A Modern Course in Statistical Physics 2nd Edition L. E. REICHL A Wiley-Interscience Publication JOHN WILEY & SONS, INC. New York + Chichester - Weinheim + Brisbane - Singapore - TorontoThis book is printed on acid-free paper. ©. Copyright © 1998 by John Wiley & Sons, Inc. All rights reserved. Published simultaneously in Canada. No part of this publication may be reproduced, stored in a retrieval system or transmitted in any form or by any means, electronic, mechanical, photocopying, recording, scanning or otherwise, except as permitted under Sections 107 or 108 of the 1976 United States Copyright Act, without either the prior written permission of the Publisher, or authorization through payment of the appropriate per-copy fee to the Copyright Clearance Center, 222 Rosewood Drive, Danvers, MA 01923, (508) 750-8400, fax (508) 750-4744. Requests to the Publisher for permission should be addressed to the Permissions Department, John Wiley & Sons, Inc., 605 Third Avenue, New York, NY 10158-0012, (212) 850-6011, fax (212) 850-6008, E-Mail: PERMREQ @ WILEY.COM. Library of Congress Cataloging-in-Publication Data: Reichl, L. E. ‘A modern course in statistical physics/by L. E. Reichl. — 2nd ed. Poem, Includes bibliographical references and index. ISBN 0-471-59520-9 (cloth : alk. paper) 1. Statistical physics. I. Title QCI174.8.R44 1997 97-13550 530.15°95—de21 cIP Printed in the United States of America 10987654This book is dedicated to Ilya Prigogine for his encouragement and support and because he has changed our view of the world.CONTENTS Preface xix 1. Introduction 1 1A. Overview 1 1.B. Plan of Book 2 1.C. Use as a Textbook 5 PART ONE THERMODYNAMICS 2. Introduction to Thermodynamics 9 2.A. Introductory Remarks 9 2.B. State Variables and Exact Differentials 11 2.C. Some Mechanical Equations of State 16 2.C.1. Ideal Gas Law 16 2.C.2. Virial Expansion 17 2.C.3. Van der Waals Equation of State 18 2.C.4. — Solids 19 2.C.5. _ Elastic Wire or Rod 19 2.C.6. Surface Tension 20 2.C.7.__ Electric Polarization 20 2.C.8. Curie’s Law 21 2D. The Laws of Thermodynamics 21 2.D.1. Zeroth Law 22 2.D.2. First Law 22 2.D.3. | Second Law 23 2.D.4. Third Law 31 2.E, Fundamental Equation of Thermodynamics 33 2.R Thermodynamic Potentials 36 2.1. — Internal Energy 37 2.2. — Enthalpy 40 2.F3. Helmholz Free Energy 42 2.F4. Gibbs Free Energy 45 2.2.5. Grand Potential 48viii CONTENTS 2.G. Response Functions 50 2.G.1. Thermal Response Functions (Heat Capacity) 50 2.G.2. Mechanical Response Functions 53 2.H. Stability of the Equilibrium State 55 2.H.1. Conditions for Local Equilibrium in a PVT System 55 2.H.2. Conditions for Local Stability in a PVT System 57 2.H.3. Implications of the Stability Requirements for the Free Energies 63 $2.A. Cooling and Liquefactions of Gases 66 $2.A.1. The Joule Effect: Free Expansion 66 $2.A.2, The Joule—Kelvin Effect: Throttling 68 $2.B. Entropy of Mixing and the Gibbs Paradox 72 S2.C. Osmotic Pressure in Dilute Solutions 74 $2.D. The Thermodynamics of Chemical Reactions 78 S2.D.1. The Affinity 78 S2.D.2. Stability 82 S2.E. The Thermodynamics of Electrolytes 86 References 89 Problems 90 3. The Thermodynamics of Phase Transitions 96 3.A. Introductory Remarks 96 3.B. Coexistence of Phases: Gibbs Phase Rule 98 3.C. Classification of Phase Transitions 100 3.D. Pure PVT Systems 103 3.D.1. Phase Diagrams 103 3.D.2.__ Coexistence Curves: Clausius—Clapyron Equation 105 3.D.3. Liquid-Vapor Coexistence Region 110 3.D.4.__ The van der Waals Equation 115 3.E. Superconductors 118 3.F. The Helium Liquids 123 3.F1. Liquid He* 123 Liquid He? 124 3.R: Liquid He?-He* Mixtures 126 3.G. Landau Theory 128 3.G.1. Continuous Phase Transitions 128 3.G.2. _ First-Order Transitions 134CONTENTS, 3.H. Critical Exponents 135 3.H.1. Definition of Critical Exponents 136 3.H.2. The Critical Exponents for Pure PVT Systems 137 $3.A. Surface Tension 142 $3.B. Thermomechanical Effect 146 §3.C. The Critical Exponents for the Curie Point 149 $3.D. Tricritical Points 151 S3.E. Binary Mixtures 153 S3.E.1. Stability Conditions 154 $3.E.2. Equilibrium Conditions 155 S3.E.3. Coexistence Curve 160 S3.F. The Ginzburg-Landau Theory of Superconductors 162 References 166 Problems 167 PART TWO CONCEPTS FROM PROBABILITY THEORY 4. Elementary Probability Theory and Limit Theorems 173 4.A. Introduction 173 4.B. Permutations and Combinations 174 4.C. Definition of Probability 175 4.D. Stochastic Variables and Probability 177 4.D.1. Distribution Functions 178 4.D.2. | Moments 