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Jos Thijssen, Kavli Institute for Nanoscience Faculty of Applied Sciences Delft University of Technology

September 23, 2008

Preface

This is a set of lecture notes which is intended as a support for students in my course ‘advanced statistical mechanics’. This is a typical graduate course on the subject, including some non-equilibrium thermodynamics and statistical physics. The course has over the years been based on different books, but the informed reader will recognise the structure of the book by Pathria (Statistical Mechanics, 1992) in the ﬁrst part (equilibrium phenomena) and from several chapters of the book by Bellac, Mortessange and Batrouni (Equilibrium and non-equilibrium statistical thermodynamics, 2004). Another important contribution is provided by the lecture notes by Hubert Knops for his statistical mechanics courses at Nijmegen. My lecture notes are therefore by no means original, but they intend to combine the parts of all the sources mentioned into a coherent and clear story. However, this story does by no means qualify as a textbook, as it is too sketchy and superﬁcial for that purpose. It is merely intended as a support for students following my lecture course. I hope it helps. It should be noted that these notes do not fully cover the material of my course. I usually make a selection of about 80 % of the material in these notes, and ﬁll the remaining time with additional topics, e.g. the exact solution of the Ising model in 2D or the epsilon-expansion. I intend to include these topics into the course, together with a discussion of polymers and membranes.

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Contents

1 The statistical basis of Thermodynamics 1.1 The macroscopic and the microscopic states . . . . . . 1.2 Contact between statistics and thermodynamics . . . . 1.3 Further contact between statistics and thermodynamics 1.4 The ideal gas . . . . . . . . . . . . . . . . . . . . . . 1.5 The entropy of mixing and the Gibbs paradox . . . . . 1.6 The “correct” enumeration of the microstates . . . . . 2 Elements of ensemble theory 2.1 Phase space of a classical system . . . . . 2.2 Liouville’s theorem and its consequences 2.3 The microcanonical ensemble . . . . . . 2.4 Examples . . . . . . . . . . . . . . . . . 1 1 1 2 3 4 5 6 6 7 8 9 10 10 10 12 14 14 15 16 17 19 20 23 23 24 24 25 28 29 30 30 31 32 34

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3 The canonical ensemble 3.1 Equilibrium between a system and a heat reservoir . . . . . . . . . . . . . . . . 3.2 A system in the canonical ensemble . . . . . . . . . . . . . . . . . . . . . . . . 3.3 Physical signiﬁcance of the various statistical quantities in the canonical ensemble 3.4 Alternative expressions for the partition function . . . . . . . . . . . . . . . . . 3.5 Classical systems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3.6 Energy ﬂuctuations in the canonical ensemble: correspondence with the microcanonical ensemble . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3.7 Two theorems – the ‘equipartition’ and the ‘virial’ . . . . . . . . . . . . . . . . . 3.8 A system of classical harmonic oscillators . . . . . . . . . . . . . . . . . . . . . 3.9 The statistics of paramagnetism . . . . . . . . . . . . . . . . . . . . . . . . . . . 3.10 Thermodynamics of magnetic systems: negative temperature . . . . . . . . . . . 4 The grand canonical ensemble 4.1 Equilibrium between a system and a particle-energy reservoir 4.2 Formal derivation of the grand canonical ensemble . . . . . 4.3 Physical signiﬁcance of the various statistical quantities . . . 4.4 Examples . . . . . . . . . . . . . . . . . . . . . . . . . . .

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5 Formulation of Quantum Statistics 5.1 Statistics of the various ensembles . . . . . . . . . . . . . . . . . . . . . 5.2 Examples . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5.2.1 Electron in a magnetic ﬁeld . . . . . . . . . . . . . . . . . . . . 5.2.2 Free particle in a box . . . . . . . . . . . . . . . . . . . . . . . . 5.3 Systems composed of indistinguishable particles . . . . . . . . . . . . . . 5.4 The density matrix and the partition function of a system of free particles iii

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. . . . . . . . . . . . . . . . . . . . . . . . . . . .3. . . . .1 Cluster expansion for a classical gas . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11. . . . . . . . . . . .3 Landau diamagnetism . . . . . . . . . . . . .3. . . . . . . . . . . 12. . . 7. . . . . . . . .7 Scaling relations . . . . . . . . . . . . . . . . . . . . . . . . . .2. . . . . . . . . . . . . . 8 Statistical mechanics of interacting systems: the method of cluster expansions 8. . . . . . . . . . . . . .1 An ideal gas in other quantum-mechanical ensembles – occupation numbers . . . . . . . . . . . . . . . .2 Bose–Einstein condensation .1 The superﬂuidity of helium . . . . . . . . . 9. . . . . . . . . 7 Examples of quantum statistics 7. . . . . . . . . . . . . . . . . . .2 Methods for studying phase behaviour . . . . . . . .1 Thermodynamics of free quantum gases 7. . . . . . . . . . . . . . . . . . . . . . . . . . .3 Landau theory of phase transitions . . . . . . . . . . . . 11. . . . . . . . . . . . . . . . . . 37 37 39 42 42 43 43 44 45 46 46 50 51 53 53 59 63 63 66 68 68 70 75 77 79 81 89 89 90 91 98 98 98 100 102 105 106 109 109 110 112 112 . . . . . . . . . . . . . . . . . . . . . . . . 12. . . . . . 7. . . . . .1 Diffusion . . . . 10. . . . . . . . . . . . . . . . . . .1.2. . . . . . . . . . . . . . .1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . .2 Examples: gaseous systems composed of molecules with internal motion . . . . . .9 Examples of renormalisation transformations . .3 Fermions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .iv 6 The theory of simple gases 6.1 Motion of particles . . . . . . . . . . . 10. . . . . . . . . . . . . . . . . . . . . . . .3 Heat and particle diffusion . . . . .6 Derivation of hydrodynamic equations . . . .4 General analysis of linear transport . . . . . . . . . . . . . . . . . . . . 7. 11.1 Planck distribution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .5 Coupling of different currents . . . . . . . . . 10. . . . . . . . . . . . . . 7. . 7. . . . .1 About phase transitions . . . 7. . . . . . . . . . . . . . . . . . . . . . .8 Universality . . . . . . . . . . . . . . . . . . . . . . . . . .2 Bose-Einstein systems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12. . . . . . . . . . . . . . . . . . . . . . . 10. . . . . . .5 Exact solutions . .2 Pauli paramagnetism . . . . . . . . .1. . . . . . 11. . . . 11. . . . . . . . . . . . . . . . 9 The method of quantized ﬁelds 9. . 10. . . . . . . . . . . . . . . . . . . . 10 Introduction to phase transitions 10. . .2 Local equation of state . . . . .3. . . . . . . . . . . . . . . . . .3 Viscosity . .2. . . . . . . . . . . . . . . . 10. . . . . . . . . . . 7. . . . 10. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6. . . . . . . . . . . . . .10Systems with continuous symmetries . . . . . . . . . . . . . . . . . . .6 Renormalisation theory . . 12 Fluctuations and transport phenomena 12. . . . 11 Irreversible processes: macroscopic theory 11. . . . . . . . . 10. . . . . .1. . .4 Landau Ginzburg theory and Ginzburg criterion 10. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .2 The low-energy spectrum of helium . . . . . . . . .2 Thermal conductivity . . . . . . . . . . . . . . . . . . . . . 8. . . . . . . . . . . .1 Degenerate Fermi gas . . . . . . . . . . . . . . .3 Phonons and the speciﬁc heat . . . . .2 The virial expansion and the Van der Waals equation of state . .

3 Equilibrium – deviation from equilibrium . . . . . . . . . . . . . . . .2 Fokker Planck equation and restoration of equilibrium . . . . . .3 Fluctuations – the Wiener-Kintchine theorem . . . . 117 13 Nonequilibrium statistical mechanics 13. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13. . . . . . . . . . . . . . 113 12. . . . . . . . . . . . . . .1 Langevin theory of Brownian motion . . . . . . . . . . . 13. . . . . . . . . . .4 General analysis of linear transport . . . . . . . . . .2 The Boltzmann equation . .4 Derivation of the Navier–Stokes equations . . . . . . . . . . . . . . . . . . . . . . .v 12. . . . . 115 12. . . . . . . . . . . . . . . . 13. . . . . . . . . . . 122 122 124 126 129 .

to an amount E0 . In that case. for a particular partitioning of the total energy (E1 . quantities which scale linearly with V (or N) are called extensive. the total system has a number of microstates which. E1 . We let both quantities go to inﬁnity. the number of states within a ﬁxed energy band is ﬁnite (for a ﬁnite volume). 1 and 2 are in thermal contact. N2 .V1 . volume V and particle number N. E1 )Ω(N2 .V. • A microstate is a particular state of a system which is consistent with the macrostate of that system. V are respectively the number of particles and the volume of the system. with E = E1 + E2 constant. N2 . the most likely value of E1 is equal to the average value of E1 . while keeping the ratio n = N/V constant. E2 ) = Ω(N1 . E2 ). This number may not be countable. while quantities which do not scale with V (or N) are called intensive.V2 . • A macrostate is deﬁned by values of the macroscopic parameters which can be controlled. Because the particle numbers are very large. 1. For an isolated classical system. is given by Ω(0) (N1 . For a thermally and mechanically isolated system.V1 . That is.1 The macroscopic and the microscopic states Notions of statistical mechanics: • Extensive/intensive quantities: N. the quantity Ω(0) is sharply peaked around its maximum as a function of E1 .V1 . but they can exchange energy.V2 . T ) is the number of microstates which are consistent with a particular macrostate.1 The statistical basis of Thermodynamics This chapter reviews material that you should have seen before in one way or another. In that case. these are N. • The quantity Ω(N. 1.V2 . Therefore it is kept very brief. a microstate is a set of positions and momenta which are consistent with the prescribed energy E. The total energy is ﬁxed. E1 . We ﬁnd the most likely value by putting ∂ ln Ω(0) (N1 .2 Contact between statistics and thermodynamics Two systems. E2 ). E2 ) ∂ E1 1 . Therefore. E and V . The density n = N/V is an example of an intensive quantity. however. but we shall see that this problem is only relevant in the classical description – in a proper quantum formulation. their respective volumes and particle numbers are ﬁxed.

S µ= ∂E ∂N .V.V1 . H = E + PV = G + T S. through a hole). . which can exchange thermal energy) but also in mechanical equilibrium (i. E) = kB T ∂N is the same in both. pressure and temperature are the same in both.V. We have β = 1/(kB T ) S is the entropy and T the temperature. N.e.β denotes a partial derivative with respect to γ at constant α and β . V and E) by using the relation S = kB ln Ω and the thermodynamic relation dE = T dS − PdV + µ dN. the quantity ∂ ln Ω(N. S = k ln Ω(N. ∂ E1 ∂ E2 The partial derivative of ln Ω with respect to energy is called β . This leads to the condition for equilibrium: ∂ ln Ω(N1 . N.V.V. E2 ) = . We have derived relations between these and the fundamental quantity Ω(N. G = A + PV = E − T S + PV = µ N.V Here.2 equal to 0. . E1 ) ∂ ln Ω(N1 . E) which has a well-deﬁned meaning in statistical physics (as do N. which can change their volumes V1 and V2 while keeping the sum V1 +V2 = V0 constant). 1. The quantity µ is known as the chemical potential.S T= ∂E ∂S . (∂ . Finally.e.3 Further contact between statistics and thermodynamics Similar to the foregoing analysis.V1 . /∂ γ )α . We then ﬁnd that.e. E). The following relations can be derived straightforwardly: P=− ∂E ∂V . i.g. in addition to the temperature. V. then the quantity ζ =− µ ∂ ln Ω(N. In fact. . we can study two systems which are not only in thermal equilibrium (i. If the systems can exchange particles (e. P and µ are thermodynamic quantities. E) P η= = kB T ∂V is the same in both systems. you should know the remaining most important thermodynamic quantities: • Helmholtz free energy • Gibbs free energy • Enthalpy A = E − T S.

we have the relation E= E= h2 8m j=1 ∑ N n2 + n2 + n2 . E) is the number of points on the surface of a sphere with radius 2mE/ℏ2 in a grid with unit grid constant in 3N dimensions. N. the number of ways the particles can be distributed in that volume scales as V N . E. the energy is the square of the distance of the appropriate point on the 3N dimensional grid.P 1. We use the fact that each grid point occupies a unit volume to obtain the number of grid points within the shell. j.V ∂E ∂T .x j. we consider a particular example: a quantum mechanical system consisting of particles within a cubic volume V = L3 and with total energy E. Therefore P ∂ ln Ω(N. But it might occur that none of the grid points lies precisely on the sphere (in fact. V N. The number of points in such a grid is called Γ. y z y z 2m L2 8mL2 x For N particles. that is rather likely)! In order to obtain sensible physics.z that is. In order to . L L L ℏ2 π 2 2 h2 nx + n2 + n2 = n2 + n2 + n2 . we therefore consider the number of points in a spherical shell of radius 2mE/ℏ2 and thickness much smaller than the radius (but much larger than the grid constant).P ∂H ∂T . (3N/2 − 1)! Multiplying this by δ r gives the volume of a spherical shell of thickness δ r. The number Ω(N. N.V ) = kB T ∂V N = kB . The particles have wavefunctions ψ (x.V ∂S ∂T = N. y.3 • Speciﬁc heat at constant volume CV = T • Speciﬁc heat at constant pressure: CP = T ∂S ∂T = N. Ω ∝ V N.P ∂ (E + PV ) ∂T = N.E For a consistent derivation of the entropy.y j.e. The surface of a sphere of radius r in 3N dimensions is given by 2π 3N/2 r3N−1 .V.4 The ideal gas If N particles in a volume V do not interact. z) = with energy 2 L 3/2 sin ny π y nz π z nx π x sin sin . i.

we ﬁnd for the ratio of the two speciﬁc heats 5 CP = . during an adiabatic change (i. TV γ −1 = const with γ = 5/3. were at the same pressure and temperature. before mixing. two conﬁgurations obtained by interchanging the particles must be considered . using the expression for the entropy derived in the previous section.V. y.α . α = x. we arrive at the following expression for the entropy: S(N. The work done by such an adiabatic process is given by (dE)adiab = −PdV = − 2E dV. A straightforward analysis. This difference is called the mixing entropy. V and N: E(S. 2 3 CV = NkB . Furthermore.e. 2 We have neglected additional terms containing the thickness of the shell – it can be shown that these are negligibly small in the thermodynamic limit.e. N and S constant). N) = 3h2 N 2S exp −1 . then it turns out that after the mixing. 2/3 3NkB 4π mV This equation. when the two original gases consisted of different types of molecules. z. CV 3 It can be veriﬁed that the change in entropy during an isothermal change of a gas (i.V. 3V These relations are speciﬁc examples of more general thermodynamic ones.4 include only positive values for each of the n j. the entropy has increased tremendously by the fact that both species now have a much larger volume at their disposal. According to quantum mechanics. V1 V2 Now consider the case where the two gases contain the same kind of molecules. 1.V . we must multiply this volume by a factor 2−3N . PV γ = const. leads to a mixing entropy ∆S: ∆S = kB N1 ln V1 +V2 V1 +V2 + N2 ln . the entropy has changed. This is to be expected because. Using ﬁnally the fact that N is large. leads to the relations 3 E = NkB T.5 The entropy of mixing and the Gibbs paradox If we mix two gases which. N and T constant) is S f − Si = NkB ln (V f /Vi ) . 2 5 CP = NkB . together with T −1 = (∂ S/∂ E)N. E) = NkB ln V h3 4π mE 3N 3/2 3 + NkB . 2 From the last two relations. This expression can be inverted to yield the energy as a function of S.

E) = NkB ln V N 3 + NkB 2 2π mkB T 5 + ln 3 h2 . A more careful rederivation of the entropy. nor does it involve any work.V. the mixing should not inﬂuence the entropy. . For a system with n1 particles in quantum state 1. it boils down to dividing the total number of states calculated for distinguishable particles. The expression above for ∆S remains valid for non-identical particles. It is a result of neglecting the indistinguishability. 1. by N! . Note that the process in which the wall is removed. In that case. as the second law of thermodynamics states that ∆Q ≤ T ∆S.5 as being identical. In deriving the Sackur–Tetrode formula. This expression for the entropy leads to ∆S = 0 for identical particles. This formula is derived by multiplying Ω (the number of states) by 1/N! in order to account for the indistinguishability in case alle particles occupy different quantum states. n1 !n2 ! . This paradox is known as the Gibbs paradox. changes the entropy. The fact that the entropy changes without heat transfer is allowed. . n2 particles in state 2 etcetera.6 The “correct” enumeration of the microstates This section argues how and why the indistinguishability of the particles should be included in the derivation of the entropy. The equals-sign only holds for reversible processes. we have taken the ni to be either 0 or 1. . leads to the famous Sackur-Tetrode formula: S(N. so the above result for the mixing entropy cannot be correct. taking the indistinguishability of the particles into account. but does not correspond to any heat transfer.

For example. ˙ The Euler-Lagrange equations of motion can now be formulated in terms of the Hamiltonian: ∂H . so the coordinates are simply the variables ri (i labels the particles) which are constrained to lie within V .1 Phase space of a classical system The phase space is the space of possible values of the generalised coordinates and canonical momenta of the system. Remember the generalised coordinates can be any coordinates which parametrise the accessible coordinate space within perhaps some given constraints. ˙ for which q j can very easily be written in terms of the p j . In fact. which nevertheless occur in the deﬁnition ˙ of H. we have p j = mq j . ˙ The equations of motion are the Euler-Lagrange equations: ∂L d ∂L = . q j ) = ∑ p j q j − L. for a particle in 3D. ˙ j ∂L ∂qj ˙ Note that H is a function of the p j and q j . ∂ pj ∂H . we shall most often be dealing with a volume within which the particles must move.2 Elements of ensemble theory 2. The motion of the particles is determined by the Lagrangian. but not of the q j . pj = − ˙ ∂qj qj = ˙ 6 . the q j must be formulated in terms of q j and p j by inversion of the expression giving ˙ the p j . which is a function of the generalised coordinates q j and their derivatives with respect to time q j : ˙ L = L(q j . q j . In our case. dt ∂ q j ˙ ∂qj The canonical momenta are deﬁned as pj = − and these can be used to construct the Hamiltonian: H(p j .t).

p.t) d 3N p d 3N q where the denominator is necessary in the case where ρ is not normalised. as there are no ‘sources’ or ‘sinks’ (trajectories do not disappear or appear). ∂t The density in some volume ω changes as ω ∂ρ dω ∂t (d ω is shorthand This change can only be caused by trajectories starting within ω and moving out of it. Any physical quantity is deﬁned in terms of the dynamical variables p j and q j . In fact. From these considerations.t). q): it is the velocity of the points in phase space. i. the density function ρ . and from the fact that the shape of ω can be arbitrary. which are here reformulated as twice as many ﬁrst-order differential equations. The expectation value of such a quantity f can be written as f = f (q. The ﬂux of phase space points is ˙ ˙ given by ρ v. The latter is a point in phase space. the latter are second order differential equations with respect to time. where σ is the boundary of ω . Suppose we stay at some point (q. from which a dynamical trajectory starts. p)ρ (q. Rather we want to know the probabilities to ﬁnd our system in the points of phase space. . this can be written as a volume integral: σ div(ρ v) d ω . the change of the density is ∂ρ . p.t) d 3N p d 3N q . p) ((q. At that time. In statistical mechanics.7 These equations are completely equivalent to the Euler-Lagrange equations. Using Gauss’ theorem. Liouville’s theorem is about the change in the course of time of the density function. This probability is also called the density function ρ (q. we are interested in the probability to ﬁnd a system in a particular point (q.e. p) in phase space. or trajectories starting outside ω and moving in. The Hamiltonian equations clearly give a recipe for constructing the time evolution in phase space given its original conﬁguration. ρ (q. we see that the following relation must hold: ∂ρ + div(ρ v) = 0. p.2 Liouville’s theorem and its consequences We are not interested in the individual dynamical trajectories of a system. The ﬂux of points across the boundary is the only cause of change in the density inside ω . The number of points leaving and entering the system per unit of time can be evaluated as for d 3N p d 3N q). p) is shorthand for all the coordinates). σ ˆ ρ v · n dσ . so that we can evaluate expectation values of physical quantities. ∂t We now work out the second term: ∂qj ∂ pj ˙ ˙ ∂ρ ∂ρ ∂ρ +∑ qj + ˙ pj + ρ ∑ ˙ + ∂t ∂qj ∂ pj ∂qj ∂ pj j j = 0. 2. where v is shorthand for the vector ( p.

H] (quantum). so the question arises how this condition can be satisﬁed. as inﬁnite momenta are allowed in that case. the energy is ﬁxed.1 2. This average is called the ensemble 1 Parthia formulates this a bit differently on page 34. For an isolated system. corresponds to the expression given at the end of section 2. Obviously. H} (class. every point in phase space compliant with that value. but (in general) different microstates. The microstates all occur with a probability given by the density function – therefore. there are some mathematical difﬁculties involved in using a delta-function – one may formulate this as a smooth function with a variable width which can be shrunk to zero. dt ∂t dρ ∂ρ i = − [ρ . all having the same values for their controllable external parameters (energy. determining the average of a physical quantity over this ensemble of systems. p) − E]. The last equation expresses the fact that such an observer does not see a change in the density. This is usually assumed. One possibility is to have a density function which is constant in time and in phase space so that both ∂ ρ /∂ t and [ρ . It is useful to emphasise the difference between ∂ ρ /∂ t and d ρ /dt. H} = 0. but I am not very happy with his description. This is the famous postulate of equal a priori probabilities.). particle number etcetera). In fact. We now deﬁne equilibrium as the condition that ∂ ρ /∂ t be equal to 0. The former is the change of the density function at a ﬁxed point in phase space. so we can write ρ = ρ (H) = δ [H(q. and we can use this in order to ﬁnd the average f as described above. time-dependent ﬁeld) but being a function of H. dt ∂t ℏ The intimate relation between classical and quantum mechanics is helpful in formulating statistical mechanics. occurs equally likely. } are called the Poisson brackets. Another possibility is to have ρ not depending explicitly on time (this is mostly the case – it means that there is no external. ∂t where the expression on the left hand side can also be written as d ρ (t)/dt.8 Using the equations of motion. the resulting equations for the classical density function and the quantum density operator in Heisenberg representation can be compared: dρ ∂ρ = + {ρ . The brackets {. and we are left with dρ ∂ρ ∂ρ ∂ρ = +∑ qj + ˙ pj ˙ dt ∂t ∂qj ∂ pj j = ∂ρ + {ρ .1.3 The microcanonical ensemble Any particular choice for the density function is called an ensemble. This now is Liouville’s theorem. This is however not physically acceptable. . H] vanish. volume. the last group of terms is seen to vanish. It implies that for some particular value of H. whereas the latter is the change of the density function as seen by an observer moving along with the trajectory of the system. This refers to the idea of having a large collection of independent systems. p). The density function ρ gives us the probability that we ﬁnd a system in a state (q. They are for classical mechanics what commutators are for quantum mechanics.

2. p→ √ q→ 2mE 2E/mω with. We call this shell ∆ω . This is equal to the time average of the quantity f in the stationary limit. In order to take the indistinguishability of the particles into account. Do not confuse this ω (angular frequency) with that representing the volume in phase space. As an example. the points with constant energy are seen to lie on ellipses. ω As the potential vanishes. the relation between the number of states Γ and the occupied volume ω in phase space is given by Γ = ω /h3N . however. Obviously.4 Examples First we consider the case of N non-interacting point particles. The connection between the two can be made by considering wavepackets which are localised in both q-space and p-space.9 average. ω = k/m. these packets occupy a volume ∼ h per dimension in phase space. Therefore. Our general formalism also allows to evaluate the entropy of a single particle. The number of states in the energy shell ∆ω is given by: ∆Γ = ∆ω d 3N p d 3N q. as usual. the integral over q yields V N . that number is always inﬁnite (irrespective of the number of particles). and we ﬁnd for the number of states within the shell: N V 1 ∆E (2π mE)3/2 . The integral over the momenta can be evaluated using the results for an N-dimensional shell used in section 1. The entropy can then be calculated as above. we can scale the coordinates in order to map the ellipse onto a circle: p q . In order to ﬁnd the volume (in our 2D phase space this is a surface area). ∆Γ = 3 (3N/2 − 1)! h E . Then the volume of the ellipse can be found to be ∆Γ = 2π ∆ . Γ is the volume of a thin shell in phase space where the energy lies between E − ∆/2 and E + ∆/2. If we consider phase space as continuous (as should be done in classical mechanics). resulting in the Sackur–Tetrode formula. we consider the harmonic oscillator: p2 k 2 H= + q 2m 2 From this equation. In view of the Heisenberg uncertainty relation.4. it appears that there is a fundamental volume h3N which is occupied by quantum state of the system. p). as the states are given as wavefunctions and not as points (q. In quantum mechanics we do not have this problem. Therefore. This result is called the fundamental postulate of statistical mechanics. the phase space volume accessible to the system is proportional to the number of microstates accessible to the system. that is an ideal classical gas. we must divide this number by N!. For the microcanonical ensemble.

which is based on a very general deﬁnition of entropy.3 The canonical ensemble 3. but its volume and number of particles is constant.1 Equilibrium between a system and a heat reservoir Suppose we have a large. and with energies distributed according to the Boltzmann factor. Consider a state r of the small subsystem with energy Er . T Pr = P(Er ) ∝ exp(−Er /kB T ) = e−β Er with β = 1/kB T . 3. The small subsystem can exchange energy with the rest of the system. We then have: use Pr = exp[S(E − Er )/kB ] = exp so that we obtain S(E) − ∂ S(E) Er /kB ∂E = exp S(E) − Er /kB . isolated system which we divide up into a very small one and the rest. How likely is it to ﬁnd the subsystem in this state? That depends on the number of states which are accessible to the rest of the system (this is called the heat bath). Therefore. or (N. Pr is the Boltzmann distribution function. V. this entropy is formulated terms of the quantum density operator as S = −kB Tr ρ ln ρ . its temperature will be determined by the latter. r 10 . In a quantum mechanical formulation. just as the number of particles N and its volume V . We know that Ω of the heat bath is given as exp(S/kB ). and this number is given as Ω(E − Er ). T) ensemble. Writing ρ = ∑ |r Pr r| r leads to the same expression as above S = −kB ∑ Pr ln Pr . the multiplicity of the state with energy Er is Pr = Ω(E − Er ). Therefore the temperature of the subsystem will be a control parameter. If we consider a set of systems which are all prepared with the same N. where E is the energy of the total system. V and T . we speak of a canonical. As the subsystem is very small in comparison with the total system.2 A system in the canonical ensemble A more formal approach can be taken in the calculation of the canonical and other distributions that we shall meet hereafter.

it turns out that expressions for the entropy that can be derived from more physical arguments are all compatible with this general expression. The Pr are thus all equal. this is a bit tricky as we must calculate the variation of an operator. the walls do not move). This is done using a Lagrange multiplier λ . we may relax any of these conditions and require the expectation value to assume a certain value rather than the stronger condition that the parameter may only assume a certain value. Furthermore. This then leads to 1 Pr = . Here Er is the energy of the state r. This expression for the entropy is often used in information theory. the density matrix will assume a form which maximises the entropy deﬁned this way. We now have an additional constraint. We now have two Lagrange multipliers. parametrised by λ . the Hamiltonian is conserved and it can be identiﬁed with the energy.e.11 The basic postulate now is that. We must ﬁnd the distribution Pr which makes S stationary under the constraint that Pr is normalised. V or E be ﬁxed. i. that is. Then. E = ∑ Pr Er r is given. given expectation values for external parameters. if we assume that the density operator can be written in the form ρ = ∑ |r Pr r| r with |r being eigenstates of the Hamiltonian. We deﬁne F = S−λ and now require F to be stationary: r=1 ∑ Pr M ∂F = −kB (1 + ln Pr ) − λ ∂ Pr This leads to a family of solutions Pr = exp − kB + λ kB . one for the energy (which we call kB β ) and one (again λ ) for the normalisation: F = S − λ ∑ Pr − kB β ∑ Pr Er . We shall work this out for the energy. Instead of requiring that each of the parameters N. In the context of quantum mechanics. the distribution which maximises the entropy is the one in which each state has the same probability of occurrence. the solution of the problem is similar to that of the classical case. Let us ﬁrst note that the (NV E) ensemble is the most natural one to deﬁne in classical or quantum mechanics: the number of degrees of freedom is well-deﬁned (via the particle number N) and the potential does not explicitly depend on time (the volume is ﬁxed. r r . However. Now suppose that there is a number M of states with the prescribed energy. We must now adjust λ such as to satisfy the constraint that Pr be normalised. M We see that for the microcanonical ensemble.

we see that we can write U as U= E = U = E =− ∂ ln e−β Er . ∂β where we have used ∑ Pr = 1 and ∑r Pr Er = E . Now we write this expression (disregarding the constant λ ) as E −TS A . we note that the function we have maximised can be written as S−λ −T E 3. in particular it ensures that the average value of 1 is equal to 1. Zλ where σ can be identiﬁed with −β µ . Looking at the above equation. Returning to the derivation of the canonical distribution function. we can write the entropy as S = −kB ∑ Pr ln Pr = −kB ∑ Pr [− ln Q − β Er ] = kB ln Q − kBβ r r ∂ ln Q. we ﬁnd Pr = 1 exp(−β Er ). The expectation value of the energy can be determined as ∂ ln Q. E =− ∂β Using Pr = exp(−β Er )/Q. µ is the chemical potential. ∑r e−β Er The denominator ensures proper normalisation. The Lagrange parameter β which we can identify with 1/kB T serves as the parameter which can be tuned in order to adjust the expectation value of the energy to the required value. − =− T T The quantity A = E − T S is called the (Helmholtz) free energy. we obtain Pr = 1 exp(−β Er − σ N). We see that this quantity was minimised as a function of Pr .12 Following the same procedure as above. If we relax the particle number but ﬁx its expectation value. Let us analyse the canonical partition function a bit further. Qλ Q – the partition function – is deﬁned in terms of the multiplier λ – it serves merely to normalise the probability distribution.3 Physical signiﬁcance of the various statistical quantities in the canonical ensemble Let us ﬁrst calculate the energy: ∑r Er e−β Er . The transformation from S to ln Q which leads to this type of relation is known as the Legendere transformation. We have: The Boltzmann distribution is the distribution which minimises the Helmholtz free energy. ∂β ∑ r .

