Exercises in Statistical Mechanics

Based on course by Doron Cohen, has to be proofed

Department of Physics, Ben-Gurion University, Beer-Sheva 84105, Israel
This exercises pool is intended for a graduate course in statistical mechanics. Some of the
problems are original, while other were assembled from various undocumented sources. In particular some problems originate from exams that were written by B. Horovitz (BGU), S. Fishman
(Technion), and D. Cohen (BGU).

====== [Exercise 0010]

Average distance between two particles in a box
In a one dimensional box with length L, two particles have random positions x1 , x2 . The particles do not know about
each other. The probability function for nding a particle in a specic location in the box is uniform. Let r = x1 x2
be the relative distance of the particles. Find r and the dispertion r as follows:

(1) By using theorems for summing the expectation values and variances of independent variables.
(2) By calculating the probability function f (r) dr = P (r < r < r + dr).

====== [Exercise 0020]

Average length of a polymer
A polymer can be described as a chain of N monomers. Each monomer has the probability p to be positioned
horizontally, adding length a to the polymer, otherwise the monomer adds length b. Let L be the total length of the

polymer. Dene random variables Xn such that:

Xn =

a, the monomer is horizontal

b, the monomer is vertical

(a) Express L using Xn . Using theorems for adding independent random variables nd the average length L and
the variance Var(L).

(b) Dene f (L) P (L = na + (N n) b). Find it using combinatorial considerations. Calculate L and Var(L).
(c) Dene L =

Var(L). What is the behavior of L / L as a function of N ?

====== [Exercise 0030]

Fluctuations in the number of particles
A closed box of volume V0 has N0 particles. The system is a subvolume V . The number of particles in V is a

random variable N . Dene the random variable Xn , that indicates weather the nth particle is located inside the
system:

Xn =

1, the particle is in V
0, the particle is not in V

(a) Express N using Xn . Using theorems on adding independent random variables nd N and Var(N ).

(b) Find the probability function f (N ) using combinatorial considerations. Calculate from it L and V ar(L).
1
(c) Assume |(V /V0 ) 2 |
1, and treat N as a continuous random variable. Apprximate the probability function
f (N ) as a Gaussian, and verify agreemet with the central limit theorem.

====== [Exercise 0050]

Changing random variables x = cos()
Assume that the random phase has a uniform distribution. Dene a new random variable x = cos (). What is the
probability distribution of x ?

====== [Exercise 0060]

Oscillator in a microcanonical state
Assume that a harmonic oscillator with freqency and mass m is prepared in a microcanonical state with energy E.
(1) Write the probability distribution (x, p)
(2) Find the projected probability distribution (x)

====== [Exercise 0070]

The ergodic microcanonical density
Find an expression for (x) of a particle which is conned by a potential V (x), assuming that the its state is
microcannonical with energy E. Distinguish the special cases of d = 1, 2, 3 dimensions. In particular show that
in the in the d = 2 case the density forms a step function. Contrast your results with the canonical expression
(x) exp (V (x)).

====== [Exercise 0080]

The spreading of a free particle
Given a free classic particle H =
function

p2
2m ,

that has been prepared in time t = 0 in a state represented by the probability

2

t=0 (X, P ) exp a (X X0 ) b (p p1 )

(a) Normalize t=0 (X, P ).

(b) Calculate X , P , X , P , E

(c) Express the random variables Xt , Pt with Xt=0 , Pt=0

(d) Express t (X, P ) with t=0 (X, P ). (Hint: variables replacement).
(e) Mention two ways to calculate the sizes appeared in paragraph b in time t. use the simple one to express
x (t) , p (t) with x (t = 0) , p (t = 0) (that youve calculated in b).

====== [Exercise 0100]

Spectral functions
====== [Exercise 0105]
Spectral functions for a particle in a double well
Consider a particle that has a mass m in a double well. The potenial V (x) of the well is described in the gure.
V(x)

/2
/2
L\2

L\2

(a) Describe the possible trajectories of the particle in the double well.
(b) Calculate N (E) and the energy levels in the semi-classical approximation.
(c) Calculate Z() and show that it can be written as a product of kinetic term and spin term.

====== [Exercise 0120]

Spectral functions for N particles in a box
In this question one must evaluate Z () using the next equation
eEn =

Z () =

g (E) d (E) eE

n
3

i
(a) Particle in a three dimensional space H = i=1 2m
Calculate g (E) and through that evaluate Z ()
Guideline: for calculating N (E) one must evaluate some points (n1 n2 n3 )- each point represents a state - theres
in ellipse En1 n2 n3 E

(b) N particles with equal mass in a three dimensional space. assume that its possible to distinguish between those
3N
particles. Prove: N (E) = const E 2
Find the const. use Dirichlets integral (private case) for calculating the volume of an N dimensional Hyper-ball:
N

...

dxi =

2
N
2

RN

x2 R 2
i
Calculate g (E) and from there evaluate Z ()

====== [Exercise 0122]

Spectral functions for N harmonic oscillators
Consider an ensemble of N
1
n + 2 , n = 0, 1, 2, ...

harmonic oscillators with an energy spectrum of each oscillator being

(a) Evaluate the asymptotic expression for (E), the number of ways in which a given energy E can be distributed.
(a) Consider these oscillators as classical and nd the volume in phase space for the energy E. Compare the result
to (a) and show that the phase space volume corresponding to one state is hN .

====== [Exercise 0130]

Spectral functions for general dispersion relation
Find the states density function g (E) and the distribution function Z () for a particle that moves in a d dimensional
space with volume V = Ld .
Assume the particle has dispersion relation
case a E = C|P |
case b E = m2 + p2
Make sure that you know how to get a result also in the quantal and the semiclassical way.

====== [Exercise 0140]

Spectral functions for two dimemsional box
What is two dimensional gas?
Given gas in a box with dimensions (L << L) L L L.
Determine what are the energies of the uniparticle states. Show that theres an energy range 0 < E < Emax where
its possible to relate the gas as a gas in a 2 D space with a states density function
g (E) = A

m
0E
2

A L2

====== [Exercise 0150]

Spectral functions for N spins
Consider an N spin system:
N

H=
=1

()

2 z

Calculate ZN () in two dierent ways:

(1) The short way - Calculate ZN () by factoring the sum.
(2) The long way - Write the energy levels En of the system. Mark with n = 0 the ground level, and with
n = 1, 2, 3, ... the excited levels. Find the degeneracy gn of each level. Use these results to express ZN (),
and show the that the same result is obtained.

====== [Exercise 0160]

Partition function for AB and AA molecules
A diatomic molecule AB can be regrded as two atoms that are connected by a spring of length r0 , and vibration
frequency 0 . The total angular momentum is = 0, 1, 2, .... The masses of the atoms are mA and mB , and they have
spins SA and SB .
(a) Explian what are the conditions that allow to ignore all the excited vibrational levels, so you can treat the molecule
as a rigid body (rotor).
(b) Calculate the partition function of the diatomic molecule, assuming that it is like a classical rigid rotor. Dene
the condition on the temperature for this approximation to hold.
(c) Calculate the partition function of the diatomic molecule, if the temperature is very low, taking only the
states into account.

= 0, 1

(d) How the previous answers are modied for an AA molecule that is composed of two identical spin0 atoms?
(e) How the previous answers are modied for an AA molecule that is composed of two identical spin 1/2 atoms?
What is the probability to nd the spin conguration in a triplet state? Relate to the two limits in (b) and (c).

====== [Exercise 1000]

Canonical formalism
====== [Exercise 1010]
State equations derived from Z(T)
Make sure your well aware of the basic equations of the canonical ensemble, and knows how to prove those equations
for the state functions.
eEr

() Z (, X)
r

E=

y=

ln Z

1 ln Z
X

F (T, X)

S=

1
ln Z (, X)

F
T

More denitions
(Heat capacity) Cx E |X
T
(Generalized susceptibility)

y
X

6
(*) for a classical particle
dxdp
Er H (XP )
2

====== [Exercise 1020]

Formula for the canonical uctuations in energy
2
Prove that E = T 2 CX
2
Where E H 2 H 2
and CX E |X
T
2
Guideline: Express E by the distribution function and use the result we got for E in order to get the requested
expression.

====== [Exercise 1025]

Fluctuations of N in the grand canonical ensemble
Show that
N2 =

ln Z = T

TV

From that prove the equation

N2
T
= 2
N 2
V

V
p

N,T

The last step demands manipulation of equations in thermodynamics

Hints:
N

=
T,V

1
TV

d = dp + SdT, =

V
S
,S=
N
N

p
|T = |T

====== [Exercise 1026]

Fluctuations in the grand canonical ensemble
A uid in a volume V is held (by a huge reservoir) at a temperature T and chemical potential . Do not assume
3
an ideal gas. Find the relation between (E E ) and the heat capacity CV (T, z) at constant fugacity z. Find
3
the relation between (N N ) and the isothermal compressibility T (V, ) = (v/) |V,T where v = V / N .
[Hint: Evaluate 3rd derivatives of the grand canonical partition function.] Find explicitly results in case of a classical
ideal gas.

====== [Exercise 1027]

7
Fluctuations in the grand canonical ensemble
Fluctuations in the grand canonical ensemble: A uid in a volume V is held (by a huge reservoir) at a temperature
T and chemical potential . Do not assume an ideal gas.
(a) Find the relation between (E E )3 and the heat capacity CV (T, ) at constant fugacity .
(b) Find the relation between (N N )3 and the isothermal compressibility kT (V, ) = (v/)V,T where
v = V/ N
[Hint: Evaluate 3rd derivatives of the grand canonical partition function.]
(c) Find (a) and (b) explicitly for a classical ideal gas.

====== [Exercise 1030]

The Helmholtz function
1
We dene F ln Z
Prove:

E = F + TS
S = F
T
F
y = X
It is possible to rely on the expressions that express X, S, y by the distribution function and by the F denition.

====== [Exercise 1032]

The extensive property of the grand energy
Explain why F, are extensive functions in the thermodynamic limit, so that
F (; V, N ) = F (; V, N )
(; V ) = (; V )
Guideline: Note that if you split the system, then in neglecting surface interaction, the functions Z, Z will be
factorized.
Z ZA + ZB, F F A + F B
Result: therefore,
(; V ) = V (; 1)
Prove that from here, we can conclude that
(; V ) = V p ()
remark: Generalization of considerations such these were written by Euler.

====== [Exercise 1040]

Absolute temperature and entropy
In a general quasi static process we dened
dQ dE + dW =

E
d +

E
+ y dX
X

We expressed E and y by the distribution function Z ()

Using dierential equations technic, for an integration factor to the non precise dierential dQ,you learned in the
course, which is solely, a function of . Show that the integration factor you get is
T 1 () =
therefore Its possible to write dQ = T dS where dS is a precise dierential.
Find the function S and show

S=

1
ln Z ()

By denition, S is an entropy function, and T is called in an absolute temperature.

====== [Exercise 1041]

The Shanon denition of the entropy
Show that its possible to write the entropy function expression as:
S=

pr ln (pr )
r

It is possible to acount this equation as a denition when we talk about other ensembles.

====== [Exercise 1043]

Entropy, additivity
Assume that the entropy S and the number of states in phase space of a physical system are related through an
arbitrary function, S = f (). Show that the additive character of S and the multiplicative character of necessarily
require that f () ln .

====== [Exercise 1045]

Entropy, mixing of two gases
Consider mixing of two gases with initial dierent temperatures, T1 , T2 , particle numbers N1 , N2 and volumes V1 , V2 ,
respectively. Evaluate the mixing entropy (i.e. the change of entropy upon mixing) in two cases: (i) the gases are
identical, (ii) the gases are distinct (but have equal mass). Show that the mixing entropy in case (ii) is larger and
argue for the reason.

====== [Exercise 1047]

9
Negative temperature
Consider N particles, each xed in position and having a magnetic moment , in a magnetic eld H. Each particle
has then two energy states, H. Treat the particles as distinguishable.
(a) Evaluate the entropy of the system S (n) where n is the number of particles in the upper energy level; assume
n >> 1. Draw a rough plot of S (n).
(b) Find the most probable value of n and its mean square uctuation.
(c) Relate n to the energy E of the system and nd the temperature. Show that the system can have negative
temperatures. Why a negative temperature is not possible for a gas in a box?
(d) What happens if a system of negative temperature is in contact with a heat bath of xed temperature T0 ?

====== [Exercise 1060]

Quasi-Static processes in a mesoscopic system
Write the basic level energy of a particle with mass m, which is in a box with nal volume V . (Take boundary
conditions zero in the limits of the box). In temperature zero, 1 = 0 , calculate explicitly the pressure caused by
the particle. Use the equation
pr

p=
r

Er
V

Compare it to the equation developed in class for general temperature

P =

1 1

and explain why in the limit 1 0 we dont get the result you calculated. (Hint - notice the title of this question).

====== [Exercise 1510]

Boltzmann approximation from the canonical ensemble
Given N particle gas with uniparticle state density function g (E).
In the grand canonical ensemble, in Boltzman approximation, the results we get for the state functions N () , E ()
are

g (E) dE f (E )

N () =
0

E () =

g (E) dE E f (E )

Where f (E ) = e(E) is called the Boltzman occupation function.

1
N
In this exercise you need to show that you get those equations in the framework of the approximation ZN N ! Z1 .
For that, calculate Z, that you get from this proximity for ZN and derive the expressions for N () , E ().

====== [Exercise 1627]

Equipartition theorem
This is an MCE version of A23: An equipartition type relation is obtained in the following way:
Consider N particles with coordinates qi , and conjugate momenta pi (with i = 1, ..., N ), and subject to a Hamiltonian
H(pi , qi ).

10
(a) Using the classical micro canonical ensemble (MCE) show that the entropy S is invariant under the rescaling
qi qi and pi pi / of a pair of conjugate variables, i.e. S[H ] is independent of , where H is the
Hamiltonian obtained after the above rescaling.
(b) Now assume a Hamiltonian of the form H =
to prove the virial relation
(p1 )2
m

(pi )2
i 2m

+ V ({qi }). Use the result that S[H ] is independent of

V
q1
q1

where the brackets denote MCE averages. Hint: S can also be expressed with the accumulated number of states
(E).
H
(c) Show that classical equipartition, xi xj = ij kB T , also yields the result (b). Note that this form may fail for
quantum systems.

(d) Quantum mechanical version: Write down the expression for the entropy in the quantum case. Show that it
is also invariant under the rescalings qi qi and pi pi / where pi and qi are now quantum mechanical
operators. (Hint: Use Schrdingers equation and pi = i /qi .) Show that the result in (b) is valid also in
o
the quantum case.

====== [Exercise 1800]

Thermodynamic processes
====== [Exercise 1808]
Adiabatic law for generalized dispersion
Consider a gas of noninteracting particles with kinetic energy of the form (p) = |p|3(1) where is a constant;
p is the momentum quantized in a box of size L3 by px = hnx /L, py = hny /L, pz = hnz /L with nx , ny , nz integers.
Examples are nonrelativistic particles with = 5/3 and extreme relativistic particles with = 4/3.
(a) Use the microcanonical ensemble to show that in an adiabatic process (i.e. constant S, N ) P V =const.
(b) Deduce from (a) that the energy is E = N kB T / ( 1) and the entropy is S =
the most general form of the function f(N)?

kB N
1

ln (P V ) + f (N ). What is

(c) Show that Cp /Cv = .

(d) Repeat (a) by using the canonical ensemble.

====== [Exercise 1814]

Adiabatic versus sudden expansion of an ideal gas
N atoms of mass m of an ideal classical gas are in a cylinder with insulating walls, closed at one end by a piston. The
initial volume and temperature are V0 and T0 , respectively.
(a) If the piston is moving out rapidly the atoms cannot perform work, i.e. their energy is constant. Find the
condition on the velocity of the piston that justies this result.
(b) Find the change in temperature, pressure and entropy if the volume increases from V0 to V1 under the conditions
found in (a).

11
(c) Find the change in temperature, pressure and entropy if the volume increases from V0 to V1 with the piston
moving very slowly, i.e. an adiabatic process.

