# Part 2 : Small Systems

large systems & small systems “size” of a system – determined by the number of individual elements rather than by the physical dimensions Statistically speaking ex. Herd of elephants – small system Conduction electrons in a pin – large system

thermodynamic properties large systems = extremely predictable = statistical tools used are elegant and streamlined small systems = erratic and unpredictable = statistical tools used are detailed and cumbersome why study small systems first? many small systems are important understand better the need and the underlying justification for the statistical tools used for larger systems develop an intuition for the basic causes of the thermodynamic behaviors of larger systems and an understanding of why the statistical methods work

Mean Values individual elements have many possible distinct behaviors or configurations “averaging” over possible individual behaviors is required mean value of a function f. 3 dots show up 2 rolled 1 million dice total score = 3 1 million 2 . f = ∑ Ps f s s where fs = value of f when the system is in the state s Ps = probability of the system being in state s the sum is over all states s accessible to the system Example : system = 1 coin Pheads = 1 2 Ptails = 1 2 f = number of heads showing = 1 – coin is heads up 0 – “ “ tails “ f = Pheads f heads + Ptails f tails = 1 (1) + 1 (0) = 1 2 2 2 Example : system = 1 rolled dice P 1 =P 2 =P 3 =P 4 =P 5 =P 6 = 1 6 6 n =1 fn = n = # of dots showing upward 1 (1) + 1 (2) + 1 (3) + 1 (4) + 1 (5) + 1 (6) = 3 1 2 6 6 6 6 6 6 f = ∑ Pn (n ) = 1 ∴ on the average.CHAPTER 3 : STATISTICS FOR SMALL SYSTEMS A.

Criterion : a given air molecule is in the front third of an empty room 2. Criterion : a flipped coin lands heads up 3.Example : system = 1 rolled dice f n = (n − 1) 2 f = ∑ Pn (n − 1) = 6 2 n =1 1 2 1 2 1 2 1 2 1 2 1 2 (0) + (1) + (2) + (3) + (4) + (5) = 9 1 6 6 6 6 6 6 6 if f and g are functions of the state of a system and c is a constant (f + g)= f + g cf = c f B. Binomial distribution – probabilities for systems of more than one element calculate the probability for a system to be in each of its various possible states knowing the probabilities for the behavior of a single element p indicates the probability that the criterion for the behavior of a single element is satisfied. Criterion : a spin ½ elementary particle in no external fields has spin up ∴ p+q=1 → q =1− p 1 p= 3 1 p= 2 1 p= 2 2 q= 3 1 q= 2 1 q= 2 . q indicates the probability that it is not. Example : 1.

That is.4. his next step is somewhere in the westward half of the area around him if the system has 2 identical elements (labeled 1 and 2) 1 p= 6 1 p= 2 5 q= 6 1 q= 2 ( p1 + q1 )( p2 + q2 ) = 1 x1 = 1 = p1 p2 + p1q2 + q1 p2 + q1q2 p1 p2 = probability that both elements satisfy the criterion p1 q2 = q1 p2 = q1 q2 = “ “ “ “ 1 does & 2 doesn’t “ 1 doesn’t & 2 does “ both don’t satisfy the criterion Example : two air molecules (1 & 2) in an empty room probability of being in the front third & the rear 2/3 of the room 1 = probability that either molecule is in the front third of the room 3 2 q1 = q2 = = probability that each is NOT in the front third of the room 3 p1 = p2 = . Criterion : a rolled dice lands with 2 dots up 5. whose next step is equally probable in all directions. takes his next step westwardly. Criterion : a swaggering drunk.