V ∂ (A/T ) ∂ (1/T ) .V From the ﬁrst relation. Furthermore. For a system at constant V . we have: S=− ∂A ∂T N. dA = −PdV. (see above). is given by the Boltzmann factor: e−Er /(kB T ) .V = −T 2 ∂ ∂T A T = N.13 It is useful to deﬁne QN = ∑ e−β Er . The Hemholtz free energy represents the work which can be done by a closed. the change in free energy is completely determined by the work done by the system. We have seen that the probability Pr with which a conﬁguration with energy Er occurs. we have: U = A+TS = A−T from which we can infer that A = −kB T ln QN . Pr = QN The entropy can be calculated as S=− ∂A ∂T = N. r From this relation. by the expectation value of −kB T ln(QN Pr ): S = kB ln QN − kB ln(QN Pr ) = −kB ln Pr = −kB ∑ Pr ln Pr . we have that is. N. N. N.V dA = −SdT − PdV + µ dN. where entropy is a measure for the reliability of communication. N and T . it follows that the entropy vanishes at zero temperature (‘third law of thermodynamics’). isothermal system. that dA = dU − T dS − SdT = −SdT − PdV + µ dN. P=− ∂A ∂V .V = −T 2 ∂ 2A ∂T2 . we know for the Helmholtz free energy A = E − T S. from ∂A ∂T N. This is obviously the same entropy as was introduced in the previous section. . From this. which is the expectation value of Er .V U ∂ (kB T ln QN ) = kB ln QN − .T µ= ∂A ∂N .V ∂U ∂T N. Let us relate the quantities we have seen so far to thermodynamics. r Q is called the partition function.V . we see that if we keep the volume and the particle number constant. ∂T T We now replace U . this relation has become the starting point for studying information theory. T. By taking the temperature derivative of U we obtain the expression for the speciﬁc heat: CV = Moreover.

. the probability of having an energy Ei is given by Pi = gi e−β Ei . For a system with a strictly discrete spectrum. 2 e−β pN /(2m) d 3 pN . ∑i gi e−β Ei In practice. ∞ −β E dE −∞ g(E)e 3. r i In fact. gi is replaced by the density of states g(E).5 Classical systems We now show how to evaluate expectation values for a system consisting of interacting point particles. e−α x dx = α −∞ . In that case. the energy is usually continuous or almost continuous. In that case P(E) = g(E)e−β E . when we evaluate the sum over some energydependent quantity. The expression for QN looks quite complicated. . we should not confuse those states with their energies. p) = ∑ p2 i +V (q1 . H(q.p) d 3N qd 3N p. .4 Alternative expressions for the partition function It is very important to realise that. the energies Ei might occur with a multiplicity (degeneracy) gi . In that case. Now we use the Gaussian integral result: ∞ 2 π . 2m i=1 For the ideal gas.14 3. In the previous chapter it was argued that the sum over the available quantum states can be replaced by a sum over e volume ω in phase space. 2 The integral over one particle then factorises into one over px . one over py and one over pz . but the integral over the momenta can be evaluated analytically! The reason is that the exponential can be written as a product and the integral factorises into 3N Gaussian integrals: e−β ∑i pi /(2m) d 3N p = 2 e−β p1 /(2m) d 3 p1 2 e−β p2 /(2m) d 3 p2 . when evaluating the sums over states r. we have ∑ → ∑ gi . provided we divide by the ‘unit phase space volume’ h3N and by N! in order to avoid over-counting of indistinguishable conﬁgurations obtained from each other by particle permutation. . . V ≡ 0. q3N ). This quantity is deﬁned as follows: Number of quantum states with energy between E and E + dE = g(E)dE. Therefore we have QN = where 1 h3N N! N e−β H(q. . Note that the pi are vectors in 3D.

we therefore have: ∆E = U √ kB T 2CV ∼ 1/ N. ∑r e−β Er ∂U = ∂β The quantity ∂ U /∂ β is equal to ∑r Er e−β Er ∑r e−β Er 2 − ∂U ∂U = kB T 2CV . the partition function of the ideal gas is found as: N (2π mkB T )(3/2) 1 V QN = N! h3 3. Therefore. The result is that the probability distribution of the energy is very sharply peaked around its mean value U = E . From statistics.15 in order to obtain: 1 (2π mkB T )(3/2) QN = N! h3 N e−β V d 3N q.6 Energy ﬂuctuations in the canonical ensemble: correspondence with the micro-canonical ensemble In the canonical ensemble. In general. the number of microstates at energy E. which scales linearly with N. turns out to be almost constant. The actual probability with which a particular value of the energy occurs is proportional to P(E) ∝ g(E)e−E/kT .e. we see that the energy. we know that the width of the distribution is given by (∆E)2 = E 2 − E 2 . we calculate the ﬂuctuation. Therefore. Therefore. The prefactor g(E) is the density of states – it is proportional to the Ω(E). the energy can take on any possible value between the ground state and inﬁnity. i. = kB T 2 ∂β ∂T Realising that CV is an extensive quantity. we see that the relative width becomes very small. To show that the energy is indeed sharply peaked around U . we expect the physics of the system to be almost the same of that in the microcanonical ensemble (where the energy is actually constant). whereas the Boltzmann function exp(−E/kB T ) strongly decreases with energy. β = 1/kB T . This result is usually referred to as the ‘equivalence of ensembles’. From U= E = where. V = 0 and we can evaluate the remaining integral: it yields V N (V is the volume of the system – do not confuse it with the potential!). we see that ∑r Er e−β Er ∑r e−β Er 2 ∑r Er e−β Er = −(∆E)2 . we ﬁnd that this quantity is a very strongly increasing function of the energy. which is allowed to vary at will. as usual. . For an ideal gas. U In the thermodynamic limit (N → ∞).

R and P represent all positions and momenta. that is. . Therefore we can write: exp[−U (r1 . the contributions to the result from each momentum coordinate of each individual particle are identical. T = i i ∑i 2m exp − ∑i 2m +V (R) /(kB T ) d 3N Pd 3N R i exp − ∑i 2m +V (R) /(kB T ) d 3N Pd 3N R p2 p2 p2 . . rn )/(kB T )]d 3 R is to be considered (note that we call the potential function U – this is to avoid confusion with the volume V). To evaluate the volume-dependence of this object. Now we replace A by −kB T ln QN : P = kB T ∂A ∂V N.5 allows us to calculate the expectation value of the kinetic energy T .T 1 ∂ QN . i . the coordinates si are simply rescaled in such a way that they occupy a volume of the same shape as the ri .16 3. . the derivative with respect to V can be evaluated: ˜ V −2/3 ∂ QN ˜ = NV N−1 QN − ∂V 3kB T ∑ si · ∇iU exp[−U (V 1/3 s1 . Every conﬁguration in a volume V has a one-to-one correspondence to a conﬁguration of the si . . . . This is done as follows. Obviously. . All sums over i run from 1 to N. = 2 exp[−p2 /(2mkB T )]d p This result is known as the equipartition theorem: it tells us that the kinetic energy for each degree of freedom is kB T /2.V 1/3 sN )/(kB T )]d 3N S where the prefactor arises because of the change of integration variables.V 1/3sN )/(kB T )]d 3N S. this theorem is proven more generally. . . and they can be evaluated using the same factorisation which led to the evaluation of the partition function of the ideal gas (the integrals over the coordinates R cancel). we write for the coordinates ri of the particles: ri = V 1/3 si . We know that P=− (see above). We obtain T = 3N p2 2m exp[−p2 /(2mkB T )]d p 3NkB T . . . . The second theorem gives us an expression for the pressure P (the derivation given here is somewhat different from that of the book). but everything is rescaled to a unit volume. Now. . In the book. QN ∂ V First we realise that the integral over the momenta is volume-independent – therefore only the part ˜ QN = exp[−U (r1 . . . .7 Two theorems – the ‘equipartition’ and the ‘virial’ The analysis of the classical gas in section 3. rn )/(kB T )]d 3N R = V N exp[−U (V 1/3 s1 .

we can take any pair instead of 1 and 2. which gives the probability of ﬁnding a particle pair at separation r = |r2 − r1 |. j. . the partition function can be evaluated analytically as the Hamiltonian is a quadratic function of both the momenta and the coordinates. g(r) tends to 1. 2m 2 i i=1 N For this system. In that case. . . For large separation r. which is well known for the ideal gas. The result for oscillator system is: 1 .8 A system of classical harmonic oscillators Now we consider a classical system with an Hamiltonian given by H=∑ p2 mω 2 2 i + q . The virial theorem can be reformulated in terms of the pair correlation function: PV 2π N = 1− NkB T 3V kB T ∞ g(r) 0 ∂ u(r) 3 r dr. We see that for U = 0 we have PV = NkB T . The formal deﬁnition of g(r) is g(r) = V 2 exp [−β U (r1 . Very often interaction potentials are modelled as a sum over all particle pairs: U (r1 . . dr where we have introduced the pair correlation function. ∂r 3. r2 . N. . . d 3 rN . g(r). The calculation therefore proceeds analogous to that for the ideal gas where the Hamiltonian is a quadratic function of the momenta only. . j>i ∑ N u ri − r j . rN ) = i. QN Because the particles are identical. QN = (β ℏω )N where we have assumed that the oscillators are distinguishable. . . the rightmost term in the virial theorem can be rewritten as i=1 ∑ ri · N ∂U ∂ ri = N(N − 1) ∂ u(r) r 2 ∂r = N(N − 1) 2 ∞ r 0 du g(|r1 − r2 |)d 3 r1 d 3 r2 . rN )] d 3 r3 .17 Collecting all the terms we obtain PV 1 = 1− kB T N 3NkB T i=1 ∑ ri · ∂ ri N ∂U . r3 . . . The free energy now follows as A = −kB T ln QN = NkB T ln ℏω kB T .

18 From this we ﬁnd µ= P=− S=− U= From the last equation. Next we consider a collection of quantum harmonic oscillators in the canonical ensemble.T = NkB ln N. µ = A/N. This partition function factorises in a way similar to the classical system. the quantum harmonic oscillator does not obey equipartition: we see that only the ﬁrst term in the expression for the energy is in accordance with that theorem – the second term gives a positive deviation from the equipartition result. and we obtain: QN = ∑e n −β ℏω (n+1/2) N = e−β ℏω /2 1 − e−β ℏω N From the partition function we obtain. The states for oscillator number i are labeled by ni . Interestingly. = 0. N.V CV = NkB = CP . This is simpler to evaluate than the classical case. The fact that U = NkB T is in agreement with the equipartition theorem as the Hamiltonian has two independent quadratic terms (for q and p) instead of only one. we ﬁnd ∂A ∂N ∂A ∂V ∂A ∂T = kB T ln V.V kB T ℏω +1 . β ℏω − ln 1 − e−β ℏω −1 ℏω ℏω . ∂ (A/T ) ∂ (1/T ) = NkB T. the energy is equally divided over the potential and the kinetic energies.T ℏω kB T . + β ℏω U =N 2 e −1 S = NkB e−β ℏω And. . i i where ∑{ni } denotes a sum over all possible values of all numbers ni . P = 0. N. . hence QN = {ni } ∑ e−β ℏω ∑ (n +1/2) . It shows that for harmonic oscillators. ﬁnally CV = CP = NkB(β ℏω )2 eβ ℏω eβ ℏω − 1 2 . similar to the classical case: A = N ln And. from this. ℏω + kB T ln 1 − e−β ℏω 2 .

1).1: The Langevin function. the Langevin function behaves as L(x) ∼ x/3 (see ﬁgure 3.4 0. for small values of x.1. The interaction Hamiltonian is given by H = −µ · H. so we have µ2 M= H.6 0.8 0.9 The statistics of paramagnetism Consider a system consisting of a set of magnetic moments.2 0 0 2 4 6 8 10 12 Figure 3. β µH where L(x) is the Langevin function. that is. It is shown in ﬁgure 3.19 1 0. 3. In that case we can consider again a system of only one magnetic moment and construct the partition function for N moments by raising that for a single moment to the N-th power. where ϑ is the angle between the moment and the z-axis. Note the difference between the Hamiltonian H and the ﬁeld H. β µH We can also calculate the average value of the magnetic moment: µz = 2π π β µ H cos ϑ cos ϑ sin ϑ d ϑ d ϕ 0 0 µe 2π π β µ H cos ϑ sin ϑ d ϑ d ϕ 0 0 e = µ coth(β µ H) − 1 = µ L(β µ H). The dashed line is the graph of x/3. but the interaction between the moments is neglected. 3kB T The magnetic susceptibility is deﬁned as χ= ∂M ∂H . The partition function can now be evaluated: Q1 = eβ µ H cos ϑ sin ϑ d ϑ d ϕ = 4π sinh(β µ H) . For high temperatures. Without loss of generality we can take H along the z-direction so that H = −µ H cos ϑ . Each moment interacts with a magnetic ﬁeld H.

In that case. There will be a particularly strong increase in the entropy near kB T = ε as in that region the thermal energy is sufﬁciently strong for ﬂipping the spins over. the situation of real quantum systems (with smaller values of l) is discussed further. Also. If we apply a magnetic ﬁeld H. i. The fact that the term in brackets can simply be raised to the N-th power is a result of the fact that the spins do not interact mutually. The graph of the magnetisation is also easily explained now. This law is found in nature for systems with high values of the angular momentum quantum number l. For high temperatures the spins assume more or less random orientations. as could be expected. χ= 3. this shows that for low temperatures nearly all spins are in line with the ﬁeld. Finally we have CH = ∂U ∂T = NkB (β ε )2 / cosh2 (β ε ). This relation is known as the Curie law of paramagnetism. H We see that U = −MH.10 Thermodynamics of magnetic systems: negative temperature The case of paramagnetic s = 1/2 spins is the easiest example of a quantum magnetic system. The entropy vanishes for small temperature as it should. In the next few ﬁgures we show the temperature dependence of S.20 therefore has the form C T where C is the so-called Curie constant. Therefore we immediately ﬁnd that the partition sum is given as: QN (β ) = e−β ε + eβ ε N = [2 cosh(β ε )]N . When we increase the temperature. the spins assume values either ℏ/2 or −ℏ/2 when they are measured along an arbitrary axis. M and CH . U . . more and more spins ﬂip over and the entropy and energy increase. = N µB tanh(β ε ). the energy per spin is about −ε which is in agreement with this picture. S=− ∂A ∂T H = NkB {ln [2 cosh(β ε )] − β ε tanh(β ε )} . there are therefore two possible values of the energy for these two orientations – we call these energies ε and −ε . in which case the behaviour of the system approaches classical behaviour. These graphs show several interesting features. In the usual way we obtain the thermodynamic properties from the partition function: A = −NkB T ln[2 cosh(ε /kB T )]. U = A + T S = −N ε tanh(β ε ) M=− ∂A ∂H T where µB is the Bohr magneton: the coupling constant between the spin and the external ﬁeld. so that the entropy is low. and the entropy will approach a constant. ε = µB H. In the book.e. The speciﬁc heat shows a maximum near kB T = ε for the reason just explained.

3: Energy versus temperature A striking feature of the energy graph is that it does not approach its maximum value.1 0 0 1 2 3 4 5 6 S kB N kB T /ε Figure 3.4 0.3 0. as the system is far from equilibrium.8 -1 0 1 2 3 4 5 6 kB T /ε Figure 3. This is not in contradiction with the laws of thermodynamics. The system is therefore extremely cold for some time.2: Entropy versus temperature 0 -0.5 0. . In that case. the entropy will decrease with energy.6 -0.2 -0.4 U Nε -0. the temperature is negative. as the entropy decreases with energy and 1/T = ∂ S/∂ E.6 0. when the energy is positive. which is reached when all spins would be antiparallel to the ﬁeld. and it therefore has to pass through absolute zero.21 0. In order to reach equilibrium. a strong magnetic ﬁeld is suddenly reversed in order to bring the spins in a conﬁguration where the majority is antiparallel to the ﬁeld.7 0. the temperature will return to positive values. In this technique.2 0. This can be used in an experimental technique called magnetic cooling. In fact.

6 M N µB 0.5: Speciﬁc heat versus temperature .22 1 0.4 0.2 0.3 C kB N 0.5 0.4: Magnetisation versus temperature 0.4 0.8 0.1 0 0 1 2 3 4 5 6 kB T /ε Figure 3.2 0 0 1 2 3 4 5 6 kB T /ε Figure 3.

Writing Ω = exp(S/kB ) and realising that ∂S 1 = ∂E T ∂S µ =− . N − Nr ). We consider again a large. Just as in the derivation of the canonical ensemble. isolated system in which we deﬁne a subsystem.4 The grand canonical ensemble 4.s ∝ eS(E−Es. we note that the probability of occurrence of this state is proportional to the number of possible states of the bath: Pr. Now we consider a state s of the subsystem consisting of Nr particles and an energy Es . ∂N T we obtain Pr. E. which can exchange not only energy.s ∝ Ω(E − Es . 23 . but also particles with the remainder of the large system (the remainder is again called a bath).N−Nr )/kB ∝ e−β Es +β µ Nr . The system under consideration (dashed square) can exchange energy and particles with its surroundings.1: The grand canonical ensemble.1 Equilibrium between a system and a particle-energy reservoir We derive the grand canonical distribution function (density function) in a way analogous to that of the canonical ensemble. N V Figure 4.

N r N r N r Taking the derivative with respect to pr (N) leads to −kB ln pr (N) − kB − λ − kB β Er (N) + kBβ µ N = 0. which is related to the Helmholtz free energy A as QN = e−A/kB T . First of all.24 We see that the probability distribution is that of the canonical ensemble multiplied by an extra factor exp(β µ N) and summed over N. This then leads to a Lagrange function F = S − λ ∑ ∑ pr (N) − kBβ ∑ ∑ pr (N)Er (N) − kB β µ ∑ N ∑ pr (N). we note that the grand partition function can be written as Z = N=0 ∑ eβ µ N QN (N.V.V. ∑N ∑r e−β Er (N)+β µ N as found in the previous section. T ) is the canonical partition function. we can again derive the probability for the grand canonical ensemble. The quantity Z is called the grand canonical or grand partition function.2 Formal derivation of the grand canonical ensemble Using the principle of maximum entropy. 4. The required normalisation factor is N=0 ∑ eβ µ N ∑ Ese−β E s ∞ s ≡Z. Hence we must maximise the entropy S = −kB ∑ ∑ pr (N) ln pr (N) N r under the condition that ∑ ∑ pr (N)Er (N) = N r E =U is given and that ∑ N ∑ pr (N) = N r N . The denominator in the last expression is called the grand canonical partition function Z = ∑ ∑ e−β Er (N)+β µ N . leading to the distribution pr (N) = e−β Er (N)+β µ N . N r 4. . T ) ∞ where QN (N. We do this by requiring that the expectation values of E and N are given.3 Physical signiﬁcance of the various statistical quantities We can relate the thermodynamic quantities using the grand canonical distribution function.

25 The grand canoncial partition function can thus be written as Z = N=0 ∑ eβ (µ N−A) . We start from the canonical partition function. the fugacity z = exp(µ /kB T ) is kept constant (though it depends on T ). z. Let us now calculate the average value of N using the density function: N= ∑∞ Neβ µ N e−A/kB T N=0 = kB T ∑∞ eβ µ N e−A/kB T N=0 ∂ q(µ .V. N! h . The energy can be obtained as U = kB T 2 ∂ q(z.4 Examples We ﬁrst calculate the grand canonical partition function of the ideal gas. ∞ Just as in the case of the energy in the canonical ensemble. the right hand side should vanish. often the parameter z = exp(β µ ) is used. Note that we have been a bit sloppy in replacing the sum over N by its maximum value – we should have included a width here.V. In this way we ﬁnd kB T ln Z = µ N − A = µ N −U + T S. T ) ∂T . U = ST − PV + µ N. this only leads to an additive constant in the relation between µ N − A and kB T ln Z . However. V. which can be ﬁxed by noting that for N = 0.V. the summand eβ (µ N−A) will be very sharply peaked near the equilibrium value N of N. which has the form √ 3N VN 2π mkB T QN (N.T µ . The parameter z is called the fugacity. Using the Euler relation from thermodynamics.T Instead of the chemical potential µ .T µ . The relations with thermodynamic quantities can most easily be formulated as N= P= S= ∂ kB T ln Z ∂µ ∂ kB T ln Z ∂V ∂ kB T ln Z ∂T V. so that we may replace the sum by the summand at its peak value.V 4. we ﬁnd kB T ln Z = PV ≡ kB T q.V Note that in the derivative with respect to T . T ) = . and the result obtained turns out to be correct. T ) ∂µ .

zkB T Λ3 zV N= 3 Λ P= U = zV kB T 2 dΛ−3 dT dΛ−3 + Λ−3 . uncoupled systems too. dT S = −NkB ln z + zV kB T The ﬁrst two of these relations can be combined into the well-known equation of state PV = NkB T. Interestingly. and. From this expression for the grand canonical partition function. In a solid. the oscillators are localised. secondly. the partition function of one such oscillator does not depend on the volume. N= S = −NkB ln z − kB ln [1 − zφ (T )] + 1 . 1 − zφ (T ) . this relation does not depend on Λ. This has two important implications: ﬁrst of all. This leads to the following form of the partition function: QN (N. 1 − zφ (T ) A = NkBT ln z + kB T ln [1 − zφ (T )] . so it holds for other. 1 − zφ (T ) zkB T φ ′ (T ) . From the partition sum the thermodynamic quantities can again be derived: zφ (T ) . consisting of atoms vibrating around their eqilibrium position.V. such as a system consisting of indistinguishable harmonic oscillators. they are distinguishable. the thermodynamic quantities can easily be evaluated using the relations given in the previous section. this leads straightfordly to Z = ∑ zN [φ (T )]N = N We see that zφ (T ) must be smaller than 1 in order for this sum to converge. T ) = (Q1 (T ))N . Writing Q1 (T ) ≡ φ (T ). The quantity Λ = h2 /(2π mkB T ) is called the de Broglie wavelength – it depends on T only.26 Now Z = with N=0 ∑ ∞ eβ µ N V N (2π mkB T )3N/2 ∞ ξ N ∑ = exp(ξ ) h3N N! N=0 N! 2π mkB T h2 3/2 ξ =Vz ≡ V zΛ−3 . 1 − zφ (T ) zkB T 2 φ ′ (T ) U= .

P = kB T = 3 Vg Λ φ (T ) which follows immediately from the ideal gas equation of state. we have 1 e−β ℏω /2 = . These two parameters precisely determine shape and offset of the parabola’s deﬁning the energy felt by an atom in the solid. which we describe a system composed of many independent oscillators. − β ℏω 2 sinh(β ℏω /2 1−e A/N = −kB T ln φ (T ). we have zs = 1/φ (T ). we see that N ≈ 1 − 1/N zφ (T ) = 1+N for large N. which you should forget as soon as possible). From the second of these equations. Solid and vapour are in equilibrium when their chemical potentials are equal. S/(NkB ) = ln φ (T ) + T φ ′ (T )/φ (T ). This renders the other relations a bit simpler: U /N = kB T 2 φ ′ (T )/φ (T ). The equilibrium is achieved for a gas density Ng 1 = 3 . We now use these results in order to analyse the solid-vapour euqilibrium. For the solid. We then arrive at an expression for the vapour pressure 2π mkB T 3/2 [2 sinh(ℏω /2kB T )]3 e−β ε . we must include a factor exp(β ε ) in the product φ (T )Λ3 . As a result.27 Note that calculating the pressure for this system is nonsensical. φ = (β ℏω )−1 . we have zg = Ng Λ3 . and we need a certain amount of energy to remove it from there and move it to the gas. h2 We see that two parameters enter this equation: the energy difference ε and the frequency ω . For 3D harmonic oscillators. φ (T ) = ∑ e−β ℏω (n+1/2) = n For classical harmonic oscillators we have. P = kB T . as the grand partition function is independent of the volume (see Eq. we therefore ﬁnd Ng 1 kB T. we have φ (T ) = [2 sinh(ℏω /2kB T )]−3 . For quantum harmonic oscillators. the atom is bound to the solid. Vg Λ φ (T ) For low vapour density and high enough temperature. on the other hand. Vg √ with Λ the de Broglie wavelength h/ 2π mkB T . (16) of Pathria. We have however not taken into account the fact that the energy at the equilibrium point of the harmonic oscillator describing an atom is lower than the energy of a gas atom: after all. For the gas.

Now we shall consider statistical mechanics more strictly in the context of quantum mechanics. ρ ].e. but only the set of possible states which the system can be in. 28 . This operator can be useful when we do not know the actual state of the system. no explicit time dependence). we note that in equilibrium ˙ ρ must vanish. we shall leave the hats from operators unless confusion may arise. and inferred from that theorem that in equilibrium the density function depends on the Hamiltonian only: ρ (q. we see that iℏ ˆ ∂ρ = iℏ ∑ pi ∂t i ∂ |ψ ˆ = H |ψ ∂t ∂ |ψ | ˆ = ψ| H ∂t ∂ |ψi ∂t ψi | + |ψi ∂ ψi | ∂t = ˆ H |ψi ∑ pi i ψi | − |ψi ˆ ψi | H ˆˆ ˆ ˆ = H ρ − ρ H. we have ρ = ρ (H).5 Formulation of Quantum Statistics Up to now. Remember however that the density functions we have considered so far were essentially classical: we have derived Liouville’s theorem from the classical (Hamilton) equations of motion. and also that integrals over phase space are dimensionless. we have mainly considered classical statistical mechanics. i where pi is the normalised probability for the system to be in state |ψi (∑i pi ≡ 1). In case we have a stationary Hamiltonian (i. sometimes we needed to take quantum mechanics into account in order to have well-behaved partition functions. ℏ This is called the quantum Liouville theorem. where ‘well-behaved’ means in this context that entropy and (free) energies scale linearly with N. From now on. Of course. We see that we have an equation quite analogous to Liouville’s theorem: ˙ ρ= i [H. p)]. The analog of the density function now becomes the density operator. Just as in the classical case. p) = ρ [H(q. The density operator is then ˆ ρ = ∑ pi |ψi ψi | . From the time-dependent Schr¨ dinger equation o iℏ and its Hermitian conjugate −iℏ which hold for any state |ψ . together with the probability for the system to be in any of those states.

1 Statistics of the various ensembles Just as in the classical case. instead of using the delta-function.. .. the dominant contributions to the entropy come from energies very close to E in the latter representation. it does not matter which representation we choose because. where xi is supposed to include all degrees of freedom of a single particle. it is evaluated as Tr A = ∑ φn |A| φn . and zero for energies above E. rN . In practice. m In a many-particle system. . In general. the expectation value is easily evaluated as G = Tr ρ G . For any orthonormal basis |φn .. the physical wavefunctions have coordinates r1 . xN ) = φn1 (x1 )φn2 (x2 ) . The density matrix then reads ρnm = an (t)a∗ (t). . n we have ρ = |ψ ψ | . A general state of the system is a linear combination of these basis states. spin degrees of freedom might be included. . In a ﬁnite-dimensional Hilbert space. for large particle numbers. xN ). We can. Then we can express ρ with respect to this basis: ρnm = φn |ρ | φm . and the trace boils down to adding the diagonal elements of the matrix representation of the operator being traced. we do not rigorously implement a delta-function. the density operator of a quantum system is given as ρ = δ [H − EI] where I is the unit operator. Suppose we have an orthonormal basis set φn which forms a basis in our Hilbert space. but instead. . count the states in a narrow interval (E. Tr is the trace operator. . This is the matrix representation. The wavefunction in general can therefore be written as ψ (x1 . even continuum) for a single particle. . such a state is entangled. As mentioned in the ﬁrst chapter. . the basis is ﬁnite. n In a ﬁnite-dimensional Hilbert space. Tr ρ Here. . also use the theta-function which is constant for all energies smaller than E. .29 We recall here that for any operator G.. .nN (x1 . 5. In case we have a state |ψ which can be expressed in this basis as |ψ = ∑ an (t) |φn . Now suppose we have a complete set of basis states φn (x) (n might assume an inﬁnite number of values. φnN (xN ). . . . . we therefore speak of the density matrix rather than an operator. Also. E + ∆E). Then a complete set of states for a system consisting of N particles is ψn1 .

From this. T ) = ∑ eβ µ N ∑ e−β Es = ∑ eβ µ N QN (T ). the particle number operator commutes with the Hamiltonian. the motion of the electron. an orthonormal basis of eigenfunctions of the Hamiltonian with eigenvalues En : ρmn = Ce−β En δnm . In a basis of eigenstates of the Hamiltonian. The grand canonical ensemble is formulated using the particle number operator n in addition to ˆ the Hamiltonian: ˆ ˆ ρ = Ce−β H+β µ n . The calculation is most conveniently done in the canonical ensemble. ˆ n just as in the classical case.e. In the canonical ensemble. the density matrix becomes diagonal: ρnn = 1/Γ 0 for En < E. We consider only the interaction of the magnetic moment with the magnetic ﬁeld. that is.1 Electron in a magnetic ﬁeld In order to practice the quantum formulation a bit.V. we have H = −µB (σ · B). perhaps in some potential). We work in the representation in which σz is diagonal.2 Examples 5. Then we can use the fact that the exponential of a diagonal operator is again a diagonal operator with the exponentials of its eigenvalues on the diagonal: 1 e−β BµB σz eβ µB B 0 .2. and not the orbital degrees of freedom (i. we have a density operator ρ = Ce−β H . ˆ If we express this operator with respect to an energy-basis. where Γ is the number of states with energy in a narrow band (E. the normalisation is easily found as 1/C = Tr e−β H = ∑ e−β En = QN (T ). N s N 5.30 The entropy is given as S = kB ln Γ. = βµ B ρ= −β B µB σz B + e−β µB B 0 e−β µB B Tr e e . The grand canonical partition function is then found again as 1/C = Z (µ . for En ≥ E. The ﬁrst example is that of an electron in a magnetic ﬁeld. In most cases. E + ∆E). we calculate properties for some systems we have considered before in the classical context. Considering only a single spin.

10 shows that these results are correct. That the transition from the sum to the integral requires an extra factor L3 /(2π )3 can be seen as follows. governed by the Hamiltonian H =∑ i p2 i . First we choose as a basis the eigenfunctions which we denote as |k : k e−β H k′ = e−ℏ so that the partition function becomes QT = Tr e−β H = ∑ k e−H/(kB T ) k′ = ∑ e−β ℏ k k 2 k2 /(2m) 2 k2 /(2mk T ) B δ (k − k′). This is then equal to that volume (i. The sum runs over the points in a certain volume. 2m We must choose a basis of the Hilbert space in order to evaluate the trace.31 Then we obtain for the average expectation value of σz : σz = Tr (ρσz ) = eβ µB B − e−β µB B = tanh(β µB B).2. It is instructive to derive the same partition function using the r-representation: r e−β H r′ = ′ 2 2 1 eik·(r −r) e−ℏ k /(2mkB T ) L3 ∑ k 1 ′ 2 2 ≈ d 3 k eik·(r −r) e−ℏ k /(2mkB T ) 3 (2π ) = m 2πβ ℏ2 3/2 exp − m r − r′ 2β ℏ2 2 . On the grid of k-values. 5. ny . d 3 k) divided by the volume per point.9 and 3.e. nz ). we assume periodic boundary conditions. the volume occupied by a k-point is (2π /L)3 . the potential is zero. eβ µB B + e−β µB B A comparison with sections 3. The corresponding energies are E(k) = ℏk2 .2 Free particle in a box We now consider a free particle in a box. The eigenfunctions which are compliant with these boundary conditions are 1 3/2 i(kx x+ky y+kz z) ψ (r) = e . L with k = 2π /L(nx . . 2m Inside the cubic box of size L in which the particles move. ≈ d 3 k e−β ℏ 2 k2 /2m L3 (2π )3 =V m 2πβ ℏ2 3/2 . outside.

where qn denotes the coordinate(s) of particle n. The quantity r |ρ | r which occurs in these expressions (remember ρ = exp(−β H)) represents the probability density of ﬁnding the particle at position r. Then. as we have found. 5. this must not depend on r. The coordinates of the particles are denoted by q = (q1 . Using this. T = Tr e−β (T +V ) The contributions from exp(−β V ) in numerator and denominator do no longer cancel. . as a result of the fact that T and V do not commute. we must evaluate Tr Te−β (T +V ) . we start by considering the noninteracting case. 2m 2 that is. One might ask how general the equipartition theorem is. This is most easily evaluated in the krepresentation: H = Tr (He−β H ) 1 V = −β H ) Q1 (2π )3 Tr (e ℏ2 k2 −ℏ2 k2 /(2mkB T ) 3 3 e d k = kB T. We could also use H =− ∂ ln Tr (e−β H ) ∂β which leads to the same result.3 Systems composed of indistinguishable particles To ﬁx the ideas. Let us evaluate the expectation value of the energy. In order to check whether this theorem still holds for the kinetic energy only. Therefore. . We have seen in the case of the quantum harmonic oscillator (see exercises and the next section) that the equipartition theorem does no longer < hold for kB T ∼ ℏω . equipartition is satisﬁed. . . n=1 N where Hn un = εn un . On the other hand. Because we have periodic boundary conditions. the partition function can be evaluated as 3/2 m −β H 3 r e Q1 (T ) = r d r =V 2πβ ℏ2 which is obviously the same as the one found above.32 The Fourier integral will be discussed in the exercises. the Hamiltonian has the form H= n=1 ∑ Hn N where Hn only acts on the coordinates of particle n. the expression r |ρ | r′ gives the probability that a particle suddenly moves from r to r′ as a result of a thermal ﬂuctuation. . q2 . ). the equipartition theorem no longer holds in the quantum case. The eigenstates of the Hamiltonian then have the form ψE (q) = ∏ un (qn ).