====== [Exercise 1815]

Cooling by demagnetization
Consider a solid with N non-magnetic atoms and Ni non-interacting magnetic impurities with spin s. There is a weak
spin-phonon interaction which allows energy transfer between the impurities and the non-magnetic atoms.
(a) A magnetic eld is applied to the system at a constant temperature T . The eld is strong enough to line up
the spins completely. What is the change in entropy of the system due to the applied eld? (neglect here the
spin-phonon interaction).
(b) Now the magnetic eld is reduced to zero adiabatically. What is the qualitative eect on the temperature of
the solid? Why is the spin-phonon interaction relevant?
(c) Assume that the heat capacity of the solid is CV = 3N kB in the relevant temperature range. What is the
temperature change produced by the process (b)? (assume the process is at constant volume).

====== [Exercise 1816]

Cooling by adiabatic demagnetization
Consider a system of N spins on a lattice at temperature T , each spin has a magnetic moment . In presence of an
external magnetic eld each spin has two energy levels, H.
(a) Evaluate the changes in energy E and in entropy S as the magnetic eld increases from 0 to H. Derive the
magnetization M (H) and show that
H

E = T S

M (H ) dH .
0

Interpret this result.

(b) Show that the entropy S (E, N ) can be written as S(M, N ). Deduce the temperature change when H is reduced
to zero in an adiabatic process. Explain how can this operate as a cooling machine to reach T 104 K. (Note:
below 104 K in realistic systems spin-electron or spin-spin interactions reduce S (T, H = 0) 0 as T 0.
This method is known as cooling by adiabatic demagnetization.

====== [Exercise 1817]

Adiabatic cooling of spins
Consider an ideal gas whose N atoms have mass m, spin 1/2 and a magnetic moment . The kinetic energy of a
particle is p2 /(2m) and the interaction with the magnetic eld B is B for up/down spins.
(a) Calculate the entropy as S(T, B) = Skinetic + Sspin .
(b) Consider an adiabatic process in which the magnetic eld is varied from B to zero. Show that the initial and
nal temperatures Ti and Tf are related by the equation:

ln

Tf
2
=
[Sspin (Ti , B) Sspin (Tf , 0)]
Ti
3N

12
(c) Find the solution for

Tf
Ti

in the large B limit.

(d) Extend (c) to the case of space dimensionality d and general spin S.

====== [Exercise 2000]

Canonical formalism, applications

====== [Exercise 2040]
Pressure of gas in a box with gravitation
Consider an ideal gas in a 3D box of volume V = L2 (Zb Za ). The box is placed in an external gravitational eld
that points along .
z
a) Find the one-particle partition function Z1 (, Za , Zb ).
b) What is the N -particle partition function ZN (, Za , Zb ).
c) What are the forces Fa and Fb acting on the oor and on the ceiling of the box?
d) What is the dierence between these forces? explain your result.
Z
Zb
Za

gravitation

====== [Exercise 2042]

Pressure of an ideal gas in the atmosphere
An ideal classical gas of N particles of mass m is in a container of height L which is in a gravitational eld of a
constant acceleration g. The gas is in uniform temperature T .
(a) Find the dependence P (h) of the pressure on the height h.
(b) Find the partition function and the internal energy. Examine the limits mgL

T and mgL

T.

(c) Find P (h) for an adiabatic atmosphere, i.e. the atmosphere has been formed by a constant entropy process in
which T, , are not equilibrated, but P n = const. The equilibrium is maintained within each atmospheric
layer. Find T (h) and n(h) at height h in terms of the density n0 and the temperature T0 at h = 0.

====== [Exercise 2044]

Gas in electric eld
An ideal gas of classical charged particles with mass m is conned between two capacitor plates of area A, separated
by distance L. The capacitors produce a force f perpendicular to the plates which pushes the particles to the lower

13
plate. The particles can be absorbed on either plate, with an absorption potential < 0; on each plate the particles
can move freely. The system is in equilibrium at temperature T . The average density of the non-adsorbed particles,
i.e. those between the plates, is n0 .
(a) Evaluate the density n(x, y, z), choosing z perpendicular to the plates.
(b) Evaluate the densities on the lower and upper plates.
(c) Evaluate the forces acting on the top and bottom plates. Is there a net force on the capacitor?

====== [Exercise 2046]

Gas in a centrifuge
An ideal gas of N molecules of mass m is enclosed in a centrifuge with radius R and height L. The centrifuge rotates
at angular frequency . Choosing the z axis along the axis of the centrifuge, the (classical) Hamiltonian function for
each molecule is
H=

(p)2
(xpy ypx ).
2m

(a) Find the canonical partition function at temperature T [Hint: integrate rst over momenta].
(b) Find the radial force on the outer wall of the cylinder.

====== [Exercise 2050]

Pressure by a particle in a spring-box system
A spring that has an elastic constant K and natural length L is connected between a wall at x = 0 and a piston
at x = X. A classical particle of mass m is attached to the middle point of the spring. The system is at equilibrium,
the temperature is T .
(a) Write the Hamiltonian (careful!!!).
(b) Write the integral that denes the partition function Z (, X).
(c) Write a formal expression for the force F on the piston.
(d) Find elementary expressions (that do not involve exotic functions) in the limits of high and low temperatures.
Explain the results that you get.

F
m

====== [Exercise 2051]

Gas in a box with parbolic potential wall

14
Coansider N classical particles in a potential
V (x, y, z) =

1
2
2 ax

0 < x, 0 < y < L, 0 < z < L

else

Calculate the partition function and detirve from it an expression for the pressure on the wall at x = 0. Note that
for this purpose you have to re-dene the potential, such that it would depend on a paramter X that describes the
poition of the wall.
Show that the result for the perssure can be optionally obtained by assuming that the pressure is the same as that of
an ideal gas. For this purpose evalute the density of the particles in the vicinity of the wall.

X =0

====== [Exercise 2052]

Pressure in a box with V (x) potenial
A particle is conned by hard walls to move inside a box [0, L]. There is an added external potential U (x). Find the
force (Pressure) on the wall at x = L.
(1) The short way - evalute the density of the particles in the vicinity of the wall, and assume that the pressure there
is the same as that of an ideal gas.
(2) The long way - using the Virial theorem relate the force at x = L to the expectation function of xU (x).
(3) Explain why the Virial based derivation gives the force on the x = L and not on the x = 0 wall.

====== [Exercise 2061]

Density of a gas inside a rotating box
A cylinder of radius R and height H rotates about its axis with a constant angular velocity . It contains an ideal
classical gas at temperature T . Find the density distribution as function of the distance r from the axis. Note that
the Hamiltonian in the rotating frame is H (p, q; ) = H (p, q) L (p, q) where L (p, q) is the angular momentum.
It is conceptually useful to realize that it is formally the Hamiltonian of a charged particle in a magnetic eld

15
(=Coriolis force) plus centrifugal potential V (r). Explain how this formal equivalence can be used in order to make
a shortderive in the above calculation.

====== [Exercise 2065]

Classical gas with general dispersion relation
Consider a gas of noninteracting particles in d dimensional box with kinetic energy of the form E (p) = C|p|s , and
dene = 1 + (s/d). Find the partition function and the equations of state. In particular prove the following results:
The energy is E =
heat capacity ratio

NT
(1) . The entropy
Cp
is Cv = .

is S =

N
(1)

ln (P V ) + f (N ). In an adiabatic process P V = const. The

====== [Exercise 2100]

Systems subjected to electric or magnetic elds

====== [Exercise 2160]
Particle on a ring with electric eld
Particle of mass m and charge e is free to move on a ring of radius R. The ring is located in the x y plan. The
position of the particle on the ring is x = R cos () and y = R sin (). There is an electric eld E is the x direction.
The temperature is T .
(a) Write the Hamiltonian H (, p) of the particle.
(b) Calculate the partition function Z (, E).
(c) Write an expression for the probability distribution ().
(d) Calculate the mean position x and y .
(e) Write an expression for the probability distribution (x). Attach a schematic plot.
(f) Write an expression for the polarization. Expand it up to rst order in E, and determine the susceptibility.

1
2

exp (z cos ()) d = I0 (z)

0

I0 (z) = I1 (z)

I0 (z) = 1 +

1
4

z2 +

1
64

z 4+...

16
y

x
R

====== [Exercise 2170]

Polarization of two-spheres system inside a tube
Given two balls in a very long, hollow tube, with length L. The mass of each ball is m, The charge of one ball is q
and the charge of the other one is +q. The balls radius is negligible, and the electrostatic attraction between the
balls is also negligible. The balls are rigid and cant pass through each other. The balls are attached to a drop, whose
surface tension causes its gravity constant to work on the balls toward each other. (The force does not depend on
the distance between the balls). The system is in an external electric uniform eld = and in thermic balance in

x
temperature T .
(a) Write the hamiltonian of the system H (p1 , p2 , x1 , x2 ) = Ek + V (x) when Ek is the kinetic energy. Dene
properly V (x) when x = x2 x1 and write a diagram of V (x).
(b) Calculate the distribution function Z (, ).
(c) Find the probability function of x, (x) and the average distance x between the balls. Express again (x) by
x.
(d) Find the polarization p as a function of . Use the distribution function.
(e) Develop p () up to rst order in the eld: P () = p0 + + O 2 .
This development is valid in a weak eld, Dene what is a weak eld. Express your answers with L, m, q, , T, .

+q
x1

x2

====== [Exercise 2173]

Polarization of classical polar molecules

Find the polarization P () and the electric susceptibility for gas of N classical molecules with dipole moment ,
The systems temperature is T .

====== [Exercise 2180]

Magnetization of spin 1/2 system

17
Find the state functions E (T, B) , M (T, B) , S (T, B) for N spins system:
N
a
t

H = B
a=1

Write the results for a weak magnetic eld B << T . Especially nd the magnetic susceptibility and S (B 0)

====== [Exercise 2182]

Magnetization of spin1 system
Find the magnetic susceptibility for gas of N , uncharged, particles . with spin 1. The systems temperature is T .
H1 =

P2
BSz
2m

====== [Exercise 2190]

Electron gas in a magnetic eld, Landau levels
Calculate the partition function for electrons in a 3D box subject to a homogeneous magnetic eld in the z direction.
Use the known results for the Landua levels and their degeneracy. Assume the Boltzmann approximation.
Find the magnetization for arbitrary eld, and the susceptibility at zero eld. Distinguish the orbital (Landau) and
spin (Pauli) contributions.
Disregarding the spin, explain why there is no magnetism in the classical limit.
Note: The zero temperature case is treated in a dierent exercise, and requires to take the Pauli exclusion into
account.

====== [Exercise 2200]

Harmonic Oscillators
====== [Exercise 2210]
Harmonic oscillator, Heat capacity
Find the energy and the heat capacity of the next system:
1
p2

+ mw2 X 2
H=
2m 2
This system can be a model to a particle adsorbed to the surface of a solid. Compare to the result you get in a
classical treatment.

18

====== [Exercise 2215]

Harmonic oscillators, Debye model
Find expressions for the heat capacity in Debye model. Make the calculation for general spectral distribution with
high frequency cuto, and discuss d = 1, 2, 3.

====== [Exercise 2230]

Harmonic oscillators, Photons
Find the state equations of photon gas in 1D/2D/3D cavity within the framework of the canonical formalism, regarding
the electromagnetic modes as a collection of harmonic oscillators.
Note: additional exercises on photon gas and blackbody radiation can be found in the context of quantum gases.
Formally, photon gas is like Bose gas with chemical potential = 0.

====== [Exercise 2300]

Misc mechanical constructs

====== [Exercise 2311]
Imperfect lattice with defects
A perfect lattice is composed of N atoms on N sites. If n of these atoms are shifted to interstitial sites (i.e. between
regular positions) we have an imperfect lattice with n defects. The number of available interstitial sites is M and is
of order N . Every atom can be shifted from lattice to any defect site. The energy needed to create a defect is . The
temperature is T . Dene x e/T .
(a) Write the expression for the partition function Z(x) as a sum over n.
(b) Using Stirling approximation (see note) determine what is the most probable n, and write for it the simplest
approximation assuming x
1.
(c) Explian why your result for n merely reproduces the law of mass action.

(d) Evaluate Z(x) using a Gaussian integral.

(e) Derive the expressions for the entropy and for the specic heat.
(f) What would be the result if instead of Gaussian integration one were taking only the largest term in the sum?
Note: Regarding n as a continuous variable the derivative of ln(n!) is approximately ln(n).

====== [Exercise 2320]

Tension of rotating device
The system in the drawing is in balance (Temperature T ). Find Tension F in the axis.
m
L\2

L\2

19

====== [Exercise 2340]

Tension of a chain molecule
A chain molecule consists of N units, each having a length a, see gure. The units are joined so as to permit free
rotation about the joints. At a given temperature T , derive the relation between the tension f acting between both
ends of the three-dimensional chain molecule and the distance L between the ends.

====== [Exercise 2345]

One dimensional XY model
Polymer in two dimensions: Congurations of a polymer are described by a set of vectors ti of length a in two
dimensions (for i = 1,...,N), or alternatively by the angles i between successive vectors, as indicated in the gure
below. The energy of a conguration {i } is
N 1

N 1

ti ti+1 = a2

H =
i=1

cos i
i=1

(a) Show that the correlations tn tm decay exponentially with distance and obtain an expression for the persistence length a; you can leave the answer in terms of simple integrals.
Hint: Show tn tm = a2 Re {ei

m1
j=n

}.

(b) The end-to-end distance R is dened as illustrated in the gure. Calculate R2 in the limit N

1.

====== [Exercise 2351]

Tension of a rubber band
The elasticity of a rubber band can be described by a one dimensional model of a polymer. The polymer consists of
N monomers that are arranged along a straight line, hence forming a chain. Each unit can be either in a state of
length a with energy Ea , or in a state of length b with energy Eb . We dene f as the tension, i.e. the force that is

20
applied while holding the polymer in equilibrium.
(1) Write expressions for the partition function ZG (, f ).
()

()

(2) For very high temperatures FG (T, f ) FG (T, f ), where FG (T, f ) is a linear function of T . Write the explicit
()
expression for FG (T, f ).
()

(3) Write the expression for FG (T, f ) FG (T, f ). Hint: this expression is quite simple - within this expression f
should appear only once in a linear combination with other parameters.
(4) Derive an expression for the length L of the polymer at thermal equilibrium, given the tension f . Write two
separate expressions: one for the innite temperature result L(, f ) and one for the dierence L(T, f ) L(, f ).
(5) Assuming Ea = Eb , write a linear approximation for the function L(T, f ) in the limit of weak tension.
(6) Treating L as a continuous variable, nd the probability distribution P (L), assuming Ea = Eb and f = 0.
(7) Write an expression that relates the function f (L) to the probability distribution P (L). Write also the result that
you get from this expression.
(8) Find what would be the results for ZG (, f ) if the monomer could have any length [a, b]. Assume that the
energy of the monomer is independent of its length.
(9) Find what would be the results for L(T, f ) in the latter case.
Note: Above a linear function means y = Ax + B.
Please express all results using (N, a, b, Ea , Eb , f, T, L).

====== [Exercise 2353]

Tension of a rubber band, instability criterion
A rubber band is modeled as a single chain of N
1 massless non-interacting links, each of xed length a. Consider
a one-dimensional model where the links are restricted to point parallel or anti-parallel to a given axis, and the chain
is attached to end points at a distance L (see gure). Note that the chain may extend beyond the length L; only its
end points are xed.

(a) Evaluate the entropy S(L, N ).

(b) The rubber is now uniformly squeezed such that stretched congurations are ener- getically favored. Assume
2
here a simplied form of this energy that favors large L, E(L) = 1 L .
2 N
Calculate the free energy and the force f (x, T ) that the chain applies at its end points, where x = L/N a.
Expand f (x, T ) at small x and plot as function of x. Interpret the sign of f : does the rubber try to expand or
to contract?
(c) Below some temperature Tc and for some range of L the system is unstable. Identify Tc and the unstable range.
(d) Consider the unforced chain f = 0, nd x(T ) and solve for x

====== [Exercise 2360]

1. Plot x(T ), qualitatively .

21
The zipper model for DNA molecule
The DNA molecule forms a double stranded helix with hydrogen bonds stabilizing the double helix. Under certain
conditions the two strands get separated resulting in a sharp phase transition in the thermodynamic limit. As a
model for this unwinding, use the zipper model where the DNA is modeled as a polymer with N parallel links that
can be opened from one end (see gure).

The energy cost of an open link is . A possible state of the DNA is having links 1, 2, 3, ..., p open, and the rest
are closed. The last link cannot be opened. Each open link can have g orientations, corresponding to the rotational
freedom about the bond. Assume a large number of links N .
(1) Dene x = ge/T and nd the canonical partition function Z(, x).
(2) Find the average number of open links p as a function of x.
(3) Find the linear approximation for p .
p
(4) Approximate N for large x.
p
(5) Describe the dependence of N on x.
(6) Find expressions for the entropy S(x) and the heat capacity C(x) at x = 1.
(7) What is the order of the phase transition?

