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Physics Department

8.044 Statistical Physics I Spring Term 2013

Solutions to Problem Set #2

a)

1 x1 − x2 2 x21 + x22

= ( ) exp[− ]

πx02 x0 x20

The figure on the left shows in a simple way the location of the maxima and minima of this

probability density. On the right is a plot generated by a computer application, in this case

Mathematica.

x2

Max. node at x 1 =x 2

implies p(x 1 ,x2 ) = 0

x1

Max.

b)

Z ∞

p(x1 ) = p(x1 , x2 ) dx2

−∞

Z ∞

1 1

= exp[−x21 /x20 ] (x21 − 2x1 x2 + x22 ) exp[−x22 /x02 ] dx2

πx20 x20 −∞

x20

1 1

q q

2 2 2 2 2

= exp[−x1 /x0 ] x1 ( πx0 ) − 2x1 × 0 + ( πx0 )

πx20 x20 2

1

= p (x21 /x20 + 1/2) exp[−x21 /x20 ]

πx20

1

By symmetry, the result for p(x2 ) has the same functional form.

1

p(x2 ) = p 2 (x22 /x02 + 1/2) exp[−x22 /x20 ]

πx0

By inspection of these two results one sees that p(x1 , x2 ) 6= p(x1 )p(x2 ),

therefore x1 and x2 are not statistically independent .

c)

p(x1 |x2 ) = p(x1 , x2 )/p(x2 )

p

πx02 (x1 − x2 )2 exp[−(x21 + x22 )/x20 ]

=

πx02 (x22 + 12 x20 ) exp[−x22 /x20 ]

2

2 1 x1 − x2

= p 2 exp[−x21 /x20 ]

πx0 (1 + 2(x2 /x0 )2 ) x0

p(x 1 |x2 )

x1 = x2

0 x1

It appears that these particles are anti-social: they avoid each other.

For those who have had some quantum mechanics, the ψ(x1 , x2 ) given here corresponds to

two non-interacting spinless1 Fermi particles (particles which obey Fermi-Dirac statistics) in

a harmonic oscillator potential. The ground and first excited single particle states are used

to construct the two-particle wavefunction. The wavefunction is antisymmetric in that it

changes sign when the two particles are exchanged: ψ(x2 , x1 ) = −ψ(x1 , x2 ). Note that this

antisymmetric property precludes putting both particles in the same single particle state,

for example both in the single particle ground state.

For spinless particles obeying Bose-Einstein statistics (Bosons) the wavefunction must be

symmetric under interchange of the two particles: ψ(x2 , x1 ) = ψ(x1 , x2 ). We can make such

a wavefunction by replacing the term x1 − x2 in the current wavefunction by x1 + x2 . Under

these circumstances p(x1 |x2 ) could be substantial near x1 = x2 .

1

Why spinless? If the particles have spin, there is a spin part to the wavefunction. Under these circum-

stances the spin part of the wavefunction could carry the antisymmetry (assuming that the spatial and spin

parts factor) and the spatial part of Fermionic wavefunction would have to be symmetric.

2

Problem 2: Pyramidal Density

y

a) The tricky part here is getting correct

1

limits on the integral that must be done to y=1-x

eliminate y from the probability density.

It is clear that the integral must start at

y = 0, but one must also be careful to get

the correct upper limit. A simple sketch

such as that at the right is helpful.

1 x

Z ∞ Z 1−x

p(x) = p(x, y) dy = 6 (1 − x − y) dy

−∞ 0

1−x

1 1

= 6{ (1 − x)y − y 2 } = 6{(1 − x)2 − (1 − x)2 }

2 0 2

b)

p(x, y) 6(1 − x − y)

p(y |x) = =

p(x) 3(1 − x)2

2

= (1 − x − y ) 0≤y ≤1−x

(1 − x)2

p(x) p(y | x)

3 2

1-x

0 1 x 0 1-x y

3

Problem 3: Stars

a) First consider the quantity p(no stars in a sphere of radius r). Since the stars are

distributed at random with a mean density ρ one can treat the problem as a Poisson

process in three dimensions with the mean number of stars in the volume V given by

< n >= ρV = 43 πρr3 . Thus

p(no stars in a sphere of radius r) = p(n = 0)

= exp[−4/3 πρr3 ]

Next consider the quantity p(at least one star in a shell between r and r + dr). When the

differential volume element involved is so small that the expected number of stars within it

is much less than one, this quantity can be replaced by p(exactly one star in a shell between

r and r + dr). Now the volume element is that of the shell and < n >= ρ∆V = 4πρr2 dr.