**33 The total energy is given as E=
**

n=1

∑ εn .

N

Note that n denotes a particle, not a particular energy level. Now suppose that the particles are identical – in that case, the form of the Hamiltonians, and their spectra should be identical. Now suppose that we have N particles with energy E. As each of the particles occupues energies of the same spectrum, there might be more than one particle in the one state with energy εi . We must have: N = ∑ ni , E = ∑ εi .

i i

The states can then be written as

ψE (q) =

m=1

∏ u1(qm ) ∏ u2(qm ) . . .

m=1

n1

n2

Now, if the particles are identical, we know that a permutation of them leaves the total Hamiltonian invariant. If this is the case, the Hamiltonian commutes with the permutation operator: PH = HP. If an operator commutes with the Hamiltonian, it must be possible to construct the eigenstates of the Hamiltonian in such a way, that they are simultaneously eigenstates of that operator. You might recall from your mathematics course that any permutation can be written as a product of particle exchanges (a particle exchange means that we exchange a particle pair, i, j, say). Let us call Pi, j a 2 particle exchange for the pair i, j. We obviously have Pi, j = 1. Then also the eigenvalues λ of Pi, j should satisfy λ 2 = 1. As we furthermore know that, since Pi, j is Hermitian, λ is real, we must have λ = ±1. We see that the particle wavefunctions are either symmetric under particle exchange (λ = 1) of antisymmetric (λ = −1). It turns out that for a particular kind of particles, we have either one or the other possiblity. Particles whose wavefunction is symmetric with respect to exchange, are called bosons; those which have antisymmetric wavefunctions are called fermions. The fact that any permutation operator can be written as a product of exchanges, leads to the conclusion that always PψE = ±ψE .

This notion directly leads to the conclusion that the microstates are invariant with respect to any permutation of the particles. Therefore, the numbers ni , which tell us how many particles can be found in state i, deﬁne a microstate uniquely, and additional correction factors for proper counting should not be included in sums over the states. Even if the particles interact, we can use the same representation (although the ui are no longer eigenstates of single-particle Hamiltonians). The reason why interaction does not matter is that the products of single particle states form a basis of the Hilbert space for many particles, whether they interact or not. Finally we note that, for fermions, we can construct wavefunctions constructed from singleparticle states ui as follows: ui (q1 ) ui (q2 ) u j (q1 ) u j (q2 ) 1 ψ (q) = √ . . . . N! . . ul (q1 ) ul (q2 ) . . . ui (qN ) . . . u j (qN ) . .. . . . . . . ul (qN )

34 where the vertical bars |. . .| denote a determinant. This wavefunction is called a Slater determinant. The prefactor follows automatically from the normalisation condition (the ui are considered to be normalised). In the case of Bosons, we have a similar expression, but the minus-signs in evaluating the determinant all turn into plus-signs. Another way of writing the wavefunction is

ψ (q1 , . . . , qN ) = ∑ δ [P] Pui (q1 )u j (q2 ) · · · ul (qN ),

P

where ∑P denotes a sum over all possible permutations, δ = 1 for bosons and −1 for fermions and [P] is the sign of the permutation. The sign of the permutation is determined as the number of exchange operations it is composed of. Note that the permutation operator acts on the arguments qn of the wavefunctions only, not on the labels i, j, . . .. Note that this state is not normalised in the case of bosons: ψ |ψ = n1 !n2 ! · · · where n1 etcetera are the occupation numbers of the different states. To see that this factor occurs indeed in the normalisation, look at a system consisting of two bosons, both in the same state u: √ 1 ψ = √ [u(q1 )u(q2 ) + u(q2 )u(q1 )] = 2u(q1 )u(q2 ). N! We see that the norm of this state is 2! = 2. For fermions we do not have this problem, as no two particles can be in the same state.

5.4

The density matrix and the partition function of a system of free particles

We know the wavefunctions already for a single particle (see section 5.3): uk (q) = 1 ik·r e . L3/2

With the above deﬁnition of a many-particle basis function, we must therefore evaluate k1 , . . . , kN |exp(−β H)| k′ , . . . k′ 1 N where the states |k′ , . . . k′ are (anti)symmetrised states. N 1 In order to evaluate this equation we note the following: • On the left hand side and on the right hand side, we have actually a sum over all permutations. • For a particular permutation for different ki on the left hand side, the operator exp(−β H) in the middle forces the states on the right hand side to correspond in a one-to-one fashion to those on the left hand side. √ • The normalising prefactors 1/ N! on the left and right hand side yield a factor 1/N!. Combining all these considerations, we see that k1 , . . . , kN |exp(−β H)|k′ , . . . k′ = e−ℏ 1 N

2 (k2 +···+k2 )/(2mk T ) B N 1

∏ δ (ki − k′i)

i=1

N

35 where the normalisation factor n1 !n2 ! . . . of the Slater determinant has already be divided out in order to work with normalised states. This factor amounts to 1 if all ki are different. When taking the trace, we must sum over a state k1 , . . . , kN . Note that this sum must include a restriction such that for the set of permutations of the quantum numbers k1 , . . . , kN only one member is chosen, otherwise we are overcounting. But we can relax any such restriction provided we divide by the number of possible permutations N! . n1 ! · n2 ! · · · Therefore we have as the ﬁnal result QN = 1 L3N N! (2π )3

N

exp −ℏ2 k2 /(2mkB T ) d 3 k

=

1 N!

V Λ3

N

.

We see that we have obtained the correct expression of the partition function. Note that we have been sloppy in this calculation: if all k would be different, the result would be correct. But by integrating over all possile combinations k1 , . . . , kN , we have included the cases where two k’s are the same. If there is such overlap, the 3N-dimensional integral no longer factorises into N three-dimensional integrals. It turns out that the correction turns out to be very small when V 1/3 ≫ Λ: then for the vast majority of conﬁgurations, no two k’s overlap. Obviously, we could have evaluated this partition function using the coordinate (r) basis rather than the k-basis. The book uses this representation, but the calculation is more difﬁcult. We shall work out here the example of a two-particle system. We ﬁrst evaluate r1 , r2 e−β H r1 , r2 = 1 L6 2 (2π )6 {1 ± cos[(k1 − k2 ) · (r1 − r2 )]} e−β ℏ

2 (k2 +k2 )/(2m) 1 2

d 3 k1 d 3 k2 .

In this expression, the ﬁrst term is the one where the particles are both on the left and right hand side of the matrix element in the same state (both either k1 or k2 ), and the second term corresponds to different states on the left and right hand side of the matrix element – the + sign is for bosons, the − for fermions. Evaluating the integrals we obtain r1 , r2 e−β H r1 , r2 = 1 1 ± exp(−2π (r12 /Λ)2 ) . 2Λ6

2

Taking the trace means that we must integrate over r1 and r2 : Q2 = 1 2λ 6 1 + exp(−2π (r12 /Λ)2 ) d 3 r1 d 3 r2 = 1 2 V Λ3 1± 1 23/2 Λ3 V .

We see that the result reduces to the correct partition function for the case where Λ ≪ V 1/3 = L. The probability density for the particles to be at r1 and r2 can be considered for the boson- end fermi case. We deﬁne the statistical potential vs (r) as e−β vs (r12 ) = ρ (r1 , r2 ). The statistical potential is shown in ﬁgure 5.1. We see that the potential has the correct behaviour in the sense that it prevents fermi particles to come close, and favours bose particles to come close. It is instructive to repeat the calculation for the two-particle partition function in terms of the k basis. For bosons, we have a possible state for each combination k1 , k2 . In this case, for k1 = k2 the wavefunction is: 1 ψ = √ (ψk1 (1)ψk2 (2) + ψk1 (2)ψk2 (1)) . 2

for an operator A which is diagonal in phase space we have 2 V 1 V 1 A(k1 .5 0 -0. Tr A = 2 (2π )3 2 (2π )3 For the trace. k)d 3 k.4 0. 2 If we calculate the partition function. 23/2 V . For k1 = k2 .36 1 0.8 1 1.6 0. In general. the wavefunction is: ψ = ψk1 (1)ψk1 (2). k2 )d 3 k1 d 3 k2 ± A(k.2 β vs (r) r/Λ Figure 5.5 -1 0 0. this results in Tr e −β H 1 = 2 V (2π )3 2 2π mkB T ℏ2 3 1 V ± 2 (2π )3 π mkB T ℏ2 1 2 3/2 = 2 V (2π )3 2π mkB T ℏ2 3 1± 1 Λ3 . we have a possible state only when k1 = k2 : 1 ψ = √ (ψk1 (1)ψk2 (2) − ψk1 (2)ψk2 (1)) .1: Statistical two-particle potential for bose (solid line) and fermi (dashed line) systems. but we see that we must single out the contributions for k1 = k2 . √ Note that the two expressions differ by a factor 2. we must integrate over k1 and k2 . For fermions.2 0.

6 The theory of simple gases In the last chapter we have laid the foundations for quantum statistical mechanics.) = n1 ! · n2 ! · · · instead of the correct factor g = 1 which is taken into account in Bose-Einstein counting. . the effective weight with which we take the conﬁguration (n1 .)e−β ∑ ε n ′ i i i 37 . . . n1 ! · n2 ! · · · In any sum over all the eigenstates. . . A quantum state of a collection of identical particles is a fully antisymmetric (for fermions) or symmetric (bosons) many-particle state. The canonical partition function can be evaluated as Q(N. n2 . . which occurs at high enough temperature and large enouh volume. i If the single-particle states are eigenstates of the single particle Hamiltonian with energies εi . n2 . . each set (n1 .1 An ideal gas in other quantum-mechanical ensembles – occupation numbers Quantum states for ideal gases are fully characterised by specifying how many particles there are in each available state. n2 .) into account is 1 g(n1 . . . we sum over all possible conﬁgurations for distinguishable particles and then divide by N! Therefore. .) should be counted only once. Let us summarise the most important results here. . The two are equivalent only if each state contains at most one particle. . From this it follows that. we can evaluate the energy of the system to be E = ∑ ni εi . the many-particle state is speciﬁed by the numbers ni of particles in each such state. 6. In this chapter we shall work out further the case of non-interacting particles for which the partition functions usually factorise. Such a state can be constructed from single-particle states by a Slater determinant (in the case of fermions) or a symmetrised linear combination of products of single-particle states (bosons). In Maxwell-Boltzmann counting. If we have N particles. we must have ∑ ni = N. n2 . T ) = {ni } ∑ g(n1 . thereby rendering a full analytic solution feasible. if we have a set of single-particle quantum states |i . i The number of single-particle products in such a state is N! .

n2 . . In the case of BE statistics: Z (µ . where the restriction ∑i ni = N does not come into play: Z (µ . Because of this last {n restriction. it is not easy to evaluate this partition function. it is necessary that µ < ε0 . the factors are identiﬁed as the power series expansions of the exponential function: n=0 ∑ n! eβ (µ −ε )n = exp ∞ 1 eβ (µ −ε ) . we look at the grand canonical partition function.) with ∑i ni = N. i ∂ β ( µ − εi ) +1 e . n=0 ∑ eβ (µ −ε )n = 1 + eβ (µ −ε ). ni = 1 ∑∞1 =0 eβ (µ −ε1 )n1 · · · ∑∞i =0 eβ (µ −εi )ni · · · n n All factors in the numerator and the denominator are identical. the weight factor g = 1. the situation is even simpler: each of the ni only assumes the values 0 or 1. . For Fermi-Dirac statistics. and that for Maxwell-Boltzman statistics g = 1/(n1 ! · n2 ! · · · ). 1 For Maxwell-Boltzmann counting. . Note that for Bose-Einstein (BE) and Fermi-Dirac (FD) statistics. Each of the factors is a geometric series which can be evaluated analytically: n=0 ∑ eβ (µ −ε )n = 1 − eβ (µ −ε ) ∞ 1 Note. that in order for the grand canonical partition function to be well-deﬁned. i i i The nice property of this partition function is that it factorises into a product of sums over ni . which yields: ni = This can be evaluated as ni = 1 ∂ 1 ln = β (ε − µ ) . T ) = n1 =0 ∑ eβ (µ −ε )n ∑ eβ (µ −ε )n 1 1 2 ∞ ∞ 2 n2 =0 ··· . It is also possible to evaluate the average occupations of the levels. where ε0 is the ground state energy. except for the i-th factor.38 where ∑′ i } denotes a sum over all conﬁgurations (n1 . ∂ β ( µ − εi ) 1 − eβ (µ −εi ) e i −1 ∑∞i =0 ni eβ (µ −εi )ni n ∑∞i =0 eβ (µ −εi )ni n This is the famous Bose–Einstein distribution function. For FD statistics. For Bose-Einstein statistics. . we obtain ni = ∂ 1 ln 1 + eβ (µ −εi ) = β (ε −µ ) . we obtain: ∑∞ =0 eβ (µ −ε1 )n1 · · · ∑∞i =0 ni eβ (µ −εi )ni · · · n n . In order to proceed. n2 .)eβ ∑ (µ −ε )n . however. . with 1/(n1 ! · n2 ! · · · ). . T ) = {ni } ∑ g(n1 .

2 Examples: gaseous systems composed of molecules with internal motion Consider a gas consisting of molecules with internal degrees of freedom.V ) = V 2π mkB T h2 3/2 j(T ). i The factor gi is the multiplicity (degeneracy) of the state i. ideal gas partition function. Fermi–Dirac and Maxwell–Boltzmann distribution functions. We do not have to include the counting factor 1/n1 ! since n1 ≤ 1 in the regime considered.39 3 2. we have. In the usual way. . T.5 2 MB BE ni 1. and vibrational or rotational motions of the nuclei. it is necessary to split up the degrees of freedom: we consider the centre of mass coordinates separately from the internal degrees of freedom. In ﬁgure 6. not really surprisingly: ni = ∂ ln exp eβ (µ −εi ) ∂ β ( µ − εi ) = eβ (µ −εi ) .1 we show the different distribution functions. These can include electronic or nuclear spin. T. We furthermore suppose that the thermal wavelength is much smaller than the system size. which is justiﬁed in the gas phase when their mutual separations are on average very large. whereas the internal degrees of freedom generate the internal. T. To obtain this expression. The centre of mass coordinates of the molecules yield the free. so that Boltzmann counting is justiﬁed. we may factorise the partition function into partition functions of the individual molecules: 1 [Q(1.V )]N Q(N. Finally. 6.1: Bose–Einstein. molecular partition function j(T ): j(T ) = ∑ gi e−εi /(kB T ) .5 0 -2 -1 0 1 2 3 (ε − µ )/kBT Figure 6.5 1 FD 0. We neglect the interaction between different molecules. for Maxwell-Boltzmann counting.V ) = N! where the single-molecule partition function has the form: Q(1.

We ﬁrst consider the vibrations along the axis connecting the nuclei. leading to . ∂T Also the speciﬁc heat at constant volume can be evaluated as Eint = NkB T 2 3 dEint CV = NkB + . We have already evaluated the partition function of the harmonic oscillator. is of the order of 103 K. We have j = 2S + 1. 2 dT Using PV = NkB T . It turned out that for T ≫ ℏω the system satisﬁes equipartition. ∂V V Note that j(T ) does not contribute to the pressure. If on the other hand. the electron has orbital angular momentum in addition to its spin. The spin does not inﬂuence the energy (if we neglect the (hyper)ﬁne structure) and only the chemical potential and entropy are affected by the spin. which means that these vibrations can only be seen for temperatures of that order. then there is ﬁne structure splitting. J Diatomic molecules consist of two atoms.P where we have again used the fact that the internal degrees of freedom do not depend on V . 2 where ∂ ln j(T ). We see that j always inﬂuences the values of these two quantities. we have j = ∑(2J + 1)e−β εJ . The energy can be evaluated as P=− 3 E = NkB T + Eint . = NkB + 2 dT N. Let us. consider a monatomic gas for which the electrons or the nuclei have spin S. we know that the ﬁne structure energy correction is determined by the value of the quantum number J. as does not depend on the volume (which is natural. ∂T µ = µideal − kB T ln j. the corresponding frequency is high: in fact the distance between the vibrational levels. As the atomic bonds are relatively stiff. ∂ A NkB T = . Calling the energy levels εJ .40 For these systems. Other quantities which can be evaluated are the chemical potential and the entropy: S = Sideal + NkB ln j + T ∂ ln j . we obtain for the speciﬁc heat at constant pressure: CP = ∂ (E + PV ) ∂T dEint 5 . as en example. From quantum mechanics. We then have additional degrees of freedom: two related to rotations and one to vibrations. which is the value of the total angular momentum. ℏω . whereas those of the energy and of the speciﬁc heat are determined only by the temperature-dependence of j. since j(T ) includes only internal degrees of freedom).

Again we can deﬁne the temperature where rotations become important. for θr ≪ kB T ≪ θv . A diatomic molecule can be considered as a ‘rigid’ rotator if we neglect the coupling between vibrations and rotations. This is θr = ℏ2 . θr This results in a contribution NkB to the speciﬁc heat. In summary we can say that • At all temperatures. The partition function for the rotations is ∞ jr = ∑ (2l + 1) exp [−θr l(l + 1)/T ] . we see that for T < θr . the vibrational degrees of freedom will become noticeable. the sum can be replaced by an integration: jr (high T ) ≈ (2l + 1) exp [−θr l(l + 1)/T ] dl = T . for T ≫ θr . we see the effect of spin degeneracy in the entropy and the chemical potential. 2 5 CV = NkB . ﬁne structure effects may become noticeable in the speciﬁc heat. • For even higher temperatures. θv . 2IkB This temperature is in general much lower than the vibrational temperature. (e − 1)2 The temperature ℏω /kB is often denoted as θv : it is the temperature where the vibrations become noticeable in the speciﬁc heat. 2 . only the ﬁrst few terms will contribute signiﬁcantly to the partition function: jr (low T ) ≈ 1 + 3e−2θr /T + 5e−6θr /T + · · · .41 a constant speciﬁc heat. If we disregard ﬁne structure. we have 3 CV = NkB . for T ≪ θr . The quantum mechanical energies for a rigid rotator are given as El = ℏ2 l(l + 1) 2I where I is the moment of inertia perpendicular to the molecular axis. 2 7 CV = NkB . • For high enough temperatures. • For low temperatures. The full behaviour is given by eβ ℏω CV = NkB (β ℏω ) β ℏω . θv . θv . For high temperatures. and that the speciﬁc heat for small temperatures decays to zero. l=0 For low temperatures. ﬁrst the rotational freedom will affect the speciﬁc heat.

Furthermore λ=√ h . 2π mkB T In the classical limit for which µ is strongly negative. Examples have been covered extensively in the statistical physics course of the third year (G. 7. and the − sign for bosons. 2 +β µ where the + sign is for fermions. 3 λ 2 If we now substitute eβ µ by the expansion obtained above. For Fermions we have the plus-sign. Bauer). we can write 1 Nλ 3 = 3/2 V π d3x 1 ex2 −β µ ±1 . the second term gives the quantum correction. this leads to nλ 3 = eβ µ ∓ 1 23/2 e2β µ + · · · . strongly negative µ corresponds to high temperatures. This equation shows that when we keep the density ﬁxed. we have the expression 1 1 P = ln Z = ± 3 3/2 kB T V λ π d 3 x ln 1 ± e−x 2 +β µ . where the + sign corresponds to Fermi.1 Thermodynamics of free quantum gases As we have seen in the exercises. we see that P = nkB T 1 ± 2−5/2 nλ 3 The ﬁrst term is the classical results. indicating an effective attraction. and the − sign to Bose statistics. For Bosons (minus-sign) the pressure becomes smaller. For the pressure. which indicates that the particles seem to repel each other as a result of the Pauli principle. Therefore. In the classical limit. this d 3 x e−2x 2 = 1 1 eβ µ ∓ 5/2 e2β µ . e−x yields. we restrict ourselves here to a brief review of the major applications. 42 . after expanding to second order in exp(β µ ): P 1 = 3 3/2 kB T λ π d 3 x e−x eβ µ ∓ e2β µ 2 ≪ 1.7 Examples of quantum statistics Quantum statistics involves either Bose–Einstein or Fermi–Dirac counting in the evaluation of physical quantities.

2 N N 2 3h2 This is again the Sackur–Tetrode formula for the entropy of an ideal gas.2 Bose-Einstein systems 7.43 Finally we can derive the entropy: S=− ∂ kB T ln Z ∂T µ . the number of modes available at frequency ω is given by ω 2dω . If we take a cube of size L × L × L. 2 h2 /(2π mkB T ) and E/N = 3kB T /2 can be written in the form: S = NkB 3 E 4π m V 3 ln + ln + ln + 5/2 . π 2 c3 eℏω /kB T − 1 where the BE distribution is recognised. In quantum language we say that photons can travel into the box. so that there number cannot be controlled by a chemical potential. . the k vectors are 2π /L(nx . The result is 1 S = SClass ± √ λ 3 NkB . so µ = 0. Now we copy the lowest order term in the expansion found above for the pressure P: S =V m ∂ (kB T )5/2 ∂T 2π ℏ2 V 5 µ = 3 eβ µ kB − . for λ = 5 + ln(λ 3 /n) . Which k vectors are accessible is determined by the shape of the box. Now we use the fact that the photons are bosons (they are spin-1 particles) and we have for the energy radiated at frequencies between ω and ω + d ω : N(k)dk = 2 · 4π k2 dkL3 /(2π )3 = V u(ω )d ω = n(ω )ℏω d ω = ℏ ω 3dω . From the quantum theory of the elactromagnetic ﬁeld. with ω = c|k|.1 Planck distribution Take an empty box in contact with a reservoir of temperature T .V =V ∂P ∂T µ . The quantum corrections can be evaluated analogous to the case of the pressure. c3 π 2 In this expression. nz ) with Ni integer. 8 2 7.V .2. Therefore. the factor of 2 arises from the fact that there are two transverse modes (only transverse modes are allowed by Maxwell’s equations). Creating a new photon in particular does not involve any cost except for its energy. and we have divided the volume of the spherical shell with thickness dk in k-space by the volume (2π /L)3 of each k-point. it follows that the photons are created and annihilated freely. multiplied by the energy of the mode and the occupancy. and used ω = ck. ny . λ 2 T 3/2 eβ µ Combining this with the classical relation eβ µ = nλ 3 gives S = NkB which. The photons carry energy ℏω . The reservoir can interact with the box by emitting electromagnetic (EM) ﬁeld waves into it.

Let us. In fact.5 0 βµ Figure 7. If the total particle density is greater than prescribed by this limit. for such an acceptable µ . a ﬁnite fraction of the particles is in the ground state). and the only way out is by questioning the transition from the sum over k to an integral. Note that the integral depends on β µ only. In that case we must split off the term corresponding to the ground state energy.5 0 -3 -2. This fraction corresponds to nnormal λ 3 = 2.1: The Bose–Einstein function g. In function 7. the energy corresponding to the longest wavelength). The occupation of the ground state is V nG = 1 eβ (εG −µ ) − 1 .e. the rest of the particles occupied the ground state.5 -1 -0. the analysis fails.1. For β µ → 0 this function approaches the value 2.61.61. we plot the function g(β µ ) as a function of β µ . which now is macroscopically occupied (that is. we obtain for the particle density 4 nλ 3 = √ π ∞ 0 x2 ex2 −β µ − 1 dx ≡ g(β µ ).5 -2 -1. this transition is not justiﬁed if ε0 − µ really approaches the value 0. This imposes a temperature-dependent maximum on the particle density – beyond this value. We therefore know that nG = n − nnormal particles per unit volume will be in the ground state. 7.5 2 g(β µ ) 1. Reparametrising ℏ2 k2 /(2mkB T ). The normal part ﬁlls the energy levels according to the BE distribution in the usual way.2 Bose–Einstein condensation The BE distribution is well deﬁned only for values of µ below the ground state energy – otherwise. . where ε0 is the ground state energy (i.5 1 0.2. evaluate the number of particles as a function of µ : N =∑ k 1 eβ (ℏ2 k2 /(2m)−µ ) − 1 ≈ V (2π )3 1 eβ (ℏ2 k2 /(2m)−µ ) − 1 4π k2 dk.44 3 2. the occupancy becomes negative. What happens is that the gas splits up into two parts.

5 1 1. For densities lower than the critical density.5 2 2. The energy for such a system can easily be found: we simply add up the expectation value of the energies of the oscillators at frequencies ωi and at temperature T : U (T ) = Φ0 + ∑ i ℏωi ℏωi . µ will vary and assume negative values. the second is the zero-point energy of the harmonic oscillator. and the excitations can be described in terms of a collection of independent harmonic oscillators (see the classical mechanics course). For densities higher than the critical value. as the denominator in the formulae for the density is now replaced by the logarithm. The x = 0 term no longer contributes.8 0. As we have seen in section 7. the larger the system. Now we keep the temperature constant.6 P 0. i.2. and they can be understood by realising that the system of interacting atomic nuclei can be approximated by a harmonic system..5 λ 3/n Figure 7.1.61 on the horizontal axis. + ∑ ℏω /(k T ) i B 2 −1 i e The ﬁrst term on the right hand side is the energy-offset. any system can be described in terms of harmonic interactions. µ = 0 and the pressure remains constant. 7.4 0. We now can deduce that εG − µ ≈ 1/(β V nG ) i. Figure 7.e. and let the density vary. The critical density corresponds to 1/2. Close to the conﬁguration of minimum potential energy.2 0 0 0. and the rightmost term is the average energy due to the energy quanta nℏωi . the closer the chemical potential will be to the ground state.e. the pressure is given by P=− kB T 4 √ λ3 π dx x2 ln(1 − e−x 2 +β µ ).45 1 0.2: Pressure versus λ 3 /n.2 shows the pressure as a function of the inverse density. a system of particles connected by harmonic springs. . even when µ is close to ε .3 Phonons and the speciﬁc heat Phonons are lattice vibrations.

the chemical potential µ is positive. as shown in ﬁgure 7. we can perform a Taylor expansion of the integrand in the expression for D which yields 3 x0 2 D(x0 ) ≈ 3 x dx = 1. and for small.3 Fermions 7. ∂T (e − 1)2 where x = ℏωE /(kB T ) = θE /(kB T ). In the ground state. The Debye function D(x) is deﬁned as 3 x0 x4 ex D(x0 ) = 3 dx. x0 0 so that we ﬁnd again CV → 3NkB as it should be for high temperature. Peter Debye took the actual distribution of modes which we have already encountered above for the photons. the square shape gets rounded of. which is occupied for T = 0.46 We can evaluate the sums by transforming them into integrals. The chemical potential at T = 0 is called the Fermi energy. Using the ω 2 distribution. For T = 0. Dense means that nλ 3 = eβ µ is larger than 1. but positive T . ωE . the Debye result for the speciﬁc heat is CV (T ) = C(T /θD )3 .3. all the one-particle levels are ﬁlled for energies smaller than µ . The value of the proportionality constant depends on the sound speeds for transverse and longitudinal waves.1 Degenerate Fermi gas The name ‘degenerate Fermi gas’ is used for a dense system consisting of noninteracting Fermions.3. This leads directly to x2 ex ∂U CV (T ) = = 3NkB x . where x0 = ℏωD /(kB T ) = θD /(kB T ). εF . the Einstein result does not match the experimental results very well. For high temperatures. The speciﬁc heat is found as CV (T ) = 3NkB D(x0 ). but Einstein avoided this in 1907 by requiring that there was approximately only one frequency. In that case. 7. x0 0 (ex − 1)2 For low temperatures. at which the oscillators would vibrate. however. At higher temperatures. it approaches the classical result 3NkB (why?). For low temperatures. The parameter θD is called the Debye temperature. For particles . This distribution is however cut off as there cannot be more modes than particles: ωD 0 VCω 2 d ω = N. The parameter θE is called the Einstein temperature. the distribution function has a square shape.