====== [Exercise 3000]

Quantum gases
====== [Exercise 3010]
Heat capacity of an ideal Bose gas
Consider a volume V that contains N mass m bosons. The gas is in a thermal equilibrium at temperature T .
1. Write an explicit expression for the condenstation temperature Tc .
2. Calculate the chemical potential, the energy and the pressure in the Boltzmann approximation T

Tc .

3. Calculate the chemical potential, the energy and the pressure in the regime T < Tc .
4. Calculate Cv for T < Tc
5. Calculate Cv for T = Tc
6. Calculate Cv for T

Tc

7. Express the ratio Cp /Cv using the polylogaritmic functions. Explain why Cp in the condensed phase?
8. Find the in the adiabatic equation of state. Note that in general it does not equal Cp /Cv .

22

CV

Tc

====== [Exercise 3020]

Bose gas in a strong magnetic eld
Consider gas of N bosons with spin 1 in a box with volume V . A strong magnetic eld B is present. Assume that
the temperature T is low, so the gas is in a state of condensation. Find the occupation of the spin states
(N1 + N0 + N+1 = N )
Dene what is strong magnetic eld.
H1 =

p2
BSz
2m

====== [Exercise 3021]

Bosons with Spin in magnetic eld
N Bosons that have mass m and spin1 are placed in a box that has volume V . A magnetic eld B is applied, such that
the interaction is BSz , where Sz = 1, 0, 1, and is the gyromagnetic ratio. In items (c-f) assume the Boltzmann
approximation for the occupation of the Sz = 1 states.
(a) Find an equation for the condensation temperature Tc .
(b) Find the condensation temperature Tc (B) for B = 0 and for B .
(c) Find the critical B for condensation if T is set in the range of temperatures that has been dened in item(b).
(d) Describe how Tc (B) depends of B in a qualitatively manner. Find approximate expressions for moderate and
large elds.
(e) Find the condensate fraction as a function of T and B.
(f) Find the heat capacity of the gas assuming large but nite eld.

====== [Exercise 3030]

Charged Bose gas in a divided box
Consider N bozons with mass m, positive charge e and spin 0. The particles are in a tank in thermic equilibrium,
and temperature T . The tank has two zones A and B, The volume of each zone is L3 .A battery creates potential
dierence V between the zones. The potential in every zone is homogenous.
Find the condition on N , so if V = 0 then theres no condensation, but if V = then theres condensation.
3

3
answer: L3 2 mT 2 < N < 2L3 3 mT 2
2
2
2
Below, assume that the particles in zone A are in a condensation state and the particles in zone B can be described
in the Boltzman proximity frame.

23
(a) What is the number of the particles in zone B. What is the condition for V , so that Boltzman proximity will
be valid
(b) What is the number of the particles in zone A. How many of them are in condensation state?
(c) Show that the condensation in zone A as long as Vc < V . Find an explicit expression for Vc .
remark: This problem is formally identical to the bozons problem with spin
[zone B] down, [zone A] up, and potential dierence eV B.

isolation
ring

1
2

in magnetic eld.

====== [Exercise 3040]

Quantum Bose Gas with an oscillating piston
A cylinder of length L and cross section A is divided into two compartments by a piston. The piston has mass M
and it is free to move without friction. Its distance from the left basis of the cylinder is denoted by x. In the left side
of the piston there is an ideal Bose gas of Na particles with mass ma . In the right side of the piston there is an ideal
Bose gas of Nb particles with mass mb . The temperature of the system is T .
(*) Assume that the left gas can be treated within the framework of the Boltzmann approximation.
(**) Assume that the right gas is in condensation.
(a) Find the equilibrium position of the piston.
(b) What is the condition for (*) to be valid?
(c) Below which temperature (**) holds?
(d) What is the frequency of small oscillations of the piston.
Express your answers using L, A, Na , Nb , ma , mb , T, M .
L
x

Na

ma

N b mb

====== [Exercise 3042]

Oscillations of a piston in a cylinder lled with gas
Consider a vertically aligned cylinder whose basis has an area A. A piston that has mass M is pushed from above.
The piston is held by a spring that has an elastic constant K. If the cylinder is empty the piston is down at zero

24
height (x = 0). The cylinder is lled with N gas particles. Each particle has mass m and the temperature is T .
Consequently the the piston goes up a distance x, such that the gas occupies a volume Ax. Consider the following
3 cases:
(a) The temperature is high, such that Boltzmann approximation can be applied.
(b) The particles are condensed Bosons, T is lower than the condensation temperature.
(c) The particle are spinless Fermions, and the temperature is zero.
Answer the following questions, relating to each case separately.
1. What is the equilibrium position xeq of the piston?
2. What is the frequency of small oscillations?
3. Plot schematic drawing of versus T .
Express answers using A, M , K, N , T . The schematic drawing is required to be be clearly displayed.

====== [Exercise 3230]

Heat Capcity of He4 system, energy gap
The specic heat of He4 at low temperatures has the form
Cv = AT 3 + B(T )e/kB T
(a) What can you deduce about the excitations of the system? (assume the the density of states of these excitations
has the form N ( ) p as 0.)
(b) What would be the form of Cv for a similiar system in a two dimensional world?

====== [Exercise 3240]

Bose gas in a uniform gravitational eld
Consider an ideal Bose gas of particles with mass m in a uniform gravitational eld of acceleration g. Show that the
mgL
8
critical temperature for the Bose-Einstein condensation is Tc = Tc0 1 + 9 1/ 3
1/2 , where L is the
2
Tc0
height of the tank, mgL << kBTc0 and Tc0 = Tc0 (g = 0).
1
3
Hint: g 3 (z) = g 2 (1) 2 ( ln (z)) 2 + O (ln (z)).
2
Show that the condensation is accompanied by a discontinuity in the specic heat at Tc with the result
9
CV = 16 3 N mgL 1 .
2
T c0
2

Hint:

CV is due to discontinuity in

z
T N,V

====== [Exercise 3336]

Condesation for general dispersion
An ideal Bose gas consists of particles that ahve the dispersion relation = c|p|s with s > 0. The gas is contained in
a box that has volume V in d dimentions. The gas is maintained in a uniform temperature T .
(1) Calculate the single particle density of states.
(2) Find a condition involving s and d for the existence of Bose-Einstein condensation. In particular relate to

25
relativistic (s = 1) and nonrelativistic (s = 2) particles in two dimensions.
(3) Find the dependence of the number of particles N on the chemical potential .
(4) Find the dependence of the total energy E on the chemical potential, and show how the pressure P is obtained
from this result.
(5) Find an expression for the heat capacity Cv . Show how this result can be expressed using N in the limit of innite
temperature.
(6) Repeat item1 for relativistic gas whose particles have nite mass such that their dispersion relation is
m2 c4 + c2 p2 .

(7) Consider a relativistic gas in 2D. Find expressions for N and E and P . Should one expect Bose-Einstein
condensation?

====== [Exercise 3338]

Bose gas in graviation
Consider an ideal Bose gas of particles with mass m in a uniform gravitational eld of accelaration g.

(a) Find the condensation temperature to leading order in g. [Hint: g3/2 () = g3/2 (1) 2 ln + O(ln ).]
(b) Show that the condensation is accompanied by a discontinuity in the specic heat at Tc . Calculate this
discontinuity to leading order. [Hint: CV is due to discontinuity in (/T )N,V ].

====== [Exercise 3341]

Bose in 2D harmonic trap
Consider a two dimensional bose gas in a harmonic potential with energy eigenvalues (n1 + n2 + 1) where n1 , n2
are integers. [This is how the recent cold atom experiments realize condensation].
(a) Find the number of particles in excited states N N0 , where N0 is the the ground state occupation. Assume
kB T
so that summations on n1 , n2 can be replaced by integrals.
(b) Use g2 (1) = 2 /6 to infer the Bose Einstein condensation temperature Tc . [Note that N here is not taken to its
thermodynamic limit; the transition is still fairly sharp if N >> 1.]
(c) Show that for T < Tc : N0 = N [1 (T /T0 )2 ].

====== [Exercise 3342]

Black body radiation in the universe
The universe is pervaded by a black body radiation corresponding to a temperature of 3K. In a simple view, this
radiation was produced from the adiabatic expansion of a much hotter photon cloud which was produced during the
big bang.
(a) Why is the recent expansion adiabatic rather than, for example, isothermal? It is also known that the expansion
velocity is suciently small. Smallness compared with what is needed? explain.
(b) If in the next 1010 years the volume of the universe increases by a factor of two, what then will be the temperature
of the black body radiation?

26
(c) By what factor does the energy change in the process (b)? Explain the process by which the energy changes
and show that this specic process indeed reproduces the change in energy.

====== [Exercise 3344]

BEC in harmonic potential
The current experimental realizations of Bose Einstein condensation rely on trapping cold atoms in a potential. Close
to its minimum, the potential can be expanded to second order, and has the form
2
x2

U (r) = 1 m
2

where = 1, ..., d, d is the space dimensionality and the trapping potential may have dierent frequencies in
dierent directions.
(a) We are interested in the limit of wide traps such that
kB T , and the discreteness of the allowed energies
can be largely ignored. Show that in this limit, the number of states N (E) with energy less than or equal to E,
and the density of states (E) = dN (E)/dE are given by
d

1
N (E) =
d! =1

(E) =

E d1

1
(d 1)!

[Hint: The volume of the hyper-pyramid dened by

d
i=1

d
=1

xi R and xi 0, in d dimensions is Rd /d! .]

(b) Show that in a grand canonical ensemble, the number of particles in the trap is
d

N = gd ()
=1

kB T

where gn () is the usual Bose function.

(c) Find the chemical potential in the high temperature limit.
(d) Find the temperature Tc for BE condensation (no need to evaluate the gd integrals). At which dimensions there
is no solution with nite Tc ?
[Note that the condensate is conned by the trap to a nite size so that the system does not have a proper
thermodynamic (N ) limit. Nonetheless, there is a reasonable sharp crossover temperature Tc , at which a
macroscopic fraction of particles condenses to the ground state.]

====== [Exercise 3500]

Fermi systems
====== [Exercise 3510]
State equations for ideal Fermi gas
1
N fermions with 2 spin and mass m are in a tank with volume V . The gas is in thermic equilibrium in temperature
T.
Assume its possible to relate to the temperature as a low one, and nd explicit expressions, up to second order in
temperature, for the state equations

= T;

N
V

27
E = E (T, V ; N )
P = P (T, V ; N )
Dene what is a low temperature. Use only N, m, V, T . Write expressions also for the heat capacity Cv and the
compressibility KT .
KT

1
V

V
P

Guideline: Write an expression for N = N () and nd (, N/V ) while keeping terms up to O T 2

Similar to the calculation of N () it is possible to calculate E () up to second order in temperature.
Now theres to place the expression for T ; N you found earlier, and write the result as a development of T while
V
keeping terms op to second order only! This is the trickiest phase..., Youll have to use the development

(1 + ) = 1 + +

( 1) 2
+ 3
2

several times and to make sure not to losing the rst and the second order terms during the algebra process.

====== [Exercise 3515]

Ideal Fermi gas in 1D space
Consider N electrons that are kept between the plates of a capacitor.
V (x, y, z) =

1
2
x2 + y 2
2 m

0zL
else

The system is in thermal equilibrium at zero temperature. Find the force that the gas exerts of the plates assuming
that it can be treated as one-dimensional.
Write the condition on N for having this assumption valid.
Tip: Find rst the one particle states, and illustrate them using a schematic drawing. Express your results using
N, L, m, only.

====== [Exercise 3520]

Ideal Fermi gas in 2D space
Consider N mass m spin 1/2 Fermions, that are are held in a two dimensional box that has an area A. Show that:
N (, ) = A

m
T ln 1 + e T

Tip: Dene X = e(E) and use the integral

dx
1 x(x+1)

= ln

1+X1
X1

Write and explain what is the T = 0 result.

Find the chemical potential (T, N ).
Find the Fermi energy EF (T 0, N ).
Show that at low temperatures
(T ) EF T e

Er
T

Show that at high temperatures the result is consistent with the Boltzmann approximation.

28
Find E (, ) and P (, ) at zero temperature.
Derive the following results:
E=A

1
m2

N
A

P =

1
m2

N
A

Clarify why at zero temperature P 1/A2 , while at high temperatures P 1/A.

====== [Exercise 3530]

Ideal Fermi gas in 2D box
N fermions with mass m and spin 1 are in a box , its dimensions are L L , ( << L). The system is kept in low
2
temperature T . Find the pressure on the box walls and the heat capacity of the gas in conditions where its possible
to consider as 2 dimensional. The one particle states are |npx py
Enpx py =

1
2m

p2
p2
y
x
+
2m 2m

Its possible to consider the gas as a 2 dimensional as long as the occupation of the levels 1 < n is negligible.
g (E) = 2 A

m 1
,
2 2m

<E <4

1
2m

1
like an attribute level to the uniparticles state energy, but
Its convenient to take in to calculation the E = 2m

theres a need to be careful when you calculate the pressure on the upper and lower walls.

1
2
2m ( l )
0
n=1

n=2

n=3

n=4

====== [Exercise 3540]

Ideal Fermi gas in semiconductor
Consider a gas of electrons in a semiconductor, the temperature is T , and the chemical potential is . The single particle density of states g(E) = gv (E) + gc (E) consists of valence and conduction bands, separated by a gap
Eg = Ec Ev . In the vicinity of the energy gap, one can use the following approximation:
gc (E) 2

gv (E) 2

(2mc ) 2 (E Ec ) 2

(2mv ) 2 (Ev E) 2

(2)
V

(2)

29
The electron has Fermi occupation f (E ), optionally it is customary to dene an occupations function

f (E ) = 1 f for the holes.

(a) What are the occupation functions of the electrons in the conduction band, and of the holes in the valance band,
in the Boltzmann approximation.
(b) What is the condition for the validity of this approximation? Assume that this condition is satises in the following
items.
(c) Derive expressions for the number of electrons Nc (, ) and for the number of holes Nv (, ). in the conductance
and valence band respectively. Explain how the product Nc Nv could be optionally deduced from the law of mass
action.
(d) Consider a closed system, such that at T = 0 the valence band is fully occupied, while the conductance band is
empty. The temperature is raised to T . Find the chemical potential and evaluate Nc (T ) and Nv (T ).
E

E=E r

gap

E=Ev
E=0

====== [Exercise 3550]

Fermions in magnetic eld - Pauli
N electrons with mass m and spin 1 are placed in a box at zero temperature. A magnetic eld B is applied, such
2
that the interaction is Bz where is the gyromagnetic ratio. Consider the following cases:
(a) one-dimensional box with length L.
(b) two-dimensional box with area A.
(c) three dimensional box with volume V .
Answer the following questions. Express your results using , m, N , L, A, V .
(1) What is the single particle density of states. Distinguish between a spin up and spin down particles.
(2) Which is the graph that describes the magnetization M (B) of each case (a),(b),(c). Complete the missing details:
what are Ms , Bc ,.

Ms

Ms

Bc

Ms

Bc

Bc

30

====== [Exercise 3555]

Fermions in magnetic eld - Landau
Consider N spinless electrons that have mass m and charge e in a 2D box that has an area A at zero temperature. A
perpendicular magnetic eld B is applied. The purpose of this question is to nd the magnetization of the system.
(1) What are the threshold value Bn for which there are exactly n lled Landau levels.
(2) Find the energy E(B) and the magnetization M (B) for strong eld B > B1 . Give an optional semicalssical
derivation to the result assuming that each electron is doing a cyclotron motion with minimal one-particle energy.
(3) Find the energy E(B) and the magnetization M (B) for Bn+1 < B < Bn . In particular nd E(Bn ) and explain
why they are all equal to E(0). Write what is the value of the magnetization at the endpoints of each interval.
(4) Give a semicalssical derivation to the drops of M (B) at the threshold values Bn , using the Hall formula for the
current along the Edge.
Keywords: Landau levels; Landau magnetism; The de Haas van Alphen (dHvA) oscillations; The quantum Hall eect.

