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Lec1 200111 PDF
Lec1 200111 PDF
mechanics..
The macroscopic and the microscopic states.
states.
Equilibrium and observation time time..
Equilibrium and molecular motion motion..
Relaxation time
time..
Local equilibrium
equilibrium..
Phase space
p of a classical system
system.
y .
Statistical ensemble
ensemble..
Liouville’s theorem.
theorem.
Density matrix in statistical mechanics and its
properties..
properties
Liouville’s
Li
Liouville’s-
ill ’ -Neiman
N i equation
equation.
ti .
1
Introduction to statistical mechanics.
F
From th
the seventeenth
t th century
t onward
d it was realized
li d th
thatt
material systems could often be described by a small
number of descriptive parameters that were related to
one another in simple lawlike ways.
These parameters referred to geometric,
geometric dynamical and
thermal properties of matter.
Typical
T i l off the
th laws
l th ideal
was the id l gas law
l that
th t related
l t d
product of pressure and volume of a gas to the
temperature of the gas
gas.
2
Bernoulli (1738)
Joule (1851)
Cl
Clausius
i (1857) Krönig (1856)
C. Maxwell (1860)
J. Loschmidt (1876) L Boltzmann
L. B lt (1871)
Stable
M t t bl :
Metastable:
Metastable Figure 5-1. Stability states. Winter (2001) An
in low-
low-energy perch Introduction to Igneous and Metamorphic Petrolog
Prentice Hall.
We work with systems which are in equilibrium
H
How d
do we di
distinguish
i i hbbetween Cl
Classical
i l and
d
Quantum systems?
5
Mi
Microscopic
i and
d macroscopic
i states
The main aim of this course is the investigation of general properties of the
macroscopic systems with a large number of degrees of dynamically
freedom (with N ~ 1020 particles for example).
From the mechanical point of view, such systems are very complicated. But
in the usual case only a few physical parameters, say temperature, the
pressure andd the
th density,
d it are measured,d by
b means off which
hi h the
th ’’state’’
’’ t t ’’ off
the system is specified.
A state defined in this cruder manner is called a macroscopic state or
thermodynamic state. On the other hand, from a dynamical point of view,
each state of a system can be defined, at least in principle, as precisely as
possible by specifying all of the dynamical variables of the system.
system Such a
state is called a microscopic state.
state
6
Properties of bulk fluid
(
(macroscopici properties)
ti )
Properties of individual molecules
Pressure
Position
Internal Energy
Molecular geometry
H t Capacity
Heat C it
Intermolecular forces
Entropy
Viscosity
What we know
Solution
S l ti to
t SSchrodinger
h di equation
ti (Eigen-value
(Ei l
problem) h2
Wave function 2 i2 U E
Allowed energy levels : E i 8 mi
n
• The connections between thermodynamic parameters are found from the general
laws of thermodynamics.
• Thermodynamics is in fact a theory of equilibrium states, i.e. the states with time-
independent (relaxed) V, P, T and S. Term “dynamics” is understood only in the sense
“how one thermodynamic parameters varies with a change of another parameter in two
successive equilibrium states of the system”.
Classification of Thermodynamic Parameters
• Internal parameters are determined by the state of the system itself for given values of the
external parameters.
Note: the same parameter may appear as external in one system, and as internal in another
system.
• Extensive parameters are proportional to the total mass or the number of particles in the
system (internal energy,
energy entropy)
entropy).
System A System B
T Const
M
P P=
Const
V = Const V
X (V , T , P )
(V T P) is
A mathematical relationship that involve a complete set of measurable parameters (V,T,P)
called the thermodynamic state equation
f (V , T , P, ) 0
The physical quantities observed in the macroscopic state are the result
of these variables averaging in the warrantable microscopic states. The
statistical hypothesis about the microscopic state distribution is
required for the correct averaging
averaging.
To find the right method of averaging is the fundamental principle of
the statistical method for investigation of macroscopic systems.
The derivation
Th d i ti off generall physical
h i l lows
l f
from th experimental
the i t l results
lt
without consideration of the atomic-molecular structure is the main
principle of thermodynamic approach.
13
Averaging Method
E
Ensemble
bl average off a d
dynamic
i property
t
E Ei Pi
i
Probabilities
15
Pair of Dice
18
Pair of Dice
Sum = 36
19
Probabilities for Two Dice
Total 2 3 4 5 6 7 8 9 10 11 12
1 2 3 4 5 6 5 4 3 2 1
Prob.
36 36 36 36 36 36 36 36 36 36 36
% 2.8 28 56
5.6 83
8.3 11 14 17 14 11 8.3
8 3 5.6
5 6 2.8
28
20
Probabilities for Two Dice
Dice
0.18
0 16
0.16
0.14
bility
0.12
01
0.1
Probab
0.08
0.06
0.04
0 02
0.02
0
2 3 4 5 6 7 8 9 10 11 12
Number
21
Microstates and Macrostates
22
Combining
g Probabilities
If a given
i outcome
t can b
be reached
h d in
i two
t (or
(
more) mutually exclusive ways whose
b biliti are pA and
probabilities d pB, then
th the
th probability
b bilit
of that outcome is: pA + pB.