2 E Figure 7.2 0 0 0. T ). It is convenient to count the number of states at a speciﬁc energy – this is called the density of states. In a particular kind of stars. the electrons have a Fermi temeperature of 107 K. 3 −3/2 √ ε. The radius of this sphere is as usual related to the particle number: N =2 L3 4π 3 k . the particles ﬁll up a sphere in k-space. the so-called ‘white dwarfs’.8 kT T> 0 1 1. since E = ℏ2 k2 /(2m).4 0.8 T= 0 n 0. To show that the chemical potential for a degenerate electron gas deviates only to order (kB T /εF )2 is not easy. Degenerate Fermi gases are quite familiar: in a metal.4 1.2 1 0. The number of k-points which lie in the range k. D(ε ) = N εF 2 .6 0.3: The Fermi distribution function for T = 0 and small. These excited electrons come from a band of width ≈ kB T below the Fermi energy. the valence electrons have a fermi energy corresponding to about 50000 K.6 0. we can easily evaluate the speciﬁc heat of the degenerate electron gas. and they occupy states in a band kB T above the Fermi energy. We speak of a degenerate Fermi gas when kB T ≪ εF . much larger than room temperature.3 it is clear that for positive T . What happens is that some electrons with ε < εF are excited to ε > εF . but positive T . We conclude that 2 ℏ2 kF ℏ2 (3nπ 2 )2/3 εF = = . and it takes care of the double spin-degeneracy.47 1.2 0. moving in a cubic box with side L. (2π )3 3/2 √ ε ∆ε . If we do so.4 0. 2m 2m From ﬁgure 7. We shall take this for granted here. (2π )3 3 F The factor 2 is for the particular case of electrons. V 2π 2 2m ℏ2 L3 4π k2 ∆k. k + ∆k is given as D(ε )∆ε = 2 therefore D(ε )∆ε = which can also be written as The total energy is now given by E = d ε D(ε )ε f (ε . the chemical potential will remain more or less constant.

we see that for low temperature. lies fairly high.48 We have used f (ε . T ) d ε = − ∞ 0 ∆(ε ) f (ε . The lower boundary εF /(kB T ) of the integral is large but negative – we replace it by −∞. see below). We now present a correct calculation. d ε D(ε ) e(ε −εF )/(2kB T ) + e−(ε −εF)/(2kB T ) ε − εF 2 Note that the integrand is small everywhere. 3 B Substituting the value D(εF ) = 3/2N/(kB T ) we obtain: CV = CV = T π2 NkB 2 TF where the Fermi temperature TF is deﬁned by εF = kB TF . the electronic contribution dominates. N= 0 D(ε ) f (ε . which starts by expressing N as an integral over the function ∆(ε ) which is an integral of the density of states over the energy: ∆(ε ) = Then we can write. the speciﬁc heat saturates at 3NkB /2. well above the maximum contribution of the electrons. we obtain: CV = 1 ∂ E = ∂T kB T 2 ∞ 0 d ε D(ε ) f (ε . the phonon contribution saturates at 3NkB . in particular the fact that µ was replaced by εF . dε . 3 (ex/2 + e−x/2 )2 we have π2 2 k T D(εF ). as we have seen. T ) for the Fermi-Dirac distribution function and we will stick to this convention from now on. This allows us to take D(εF ) out of the integral. Using ∞ ∞ π2 x2 dx = . T ). This growth stops only at the Fermi temperature. whereas for temperatures well above the Debye. If we take the derivative with respect to T and assume that µ is approximately temperature-independent (this is not quite correct. Taking the temperature derivative of this expectation value yields the speciﬁc heat. If we compare this with phonons. Using the fact that N= we can write E = N εF + d ε D(ε )(ε − εF ) f (ε . Although this calculation yields the correct result. except in a band kB T around εF . We see that the speciﬁc heats grows linearly with T . T ) dε . grows as T 3 . T ). Changing to the integration variable x = (ε − εF )/(kB T ). a few things have been wiped under the carpet. For very high temperatures (higher than TF ). where the speciﬁc heat due to the phonons. we have 2 CV = kB T D(εF ) ∞ −εF /(kB T ) x2 ex/2 + e−x/2 2 dx. using partial integration: ∞ ∞ 0 D(ε ′ )d ε ′ . which.

Note that in this derivation. This implies that its derivative with respect to the temperature should vanish: N = ∆(µ ) + D′ (µ ) π2 2 π2 dN = D(µ )µ ′ + D′ (µ ) kB T + D′′ (µ )µ ′ (kB T )2 . 1 ε − µ + T µ′ dε + kB T 2 e(ε −µ )/(2kB T ) + e−(ε −µ )/(2kB T ) 2 ε − µ + T µ′ 1 D(µ ) + (ε − µ )D′ (µ ) + . We have used the prime ′ to indicate a derivative with respect to T . 3 3 Using the relation obtained above from the vanishing temperature-derivative of the particle number N then yields: 2 cV = D(µ )kB T π 2 /3. = ∂ε kB T 2 e(ε −µ )/(2kB T ) + e−(ε −µ )/(2kBT ) 2 D(µ )µ ′ + D′ (µ ) Substituting this into the two integrals appearing in the expression for cV . and in the second integral we have used the same result as was used in the simpliﬁed derivation. dT 3 6 For low temperatures. . along the lines of our simple derivation above: ∂f ∂f ∂f d ε = µ D(ε ) d ε + D(ε )(ε − µ ) dε . the number of particles should be ﬁxed. The main observation now is to realize that. cV = ε ∂T ∂T ∂T We have ∂f ε − µ + T µ′ 1 . we obtain: cV = µ D(µ ) + (ε − µ )D′ (µ ) + . (ε − µ ) 2 kB T e(ε −µ )/(2kB T ) + e−(ε −µ )/(2kB T ) 2 dε Carefully analysing these integrals gives three dominant terms. . . 6 where in the ﬁrst term we could integrate directly as the integrand is proportional to the energyderivative of f . cV = µ µ ′ D(µ ) + µ D′ (µ ) Substituting the explicit expression for the density of states yields the result obtained above. . and the third one from the second integral: 2 π2 2 2 π kB T + D(µ )kB T .49 The partial integration has the advantage that the energy derivative of f is nonzero only in a small interval around µ so that we can expand D around µ : N= ∆(µ ) + (ε − µ )D(µ ) + 1 1 (ε − µ )2 ′ D (µ ) 2 kB T e(ε −µ )/(2kB T ) + e−(ε −µ )/(2kB T ) 2 dε . . where two arise from the ﬁrst integral. 3 B We now perform a similar analysis for the speciﬁc heat. so that we have π2 2 k T = 0. we obtain two terms: π2 (kB T )2 . Again selecting only the even integrands. no reference to the explicit form of D(ε ) has been made. the rightmost term is much smaller than the ﬁrst two. if we want to calculate the speciﬁc heat at constant density.

Once we know this function.e. hence we conclude that µ varies with B only to second order.50 7. Suppose we have no magnetic ﬁeld. where the sign depends on the spin. A sum over the orbital states can however be replaced by an integral over the energy if we insert the density of states: 1 d ε [D(ε ) f (ε − µ ∗ B) + D(ε ) f (ε + µ ∗ B)] . Note that µ ∗ is the magnetic moment – it should not be confused with chemical potential which is µ without the asterisk. Then we can expand the distribution functions about B = 0: f (ε ± µ ∗ B) ≈ f (ε ) ± µ ∗ B f ′ (ε ) + (µ ∗ B)2 ′′ f (ε ). we have N= d ε D(ε ) f (ε ) + O(B2 ) + . we want to calculate the magnetisation as a function of the ﬁeld strength B. The sum over the orbital states can again be replaced by an integral over the energy: M= µ∗ 2 d ε [D(ε ) f (εi − µ ∗ B) − D(ε ) f (εi + µ ∗ B)] . We are interested in how the system reacts to an applied ﬁeld. Here we shall consider the full quantum description for spin-1/2 fermions – you may think of electrons in a solid. We see that to ﬁrst order in B the density does not change if we keep the chemical potential constant. . all the properties of the electrons are determined by the density of states D(ε ) (see the previous section). the only thing which changes is that the energies are shifted over ±µ ∗ B. Then. ∞ 0 Substituting the same Taylor expansion for the distribution functions as above. First we analyse how the chemical potential changes with the magnetic ﬁeld. . and the magnetic ﬁeld only enters in the Fermi distribution functions. The factor 1/2 in front of the integral takes into account that D(ε ) includes up.2 Pauli paramagnetism In chapter 3 we have already considered paramagnetism (section 3. The magnetisation is given as the difference between the number of spin-up and -down electrons: M = µ ∗ (N+ − N− ) = µ ∗ ∑ [ f+ (i) − f− (i)] i where the sum is over the orbital states i – f± are the Dirac functions for the appropriate spin state. µ ∗ B smaller than kB T ).9 and 10).and down spins. Now we assume that the ﬁeld B is very small (i. If the magnetic ﬁeld is switched on. 2 Substituting this back into the integral expression for N. N= 2 The integral is over the orbital energies. . all relevant physical quantities can be determined. .3. we obtain: M = µ ∗2B d ε D(ε ) f ′ (ε ). The important issue now is that this density of states does not depend on the spin degrees of freedom (this is a direct consequence of the fact that B = 0). We do this by calculating the total number of particles and then require that this is constant: N = N+ + N− = ∑ [ f+ (i) − f− (i)] i where the sum is over the orbital states i. that is. f± are the Dirac functions for the appropriate spin state.

This is called the orbital magnetic moment. It can be argued that the multiplicity for the energy levels associated with the orbital motion in the xy plane is given by D( j) = Lx Ly eB . Using this. The spectrum is given by p2 eℏB ( j + 1/2) + z . they have an energy associated with their motion in the z-direction. but also as a result of their orbit. i The index i denotes the states. hence f ′ (ε ) ≈ −δ (ε − εF ). dB We see that measuring the susceptibility at low temperatures tells us what the density of states near the Fermi level is. which for our particular problem are deﬁned by pz and j: ln Z = ∞ p2 eℏB Lz eB d pz ∑ Lx Lz ln 1 + z exp −β ( j + 1/2) + z 2π ℏ h m 2m j=0 . we obtain M ≈ µ ∗ 2 BD(εF ). The magnetic susceptibility χ tells us how the magnetisation varies with the ﬁeld: χ= dM = µ ∗ 2 D(εF ). In addition. For evaluating particle numbers and magnetisations. This holds in particular for the x and y degrees of freedom. the susceptibility can be expanded in powers of kB T . 2 εF For higher temperature. the density of states was found in the previous section – we ﬁnd for the susceptibility in this case 3 µ ∗2 χ= .3. in other words the multiplicity of these levels. the result is χ≈ π 2 kB T 3 µ ∗2 + ··· . For the free electron gas. with z = exp(β µ ): ln Z = ∑ ln 1 + ze−β εi .51 For small T . If we apply a magnetic ﬁeld in the zdirection. 1− 2 εF 12 εF 7. i We then have.3 Landau diamagnetism Electrons moving in a solid have a magnetic moment not only as a result of their spin. This is most easily done by ﬁrst evaluating the grand partition function: Z = ∏ 1 + eβ (µ −εi ) .and y degrees of freedom. as we can simply perform an integral over pz when summing over all states. pz ) = m 2m This problem has been treated in the exercise class of your quantum course (believe it or not). the particles will have quantized ﬁeld levels associated with the x. the Fermi function decays rapidly from 1 to 0 near the Fermi energy. h We can then evaluate the number of particles and the magnetic moment. . we need to know the density of states. ε ( j.

Expanding the argument of the logarithm. M= ln Z = 3 µeff − β ∂B λ sinh x sinh2 x We can write M = −N µeff L(x). (2π mkB T )1/2 2 h 2 sinh [eℏB/(2mkB T )] Now the desired quantities can easily be evaluated. we have zV x ∂Z N=z = 3 ∂z λ sinh x and 1 ∂ zV x cosh x 1 . where L is the Langevin function L(x) = coth x − 1/x. where z ≪ 1. The result we have obtained is similar to that of 3. except for a minus sign. we get ln Z = zVeB h2 e−β pz /(2m) d pz ∑ e−β eℏB( j+1/2)/m = 2 ∞ j=0 zVeB 1 .9. . With λ = h/(2π mkB T ). This means that the magnetisation is now opposite to the ﬁeld – this effect is called diamagnetism. x = β Beh/(4π m) and µeff = eh/(4π m).52 This partition function can be evaluated in the classical limit.

8. The interaction then plays a relevant role.1 Cluster expansion for a classical gas In the analysis of the classical gas. σ r 12 − σ r 6 . for r ≥ a. which are written as V (r1 . we consider a method for evaluating the correct equation of state. . i=1 53 . such as systems with harmonic interactions (e. In general. we cannot transform away the interaction like we have done in these harmonic systems.e.8 Statistical mechanics of interacting systems: the method of cluster expansions Up to this point we have considered ideal gases only. i.g.. In this chapter. which for a classical ideal gas reads: PV = α NkB T with α = 3/2 for a noninteracting system in 3 dimensions and α = 3 for a system of uncoupled harmonic oscillators. These were sometimes derived from interacting systems. ∞ 0 for r < a. . . involving the kinetic energy. i< j Important examples of pair interactions are the hard sphere interaction: u(r) = and the Lennard-Jones interaction uLJ (r) = 4ε This interaction is shown in ﬁgure 8. however. . . qN ) N p2 d 3N p d 3N q. .1. we have seen that the partition function always factorises into an integral over the momenta. and an integral over the orbital coordinates: QN (T ) = 1 h3N N! exp −β i ∑ 2m +V (q1 . . crystal lattices) which could be transformed to a system of independent oscillators. rN ) = ∑ u(|ri − r j |). Relevant interactions are those which are described in terms of pair-interactions. .

k. .V ) N!λ 3N with ZN (T. j. deﬁned as f (r) = exp[−β u(r)] − 1.54 2 1. So.5 3 r/σ Figure 8.1: The Lennard-Jones potential.5 0 -0.2 shows the Mayer function for the Lennard-Jones potential. we immediately see that the conﬁguration integral can be written as Z(N. the factors exp[−β u(r)] do not decay to zero – they will tend to 1 for large separation since the interaction then vanishes. i< j The cluster expansion is a way to systematically evaluate the so-called conﬁguration integral ZN . and larger and larger clusters. T ) = d 3N r e−β ∑i< j u(ri j ) = d 3N r ∏ e−β u(r i< j ij) = d 3N r ∏ [1 + f (ri j )] . which indeed decay to 0 for large r.5 2 2. then between triplets. The integral over the momenta can be performed analytically (it is a product of elementary Gaussian integrals): 1 QN (T ) = ZN (T. Figure 8. we must have some expressions which vanish rapidly beyond some interaction range. If we write out the product occurring in the integral for Z.V. we obtain ∏ [1 + fi j ] = 1 + ∑ fi j + ∑ i< j i< j ′ fi j fkl + i. Using the Mayer function. how does it work? The idea behind the cluster expansion is to include ﬁrst only the interactions between particle pairs. Therefore we introduce the Mayer functions f . i< j We shall use the notation f (ri j ) ≡ fi j from now on. Clearly.l i< j<k ∑ fi j f jk fki + · · · .5 1 VLJ /ε 0.V ) = exp −β ∑ u(ri j ) d 3N r.5 -1 0 0. But if we want to neglect contributions beyond a certain cluster size.5 1 1.

.3 we indicate the possibilities. The sum with the prime ∑′ is over all possible pairs i. k. j and k. j.5 0 -0. Note however that we still include conﬁgurations of the form i.3: Some cluster conﬁgurations.5 1 1. It is clear that the ﬁrst order term contains N(N − 1)/2 pairs. l which are distinct.5 2 2.5 3 f ij (r) VLJ (r) r Figure 8. . .5 -1 0 0.55 2 1. and a sum over all ‘distinct pairs of distinct particle pairs’.5 1 0. Note that the actual expansion consists of a sum over all possible conﬁgurations. The top left cluster corresponds to the lowest order term. . In ﬁgure 8. j. 1 2 3 1 2 3 f 25 4 5 6 4 f25 f 16 5 6 1 2 3 1 2 3 f25 f26 4 5 6 4 5 6 Figure 8.2: The Lennard-Jones interaction potential and the Mayer function. The second order term contains . a sum over all possible triplets. the other two are the second order terms. This means that we have a sum over all distinct pairs in the ﬁrst order term.

two connected points have j = 2 etcetera. and the volume is large. For the terms corresponding to the conﬁguration in the lower left part of ﬁgure 8. the expansion is built up as follows. This number is obtained as follows. .3. . d 3 rN = V N−2 f (r12 ) d 3 r1 d 3 r2 . we have N(N − 1)(N − 2)/2 possibilities. noting that d 3 r1 d 3 r2 f (r1 ) f (r2 ) = 4b2 .3. Higher terms in the expansion are considered similarly. so we have f (r12 ) d 3 r1 d 3 r2 . We work out the term f (r12 ) d 3 r1 d 3 r2 . we obtain Z = V N + N(N − 1)V N−1 V N−2 N(N − 1)(N − 2) 2 N(N − 1)(N − 2)(N − 3) d 3 r1 d 3 r2 f (r1 ) f (r2 )+ 8 N(N − 1)(N − 2) d 3 r1 d 3 r2 f (r1 ) f (r2 )+V N−2 d 3 r1 d 3 r2 f (r1 ) f (r2 ) f (r12 )+· · · 6 1 2! d 3 r f (r) +V N−2 The prefactors (the powers of V ) arise from the integrations over the particles not present in the clusters and from the integration over one of the coordinates of each independent cluster itself. We call n j the number of vertices in a cluster of type j. d 3 rN = V N−1 f (r12 ) d 3 r12 . and for each of these possiblities we have (N − 2)(N − 3)/2 for the second pair. 2 after some calculation that the expansion for the conﬁguration integral can be written as Z = VN 1+ N(N − 1)(N − 2)(N − 3) 2 N(N − 1)(N − 2) N(N − 1) b2 + b2 + b3 + . and we obtain f (r12 ) d 3 r1 d 3 r2 . As the interaction is short-ranged. The number of ways in which . The integral over r1 can be performed over r1 . Now we deﬁne 1 d 3 r f (r) b2 = 2 and 1 b3 = 2b2 + d 3 r1 d 3 r2 f (r1 ) f (r2 ) f (r12 ). For the ﬁrst term we have N(N − 1)/2 possibilities. . . In table 8. . . the integral over all coordinates except r1 and r2 can be performed directly. b3 deﬁned above contains the contributions from diagrams 3a and 3b. V 2V 2 V2 Generally. Inserting the ﬁrst two terms of the product expansion in the expression for the conﬁguration integral and integrating over the coordinates. Obviously. Obviously. which leads to the required result. 2 3! We then see. . and for the lower right part we have N(N − 1)(N − 2)/6. In order to avoid double counting of these pairs (corresponding to interchanging pair 1 and pair 2) we must include one more factor 1/2.56 N(N − 1)(N − 2)(N − 3)/8 terms of the form corresponding to the upper right part of ﬁgure 8. . A single point (vertex) has label j = 1. which yields an additional factor V . We label the different types of clusters by the index j.1 we list the ﬁrst ﬁve clusters. we do not have to impose additional conditions on the integration over r12 . We rewrite the integral over r1 and r2 as one over r1 and r12 = r2 − r1 . d 3 rN .

If we calculate the free energy. i. we ﬁrst have a contribution arising from the momenta.1: Different types of clusters. j Graph b j (T ) 1 1 2 d 3 r f (r) 3a 1 2 d 3 r1 d 3 r2 f (r1 ) f (r2 ) 3b 1 3! d 3 r1 d 3 r2 f (r1 ) f (r2 ) f (r12 ) 4 1 8 d 3 r1 d 3 r2 d 3 r3 f (r1 ) f (r2 ) f (r3 ) f (|r1 + r2 − r3 |) we can divide N particles into m1 clusters of type 1.57 Table 8. j Now let’s go back to the expansion containing only the terms to order V N−2 . etcetera is given by the combinatorial factor N! ∏ j m j !(n j !)m j Obviously. For each type of cluster. so that we have A = −kB T ln 2π mkB T h2 3N/2 1 Z(N. m2 clusters of type 2. N! .V. T ) . N = ∑ j m j n j . the cluster integral b j is deﬁned as b j (T ) = 1 n j !V vertex permutations ∑ d 3 r1 · · · d 3 rn j ∏ fi j . their labelling and the corresponding cluster integrals.

. Now that we have the partition function. • The second order term b3 − 2b2 corresponds to the triangle term 2 1 3! d 3 r1 d 3 r2 f (r1 ) f (r2 ) f (r12 ). Using P=− we directly obtain P = kB T n 1 − b2 n − 2(b3 − 2b2 )n2 + . . 2 = kB T n 1 + a2 n + a3 n2 + . 2 V V V2 If we now use the fact that N − 1 etcetera can be replaced by N if N is large. V 2V 2 V2 Performing a Taylor expansion for the logarithm1 . we obtain A = −kB T ln 2π mkB T h2 3N/2 VN − N! kB T ln 1 + N(N − 1)(N − 2)(N − 3) 2 N(N − 1)(N − 2) N(N − 1) b2 + b2 + b3 . . 1 This expansion should not be read as an expansion for small arguments. you should consult the book of Mayer and Mayer. . This cancellation must happen at all orders of the expansion in order to guarantee that the free energy scales linearly with N (it is an extensive variable). . we can write this expansion in terms of the density n = N/V : A = A0 − kB T N nb2 + n2 (b3 − 2b2 ) + . A better way to perform the expansion is to move to the grand canonical ensemble. The remaing diagrams are called star diagrams or irreducible diagrams. . 2 Two important remarks are to be made at this stage: • The coefﬁcient of b2 is proportional to N as a result of a cancellation of two terms proportional to 2 N 2 . . For a general proof of this fact. . . but as a formal expansion in terms which could perhaps be relatively large. + 2 V V 2 2 V2 N(N − 1) b2 N(N − 1)(N − 2) = A0 − kB T b2 − 2 (2N 3 − 5N 2 + 3N) + b3 + . we have A = A0 − kB T b2 N(N − 1)(N − 2)(N − 3) N 2 (N − 1)2 N(N − 1)(N − 2) N(N − 1) b2 + 2 − b3 + . . The aim is merely to group terms with a particular power of n = N/V . This is a speciﬁc example of a feature which occurs at all levels: the diagrams remaining in the expansion do not contain any lines by which the diagram can be cut into two disjoint pieces. the equation of state can be determined. . . . ∂A ∂V .58 Including the remaining terms. but we shall refrain from this step for simplicity.

in magnets phase transitions occur – there they are associated with a change in the magnetisation. 8. we note that for a spherical hard core of volume V0 . However. The ﬁrst theory which explained the phenomenon of phase transitions was the Van der Waals theory from 1873. Now the volume occurring in this equation is the total volume of the system. After measuring the pressure accurately as a function of the density. are called virial coefﬁcients. the parameters occurring in the potential can be ﬁtted in order to match the virial coefﬁcients for the model potential to the experimental results. In fact. The fact that the particles have less space to move in. . an educated guess for the form of the potential is made. An example is the LennardJones potential which contains two parameters: ε and σ . where V0 is the volume occupied by the ‘hard core’ of each particle.2 The virial expansion and the Van der Waals equation of state In chapter 11 we shall concern ourselves with phase transitions. which contains several parameters. This suggests that we replace the volume by V − Nb. On average. In fact. the Van der Waals theory is based on a particular equation of state. is now replaced by S = kB N ln(V − Nb). It can be argued that b ≈ 4V0 . These are transitions which take place when the control parameters are changed and which cause the system to move from a phase with certain values for thermodynamic properties to a phase where these properties are signiﬁcantly different. Common example of phase transitions are the liquid-gas transition and the solid-liquid transition. Also. the excluded volume is 1 (0 + 8V0 + 2 · 8V0 + · · · + (N − 1) · 8V0 ) ≈ 4NV0 . the excluded volume is 8V0 . The virial coefﬁcients contain information concerning the potential. The ideal gas equation of state reads PV = NkB T. some fraction of this volume is excluded as the strong repulsive interaction for short particle separation prevents them from coming too close. The second particle however has only a volume V − 8V0 at its disposal. For the third particle.59 The coefﬁcients a2 = −b2 = − 1 2 f (r)d 3 r 1 3 f1 f2 f12 dr1 dr2 a3 = −2b3 + 4b2 = − 2 etcetera. To guess the value of the parameter b. Now let’s put N particles in the volume V . the volume-dependent part of the entropic term for the ideal gas S = kB N lnV. The ﬁrst particle does not experience the presence of other particles. directly affects the entropic contribution to the free energy. only V − 2 · 8V0 is available etcetera. In practice. in practice. the form of which can heuristically be motivated as follows. N We see that b ≈ 4V0 .

We see that for large temperature. When are we at the leftmost branch of the curve. the pressure is shown as a function of the volume per particle for several temperatures. This term will for each particle be proportional to the number of particles within the range of the potential. V where E0 is the internal energy of the ideal gas and a is determined by the details of the attractive potential. Now suppose that we ﬁx the temperature at some value below Tc and lower the pressure.4. N dE = T dS − PdV + µ dN. Using E = T S − PV + µ N. The result is n u(r)d 3 r. N . for a particular value for the pressure. and correcting for the double counting of pairs. three values for the density are possible. only one temperature can be found. The value of the parameter a can be guessed as follows. So if we add up this contributions for all particles. we ﬁnd for the volume-dependent part of free energy A=− aN 2 − NkB T ln(V − Nb).60 In addition to this effect. we obtain dµ = V dP − SdT . In ﬁgure 8. we have µ= Using the thermodynamic relation E − T S + PV . Take a particular particle and calculate its interaction with the particles nearby. we see that 1 u(r)d 3 r. For T below a treshold value Tc . V − Nb (V − Nb) = NkB T. a=− 2 All in all. This number is in ﬁrst approximation proportional to the density. and when do we cross over to the right hand? The answer to this question is given by a thermodynamical argument. we note that the internal energy is reduced by the attractive part of the potential. but the other two do. It turns out that the middle value does not correspond to a thermodynamically stable phase. For all particles we have N E = E0 − N a. V from which the equation of state follows as P=− so P+a N V N ∂A = −a ∂V V 2 2 + NkBT 1 .

kB T a kB T We see that this matches precisely the expansion of the Van der Waals equation of state! This unfortunately does not hold for the higher orders. .3 0.1 0.61 0. Now we compare the Van der Waals equation of state to the cluster expansion.4 0.. we have dµ = 1 V dP. .3 0. As we keep the temperature constant.7 V /N Figure 8.4 must be zero.5 0. . Now let’s work out the ﬁrst virial coefﬁcient a2 for low temperatures: a2 = 1 2 (e−β u(r) − 1)d 3 r ≈ 4V0 + 1 2kB T u(r)d 3 r = b − a .5 T>Tc T=Tc Pressure 0.4 0.2 0.6 0. N If the phase on the left branch coexists with the phase on the right branch at a given pressure and temperature.6 0.1 0 0 0. we see that a2 = b − a3 = b2 etcetera. Comparing this with the virial expansion for the pressure..4: Isotherms for the Van der Waals gas. Starting from P= NkB T N −a V − Nb V 2 = a NkB T 1+ b− V kB T N V + b2 N V 2 + b3 N V 3 + . . which means that the hatched area in ﬁgure 8.2 111111111111 000000000000 111111 000000 111111111111 000000000000 111111 000000 111111 000000 T<Tc 0. This means that we must have: d µ = V dP. The Van der Waals expansion approximates the effect of the hard core by the series 1 + 4V0 n + 16V02 n2 + 64V03 n3 + . the chemical potentials of these two phases should be equal.

The Van der Waals equation takes part of all higher virial coefﬁcients into account.62 whereas the correct series from the cluster expansion yields 1 + 4V0 n + 10V02 n2 + 18. . . . That is the reason why it can predict the phase transition behaviour rather well.4V03 n3 + .

We can now setup the energy balance between the helium and the pipe: ε (p) = P2 (P − p)2 − . the fact that helium forms a liquid at low temperatures. This means that these atoms could form a Bose-Einstein condensate at low temperatures. It is assumed that a ﬁnite fraction of particles occupies the same quantum state. and that this state does not experience any friction with walls. 2M 2M From this we have. provided a description in terms of noninteracting particles is appropriate for the system at hand. The energy of the pipe with momentum P is given as E= P2 . The phenomenon of superﬂuidity has been brought in connection with a BE condensate a long time ago.1 The superﬂuidity of helium If liquid helium is cooled down to a temperature of 2. a kind of BE condensation can also take place in the case of interacting systems. a Bose-Einstein (BE) condensate has been studied in the case of noninteracting particles. You may compare this with the description of electrons as independent particles in the solid: we consider the particles moving in a potential which is represents the average interaction potential of each particle with its counterparts. it becomes a ‘superﬂuid’. which can either be determined by experiment (scattering experiments) or theoretically. using v = P/M and letting M → ∞: ε (p) = v · p + 63 p2 ≈ v · p. 2M For the helium we assume a relation between energy and momentum given as ∆ + ε (p).9 The method of quantized ﬁelds 9. so that it moves without friction. Now suppose that the liquid and the pipe exchange momentum p. cannot lower its energy by interactions with the pipe. 2M . the helium was at rest) and that that of the pipe is decreased by an amount p.17 K. Helium-4 consists of atoms. we see the pipe moving with a speed v in the opposite direction. A way to see this is to consider a ﬂow with speed v of helium thourgh a pipe of mass M. This implies that the momentum of the helium becomes p (before the exchange. This means that helium which ﬂows through a pipe. This curious phenomenon can be understood using techniques of statistical quantum ﬁeld theory. Nevertheless. If we place ourselves in the rest frame of the liquid. which normally have integer spin (spin=0). Strictly speaking however. tells us that the interactions between the atoms become important. and so far.

much higher than the critical velocity which was measured directly in experiments. in order for the container to have available such an amount of energy. The superﬂuid fraction of the liquid consists of particles which are all in the same state Ψ(r) which can be written in the form: Ψ(r) = a(r)eiγ (r) . The fastest speed at which no energy transfer is possible corresponds to the straight line in ﬁgure 9. It turns out that ε (p) has a shape depicted in ﬁgure 9. 2im m . we should have pv > ε (p). Then. and the mass ﬂow is given by the quantum mechanical expression of the ﬂux: j(r) = ℏ ℏ [Ψ∗ (r)∇Ψ(r) − Ψ(r)∇Ψ∗ (r)] = a2 ∇γ (r).1. It is in this context important to realise that if helium is superﬂuid as a result of BE condensation. and the rest is in a normal state.1 that this is possible only in case the speed is large enough. We can express this by splitting the total density in a normal and a superﬂuid fraction: ρ = ρs + ρn .1: Dispersion relation for helium. If the energy-dispersion curve is measured.1 which is tangent to the energy-momentum curve. only a ﬁnite fraction of the liquid is in the ground state.64 45 40 35 30 25 ε 20 15 10 5 0 0 1 2 3 4 5 6 p Figure 9. energy transfer is not possible which means that helium is superﬂuid. it turns out to be 60 m/s. It is seen from ﬁgure 9. the critical velocity can be determined. The difference can be explained by considering rotational motion in the superﬂuid. For such low velocities. The superﬂuid number density is given by ρs (r) = a2 . Now suppose that the pipe would cause excitations of the helium.