====== [Exercise 3570]

Fermi gas in 2D+3D connected boxes with gravitation
Consider a mesoscopic box that has dimensions L L , such that
L. In the box there are N spin 1/2 electrons.
The mass of an electron is m. In items (a-d) assume that the temperature is T = 0. In items (d-e) the box is attached
to a tank that has dimensions L L L, that is placed at height D relative to the box, and you have to take into
account the gravitational eld g. Express your answers using m, L, , g, T .
(a) Describe the single particle density of states. Specify the energy range over which it is the same as for a two
dimensional box.
(b) Find the fermi energy EF assuming that it is in the range dened above. What is the maximum number Nmax
of electrons that can be accommodated without violating the 2D description?
(c) Assuming N < Nmax nd the pressure P on the side walls of the box, and the force F on the horizontal walls.
(d) Assume N = Nmax . What is the minimum height Dmin to place the tank such that all of the electrons stay in
the box?
(e) Assume N = Nmax and D > Dmin . The temperature of the system is raised a little bit. As a result some of
the particles that were in the 2D box are transferred to the tank. Estimate their number N . You are allowed
to use any reasonable approximation.

31
tank

L
L
D

box

====== [Exercise 3710]

Fermions in gravitation eld of a star
Consider a neutron star as non-relativistic gas of non-interacting neutrons of mass m in a spherical symmetric equilibrium conguration. The neutrons are held together by a gravitational potential mM G of a heavy object of mass
r
M and radius r0 at the center of the star (G is the gravity constant and r is the distance from the center).
Assume that the neutrons are classical (Boltzmann) particles at temperature T and nd their density n (r) at r > r0 .
Is the potential conning? [By denition, for a conning potential there a solution with n (r) > 0 at r > ].
Next, consider the neutrons as fermions at T = 0, and nd n (r). Is the potential conning??? Extend your result to
the case T = 0, and discuss the connection with the Boltzmann limit.

====== [Exercise 3711]

Fermions in gravitation eld of a star
Consider a neutron star as non-relativistic gas of non-interacting neutrons of mass m in a spherical symmetric equilibrium conguration. The neutrons are held together by a gravitational potential mM G/r of a heavy object of
mass M and radius r0 at the center of the star (G is the gravity constant and r is the distance from the center).
(a) Assume that the neutrons are classical particles at temperature T and nd their density n (r) at r > r0 for a
given n(r0 ). Is the potential conning, i.e. is there a solution with n (r) 0 at r ?
(b) Consider the neutrons as fermions at T = 0 and nd n (r). Is the potential conning? [Hint: classify solutions
according to their chemical potential .]
(c) Is the potential conning for fermions at T = 0? when is the result (a) valid?

32

====== [Exercise 3745]

Fermions in a gravitational eld
Consider fermions of mass m and spin 1/2 in a gravitational eld with constant acceleration g and at uniform
temperature T . The density of the Fermions at zero height is n(0) = n0 . In item (3) assume that at zero height the
fermions form a degenerate gas with Fermi energy 0 that is much larger compared with T .
F
1. Assume that the fermions behave as classical particles and nd their density n(h) as function of the height.
2. Assume T = 0. Find the local Fermi momentum pF (h) and the density n(h) as function of the height.
3. Assume low temperatures. Estimate the height hc such that for h
4. In the latter case nd n(h) for h

hc the fermions are non-degenerate.

hc , given as before n0 at zero height.

====== [Exercise 4000]

Chemical equilibrium
====== [Exercise 4001]
Two level system with N particles
Consider N particles in a two level system. The one-particle energies of the two levels are E1 and E2. Consider
separately the two following cases: (i) The particles can be distinguished; (ii) The particles are identical Bosons. Find
the expectation values n1 and n2 of the occupation numbers. Discuss the special limits N = 1 and N innity. Explain
the connection with Fermi/Bose occupation statistics.

====== [Exercise 4012]

Classical gas in volume-surface phases equilibrium
An ideal gas composed of point particles with mass m, moves between parallel boards of a capacitor. The surface of
each one of them is A and the distance between them is L, as described in the gure.
Force f operates on the particles, in vertical direction to the boards, which pushes the particles to the lower board.
particles can be adsorbed to the boards. the adsorbed particles move over them freely, and adsorbed potential E
operates on them (when E > 0)in addition to force f .
The system is in balance, in temperature T . Moreover, Its given that the average number of the particles that move
between the boards and are not adsorbed over them is N , and their average density is n.

Assume that the gas particles maintain Maxwell-Boltzman statistics and therefore its possible to carry out the
calculations in the classical statistical mechanics frame.
Express all of your answers with E, L, n, T, f = |f |, m and through physical and mathematical constants only.

(a) Calculate n (x, y, z), The density of the particles per volume unit in some point between the boards. Dene the
coordinate system you use.
(b) Calculate the ratio

between the ow that hits the upper board and the ow that hits the lower board.

(c) Calculate and which are the densities of the particles adsorbed over the upper board and the lower board
respectively. Moreover,calculate the ratio .
Guideline: Its possible to make the calculation through the chemical potentials of the gas between the boards
and over them.

33

====== [Exercise 4013]

Gas in gravitation conned between adhesive plates
A classical ideal gas that consists of N mass m particles is conned between two horizontal plates that have each
area A, while the vertical distance between them is L. The gravitational force is f oriented towards the lower plate.
In the calculation below x the center of the box as the reference point of the potential.
The particles can be adsorbed by the plates. The adsorption energy is . The adsorbed particles can move along
the plates freely forming a two dimensional classical gas. The system is in thermal equilibrium, the temperature is T .
1. Calculate the one particle partition function Z(, A, L, f ) of the whole system.
Tip: express the answer using sinh and cosh functions.
2. Find the ratio NA /NV , where NA and NV are the number of adsorbed and non-adsorbed particles.
3. What is the value of this ratio at high temperatures.
Express the result using the thermal wavelength T .
4. Find an expression for FV in the formula dW = (NV FV + NA FA )dL.
Tip: the expression is quite simple (a single term).
5. Find a high temperature approximation for FV .
Tip: it is possible to guess the result without any computation.
6. Find a zero temperature approximation for dW .
Tip: it is possible to guess the result without any computation.

====== [Exercise 4014]

Chemical equilibrium volume-surface
Consider a tank with water volume V ,and over it oil is oating.The surface contact between the water and the oil is
S. In the water and over the contact surface between the water and the oil, large molecules with mass m are moving.
Assume that the potential energy of each molecule is E1 when its in the water, and E2 when its on the boundary
between the water and the oil (E2 > 0, E1 > 0) E2 E1 = E0 > 0.
Assume that the large molecules are classical ideal gas (which means theres no interaction between the large
molecules).What is is the systems temperature T ?
a Calculate the chemical potential l of the large molecules in the water.

34
b Calculate the chemical potential s of the large molecules on the boundary between the water and the oil.
c What is the ratio between the large molecules density in the water, and their density on the boundary between
the water and the oil in equilibrium?
d What is the total energy of the large molecules?

====== [Exercise 4015]

Adsorption of polar molecules to a surface
Consider thin gas (can be considered as an ideal classical gas) of atoms A with mass m oating over absorbed surface,
the density of the atoms is N and the systems temperature is T . on the surface M absorbtion centers B. Each
V
absorbtion center can connect at most one of the gas atoms, The binding energy is E. When an atom connects to
an absorption center, a polar molecule AB, with electrical dipole d is created, which is free to be in one of the ve
states: d = di, di, di (see drawing attached). in one of the states the direction of the dipole is vertical to the
x
y z
surface and in the other states its parallel to the surface (see drawing).An electrical eld vertical to the surface is
operated. The interaction energy between the eld and the dipole is d.
(a) Find the coverage rate of the surface

n
M

in two ways:

The long way - Canonical ensemble (like page 51).

The short way - Grand canonical ensemble (like page 52).
b Calculate the polarization D of the surface. The polarization is dened from dW = D d. Explain why
D=
d.
A

non adsorped
atoms

absorption
surface

A
A

adsorption where
d=di y

XB

empty
absorption site

adsorption where
d=di z

====== [Exercise 4016]

Adsorption of polar molecules to a surface
Consider a 2D adsorbing surface in equilibrium with a 3D gas of atoms that have a temperature T and a chemical
potential . On the surface there are M sites. Each site can absorb at most one atom. At the adsorption site an atom
forms an electric dipole d that can be oriented at any direction away from the surface (see gure). In the presence of

35
a perpendicular electric eld E the dipole has energy is Ed cos(), where || < /2 is the angle between d and E.
(a) Calculate the grand partition function Z(, , E)
(b) Derive the average number N of absorbed atoms.
(c) Use the formal approach to dene the average polarization D as the expectation value of a system observable.
Derive the state equation for D.
(d) What are the results in the limit E 0, and in particular what is the ratio D/N . Explain how this result can be
obtained without going through the formal derivation.

====== [Exercise 4017]

Adsorbsion and fractal dimension
Surfactant Adsorption: A dilute solution of surfactants can be regarded as an ideal three dimensional gas. As
surfactant molecules can reduce their energy by contact with air, a fraction of them migrate to the surface where
they can be treated as a two dimensional ideal gas. Surfactants are similarly adsorbed by other porous media such
as polymers and gels with an anity for them.
(a) Consider an ideal gas of classical particles of mass m in d dimensions, moving in a uniform potential of strength
d . Show that the chemical potential at a temperature T and particle density nd , is given by
d =

+ kB T ln[nd d ]

where

h
2mkB T

(b) If a surfactant lowers its energy by 0 in moving from the solution to the surface, calculate the concentration of
coating surfactants as a function of the solution concentration n (at d = 3).
(c) Gels are formed by cross-linking linear polymers. It has been suggested that the porous gel should be regarded
as fractal, and the surfactants adsorbed on its surface treated as a gas in df dimensional space, with a
non-integer df . Can this assertion be tested by comparing the relative adsorption of surfactants to a gel, and
to the individual polymers (assuming it is one dimensional) before cross-linking, as a function of temperature?

====== [Exercise 4018]

Adsorbsion of molecules that have internal degrees of freedom
A surface having N0 adsorption centers has N (< N0 ) non-interacting gas molecules adsorbed on it. The partition
function of a single adsorbed molecule is a(T ) = i e i where i are internal energy levels of each molecule.
(a) Evaluate the chemical potential of the adsorbed molecules.
(b) The adsorbed molecules are in equilibrium with those in the gas phase. The molecules in the gas phase are
non-interacting and each has internal energy levels i with a (T ) = i e i and a mass m. Evaluate the gas
pressure and density.

36

====== [Exercise 4019]

Chemical equilibrium volume-polymer
Consider a polymer composed with M monomers. The polymer is in a gas with temperature and chemical potential
. The gas molecules can absorb the polymers monomers. The connection energy of the gas molecule to the monomer
is . The natural length of a monomer is a, when a gas molecule is absorbed to it, its length is b.
(a) Calculate ZN for the polymer, and from that, calculate Z.
(b) Calculate Z by the factorization.
Guideline: in paragraph b write the polymers states in this form |nr (r = 1...M ) > when nr = 0, 1. Accordingly,
if there is or there is no absorption. Write N(nr ) E(r) , and show the sum you need to calculate for Z is factorized.
(c) Calculate the average length L of the polymer.

Guideline: Express L through N . Calculate N N in two ways:

Way I - to derive from Z (page

Way II - Express N through nr and then use the probability theory and the result for nr .

====== [Exercise 4200]

The law of mass action

====== [Exercise 4211]
The law of mass action for C==A+B
Consider ideal gases of atoms A, atoms B and atoms C undergoing the reaction C A + B, where is an integer.
nA , and nB and nC are the respective densities of the atoms. The law of mass action states that
na nb nc = K(T )
A B C
(1) Determine what are the exponents a, b and c, and the equilibrium constant K(T ).
(2) Write explicit expression for K(T ) for the reaction H2 + D2 2HD, given the masses mH , mD , and the the
vibrational frequency 0 of the HD bond. Assume the temperature is high enough to allow classical approximation
of the rotational motion.
(3) What is K()?

====== [Exercise 4213]

Chemical equilibrium for A==A+e
N0 atoms of type A are placed in an empty box of volume V , such that their initial density is n0 = N0 /V . The
ionization energy of the atoms is 0 . The box is held in temperature T , and eventually a chemical equilibrium
A
A+ + e is reached. The fraction of ionized atoms is x = N + /N0 . The masses of the particles are me for the
electron, and mA+ mA for the atoms and the ions.
(1) Dene temperature T0 such that T

T0 is a sucient condition for treating the gas of atoms in the Boltzmann

37
approximation.
(2) Assuming the Boltzmann approximation for both the atoms and the electrons, write an equation for x. Write its
approximate solution assuming x
1. Write the condition for the validity of the latter assumption.
(3) Assuming that x
1, write a condition on the density n0 , that above T0 it was legitimate to treat the electrons in
the Boltzmann approximation. Note: the condition is a simple inequality and should be expressed using (me , mA , 0 ).
Assume that the condition in (3) breaks down. It follows that there is a regimes T0
T
T1 where the atoms can
be treated in the Boltzmann approximation, while the electrons can be treated as a low temperature quantum gas.
(4) Write an equation for x assuming that the electrons can be treated approximately as a zero temperature Fermi
gas. Exotic functions should not appear. You are not expected to solve this transcendental equation.
(5) What would be the equation for x if the electrons were Bosons instead of Fermions.
Note: Express all the nal answers using (me , mA , n0 , 0 , T ), and elementary functions.
Exotic functions should not appear. It is allowed to use the notation e (T ) = (2/me T )1/2 .

====== [Exercise 4215]

Equilibrium of condensed Bosons and atoms B==2A
N Bozons molecules B are inserted in to a box with volume V . Each molecule is composed from two atoms A.
The atoms mass is m and the binding energy of the molecule is .
The systems temperature is T . Some of the molecules are falling apart. Assume there are molecules in condensation
state. Assume the un connected atoms can be treated in the Boltzmans proximity frame.
How many (un connected) atoms are in e box?
What is the condition for the Boltzmans proximity to be valid for the atoms?
How many molecules are ed in arousing states?
What is the condition for the condensation assumption to be valid?
What is the pressure on the boxes walls?
Who pressures the most (The molecules ? the atoms ?).

====== [Exercise 4220]

Chemical equilibrium: H2[3D]==2H[2D]
An H2 molecule (mass 2mH ) decomposes into H atoms when it is absorbed upon a certain metallic surface with an
energy gain per H atom due to binding on the surface. This binding is not to particular sites on the surface: the
H atoms are free to move on the surface. Consider the H2 as an ideal gas, and express the surface density of the H
atoms as a function of the H2 pressure.

====== [Exercise 4410]

Chemical equilibrium for Fermions in a box
p2
Fermions are locked in a box of volume V . The energy of a single Fermion is Ep = 2m + mc2 . Pretending that there is
no conservation law for the number of Fermions, calculate the average energy density and the average particle density.
Discuss the consequences of having conservation law for the number of Fermions.

====== [Exercise 4420]

Chemical equilibrium for F==A+B
1
Consider the reaction F > A + B, where F and A are spin 2 Fermions, and B are spin 0 Bosons. The masses
are mF , mA , mB respectively, and the energy gain of the reaction is . Given N , and assuming ideal gases at high

38
temperature T , write the equations that determine the densities nF , nA , nB in equilibrium. Write the equations at
T = 0 and plot (qualitatively) the densities as functions of .

====== [Exercise 4430]

Chemical equilibrium for gamma == e and gamma == pi
The reaction + . .e+ + e occurs inside a star, where is a photon and e are the positron and electron (mass m).
In general e are relativistic. Assume overall charge neutrality, and that the system is in equilibrium at temperature
T . Find an expression for the densities of e. Also nd these densities in the limit T << mc2 . Solve the same problem
for the reaction + .. + + where are bosons with mass M . Can these bosons become Bose-condensed
if the temperature is suciently lowered? Explain the result physically.