23
Combining Probabilities
24
Example
1 1 1
p
6 6 3
25
Another Example
1 1 1
p ( 2)
6 6 36
26
Complications
p is the p
probabilityy of success. (1/6
( / for
one die)
q is the probability of failure
failure. (5/6 for
one die)
p + q = 1, or q=1–p
27
Complications
28
Simplification
p
29
Simplification
30
Three Dice
(p + q)³ = 1
p³ + 3p²q + 3pq² + q³ = 1
p(3) + p(2) + p(1) + p(0) = 1
31
Binomial Distribution
where, q = 1 – p.
32
Thermodynamic Probability
33
Microstates
34
Mean of Binomial Distribution
n P ( n) n
n
where
N! n N n
P ( n) p q
n!( N n)!
Notice : p P (n) P (n)n
p
35
Mean of Binomial Distribution
n P ( n) n p P ( n)
n n p
n p P ( n) p ( p q ) N
p n p
N 1 N 1
n pN ( p q ) pN (1)
n pN
36
Standard Deviation ()
n n 2
n n P(n)n n
2 2 2
n n
2
n 2n n n n 2n n n
2 2 2 2
n n
2 2 2
37
Standard Deviation
2
n P ( n) n p P ( n)
2 2
n p n
N 1
n p p ( p q ) p pN ( p q )
2 N
p p p
n pN ( p q )
2 N 1
p
pN ( N 1)( p q ) N 2
n 2 pN 1 pN p pN q pN
38
Standard Deviation
n n
2 2 2
2 pN q pN ( pN ) 2
Npq ( pN ) ( pN ) Npq
2 2 2
Npq pq
39
For a Binomial Distribution
n pN
Npq
q
n Np
p
40
Coins
41
For Six Coins
Binomial Distribution
0.35
03
0.3
0.25
bilty
0.2
Probab
0.15
0.1
0.05
0
0 1 2 3 4 5 6
Successes
42
For 100 Coins
Binomial Distribution
0.09
0.08
0.07
0.06
abilty
0.05
Proba
0.04
0.03
0.02
0.01
0
12
18
24
30
36
42
48
54
60
66
72
78
84
90
96
0
Successes
43
For 1000 Coins
Binomial Distribution
0.03
0 025
0.025
0.02
Probabilty
0.015
0.01
0.005
0
0
60
120
180
240
300
360
420
480
540
600
660
720
780
840
900
960
Successes
44
Multiple
p Outcomes
N! N!
w
N1! N 2 ! N 3! N i !
N
i
i N
45
Stirling’s Approximation
For large N : ln N ! N ln N N
N!
ln w ln ln N ! ln N i ! ln N ! ln N i !
Ni! i
ln w N ln N N ( N i ln N i ) N i
i i
ln w N ln N ( N i ln N i )
i
46
Number Expected
T
Toss 6 coins
i N times.
ti P b bilit off n heads:
Probability h d
n 6 n
N! n N n 6! 1 1
P ( n) p q
n!( N n)! n!(6 n)! 2 2
6
6! 1
P ( n)
n!(6 n)! 2
N b off ti
Number times n h d is
heads i expected
t d is:
i
n = N P(n)
47
Zero Low of Thermodynamics
48
Local equilibrium
49
Classical phase system
50
Ph
Phase Space
S
pN
t2
2
t1 Phase space
rN
Phase Orbit
H ( q, p ) E (1.2)
P Phase Orbit
52
- space and
-space
space
Let us define - space as phase space of one particle (atom or molecule).
molecule)
The macrosystem phase space (-space)
space is equal to the sum of - spaces
spaces.
The set of possible microstates can be presented by continues set of phase
points. Every point can move by itself along it’s own phase orbit. The
overall picture of this movement possesses certain interesting features,
which are best appreciated in terms of what we call a density function
(q,p;t).
This function is defined in such a wayy that at anyy time t, the number of
representative points in the ’volume element’ (d3Nq d3Np) around the point
(q,p) of the phase space is given by the product (q,p;t) d3Nq d3Np.
Clearly, the density function (q,p;t) symbolizes the manner in which the
members of the ensemble are distributed over various possible microstates
at various instants of time.
53
Function of Statistical Distribution
Let us suppose that the probability of system detection in the volume
ddpdqdp1.... dps dq1..... dqs near point (p,q) equal dw (p,q)= (q,p)d.
The function of statistical distribution (density function) of the system
over microstates in the case of nonequilibrium systems is also depends on
time. The statistical average of a given dynamical physical quantity f(p,q)
q
is equal
f
f ( p, q ) (q, p; t )d 3 N qd 3 N p
(1.3)
3N 3N
( q , p ; t ) d qd p
The right
g ’’phase
p pportrait’’ off the system
y can be described byy the set off
points distributed in phase space with the density . This number can be
considered as the description of great (number of points) number of
systems each of which has the same structure as the system under
observation copies of such system at particular time, which are by
themselves existing in admissible microstates 54
Statistical Ensemble
The number
Th b off macroscopically
i ll identical
id ti l systems
t di t ib t d along
distributed l
admissible microstates with density defined as statistical ensemble.
ensemble A
statistical ensembles are defined and named by the distribution function
which characterizes it. The statistical average value have the same
meaning as the ensemble average value.