In experiments. where ω is the angular velocity. The function γ (r) plays the role of the potential. we may satisfy the condition ∇×v = 0 without the usual relation following from it: us · dl = 0. For a normal ﬂuid. . nh . the meniscus assumes the shape z(r) = ω 2 r2 2g which can easily be checked by minimising the total energy of the ﬂuid as a function of z(r). For example. We see that the second equation is certainly incompatible with a potential ﬂow ﬁeld (ie. The expectation that superﬂuid helium cannot rotate was checked by putting helium inside a rotating cylinder (‘rotating bucket experiment’). z(r) = ρ 2g the experiment showed that also the superﬂuid fraction participated in the rotation. This last condition seems to prohibit circular ﬂows. just as the force is a gradient of a potential. The explanation for this fact comes from the notion that the function γ (r) is not a usual potential: it is a phase and hence deﬁned modulo 2π . causing the above relation to be modiﬁed to ρn ω 2 r 2 . ∇ × v = 2ω . we have ∇γ · dl = 2π n. When we follow a path surrounding the vortex core. although only the normal fraction was supposed to contribute to the rotation. but that the ‘core’ of this ‘vortex motion’ is not superﬂuid. We can circumvent this condition by assuming that the superﬂuid rotates around an axis. Therefore we have u · dl = n integer. In order to prove the latter relation. in the case where the ﬂuid would rotate in a cylinder. m We see that the ﬂow can be considered as a gradient of a function. we read off two striking features: (i) the rotational velocity of a vortex is quantized and (ii) this velocity depends directly on Planck’s constant. For such a ﬂow we have ∇ × us = 0. (In the analogue of classical mechanics this equation expresses the fact that the work done along a path only depends on the start and end point of that path). m From this. we must assume that ∇ × v = 0 holds in a region of the plane without holes in it.65 Given the fact that the ﬂow is density × velocity. Therefore. we see that for the velocity we have us = ℏ ∇γ (r). we should have at each point r: v = ω × r. a ﬂow derived from a potential as sketched above).

in comparison to terms where two subscripts are zero. • q = k′ = −k = 0. This means that we must single out all possibilities where at least two b’s have subscript zero. we have N0 in the superﬂuid phase. k′ = 0. In fact.q k+q k −q k In order to make the Hamiltonian tractable. • k = k′ = 0. We then are left with (∑′ means that k = 0 is excluded): k 2 2 2 ˆ u0 N0 + ∑′ ℏ k b† bk + u0 N0 ∑′ 4b† bk + b† b† + bk b−k = H= k −k k 2m k k k 2V 2V 2 + 2N (N − N )] u0 [N0 u0 N0 ′ ℏ2 k2 † ′ 0 0 + b bk + ∑k 2b† bk + b† b† + bk b−k .2 The low-energy spectrum of helium In this section we want to derive the low-energy spectrum of helium from the microscopic Hamiltonian: ℏ2 k2 † 1 ˆ H =∑ bk bk + ∑ vq b† b†′ bk′ bk .66 9. Secondly. we analyze the system in the case where the part of the helium which is in the superﬂuid phase much larger than the part which is the normal phase. k = 0. k′ = 0. k′ − q. q = 0. In that case. cannot be justiﬁed k within the approach in which we analyse the low energy states. we have 2 2 2 ˆ u0 N + ∑′ ℏ k 2b† bk + u0 N0 ∑′ 2b† bk + b† b† + bk b−k . the ﬁrst term is ﬁxed and can be neglected. an operator term containing b† b† ′ −q bk′ bk with k + q. we restrict ourselves to a delta-function potential. • k′ = q = 0. k and k′ being nonzero. H= k k −k k k k 2m 2V 2V For a ﬁxed total number of particles. This is possible in seven different ways: • q = k = k′ = 0. for all q. and which scales as (N − N0 )).k′ . for which vq = u0 . for N particles. k = 0. is k+q k negligible (it scales with (N − N0 )2 . The fact that half of the term 4bk b† in the potential energy has been split off and approximated. k k −k 2V 2V ∑k 2m k 2 Using the fact that N0 + 2N0 (N − N0 )2 ≈ N 2 . and we consider the case where N − N0 ≪ N. The correct treatment of the problem . • q = k′ . • k = q = 0. • q = −k. 2m 2V k.

and are generally denoted as ‘quasi-particles’. = −∑k ′ ℏ2 k2 u0 N0 † † + cosh θk sinh θk ηk η−k + η−k ηk + 2m V u0 N0 ′ cosh2 θk + sinh2 θk V ∑k † † ηk η−k + η−k ηk . It is straightforward to check that the ηk satisfy the proper boson commutation relations: † ηk . If we substitute the new expression for the bk in terms of the ηk into the Hamiltonian. † b−k = η−k cosh θk − ηk sinh θk . we see that the second term in the square root dominates. However. Here. we note that the Hamiltonian is essentially a quadratic expression of the b-operators. From this. a there is only a single vibrating particle. The simples example of a quasi-particle is the energy quantum of a harmonic oscillator. Note that the elementary excitations are linear combinations of the single-k modes which describe single-particle excitations: the elementary excitations describe excitation quanta. which precisely cancels this term.d. The question is now what the eigenvalues of this Hamiltonian are. and we see that the energy is linear in k. ηk = 1.67 should include the chemical potential. is: † bk = ηk cosh θk − η−k sinh θk . we are left with 2 k2 2 k2 2 k2 2 2 k2 2 u0 N0 ℏ 2u0 N0 ℏ ℏ ℏ u0 N0 ′ ′ † +2 + − − . A correct treatment of this is presented in the book of Fetter and Walecka. we obtain an off-diagonal contribution: Ho. In this case we must however take care that the linear transformations are chosen such that the operators still satisfy tractable commutation relations. . we can immediately infer the energy eigenvalues with respect to the ground state: E(k) = ℏ2 k2 2m 2 Substituting this into the expression for the diagonal part. To solve this problem. the theory does not see the difference between the energy quanta of this system and ‘particles’ of energy ℏω which can be created and destroyed by the ladder operators a± . H = ∑k ηk ηk + ∑k 2m V 2m 2m V 2m V u0 N0 ℏ2 k2 . We see that these off-diagonal terms vanish when tanh 2θk = u0 N0 /V ℏ2 k 2 2m + u0 N0 /V . and a quadratic form can be put in diagonal form by a linear transformation. ﬁrst made by Bogoliubov. The proper choice. V 2m +2 For small k.

we start by examining the ground state. These transitions are associated with an abrupt change of the density in the case of boiling. different choices for the lattice can be made.10 Introduction to phase transitions 10. it might be the structure factor. the opposite sign is the stable phase. ij i What will be the behaviour of the model? To answer this questions. In the case of freezing. which is analytic for every ﬁnite value of that parameter. This parameter is called the order parameter. the interaction is limited to nearest neighbours. These considerations lead to the following Hamiltonian: H = −K ∑ si s j − h ∑ si . A phase transition is always characterised by a sudden change in the degree or the type of order in the system. Now let us consider 68 . the positive magnetisation will be favoured. it is necessary to always identify a parameter which characterises the degree and/or type of order present in the system. a spin-up or -down can be placed. The ﬁrst theory of phase transitions which gave excellent results was the Van der Waals theory. and can assume only two different values. we see such abrupt. In two dimensions. which we call + and −.1 About phase transitions The most common examples of phase transitions are the freezing and boiling of ordinary water. and an instructive system for studying phase transitions more generally is the system in which the degrees of freedom reside on lattice sites. may become nonanalytic if the parameter becomes inﬁnite. There exist however other types of phase transitions than freezing and boiling. In order to analyse phase transitions. In the ﬁrst half of the twentieth century it has become clear that the reason for this nonanalytic behaviour lies in the fact that macroscopic objects (such as a glass of water) consist of large (almost inﬁnite) numbers of molecules: a function depending on a paremeter. there are thus 2N possible conﬁgurations. these two phases have the same energy and the system will choose either one or the other. If the magnetic ﬁeld h is zero. non-analytic behaviour. These fascinating phenomena have for long time been poorly understood. We may consider the spins as magnetic moments which obviously interact – usually. the system is formulated on a square lattice (in fact. In the case of the boiling of water. We have discussed this at the end of chapter 8 of the notes and it is recommended that you go back and study this theory once again. For a positive ﬁeld. The ﬁrst interaction favours all spins to be equal: all spins + or all spins −. whereas for negative ﬁeld. which will be the phase at absolute zero. For a N × N 2 lattice. the density is the proper order parameter. It seems paradoxal that although we believe the world around us to be governed by smooth functions and differential equations leading to analytical solutions. but the square lattice is quite popular): on each lattic point. The model describing such a system is the famous Ising model. and a sudden emergence of order in the case of freezing. there may be an external magnetic ﬁeld present which favours all spins to be either + or −. Furthermore.

As an example. The behaviour close to the transition point is interesting. The magnetisation assumes a value zero above a ﬁnite temperature. One now might think that the magnetisation will decay with increasing temperature to reach zero at T → ∞. but this turns out not to be the case. . This phenomenon is called symmetry breaking. as it is not imposed by changing the model itself – it is a well-known phenomenon which is relevant in many areas of physics and astronomy. ξ (T ) ∝ |T − Tc |−ν T < Tc .. This behaviour is only one example of many similar ones. m ∼ |T − Tc |1/8 . . and their values will be completely random. This means that the average magnetisation. the symmetry between up.44 . the interactions between the spins become irrelevant. the phase in which all spins have either the value +1 or −1 must be chosen.69 1 0. This case is interesting because the Hamiltonian yields the same value for any particular conﬁguration as for the one in which all spins are reversed. The magnetisation is shown in ﬁgure 10. Which of the two will be the low-temperture phase is not known beforehand. β → 0. It turns that then in 2D and on a square lattice. m(T ) ∝ (−T + Tc )β . consider the variation of the magnetisation when the transition temperature is approached from below.and down is broken.5 2 2.5 Figure 10. The parameter β = 1/8 (do not confuse this β with 1/(kB T )!) is called critical exponent.5 1 k BT/K 1.5 -1 0 0. deﬁned as the average value of the spins.1: The magnetisation of the Ising model as a function of temperature for zero ﬁeld. will be zero.1. Suppose the system starts at high temperature and is then cooled down. The Ising transition occurs in two dimensions at K/(kB T ) = 0. sometimes spontaneous symmetry breaking. Physical quantities usually vary as broken algebraic power functions of the system parameters. There exist other critical exponents for other physical quantities and/or parameters: χm = ∂m ∂h ch (T ) ∝ |T − Tc | T −α ∝ |T − Tc |−γ . the h = 0 case at nonzero temperatures. At very high temperatures. Once the system chooses one of the two values.5 magnetisation 0 -0. When the system passes the transition temperature.

if there is an energy gain by ﬂipping the spin. a spin is chosen at random. If we consider however the magnetisation as a function of the external ﬁeld for ﬁxed temperature (which is taken below the phase transition temperature). Also for the Ising model on a triangular lattice. the magnetisation will always be along the ﬁeld. The Monte Carlo algorithm leads to conﬁgurations occuring with a probability proportional to exp(−β E) as required in the canonical ensemble. the system is in some state ρ . Suppose this cost is ∆E. First of all. although some progress has been made in recent years. these methods boil down to the following: in a computer. (10. which is called critical. Tc ) = h1/δ . the spin is actually ﬂipped. All in all we have Pρ (t + 1) − Pρ (t) = ∑ −T (ρ → σ )Pρ + T (σ → ρ )Pσ σ . The order refers to the derivative of the (free) energy which jumps or is continuous. Consider the probability Pρ (t) that at some instance of time t. γ = 7/4. This can be seen as follows. If ∆E < 0. continuous or second order. nor for Ising models including farther than nearest neighbour interactions. else the spin is not ﬂipped. Performing a spin ﬂip with this probability is done as follows. but of a different kind than the one described above. in which the magnetisation is a continuous function of the parameter which is changed (the temperature in that case). We shall from now on focus on the second kind of phase transition. In a nutshell. The phase transition no longer occurs for nonzero ﬁeld. except for inﬁnite temperature. as opposed to transitions in which the order parameter jumps discontinuously. ν = 1.70 and. If. The ﬁrst type of event results in a decrease of Pρ and the second one in a gain. and which are called ﬁrst order transitions. This is also a phase transition. on the other hand. the spin ﬂip is carried out. we have an exponent for the behaviour of the magnetisation with varying small magnetic ﬁeld at the transition temperature: m(h. the Ising model in two dimensions on a square lattice was solved for zero ﬁeld analytically by Lars Onsager in 1944. For three dimensions.2) For nonzero magnetic ﬁeld. no such solutions exist. β = 1/8. If this number is smaller than exp(−β ∆E). However. we know the values of the exponents from the exact solution: α = 0. an analytic solution was obtained by Houtappel in 1950. the ﬂip is performed. 10. The change in Pρ is due to the combined effect of the system leaving the state ρ at the next step to enter a state σ . there is an energy cost associated with the spin ﬂip. then we see a sudden ﬂip of the magnetisation which jumps from positive to negative or vice versa. (10. for nonzero ﬁeld. A random number between 0 and 1 is chosen . Then the energy cost or gain associated with ﬂipping that spin is calculated. no analytic solution is possible. then the spin is ﬂipped with probability P = exp(−β ∆E).1) For the case of the two-dimensional Ising model on a square lattice. δ = 15.2 Methods for studying phase behaviour The results given in the previous section for the behaviour of the Ising model can be derived in various ways. Many results concerning spin models can be obtained using Monte Carlo techniques which are performed on a computer. This is one of the most important results obtained in theoretical physics of the 20th century. moreover. that is. and entering the state ρ from any different state σ .

Now we can evaluate the free energy by factorising the partition function: F = −kB ln Z = −kB T ln e−β KqNm This expression can be evaluated as F= K qNm2 − kB T N ln {2 cosh [(Kqm + h)/kB T ]} . 2 2 /2 ∏∑ i si eβ (qmK+h)si . A method for obtaining analytic results is the mean ﬁeld approximation. Note that this expression for the free energy still contains the unknown average magnetisation m. we have T (ρ → σ ) Pσ = . On the Ising lattice. 4 neighbours in 2D and 8 in 3D. We can evaluate this from our mean-ﬁeld Hamiltonian: m = si = eβ (qmK+h) − e−β (qmK+h) = tanh β (qmK + h) . Pρ The Monte Carlo method is ﬂexible in the sense that in principle any dimension and many types of interaction can be treated in this way. It is however important that apart from the ﬁnite size of the system. which we call q. the results are subject to statistical errors and will be not inﬁnitely accurate. the coordination number. j i K K − qNm2 − (h + Kqm) ∑ si − K ∑ (si − m)(s j − m) ≈ − qNm2 − (h + Kqm) ∑ si . j (the number N represents the number of lattice sites). 2 2 i i i. This can easily be done as the partition function has been reduced to that of uncoupled spins. For the (hyper)cubic lattice in D dimensions. T (σ → ρ ) Pρ For the Boltzmann distribution. but in practice. We can rewrite the Hamiltonian in the form: H =K ∑ (si − m + m)(s j − m + m) − h ∑ si = i. but always boils down to replacing the interactions between a particular particle and its neighbours by the average value of the interactions between that particle and all its neighbours.71 where T (ρ → σ ) is the probability to go to state σ provided the system was in a state ρ . In the last expression.2). see ﬁgure 10. each site has a number of neighbours. interacting with a ‘ﬁeld’ which incorporates the contribution from the average magnetisation. This approximation occurs in many different forms. which does not depend on i for a homogeneous Hamiltonian (we assume the Hamiltonian satisﬁes periodic boundary conditions so that a site on the edge of the lattice couples to the corresponding site on the opposite edge. no systematic approximation is introduced. eβ (qmK+h) + e−β (qmK+h) . the coordination number is 2D which gives indeed 2 neighbours in 1 dimension. we have Pσ = exp −β (Eσ − Eρ ) = exp (−β ∆E). We shall now sketch the mean ﬁeld approximation for the Ising model. If the probability distribution Pρ becomes stationary. we have neglected the quadratic contribution of ﬂuctuations of the magnetisation around its equilibrium value. We want to ﬁnd the average magnetisation m = si . where si is the average value of the spin.

it turns out that the m = 0 corresponds to a higher value of the free energy than the nonzero values.5 -1 -1 -0.72 Figure 10.5 Figure 10. We see that the number of such points depends on the value of qJ.5 1 0. Which of these three points will the system choose. For qJ < 1.2: Periodic Boundary conditions in the Ising model. and still the point at m = 0. except for the location of the critical point. which give an equal value of the free energy.5 0 -0.25 in two dimensions. which is 0. the two should be the same. Considering the free energy. m is the average magnetisation which we imposed before evaluating the very same quantity.3: The self-consistency relation for the Ising model for different values of the parameter qJ = β qK. the system will choose one of these two. Therefore. at m = 0. there is only one intersection point. which now lies at β K = 1/q. which we have evaluated as the result on the left hand side. there are three such points. 1. Obviously.5 0 0. The self-consistent values for the magnetisation correspond to acceptable values. In ﬁgure 10. we show the leftand right hand side as a function of m for h = 0 and for different values of the parameter β qK ≡ qJ. two of which have opposite nonzero values of m. . We see that this is a self-consistency relation for m: on the right hand side.3.5 1 qJ= 2 q J=1 q J= 0. For qJ > 1. The phase diagram is therefore the same as the one described in the previous section.

The magnetic susceptibility is deﬁned as χ= ∂m ∂h . ordinary critical points have indeed β = 1/2. quite different from the exact result β = 1/8 for 2D (see above). It turns out that for dimensions greater than four.73 We can now calculate the critical exponents for the Ising model. we neglect correlations. Tc Thus we see that the exponent β is found to be 1/2. the exponent β is 0. 1 − m2 . T Differentiating the self-consistency relation at arbitrary T with respect to h and then putting h → 0 yields Tc 1 χ= χ+ 1 − m2 . This means that we must set qJ = 1 and then include the magnetic ﬁeld into the expression for m and see how the latter varies with h. In higher dimensions (or when a spin has very many neighbours) these correlations become less important and the mean ﬁeld result becomes more and more reliable. . Above. hence γ = 1. . This means that the values of the neighbours of a + spin differs from those of the neighbours of a − spin.324. It seems that the mean ﬁeld approximation can cause large errors in the exponents. irrespective of the value of si . giving δ = 3. 3 from which we obtain. m = 0 and we see that χ ∼ |T − Tc |. We can expand the tanh function on the right hand side: 1 m = qJm − (qJ)3 m3 + . Now we study how m varies with h at the critical point. First we analyse the magnetisation as a function of temperature. to be compared with γ = 7/4 for the 2D Ising model on a square lattice. writing qJ = Tc /T : √ m = ± 3 1− T . which is already quite a bit closer to the mean ﬁeld value. kB T 3 kB T 1/3 . we have however replaced these values by m. Mean ﬁeld theory is very successful in systems with long range interactions. the mean ﬁeld approximation becomes better with increasing dimension. The reason behind this is that in the mean ﬁeld approximation. to be compared with δ = 15 for the 2D Ising model on a square lattice. In general. For 3D. The procedure is similar to that followed in calculating β : we simply must replace qJm by m + h/kB T m = (m + from which it follows that m= 3h kB T 1 h 3 h ) − (m + ) . T T from which we have χ= For T > Tc . Now let us calculate the other critical exponents. kB [T − Tc (1 − m2 )] .

Finally. bx rx rx . with a typical length scale. At the critical point. we have Ch = 3 KqN 3 = kB N. using the absolute value on the left hand side is not justiﬁed as the expression on the right hand side is anisotropic. If the correlation function decays with a given exponent ξ . 2 Tc 2 This tells us that the critical exponent α = 0. the calculation of the exponent proceeds a bit differently. Z {i} Note that now. the correlation function changes from exponential to algebraic: g(r) ∼ 1 . First we note that the energy for h = 0 is given by ∂βF 1 E= = − KqNm2 ∂β 2 where we have used the self-consistency relation to replace the tanh occurring in the second term by m. which is called the correlation length. a rescaling of the physical space will change the correlation length accordingly. which is the same as in the 2D Ising model on the square lattice. The behaviour of correlations is generally seen from the correlation function This function is deﬁned as 1 g(|ri − r j |) = si s j = ∑ si s j exp(−β H). The shape of the correlation function is nearly always exponential. The distance ξ over which the correlations decay increases when the critical point is increased. For T < Tc . rx where x is another example of a critical exponent. it does not change its shape under a recaling r → br: g(br) ∼ 1 1 1 ∼ . The term m2 is the value which we expect for long distances: the average values of the spins si and s j are not correlated and equal to the single-site average m. The speciﬁc heat is calculated as Ch = 1 kB (Tc − T ) ∂E ∂T = 0 for T > Tc . χ= which again leads to γ = 1. For short distances. we have an algebraic decay of the correlation function.74 For T < Tc . and the absolute values are justiﬁed. i and j are not necessarily neighbours. h where we have used the fact that m = 0 for T > Tc . For longer distances however. ξ : g(r) ∼ exp(−r/ξ ) − m2 . We have m ≈ putting this into the above equation leads to 3/Tc (Tc − T )1/2 . we consider the exponent of the speciﬁc heat. we have seen above that the correlation length diverges near the transition point according to a scaling law with the critical exponent ν = 1. In fact. the correlation function becomes more or less isotropic. If however.

j . An Ising model at the critical point is an example of a fractal structure. We then have F = rm2 + sm4 . Cutting off the expansion beyond the fourth order term. Note the difference with the mean ﬁeld approximation: there we started with calling m the average magnetisation which was to be calculated.or down directions. ′ {si } i. the magnetisation is small. instead of temperature. . we see that F = −hm − kB T ln ∑ exp J ∑ si s j . Fractals are examples of scale-invariant objects. When we evaluate the partition function. but we must restrict ourselves to those conﬁgurations for which the total magnetisation sums up to Nm. F = −hm + q + rm2 + sm4 + . Therefore. . the picture looks the same. . depend on temperature.4 we show F(m) for several values of q. we can no longer sum over all possible conﬁgurations with si = ±. j Note that the second term should be even in m as it does not have any preference for up. in order for the free energy to be acceptable. From the expression for the free energy: F = −kB T ln Z. We see that for r > 0 there is only one minimum of the free energy at m = 0. and we would not notice the anisotropy of the lattice at short scales. Close to the critical point.75 This behaviour is a manifestation of the fact that the system is scale invariant. . here we ﬁx a priori the magnetisation to its predeﬁned value. . we should have s > 0. if we now relax the value m. states which correspond to a minimum of the free energy. A system at ﬁxed temperature will occupy. s. . with s > 0. The parameter q furthermore can be set to zero by a suitable redeﬁnition of the zero of energy. This . we prefer using the reduced temperature t as a parameter: t= T − Tc . We furthermore study ﬁrst the case where h = 0. Tc Close to the critical point t is small. and we may expand the free energy in m. The Taylor coefﬁcents q. 10. In fact. the free energy as calculated from this partition function is the free energy evaluated for the particular value of the magnetisation we started with. with Z= {si } ∑ ′ exp J ∑ si s j + bm i. If we would look at an Ising model from a distance from nearby. we know that the minima of F as a function of m correspond to equilibrium. In ﬁgure 10.3 Landau theory of phase transitions Suppose we ﬁx the magnetisation of our Ising model to the value m. r. which as usual does not affect the physics of the problem. where b = β h and the primed sum denotes the restricted sum over the conﬁgurations with magnetisation m. Note that r and s are functions of the temperature t. otherwise the free energy would be lowest at large m which is clearly invalid close to the critical point. If we do so. at its equilibrium.

Usually. we would expect this magnetisation to vary linearly with h. For example.76 8 7 6 5 4 F 3 2 1 0 -1 -3 -2 r >0 r =0 r<0 m s -1 0 1 ms 2 3 m Figure 10. This exponent tells us how the magnetisation varies with h at the critical point for small magnetic ﬁeld. for small t: m ∝ t 1/2 . Another exponent that we can ﬁnd is δ . as it can be shown that the mean ﬁeld free energy can be expanded in a series which is equal to the Landau expansion. where ms is the value of the spontaneous magnetisation. but here we ﬁnd a different behaviour. as in the mean ﬁeld approach. From the Landau theory. At the critical point. where r1 . r = 0. Substituting the . s = s0 + s1t. . Around t = 0. We see that m ∝ h1/3 .4: The free energy in the Landau expansion for various r. We know that criticality corresponds to t = 0 and r(t) = 0. The minimum of the Landau expansion for the free energy is found at m = ± expansions for r and s we obtain. We assume that r1 is nonzero. 2 −r 2s . hence β = 1/2 the same as in the mean ﬁeld approximation. the mean ﬁeld values are found. Also for the other critical exponents. the exponent β is found by analysing how m goes to zero when t approaches 0. we can again derive the critical exponents. so F varies with m as F = −hm + sm4 . We see that the critical exponents from the Landau theory and for the mean ﬁeld approach are the same. s0 and s1 are some constants which do not depend on t. just as in the mean ﬁeld theory. minimum turns into a maximum for r < 0 and is accompanied by two minima at ±ms . so that δ = 3. This is not surprising. The assumption is that the Taylor coefﬁcients are regular functions of t. r and s behave as r(t) = r1 t. Taking the expression found above: F= K qNm2 − kB T N ln {2 cosh [(Kqm + h)/kB T ]} .

deﬁned as g(r) = m(r0 )m(r0 + r) − m(r0 ) 2 . This means that we have a term . we have. As we are interested in phenomena close to the critical point. . For a homogeneous system. even in the presence of an external ﬁeld. but still large enough to contain many spins (in the case of a gas/liquid. these subvolume must contain many particles). we now formulate a mesoscopic form of this theory. the ﬂuctuations of the magnetisation must be considered as well. . We therefore obtain a consistency criterion fo this theory. with q = −kB ln 2. The idea behind this formulation is as follows. the term on the right hand side does not depend on r0 . . This is important because the integral over the correlation function is precisely the term which was neglected in the mean ﬁeld theory.77 and expanding this in terms of m.4 Landau Ginzburg theory and Ginzburg criterion In order to obtain more insight into the approximations made in formulating the Landau theory. In reality. . where r and r′ are the coordinates of neighbouring cells. r = Kq(1 − Kq/kB T ). We take a magnetic ﬁeld which only couples to the spin located at r = 0. and within each cell. However. Note that the magnetic ﬁeld h varies with position. moreover. In the Landau theory it is assumed that the free energy is determined by the average value of the magnetisation. Therefore. Then the average spin in such a cell is a continuous variable which we shall call m(r): r is the location of the cell. writing up such a Hamiltonian for each isolated cell. this contribution can be cast in the form α m(r′ ) − m(r) + β m(r′ ) − m(r) + . it will not depend on the sign of that difference. which is beyond the scope of this course. 2 4 This form of the Hamiltonian reproduces the results of the previous section is m(r) does not vary with r. The correlation function with the Landau-Ginzburg Hamiltonian is found as follows. after replacing the difference by a gradient and integrating over the volume: H= k [∇m(r)]2 + h(r)m(r) + rm2 (r) + sm4 (r) d 3 r. 10. This explains why the mean ﬁeld exponents were recovered in the Landau theory. and m assumes values between −1 and +1. Keeping only the lowest order term in this expansion. u = Kq/3(Kq/kB T )3 . A full calculation of the free energy starting from this Hamiltonian is difﬁcult because of the presence of the m4 term – the way to proceed is by a diagramatic expansion as done in Wilson’s renormalisation theory. This coupling will depend on the difference between the magnetisation in these cells. the energy (Hamiltonian) may be described by a Landau expansion as in the previous section. We divide the volume of the system up into cells which are very small in comparison to the system volume. means that we neglect the couplings between neighbouring cells. The fact that these ﬂuctuations were neglected is an approximation similar to the mean ﬁeld approximation. However. we ﬁnd: F = q + rm2 + sm4 + . The possibility to vary h and m with position enables us to evaluate the correlation function. we are dealing with small values of m(r). we can assume the critical behaviour found in the previous section to be valid and use our new Hamiltonian only to evaluate the correlation function.

we can write m(r) = m0 + hϕ (r). and because g(r) = dm/dh. Substituting this in our differential equation we obtain r ∇2 g(r) − g(r) = k r 2 ∇ g(r) + 2 g(r) = k The solution for these equations is g(r) = where k r −k 2r −r for T < Tc (r < 0). For h = 0 we recover the Landau result m(r) = m0 = 0 for T > Tc (r > 0) and m(r) = m0 = For small h. 2 Remember r is a parameter of the Hamiltonian – it does not denote |r|. we may identify ϕ (r) with g(r). 2k 1 −r/ξ e . We ﬁnd m(r) by requiring that only the contribution which maximises the Boltzmann should be counted in evaluating the equilibrium value. ξ= . m(r) = ∏r dm(r′ ) exp {−β [ H ({m(r′ )}) d 3 r + hm(0)]} The correlation function is then given by β g(r) = dm(r) = β [ m(r)m(0) − m(r) m(0) ] dh so if we ﬁnd m(r) as a function of h. 8kπ r for T > Tc and for T < Tc .78 hm(r = 0) in the Hamiltonian. This is the solution m(r) which minimises H ({m(r)}) d 3 r + hm(0). We apply Green’s theorem to the term with the gradients. and require that δ m(r) vanishes at the boundary of the system in order to ﬁnd the equation h −k∇2 m(r) + rm(r) + 2sm3 (r) + δ (r) = 0. we only have to evaluate its derivative in order to ﬁnd the correlation function. Varying m(r) by δ m(r) we have 2rm(r)δ m(r) + 4sm3 δ m(r) + 2k∇m(r)∇ [δ m(r)] + hδ m(r)δ (r) d 3 r = 0. Now we evaluate the magnetisation at some point r (not necessarily at the origin): ∏r dm(r′ ) exp −β H ({m(r′ )}) d 3 r + hm(0) m(r) . 2s 1 δ (r) for T > Tc and 2k 1 δ (r) for T < Tc .

Now we deﬁne the transfer matrix as follows B Tsi . we have m0 = −r/s.5 Exact solutions Another way for studying phase transitions is by exact solutions. The required result enables us now to estimate the term which was neglected in Landau (or mean ﬁeld) approximation: the spatial ﬂuctuation of the magnetisation. we must use r = 0 in the differential equations for g: h ∇2 g(r) = δ (r) k which is recognised as the electrostatic problem of ﬁnding the potential of a point charge. The relative importance of this ﬂuctuation can be estimated as follows: ξ d a g(r)d r ξ 2 d a m0 d r ∼ ξ 1 d a |r|d−2 d r ξ d m2 0 ∼ ξ 2−d .79 Since r is proportional to T − Tc (see previous section). ∼ r m2 0 We see that the ﬂuctuations can safely be neglected for d > 4. For dimension other than 3. so that sN+1 ≡ s1 . Quite a few spin models on regular lattices have been solved exactly. but sketch the ideas and apply them to the simple case of the one-dimensional Ising model. At the critical point. The solution is well known: 1 g(r) ∼ . We can now rephrase the partition function as follows Z = ∑ s1 |T |s2 s2 |T |s3 s3 | . . still yielding η = 0. and we shall refrain from treating them in detail here. |r| which gives an exponent η = 0. 10. . The partition function of this model can be written as Z= {si =±1} ∑ exp J ∑ si si+1 + B ∑ si i=1 i=1 N N = {si =±1} i=1 ∑ ∏ exp (Jsisi+1 + Bsi) . N We use periodic boundary conditions.si+1 = exp Jsi si+1 + (si + si+1 ) = si |T |si+1 2 where we have used Dirac notation in the last expression. we can expect corrections to the classical exponents. which leads to ξ 2−d r−(2−d)/2 = r(d−4)/2 . we see that the critical exponent ν = 1/2. For smaller dimensions. Exact solutions are generally quite difﬁcult to obtain. m2 0 For T approaching Tc from below. the above result can be generalised to g(r) ∼ 1 rd−2+η . |sN−1 sN−1 |T |sN sN |T |s1 {si =±1} .

when the largest eigenvalue becomes degenerate. i. and therefore we have N Z ≈ λ1 . where φ1 is the – normalised – eigenvector corresponding to the largest eigenvalue λ1 of T . . |sN−1 sN−1 |T |sN sN |T |s1 . we obtain φ1 |si |φ1 . The main contribution to the transfer matrix comes from the second largest term in of the ﬁrst part. . The largest (in absolute value) eigenvalue is called λ1 . It is easy to see that T is a real. This eigenvalue is λ2 . |si si si |T . i=1 N For large N.the second term cancels against the ﬁrst and the result is zero. the contribution from the largest eigenvalue will dominate the sum. in that case. so we identify the critical point with the point where the eigenvalues of T become .e. using the fact that ∑s |s s| is the unit operator. This the term in which we replace the part between i and j (the term T j−i ) by the second largest eigenvalue of T. We assume j > i and j − i ≪ N. can immediately be written in the form Z = Tr T N . If we follow the same argument as we used in the calculation of the partition function. It is easy to see that this is given by si = {si =±1} ∑ s1 |T |s2 s2 |T |s3 s3 | . . we are left with gi j = λ2 λ1 j−i | φ1 |s|φ2 |2 − ( φ1 |s|φ1 )2 . We see that g decays exponentially with correlation length ξ = ln λ1 . We now can calculate the average value of some spin si somewhere in the Ising chain. symmetric matrix.80 which. Therefore. Above we have indicated that the critical point is characterised by a divergence of the correlation length. si = φ1 |φ1 φ1 |s|φ1 φ1 |φ1 2 . However. Therefore its eigenvalues are real. Slightly more difﬁcult is the evaluation of the correlation function gi j = si s j − si s j . . λ2 This correlation length becomes inﬁnite when λ1 = λ2 . Then Z = ∑ λiN . Then s1 |T i−1 |si si si |T j−i |s j s j s j |T N− j+1 |s1 − gi j = N λ1 Using again the fact that an expression like this is dominated by the eigenvector with the largest eigenvalue of T . we would replace the transfermatrix by its largest eigenvalue. and the second largest is λ2 etcetera.