====== [Exercise 4440]

Chemical equilibrium for gamma==e
Consider the reaction + . .e+ + e , where is a photon ande are the positron and electron (mass m). Assume a
constant density dierence n0 = n n+ , and that the system is in equilibrium at temperature T . Derive equations
from which the densities n andn+ can be determined in terms of n0 .
(Hint: Find rst an expression for the product n n+ ). Find the Fermi momentum pF at T = 0 in the nonrelativistic
case. Specify the condition on n0 that allows a nonrelativistic limit. Extend the results to the nite temperature
pF 2
2
2m << T << mc

====== [Exercise 4441]

Equilibrium for gamma==e
Consider the reaction
+ e+ + e
where the net charge of the system is xed by the density dierence n0 = n+ n ; is a photon and e are the
positron and electron, respectively.
(a) Derive equations from which the densities n+ and n can be determined in terms of n0 , temperature T , and
the mass m of either e+ or e .
(b) Find the Fermi momentum pF at T = 0 for non-relativistic e+ , e and the condition on n0 that allows a
non-relativistic limit.
(c) Solve (a) for p2 /2m << kB T << mc2 . (Hint: Find rst an expression for the product n+ n ).
F

====== [Exercise 4445]

Adsorbtion and decomposition
(a) Evaluate the chemical potential of a classical ideal gas in two dimensions in terms of the temperature and the
density per unit area.
(b) An H2 molecule decomposes into H atoms when it is absorbed upon a certain metallic surface with an energy
gain per H atom due to binding on the surface. (This binding is not to a particular site on the surface, i.e.
the H atoms are free to move parallel to the surface). Consider H2 as an ideal gas with mass 2mH and derive
the density adsorbed per unit area as function of , temperature and the H2 pressure.
[Hint: Chemical equilibrium is obtained by minimizing the total free energy with respect to one of the densities.]

39

====== [Exercise 4446]

Relative abundance of isotopes
The partition functions of a diatomic molecules AB or A2 (within an ideal gas) has the form
fAB = gAB (T )(mA mB )3/2

or

fA2 = 1 gA2 (T )m3

A
2

where mA , mB are atomic masses and B is an isotope of A; gAB and gA2 are independent of the isotope masses.
1
(a) a) Explain the origin of the factor 2 .

(b) In the reaction H2 +Cl2 2HCl the Cl atom has two isotopes Cl35 and Cl37 . Write the relevant four reactions
and their laws of mass action.
(c) Show that the relative abundance of Cl35 and Cl37 in Cl2 is the same as in HCl, i.e. the various densities n
satisfy
37
2nCl2 + nCl35 Cl37
35
2nCl2 + nCl35 Cl37

nHCl37
nHCl35

====== [Exercise 4450]

Chemical equilibrium for n==p+e+nu
In a certain medium, there were at the beginning N neutrons per volume unit. Some of them decomposed according
to
n p + e +

1
All of the particles are fermions with spin 2 . Their masses are mn , mp , me , andm = 0. Assume temperature T .
Denote by N density of the neutrons in a thermal equilibrium. Write the equation for N in four cases:
(1) The particles are non-relativistic (except the nutrino)
(2) The particles are hyper relativistic (negligible mass).
(3) The temperature is zero.
(4) The temperature is high (Boltzmann approximation).
Dene the conditions for the assumptions to be valid. Write the equations using the data only. There is no need to
solve the equations.

====== [Exercise 4540]

BEC in mechanical equilibrium with ideal gas
A cylindrical container of length L and base area A is divided in two by a freely moving partition of mass M . To the
left of the partition there are Na identical bosons of mass ma , and to the right there are Nb bosons of mass mb .
Assume that (i) The state of the gas on the left may be described by a Boltzman approximation, and (ii) the gas on
the right is a Bose condensate. Under these assumptions:
(a) Find the location of the partition when the system is in equilibrium at temperature T .
(b) Find the conditions that assumptions (i) and (ii) are valid in equilibrium.
(c) Find the frequency of small oscillations of the partition around equilibrium.

40

====== [Exercise 4546]

Quantum statistics of reactions
(a) The following reaction occurs inside a star
+ e+ + e
where is a photon and e are the positron and electron, respectively. Assume overall charge neutrality and
that the system is in equilibrium at temperature T . Find an expression for the densities of e . (In general e
with mass m are relativistic). Find an explicit result for these densities in the limit kB T << mc2 . (Hint: no
conservation law for photons).
(b) Repeat (a) for the reaction
+ + +
where are bosons with mass m . Can these bosons become Bose-condensed if the temperature is suciently
lowered? What are the densities at T = 0?
(c) The photons in (b) are now eliminated from the system, but the density of the bosons is maintained. If these
bosons are cooled, is there a temperature at which Bose condensation is possible? [Assume that the initial
temperature satises kB T << m c2 ]. What are the densities at T = 0?
(d) Consider initial equal densities n for e+ and for e . The e are allowed to equilibrate with via the reaction

e+ + e + +
Write equations that determine the chemical potentials at T = 0. Consider now T = 0 and determine if Bose
Einstein condensation is possible and if so what is the condition for that. Consider both me > m and me < m
situations.

====== [Exercise 4549]

Consevation law for the number of nucleons
A collection of free nucleons is enclosed in a box of volume V . The energy of a single nucleon of momentum p is
2
2
2
p = p /2m + mc where mc = 1000M eV .
(a) Pretending that there is no conservation law for the number of nucleons, calculate the partition function at
temperature T . (Nucleons are fermions).
(b) Calculate the average energy density and average particle density.
(c) In view of (a) and (b), discuss the necessety for a consevation law for the number of nucleons.

====== [Exercise 4550]

Equilibrium of Fermions and condensed Bosons F==A+B
N fermions of type F that have spin 1/2 are placed in a box of volume V . Each fermion can decay into a boson of
type B that have spin 0, and a fermion of type A that has spin 1/2. The reaction is F A + B, and it has an energy

41
gain 0 . This means that A + B has a lower binding energy than F . The masses of the particles are mF , mA , mB
respectively.
(1) Assuming ideal gases at temperature T , write the chemical equilibrium condition that determine the densities
nF , nA , nB at equilibrium.
(2) Write the chemical equilibrium condition at T = 0. Describe the dependece of the densities on
that for 0 > c the number of F fermions vanishes.

0.

Find

such

(3) Assume that the condensation of bosons B occurs at Tc such that Tc

p2 /(2mA ) < 0 , where pF is the Fermi
F
momentum of fermions A. Evaluate Tc and rewrite the condition on Tc in terms of the given parameters.

====== [Exercise 4551]

Velocity of sound of a degenerate Fermi gas
Determine the velocity of sound in a degenerate (T = 0) Fermi gas in terms of the Fermi velocity.

====== [Exercise 4552]

Liquid He3, cooling by adiabatic pressurization
If liquid 3 He is pressurized adiabatically, it becomes a solid and the temperature drops. This is a method of cooling
by pressurization. Develop the theory of this process in the following steps:
(a) Assume that the liquid state is an ideal Fermi liquid with a low temperature entropy S = 1 2 N kB T /TF where
2
N is the number of particles and TF 5 K is the Fermi temperature. Find the temperature-pressure relation
in an adiabatic process for T
TF .
(b) At low temperatures the entropy of solid 3 He comes almost entirely from the spins while below 103 K the
spins become antiferromagnetically ordered; assume that at T
103 K the spins are independent. Draw
3
schematically the entropy of both solid and liquid He as function of temperature and draw the adiabatic
trajectory for increasing pressure. Below which temperature T must the initial temperature be for the method
to work?
(c) Of what order is the liquid-solid transition? Evaluate the jump in the specic heat.
(d) Use Clapeyrons relation to deduce the shape of the P (T ) coexistence solid-liquid curve near T . Assume that
the dierence v of the specic volumes is temperature independent and that the solid is denser.
(e) Consider an initial pressure that is below the P (T ) coexistence line. Draw schematically the adiabatic trajectory
on the P-T plane, using the result (a). What is now the condition on the initial temperature for the cooling
method to work, in terms of the initial (P, T ) and the coexistence line P (T )?

====== [Exercise 4553]

Beta decay n==p+e+nu
1
The neutrino is a massless fermion with spin 2 .

(a) Assuming neutrinos in thermal equilibrium, write the density in terms of the fugacity and the temperature
T (take in account the quantum nature of the neutrinos). Evaluate the integral in the limit of high T and at
T = 0. What is the condition for high T ?
(b) b. Given an initial density n0 of neutrons. Some of these neutrons decay to protons, electrons and antineutrinos
via the reaction
n p + e + .

42
All the particles are fermions with spin 1 . The masses mn , mp , me are given and the antineutrino is massless.
2
Assuming quantum ideal gases with p, n, e nonrelativistic, write the equilibrium equations for the proton
density np . Consider only the following two cases (i) a high temperature limit, and (ii) T = 0. In both cases
solve explicitly in the limit np
n0 .

====== [Exercise 4554]

Fermions in magnetic eld, quantum phase transition
A d dimensional container (d = 1, 2, 3) contains fermions of density n, temperature T = 0, mass m and spin 1 , having
2
2

p
a magnetic moment m. The container is placed in a magnetic eld H/m so that the fermion spectra is p = 2m H

where p is the momentum. (Note that orbital eects are neglected, possible e.g. at d=2 with the eld parallel to the
layer).

(a) Evaluate the chemical potential (H), for small H: Consider rst an expansion to lowest order in H and then
evaluate d/dH to note the change at nite H.
(b) Beyond which Hc does the consideration in (a) fail? Find (H) at H > Hc and plot qualitatively (H)/0 as
function of H/0 (where 0 = (H = 0)) for d = 1, 2, 3, indicating the values of (H)/0 at Hc .
(c) Of what order is the phase transition at Hc , at either d = 1, 2, 3? Does the phase transition survive at nite T ?
(no need for nite T calculations just note analytic properties of thermodynamic functions).
(d) The container above, called A, with H = 0 is now attached to an identical container B (same fermions at density
n, T = 0), but with H = 0. In which direction will the fermions ow initially? Specify your answer for d = 1, 2, 3
at relevant ranges of H.

====== [Exercise 5000]

Interacting systems, phase transition

====== [Exercise 5010]
One dimensional hard sphere gas
N spheres with diameter a are threaded over a wire of length L. Assume N
1 but N a
L. The system is in
thermic equilibrium, temperature T . Find the force F that operates on the edges of the wire. Write the result in the
shape F = N T /Lef f . Express Lef f using the data and explain its physical meaning. Hints:
(a) While calculating the distribution function, notice that if the beads permutation were permitted, it was causing
Z N !Z.
(b) Assume that a typical distance between two beads is much bigger than a.
(c) To calculate a product A =

N
n=1

an look at the sum ln A, and use reasonable approximations.

43

====== [Exercise 5011]

Hard spheres in a box
Consider a gas of N hard spheres in a box. A single sphere occupies a volume , while its center of mass can explore
a volume V (if the rest of the space is empty). There are no other interactions between the spheres except for the
constraints of hard core exclusion.
(a) Calculate the partition function for this gas. You will need to integrate over the spatial part of phase space.
Use the approximation
d3 x1 d3 x2 ...d3 xN V (V )(V 2)...(V (N 1))
|xi xj |>a

and explain under which physical circumstances this approximation is valid.

(b) Calculate the entropy. Use the approximation
(V a)(V (N a)) (V N /2)2
where a is an integer. When is this approximation valid?
(c) Find the equation of state.
1
(d) Show that the isothermal compressibility T = V

V
P T

is always positive.

====== [Exercise 5012]

The Van der Waals equation
N spheres with radius R are contained in box volume V . The temperature is T . Find the pressure using a mean-eld
one particle approximation. Extend the result if there is an extra potential u(r) between the particles. Show that
you get the Van der Waals equation. Dene the term excluded volume in this context, and identify the a and b
coecients.

====== [Exercise 5021]

virial/equi theorems
An equipartition type relation is obtained in the following way:
Consider N particles with coordinates qi , and conjugate momenta pi (with i = 1, ..., N ), and subject to a Hamiltonian
H(pi , qi ).
(a) Write down the expression for the classical canonic partition function Z[H] and show that it is invariant under
the rescaling qi qi and pi pi / of a pair of conjugate variables, i.e. Z[H ] is independent of , where H
is the Hamiltonian obtained after the above rescaling.
(b) Now assume a Hamiltonian of the form H =
to prove the virial relation
(p1 )2
m

V
q1
q1

where the brackets denote thermal averages.

(pi )2
i 2m

+ V ({qi }). Use the result that Z[H ] is independent of

44
H
(c) Show that classical equipartition, xi xj = ij kB T , also yields the result (b). Give an example of a quantum
system where classical equipartition fails.

(d) Quantum mechanical version: Write down the expression for the quantum partition function. Show that it
is also invariant under the rescalings qi qi and pi pi / where pi and qi are now quantum mechanical
operators. (Hint: Use Schrdingers equation and pi = i /qi .) Show that the result in (b) is valid also in
o
the quantum case.

====== [Exercise 5022]

Pressure via the virial theorem
Show that, for a statistical system in which the interparticle interaction potential u (r) r the virial V is given by
V = 3P V U where U is the mean potential energy of the system. Hence, the mean kinetic energy K is
K = V/2 = (3P V + U ) /2 =

1
(3P V + E)
+2

where E = K + U . What happens when = 2 ?

====== [Exercise 5023]

Pressure of hard spheres
Consider a one-dimensional classical gas of N particles in a length L at temperature T . The particles have mass m
and interact via a 2-body hard sphere interaction (xi is the position of the i-th particle):
V (xi xj ) =
= 0

|xi xj | < a
|xi xj | > a

(a) Evaluate the exact free energy F(T,L,N).

(b) Find the equation of state and identify the rst virial coecient; compare with its direct denition.
(c) Show that the energy is E = N kB T /2. Why is there no eect of the interactions on E ?

====== [Exercise 5024]

Pressure of Lenard Jones gas
Classical gas of N particles is conned in a box of volume V , with Lenard Jones two body interaction
u(r) = a/r12 b/r6 . The tmeprature is T . (a) Find an expression for the pressure assumeing that the moments
rn T are known. (b) Find explicit approximations for high and low temperatures.

====== [Exercise 5030]

Virial coecients - standard examples
Find the second virial coecient for: Ideal Bose gas; Ideal Fermi gas; Classical hard sphere gas.

====== [Exercise 5040]

45
Virial coe - ideal Bose/Fermi
For a single quantum particle of mass m, spectra p2 /2m in a volume V the partition function is Z1 (m) = gV /3 with

= h/ 2mkB T . The particle has a spin degeneracy g (g = 2s + 1 for spin s).

(a) Calculate the partition function of two such particles if they are either bosons or fermions.
(b) Calculate the corrections to the energy E, and the heat capacity C, due to Bose or Fermi statistics.
(c) Find the second virial coecient a2 , dened as P V = N kT [1 + a2 n3 ] to leading order in the small parameter
n3 .

====== [Exercise 5600]

Ising type models, exact treatment

====== [Exercise 5641]
Ising with long range interaction
Consider a cluster of N spins si = 1. The interaction between any two spins is si sj , with > 0. The interaction
of each spin with the external magnetic eld is Hsi . The total magnetization is dened as m =
si . The inverse
temperature is .
(a) Show that the partition function can be written as Z (, H) =
B and h using (N, , , H).

g (m) exp

1
2
2 Bm

+ hm . Express g (m) and

(b) Assume that B = b/N , and dene the magnetization as M = m/N . Write the partition function as
Z (b, h) = M exp (N A (M )). Write the expressions for A (M ) and for its derivatives A (M ) and A (M ).
(c) Determine the critical temperature Tc , and write an equation for the mean eld value of M . Make a qualitative
plot of A (M ) below and above the critical temperature.
(d) Write an approximation for A (M ) up to order M 4 . On the basis of this expression determine the temperature
range where mean led theory cannot be trusted. Hint: you have to estimate the variance M 2 in the Gaussian
approximation. What happens with this condition in the thermodynamic limit (N )?
(e) Find an expression for the heat capacity in the mean eld and in the Gaussian approximations.

====== [Exercise 5645]

Potts model in one dimension
A set of N
1 atoms, each with p states, is arranged on a 1D chain with periodic boundary conditions. The atom at
the ith site is in a state ni that is chosen from the set {1, 2, ..., p}. Two neighboring atoms have a negative interaction
energy J if they are in the same state (ni = nj ), and 0 interaction otherwise. Assume periodic boundary conditions.
(1) Find the free energy of the system for p = 2.
(2) Find the free energy of the system for a general p.
(3) Find the energy E at the low and high temperature limits and interpret the results.

46

====== [Exercise 5650]

Ising spins with interaction that is mediated by atoms
Consider a one dimensional Ising model of spins i = 1, where i = 1, 2, 3, ..., N and N +1 = 1 . Between each two
spins there is a site for an additional atom, which if present changes the coupling J to J (1 ).
The Hamiltonian is then H = Ji i + 1 (1 ni ), where ni = 0 or 1. There are N = ni atoms, so that N < N .
Evaluate the partition sum by allowing all congurations of spins and of atoms. If the atoms are stationary impurities
one needs to evaluate the free energy F for some given random conguration of the atoms: Then one can average F
over all congurations. Evaluate the averaged F . Find the entropy dierence between the two results and explain its
origin.

