Statistical Physics

Problem Set I

February 8, 2020

Problem 1: Consider a system of three non-interacting distinguishable particles, with each particle
localised to a lattice site. The energy of each particle is is restricted to values  = 0, 0 , 20 , 30 , .... Let
the energy of the system be E = 30 . Enumerate the possible microstates of the system corresponding to
this macrostate. What is the probability that particle 1 has energy 0 ? Given that particle 1 has energy
0 , what is the probability that particle 2 has energy 20 ?

Problem 2: Consider an isolated composite system consisting of subsystems A and A0 that can
exchange energy with each other. Subsystem A consists of three non-interacting spins, each with
magnetic moment m. Subsystem A0 consists of two non-interacting spins, each with magnetic moment
2m. A magnetic field B is applied to both systems.

(a) If the total energy of the composite system is E = −3mB, what are the accessible mocrostates of the
composite system? What is the probability that subsystem A has total magnetic moment M ?

(b) Subsystems A and A0 are initially separated from each other, with the total magnetic moment of A
being MA = −3m and that of A0 being MB = +4m. The systems are now placed in thermal contact
with one another and can exchange energy. After equilibrium is attained, what is the probability that
A has total magnetic moment M ? What is the mean value of the magnetic moment of A in
equilibrium?

Problem 3: Volume of n-dimensional sphere Consider the following simple integral over n variables
x1 , x2 , .., xn Z ∞
2 2 2
I= dx1 dx2 ..dxn e−x1 e−x2 ..e−xn (1)
−∞
This can be expressed as Z ∞
2
I= dx1 dx2 ..dxn e−r (2)
−∞
where
x21 + x22 + .. + x2n = r2 (3)
Equation (3) can be visualised as the equation for an n-dimensional sphere written in terms of n
Cartesian coordinates xi . Since the integrand in eqn.(2) is a function of r only, spherical symmetry
implies that the integral can be written as
Z ∞
2
I = Cn drrn−1 e−r (4)
0

where Cn is a constant. Determine this constant and use it to deduce the volume of an n-dimensional
sphere.

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Problem 4: Consider a chain of N lattice sites, with a particle attached to each site, interacting with
the site via a spring-like interaction corresponding to angular frequency ω (same for all sites and
corresponding particles). The potential energy of the system is of the form
N
1 X
U (x1 , x2 , ..xN ) = mω 2 x2i
2
i

where xi are the coordinates of the particles measured with respect to the corresponding lattice site.

(a) Calculate the volume of the phase space corresponding to the energy of the system lying between E
and E + ∆E, where ∆E is small (Hint: After a suitable change of integration variables, the problem
can be reduced to computing the volume of a 2N dimensional spherical shell of suitable radii.).

(b) Say, the position of a particle 1 is known to lie between x and x + dx and its momentum is known to
lie between p and p + dp. What is the volume of the accessible phase space corresponding to this?

(c) By taking ratios of the above volume and the total volume of the accessible phase space (and using
suitable approximations appropriate to N >> 1), determine the (normalised) probability that a given
particle has momentum lying between p and p + dp and position between x and x + dx.

(d) Separately calculate the momentum and position probability distributions for this particle.

(e) Calculate an expression for the entropy of the system. Using this expression, relate the energy of the
system to its temperature.

Problem 5: Consider N independent quantum oscillators, localised to specific sites. Each oscillator can
have energy given by n = (n + 1/2)~ω, where ~ = h/2π (h is Planck’s constant) and ω is its frequency of
oscillation and n = 0, 1, 2, 3, .... Given that the system has energy E and is in equilibrium

(a) Calculate the number of microstates Ω(E) accessible to the system. Using this expression, compute
an expression for the entropy of the system as a function of energy, simplifying the expression using
Sterling’s approximation.

(b) Given the relationship between temperature T , energy E and entropy S , calculate energy E and
heat capacity C as functions of temperature T and N .

(Hint: The problem of determining the number of microstates can be reduced to counting the number of
ways of arranging N − 1 sticks and a certain number of dots along a line).

Problem 6: Consider a system of N circular disks confined to move on a table of area A. Assume that
the disks move without friction and collide elastically with each other and with the edges of the table.
Furthur, assume that the size of the disks is negligible compared with the size of the table. Deduce
expressions for the position and momentum probability distributions for a given disk, given that the total
kinetic energy of the system is E and it is in equilibrium. From this, determine the probability
distribution for the speed of the disk and plot it.

Problem 7: Fluctuations in magnetisation: Consider a system of N0 weakly interacting spins in

presence of an external magnetic field h, such that the mean magnetisation (dipole moment per spin) of
the system is m0 . Assume that m0 << 1. A subsystem of this system consists of N spins, such that
N << N0 .

(a) What is the total number of microstates of the system?

(b) Given a microstate of the subsystem with magnetisation m, how many microstates are accessible to
the rest of the system (the ‘environment’)?