Thus

p(at least one star in a shell between r and r + dr) = p(n = 1)

1

= < n >(1) e|−<n>

1! {z }

|{z} ≈1

=1

Now p(r) is defined as the probability density for the event “the first star occurs between r

and r + dr”. Since the positions of the stars are (in this model) statistically independent,

this can be written as the product of the two separate probabilities found above.

p(r)dr = p(no star out to r) × p(1 star between r and r + dr)

Dividing out the differential dr and being careful about the range of applicability leaves us

with

p(r) = 4πρr2 exp[−4/3 πρr3 ] r≥0

= 0 r<0

p(r)

0 r

4

b) Now we want to find the probability density function for the acceleration random variable

a when a = GM/r2 , where r is the distance to a nearest neighbor star of mass M .

a(r)

GM/r 2

a0 a < a0

0 r

GM/a0

Z ∞

P (a) = √ pr (r) dr

GM/a

r r !

dP (a) 1 GM GM

p(a) = = pr

da 2a a a

Distant neighbors will produce small forces and accelerations, so their effect on p(a) will be

greatest when a is small. [For a different approach, see the notes on the last page of this

solution set.]

3 /3

pr (r) = 4πρ r2 e−4πρ r

to calculate 5/2

2πρ GM 3/2

p(a) = e−(4πρ/3)(GM/a)

GM a

p(a)

0 a

If there are binary stars and other complex units at close distances, these will have the

greatest effect when r is small or when a is large.

d) The model considered here assumes all neighbor stars have the same mass M . To improve

the model, one should consider a distribution of M values. One could even include the binary

stars and other complex units, from part (b), with a suitable distribution.

5

Problem 4: Kinetic Energies in an Ideal Gasses

In this problem the kinetic energy E is a function of three random variables (vx , vy , vz ) in

three dimensions, two random variables (vx , vy ) in two dimensions, and just one random

variable, vx , in one dimension.

a) In three dimensions

E = 12 (vx2 + vy2 + vz2 )

and the probability density for the three velocity random variables is

1 2 2 2 2

p(vx , vy , vz ) = 2 3/2

e−(vx +vy +vz )/2σ .

(2πσ )

Following our general procedure, we want first to calculate the cumulative probability func-

tion P (E), which is the probability that the kinetic energy will have a value which is less than

or equal to E. To find P (E) we need to integrate p(vx , vy , vz ) over all regions of (vx , vy , vz )

that correspond to 12 (vx2 + vy2 + vz2 ) ≤ E. That region in (vx , vy , vz ) space is just a sphere of

p

radius 2E/m centered at the origin.

v2 = vx2 + vy2 + vz2

vx = v sin θ cos φ

vy = v sin θ sin φ

vz = v cos θ

dvx dvy dvz = v 2 dv sin θ dθ dφ

This gives

Z π Z 2π Z √2E/m

1 2 /2σ 2

P (E) = sin θ dθ dφ v 2 e−v dv

(2πσ 2 )3/2 0 0 0

Z √ 2E/m

4π 2 /2σ 2

= v 2 e−v dv

(2πσ 2 )3/2 0

Thus (substituting mσ 2 = kT )

r

dP (E) 2 1 E −E/kT

p(E) = =√ e if E ≥ 0 (0 if E < 0)

dE π kT kT

p(E)

3 dimensions

0 E

You can use this to calculate < E >= 32 kT . [For a different approach, see the notes on the

last page of this solution set.]

6

b) In two dimensions

E = 12 (vx2 + vy2 )

and the probability density for the two velocity random variables is

1 2 2 2

p(vx , vy ) = 2

e−(vx +vy )/2σ .

(2πσ )

To find P (E) we need to integrate p(vx , vy ) over all regions of (vx , vy )pthat correspond to

1

2

(vx2 + vy2 ) ≤ E. That region in (vx , vy ) space is just a circle of radius 2E/m centered at

the origin.

v2 = vx2 + vy2

vx = v cos θ

vy = v sin θ

dvx dvy = v dv dθ

This gives

Z 2π Z √2E/m Z √2E/m

1 −v 2 /2σ 2 1 2 /2σ 2

P (E) = dθ ve dv = 2 e−v dv

2πσ 2 0 0 σ 0

Thus (substituting mσ 2 = kT )

dP (E) 1 −E/kt

p(E) = = e if E ≥ 0 (and 0 if E < 0)

dE kT

p(E)

2 dimensions

0 E

7

c) In one dimension (not required)

E = 12 vx2

and the probability density for the single velocity random variable is

1 2 2

p(vx ) = √ e−vx /2σ .

2πσ 2

To find P (E) we need to integrate p(vx ) overpall regionspof vx that correspond to 12 vx2 ≤ E.

That region in vx space is just a line from − 2E/m to 2E/m.

