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PART I
A drunk person is lost on a 3-dimensional Cartesian grid. Starting at the origin, the per-
son is taking steps with a step size 1, in the positive or negative x, y, and z-direction with
equal probability (there are 6 different possibilities, so each direction has a probability
1
6 ). Each second, the person takes one step.

(a) Calculate the mean after 3 hours.

(b) Calculate the standard deviation after 3 hours

(c) What is the probability that the person will get home, at position (x, y, z) = (500, 0, 0)?

(d) Estimate the time needed to get home, and compare this to the time needed for a
sober person.

(e) If each step during this walk were a monomer, and the entire walk an ideal poly-
mer (whose segments do not interact), what would be the entropy of a polymer,
consisting of N segments, with an end-to-end distance R?

(f) What would be the required amount of work required to stretch the ends of this
polymer from a distance r = 0 to r = R?

PART II
A system of N particles is kept at a constant temperature T and volume V . The particles
do not interact with each other, but they do interact with an external field, with V (r ) =
ar 2 being the potential energy of a particle at a distance r from the origin, and a some
constant.

(a) How do the particles distribute in this system?

(b) A homogeneous distribution has the highest entropy. Explain why your previous
answer is not in violation with the second law of thermodynamics.

(c) What is the average kinetic energy of the particles?

PART III
(a) What is the first law of thermodynamics?

(b) Given that d F = °Sd T ° pdV + µd N , find the differential form for the grand po-
tential ©(µ,V, T ), d © = ..., using a Legendre transform.

(c) Describe the µ,V, T -ensemble and give an example.

(d) Argue that the grand potential can be written as ©(µ,V, T ) = p(µ, T )V , with p(µ, T )
the pressure. (so, ©/V represents the pressure of the system)
74 8. P RACTICE EXAM FOR FINAL EXAM AT 30 J UNE 2021

Figure 8.1: The free energy density of a fluid at different temperatures

PART IV
The free energy density f of a certain fluid is plotted at different temperatures, in figure
8.1. The units of f and Ω are dimensionless, for convenience.

(a) Estimate the critical temperature.

(b) Estimate the critical density.

(c) Name two ways in which a phase transition can occur, and indicate in the graph
where you would expect those phenomena to happen.

(d) Describe what would happen if one would gradually increase the density from Ω =
0 to Ω = 1 at T = 35o C

PART V
A small cylindrical nanochannel is 10 nm in diameter, and has a length of 100 nm. The
walls of the channel are positively charged. The channel is filled with water at a very
low concentration of ions (1 µM). The axis of the cylinder is aligned with the x-axis of a
coordinate system

(a) Draw the density of ions near the electrodes, for a low concentration of ions, and
for a high concentration of ions. Explain your figures briefly. (you can ignore the
channel for now)
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Figure 8.2: A nanochannel in water with electrolytes (green and red dots, representing NaCl) between two
electrodes

(b) Sketch the potential energy of a positive ion, and of a negative ion as a function of
x, if the electrodes are not connected to a power source. (include points inside the
cylinder, and outside the cylinder. A qualitative picture would suffice.)

(c) Sketch what would happen to the potential energy of an ion in the center of the
channel if the salt concentration would increase, and give arguments.

(d) Argue why this channel could block the current of positive ions, if the conditions
are right.

(e) Why do the conditions have to be right? In other words, are there conditions under
which the channel would not block the ions?

[this question was not selected for the final exam for several reasons - but it seems
very useful for the preparation nonetheless]

PART IV
A template with N binding sites is in contact with a solution of particles that can bind to
these sites with energy ≤. The chemical potential of the solution is µ and the temperature
is T .

(a) What is the energy of the system for a configuration of n particles?


76 8. P RACTICE EXAM FOR FINAL EXAM AT 30 J UNE 2021

(b) What is the entropy for a configuration of n particles?

(c) When is the entropy maximal? And when is the energy minimal? Can both be
achieved at the same time?

(d) What is the (grand) partition function of the template?

(e) Calculate the average number of particles binding to the template for a given µ
and T .
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S UPPLEMENTAL INFORMATION
The following information may, or may not be useful.

Central limit theorem Given that P (x) has a mean µ and a standard deviation æ, one
can derive that the probability density function of the sum of many outcomes of X is a
Gaussian distribution. Defining the sum of n outcomes as X 1 + X 2 + . . . + X n = Y , then

(y°µ y )2
°
2æ2y
P (Y = y) / e (8.1)
p
with mean hyi = µ y = nµ and standard deviation æ y = næ. This is independent of the
form of the distribution of X , as long as n is ‘large’. What is called large may depend
somewhat on the distribution, but usually, the number 1023 is more than sufficient. An-
other property of P (y) is that the standard deviation becomes negligible compared to
p
the mean, æ y /µ y / 1/ n, such that a sample of Y = y will almost certainly have the
mean value as the outcome. This is one reason why the Gaussian distribution is so ex-
tremely important in the field of statistics. It appears everywhere, and tends to describe
the properties of systems of many degrees of freedom (the velocity distribution in a gas,
density fluctuations in a fluid, spatial fluctuations in a membrane, the size of a flexible
polymer &c.).

List of equations
d E = T d S ° pdV + µd N

d F = Sd T ° pdV + µd N

F = E °TS

S = k B ln ≠

F = °k B T ln Z
The Boltzmann distribution (of the canonical ensemble)

1 X °ØE n
Pn = e
Z n

The canonical partition function X


Z= e °ØE n
n

where the sum (or integral) is over all possible states n. This could be a large state vector,
depending on the system. The probability distribution of the grand canonical ensemble

1 X °ØE n +صNn
Pn = e
Z n
78 8. P RACTICE EXAM FOR FINAL EXAM AT 30 J UNE 2021

and the grand canonical partition function


X °ØE +صN
Z = e n n
(8.2)
n
X
= ≠(N )e °ØE (N )+صN
N

with ≠(N ) the number of states containing N particles.

@
hN i = k B T ln Z

In three dimensions ø ¿
p2 3
= kB T
2m 2
and under some conditions ø ¿
p2 3
= hV i = k B T
2m 2
if the potential energy V is a quadratic function. This is the so-called equipartition the-
orem.

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