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(c) Write down the expression for the probability of occurence of this microstate. Taking its logarithm
and using Sterling approximation, show that the probability of this microstate is of the form
Pr ∝ e−βEr
where  
1 1 + m0
β= ln
2h 1 − m0
and Er = −N hm is the energy of the microstste of the subsystem.
(d) Show that the probability that the subsystem has magnetisation m is of the form
2 /2σ 2
P (m) ∝ e−(m−βh)
√
where σ ∼ 1/ N .

Problem 8: Density fluctuations: Consider a system of N0 >>> 1 weakly interacting particles

enclosed in a box of volume V0 . Consider an imaginary region of space with volume V within this box,
such that V << V0 . Given that any one particle has the same probability of being located anywhere
within the box, show that the probability that there are N particles in the region of volume V is
V N0 −N
   N  
N0 V
P (N ) = 1−
N V0 V0
Let ρ0 = N0 /V0 be the mean density and ρ = N/V be the density of the particles in volume V . Taking
logarithms, using Sterling’s approximation and taking the limit N0 → ∞ wherever possible, show that
the probability that the density of the particles in the region of space is ρ is given by
 N
ρ0
P (ρ) ∼ eN (1−ρ0 /ρ)
ρ
Let ρ = ρ0 + η where |η| << ρ0 . Using this substitution, show that the probability is of the form
2 /2ρ2
P (ρ) ∼ e−N η 0

2 /2ρ2
= e−N (ρ−ρ0 ) 0

What is the relative fluctuation in density?

Problem 9:Arrow of time in the flea universe: Two flea infested dogs are lying next to each other.
The fleas hop from one dog to the other. Each flea has a name. The dynamics of the fleas is determined
by a flea God who loves to play dice with this flea universe. It generates a random number, after a certain
time step, between 1 and N (where N is the number of fleas). Depending on the number, It calls out the
name of the corresponding flea, which is compelled to jump from the current dog it is inhabiting to the
other. Starting with a given distribution of fleas, these ‘stochastic’ dynamics will evolve the microstate (a
precise description of which flea infests which dog) and the macrostate (how many fleas on a given dog).
(a) Is this stochastic dynamics time-symmetric?
(b) Given a macrostate corresponding to m fleas on a dog (and N − m on the other), calculate the
entropy of this macrostate. For what macrostate is this entropy maximum?
(c) Write an equation for the probability Pn (m) that after n time steps there are m fleas infesting a dog
(where m can take values 0,1,2,..,N ), in terms of the corresponding probabilies at the end of n − 1
steps. Show that the relation can be written in the form
Pn = T Pn−1 (5)
where T is an (N + 1) × (N + 1) matrix and Pn is a column vector with entries
Pn = (Pn (0), Pn (1), .., Pn (N )). Identify the entries of the matrix and find a general expression for Tij .
Compute the sum of entries of any column of the matrix T . What is this equal to?

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(d) Assume that after waiting ‘long enough’, an equilibrium macrostate is reached. Given equation (5),
what should be the property of the equilibrium probability distribution Peq (m)? Determine this
distribution. Does this distribution agree with the principle of equal a-priori probability for all
microstates?

(e) Simulate this system on the computer, starting with a configuration in which all the fleas infest one
dog. Evolve the system by generating random numbers, and plot (i) the number of fleas on the two
dogs and (ii) the entropy of the system as fiuunctions of time.

Problem 10: A simple harmonic oscillator has energy levels given by En = (n + 1/2)~ω, where ω is the
angular frequency of the oscillator and n can take values n = 0, 1, 2, 3.... If this oscillator is in thermal
contact with a heat reservoir at temperature T low enough such that kB T /(~ω) << 1
(a) Calculate the ratio of the probability of the oscillator being in the first excited state to the
probability of it being in the ground state.

(b) Assuming that only the ground and the first excited states have appreciable probability of being
occupied, calculate the mean energy of the oscillator as a function of temperature.

Problem 11: A two-dimensional solid at temperature T contains N negatively charged impurity ions
per unit area, the negative ions replacing some ordinary atoms of the solid. The solid as a whole is
electrically neutral, since each negative ion with charge −e has in its vicinity one positive ion with charge
+e. The positive ion, much smaller, is free to move between each of the four equidistance sites A, B, C
and D surrounding the stationary negative ion, as shown. The spacing between the these sites is a and
the energy of interaction of the positive ion with the stationary negative ion is −0 for each lattice site

(a) What are the relative probabilities of the positive ion being found at the four lattice sites?

(b) The solid is placed in a region of a uniform electric field of magnitude E, as illustrated above. Taking
the origin at the location of the negative ion, determine the interaction energy of the positive ion
with the external electric field at the four lattice sites (the interaction energy is Eint = −~ ~ where p~
p·E
is the dipole moment of the positive ion relative to the origin).

(c) What now are the relative probabilities of the positive ion being found at the four lattice sites?

(d) The mean polarisation of the solid is the mean dipole moment per unit area along the direction of the
electric field. Calculate the polarisation of the solid as a function of temperature and the external
electric field E.

(e) Calculate the expression for the polarisation at ‘high’ temperatures. What temperatures are ‘high’ ?