Kadanoff has characterised the critical phase by a droplet model. In general. the onedimensional Ising model does not have a critical phase transition. and Frobenius theorem no longer applies. degenerate. within droplets. For the Ising model above the critical temperature. The foregoing description suggests that a critical model is scale invariant. .5. We shall discuss the general ideas behind this theory by considering an Ising model with nearest neighbour coupling J and next . 10. if this becomes inﬁnitely large. Then the transfer matrix becomes inﬁnite. 1964). . The largest droplets are of a size of the order of the correlation length. This theorem tells us that the largest eigenvalue of a symmetric matrix with all positive elements is nondegenerate. this droplet picture incorporates large regions (droplets) of one spin direction. Thus we have droplets. The two dimensional Ising model can be solved exactly using the transfer matrix method (Onsager 1944. but there we see droplets with spin opposite to the direction of the overall magnetisation. The scale invariance of a model at its critical point is the notion which lies at the basis of the renormalisation theory which is described in this section. Baxter (1982) has written a book about exactly solved models in statistical mechanics. a model which has only a ﬁnite number of degrees of freedom in the direction perpendicular to the transfer-matrix direction. . .6 Renormalisation theory Close to a critical phase transition.2 in connection with the divergence of the correlation length and the shape of the correlation function (power law).81 _ + _ + _ + _ + + _ + + _ + _ + _ _ + + _ _ Figure 10. Working out the transfer matrix for the 1D model and its eigenvalues is left as an exercise. never exhibits critical behaviour. Schulz. Therefore. Important in this respect is the Frobenius theorem. For T < Tc the picture is similar. This does not mean that there is no structure characterised by length scales smaller than the correlation length. the correlation length diverges. and these droplets contain in turn smaller droplets with the ﬁrst spin direction etcetera. within droplets. as argued above in section 11. as shown in ﬁgure 10. which contain smaller droplets of the opposite spin. The situation is different in the two-dimensional Ising model.5: Kadanoff’s droplet picture for the Ising model. Mattis and Lieb. the largest of which are of a size comparable to the correlation length.

s2 . Then we can assign an energy to this conﬁguration using the following rule: exp(−β H ′ {tk }) = {si } ∑ e−β H({s })W (tk . whereas i.82 s1 t s3 s2 s’ 1 t’ s’ 2 s4 s’ 3 s’ 4 Figure 10. K space. Speciﬁcally. k denotes the plaquettes. we want to formulate the partition function in terms of new spins which are deﬁned on a lattice with a larger length scale. j si s j where i. the actual value is chosen at random with probabilities 1/2 for both values. We study the model in the J. In a renormalisation transformation we try to formulate the model on a coarser scale. j are the next-nearest neighbour pairs. just as in the ordinary Ising model.6: Example of a coarsening procedure as is performed in a renormalisation transformation nearest neighbour coupling K (including a factor 1/(kB T )): H = −kB T J ∑ si s j + K i. j denotes nearest neighbour pairs. s1 . j ∑ i. • If s1 + s2 + s3 + s4 < 0 then t = −1. s1 i (k) . as in ﬁgure 10. . and W are the probabilities to have a spin t given the values of the four corner spins – these probabilities follow directly from the rules given above: • W (t = 1. si denotes the spins surrounding plaquette k.6. s2 . The coarse spins are denoted as t instead of s. s4 ) (k) (k) (k) (k) where {tk } is a conﬁguration of plaquette-spins tk . Now suppose we ﬁx the values of t on each plaquette. The t-spins are located at the centers of a subset of the plaquettes of the lattice. These values are determined by the values of the spins at the corners of the plaquette according to the following rules: • If s1 + s2 + s3 + s4 > 0 then t = 1. s3 . • If s1 + s2 + s3 + s4 = 0 then t = −1 or 1. s4 ) = 1 if s1 + s2 + s3 + s4 > 0. The spins t can assume the values ±1. s3 .

s4 ) = 1 if s1 + s2 + s3 + s4 < 0. s3 . the plaquette spins will be +1. but with a lattice constant 2a. the weight factors W are zero. In the low temperature phase. a point J. and the small deviating color spots have dissapeared. s2 . Let us however assume that we can approximate H ′ – up to an additive constant – reasonably well by a form similar to H. s2 . as the distance between two neighbouring t-spins is twice that between two si spins. Under a renormalisation transformation. s1 . in the low temperature. If we look at the lattice from a distance so that we no longer distinguish the ﬁne detail. A problem is that the form of H ′ might differ from H. We have now merely deﬁned a new interaction for the tk . {tk } {si } {tk } Now we note that the sum over {tk } of the weights W for any ﬁxed conﬁguration of the four spins (k) (k) (k) (k) s1 . the tk are more likely to assume the majority value than the si . J ′ and K ′ . If we calculate the tk . Then only few spins si might deviate from the majority value. s1 . Then we repeat this procedure over and over. • Consider a point where J and K are large (low-temperature case). s2 . s4 ). This means that in going from the si to the tk . K is mapped onto a new point J ′ . s3 . Therefore. s4 ).83 • W (t = −1. (k) (k) (k) {tk } {si } We can now move the sum over the conﬁgurations {tk } to the right as the term e−β H({si }) does not depend on the ti : ′ (k) (k) (k) (k) ∑ e−β H ({tk }) = ∑ e−β H({si }) ∑ W (tk . • W (t. s2 . Thus. This transformation is the renormalisation transformation. Another way to understand this is to imagine that we color the + spins red and the − spins blue. s2 . Now we show what we can do with this new interaction. How will these points transform? We consider a few special cases. which we take +1 to be speciﬁc. but with different values of the interaction constants. with small spots of minority color. s4 equals 1 (the W have been designed this way). We shall come back to this point later. . K plane. even when an isolated spin si = −1 is found at the corner of the plaquette. the renormalisation transformation causes the temperature to go down. hence the new coupling constants J ′ and K ′ describing the t-spins will be larger than J and K respectively. We calculate the partition function for the tk : {tk } ∑ e−β H ({t }) = ∑ ∑ e−β H({s })W (tk . s3 . s4 ) = 1/2 for t = ±1 if s1 + s2 + s3 + s4 = 0. s1 ′ k i (k) . s3 . It is important to realise that what we have done is a clever scale transformation. We say that we have integrated out all degrees of freedom at length scale of the lattice constant a and are left with a new Hamiltonian of the same form as the original one. {tk } ∑ e−β H ({t }) = ∑ e−β H({s }) = Z. For all other conﬁgurations. K ′ . ′ k i {si } We see that the new spins tk form a model with a partition function which is exactly the same as the original one which was deﬁned in terms of the si . In other words. Therefore it looks like a system at T = 0. s1 . the coupling constants J and K are mapped onto new ones. s3 . Now let us consider the renormalisation transformation in the J. most of the lattice is single-colored (either red or blue). and new values of the coupling constants. the lattice looks either red or blue.

from the high temperature phase. the rescaling has made the patches smaller. because it separates the low. Collecting all this information we have the picture shown in ﬁgure 10. If we coarsen however.7. Again. Obviously. we can see that for J = 0. Points on that line must ﬂow along that line. After a few renormalisation steps. We see that there are three ﬁxed points. We see that the t seem to live in a system at higher temperature than the system of the s spins. The entire separatrix is interpreted as a line consisting of critical points. K = 0 we move to a point where both are positive. so we have a system at inﬁnite temperature. the new spins t on the coarser lattice will assume random values as on the edge there are about as many spins + as there are −. The system will consist of patches of a single color – these patches have a size larger than the lattice constant a because the spins still feel the ferromagnetic interaction. By extending the arguments above for describing the ﬂow in the J. when we look from a distance at a lattice at the lattice consisting of red and blue patches. This means that the edge becomes fuzzier. Now we can imagine what the ﬂow diagram generated by the renormalisation transformation in the J. Then there is a third ﬁxed point on the separatrix. the small couplings J and K transform into even smaller values J ′ and K ′ . K plane looks like: there is a ﬂow towards the origin J = K = 0 and there is a ﬂow towards inﬁnity J = K = ∞. and in the end they have the same size as the (new) lattice constant. we see in the end a mixture of red and blue. Two of these (at zero and inﬁnity) are so-called trivial ﬁxed points where the physics of the model is easy to understand and relatively trivial. • At high temperatures. K plane. the two attraction basins must be separated by a line. and the reverse is also true: from the point J > 0. the edges have become broader and broader and ﬁnally these regions where the t spins are randomly +1 or −1 cover the whole lattice. a positive coupling J will be generated in the renormalisation transformation. . called separatrix. the effective couplings J and K are weak. Both ﬁxed points have an attraction basin which is the region of points which ﬂow eventually towards the ﬁxed points.7: Renormalisation ﬂow. in other words. We therefore have opposite ﬂows towards two ﬁxed points. near the edges of such a patch. The average spin value is 0 – there is no net magnetisation. or. K > 0.84 K J Figure 10. in other words.

K )−C . we have only discussed the mechanics of the renormalisation transformation but have not derived any useful result from it. we consider the partition function in more detail. K ∗ + ∆K) −→ (J ∗ + ∆J ′ . Now let us analyse the behaviour of the transformation close to the (nontrivial) ﬁxed point. We can analyse the transformation of the correlation in a similar fashion. However. essentially invariant. say λ . One of these. To describe the behaviour near the ﬁxed point. we linearise the renormalisation transformation.K) = {tk } ∑ e−H (J . ′ ′ ′ ′ ′ ′ The constant C is the difference between the original and the renormalised Hamiltonian. This constant also depends on J and K. as shown above: e−β N f (J. Points on the separatrix ﬂow to that point under the renormalisation transformation. If we diagonalise the matrix A. The renormalisation transformation leaves the physics at length scales beyond the scales over which we have integrated out the degrees of freedom. K). we have RT (J ∗ + ∆J. To proceed. K ∗ + ∆K ′ ). whereas points in a direction perpendicular to that line ﬂow away from the ﬁxed point. There is a clear relation between N and N ′ : N ′ = N/2d as can be seen directly from the renormalisation procedure. or in terms of the coarsened spins tk .85 So far. This means that the corresponding eigenvector lies along the . J)/l. If we call the coordinates of the ﬁxed point J ∗ . corresponds to the points on the separatrix and will be smaller than 1. To keep the discussion general. the free energy per spin f = F/N (for N spins) satisﬁes: e−β N f (J. λ and µ . The free energy is related to the partition function by F = −kB T ln Z. and call it l. we must realise that the latter scales with l. To ﬁrst order in ∆J and ∆K. The result we can infer for the free energy per spin is: f (J. where A is a 2 × 2 matrix whose elements do not depend on ∆J and ∆K.K )−C = e−β N f (J .K) = Z(J. if we measure the correlation length in units of the grid constant. K) = l −d f (J ′ . ∆J ′ and ∆K ′ can be written as ∆J ′ ∆K ′ =A ∆J ∆K . we relax the rescaling constant 2 to assume any value larger than 1. so ξ (K ′ . K ∗ . Now we can write Z as the partition function of the Ising model either in terms of the ‘original’ spins si . Therefore. K ′ ) + c where c = kB TC/N. so the correlation length does not change under the renormalisation transformation. we ﬁnd two real eigenvalues. J ′ ) = ξ (K.

1).t and h. Scaling ﬁelds with positive indices are called relevant. Therefore. as varying the temperature corresponds to moving on a straight line through the origin. we have ξ (s. corresponding to a positive scaling index (eigenvalue > 1) and a negative scaling index (eigenvalue < 1). We have seen that near a ﬁxed point.t) = l n ξ (l ny s. 1) ≡ A t 1/z . Now there exists an important theorem by Wegner which says that the eigenvalues λ and µ must have the following dependence on l: λ = l y.t) = t −1/z ξ (0. t (n) = l nz t. and those with index 0 are called marginal. For the correlation length we therefore have: ξ (s. we have ξ (s. the behaviour at long length scales of these points is dominated by the properties of this ﬁxed point. Since λ < 1 and µ > 1. Tc and we see that the critical exponent ν is given by 1/z. Note that any point on the separatrix moves under the renormalisation transformation eventually to the ﬁxed point. Other critical exponents follow from a similar analysis of the free energy. l nzt). We call these scaling ﬁelds s (corresponding to λ ) and t (corresponding to µ ). From the renormalisation ﬂow plot. those with negative indeces are irrelevant. We therefore can identify t= T − Tc . Note that the corresponding scaling ﬁeld must be relevant. we must have y < 0 and z > 0. Note that close to the critical point. The other. K. For t → 0. there is an outward ﬂow. we can infer thet t must be related to the temperature. The corresponding eigenvectors are called Wegner scaling ﬁelds. we have three scaling ﬁelds. µ . The indices y and z are called scaling indices. B). will be larger than 1 and the corresponding eigenvector lies in the outﬂowing direction. µ = lz. and using the fact that y/z < 0 (see above). To analyse these exponents.t) = t −1/z ξ (t −y/z s. J and K can be reparametrised in terms of s and t. Choosing now n such that l nzt = 1. it is useful to expand the parameter space to include the magnetic ﬁeld B (including the factor 1/kB T ): f = f (J. which we denote as s. as the magnetic ﬁeld breaks the symmetry and destroys the critical .86 sepatrix at the ﬁxed point. Therefore. Repeated application of the transformation leads to the rule: s(n) = l ny s.

we see that Ch ∝ t d/z−2 . which. ht −v/z ). as we know. We call the scaling ﬁelds s. From this expression we can derive the critical exponents in terms of the scaling indices.t.87 behaviour.t.g. as these determine the critical properties. The interpretation of these ﬁelds is as follows: • t corresponds to the temperature. the ratio) of J and K. The direction corresponding to h is perpendicular to the plane of the renormalisation ﬂow plot in ﬁgure 10. Therefore we have fsing (s. so the exponent β is found as β = (d − v)/z. t and h.t. Again we take l nz t = 1. • h corresponds to the magnetic ﬁeld. and therefore these points would be critical. We have seen before that the free energy per spin transforms as f (s. is not the case. we have fsing (s.7. we destroy the criticality. we calculate the exponent α for the speciﬁc heat per particle. h) = l −d f (s′ . l nv h).t ′ . . l nz t. We call v the scaling index. h′ ) + c(s. • s corresponds to a particular combination (e. ±1. a judicious change of both J and K keeps the system at the critical point. If we are at a critical point and change either the temperature or the ﬁeld. h=0 The contribution to the magnetisation arising from the singular part of the free energy is therefore m ∝ t d/z t −v/z . h) = t d/z f (st −y/z .t. ∂f ∂h . We may ﬁrst note that again st −y/z will approach 0 (see the discussion concerning the correlation length). However. h). there would be points corresponding to nonzero ﬁeld which would ﬂow to the ﬁxed point.t. If it were irrelevant. First. Ch = ∂ t 2 h=0 Restricting attention to the singular part of f . Recall that the magnetisation is given by m= α = 2 − d/z. associated with h. We now neglect c(s. This is found from the free energy per particle as ∂2 f . After n renormalisation transformations. h) = l −nd fsing (l ny s. h) as this is a regular function. and we are interested in the part of the free energy which contains singularities. so that The exponent β describes the behaviour of the magnetisation when the critical temperature is approached from below.

v . In order to do this properly. Therefore we have ξ (t) 1 χ ∝ t (d−2v)/z = rd−1 dr. where the correlation length ξ is large but ﬁnite. fsing (s. decays algebraically with distance at the critical point. d −v A different kind of analysis enables us to ﬁnd the critical exponent associated with the correlation function. close to the critical point.88 For the susceptibility exponent γ .t. g(r)d d r ≈ ∑ s(0)s(r) − N s(0) 2 . Now the exponent η can be derived by evaluating the contribution from the algebraic component of g(r) in the integral. dh ∂h Finally. the exponent δ describes how the magnetisation varies with the applied magnetic ﬁeld. and that. which. we choose n such that l nv h = ±1. δ= g(r) ∼ 1 . we see that ∑r s(r = 0) exp [H0 ({s(r)}) + h ∑r s(r)] ∑r s(r = 0) ∑r s(r) exp [H0 ({s(r)}) + h ∑r s(r)] −N ∑r exp [H0 ({s(r)}) + h ∑r s(r)] ∑r exp [H0 ({s(r)}) + h ∑r s(r)] 2 χ= . and the second from the denominator in the expression for m. d−2+η r a . We recognise the right hand side of this equation as g(r)d d r. r where use has been made of the translation invariance of the system. we ﬁnd χ= and we have dm ∂ 2 f = 2 ∝ t d/z t −2v/z . we must realise that the algebraic decay sets in beyond a distance of the order of the lattice constant a. rd−2+η Now we note that the susceptibilty χ is related to the correlation function by the relation χ= This relation is derived as follows. h) = |h|d/v f (s|h|−y/v . The decay is deﬁned in terms of a critical exponent η : yielding γ = −(d − 2v)/z.t|h|−z/v . but vanishes beyond. this decay persists up to the distance ξ . as we anticipated above. In order to ﬁnd this exponent. g(r)d d r. Given the fact that the magnetisation is given as ∑ s(r = 0) exp [H0 ({s(r)}) + h ∑r s(r)] m= r ∑r exp [H0 ({s(r)}) + h ∑r s(r)] and using χ = dm/dh. Then. where the ﬁrst term derives from the numerator. ±1). so that m = |h|d/v−1 .

The important notion here is that adding irrelevant ﬁelds leaves the critical exponents unchanged. we have seen that the critical behaviour is governed by the positive scaling indices z and v. Inspecting the expressions for these exponents. . β = 1/2. γ = −(d − 2ν )/z. and on this line. we see that so that t (d−2v)/z ∝ ξ 2−η ∝ t (η −2)/z . It is clear that the critical exponents of the Ising model (α = 0. η = d + 2 − 2v. Obviously the effect of the new terms strongly depends on whether they are relevant. • γ = −(d − 2ν )/z. If the terms are irrelevant they have absolutely no effect on the critical exponents. γ = 7/4 satisfy these scaling relations for d = 2 whereas the mean-ﬁeld or Landau exponents (α = 0. From this. have the same critical behaviour. so α + 2β + γ = 2. • β = (d − v)/z. • α = 2 − d/z. If the new ﬁelds are relevant. 10. δ = 3. The class of models which is governed by one and the same ﬁxed point is called the universility class of the system. If they are marginal. i. as the integrand depends only on r. η = 1/4. Therefore. η = d + 2 − 2v. All the models which differ from the original one by irrelevant terms. β = (d − v)/z.89 where the angular degrees of freedom have been separated out from the integral. There are only two such ﬁelds. the critical exponents may vary. so the total parameter space of the model acquires extra dimensions. then their presence will move the system away from the critical point under the renormalisation transformation. the indices corresponding to the relevant scaling ﬁelds. ‘New’ here means that they cannot be expressed in terms of the interactions and ﬁelds already present in the Hamiltonian. we have • ν = 1/z. ν = 1/2. η = 0) satisfy these relations for d = 4.7 Scaling relations In the previous section. so dν = 2 − α . the exponents must be related among each other. α = 2 − d/z. ν = 1/z. and from ξ ∝ t −ν = t −1/z . β = 1/8. These new terms then have their own parameters. this means that the ﬁxed point lies on a line of critical points. ν = 1. δ = 15.8 Universality Suppose that we add new interactions or ﬁelds to the Hamiltonian. but there are six critical exponents.e. δ = v/(d − v) so β (δ − 1) = γ . irrelevant or marginal. so γ = (2 − η )ν . γ = −(d − 2ν )/z. 10.

The plaquette spins are chosen according to the majority rule: the plaquette spin is the same as the majority of spin values at the three corners of the plaquette.90 t t’ Figure 10. e ′ (J). since both plaquettes have four possible conﬁgurations given their majority spin. which leads to the following explicit form of J J′ = e8J + 3e4J + 2e2J + 3 + 6e−2J + e−4J 1 ln . Therefore.−) . The transformation is shown in ﬁgure 10. We take for the interaction only nearest neighbour couplings into account. calling the plaquette spins ti we have a Hamiltonian of the form Hrenormalised ({ti }) = ∑ J ′tit j .8: The renormalisation transformation for the triangular lattice in 2 dimensions. For opposite spins we have e−β H(+. we consider the Ising model in two dimensions on a triangular lattice.+) e2J = −H(+. H includes the factor 1/kB T = β . then the sum of the Boltzmann weights corresponding to all possible conﬁgurations.+) = e8J + 3e4J + 2e2J + 3 + 6e−2J + e−4J . 10. 2 2e4J + 2e2J + 4 + 6e−2J + 2e−4J .8. given that the two + values of the plaquette spins is e−H(+.9 Examples of renormalisation transformations As an example of a renormalisation transformation. Two neighbouring coarse plaquettes are arranged as shown on the right hand side of ﬁgure 10. If both plaquette spins are positive. The total number of weights on the right hand side adds up to 16. i. and take the magnetic ﬁeld equal to zero. The reason we choose this lattice is that the transformation is simpler than for the square lattice.8. j where J ′ obviously includes the factor −β and where the renormalised coupling constant J ′ is given by the requirement ′ e−H(+.−) = 2e4J + 2e2J + 4 + 6e−2J + 2e−4J .

These are excitations of the form θ (r) = A exp(ik · r) . 10.5 Figure 10. which describes the roughening of a crystal surface with increasing temperature.9. It then follows directly that the scaling index z = 0. The ﬁrst type of excitations are spin waves. the renormalised coupling constant is plotted as a function of J. In ﬁgure 10. the model can be mapped onto a roughening model. The slope of the plot of the function J ′ (J) turns out to be 1. The Hamiltonian of the model is given by H = −K ∑ cos(θi − θ j ).91 1 0.544 – this is the value of the eigenvalue λ .8750).79. There is a ﬁxed point at the value J ≈ 0.5 0 0 0.02 (exact value 1. This model has physical realisations in superﬂuid helium ﬁlms and arrays of superconducting islands separated by Josephson junctions. this procedure can be extended straightforwardly to encompass larger and larger clusters (Niemeyer and Van Leeuwen) and the values obtained in this way are within less then a percent of the exact ones. The behaviour at low temperatures of this models is dominated by two types of excitations. to be compared with the exact value of 1.0. Moreover.10 Systems with continuous symmetries Another example of a system for which a renormalisation transformation can be carried out is the XY model. Moreover. All in all these values are encouraging. It is straightforward to include the magnetic ﬁeld into this renormalisation procedure.9: Renormalised coupling constant J ′ as a function of the original coupling constant J of the Ising model.10). The model is formulated on a 2D lattice. j This Hamiltonian favours the spins to be aligned (θi = θ j ). i.274. This leads to a scaling index for the magnetisation of 2. the degrees of freedom have a 2π periodicity: they can be viewed as the angles of unit vectors which in turn can be considered as ‘planar spins’ (see ﬁgure 10.365. The exact solution for the Ising model on a triangular lattice gives a value 0.

Then. k Therefore. ny ). i k . 0 we obtain ˜ ˜ x ∑ [θ (ri ) − θ (ri + aˆ )]2 = ∑[2 − 2 cos(akx )]θ (k)θ (−k). ˜ θ (ri ) = ∑ θ (k)e−ik·ri .10: The XY model with planar spins on a square lattice.0 . We set 1 ˜ θ (k) = ∑ θ (ri )eik·ri L i where we assume that we are dealing with an L × L square lattice. with wavelengths 2π /|k| much larger than the lattice spacing a. j 1 1 − (θi − θ j )2 . Keeping the second term leads to the so-called Gaussian model. as the Boltzmann factor has a Gaussian form. The Gaussian model can be solved exactly by Fourier transforming the variables θi . . Using the fact that.92 Figure 10. since k assumes the values k = we have ∑ eik·r i i = N δk. In that case we can approximate the cosine occurring in the Hamiltonian by a quadratic expression: H ≈ −K ∑ i. 2 The ﬁrst terms in the square brackets add up to a constant which does not inﬂuence the model. we obtain 2 x ∑ [θ (ri ) − θ (ri + aˆ )] i 2 =∑ i x ˜ ∑ θ (k) e−ik·ri − e−ik·(ri +aˆ ) k 2π aL (nx .

We see that the two integrals factorise. We see that the expressions in the numerator and denominator factorize. Jk2 The Gaussian integral gives precisely the same result as the corresponding Gaussian integral occurring in the denominator. e i(θr −θ0 ) = e i N ∑k (eik·r −1)θk = ∏k d θk eiµk θk e− 2 ∑k k J 2 |θ |2 k 2 ∏k d θk e− 2 ∑k k J 2 |θ k| with µk = eik·r − 1.93 Including the terms which are neighbours along the y direction. For the integral over X we have e2iµ1 X e−Jk 2X2 dX = exp −Jk2 X − i µ1 Jk2 2 exp − 2 µ1 . we can evaluate this expectation value. we realise that θ (−k) = θ ∗ (k) and similar for µk . the partition function can be written as Z= ˜ ∏ θk exp −∞ k ∞ J 2˜ ˜ k θ (k)θ (−k) . the model is critical for all temperatures! This can be seen by working out the correlation function cos[θ (r) − θ (0)] = ei[θ (r)−θ (0)] (the sin term disappears as a result of antisymmetry). Jk2 . For the numerator we can work out a factor. Surprisingly. and taking |k| small. Finally. 2∑ k Deﬁning J = β K. we have H =− K ˜ ˜ k2 θ (k)θ (−k). which now runs over half the reciprocal space only. Jk2 For the free energy we then ﬁnd F = −kB T ln Z = −kB T ln 2π 3 d k. 2 This is a product of Gaussian integrals which can be evaluated analytically to yield Z=∏ k π . As the action (Hamiltonian) is quadratic in θk . the result is exp − 2 µ1 . Jk2 The integral has a lower bound corresponding to 2π /(La) and an upper bound of 2π /a. we combine the integrals over k and −k into a single integral over k. to obtain ei(µk θk +µ−k θ−k e−Jk 2 θk θ−k d θk = e2i(µ1 X−µ2Y ) e−Jk 2 (X 2 +Y 2 ) dX dY. We write θk = X + iY and µk = µ1 + iµ2 . We refrain from working it out but emphasise that this free energy is an analytical function of temperature (which is hidden in the parameter J) so there is no phase transition. so after dividing this factor out. Furthermore.

The energy of such a vortex can be calculated as follows. we obtain g(r) = exp − |µk |2 2 − 2 cos(k · r) 1 1 . the spin waves can be formed at such low energy cost that they will destroy any attempt to build up a real ‘long range order’. the XY model can exhibit excitation of a vortex character. Consider a circle of radius a around the center of the vortex. First we study a single vortex as in ﬁgure 10. The solution of this equation is 1 f (r) = ln r. In fact. Jk2 2 µ2 . Jk2 Carrying out the product over k over the entire reciprocal space. π so that we ﬁnd for the correlation function g(r) = g(r) ∝ e− ln(r)/(2π J) = 1 r1/(2π J) . the Hamiltonian favours spins to be aligned. in the continuum limit: ∂2 ∂2 + 2 ∂ x2 ∂ y f (r) = ∑ 2 cos(k · r) = 2N δr. However. and realising that the product of exponentials can be written as the exponential of the sum.11. 0 k This is recognised as the Poisson equation for a line charge (or a point charge in two dimensions). we must integrate this for radii up to the order of the system size R. we obtain exp − multiplying both terms gives exp − |µk |2 . The difference between neighbouring spin angles will therefore be 2π /(2π r/a) = a/r. In addition to spin-waves. . and we obtain Etotal ∼ π K ln(R/a). The energy stored in the spins around the circle is therefore E(r) ≈ 2π rK a a2 r 2 ≈ Kπ a .94 For the integral over Y .0 . The number of spins on that ring will be of order 2π r/a where r is the lattice constant. We see that this correlation is critical (power law). in which the expectation value for spins very far apart approaches a constant. This is an example of the Mermin-Wagner theorem (1966) which states that systems with continuous symmetry cannot exhibit long range order. ∑ k2 = exp − 2J ∑ 2J k k2 k Let us call the result of the sum f (r): f (r) = ∑ k 2 − 2 cos(k · r) . r For the total energy. k2 Then.

The entropy associated with a single vortex is proportional to the logarithm of the number of ways we can place the vortex on the lattice: S ∼ kB ln(R/a)2 . It can be rigourously shown that the vortex system behaves as a system of charges in two dimensions. free energy is gained when a vortex is formed.95 Figure 10. e j = ±1. We therefore expect a sudden. A vortex pair of opposite sign has a total energy of Epair = −π Jei e j ln ri − r j where ei . the system will for charge dipoles and therefore be an insulator. We see that for low temperatures. we ﬁrst note that a vortex centered at r0 is described by a solution of the equation: ∇ × ∇ [θ (r)] = ±2πδ (r − r0 ). The vortex system can be described by a so-called Coulomb gas in two dimensions: this is a gas consisting of charges which ﬂoat on the lattice. it costs free energy to build up an isolated vortex. To see what the situation is like in the two-vortex case. two vortices have a ﬁnite energy (as opposed to a single vortex) and the entropy helps these pairs to proliferate at low temperatures.11: An isolated vortex in the XY model. whereas for high temperatures. Beyond a transition temperature of the order of Tc = π K/(2kB ). Therefore. The free energy of a single vortex can therefore be estimated to be F = E − T S = (π K − 2kB T ) ln(R/a). spontaneous proliferation of vortices when the temperature exceeds a particular value. which we associate with a phase transition. . the dipoles will ‘melt’ and free charges will occur: the insulator becomes a conductor. corresponding to positive and negative charges. The vortices have two possible winding directions. The picture we have developed so far of the behaviour of this model is that at low temperatures.

dl The ﬂow diagram is shown schematically in ﬁgure 10. i. the system becoms a conductor and the potential acquires an exponential form. but with a prefactor given by the dielectric constant. In this phase. the renormalisation equations have the form dJ = −4π 2 J 2 z2 . . dl dz = (2 − π J)z. For high temperatures. The transision point lies at J = 2/π .e. the potential with still be logarithmic. a phase with very low vortex density and a ˜ renormalised coupling constant J. In the low-temperature phase. ˜ This is therefore a critical phase. the correlation function is simply g(r) = exp(−π J˜ln r) = r−π J . Kosterlitz and Thouless have performed a renormalisation procedure to analyse the Coulomb gas model. Deﬁning z = exp(µ ). the renormalisation trajectory brings us to a point with equivalent critical behaviour. the behaviour of the system corresponds to that of a system with an inﬁnite concentration of vortices and high temperature. If the system is an insulator (T < Tc ).96 z π/2 1/J Figure 10. The Hamiltonian is −π J ∑ ei e jV (|ri − r j |) + µ ∑ e2 . Beyond the critical temperature. This is a disordered phase. The transition temperature lies at J˜ = 2/π . This potential is deﬁned as the free energy associated with two inﬁnitesimal charges placed at 0 and r. when free charges can exist. The renormalisation transformation can also be obtained using a self-consistency requirement for the linearly screened. or effective potential. j i The second term is added to have the freedom of changing the chemical potential of the charges.12: Renormalisation ﬂow for the Coulomb gas. as anticipated above on the basis of a simple energy-entropy balance argument.12. Suppose we start at some values for J and z. i i. We see that we end up at z = 0.

