fixed points, 142-43, 147


Fluctuation-dissipation
Absorption;

Monte

theorem. See Langevin equation


relaxation, 249-51

of phase

Carlo trajectory, 164-85 transitions, 120-49

application to chemical application to diffusion, derivation, 252-54


Flux,

Kadanofftransformation,
Langevin

140,144

equation

statement, 241,254-55
245,

derivation,
without

261-63
264

247, 248
261.

generalized,264
memory, equation

Fractals, 158
Friction,

Functional,

See also Langevin 176, 255, 256

and the second fluctuation-dissipation


theorem,
for

264

Gibbs-Bogoliubov-Feynman bound, 138,228


Gibbs-Duhem

spectra, 265-66 Lattice gas, 124-25, 130-31


vibrational
Legendre

equation,
formula,

22-24
70, 71,

transforms,

16-20, 62, 69

Gibbs entropy

74-79

Gibbs free
Hard

energy,

19

Lennard-Jones potential, 202-3 Linear response, 234-36. See also


Fluctuation-dissipation

Green-Kubo formulas, 251


disk

theorem;

Response fluid

functions
systems,

of harmonic of molecular

262
structure

equation of state, 227 Monte Carlo of, 218-23


Hard

Liquid, 41-45. SeealsoLiquid Liquid structure

rod fluid, 224, 225

Harmonic oscillator,90, 93, 109,223,260,

261-62, 265-66
5 16

Heat,

Heat capacity
definition,

fluids, 213-18 of simple fluids, 197-201 Localization. See Self-trapping; Two-state quantum system Longranged order, 120, 125-31
Magnetization

governing energy fluctuations, 66 of Ising model, 123, 147-48 of low temperature metal, 100

fluctuations,

of independent
thermodynamic

81, 128-29, 174 spins, 80-81


work,

stability criteria, 34, 71

spontaneous, 120-37, 171-75, 182


50

of water,
Helmholtz
from

218
function,

free energy the canonical partition

64

Markovian approximation,264 Mass action, law of, 112

excess (relative
thermodynamic

to ideal

gas),

definition, 225

205, 206, 211 19

Master equation,
Maxwell-Boltzmann or momentum
Maxwell

165

Henry's

Law,

distribution. See velocity distribution


41-44

constant,

211,226

construction,

INDEX

273

Mean

Maxwell relations, 20-22 field theory, 131-38,


97-100

Quantum

effects

219,220
Radial for

also Bosons;
Quasi-ergodic,
distribution

in fluids, Fermions

189, 194, 195. See

Metals,

Mixed valence

compound, 81-83.See also

162-63, 169,170
function, 205 197

Two-state quantum system Molecular dynamics simulation, 159 Monte Carlo, 159-87, 219-23
metropolis

gas, 198-99, for hard disks,


for in for

221-23, 226-27

algorithm,

165, 176, 220,

221

non-Boltzmann sampling, 168-75 quantum path integral, 175-78 smart or force-bias, 180
Natural
Neutron

liquids, 213-18 perturbation theory, 228 simple fluid, 198-209


molecular solvation,

for simple solid, 199-200


for

210-11,226

process. See Irreversible scattering, 207


236, 237, 242,

Random number generator, 164-65, 179 Rare event, 169-70 Rate constant, 242-46, 268,269
Reduced

Non-equilibrium

configurational 196

distribution

ensembleaverage,
statistical Normal

253

functions, 195-229
generic,

mechanics modes, 92

of, 234-70

specific, 196

Regression hypothesis, 237,239, 241,243, Occupation numbers, 89-103


Order-disorder Broken

248. See also

Fluctuation-dissipation

transition, symmetry

121. See also

theorem

Order parameter,
Pair

127
See also

Radial

correlation function, 197, 224. distribution function molar,


function

Relaxation, 58, 236-70. See also Fluctuationdissipation theorem; Regression hypothesis; Time correlation functions Renormalization group (RG), 139-49,