180 4.D.3. Characteristic Functions 182 4.D.4. Jointly Distributed Stochastic Variables 183 4.E. Binomial Distributions 188 4.E.1. The Binomial Distribution 188 4.E.2. The Gaussian (For Normal) Distribution 191 4.E.3. The Poisson Distribution 192 4.E4, Binomial Random Walk 194 4.7, A Central Limit Theorem and Law of Large Numbers 197 4.F1. A Central Limit Theorem 197 4.F2. The Law of Large Numbers 198 S4.A. Lattice Random Walk 199 $4.A.1. One-Dimensional Lattice 200 $4.A.2. Random Walk in Higher Dimension 203x S4.B. S4.C. S4.D. S4.E. References Problems CONTENTS Infinitely Divisible Distributions $4.B.1. Gaussian Distribution $4.B.2. Poisson Distribution S4.B.3. Cauchy Distribution S4.B.4. Levy Distribution The Central Limit Theorem S4.C.1. Useful Inequalities S4.C.2. Convergence to a Gaussian Weierstrass Random Walk $4.D.1. Discrete One-Dimensional Random Walk S4.D.2. Continuum Limit of One-Dimensional Discrete Random Walk S4.D.3. Two-Dimensional Discrete Random Walk (Levy Flight) General Form of Infinitely Divisible Distributions S4.E.1. Levy-Khintchine Formula S4.E.2. Kolmogorov Formula 5. Stochastic Dynamics and Brownian Motion 5.A. 5.B. 5.C. 5.D. 5.E. S5.A. S5.B. Introduction General Theory Markov Chains 5.C.1. Spectral Properties 5.C.2. | Random Walk The Master Equation 5.D.1. Derivation of the Master Equation 5.D.2. Detailed Balance 5.D.3. Mean First Passage Time Brownian Motion 5.E.1. Langevin Equation 5.E.2. The Spectral Density (Power Spectrum) Time Periodic Markov Chain Master Equation for Birth-Death Processes S5.B.1. The Master Equation §5.B.2. Linear Birth-Death Processes $5.B.3. Nonlinear Birth-Death Processes 207 208 209 209 210 211 212 213 214 215 217 218 221 222 223 225 225 229 229 231 234 234 240 242 244 250 251 254 258 260 260 261 265CONTENTS xi S5.C. The Fokker-Planck Equation 266 $5.C.1. Probability Flow in Phase Space 266 $5.C.2. Probability Flow for Brownian Particle 267 $5.C.3. The Strong Friction Limit 270 $5.C.4. Solution of Fokker-Planck Equations with One Variable 271 S5.D. Approximations to the Master Equation 216 References 278 Problems 279 6. The Foundations of Statistical Mechanics 285 6.A. Introduction 285 6.B. The Liouville Equation of Motion 286 6.C. Ergodic Theory and the Foundation of Statistical Mechanics 296 6D. The Quantum Probability Density Operator 303 S6.A. Reduced Probability Densities and the BBGKY Hierarchy 310 S6.B. Reduced Density Matrices and the Wigner Distribution 314 S6.C. Microscopic Balance Equations 319 S6.D. Mixing Flow 321 S6.E. Anharmonic Oscillator Systems 326 S6.F. Newtonian Dynamics and Irreversibility 334 References 335 Problems 336 PART THREE EQUILIBRIUM STATISTICAL MECHANICS 7. Equilibrium Statistical Mechanics 341 7.A. Introduction 341 7.B. The Microcanonical Ensemble 343 7.C. Einstein Fluctuation Theory 349 7.C.1. General Discussion 349 7.C.2. Fluid Systems 351 7.D. The Canonical Ensemble 354 7.D.1. Probability Density Operator 354 7.D.2. Systems of Indistinguishable Particles 357 7.D.3. Systems of Distinguishable Particles 362 7.E. Heat Capacity of a Debye Solid 364LE. 7G. 7.H. S7.A. S7.B. S7.C. References Problems CONTENTS Order-Disorder Transitions 7.F1. Exact Solution for a One-Dimensional Lattice 7.F2. Mean Field Theory for a d-Dimensional Lattice The Grand Canonical Ensemble Ideal Quantum Gases 7.H.1, Bose-Einstein Gases 7.H.2. FermiDirac Ideal Gases Heat Capacity of Lattice Vibrations on a One- Dimensional Lattice—Exact Solution S7.A.1. Exact Expression—Large N $7.A.2. Continuum Approximation—Large N Momentum Condensation in an Interacting Fermi Fluid The Yang-Lee Theory of Phase Transitions 8. Order-Disorder Transitions and Renormalization Theory 8.A. 8.B. 8&.C. 8.D. S8.A. S8.B. References Problems Introduction Static Correlation Functions and Response Functions 8.B.1. General Relations 8.B.2. Application to the Ising Lattice Scaling 8.C.1. | Homogeneous Functions 8.C.2. Widom Scaling 8.C.3. Kadanoff Scaling Microscopic Calculation of Critical Exponents Critical Exponents for the S* Model Exact Solution of the Two-Dimensional Ising Model $8.B.1. Partition Function $8.B.2. Antisymmetric Matrices and Dimer Graphs S8.B.3. Closed Graphs and Mixed Dimer Graphs $8.B.4. Partition Function for Infinite Planar Lattice 9. Interacting Fluids 9.A. 9B. Introduction Thermodynamics and the Radial Distribution Function 369 370 372 377 381 383 392 401 404 406 407 418 422 423 427 427 428 429 431 433 433 434 437 440 448 462 462 466 469 475 485 486 488 489