These ﬁlms are essentially two-dimensional. The coupling constant is ℏ2 ρ . and they carry a particular density of (quasi)-particles which are all in the same quantum state. On page 63. which is characterised as ψ (r) = a(r)eiγ (r) . Similar phenomena have been observed for coupled arrays of Josephson junctions (Herre van der Zant) and for surface roughening transitions. As we have seen in chapter 10.97 What consequences does this have for physics? We shall describe the vortex physics of superﬂuid helium ﬁlms. m Outside the vortex centres. so we can evaluate the kinetic energy for the superﬂuid fraction as H= mρ 2 u2 (r)d 2 r = s ℏ2 ρ 2m [∇γ (r)]2 d 2 r. we can have vortices associated with a rotation of the phase around a centre where the superﬂuid density ρ (r) = a2 (r) vanishes. This has been conﬁrmed experimentally by Bishop and Reppy in 1978. This implies that the measured superﬂuid density jumps from ρcrit = 2kB T m π ℏ2 to zero. is in fact the superﬂuid density. we have found for the superﬂuid velocity: ℏ us = ∇γ (r). The phases γ (r) have the same property as the degrees of freedom in the XY model. . At the phase transition. J= m kB T What is measured in experiment is the renormalised coupling constant which. This means that the phase can exhibit vortices. the superﬂuid density is roughly constant. as we infer from the last equation. in the sense that they are periodic with period 2π . J˜ jumps from the value 2/π to zero.

This exchange can be formulated in terms of ﬂuxes of the quantity under consideration. we ﬁnd that the thermodynamic properties within this system are equivalent to that of the entire system. If Ai is a conserved quantity (for example particle number. using the divergence theorem. For example. energy) then a change of Ai (a) may take place through two mechanisms: (i) a loss or increase due to Ai ﬂowing to or from neighbouring cells b. dt b=a The quantities Φi represent ﬂuxes: their dimension is the dimension of Ai per unit of time. or other quantities. by exchange of energy.t) = V (a) ρi (t) d 3 r (11. If we consider a system in equilibrium. we must take this Ai to be extensive. we have been exclusively concerned with equilibrium statistical mechanics.1 Introduction Up to this point. We have seen in the beginning of 98 .1).11 Irreversible processes: macroscopic theory 11. The conservation law for quantity Ai can be formulated as dAi (t) = − ∑ Φi (a → b) + Φi (sources → a). as can be seen by expression (11. momentum. in terms of ρi . ∂t 11. Now suppose that Ai can be deﬁned in terms of a density ρi : Ai (a. particles may move from one cell to another [process (i)] or the cell may be connected to a source or drain of particles [process (ii)]. Note that a necessary condition for deﬁning Ai is that the subcell must be much larger than the microscopic length scale (atomic correlation length) and much smaller than the distance over which thermodynamic quantities vary – we then are in the hydrodynamic limit. and identify a subvolume within this system of size (much) larger than the correlation length. Then we may also deﬁne a local ﬂux ji and sourec term σ such that the conservation law above may be formulated. We focus on a particular quantity Ai within subcell a. (ii) a loss or increase due to some source or sink for the quantity Ai inside the cell. this may no longer hold. However. Now consider such subcells inside some larger system. The systems will however tend to equalise these properties. ji and σi : ∂ ρi + ∇ · ji = σi .2 Local equation of state When we want to consider the ﬂow of a quantity Ai in the sense of the previous section. if we are not yet in equilibrium.1) for any cell a much larger than the correlation length. and neighbouring subsystems will have different thermodynamic properties.

∂N T P ∂S = . we see that there exist pairs of conjugate variables.t) d 3 r = S. δS . p) ∂ S(E. is the momentum of the particles in our subvolume. but which is not subject to a conservation law as in the previous section. The energy measured with respect to the system box. we have S(λ Ai ) = λ S(Ai ). We ﬁnd the derivative with respect to the momentum component pi as follows: 0 ∂ S(E.t)γi (r. as are the extensive quantities Ai . δ ρi (r. In more general terms. ∂E T ∂S µ =− . particle number. ∂ Ai As S is extensive. Therefore we have: 0 S(E. this is ∑ i V ρi (r. ∂V T The last relation is irrelevant for our purposes as we do not consider the volume as a ﬂowing quantity.t) = Summarizing. γi : γi = ∂S . Taking the derivative with respect to λ and then setting λ ≡ 1. What may ﬂow. As the distinction between extensive quantities and their intensive. it is convenient to take the entropy as the statistical potential: this potential is deﬁned in terms of extensive quantities and the corresponding intensive quantities can be determined as derivatives of the entropy: 1 ∂S = . p) = S(E − p2 /(2m). one of which is intensive. As an example we may consider the energy. energy and total momentum p. we have S = ∑ Ai i ∂S = γi Ai . will however change by an amount p2 /2m. Note that p is an extensive quantity. we call the conjugate variable of an extensive variable Ai . which is the quantity which ﬂows from one cell to the other.99 this course. however. It can be shown that the entropy does not change when we impart an equal velocity to all particles in our system. intensive variable. Intensive partners of extensive variables are found by taking the derivative of .t) From this. ∂ pi ∂E m T where ui is the mean velocity. and the other extensive. conjugate partners is quite explicit in the study of nonequilibrium and transport. there is a conjugate. we see that γi (r.0 ). which will change in the two cells as a result of energy transport.0 ) pi ui =− =− . that with each extensive variable. so we must consider the entropy for ﬁxed volume. ∂ Ai ∑ i For the local quantities. and its conjugate variable temperature.

As already mentioned. The heat current can be directly derived using the results of the last section: 1 αβ jα . where κ is the thermal conductivity.β In this chapter.t) = −κ ∇ (T ) . 11. We then obtain ∂ T (r. We are usually interested in small deviations from equilibrium. This is ε = cT.eq i jα (r.t)] = 0. b)∂β γ j (r. the heat diffusion is driven by the gradient of the temperature. where c is the speciﬁc heat (per unit volume). or afﬁnity.t) can be related to the gradient of the afﬁnity γi along the cartesian direction α : αβ i. An obvious example is temperature difference which drives the transport of energy.t) − jα (r. j This can be cast into a local form by taking the volumes a and b very small and dividing by the i volume: then the current jα (r. it enters in the conservation equation to give 1 ∂ε + κ T 2∇ · ∇ ∂t T = 0.100 the entropy S with respect to the extensive variable.t) = ∑ LEE ∂β .t) − κ ∇2 [T (r.E (r. T αβ In an isotropic medium the relation between temperature and heat current is given by the familiar relation jE (r. Note that we do not include particle transport. which is the difference of the intensive variable in neighbouring cells and the current Φi (a → b): Φi (a → b) = ∑ Li j [γ j (b) − γ j (a)] .t) = ∑ Li j (a. and in that case we may postulate a linear relation between the driving force. αβ αβ We need a so-called constitutive equation to relate ε to the temperature. The energy density is called ε . The variation of the intensive variable drives the transport of the extensive variable.t). We see that in this case the tensor LEE is diagonal: LEE = κ T 2 δαβ . c ∂t . β for cartesion directions. and together with the expression for the current just derived. j. We assume that energy is the only ﬂowing quantity – this type of transport is called thermal conduction. we shall always use α .3 Heat and particle diffusion We can apply the general analysis of the previous sections to the particular examples of particle and heat diffusion. The conservation law leads to an interesting result. which we assume to be independent of temperature.

(4π Dt)3/2 with D = κ /c. T so that we obtain 1 V =− κT N =n T =n T ∂P ∂µ T ∂µ ∂n = n2 T ∂µ ∂n . ∂ n T κT n2 where κT is the isothermal compressibility. ∂ nLNN n κT T The particle conservation equation then leads to a diffusion equation similar to that for the heat transport obtained above.t) = exp −r2 /(4Dt) . or diffusion equation.101 This is the famous heat. In fact.N (r. For particle diffusion in a system with uniform temperature (i. it is seen that ∂P ∂µ ∂P ∂ (V /N) ∂P ∂n = n. and its deﬁnition is κT = − From the Gibbs-Duhem relation 1 V ∂V . this compressibility indicates how difﬁcult it is to compress a material. The current is related to the gradient of this driving force by the linear response relation: jα . . All in all. we can focus on the particle transport. This relation is 1 ∂µ = .t) = − Hence we ﬁnd D= LNN 1 ∇n(r. T Just as in the previous section. we obtain for the current jN (r. This is driven by µ /T according to the previous section.t = 0) = δ 3 (r) is given as 1 T (r. The solution with intial condition T (r.e.t) = − ∑ LNN ∂β β αβ µ (r. known as Fick’s law.t) = −D∇n. This solution shows that sharp features (delta functions) decay to smooth shapes in the course of time. T which proves the relation used above. which involves another relation between µ and n. ∂P Nd µ + SdT −V dP = 0. This comparison necessitates an additional step. T κT n2 LNN ∂µ = 2 . we may compare this with the familiar expression jN (r.t). no energy transport).t) .

A2 . entropy and so on. The entropy ˜ depends on extensive quantities Ai . The fact that the entropy strives to its maximum is the driving force which causes ﬂuctuations to dampen out. we know that the entropy is not conserved. The analysis proceeds as follows. Therefore. ∑ kB i. Fluctuations correspond to deviations of the Ai from their equilibrium values. there will be an exchange of entropy. which tends to maximise its entropy. non-dissipative currents. The fact that the ﬁrst-order term is not included is due to the fact that S was expanded around its maximum – hence. Fluctuations of a system from the equilibrium state can be related to the transport properties of that system. Obviously. the ﬁrst derivatives are all zero. The latter are associated with an increase of entropy. . . and that it will increase in the entire box. hence energy and momentum are transported through the walls of our imaginary box.and outside. in addition in each box there will be an increase or decrease which is not cancelled by an opposite change in the other box. . AN ) + ∑ 2 i. . The particles will diffuse from the centre to ﬁll the box homogeneously (if we are in the gas phase). . the following expression: γi exp − ∑i j 2j ai a j . . momentum. our imaginary box does not change the physics of the problem. . the ﬂuid now moves. . entropy will move in. . We know however that the net ﬂux. All these currents are therefore reversible. Suppose we have an isolated system. etcetera. and therefore with heat generation. . S(A1 . the enetropy is maximal. momentum. as we are in equilibrium. for example a box surrounding the centre. We shall now analyse the transport problem in a general way. AN ) . . AN ) ˜ ˜ ˜ ˜ ˜ (Ai − Ai)(A j − A j ) + . P(a1 . Recalling that S = kB ln Ω. which says that each of these states is equally probable. j ∂ Ai ∂ A j .102 11. and within the box the ﬂuid is still in equilibrium. . which gives us the change of energy. we have ˜ for the probability of having a state where the quantities ai = Ai − Ai are nonzero. but these currents will no longer be reversible. where Ω is the number of states accessible to the system. . AN ) = S(A1 . We have distinguished reversible and non-reversible currents. The corresponding variation in the entropy can be expanded in a Taylor series: ˜ ˜ ˜ 1 ∂ 2 S(A1 . Now imagine another process in which we place many particles at the centre of a box.4 General analysis of linear transport Suppose we have a homogeneous. we have again currents of energy. . Also. . vanishes. aN ) = ∞ γi j −∞ da1 · · · daN exp − ∑i j 2 ai a j where γi j = − ˜ ˜ ˜ 1 ∂ 2 S(A1 . . A2 . Obviously. . and combining this with the fundamental postulate if statistical mechanics. . . In particular. isotropic ﬂuid at rest and in equilibrium. Now we imagine a box that we move at uniform velocity along the ﬂuid. . . If we now imagine again a box in the system. . A2 . . We call Ai the values for which the entropy assumes its maximum. currents is of particular interest from now on. j ∂ Ai ∂ A j From now on. The problem of non-reversible. but as an exchange does not change the total entropy. we shall conﬁne ourselves to the case where the system is close enough to equilibrium to justify dropping the higher order terms in the expansion. if we divide the system in two parts. or dissipative. entropy. However.

Note that 1 ∂P 1 ∂S = . From this we can derive a simple expression for correlation functions of the ai . This is true at the maximum. We know that the entropy strives towards becoming maximal. in which a current was really associated with the ﬂow of a quantity. The entropy changes in the course of time as ∂S dS = ∑ ai = ai γi . and the afﬁnities are called generalised forces. You may object that the ﬁrst derivative of S with respect to the ai is zero. we have the following relation between the γi and the time-derivative of ai : ai = ∑ Li j γ j . Moreover. How can we translate the above analysis to the problem of currents? . ∂ ai ∑ j Using this we rewrite the result above as ∑ γik k ak a j = kB δi j .103 Note that the fact that S has a maximum implies that the matrix γi j has positive eigenvalues. P ∂ ai kB ∂ ai Taking the average on the left and right hand side with respect to the distribution P we obtain ai ∂S ∂ ai = da1 · · · daN ai ∂S P = kB ∂ ai da1 · · · daN ai ∂P ∂ ai Integrating by parts the integral on the right hand side leads to ai ∂S ∂ ai = −kB . and hence had a direction. and this ﬂow was related to the spatial variation of the afﬁnity [in electrical terms: with the electric ﬁeld = spatial variation of the potential (=afﬁnity)]. ˙ ˙ dt ∂ ai ∑ i i where we have used the deﬁnition of the afﬁnity γi (see above). This change only stops when ∂ S/∂ ai = γi is zero. but near that maximum. The rate of change of ai is often called a current. Now it is however time to object: above. for i = j we ﬁnd along the same lines: ai ∂S ∂aj = 0. we used a different picture. we ﬁnd ∂S = γi j a j . In a linear response Ansatz. and the way to reach this maximum is by changing the values of the ai . ˙ j This equation relates the rate of change of ai to the afﬁnities γ j .

This nontrivial property follows from what is called microscopic reversibility as it reﬂects symmetry properties of microscopic correlation functions which follow from the underlying time reversal symmetry of the microscopic dynamics. Hence we see ˙ that ji ∝ mi . Li j = kB τ From this. momentum etcetera. ˙ ˙ . we arrive at the result: Li j = −1 kB τ ai (t + τ )a j (0) − ai (t)a j (0) = −1 kB τ ai (t)a j (−τ ) − ai (t)a j (0) where we have used time translation symmetry. ˙ ˙ If we take t much larger than the correlation time. Now we consider the expectation value ai (t + τ )a j (t) = ai (t)a j (t) + τ ai (t)a j (t) ˙ = ai (t)a j (t) + τ ∑ Lim m ∂S a j (t) ∂ am = ai (t)a j (t) − τ Li j kB . the present analysis directly carries over to currents and their driving forces. but their ﬁrst moments: mi = V ρi (r. In that case. the slope of A in the increasing direction rα . Now we approximate ﬁnite differences by time derivatives: Li j ≈ 1 1 ai (t)a j (0) = ˙ kB kB t 0 ai (t ′ )a j (0) dt ′ . We see that the linear transport coefﬁcients Li j are found as the time correlation functions of the ﬂuctuations: −1 ai (t + τ )a j (t) − ai (t)a j (t) . We can analyse further the relation between Li j and the correlator. increases. ai (t + τ )a j (t) = ai (t − τ )a j (t) we see that the transport coefﬁcients must be symmetric: Li j = L ji . Now suppose that this moment changes in time.104 The key is to not consider the ﬂowing quantities Ai themselves as variables. Therefore. Onsager received the Nobel prize for this formulation of non-equilibrium transport. This can only happen when there is a net current. particle species. using time-reversibility of the correlation function. we see that Li j ≈ 1 kB ∞ 0 ai (t ′ )a j (0) dt ′ . This relation is used a lot by chemists to construct phenomenological systems of equations which describe exchange of thermal energy.t)r d 3 r. If its α component increases. Suppose we had in the above derivation not multiplied ai (t + τ ) with a j (t) but with a j (0).

Suppose we have a system consisting of ﬁxed scattering centres.105 11. Then we analyse the relation between drift and diffusion within the context of the general formulation. we obtain jE (r. The ﬂowing quantity is the charge. T T −µ 1 jN = LNN ∇ + LNE ∇ . under the restriction that the coupling constants are symmetric according to microscopic reversibility. This implies that LNN ∇ −µ T + LEN ∇ 1 T = 0. and light particles scattering off these centres. we consider ﬂow of energy and current at the same time. In this section we study the simultaneous occurence of such currents. The scattering is considered to be elastic.3. The formalism enables us to directly formulate the currents using the transport coefﬁcients: −µ 1 + LEN ∇ . . Substituting this into the equation for the energy current. the fact they are allowed to move alters the thermal conductivity 1 κT = 2 LEE LNN − L2 NE T LNN with respect to that found in section 11. ∂n where e is the charge of the particles. even when there is no net ﬂow of particles. We now turn to a problem in which there is only a single current. For the particles. Examples of such systems are the scattering of electrons off impurities in a solid. and the current is the familiar electric current. NE We see that. If an electric potential can be considered to be more or less constant over the subvolume. n is the number density N/V and s is the entropy density S/V . However. this effect is indistinguishable from an shift of the chemical potential which in the grand canonical ensemble is a kind of ‘zero point’ energy which is assigned to every particle.5 Coupling of different currents In section 11. the total momentum of the light particles changes at the collisions and is absorbed by the scatterers. which according to the general theory may be coupled. we have studied linear transport of a single quantity: either the energy or the particle density. As a ﬁrst example. which now is driven by the chemical potential and by en electric ﬁeld. Thermal conductivity is the process which takes place when there is no particle current. From this we infer that µ = −T ∂s = µ0 + eΦ. the energy levels will be shifted by that potential.t) = T 2L −1 NN LEE LNN − L2 ∇T. so the energy of the light particles does not change. which are not included in the currents under study. or of neutrons off heavy atoms.3. T T jE = LEE ∇ Microscopic reversibility (the ‘Onsager relation’) tells us that LNE = LEN .

which is an intrinsic quantity. The archetypical material is liquid argon. ∂t . ∂n kB T ∂µ = .t) = T We see that conductivity σel = e2 LNN /T .t) = −e ∇n(r. ne2 This is an example of an Einstein relation which between the diffusion constant D and a transport coefﬁcient σ . We see that the current is composed of a diffusive part. Note that this is a striking result: the way in which particles can diffuse through a medium determines their behaviour under a driving force completely. and transport phenomena on the other – they go under the name of ﬂuctuation dissipation theorems. In section 11. jel (r. During the ﬂow. whereas the diffusion tells us how much the particle positions ﬂuctuate in equilibrium. so we have ∂ ρ (r. at these collisions.106 The current which we calculated in section 11.3. ∂t where ρ is the mass density. equal to that found in section 11. ∂n n D = kB T σel 1 .6 Derivation of hydrodynamic equations In this section. Mass conservation is expressed by the relation ∂ ρ (r. consisting of structureless particles (i.t) + ∇ [ρ (r. we derive hydrodynamic equations. we have seen that D= so that we have D= For an ideal gas. the density will be uniform. ∂n ∂µ T σel /e2 .e. which leads to 11. The current represents the average motion of the particles. In terms of u. There exists theorems which establish general relations between equilibrium ﬂuctuations on one hand. In a stationary system. we have ∂µ LNN .t) + E jel (r.t) − T T T ∂n T where E is the electric ﬁeld. and a drift part which is caused by the electric ﬁeld.t)u(r.3. no electric or magnetic dipoles or charges).t) e2 LNN e e2 LNN ∇Φ(r. These equations describe the ﬂow of a ﬂuid.t) = 0. We conﬁne ourselves to the simplest case of isotropic ﬂuids. however. This can even be put on a more general level: the transport coefﬁcient is related to dissipation (the current generates heat through the resistivity of the material). the particles will collide and exchange energy and momentum. the mass ﬂow is j = ρ u. This then leads to Ohm’s law: e2 LNN E = σel E.3 can directly seen to be modiﬁed: LNN ∂ µ0 (r. We have. We call the average velocity in a small subvolume u.t) = − LNN ∇µ0 (r. and the ﬁrst term vanishes. conservation of momentum and energy (in addition to the trivial particle conservation: the particles do not undergo chemical reactions).t)] = 0.t) + ∇ · j(r.

e. this must be driven by the afﬁnity of the particle number. Now we are left with the viscous tensor Pαβ . da is a outward normal vector to the surface and we have used the divergence theorem to get the second experession. ∂t β After some manipulation. we obtain ρ ∂ uα − uα [ρ ∇ · u + (u · ∇)ρ ]+ ∑ ∂β Pαβ = 0. But the rate of change of the total momentum is the net force acting on the volume. Furthermore we assume that the main contribution to the momentum is due to its own afﬁnity. Both have their own transport coefﬁcient. The conservation of the α -component of the momentum is expressed by ∂ ρ uα + ∑ ∂β Pαβ = 0. ρ uα uβ is called the pressure tensor. Therefore we have S ρ uα ∑ uβ daβ = β V ∂β ρ uα uβ d 3 r = F. P is a tensor containing the viscous forces which change the momentum. This leads to the two possibilities δαβ (∇ · u) and ∂α uβ + ∂β uα . the temperature does not vary in space. Now consider a small volume V within the ﬂuid. we see that ∂ρ + ρ ∇ · u + (u · ∇)ρ = 0. ∂t Now we consider the momentum ﬂow. that is. by µ . 2 3 . we should construct Pαβ such that it be isotropic and symmetric in α and β . that is. Writing out the ﬁrst term and using the mass conservation law. the ﬁrst of these is replaced by the linear combination 1 1 ∂α uβ + ∂β uα − δαβ (∇ · u). i. which. Therefore.107 Working out the gradient. T and uα . where S is the surface bounding V . Based on the general theory. ∂t β Here. has the form ρ uα uβ = Pδαβ where P is the scalar pressure for the isotropic ﬂuid. momentum and energy. We ﬁrst make the assumption that our ﬂuid is isothermal. ∂t β β β The quantity ρ uα uβ is the ﬂow along the Cartesian direction β of the α -component of the momentum. Usually. which are called viscosities. to uα . The momentum density is ρ u. The effect of momentum ﬂow across the boundary is called the pressure. in equilibrium. Finally. The ﬂow of momentum across the boundaries of this small volume determines the rate of change of the momentum inside this volume. the second and third term of this equation can be rewritten to arrive at ρ ∂ uα + ρ ∑(uβ ∂β )uα − ∑ ∂β (ρ uα uβ ) + ∑ ∂β Pαβ = 0. We see that the term occurring in our momentum conservation equation is simply the force.

using a similar analysis. .108 Now we can write down the conservation equations for the momentum: ∂u η 1 η 1 + (u · ∇)u + ∇P = ∇2 u + + ζ ∇ (∇ · u) . we can put P equal to ρ kB T so that this turns into a closed equation. In good approximation. ∂t ρ ρ ρ 3 This is the Navier-Stokes equation for the momentum ﬂow. The ﬂow of entropy and energy can be expressed in a separate equation.

where u is the average velocity (also called the wind velocity) of the subvolume. This motion occurs also in equilibrium. it will take some time before equilibrium is restored. these velocities become equal. The motion of a particle can be split into three contributions: • A motion caused by an external force acting on the particles. and the average distance a particle travels during that time is the mean free path. the particles will be distributed according to the distribution: P(v) = exp −m(v − u)2 /(2kB T )) . i. In this context it is useful to speak of the mean free path. which are clearly the non-equilibrium properties of the system. systems in which the particles move freely most of the time and experience collisions with their counterparts every now and then. τ . from studying the ﬂuctuations in an equilibrium system. where |v| is the average absolute velocity. but if we wait long enough. Two neighbouring subvolumes will have different average velocities. We now focus on dilute systems. The latter are intrinsically outside of the domain of equilibrium phenomena: transport does – on average – not occur in equilibrium. Initially. a local equilibrium will be realised. • A motion on top of the drift. The main message of this chapter is that these three types of motion are strongly related. The meaning of these quantities is related to what happens between two collision events: the average time between two collisions is the free ﬂight time. This is called the drift. and which is the result of thermal ﬂuctuations. which are related according to l = |v| τ . and of the free ﬂight time. Therefore. l. 109 . • A drag induced by the interaction of a particular particle with the other particles.1 Motion of particles Particles move under the inﬂuence of their counterparts. If a system is moved out of equilibrium.e. we can deduce the transport properties. In this chapter we shall concentrate on ﬂuctuations from the equilibrium phase and on transport phenomena. we have restricted ourselves to equilibrium phenomena.12 Fluctuations and transport phenomena Up to this moment. in a small subvolume of the liquid. 12. This means for example that if we stir a liquid.

We want to evaluate the probability ρ (x.1. which is caused by thermal ﬂuctuations kicking the particles in arbitrary directions. A particle is placed on the x-axis and performs a step in some random direction at regular time intervals. The average number of encounters is then given by the volume of this tube times the particle density – see ﬁgure 12.1. The probability density satisﬁes the following equation: ρ (x. and drift caused by an external force. 2 |v| σscat n Diffusion 12.t) + ρ (x − a. based on a Maxwell velocity distribution.t) − 2ρ (x. but the average relative velocity between the particles.110 σ Figure 12. A particle ‘sees’ other particles within a tube of cross section equal to the scattering cross section σscat and of length |v| t. To that end. If we carry out the average for relative velocities. ∂ x2 . We shall derive the diffusion equation for one dimension.t) = α [ρ (x + a. we ﬁnd √ |vrel | = 2 |v| and we have τ=√ 1 . = N |vrel | t σscat n |vrel | σscat n In this formula.1: The volume a particle ‘sees’ when travelling through the system. The probability that at each time step a jump to the left or right is made.t) . We take the step size equal to a and the time step equal to h. The free ﬂight time can be calculated if we know the scattering cross section of the particles in the system. and their average velocity.t)dx of ﬁnding the particle at time t in the interval dx located at x. and we should correct for this. and the particle will remain at its position with probability 1 − 2α . From this we infer directly that τ= t 1 t = .t + h) − ρ (x.1 In agreement with what has been said in the previous section. First we focus on diffusion.t)] ≈ α a2 ∂ 2 ρ (x. their density. we can distinguish two mechnisms for transport of particles through a gas or liquid: diffusion. |vrel | is not the average velocity. is called α . we set up a Master equation similar to that introduced in connection with the Monte Carlo method.

is 1 2 ρ (x. as an extra factor a would have to be included in both the left. and taking α = 1. J = αa . we have 1 2 ρ (r.t) = √ e−x /(4Dt) . with a width which grows proportional to t. The ﬂow to the right is given by D= α aρ (x. (4π Dt)3/2 We can calculate the average square displacement of a particle in one dimension (the average displacement is obviously zero because of symmetry): (∆x)2 = 2Dt. It is obvious that the width should increase in time as the position of the particle should become more and more uncertain in the course of time. in 3D this becomes 6Dt.t) − ρ (x + a. h By interpreting a as the mean free path and h as the free ﬂight time.t). Taking also h small.t) = 0. For t = 0 this reduces to a delta-function. 4π Dt √ The shape of this distribution is Gaussian at all times.t) =D ∂t ∂ x2 where D is the diffusion constant. we have D=α l2 .t) + ∇ (D(r)∇) ρ (r. ∂t The solution to the diffusion equation with initial condition that there is a particle at the origin at t = 0.111 where we have taken the small-a limit in the last expression.t) ∂ 2 ρ (x. which seems to be the natural choice for this case. which is the net number of particles moving from one position to its neighbouring position.t) and that to the left by α aρ (x + a.t) = e−r /(4Dt) . we may approximate the left hand side by the time derivative in order to obtain: ∂ ρ (x.and right hand side.t). Therefore. we ﬁnd for the ﬂux: This relation is known as Fick’s law of diffusion. h h ∂x ∂x which can be generalised in 3D to J = −D∇ρ (r.t) a2 ∂ ρ ∂ρ ≈ −α = −D . the diffusion equation reads ∂ ρ (r. In 3D. ρ (x. which can be seen to take on the value a2 . The factors a in front of the ρ ’s in these equation come from the fact that ρ is in fact deﬁned as the number of particles per unit length. τ We can also calculate the ﬂux. Keeping the same convention in the derivation of the diffusion equation does not alter the result. If the diffusion constant depends on position.

the thermal conductivity is given by κT = 12.3 ncl v . v dz . jE = − n v ℓ 3 dz Now we write ε = cT where c is the speciﬁc heat per molecule. Now let us consider a plane at height z.112 12.2 Thermal conductivity In order to study the transport of thermal energy. jE = n(v)vz ε (z) − ℓ v dz Now we may substitute the Maxwell distribution for n(v) to obtain. but with a temperature gradient in the z-axis. Similar to the previous section. px = mux z − ℓ v Inserting this into the above expression for Pxz . we obtain Pxz = which directly leads to dux (z) 1 . Performing a Taylor expansion for ε around z gives vz d ε (z) 3 d v. We want to study the transport of momentum px across that plane. The average height at which these particles last collided was vz h=ℓ . Particles will cross this plane. v where ε (z) is the average energy of a particle at height z. This is given by Pxz = px vz n(v)d 3 v. 3 m ux (z) − vz dux (z) n(v)vz d 3 v. 3 Viscosity Now we consider the transport of momentum tangential to a plane across that plane.1. To ﬁx the ideas. the particles have an energy which is the average energy for the height z − ℓvz /v. coming either from above or from below the plane. T1 and T2 .1. Pxz = − nm v ℓ 3 dz Therefore. imagine a constant z plane. which is realised by putting the system in between two planes perpendicular to the z-axis. The ﬂux of energy through the plane at height z is therefore given by vz 3 jE = n(v)vz ε z − ℓ d v. is vz . which are kept at different temperatures. we note that the average momentum of the particles moving across. we ﬁnd for the viscosity 1 η = nm v ℓ. we consider a system like in the previous subsection. v After this last collision. jE = − n v ℓc 3 dz and therefore. Then we ﬁnd for the energy ﬂux dT (z) 1 . after some manipulation: d ε (z) 1 .

v.t): f (r.t + ∆t) = f (r + v∆t. in which the particles collide every now and then. However.t + ∆t) = m f (r. v(t) + F ∆t. which depends on the difference between the in. v) = exp −β mv2 +V (r) 2 . which does not look too unfamiliar.2 The Boltzmann equation We now turn to a central topic in nonequilibrium statistical mechanics: the Boltzmann equation. This is a more formal and consistent formulation of the ideas treated in the previous section. as the particles move independently of each other. For the frequency of occurrence of a collision we have derived τ= 1 . v(t + ∆t).t): a collision at r may have a particle with velocity v as an end product. we consider the particles as moving freely for some average time τ and then colliding with each other. This means that we must replace the total collision section by the differential one. keeps the volume element d 3 r d 3 v constant. v. There are two issues which we have to consider: ﬁrst the particles move in space due to the fact that they have a velocity and they change their velocity as a result of some (external) force which acts on them. v. In that case we have v · ∇r f (r. a cell which contains many molecules but which is much smaller than the scale over which hydrodynamic quantities vary appreciably.t) = 0. v. and not explicitly on time.113 12. v. which includes the in. If we consider the dilute limit as in the previous section. m ∂ F · ∇v f (r. v.t) + F · ∇v f (r. The change of position and speed has a direct effect on f . This is done in the dilute limit. First we consider the question how f changes with time if we disregard the collisions. v.t)d 3 r d 3 v = number of particles within d 3 r and velocity within d 3 v. the volume elements d 3 r and d 3 v may also change in time. This quantity is called the distribution function f (r.and outgoing velocity. v. The collisions will result in a loss and an increase of the distribution function f (r. However. using F = ∇rV (r) allows for a solution f (r. Do not confuse this force with the interactions between the particles: we save those for the collisions which are not taken into account til further notice. by Liouville’s theorem. v. The interactions between the particles must also be taken into account. The Boltzmann equation describes the motion of a collection of particles in a hydrodynamic cell: that is. f only depends on r and v.and outgoing angle.t). each particle is subject to a Hamiltonian evolution which.t) + which. or a collision may change the velocity v to some other velocity. The central quantity is the number of particles in such a cell of size d 3 r and velocity within the volume d 3 v in velocity-space. More speciﬁcally. . m ∂t If we are in equilibrium. Now we need a more reﬁned expression. Therefore we have f (r(t + ∆t).t) + f (r.t) + v · ∇r f (r. n|v|σ where σ is the total collision cross section.

v. v′ . v1 . A similar analysis as for the loss term results in a gain term I+ = ∆t f (r. Ω = (ϑ . we may reformulate energy 1 2 conservation as |v1 − v2 | = v′ − v′ . We ﬁrst analyse the loss of the distribution f (r. v′ ) d 3 v1 d 3 v2 d 3 v′ .114 if we travel along with one of the incoming particles. Hence. v2 .t) due to the collisions results from collisions of particles with any velocities v1 and v2 which results in one of the outgoing particles having end velocity v. The probability that two such particles meet in this time interval is given by f (r. we introduce a transition amplitude P(v1 . This probability density must satisfy several requirements: • Time reversal symmetry: P(v1 . v2 . 1 2 and Using which also holds for v′ and v′ . if the particles all have the same mass m: v1 + v2 = v′ + v′ . we also may write P(v1 .t) f (r.t) f (r. v. v2 . v′ . v. v′ ) = P(v′ . −v2 ). v′ ) vanishes unless the velocities satisfy 1 2 momentum and energy conservation. v2 ). v1 . More generally. 1 2 1 2 The gain term to f r. 1 2 1 2 • P should respect the general conservation laws for momentum and energy. the result is outgoing particles with velocities v′ 1 and v′ 2 . v2 . This loss is caused by collisions with particles with a velocity v2 at r. 1 2 2 2 Therefore the transition probability density P(v1 . ϕ ) are the polar angles of the difference between in.t)|v1 − v2 |P(v1 . v′ . 1 2 2(v2 + v2 ) = (v1 + v2 )2 + (v1 − v2 )2 . this particles is a target at rest and we see the other particle hitting it. v′ ) d 3 v2 d 3 v′ d 3 v′ . and using momentum conservation. the loss term due to the collisions can be written as I− (v) = ∆t f (r. v′ . v′ ) 1 2 which gives us the probability density that given two particles which collide with incoming velocities v1 and v2 . −v′ . 1 2 1 2 As the probability distribution is in general symmetric under reversal of all velocities (space inversion symmetry). v. v′ . v. v′ ) = P(−v′ .t) f (r. Therefore. v′ . v2 . v2 . v2 . 1 2 v2 + v2 = v′ 1 + v′ 2 .t)|v − v2 |∆t. v2 .t)|v − v2 |P(v. −v1 .t) due to collisions occurring in a small time interval ∆t.and outgoing velocity of the incoming particle. v2 . 2 2 .