====== [Exercise 5651]

Ising spins with interaction that is mediated by atoms
Consider a one dimensional Ising model of spins i = 1 labeled i = 1, 2, 3, ..., M , with periodic boundary condition.
Between each two spins there is a site ni = 0, 1 that can be occupied by an atom. If the atom is present the
feromagnetic coupling is decreased from J to (1 )J.
(1) Evaluate the partition sum assuming that there are N atoms in the M sites. Allow all congurations of spins and
of atoms. Calculate the free energy F .
(2) If the atoms are stationary impurities one needs to evaluate the free energy F for some random conguration of
the atoms. What is the entropy dierence between the results?

====== [Exercise 5660]

Ising spins mediating adsorption sites
Consider a ring along which M absorption sites are arranged. The number of particles that can be absorbed at site i is
ni = 0, 1. Between every two absorption sites a spin i = 1 is located. The ring is surrounded by gas in temperature
T and chemical potential . The absorption energy is > 0 if the two adjacent spins are in the same direction, and
otherwise.
1. Write an expression for the energy E[i , ni ] of a given conguration.
2. Calculate the partition function Z(, ) using the transfer matrix method. Write what is Ti ,i+1 in this problem.
3. Find the Helmholtz function F (T, ) assuming M

1.

4. Write an expression for the average number of adsorbed particles N =

ni as a function of (, ).

5. Write an expression for the correlation length that characterizes arrangement of the spins in the system.

====== [Exercise 5700]

Mean eld theory

====== [Exercise 5710]
Mean eld: ferromagnetism with classical spins
Apply the mean eld approximation to the classical spin-vector model H = Jsi sj hsi where si is a unit vector
and i, j are neighboring sites on a lattice. The lattice has N sites and each site has z neighbors. Find the magnetization

47
M = cosi in the mean eld approximation, where i is the angle relative to an assumed orientation of M . Find the
transition temperature Tc by solving for M at h = 0. Find M (T ) for T < Tc to lowest order in Tc T and identify

the exponent in M (Tc T ) . Of what order is the transition? Find the susceptibility (T ) at T > Tc and identify

the exponent in (Tc T ) .

====== [Exercise 5713]

Mean eld approximation for a classical Heisenberg model
Apply the mean eld approximation to the classical spin vector model
H=

si sj h

si
i

i,j

where si is a unit vector and i, j are neighboring sites on a lattice with coordination number c. The lattice has N
sites and each site has c neighbors.
(a) Assume that h = (0, 0, h), dene a mean eld hef f , and evaluate the partition function Z in terms of hef f .
(b) Dene i as the inclination angle of si with respect to h. Assume that at equilibrium si = (0, 0, M ), where
M = cos . Find the equation for M , and nd the transition temperature Tc .
(c) Write an expression for the mean eld energy of the system assuming that M (T ) is known.
(d) Identify exponents and that describe the susceptibility (T Tc ) above Tc , and the magnetization
M (Tc T ) below Tc .
(e) Find the jump in the heat capacity CV at Tc .

====== [Exercise 5715]

Ferromagnetism for cubic crystal
A cubic crystal which exhibits ferromagnetism at low temperatures, can be described near the critical temperature
1
Tc by an expansion of a Gibbs free energy G (H, T ) = G0 + 2 rM 2 + uM 4 + vMi4 HM , where H = (H1, H2, H3)
is the external eld, and M = (M 1, M 2, M 3) is the total magnetization, and r = a (T Tc ). The other parameters,
namely G0 and a > 0 and u > 0 and v, are independent of H and T . The constant v is called the cubic anisotropy, and
can be either positive or negative. At H = 0 nd the possible solutions of M which minimize G, and the corresponding
expressions for G (0, T ). These solutions are characterized by the magnitude and direction of M . Show that the
region of stability is u + v > 0. Determine the stable equilibrium phases when T < Tc for the dierent cases v > 0
and u < v < 0. Show that there is a second order phase transition at T = Tc , and determine the critical indices ,
and for this transition. These are dened by the expressions CV, H = 0 |T Tc | for both T > Tc and T < Tc ,

and |M |H = 0 (Tc T ) for T < Tc and ij = (Mi /Hj ) ij |T Tc | for T > Tc .

====== [Exercise 5716]

Ferromagnetism for cubic crystal
A cubic crystal which exhibits ferromagnetism at low temperature, can be described near the critical temperature Tc
by an expansion of a Gibbs free energy
3

G(H, T ) = G0 +

2
1
2 rM

Mi4 H M

+ uM + v
i=1

48
where H = (H1 , H2 , H3 ) is the external eld and M = (M1 , M2 , M3 ) is the total magnetization; r = a (T T c) and
G0 , a, u and v are independent of H and T, a > 0, u > 0. The constant v is called the cubic anisotropy and can be
either positive or negative.
(a) At H = 0, nd the possible solutions of M which minimize G and the corresponding values of G (0, T ) (these
solutions are characterized by the magnitude and direction of M. Show that the region of stability of G is
u + v > 0 and determine the stable equilibrium phases when T < Tc for the cases (i) v > 0, (ii) u < v < 0.
(b) Show that there is a second order phase transition at T = Tc , and determine the critical indices , and for
this transition, i.e. CV,H=0 |T Tc | for both T > Tc and T < Tc , |M|H=0 (T c T ) for T < Tc and
ij = Mi /Hj ij |T Tc | for T > Tc .

====== [Exercise 5720]

Mean eld for antiferromagnetism
Antiferromagnetism is a phenomenon akin to ferromagnetism. The simplest kind of an antiferromagnet consists of
two equivalent antiparallel sublattices A and B such that terms of A have only nearest neighbors in B and vice versa.
Show that the mean eld theory of this type of (Ising) antiferromagnetism yields a formula like the Curie-Weiss law
1
for the susceptibility (Tc T ) , except that T Tc is replaced by T + Tc where Tc ? is the transition temperature
into antiferromagnetism (Neels temperature). Below Tc of an antiferromagnet drops again. Show that in the above
?the susceptibility immediately below T mean eld theory the rate of increase of c is twice the rate of decrease
immediately above. Assume that the applied eld is parallel to the antiferromagnetic orientation.

====== [Exercise 5721]

Mean eld for antiferromagnetism
Consider Ising model on a 2D lattice with antiferromagnetic interaction ( = 0 ). You can regard the lattice as
1
composed of two sublattices A and B, such that M = 2 (MA + MB ) is the averaged magnetization per spin, and
1
Ms = 2 (MA MB ) is the staggered magnetization
(a) Explain the claim: for zero eld (h = 0), Ising antiferromagnet is the same as Ising ferromagnet, where Ms is the
order parameter. Write the expression for Ms (T ) for T Tc , based on the familiar solution of the ferromagnetic
case.
(b) Given h and

0,

nd the coupled mean-eld equations for MA and MB .

(c) Find the critical temperature Tc for h = 0, and also for small h. Hints: for h = 0 use the same procedure of
expanding arctanh(x) as in the ferromagnetic case; for small h you may use the most extreme simplication
that does not give a trivial solution.
(d) Find the critical magnetic eld hc above which the system no longer acts as an antiferromagnet at zero temperature.
(e) Find an expression for the susceptibility (T ), expressed as a function of the staggered magnetization Ms (T ).
(f) In the region of T Tc give a linear approximation for 1/ as a function of the temperature T

====== [Exercise 5730]

Mean eld ferroelectricity

49
Consider electric dipoles on sites of a simple cubic lattice which point along one of the crystal axes p 100 . The
interaction between dipoles is U = p1 p2 3 (p1 r) (p2 r) /r2 / 4r3 where r is the distance between the dipoles and
r = |r|. Assume nearest neighbor interactions and nd the ground state conguration. Consider either ferroelectric
(parallel dipoles) or anti-ferroelectric alignment (anti-parallel) between neighbors in various directions. Develop a
mean eld theory for the ordering and for the average polarization P (T ) at a given site at temperature T . Find the
critical temperature Tc and the susceptibility at T > Tc assuming an electric eld in the 100 direction.

====== [Exercise 5732]

Mean eld for ferroelectricity
Consider electric dipoles p that are situated on sites of a simple cubic lattice, which point along the crystal axes 100 .
The interaction between dipoles is
U=

p1 p2 3(p1 r)(p2 r)/r2

4r3

where r is the distance between the dipoles, and r = |r|.

(a) Assume nearest neighbour interactions and nd the ground state conguration. Consider either ferroelectric
(parallel dipoles) or anti-ferroelectric alignment (anti-parallel) between neighbours in various directions.
(b) Develop a mean eld theory for the ordering in (a) for the average polarization P at temperature T . Write the
mean eld equation for P (T ), and nd the critical temperature Tc .
(c) Within the mean led approximation nd the susceptibility = (P /E)E=0 for T > Tc with respect to the
electric eld E|| 100 .

====== [Exercise 5740]

Correlation function for ferromagnet - mean eld
Consider a ferromagnet with magnetic moments m (r) on a simple cubic lattice interacting with their nearest neighbors.
The ferromagnetic coupling is J and the lattice constant is a. Extend the mean eld theory to the situation that the
magnetization is not uniform but is slowly varying: Find the mean eld equation in terms of m (r) and its gradients
(to lowest order). Assume? an external magnetic eld h (r), that in general can be a function of r. Consider T > Tc
where Tc is the critical temperature, so that only lowest order in m(r) is needed. For a small h(r) nd the response
m (r), and evaluate it explicitly in two limits: (I) The response is characterized by the susceptibility for uniform h,
and (II) the response is characterized by the correlation function (why?) for h (r) 3 (r). In the latter case identify
the correlation length.

====== [Exercise 5741]

Correlation function for ferromagnet - mean eld
Consider a ferromagnet with magnetic moments m(r) on a simple cubic lattice interacting with their nearest neighbors.
[The symmetry is an Ising type, i.e. m(r) is the moments amplitude in a preferred direction]. The ferromagnetic
coupling is J and the lattice constant is a. Extend the mean eld theory to the situation that the magnetization is
not uniform but is slowly varying:
(a) Find the mean eld equation in terms of m(r), its gradients (to lowest order) and an external magnetic H(r),
which in general can be a function of r.
(b) Consider T > Tc where Tc is the critical temperature so that only lowest order in m(r) is needed. For a small
H(r) nd the response m(r) and evaluate it explicitly in two limits: (i) uniform H, i.e. nd the susceptibility,
and (ii) H(r) 3 (r). Explain why in case (ii) the response is the correlation function and identify the
correlation length.

50

====== [Exercise 5742]

Correlation function for Ising model
Consider the Ising model in one dimension with periodic boundary condition and with zero external eld.
(a) Consider an Ising spin i (i = 1) at site i and explain why do you expect i = 0 at any temperature T = 0.
Evaluate i by using the transfer matrix method. What is i at T = 0?
(b) Find the correlation function G (r) = 1 r+1 and show that when N (N is the number of spins) G (r)
has the form G (r) er/ . At what temperature diverges and what is its signicance?

====== [Exercise 5800]

Phase transions, misc problems

====== [Exercise 5811]
Symmetry breaking
The following mechanical model illustrates the symmetry breaking aspect of second order phase transitions. An
airtight piston of mass M is inside a tube of cross sectional area a (see gure). The tube is bent into a semicircular
shape of radius R. On each side of the piston there is an ideal gas of N atoms at a temperature T . The volume to
the right of the piston is aR while to the left is aR + .
2
2
(a) Find the free energy F . Interpret the minimum condition for F () in terms of the pressures in the two chambers.
(b) Expand F to 4th order in , show that there is a symmetry breaking transition and nd the critical temperature
Tc .
(c) Describe what happens to the phase transition if the number of atoms on the left and right of the piston is
N (1 + ) and N (1 ), respectively. (It is sucient to consider || << 1 and include a term in the
expansion (b)).
(d) At a certain temperature the left chamber (containing N (1 + ) atoms) is found to contain a droplet of liquid
coexisting with its vapor. Which of the following statements may be true at equilibrium:
(i) The right chamber contains a liquid coexisting with its vapor.
(ii) The right chamber contains only vapor.
(iii) The right chamber contains only liquid.

51

====== [Exercise 5821]

Lattice gas
Lattice gas model: Consider N classical particles of mass m where each particle is located on a unit cell of a simple
cubic lattice with a lattice constant a. Each unit cell can contain either 0 or 1 particles, providing an excluded
volume type interaction. The number of unit cells is M, i.e. the volume is V = M a3 . Therefore 0 < N < M and the
density is 0 < n < 1/a3 . There is no constraint on the momentum of each particle.
(a) Evaluate the grand partition function and the density n(, T ) where is the chemical potential and T is the
temperature.
(b) Find the pressure P in terms of T and n. Identify the limit n 0 and explain what happens in the limit
n 1/a3 .
(c) This model does not show a rst order transition as in a full lattice gas model. What ingredient is missing here?

====== [Exercise 5825]

Ising model 1D, domain walls
Consider the one dimensional Ising model with the Hamiltonian H = n,n J(n n )(n)(n ) with (n) = 1 at
each site n, and long range interaction J(n) = b/n with b > 0. Find the energy of a domain wall at n = 0, i.e. all the
n < 0 spins are down and the others are up. Show that the standard argument for the absence of spontaneous
magnetization at nite temperatures fails if < 2.

====== [Exercise 5831]

Scaling form for the free energy
Given a free energy with the homogenous form
F = t2 f (t/h1/ )
where h is the magnetic eld and t = (T Tc )/Tc .
(a) Show that is the conventional critical exponent of the specic heat.
(b) Express the conventional , exponents in terms of , and show that 2 = /beta( + 1.

====== [Exercise 5841]

Disorder averaging
Consider a system with random impurities. An experiment measures one realization of the impurity distribution and
many experiments yield an average denoted by ... . Consider the free energy as being a sum over N independent
N
subsystems, i.e. parts of the original system, with average value F = (1/N ) i=1 Fi ; the subsystems are identical in
average, i.e. Fi = F .
(a) The subsystems are independent, i.e.
surface. Explain this.

Fi Fj = Fi Fj for i = j, although they may interact through their

(b) Show that (F F )2 1/N so that even if the variance (Fi F )2 may not be small any measurement of
F is typically near its average.

52
(c) Would the conclusion (b) apply to the average of the partition function Z, i.e. replacing Fi by Zi ?

====== [Exercise 5955]

Change of boiling point with altitude
Consider an atmosphere as an ideal gas whose average mass is 30 gr/mole, with uniform temperature TA = 27o C.
The atmospheric pressure at sea level (h = 0) equals P0 .
We take liquid whose latent heat is Q = 1000cal/mole, and we nd that its boiling point is 105o C at sea level, and
95o C at the top of a mountain. Asume that the gas phase of this liquid is an ideal gas with density much lower than
that of the liquid.
(1) Calculate the atmospheric pressure PA as a function of height h.
(2) Calculate the liquid vapor pressure as a function of its temerature.
(3) From above deduce what is the height of the mountain.

====== [Exercise 5963]

Stoner ferromagnetism
Consider Fermi gas of N spin 1/2 electrons, at temperature T = 0, with N+ up electrons and N down electrons, such that N = N+ + N . Due to the antisymmetry of the total wave function the energy of the system is
U = (N+ N )/V, Where V is the volume. Note that this interaction favors parallel spin states. Dene the magnetization as M = (N+ N )/V.
(a) Write the total energy E(M ), including both the kinetic energy and the interaction, and expand up to 4th order
in M .
(b) Find the critical value c , such that for > c the electron gas can lower its total energy by spontaneously
developing magnetization. This is known as the Stoner instability.
(c) Explain the instability qualitatively, and sketch the behavior of the spontaneous magnetization versus .
(d) Repeat (a) at nite but low temperatures T , and nd c (T ) to second order in T .

====== [Exercise 5968]

2D coulomb gas
N ions of positive charge q, and N ions with negative charge q are constrained to move in a two dimensional square
of side L. The interaction energy of charge qi at position ri with another charge qj at rj is qiqjln|ri rj| where
2
qi, qj = q. Prove that Z (, L) = L(N (4q ) f ().
Estimate f () for the case N = 1, and explain what happens if
1

q2
4 .

<

q2
2 .