→ BOTH in BACK CRITERION : 1 dot showing UPWARD 1 p1 = p2 = 6 5 q1 = q2 = 6 1 ⎛ 1 ⎞⎛ 1 ⎞ → BOTH land with 1 dot up ∴ p1 p 2 = ⎜ ⎟ ⎜ ⎟ = ⎝ 6 ⎠ ⎝ 6 ⎠ 36 5 ⎛ 1 ⎞⎛ 5 ⎞ → 1 lands w/ 1 dot up but 2 doesn' t p1 q 2 = ⎜ ⎟ ⎜ ⎟ = ⎝ 6 ⎠ ⎝ 6 ⎠ 36 5 ⎛ 5 ⎞⎛ 1 ⎞ → 2 " q1 p 2 = ⎜ ⎟ ⎜ ⎟ = " " " " 1 " ⎝ 6 ⎠ ⎝ 6 ⎠ 36 ⎛ 5 ⎞ ⎛ 5 ⎞ 25 q1 q 2 = ⎜ ⎟ ⎜ ⎟ = → BOTH do NOT land with 1 dot up ⎝ 6 ⎠ ⎝ 6 ⎠ 36 .1 ⎛ 1 ⎞⎛ 1 ⎞ ∴ p1 p 2 = ⎜ ⎟ ⎜ ⎟ = 9 ⎝ 3 ⎠⎝ 3 ⎠ 2 ⎛ 1 ⎞⎛ 2 ⎞ p1q 2 = ⎜ ⎟ ⎜ ⎟ = 9 ⎝ 3 ⎠⎝ 3 ⎠ 2 ⎛ 2 ⎞⎛ 1 ⎞ q1 p2 = ⎜ ⎟⎜ ⎟ = 9 ⎝ 3 ⎠⎝ 3 ⎠ 4 ⎛ 2 ⎞⎛ 2 ⎞ q1q 2 = ⎜ ⎟ ⎜ ⎟ = 9 ⎝ 3 ⎠⎝ 3 ⎠ Example : 2 rolled dice → BOTH in FRONT 2 in BACK 1 in BACK → 1 in FRONT. → 2 in FRONT.

if p1 = p2 = p AND q1 = q2 = q ( p1 + q1 )( p2 + q2 ) = ( p + q )2 = p 2 + 2 pq + q 2 = 1 “ “ both DON’T satisfy the criterion p2 = probability that both elements satisfy the criterion 2pq = p1q2 + q1p2 = probability that 1 element satisfies the criterion & 1 doesn’t q2 = for a system of 3 elements ( p1 + q1)( p2 + q2 )( p3 + q3 ) = ( p + q) p3 = ALL satisfy 3 = p + 3 p q + 3 pq + q = 1 = 1 3 2 2 3 3 3p2q = 2 satisfy & 1 doesn’t = p1p2q3 + p1q2p3 + q1p2p3 3pq2 = 1 satisfies & 2 don’t = p1q2q3 + q1p2q3 + q1q2p3 q3 = NONE satisfy Example : system = 3 coins pheads = 1 1 qheads = 2 2 probability of 2 heads and 1 tail ⎛1⎞ ⎛1⎞ 3 2 3 p q = 3⎜ ⎟ ⎜ ⎟ = ⎝ 2⎠ ⎝ 2⎠ 8 2 .

N! ⎡ ⎤ ⎢ n!( N − n ) ! ⎥ ⎣ ⎦ 5! ⎛ 1 ⎞ ⎛ 2 ⎞ 80 P5 (2 ) = ⎜ ⎟ ⎜ ⎟ = 2! 3! ⎝ 3 ⎠ ⎝ 3 ⎠ 243 2 3 Example : 5 are molecules in an empty room ( N = 5 AND n=2 ) Probability of 2 being in the front third of the room and 3 in back = ? 1 3 2 probability of any one NOT being in front . p = Example : What is the number of different possible arrangements of the 5 molecules that leave 2 in FRONT and 3 in BACK? ABCDE BCADE CDABE DEABC N! 5! ACBDE BDACE CEABD = = 10 ADBCE BEACD n! N − n ! 2!∗3! AEBCD ( ) .. probability is N! PN (n ) = p nq N − n n! ( N − n ) ! 0! ≡ 1 n! ≡ n ∗ (n − 1) ∗ (n − 1) ∗ (n − 1) ∗ . system of N elements with n elements satisfying the criterion while (N-n) do NOT satisfy it. for which n satisfy the criterion and (N-n) do NOT. q = 3 probability of any one being in front .. ∗ 2 ∗ 1 “binomial coefficient”. is the number of different configurations of the individual elements.