An ensemble
A bl is
i saidid to be
b stationary
i if does
d not depend
d d explicitly
li i l
on time, i.e. at all times
0 (1 4)
(1.4)
t
Clearly, for such an ensemble the average value <f> of any physical
Clearly
quantity f(p,q) will be independent of time.
time Naturally, then, a stationary
ensemble qualifies to represent a system in equilibrium. To determine the
circumstances
i under
d which
hi h Eq.
E (1.4)
(1 4) can hold,
h ld we have
h to make
k a rather
h
study of the movement of the representative points in the phase space.
55
Lioville’s
Lioville s theorem and its consequences
Consider
C id an arbitrary
bit " l
"volume"" in
i the
th relevant
l t region
i off the
th phase
h
space and let the "surface” enclosing this volume increases with time is
given by
t d (1.5)
where
h d(d3Nq d3Np)p).
). On
O the
th other
th hand,
h d the
th nett rate
t att which
hi h the
th
representative points ‘’flow’’ out of the volume (across the bounding
surface ) is given by
ρ(ν n )dσ
σ
(1.6)
3N
di ( v ) ( qi )
(1.8)
div ( pi )
i 1 qi pi
In view of the fact that there are no "sources" or "sinks" in the phase
p
space and hence the total number of representative points must be
conserved, we have , by (1.5) and (1.7)
t d
div( v )d t d (1.9)
or
t div( v )d 0 (1.10)
57
The necessary and sufficient condition that the volume integral (1.10)
y volumes is that the integrated
vanish for arbitrary g must vanish
everywhere in the relevant region of the phase space. Thus, we must
have
div ( v ) 0 (1.11)
t
which is the equation of continuity for the swarm of the representative
points. This equation means that ensemble of the phase points moving
with time as a flow of liquid without sources or sinks.
3N
div( v ) ( qi ) ( pi )
i 1 qi pi
58
3N 3N
q p
qi pi i
0 (1 12)
(1.12)
t i 1 qi pi i 1 qi pi
The last group of terms vanishes identically because the equation of
motion, we have for all i,
qi H ( qi , pi ) H ( qi , pi )
2 2
p
(1.13)
qi qi pi qi pi pi
From (1.12), taking into account (1.13) we can easily get the Liouville
equation
ρ 3N ρ ρ ρ
qi pi ρ,H 0 (1.14)
t i 1 qi pi t
d
,H 0 (1.15)
dt t
Equation (1.15) embodies the so-called Liouville’s theorem.
p
t t=0
0
q
60
Density
y matrix in statistical mechanics
The microstates in quantum theory will be characterized by a H
(common) Hamiltonian, which may be denoted by the operator. At time
t the physical state of the various systems will be characterized by the
correspondent wave functions (ri,t), where the ri, denote the position
coordinates relevant to the system under study.
study
Let k(ri,t)
t), denote the (normalized) wave function characterizing the
physical state in which the k-th system of the ensemble happens to be at
time t ; naturally, k=1,2....N. The time variation of the function k(t) will
be determined by the Schredinger equation
61
H k ( t ) i k ( t ) (1.16)
k (t ) ank (t ) n (1 17)
(1.17)
n
62
iank (t ) i n* k (t ) d n*H k (t ) d
*
= n H k
am (t ) m d
m
= Hnmamk (t ) (1.19)
m
where
H nm n*H m d (1.20)
k
The physical significance of the coefficients a n (t ) is evident from eqn.
((1.17). ) Theyy are the p
probabilityy amplitudes
p for the k-th system
y of the
ensemble to be in the respective states n; to be practical the number
2
a n ( t ) represents the probability that a measurement at time t finds
k
We now int od e the density
no introduce ope ato (t ) as defined by
densit operator b the matrix
mat i
elements (density matrix)
a
N
1
mn (t ) k
m (t )ank * (t ) (1.22)
N k 1
64
Equation of Motion for the Density Matrix mn(t)
a
N
1
mn (t ) k
m (t )ank * (t )
N
nn 1
k 1
(1.23)
n
Let us determine the equation of motion for the density matrix mn(t
(t).
65
i a mk ( t ) a nk * ( t ) a mk ( t ) a nk * ( t )
N
1
i mn ( t )
N k 1
1
N k*
=
N
H ml a l ( t ) a n ( t ) a m ( t ) H nl a l ( t )
k k * k*
k 1 l l
= H ml ln ( t ) ml ( t ) H ln
l
= ( H H ) mn (1.24)
Here, use has been made of the fact that, in view of the Hermitian
character of the operator, ĤH*nl=Hln. Using the commutator notation,
Eq.(1.24) may be written as
i
t
H, 0 (1.25)
66
This equation Liouville-Neiman is the quantum-mechanical
analogue of the classical equation Liouville.
67