Discuss now the case N >> 1. Explain

what happens if
<
Hint: The partition function is in general a monotonic increasing function of the volume. It follows, for this particular
model system, that f () = .at low temperatures. The N = 1 case can be used in order to illuminate the reason
for this divergence. Explain what is the additional ingredient that is required in order to stabilize the physics of this
model.

53

====== [Exercise 5969]

2D Coulomb gas
N ions of positive charge q and N ions of negative charge q are constrained to move in a two dimensional squre of
side L and area A = L2 . The interaction energy of charge qi at position ri with another charge qj at position rj is
qi qj ln |ri rj |, where qi , qj = q. The mass of the ions is m.
(a) By rescaling space variables to ri := ri /L, the partition function can be written as Z(L) = CL , where C does
not depend on L. Find . Hint: ij qi qj has a very simple dependence on N .
(b) Calculate the pressure, and show that for T < Tc the system is unstable. Determine what is Tc . Comment on
the reason for this instability.
(c) Determine what is C if the interaction can be neglected. Handle the Gibbs factor correctly.
(d) Find the chemical potential (T, N, L), and solve for N (, T, L). In particular write what is N for a xed in
the limit L for both T > Tc and T < Tc .

====== [Exercise 6000]

Kinetics
====== [Exercise 6010]
Eusion from a box with Bose gas and magnetic eld
Bosons with mass m, spin 1 and magnetic moment r in a condensation state, in temperature T are in a box. The box
is in strong magnetic eld B. We drill in the box a hole which its area is A.
By a Shtrelen - grelech tool, we separate the emitting particles ow from the hole to three sheafs, then we turn in to
three tanks.
The gathering of the particles duration time in the tanks is t. How many particles will be in each tank?
express your answer using only m, r, B, T, A, t.
Guideline: Write the hamiltonian of a single particle. Explain to yourself what are the uniparticle states. nd what
is the velocity function NS (0) of the particles with spin St = 1, 0, 1. Dene what is a strong magnetic eld. Use the
following immediate integrals:

x3 ex dx =
0

1
,
2

x3
2
dx =
12
e 1
x2

====== [Exercise 6020]

A divided box with a hole in one side
Given the system that was presented in exercise 3040, relate to the two next cases:
case I: A little hole, with area A was pierced in the left basis of the box.
case II: A little hole, with area A was pierced in the right basis of the box.
In each case, answer the next questions.
(a) What is the velocity function N (v) of the particles emitting from the hole?
(b) What is the ow of the particles going out from the hole per unit of time?
(c) Is the partition going to move? (be careful with your answer!). If so, what will be its velocity? (assume the
hole area is small so the process is quasi static and in every moment and moment, theres an equilibrium).

54
A useful integral:

xdx
0 ex 1

====== [Exercise 6030]

Thermionic emission of electrons from a metal
A piece of metal (Cathode) is placed inside a vacuum metal tube (Anode). The cathode has a work function W
and surface A and is held at temperature T .
Calculate the saturation current Is that woulkd be measured if the bias voltage is very large. Distinguish between
two case: high temperature (T
W ) and low temperature(T
W ).

Metal

vacuum
E
extended states
in the vacuum

V(x)

localized states
in the metal

====== [Exercise 6040]

Eusion of electrons from a box in magnetic eld
A box with electrons of mass m is subjected to a magnetic eld B. The single particle interaction is described by
Bz . The chemical potential of the electrons inside the box is . A hole through one of the walls is drilled. The
electrons that are emitted from the hole with a velocity in the range v < v < v + dv are ltered, and subsequently
their spin is measured. The measured current is dened as I = I + I .
(a) Find the ratio (B; ) = (I I )/I.
(b) Find a linear approximation for (B; ) regarded as a function of the magnetic eld.
(c) What is the maximal value of (B; )/B, and what is the range for which the result is valid.

55

====== [Exercise 6050]

Radiation from a 1D blackbody ber
Consider an optical ber that has a length L. Its section area is A. The ber is in thermal equilibrium at temperature
T . Assume the ber is a one dimensional medium for the electromagnetic eld. Regard the system as a 1D photon
gas.
(a) What is the electromagnetic energy density per unit length?
(b) What is the radiation pressure on the ber edges?
(c) Assuming that the radiation is freely emitted from the boundary of the ber, nd the energy ow per unit time.
(d) What is the spectral distribution J() of the emitted radiation?
(e) What is the entropy and what is the heat capacity of the system?
You can use the following integral

2
x
dx =
ex 1
6

====== [Exercise 6070]

Landauer formula for a 1D conductance
Consider 1D conductor that has transmission coecient g. The conductor is connected to 1D leads that have chemical
potentials a and b . Assume a = and b = + eV , where V is the bias.
(1) Write the expression for the current I as an integral over the occupation function f ( ).
(2) For small bias write the relation as I = GV and obtain an expression for G. Write explicit results for zero
temperature Fermi occupation (Landauer formula) and for high temperature Boltzman occupation.
(3) Find expressions for I(V ) in the case of arbitrary (possibly large) bias, for zero temperature Fermi occupation
and for high temperature Boltzmann occupation. Assume that g is independent of energy.

56

Left
lead

Sample

Right
lead

emf=

====== [Exercise 6071]

Generalize incident current formula for 1D and 2D boxes
Generalize the equation for J incident for the cases of two dimensional gas and one dimensional gas. in each case,
note what is the volume, what are the units of J and especially, what is the geometric factor in the equation.

====== [Exercise 6080]

Einstein relation for the conductivity of electrons
Given a metal design. We mark with (x) the electrical potential in the sample and with N (x) the spacial density
of the electrons in the design. According to the kinetic theory s
J (x) =

eD N

is the conductivity and D is the diusion coecient. In an equilibrium state J (x) 0, especially in a state of

equilibrium that we get in the presence of outer eld (x) = const and therefore has to : eD = N .

Use the principles of the statistical mechanics to show that from here derives

= e2
D

dE g(E)f (E )

low temperatures D = e2 g (Er )

2

High temperatures D = N e
T
g (E) is the uniparticles states density per volume unit. Hint - notice that

N (x) =

g (E eV (x)) dEf (E )

====== [Exercise 6110]

Radiometer
Radiometer

57

====== [Exercise 6700]

Boltzmann Equation
====== [Exercise 6772]
Boltzmann equation: distribution function
Consider an ideal gas in an external potential (r).
(a) Let H =

d3 v

d3 rf (r, v, t) ln f (r, v, t)

where f (r, v, t) is arbitrary except for the conditions on density n and energy E
d3 r

d3 vf (r, v, t) = n ,

d3 r

d3 v

2
1
2 mv

+ (r) f (r, v, t) = E .

Find f (r, v) (i.e. t independent) which maximizes H. (Note: do not assume binary collisions, i.e. the Boltzmann
equation).
(b) Use Boltzmanns equation to show that the general form of the equilibrium distribution of the ideal gas (i.e. no
1
collision term) is f [ 2 mv 2 + (r)] where the local force is . Determine this solution by allowing for collisions
and requiring that the collision term vanishes. Find also the average density n (r).

====== [Exercise 6773]

Dissipation phase space volume and entropy
Consider the derivation of Liouvilles theorem for the ensemble density (p, q, t) in phase space (p, q) corresponding
to the motion of a particle of mass m with friction
dq
p
dp
= ,
= p .
dt
m dt
(a) Show that Liouvilles theorem is replaced by d/dt = .
(b) Assume that the initial (p, q, t = 0) is uniform in a volume 0 in phase space and zero outside of this volume.
Find (p, q, t) if 0 is a rectangle < p < p, < q < q . Find implicitly (p, q, t) for a general 0 .
p

(c) what happens to the occupied volume 0 as time evolves? (assume a general shape of 0 ). Explain at what t
this description breaks down due to quantization.
(d) Find the Boltzmann entropy as function of time for case (b). Discuss the meaning of the result.

====== [Exercise 6774]

Boltzmann equation: Conductivity
Electrons in a metal can be described by a spectrum (k), where k is the crystal momentum, and a Fermi distribution
f0 (k) at temperature T .
(a) Find the correction to the Fermi distribution due to a weak electric eld E using the Boltzmann equation and
assuming that the collision term can be replaced by [f (k) f0 (k)]/ where is the relaxation time. Note that
dk/dt = eE/ and the velocity is vk = k (k)/ , i.e. in general dvk /dt is k dependent.

58
(b) Find the conductivity tensor , where J = E. In what situation would be non-diagonal? Show that is
2 (k)
1
non-diagonal if the mass tensor ( m )i,j = 12 ki kj is not diagonal.
(c) Find explicitly for

2 2

k /2m in terms of the electron density n. (m is an eective mass).

====== [Exercise 6775]

Coarse grained entropy
Coarse grained entropy. The usual (p, q, t), i.e. the normalized state density in the 6N dimensional phase space (p, q),
satises Liouvilles theorem d/dt = 0. We wish to redene (p, q, t) so that the corresponding entropy increases with
time.
Divide phase space to small sub-volumes and dene a coarse grained density
(p, q, t) = =

(p, q, t)dpdq

(p, q)

so that (p, q, t) is constant within each cell . Dene the entropy as

(t) =

(p, q, t) ln (p, q, t)dpdq =

ln .

Assume that at t = 0 (p, q, 0) is uniform so that (p, q, 0) = (p, q, 0).

(a) Show that (0) = (p, q, t) ln (p, q, t)dpdq .

(b) Show that (t) increases with time, i.e.
(t) (0) =

ln

+1
dpdq 0 .

Hint: Show that ln x + 1 x 0 for all x > 0.

====== [Exercise 6776]

Boltzmann equation: Emission
Equilibrium and kinetics of light and matter:
(a) Consider atoms with xed positions that can be either in their ground state a0 , or in an excited state a1 , which
has a higher energy . If n0 and n1 are the densities of atoms in the the two levels, nd the ratio n1 /n0 at
temperature T .
(b) Consider photons of frequency = / and momentum |p| = /c, which can interact with the atoms through
the following processes:
(i) Spontaneous emission: a1 a0 +
(ii) Absorption: a0 + a1
(iii) Stimulated emission: a1 + a0 + + .
Assume that spontaneous emission occurs with a probability 1 (per unit time and per unit (momentum)3 ) and
that absorption and stimulated emission have constant (angle independent) dierential cross-sections of 2 and
3 /4, respectively.
Show that the Boltzmann equation for the density f (r, p, t) of the photon gas, treating the atoms as xed
scatterers of densities n0 and n1 is
f (r, p, t)
pc f (r, p, t)
+

= 2 n0 cf (r, p, t) + 3 n1 cf (r, p, t) + 1 n1
t
|p|
r

59
(c) Find the equilibrium solution feq . Equate the result, using (a), to that the expected value per state feq =
1
1
h3 e /kB T 1 and deduce relations between the cross sections.
(d) Consider a situation in which light shines along the x axis on a collection of atoms whose boundary is at x = 0
(see gure). The incoming ux is uniform and has photons of momentum p = /c where x is a unit vector
x

in the x direction. Show that the solution has the form

Aex/a + feq
and nd the penetration length a.

====== [Exercise 6777]

Phase space evolution of conned particle
A thermalized gas particle at temperature T is suddenly conned to positions q in a one dimensional trap. The
corresponding state is described by an initial density function (q, p, t = 0) = (q)f (p) where (q) is Diracs delta
function and
2

ep /2mkB T
f (p) =
.
2mkB T

(1)

(a) Starting from Liouvilles equation with the Hamiltonian H = p2 /2m derive (q, p, t). For a given time t
draw the points in the (p, q) plane where (q, p, t) is nite and emphasize the segment where f (p) is large,

p < mkB T p0 .
(b) Derive the expressions for the averages q 2 and p2 at t > 0.
(c) Suppose that hard walls are placed at q = Q. Repeat the plot of (a) and again emphasize the range p < p0 .
What happens in this plot at long times t > 2Qm/p0 0 ? What is the meaning of the time 0 ?
(d) A coarse grained density is obtained by ignoring variations of below some small resolution in the (q, p)

plane; e.g., by averaging over cells of the resolution area. Find (q, p) for the situation in part (c) at long time

t
0 , and show that it is stationary.

====== [Exercise 6778]

Boltzmann equation: particles between two plates
Consider a classical gas of particles with mass m between two plates separated by a distance W. One plate at y = 0
is maintained at a temperature T1 , while the other plate at y = W is at a dierent temperature T2 . A zeroth order
approximation to the particle density is,
f0 (p, x, y, z) =

p2
n(y)

e 2mkB T (y)
3/2
[2mkB T (y)]

60
(a) The steady state solution has a uniform pressure; it does not have a uniform chemical potential. Explain this
statement and nd the relation between n(y) and T (y).
(b) Show that f0 does not solve Boltzmanns equation.
Consider a relaxation approximation, where the collision term of Boltzmanns equation is replaced by a term
that drives a solution f1 towards f0 , i.e.
[

py
f1 (p, y) f0 (p, y)
+
]f0 (p, y) =
t
m y

and solve for f1 .

(c) The rate of heat transfer is Q = n py p2 1 /(2m2 ); ... 1 is an average with respect to f1 . Justify this form and
evaluate Q using the integrals p2 p4 0 = 35(mkb T )3 and p2 p2 0 = 5(mkb T )2 . Identify the coecient of thermal
y
y
conductivity , where Q = T .
y
(d) Find the prole T (y).
(e) Show that the current is Jy = 0. Explain why this result is to be expected.
(f) For particles with charge e add an external eld Ey and extend Boltzmanns equation from (b). Evaluate,
for uniform temperature, Jy and the conductivity , where Jy = Ey . Check the Wiedemann-Franz law,
/T =const.

====== [Exercise 7000]

The FD realation
====== [Exercise 7001]
Denition of power spectrum
Prove that the Fourier components of a stationary noisy signal have a variance which is proportional to the time of
the measurement.
Show that the coecient of proportionality is just the power spectrum (dened as the Fourier transform of the
correlation function).

====== [Exercise 7005]

Shot noise
Shot noise: The discreteness of the electron charge e implies that the current is not uniform in time and is a source
of noise. Consider a vacuum tube in which electrons are emitted from the negative electrode and ow to the positive
electrode; the probability of emitting any one electron is independent of when other electrons are emitted. Suppose
that the current meter has a response time . If T is the average time between the emission of two electrons, then
e
the average current is I = e/T = t, where t = /T is the transmission probability, 0 t 1.
2

e
(a) Show that the uctuations in I are I 2 = 2 t(1 t). Why would you expect the uctuations to vanish at both
t = 0 and t = 1? [Hint: For each interval ni = 0 or ni = 1 and ni = /T ; discretize time in units of .]

(b) Consider the meter response to be in the range 0 < || < 2/ . Show that for t
1 the uctuations in a
frequency interval d are d I 2 = e I d/2 . At what frequencies does this noise dominate over the Johnson
noise in the circuit?
(c) Show that the 3rd order commulant is (I I ))3 =

e3
3 t(1

t)(1 2t).

61

====== [Exercise 7020]

FDT for harmonic oscillator
A particle of mass m is described by its position x and velocity v. It is bounded by a harmonic potential of frequency
, and experiences a damping with a coecient . Additionally It is subject to an external force f (t). The system is
at temperature T .
(a) Write the generalized susceptibility that describes the response of x to the driving by f (t).
(b) Using the FD relation deduce what are the power spectra of x and of v.
(c) Write an integral expression for the autocorrelation function v(t)v(0) . Find explicit results in various limits,
e.g. for damped particle ( 0).
(d) Find x2 and v 2 for 0, both in the quantum and in the classical case. Verify consistency with the
canonical results.

====== [Exercise 7040]

FDT for RL-circuit, Nyquist theory
Derive the Nyquist expression for the current-current correlation function in a closed ring, taking into account its
inductance. Use the following procedure:
1. Cite an expression for the inductance L of a torus shaped ring given its radius R and its cross-section radius r.
2. Write the R-L circuit equation for the current I, where the ux (t) through the ring is the driving parameter.
3. Identify the generalized susceptibility (), and observe that it is formally the same expression as in the problem
of Brownian motion.
4. Calculate the current-current correlation function I(t)I(0) , taking the classical / high temperature limit.
5. Verify that I 2 agree with the canonical result.

====== [Exercise 7041]

FDT for RLC circuit
An electrical circuit has in series components with capacitance C, inductance L, resistance R and a voltage source
V0 cos t with frequency .
1
(a) Identify the responsefunction Q () = Q() /( 2 V0 ) . Use this to write the energy dissipation rate.