155

Pair potential, 202-3


Partial

Response

functions,

255-58

24 64 189-91

Reversible, 8

Partition
canonical,

Reversiblework
for atoms
for in

function liquids,

in classical limit, 100-104, grand canonical, 71

fluids

201-202 at low density, 205

of harmonic lattice, 92-94 of ideal gases,86-117

for magnetization 158, 171-75

of the

Ising

model, 126,

of Ising
of lattice
for

magnet, 121-23, gas, 124-25

135-49

for solvation and chemical 209-13, 225-26

equilibrium,

rotational, 109-10
solvation,

Secondlaw
implications

209 system,

of thermodynamics, 8-13 to equilibria and stability,


meaning,

28-

translational, 105
two-level vibrational,

53

quantum 110

149-51, 157

statistical
variational
Second-order Self-consistent Self-diffusion Self-similarity,

61

Pass, in
Path

integrals Monte Fermions

MonteCarlo, 173,174 and sums, 151, 189. See also


Carlo, quantum
path

statement of, 11-13 phase transition, 39, 40


mean field, 133 constant, 248-52, 158

integral

267-69

Pauli exclusion principle, Phase diagram, Phase rule, 38

90, 203.See also

Self-trapping,

153, 181-82
116

38-44

Semiconductor,

Simulation,
Carlo

54, 159, 219.

Seealso Monte

Phase space,56, 189-92, 236,240,242,252,

254

Solids

Phase

transitions. See between phases 89, 92 distribution,


Reversible

also

Equilibrium,

conduction electrons,97-100, 116


harmonic

statistical mechanics of,


Phonons,

119-58

approximation, 44

92-94

radial distributions,
Spinodal,

199-200
Chemical

Photon gas, 90-91


Planck

91

Solvation energy, potential

83, 210.See also


criteria,

Potential of mean

force, 202. work function

See also

Stability,

thermodynamic

37, 41,44,49-53, 71

13-15, 33-

274

INDEX

State(s). See space

also Occupation numbers; Phase

stationarity property for


systems, 239, 251 for velocities, 240-41,

equilibrium

density of, 60 equilibrium macroscopic,


function,

251-52, 265,266,

6, 7 of this

269
Trajectory,

56-57,

160-63, 221-22,

239-40,

microscopic,
book

55 and the remainder

245,246
Transition

stationary
Stationary functions

quantum, 56,58 system. See Time correlation in simulations, 162


67

Triple point,
Two-state
canonical

state theory, 38, 44


quantum

245-46

system

broken symmetry uncertainty


ensemble

of, 153,158,178,181
Ising

Statistical
Stirling's

approximation, 267 208

Stochastic molecular dynamics, 265

isomorphismwith 157
Monte

of, 82-83 magnet,

149-54,

Stokes' Law,
Structure Surface

Carlo

of, 175-78, 169-75

180-82, 185-87

factor,

energetics, 44-49, 122, 125-31,174 fluctuations, 49, 131,179, 183

Umbrella

sampling,

Gibbs dividing,
tension, 45, 126 functions

47-48 Response

Van der Waals


Van

equation,

43, 52, 83

Susceptibility, 50, 81, 128. See also Symmetry number, 109

der Waals picture, Velocity or momentum Virial coefficient, 206


Viscosity,

229
distribution, 192-94

Virial theorem,205, 226-27


267, 268, 269

See also Ensemble, canonical equilibrium, 13-16 thermodynamic definition, 10 Thermal wavelength, l 12, 115, 116, 193-94 Thermodynamic perturbation theory, 135-38,
Temperature.

thermal

Water
density equilibrium

maximum, with 218

25, 218 ice, 40-42

heat
liquid

capacity,

169,227-28
correlation chemical response

hydrogen

Time

functions, populations, functions,

238-70 243-46
257

bonds, 216 structure, 216-18

and absorption,260
for

quantum effects, 195


Work,

for orientations, 240-41


and

X-ray scattering,

207-9