Problem 12: A dilute solution of macromolecules is placed in a centrifuge rotationg with angular
velocity ω.
(a) What is the centrifugal force on a macromolecule at distance r from the axis of rotation in the
rotating frame of reference? Calculate the effective potential energy of a macromolecule in presence
of this force.

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(b) Given that the solution is in thermal equilibrium at temperature T , what is the probability
distribution of finding a macromolecule between distance r and r + dr from the axis? Using this, find
an expression for the density of the solution as a function of the radial distance.

(c) Discuss how a measurement of the ratio of densities of the solution at two known radial distances can
be used to determine the molecular mass of the macromolecule.

Problem 13: A system of N weakly interacting particles, each of mass m, is in thermal equilibrium at
temperature T . The system is contained in a cubical box of side L, whose top and bottom surfaces are
parallel to the Earth’s surface. A coordinate system is set up with the origin at the centre of the base of
the box and the positive z axis along the vertical direction, such that the ranges of coordinates accessible
to any particle are −L/2 ≤ x ≤ L/2, −L/2 ≤ y ≤ L/2, 0 ≤ x ≤ L.

(a) What is the probability that a given particle has velocity in the range ~v and ~v + d~v ?

(b) What is the probability that a given particle has x coordinate between x and x + dx?

(c) What is the probability that a given particle has y coordinate between y and y + dy?

(d) What is the probability that a given particle has z coordinate between z and z + dz?

(e) From the above probability distributions, calculate the mean kinetic and potential energies of a
particle.

Problem 14: A sensitive spring balance consists of a quartz spring with spring constant k. The balance
This balance is used to measure the mass of very tiny, light objects by suspending them from the balance
and observing the extension in the spring. Consider a tiny object of mass m suspended from the spring.
The object is in an environment which is at temperature T , and gets ‘kicked’ around by it, reaching
equilibrium with the environment.

1. What is the probability that the spring is extended by x relative to its equilibrium length?

2. Calculate the mean extension x and the mean squared extension (x − x)2 .

3. Comparing the square root of the mean squared extension with the mean extension, extimate the
minimum mass that can be reliably measured.

Problem 15: Consider a collection of weakly interacting classical magnetic dipoles of fixed dipole
moment m. There are N such dipoles per unit volume. In the absence of an external magnetic field, each
dipole is equally likely to point in any direction. In presence of a magnetic field B, the energy of a dipole
is E = −mB cos θ where θ is the angle between the dipole moment and the direction of the magnetic
field. The system is in thermal equilibrium at absolute temperature T .

(a) What is the (normalised) probability that a given dipole is oriented such that the angle between its
dipole moment and the magnetic field lies between θ and θ + dθ?

(b) Using this probability, calculate the mean of the component of the dipole moment of a given dipole
along the direction of the magnetic field.

(c) Determine an expression for the mean magnetisation of the system as a function of temperature and
magnetic field.

Problem 16: A gas of atoms, each of mass m, is in equilibrium at temperature T . When excited, a
stationary atom emits light at a sharply defined frequency ν0 . At temperature T , due to the thermal
motion, the light from any given atom is doppler shifted. Light emitted by the atoms passes along the x

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direction, to be observed by a spectrometer. If the x component of velocity of an atom is vx , the observed
frequency is  vx 
ν = ν0 1 +
c
where c is the speed of light. The observed intensity distribution I(ν)dν is proportional to the probability
that light of frequency between ν and ν + dν is observed, which in turn is related to the probability that
a given atom has x component of velocity between vx and vx + dvx .

(a) What is the probability that an atom has x component of velocity between vx and vx + dvx ?

(b) What is the probability that light observed in the x direction from a given atom has frequency
between ν and ν + dν?

(c) Using the above probability distribution, calculate the mean frequency and the root mean square
frequency.

Problem 17: Three state system: A system consists of N entities located on a lattice. Each entity
can be in one of three quantum states, with energies 0, 1 , 2 , with 0 < 1 < 2 . Let the total energy of the
system be E. Given this, the number of entities in each of the three energy states is not fixed (this is
unlike the Ising model, in which there are two energy states, and the total energy fixes the number of up
and down spins uniquely). Consider the number of entities N0 in the ground state as a free parameter,
initially fixed to be N0 . Write an expression for the entropy of the system in terms of N0 , E and N .
Extremizing this expression with respect to N0 (parameter N0 made free), show that the value of N0
corresponding to equilibrium satisfies
   
1 N1 1 N2
ln = ln (6)
1 N0 2 N0

Problem 18: Thermal expansion of solids: Following is a simple model to account for observed
thermal expansion of solids. Consider a one-dimendional solid lattice. Assume that a pair of atoms in the
solid interact via a Lennard Jones type interaction, with potential energy
   a 6 
a 12
U (x) =  −2
x x

What is the interpretation of parameters  and a? The solid is at temperature T . Assume that
temperature is ‘low’, such that kB T << . Assuming that quantum effects are not important, calculate
the mean separation x̄ as a function of temperature and use it to calculate the coefficient of linear
expansion of the solid.