(b) Use the uctuation dissipation relation to identify the Fourier transform Q () of the charge correlation function.
Evaluate Q2 (t) and compare with the result from equipartition.
(c) Evaluate the current uctuations I 2 (t) and compare with the result from equipartition. Under what conditions
does one get Nyquists result I 2 1 2 = 2kB T (2 1 ) ?
R
Hint:

d/2
2
( 2 0 )2 + 2 2

1
2
20

2 d/2
2
( 2 0 )2 + 2 2

1
2

62

====== [Exercise 7050]

The Drude formula
Consider a ring of length L, with a particle that has the Drude velocity-velocity correlation function with a time
constant . The temperature is T .
(a) Find the conductance of the ring using the canonical FDT.
(b) What is the conductance if there are N fermions at zero temperature instead of a single particle.
(c) What is , and hence what is the conductance, if the scattering in the ring is due to a stochastic segment that
has a transmission g.

====== [Exercise 7481]

FDT for velocities

Fluctuation Dissipation Theorem (FDT) for velocities: Consider an external F (t) = 1 f0 eit + 1 f0 eit coupled to
2
2
the momentum as

H=

p2
1
+ V (x; env)
F (t)p
2M
M

where env stands for the environments coordinates and momenta.

(a) Dene the velocity response function by v() = v ()F () and show that the average dissipation rate is
dE
= 1 |f0 |2 Imv () .
2
dt
(b) Construct a Langevins equation with F (t) and identify v (). [Identify also p/M () and show that Imv () =
Imp/M ().]
Using the known velocity correlations v () (for F = 0) show the FDT
v () =

2kB T
Imv () .

====== [Exercise 7486]

Linear response and Kubo
Consider a classical system of charged particles with a Hamiltonian H0 (p, q). Turning on an external eld E(t) leads
to the Hamiltonian H = H0 (p, q) ei qi E(t).
(a) Show that the solution of Liouvilles equation to rst order in E(t) is
t

(p, q, t) = eH0 (p,q) 1 + ei

qi (t ) E(t )dt

(b) In terms of the current density j(r, t) = ei qi 3 (r qi ) show that for E = E()eit the linear response is
j (t) = ()E ()eit where , , are vector components and

d ei d3 r j (0, 0)j (r, )

() =

where ...

is an average of the E = 0 system. This is the (classical) Kubos formula.

63
c) Rewrite (b) for j(r, t) in presence of a position dependent E(r, t). Integrating j(r, t) over a cross section perpendicular to E(r, t) yields the current I (t). Show that the resistance R () satises

d ei I(0)I( )

R1 () =

For a real R() (usually valid below some frequency) deduce Nyquists theorem.

====== [Exercise 7487]

Velocity-velocity correlation and diusion
(a) Write the Diusion constant D in terms of the velocity-velocity correlation function. [Assume that this correlation has a nite range in time].
(b) Use Kubos formula, assuming uncorrelated particles, to derive the Einstein-Nernst formula for the mobility
= eD/kB T . [ = ( = 0) /ne and n is the particle density].

====== [Exercise 7489]

The Kubo formula
Particles with charge e and velocities vi couple to an external vector potential by Vint = e
c
eld is E = 1 A . The current density (per unit volume) is j = e i vi .
c t

vi A and the electric

(a) Identify the response function for an a component eld with a given frequency, Ea (), in terms of the conductivity
() where ja = ()Ea (assume an isotropic system so that () is a scaler). Deduce the energy dissipation
rate in terms of () and Ea (). Compare with Ohms law. What is the symmetry of Re() when changes
sign?
(b) Use the uctuation dissipation theorem to show the (classical) Kubo formula:
Re() =

1
kB T

ja (0) ja (t) cos(t)dt

0

(c) Write the Diusion constant D in terms of the velocity-velocity correlation function, assuming that this correlation has a nite range in time.
Use Kubos formula from (b) in the DC limit of zero frequency to derive the Einstein-Nernst formula for the

mobility = ne = eD/kB T , where n is the particle density. (assume here uncorrelated particles).
(d) The quantum current noise is dened as

S() =

dt ja (t)ja (0) + ja (0)ja (t) cos(t).

0

Use the quantum FDT to relate this noise to the conductivity. When is the classical result (b) valid? What is
the noise at T = 0?

====== [Exercise 7491]

Onsager

64
Consider a uid in two compartments connected with a small hole. Although particles can pass easily through the hole,
it is small enough so that within each compartment the uid is in thermodynamic equilibrium. The compartments
have pressure, temperature, volume and particle number P1 , T1 , V1 , N1 and P2 , T2 , V2 , N2 , respectively. There is an
energy transfer rate dE/dt and particle transfer rate dN/dt through the hole.
(a) Identify the kinetic coecients for dE/dt and dN/dt driven by temperature and chemical potential dierences.
Rewrite the equations in terms of T = T1 T2 and P = P1 P2 to rst order in T and P .
(b) If T = 0 one measures
Show the relation
2

1 E
N
[ +P
T V
V

= (dE/dt)/(dN/dt). One can also adjust the ratio

= P/T so that dN/dt = 0.

1]

(E/V or P for either compartment).

(c) Assume that the work done during the transfer by the pressure is via reducing the eective volume to zero
within the hole. Evaluate 1 and show that 2 = 0.

====== [Exercise 7492]

Onsager
Consider the coecients ij in Onsagers relations for heat and current transport (see lecture notes pages 70-71).
Consider also Boltzmanns equation as in Ex. D07.
(a) Show that 22 is related to the conductivity = ne2 /m.
(b) Show that Jy = 0 and identify 21 . [Note that eVi = i the local chemical potential.]
(c) Identify the thermal conductivity in terms of ij . Use =

5 2
2m kB n T

(result of D07c) to nd 11 .

====== [Exercise 8000]

Stochastic picture, Langevin

====== [Exercise 8001]
Random walk with correlations
The total displacement of a particle is a sum over steps X (t), where t is discrete. If we dene the velocity as
v (t) = X(t) , where 0 is the time between steps, then the random walk is described by the equation dx = v (t).
0
dt
(a) Given the velocity-velocity correlation function c (t2 t1) = v (t1) v (t2) , write down an expression for the
spreading S (t) =

(x (t) x (0))

(b) Find an expression the diusion coecient, assuming that c ( ) is short range.
(d) More generally, show that

dS(t)
dt

is equal to the [t, t] integral of c ( ).

(e) Assume that c ( ) has zero integral and power law tails c ( ) =
S (t) depending on the value of .

c0
.

Determine the sub-diusive behavior of

65

====== [Exercise 8020]

Correlation functions from Langevin dynamics
Consider the Langevin equation for a particle with mass M and velocity v (t) in a medium with viscosity and a
random force A(t).
(a) Find the equilibrium value of v(t)A(t) .

(b) Given v(t)v(0) e|t| and v = 0, use v(t) = x(t) to evaluate x2 (t) [do not use Langevins equation] .

====== [Exercise 8025]

Thermal ow via a Brownian particle
A Brownian particle in one dimension that has mass m = 1, is in contact with two baths: A hot bath that has
temperature T2 that induces friction with coecient 2 , and a cold bath that has temperature T1 that induces friction
with coecient 1 . Accordingly the motion of the particle is described by a Langevin equation that includes two
friction terms and two independent white noise terms f1 (t) and f2 (t). The purpose of this question is to calculate the

rate of heat ow Q from the hot to the cold bath.

Note: Each bath exerts on the particle a force that has two components: a systematic friction component plus a

uctuating component. The rate of heat ow Q equals the rate of work which is done by the force that is exerted on
the particle by the hot bath. In steady state, on the average, it equals in absolute value to the rate of work which is
done by the force that is exerted on the particle by the cold bath.
(1) Write the Langevin equation for the velocity v(t). Specify the intensity of the noise terms.
(2) Find the steady state value of v 2 .

(3) Express the instantaneous Q at time t, given v(t) and f2 (t).

(4) Find an expression for Q at steady state.

====== [Exercise 8030]

Diusion of Brownian particle from Langevin
Brownian motion is formally obtained as the > 0 limit of the previous problem.
(a) Calculate the velocity-velocity correlation function of the Brownian particle in the limit of high temperature.
(b) Show that it is an exponential function, and identify the correlation time.
(c) Write the relation between the dispersion

[ (x (t) x (0)) 2] and the velocity correlation function.

(d) Deduce that the particle diuses in space and write the expression for the diusion coecient.
(e) Show that in the limit of zero temperature the velocity-velocity correlation function has a zero integral and
power law tails (recall Exe.701).
(f) In the latter case deduce that instead of diusive spreading one should observe slow logarithmic growth of the
variance.

====== [Exercise 8032]

66
Sub diusion of Brownian particle
The motion of a brownian particle in 1D is given by the Hamiltonian:
Htotal (x, p; A(t)) =

1
2
(p A(t)) + Hbath (x)
2m

Assume that the equation of motion for the average velocity is:
m

v
= v + f (t)
t

In items 5-6-7 assume a zero temperature bath, and dene

2

S(t) = (x(t) x(0))

1. Relate f (t) to A(t).

2. What is the generalised susceptability () that relates v to A.

3. Find the power spectrum C() of the velocity v.

4. Find the explicit expression for the correlation function C( ) in the limit of high and low temperatures.
5. Find the coecient C0 in C( ) C0 / 2 .
6. Express dS(t)/dt using the correlation function C( ).
7. Given S(t0 ) = S0 , nd what is S(t) for t > t0 .

====== [Exercise 8034]

Brownian particle on a ring

The motion of a classical Brownian particle on a 1D ring is described by the Langevin equation m + = f (t),
where f (t) is due to a noisy electromotive force that has a correlation function f (t )f (t ) = Cf (t t ). The power

spectrum Cf () is dened as the Fourier transform of the correlation function. We consider two cases:

(a) High temperature white noise Cf () = .

(b) Zero temperature noise Cf () = c||.

We dene the angular velocity of the particle as v = , and its Cartesian coordinate as x = sin(). In the absence of
noise the dynamics is characterized by the damping time tc = m/.
In items (3)-(5) you should assume a spreading scenario: the particle is initially (t = 0) located at 0. The spreading
during the transient period 0 < t < tc is assumed to be negligible. In item (6) assume that the particle had been
launched in the far past (t = ): accordingly there is no preferred location on the ring.
1. Find the exact correlation function v(t)v(0) in case (a).
2. Find the correlation function v(t)v(0) for t

tc in case (b).

3. Find the spreading S(t) (t)2 for t

tc in case (a).

4. Find the spreading S(t) (t)2 for t

tc in case (b).

5. Express x(t)2 for a spreading scenario given S(t).

6. Express the correlation function x(t)x(0) given S(t).
7. Write the explicit long time expression for x(t)x(0) in case (b), and deduce what is the critical value c above
which a phase transition is expected in the response characteristics of the system.

67

Tips: For a Gaussian variable that has zero average ei = exp[(1/2) 2 ].

The Fourier transform of || has zero area, with negative tails 1/(t2 ).
If you fail to solve (6), assume that the answer is the same as in (5), and proceed to (7).

====== [Exercise 8481]

Mass on a spring
A balance for measuring weight consists of a sensitive spring which hangs from a xed point. The spring constant is
K. The balance is at temperature T and gravity acceleration is g in the x direction. A small mass m hangs at the
end of the spring. There is an option to apply an external force F (t), to which x is conjugate or apply an external
vector potential A(t).
(a) Find the partition function Z.
(b) Find x and x2 and Var(x).
(c) What is the minimal mass that can be meaningfully measured?
(d) Write a Langevin equation for x(t), with friction , and a random force f (t).
(e) Assuming f (t)f (0) = C(t), nd Var(x), and deduce what is C by comparing with the canonical result.
(f) Describe the external force F (t) by a scalar potential and demonstrate FDT.
(g) Describe the external force F (t) by a vector potential and demonstrate FDT.
Note:

d
2
( 2 0 )2 + 2 2

2.
0

====== [Exercise 8483]

Millikan experiment
Consider a Millikan type experiment to measure the charge e of a particle with mass m. The particle is in an electric
eld E in the z direction, produced by a capacitor whose plates are distance d apart. The experiment is at temperature
T and in a poor vacuum: the average time col between collisions of the air molecules and the charged particle is
short. The eld is opposite to the force of gravity, and the experiment attempts to nd the exact eld E , for which
eE = mg, by monitoring the current.
1. Write a Langevin equation for the velocity v of the particle, with a friction coecient .
2. For E = E nd the time TD after which the diusion is observed.
3. For E = E the equation has a steady state solution vz = vd . Find the drift velocity vd .
4. Rewrite the equation in terms of vd and nd the long time limit of z 2 . From the condition that the observation
time is t
TD , deduce a limit on the accuracy in measuring E .
5. If the air density is lowered such that the vacuum is improved, maintaing the same temperature T , would the
accuracy be improved?

====== [Exercise 8484]

Galvanometer

68
A galvanometer at temperature T has a mass m, a deection spring with an oscillation frequency 0 and a damping
resistance R. The position x of the spring measures the current I via the equation
2
x + 0 x = x + A(t) + I

where A(t) is a random force, is the friction and is an instrument parameter, converting current into force.
(a) What is the lower limit on a current which can be safely recorded?
(b) Evaluate the dissipation rate and identify R by equating the dissipation with I 2 R/2 where I is a current with
frequency 0 . Rewrite (a) in terms of R (instead of ).

====== [Exercise 8490]

Rate Equation with noise
Consider molecules A and B in a box. The molecules are subjected to weak electric eld E that modies the binding
(0)
energy of the B molecules such that B = B + E, where is a constant. In the lack of electric eld the molecules
reach chemical equilibrium AB, such that their fractions are fA = NA /N and fB = NA /N . In item (c) it is
assumed that the system can be described by the rate equation
dNA
= kB NB kA NA + A(t)
dt
Where A(t) is a stochastic term with zero average and correlation function A(t)A(t ) = C(t t ). In item (e)
assume that only kB is aected by the weak electric eld.
(a) Express NA , NB by N , and fA and fB , and E.
(b) Express Var(NA ) by N , and NA and NB .
(c) Determine the constants kA and kB and D in the stochastic rate equation such that NA and Var(NA ) will
agree with the canonical expectation of items (a) and (b).
(d) Determine how kB is modied by the weak electric eld. In other words nd the coecient in kB E.
(e) Find the generalized susceptibility () that relates the variation NA to E.
(f) Find the power spectrum of NA in steady state.

====== [Exercise 9000]

System-Bath
====== [Exercise 9010]
Spin resonance
1
Spin Resonance: Consider a spin 2 particle with magnetic moment in a constant magnetic eld B0 in the z direction
and a perpendicular rotating magnetic eld with frequency and amplitude B1 ; the Hamiltonian is

H = H0 +

where H0 =

1
2

1
2

1 [x cos (t) + y sin (t)]

0 z , 1 0 = B0 , 1 1 = B1 and x , y , z are the Pauli matrices. The equilibrium density matrix

2
2

69

is eq = exp H0 /T r exp H0

, so that the heat bath drives the system towards equilibrium with H0 while

the weak eld B1 opposes this tendency. Assume that the time evolution of the density matrix (t) is determined by

d/dt =

i
eq

H,

(a) Show that this equation has a stationary solution of the form 11 = 22 = a, 12 = = beit where
21
= eq .

(b) The term [ eq ] / represents (i/ ) (Hbath ) where Hbath is the interaction Hamiltonian with a heat

bath. Show that the power absorption is

dH
d

T r (H + Hbath ) = T r

dt
dt
(c) Determine b to rst order in B1 (for which a = 0 can be assumed), derive the power absorption and show that
it has a maximum at = 0 , i.e. a resonance phenomena. Show that (d/dt) T r H = 0, i.e. the absorption

is dissipation into the heat bath.

====== [Exercise 9012]

Equilibrium of a two level system
Consider N particles in a two level system, n1 particles in energy level E1 and n2 particles in energy level E2 . The
system is in contact with a heat reservoir at temperature T . Energy can be transferred to the reservoir by a quantum
emission in which n2 n2 1, n1 n1 + 1 and energy E2 E1 is released. [Note: n1 , n2
1.]
(a) Find the entropy change of the two level system as a result of a quantum emission.
(b) Find the entropy change of the reservoir corresponding to (a).
(c) Derive the ratio n2 /n1 ; do not assume a known temperature for the two level system. (Note: equilibrium is
maintained by these type of energy transfers).