Z √2E /m

1 v2

P (E) = √ √ v e− 2σ2 dv

2πσ 2 − 2E/m

Thus (substituting mσ 2 = kT )

dP (E) 1

p(E) = =√ e−E/kt if E ≥ 0 (0 if E < 0)

dE πkT E

p(E)

1 dimension

0 E

8

Problem 5: Atomic Velocity Profile

v x(s)

A/s

region where

v x< η

η

0 s

A \ η2

In this problem we have two random variables related by s = A/vx2 . We are given ps (ζ) and

are to find p(vx ). To find the probability P (v) that vx ≤ v we must calculate the probability

that s ≥ A/v 2 . This is (the only possible values of vx are ≥ 0)

∞

A3/2

Z

1 2 ζ)

P (vx ) = √ 5/2

e−A/(2σ dζ

σ 2 2πσ 2 A/v 2 ζ

5/2

A3/2 vx2 2vx2

dP (vx ) 2 2 d A 2 2

p(vx ) = =− √ e−vx /2σ 2

= √ e−vx /2σ

dvx σ 2 2πσ 2 A dvx vx σ 2 2πσ 2

p(v x)

0 vx

9

Problem 6: Planetary Nebulae

In this problem we are looking at matter distributed with equal probability over a spherical

shell of radius R. When we look at it from a distance it appears as a ring because we are

looking edgewise through the shell (and see much more matter) near the outer edge of the

shell. If we choose coordinates

p so that the z axis points from the shell to us as observers

on the earth, then r⊥ = x2 + y 2 = R sin θ will be the radius of the ring that we observe.

The task for this problem is to find a probability distribution function p(r⊥ ) for the amount

of matter that seems to us to be in a ring of radius r⊥ . This is a function of the two

random variables θ and φ, which are the angular coordinates locating a point on the shell

of the planetary nebula. Since the nebulae are spherically symmetric shells, we know that

p(θ, φ) = (4π)−1 .

R

R

r

θ

We want first to find P (r⊥ ), the probability that the perpendicular distance from the line

of sight is less than or equal to r⊥ . Since r⊥ = R sin θ, that is equal to the probability that

sin θ ≤ r⊥ /R as indicated in the figure above. This corresponds to the two polar patches on

the nebula: 0 ≤ θ ≤ sin−1 (r⊥ /R) in the “top” hemisphere and sin−1 (r⊥ /R) ≥ θ ≥ π in the

“bottom” hemisphere.

Z 2π Z sin−1 (r⊥ /R) Z π !

1

q

2

P (r⊥ ) = dφ sin θ dθ + sin θ dθ = 1 − 1 − r⊥ /R2

4π 0 0 sin−1 (r⊥ /R)

dP (r⊥ ) r⊥

p(r⊥ ) = = p for 0 ≤ r⊥ ≤ R (and 0 otherwise)

dr⊥ 2

R R 2 − r⊥

p 2

/R2 .

p(r )

0 1 r /R

10

[Insert for 3b]

GM

Here, we have found the probability density with respect to the variable a (r) = r2 by first considering the

cumulative probability, ˆ

P (a) = pr (r) dr,

R={r: GM ≤a}

r2

where the integration region is over all values of r satisfying the inequality, and then taking taking the

derivative to get the density:

ˆ ˆ ∞

dP (a) GM

pa (a) ≡ = p(r) dr = p(r)δ − a dr.

da ∂R={r: GM =a} −∞ r2

r2

If one is comfortable with considering densities with respect to different variables, it is quicker to relate the

densities directly using this last formula: the delta function just picks out the density with respect to a

whenever GM r 2 = a. Here, the relation is monotonic, and so relating the densities is straight-forward, as the

delta just picks out a single value. Recalling δ (f (x)) = x: f (x)=0 |fδ(x)

P

0 (x)| , we have

ˆ ∞

GM

pa (a) = pr (r)δ − a dr

−∞ r2

ˆ ∞

q

δ r − GM a

= p(r) da(r)

dr

−∞ dr

dr

= pr (r) √

da r= GM

a

52

2πρ GM 3/2

= e−(4πρ/3)(GM/a)

GM a

The two densities are just related by the Jacobian, as we would expect. The method can be used more

generally, when the relationships between variables can be one to many, and when we consider probability

distributions with more than one random variable.

Again, using the formula derived earlier relating the densities with respect to different variables, we can

directly write ˆ ∞

1 2

pE (E) = pv (v) δ mv − E dv .

−∞ 2

The delta function now picks out the two solutions of the equality, and we find immediately

ˆ ∞ r ! r !!

1 2E 2E

pE (E) = pv (v) δ v− +δ v+ dv

−∞ m |v| m m

pv (v) pv (v)

= −

mv v=+√ 2E mv v=−√ 2E

m m

1 E

= √ e− kT .

πkT E

11

MIT OpenCourseWare

http://ocw.mit.edu

Spring 2013

For information about citing these materials or our Terms of Use, visit: http://ocw.mit.edu/terms.

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