R. Whether it is in the front third of the room 3 3 1 1 2.T. 1st criteria does NOT affect its behavior W. Stirling’s formula – allows us to calculate the factorial of large numbers 1 ln(m!) ≈ m ln m − m + ln(2π m ) 2 C. . Statistically independent behaviors System of N elements with n1 elements satisfy 1st criterion & n2 elements satisfy the 2nd criterion “statistically independent” MEANS the elements behavior W. The 2 behaviors are statistically independent.R. Whether it is in the top half of the room p = q = 2 2 2 2 Whether or not the molecule is in the front third of the room has no bearing on whether it is in the top half. the other Example : Consider an air molecule in an empty room with the 2 criteria 1 2 p = q = 1 1 1.T.

BOTTOM half ⎝ 3 ⎠⎝ 2 ⎠ 6 ⎛ 2 ⎞⎛ 1 ⎞ 2 q1 p2 = ⎜ ⎟⎜ ⎟ = → REAR two .R.thirds.Probability that the system is in state i W.4 = P5 2 ∗ P5 4 = ⎜ 5! 2 3 ⎞ ⎛ 5! 4 1⎞ p1 q1 ⎟ ∗ ⎜ p2 q2 ⎟ ⎝ 2!∗3! ⎠ ⎝ 4!∗1! ⎠ ⎛ 80 ⎞ ⎛ 5 ⎞ =⎜ ⎟ ∗ ⎜ ⎟ = 0. the 2nd Pij = Pi Pj Example : single air molecule Pijkl = Pi Pj Pk Pl ⎛ 1 ⎞⎛ 1 ⎞ 1 p1 p2 = ⎜ ⎟⎜ ⎟ = → FRONT third. TOP half ⎝ 3 ⎠⎝ 2 ⎠ 6 ⎛ 1 ⎞⎛ 1 ⎞ 1 p1q2 = ⎜ ⎟⎜ ⎟ = → FRONT third. TOP half ⎝ 3 ⎠⎝ 2 ⎠ 6 ⎛ 2 ⎞⎛ 1 ⎞ 2 q1q2 = ⎜ ⎟⎜ ⎟ = → REAR two .thirds 3 1 p2 = → probability in TOP half 2 1 q2 = → probability in BOTTOM half 2 Example : five air molecules. p=? Of 2 in FRONT third and 4 in TOP half ⎛ ' ( ) ( ) ( ) P5 2.T.R.thirds. BOTTOM half ⎝ 3 ⎠⎝ 2 ⎠ 6 1 p1 = → probability in FRONT third 3 2 q1 = → probability in REAR two .051 ⎝ 243 ⎠ ⎝ 32 ⎠ .T the 1st criterion AND also in state j W.

R. 1st criterion & g = g(j) W. Make a chart that lists the various possible configurations of these that have two heads and two tails. due next week) 3-2 (Stowe. 2nd criterion fg = ∑ Pij f (i )g ( j ) = ∑∑ Pi Pj f (i )g ( j ) = ∑ Pi f (i ) ∗ ∑ Pj g ( j ) = f ∗ g i. 1984) The energy of a spin ½ particle in an external magnetic field along the z-axis is E = – μB if it is spin UP and E = + μB if it is spin DOWN.T. Eup = – μB and Edown = + μB. 1984) Consider a system of four flipped coins (a) What is the probability of two landing heads and the other two tails? (b) How many different configurations of the individual coins are possible that have two heads and two tails? (c) Label the four coins 1. j i j j i i If f = f(i) W.T. expressed in terms of μB? 3-5 (Stowe. .3.R.2. j i j i j ASSIGNMENT (yellow pad.R. That is.T. If f is a function of the configuration of the system W. Suppose the probability of the particle being in the lower energy state is ¾ and that of being in the higher energy state is ¼. Pdown = 1/4. Pup = ¾. one criteria f = ∑ Pij f (i ) = ∑∑ Pi Pj f (i ) = ∑ Pj ∑ Pi f (i ) = (1) ∗ ∑ Pi f (i ) i. What would be the average value of the energy of such a particle.. and 4.