115 To be able to combine this expression conveniently with I− we use time reversal symmetry to swap the arguments of the collision distribution P and rename the integration variables to obtain I+ = ∆t f (r, v′ ,t) f (r, v′ ,t)|v − v2 |P(v, v2 ; v′ , v′ ) d 3 v′ d 3 v′ d 3 v2 . 1 2 1 2 1 2

Combining the loss and gain term, we arrive at the ﬁnal form of the Boltzmann equation, including collisions: ∂ f + v · ∇r f = Icoll ( f ), ∂t with Icoll = |v − v2 |P(v, v2 ; v′ , v′ ) f (r, v′ ,t) f (r, v′ ,t) − f (r, v,t) f (r, v2 ,t) d 3 v2 d 3 v′ d 3 v′ . 1 2 1 2 1 2

It is important to realise that in this derivation, we have assumed that the probability for two particles with velocity v1 and v2 , is given by the product of the single particle distribution functions: Prob(r, v1 , v2 ,t) = f (r, v1 ,t) f (r, v2 ,t). This implies a neglect of velocity correlations: a probability depending on v1 and v2 which cannot be written as the above product is excluded. This implicit assumption goes by the name molecular chaos. Note furthermore that the collision term does not affect the number density – it only inﬂuences the velocity distribution. We end this section by writing up the Boltzmann transport equation, which includes the collision term derived above: F ∂ ∂ ∂ f (r, v,t)+v· f (r, v,t)+ · f (r, v,t) = ∂t ∂r m ∂v

|v − v2 | P(v, v2 ; v′ , v′ ) f (r, v′ ,t) f (r, v′ ,t) − f (r, v,t) f (r, v2 ,t) d 3 v 1 2 1 2

**12.3 Equilibrium – deviation from equilibrium
**

For equilibrium we now that, in the absence of the collision term, the local distribution function is the Boltzmann distribution. If we add the collision term, it should not affect the equilibrium distribution. That this is indeed the case follows from the fact that f (r, v′ ,t) f (r, v′ ,t) − f (r, v,t) f (r, v2 ,t) = 1 2

2

n2 (r) exp −m v′ 1 + v′ 2 /(2kB T ) − exp −m v2 + v2 /(2kB T ) 2

2

= 0,

where the last equality follows from energy conservation at the collision. If we deviate from equilibrium, the collisions should drive us back to equilibrium. This process is expressed in terms of a new quantity H, which is commonly refered to as the Boltzmann function.1 The Boltzmann function is deﬁned as H(t) = f (r, v,t) ln f (r, v,t)d 3 r d 3 v.

It is clear that this quantity is related to the entropy by H = −kB S.

1 Usually

people view H as a character of the latin alfabet. Boltzmann however used the Greek capital form of eta (η ).

116 The quantity H is a function of time only, so we may calculate dH/dt. We can now evaluate dH = dt

∂f (1 + ln f ) d 3 r d 3 v. ∂t

From now on we shall use the obvious abbreviations: f (r, v1 ,t) ≡ f1 ; and so on. Furthermore ˜ |v1 − v2 | P(v1 , v2 → v′ , v′ ) ≡ P(1, 2 → 1′ , 2′ ). 1 2 We then have, after substituting Boltzmann’s equation in the equation for dH/dt: dH =− dt ˙ r · ∇r f1 [1 + ln f1 ] d 3 r d 3 p1 + ˜ P(1, 2 → 1′ , 2′ ) ( f1′ f2′ − f1 f2 ) (1 + ln f1 ) d 3 rDv; f (r, v′ ,t) ≡ f1′ 1

where Dv stands for d 3 v1 d 3 v2 d 3 v′ d 3 v′ . 1 2 Integrating the ﬁrst term and assuming that f vanishes if we are far away (outside the volume), we keep only the second integral. By using symmetry under exchanging coordinates 1 and 2, we obtain dH = dt ˜ P(1, 2, → 1′ , 2′ ) ( f1′ f2′ − f1 f2 ) (1 + ln f2 ) d 3 r Dv.

We can add the two last expressions for the time derivative to obtain dH = dt 1 ˜ P(1, 2, → 1′ , 2′ ) ( f1′ f2′ − f1 f2 ) 1 + ln f1 f2 d 3 r Dv. 2

As a ﬁnal step, we use the time reversal symmetry property according to which the swap 1, 2 ↔ 1′ , 2′ should not change the integral. This leads to another expression for the time derivative of the Boltzmann function: dH = dt 1 ˜ P(1, 2, → 1′ , 2′ ) ( f1 f2 − f1′ f2′ ) 1 + ln f1′ f2′ d 3 r Dv. 2

Adding this new form to the old one leads to dH = dt 1 f1 f2 3 ˜ P(1, 2, → 1′ , 2′ ) ( f1′ f2′ − f1 f2 ) ln d r Dv ≤ 0. 4 f1′ f2′

The inequality on the right hand side follows from the fact that (y − x) ln(x/y) is always less than or equal to zero. We see that H monotonically decreases. Furthermore, H is a positive number. Therefore, H will decrease in time until it has reached its minimum value. This value corresponds to the equilibrium state. So what does this state look like? It is reached when f1 f2 = f1′ f2′ , or, ln f1 + ln f2 = ln f1′ + ln f2′ .

117 In a homogeneous system, the equilibrium distribution does not depend on r, and the last condition for equilibrium must be satisﬁed for the f ’s being functions of the momentum coordinate. As we know that momentum and energy are conserved during collisions, this requirement can be satisﬁed for any function f of the form p2 ln f (p) = A + b · p +C , 2m in other words p2 f (p) = exp A + b · p +C . 2m This is the general form of the Maxwell distribution of a gas with a nonzero total momentum.

**12.4 Derivation of the Navier–Stokes equations
**

In this section we present a derivation of the Navier–Stokes equations from an approximate Boltzmann equation through a Chapman–Enskog procedure. If the particles would simply ﬂow according to their initial velocity, without interaction, equilibrium would never be reached: the role of the collisions is to establish local equilibrium, that is, a distribution which is in equilibrium in a small cell with ﬁxed volume, constant temperature, density and average velocity u. We know this equilibrium distribution; it was derived in the previous section: f eq (r, v) = f (r) exp −m(v − u)2 /(2kB T ) , (12.1)

which holds for cells small enough to justify a constant potential. We have neglected external forces which would change the velocities for simplicity – they can be included straightforwardly. Once the liquid is in (local) equilibrium, the collisions will not push it away from equilibrium. It can be shown that the collisions have the effect of increasing the entropy – hence they generate heat. Before we continue, we note that the mass must always be conserved, whether there are collisions or not. The mass density is found as

ρ (r,t) =

m f (r, v,t) d 3 v.

(12.2)

Its evolution can be calculated by integrating the Boltzmann equation, multiplied by the single particle mass m, over the velocity:

∂ ρ (r,t) + ∂t

mv · ∇r f (r, v,t) d 3 v =

m

df dt

d 3 v.

collisions

(12.3)

The second term of this equation can be written as ∇ · j(r,t) where j denotes the mass ﬂux, or momentum density, of the ﬂuid: j(r,t) = vm f (r, v,t)d 3 v = ρ u, (12.4)

where u is the average local velocity. The collisions change the velocity distribution, but not the mass density of the particles – hence the right hand side of (12.3) vanishes and we obtain the familiar continuity equation: ∂ ρ (r,t) + ∇ · j(r,t) = 0. (12.5) ∂t Another interesting equation describes the conservation of momentum. We would like to know how j(r,t) changes with time. This is again evaluated straightforwardly by multiplying the Boltzmann

118 equation by v and integrate over the velocity. Using the indices α and β for the Cartesian coordinates, we obtain ∂ jα df + mvα ∑ vβ ∂β f (r, v,t)d 3 v = mvα d 3 v, (12.6) ∂t dt collisions β where ∂β denotes a derivative with respect to the coordinate rβ . For the right hand side, a similar statement can be made as for the equivalent term in the mass equation: although individual particles involved in a collision change their momenta, the total momentum is conserved at the collisions. After thus putting the right hand side to zero, we write (12.6) in short hand notation as

∂ jα + ∂β Pαβ = 0, ∂t

where we have introduced the momentum ﬂow tensor Pαβ = mvα vβ f (r, v,t)d 3 v,

(12.7)

(12.8)

and where we have used the Einstein summation convention in which repeated indices (in this case β ) are summed over. The derivative with respect to rβ is in our notation denoted by ∂β . Assuming that we are in equilibrium, we can evaluate the momentum tensor by substituting for f (r, v,t) the form (12.1): Pαβ =

eq

mvα vβ n(r) exp −m(v − u)2 /(2kB T ) d 3 v = ρ (r) kB T δαβ + uα uβ .

(12.9)

This result can be derived by separately considering α = β and α = β , and working out the appropriate Gaussian integrals. Noting that ρ kB T equals the pressure P,1 we arrive at the following two equations:

**∂ ρ (r,t) + ∇ · j(r,t) = 0 (mass conservation); ∂t ∂ (ρ u) + ∇r · (PI + ρ uu) = 0 (momentum conservation). ∂t
**

Using the ﬁrst equation, we can rewrite the second as

(12.10a) (12.10b)

∂ u(r,t) 1 + [u(r,t) · ∇r ] u(r,t) = − ∇r P(r,t). ∂t ρ (r,t)

(12.11)

The equations (12.10a) and (12.10b) or (12.11) are the Euler equations for a ﬂuid in equilibrium. When the ﬂuid is not everywhere in local equilibrium, the collisions will drive the system towards equilibrium – hence their effect can no longer be neglected. As mentioned above, the additional currents which arise on top of the equilibrium ones increase the entropy and are therefore called dissipative. Hence these terms describe the viscous effects in the ﬂuid. We now split the distribution function into an equilibrium and a nonequilibrium part: f (r, v,t) = f eq (r, v) + f noneq (r, v,t). The equilibrium term satisﬁes (12.1).

1 Here,

(12.12)

we consider the ﬂuid as an ideal gas; a realistic equation of state may be used instead.

(12. which can easily be seen to hold for the equilibrium distribution: m f eq (r.17) For the calculation of the nonequilibrium stress tensor. m(vα − uα )(vβ − uβ ) f eq (r. In this second equation. (12. The equilibrium part was calculated in Eq. v. Note that if we integrate this equation over the velocity.18b) (12. Eq. the collisions do not change the mass conservation equation.8).14) + v · ∇r f eq = − ∂t τ This is an explicit equation for the nonequilibrium term. ˙ ρ β kB T δ = Pδαβ . If we consider the evolution of this ﬂux using the Boltzmann equation.t) dt =− f noneq f (r. we use the following equations. the collisions leave the total momentum unchanged. (12. relaxation time τ . we immediately see that it vanishes as the (instantaneous) collisions leave the total energy invariant: TrP noneq = 0.t) and it can therefore be split into an equilibrium and nonequilibrium part.119 How can we represent the effect of the collision term? There is an approach due to Maxwell. Before noneq we proceed to work out (12. we note that the tensor Pαβ has an important property: its trace vanishes. This is calculated from the density f (r.15) further. where ℓ is the mean free path.t) . v) f noneq (r. v. v.16) Realizing that this expression represents the change in the average kinetic energy due to the collisions. which should always be valid. The ﬂux j occurring in the mass conservation equation also occurs in the momentum conservation equation. or are dominated by a single. and L is the typical length scale over which the hydrodynamic quantities vary. To ﬁnd the lowest-order contribution to a systematic expansion of the density. The equation for the ﬂux will however acquire a contribution from the nonequilibrium part of the distribution function. v)d 3 v = ρ (r). This can be seen by writing out this trace: noneq ∑ Pαα = α v2 f noneq (r. τ τ (12. It can be shown that this is an expansion in the parameter ℓ/L.t)d 3 v. Moreover. we see that the collision effects enter explicitly in this momentum ﬂux.15) where we have again used the notation ∂α for a derivative with respect to the α -component of r. m αβ (12.9). we replace n on the left hand side of the Boltzmann equation by its equilibrium version: ∂ f eq (r. which is based on the assumption that all relaxation processes have the same. the momentum ﬂux Pαβ occurs. The momentum ﬂux is deﬁned in (12.15). and the nonequilibrium part will now be calculated using (12.18a) (12.13) collisions As mentioned above. (12.18c) . (12. the right hand side vanishes as the collisions do not affect the mass density. v.t) − f eq (r. which we have calculated above assuming equilibrium. v. (12. v)d 3 v = ρ 1 uα = − ∑ uβ ∂β uα − (∂α P).14): Pαβ noneq = mvα vβ nnoneq d 3 v = −τ mvα vβ ∂ f eq 3 d v+ ∂t mvα vβ v · ∇r f eq d 3 v . The mass ﬂux can still be written as ρ u. as we shall see. v) =− . In that case: d f (r.

(12.15) can be written. we obtain. (12. many terms occuring in the last equations cancel – the ones that remain are [(12. (12.20) The second term can now be worked out and yields ∑ γ uα uβ uγ ∂γ ρ + ρ uβ uγ (∂γ uα ) + ρ uα uγ (∂γ uβ ) + ρ uα uβ (∂γ uγ )+ ∂γ Puγ δαβ + ∂γ (Puα )δβ γ + ∂γ (Puβ )δαγ .11) which can also be written as ∂t Pαβ (we use ∂t to denote a partial derivative with respect to time).19) γ The second term in the square brackets of (12. τ Now we use the fact that TrP noneq vanishes. (12.120 where in the last equation it is understood that the velocities are those evaluted for the equilibrium eq distribution: this equation is the Euler equation. using Eqs.9) and (12. (12. this can be written as eq ∂t Pαβ = ∂t Pδαβ + ρ uα uβ = ˙ Pδαβ − ∑ ∂γ (ρ uγ )uα uβ + ρ uα uγ (∂γ uβ ) + ρ uβ uγ (∂γ uα ) − uβ ∂α P − uα ∂β P. After some manipulation.23) can be calculated using (12.24) 1 (12. again with wα = vα − uα : ∂ ∂t mw2 f d 3 v + ∑ uγ ∂γ γ mw2 f d 3 v = mw2 ∂f + uγ ∂γ n ∂t ∑ γ d3v = 1 τ mw2 f noneq d 3 v. (12. We ﬁrst work out the ﬁrst term in the square brackets on the right hand side in (12.15). (12. (12.18b)]: (uα + wα )(uβ + wβ )(uγ + wγ )∂γ neq (r.9). (12. This can only happen when the trace occurring in the last equation cancels the trace of the remaining terms in the expression for P noneq .26) 3 This is the trace of the tensor .22) ˙ P + ∑ uγ (∂γ P) γ (12.10a) and (12.25) mwα wβ f noneq d 3 v.18b) and the equilibrium distribution. v) d 3 v = ∂γ uα uβ uγ + uα Pδβ γ + uβ Pδβ γ + uγ Pδαβ .21)]: P(∂β uα + ∂α uβ ) + δαβ The terms ˙ P + ∑ uγ (∂γ P) + P∂γ uγ γ .10b). When we write this term out. (12. This tensor must therefore be 2 P noneq = −Pτ ∂α uβ + ∂β uα − δαβ ∂γ uγ . using the quantity wα = vα − uα .15).21) Adding the two terms of Eq. in the form [see also (12.19) and (12.

∂t ρ 3 (12. we can formulate the momentum conservation equation. We need therefore an additional equation. or P ∝ ρ for the isothermal case. which in turn causes the last term in the last equation to become negligible. with ν = τ kB T /m. Note that the case where ρ = const also implies ∇ · u = 0 from the continuity equation.121 Using this. as 1 1 ∂u + u · ∇u = ∇P + ν ∇2 u + ν ∇(∇ · u). which may be ρ = constant for an incompressible ﬂuid. u and P. .27) The mass conservation equation and the momentum conservation equation together are insufﬁcient to give us the four unknown ﬁeld: ρ .

(13. it will encounter more solvent particles in the front than in the back.1) (t) = −γ v(t) + F(t) dt where γ is the friction coefﬁcient and F the external or systematic force. To make the model more realistic we must include the rapid variations in the force due to the frequent collisions with solvent particles on top of the coarse-grained friction force. Equation (13. In the following we shall restrict ourselves to a particle in one dimension.2) This form of the equation must also hold for lighter particles. the ions or polymers will move much more slowly than the solvent molecules.1). Moreover. in Eq. We then arrive at the following equation: m dv (t) = −γ v(t) + F(t) + R(t) dt 122 (13. whereas in reality it executes a Brownian motion. This process can be carried out analytically through a projection procedure but here we shall sketch the method in a heuristic way. As the kinetic energy is on average divided equally over the degrees of freedom. This difference in time scale can be employed to eliminate the details of the degrees of freedom of the solvent particles and represent their effect by forces that can be treated in a simple way.1 Langevin theory of Brownian motion In this section we consider the Langevin equation. Time correlations affect the form of the friction term which.1) has the unrealistic effect that if the external forces are absent the heavy particle comes to rest. the analysis for more particles in two or three dimensions is similar.1). etc. This suggests the following equation of motion for the heavy particle: dv (13. The motion of ﬂuid particles exhibits strong time correlations and therefore the effects of their collisions should show time correlation effects. due to the other heavy particles. Consider a solution containing polymers or ions which are much heavier than the solvent molecules. they will change their momenta only after many collisions with the solvent molecules and the picture which emerges is that of the heavy particles forming a system with a much longer time scale than the solvent molecules. walls. How can we model the effect of the solvent particles without taking into account their degrees of freedom explicitly? When a heavy particle is moving through the solvent. because of their large mass. which describes Brownina motion on a microscopic level. In order to avoid complications we shall proceed with the simpler form (13.3) . (13. the collisions with the solvent particles will on average have the effect of a friction force proportional and opposite to the velocity of the heavy particle.13 Nonequilibrium statistical mechanics 13. gravitation. Therefore. has been taken dependent on the instantaneous velocity but which in a more careful treatment should include contributions from the velocity at previous times through a memory kernel: m m dv (t) = − dt t −∞ dt ′ γ (t − t ′ )v(t ′ ) + F(t).

in accordance with the previous assumptions.6) (13.3) with F(t) ≡ 0. but they are neglected once more and the force is subject to the following conditions.9) ∆t For the continuum case ∆t → 0 (13. (13. Using (13. dRm exp − 2q ∑m R2 ∆t l=n l (13. This can be solved analytically and the result is v(t) = v(0) exp(−γ t/m) + 1 m t 0 exp [−(t − τ )γ /m] R(τ )d τ . the correlation function for the Rn reads Rn Rm = 1 dRn dRn+1 . so we arrive at q Rn Rm = δnm . In the discretised time case. (13. All these above assumptions can then be summarised in the following prescription for the probability for a set of random forces to occur between t0 and t1 : P[Ri (t)]t0 <t<t1 ∼ exp − 1 2q t1 t0 dt R2 (t) i (13. the value of the random force is Rn . • As the average effect of the collisions is already absorbed in the friction. (13.10) and (13. For n = m we ﬁnd the value q/∆t. (13.13) . the expectation value of the random force should vanish: R(t) = 0.9) converges to the δ -distribution function R(t)R(t + τ ) = qδ (τ ).3) we ﬁnd [v(t)]2 = v2 exp(−2γ t/m) + 0 q (1 − e−2γ t /m).12) which is to be expected for a particle subject to a friction force proportional and opposite to the velocity. . the time correlations present in the ﬂuid should show up in this force. . .7) with q a constant to be determined. 2γ m (13. dRm exp − 2q ∑m R2 ∆t Rn Rm l=n l 1 dRn dRn+1 . • The values of R are distributed according to a Gaussian: P[R(t)] = (2P R2 )−1/2 exp(−R2 /2 R2 ).8) which yields the value 0 for n = m. (13. Again.5) Now let us discretise time.10) We now return to the continuum form of the Langevin equation (13.123 where R(t) is a ‘random force’.4) • The values of R are taken to be uncorrelated: R(t)R(t + τ ) = 0 for τ > 0. For this case. . we may assume that the random force is constant over each time step: at step n. The expectation value of v2 is determined in a similar way.11) Because the expectation value of R vanishes we obtain v(t) = v(0) exp(−γ t/m) (13.

(13. We now establish an equivalent of the diffusion equation which includes the effect of a driving force. including a force acting between the heavy particles causes problems if this force exhibits correlations with the random force.18) 13. (13. the random force is no longer uncorrelated – it is constructed with correlations in accordance with the ﬂuctuation-dissipation theorem: R(0)R(t) = v2 γ (t). this equation is again no longer valid if external forces are included. A further reﬁnement is the inclusion of memory kernels in the forces. The ﬂux due to diffusion is jdiff = −D∇ρ (r. The velocity autocorrelation function can also be obtained from (13. γ that is.11). so we have γ m 1/2 (13.15) exp[−mv(t)2 γ /q] P[v(t)] = Pq for large t. in which the random force is neglected.16) so this equation deﬁnes the value of q necessary to obtain a system with temperature T .124 which for large t reduces to [v(∞)]2 = q .2). in particular the absence of correlations in the random force and the fact that the frictional force does not depend on the ‘history’ of the system. This is precisely the Maxwell distribution if we write q = 2kB T γ . similar to the approach in Eq. and Eq. In section 12.t). In that case. . (13.14) According to (13. (13. the same will hold for the velocity – the width is given by (13.14). The stationary solution for the velocity equation. (13. v depends linearly on the random forces R(t) and as the latter are distributed according to a Gaussian. is F v=− .11): v(0)v(t) = v(0)2 e−γ t/m . However.16) is no longer valid in that case. Such correlation effects are often neglected and the systematic force is simply added to the friction and the Langevin term. This force may be derived from a stationary potential. and the friction counteracts this and in the end there is a balance between that friction and the force.17) The absence of a long time tail in this correlation function reﬂects the oversimpliﬁcations in the construction of the Langevin equation.4 we shall discuss Langevin types of equations in a more formal way. the force tries to increase the velocity along the force direction. However. using the Fokker-Planck equation. The results presented here are easily generalised to more than one dimension. 2γ m (13.2 Fokker Planck equation and restoration of equilibrium In the previous section we have formulated an equation for a single particle which diffuses and which feels a force F which tries to establish some distribution which differs from the homogeneous one.

or divergence theorem. where the ﬂux (current) is linearly related to the force (which is proportional to the applied electric ﬁeld).125 and the ﬂux due to the driving force. As this must hold for any volume within the system.t)d 3 r = − ∂t V ∇ · jtotal d 3 r. ∂t γ Recalling the relation γ= from the previous section. The diffusion equation can be derived from the requirement that the ﬂux through the surface A of a volume V equals the change in density inside that volume: d dt V ρ (r.t).t) = ∇ · D [∇ − kBT F] ρ (r. we can rewrite the right hand side as a volume integral: V ∂ ρ (r.t) F(r. or drift ﬂux is given by jdrift = ρ (r. If we now substitute for ρ0 (r) the Boltzmann factor: ρ0 (r) = exp [−V (r)/(kB T )] . . and checking that the right hand side vanishes for ρ (r. Using Gauss’.t) . This can be checked by putting the left hand side of the Fokker–Planck equation to zero. the density will be distributed according to the Boltzmann distribution. We can check whether this equation makes sense by investigating whether.t). as is clear from the fact that for ∇ρ0 (r) F= kB T ρ0 (r) the Fokker–Planck distribution will yield a stationary distribution ρ0 (r) which is realised for long times. ∂t This equation is called the Fokker–Planck equation. γ A well-known example of the last relation is Ohm’s law.t) = 0. we have kB T D ∂ ρ (r.t) = ∇ · D∇ − ρ (r. ∂t Now we can substitute the expressions above for the diffusive and the drift ﬂux: ∂ F ρ (r. in a closed system with some external potential.t) = ρ0 (r).t) + ∇ · jtotal (r.t)d 3 r = − A jtotal · dA where A is a unit vector perpendicular to a surface element dA. This turns out to be the case. we obtain the continuity equation: ∂ ρ (r.

this result tells us again that the relation γ = kB T /D must be valid: if the proportionality factor would be different. the Boltzmann distribution would not be found as the stationary distribution. we see that indeed the Boltzmann distribution is the correct stationary distribution. 0 This is a time averaged quantity. First we analyse electric transport which is due to the acceleration of charges by an electric ﬁeld. In this section we shall study ﬂuctuating quantities which are correlated in time. we have encountered a ﬂuctuating quantity: the random force. The expression for the electric drift current: Jel = gives the same result provided that 1 D = . kB T e2 Ex ρ (r) γ from which we ﬁnd for the conductivity σ= This is essentially the famous Drude formula. then a net current survives. which determines the charge density ρ (r): ρ (r) = ρ0 e−eV (r)/(kB T ) .3 Fluctuations – the Wiener-Kintchine theorem In our discussion of the Langevin equation. It should be noted that the above derivation is performed in the context of a stationary equilibrium state. There is a stationary situation when the diffusion current cancels the drift current. The autocorrelation function is deﬁned as K(s) = A(t)A(t + s) = lim 1 T →∞ T T A(t)A(t + s)dt. This relation is known as the Einstein relation. hence d ρ (r) eEx ρ (r) = dx kB T e2 Dρ (r) .126 and realise that for F(r) = −∇V (r). where the net current should be zero indeed. Using the expression for the drift current. For an electric ﬁeld along the x-direction: Jdrift = eD d ρ (r) . . There we have assumed that this random force had no time correlation. 13. The quantity K(s) satisﬁes the property K(s) = K(−s). In fact. we can calculate transport coefﬁcients. dx The electric ﬁeld is minus the gradient of the potential V (r). Consider a quantity A (you may think of a more realistic random force in the Langevin equation) which has an average value of 0 but which ﬂuctuates in time. If the boundary conditions are such that there is a source and drain (the contacts). kB T γ in accordance with what was found above.

the solution of this equation can be written as mv(t) = e−γ t/m t 0 eγ t /m R(t ′ )dt ′ ′ where we have assumed that the initial velocity was zero. The equation of motion mv = −γ v + R(t) ˙ with R the random force still holds. since A(t) = 0. deﬁned in terms of the Fourier transform of A in the time domain. Using the fact that R(t1 )R(t2 ) = KF (t2 − t1 ). The spectral density of the variable A is deﬁned as ˜ ˜ S(ω ) = A(ω )A∗ (ω ) . which has a ﬁnite width. A(ω ) = √ 0 T where the limit T → ∞ is implicitly assumed – a convention we shall adhere to from now on. Usually.127 as can readily be checked by inspecting its deﬁnition. and that it will attain its maximum for s = 0 (then the integrand in the average is always positive). 2 . The latter is deﬁned as T 1 ˜ A(t)eiω t dt. A2 is the contribution of that component to the energy stored in the oscillating ﬁeld. For example. As we have seen. we ﬁnd S(ω ) = T /2 −T /2 K(s)e−iω s ds ≡ K(ω ). using the variables T= t1 + t2 and τ = t2 − t1 . Let us now come back to the Langevin equation. but refrain from imposing a non-coherence for the random force. A is such that A2 is related to some energy. we obtain. is short-ranged so that t1 ≈ t2 and taking the limit of large t. in the case where A is a component of an electric ﬁeld. Note the absence of the factor 1/T in front of the Fourier transform of K. the autocorrelation correlation function vanishes for large values of s. This relation is known as the Wiener-Kintchine theorem. We expect furthermore that. We now evaluate the average kinetic energy: m 2 v (t) = 2 1 −2γ t/m e 2m t 0 eγ t1 /m R(t1 )dt1 t 0 eγ t2 /m R(t2 )dt2 where the expectation value is over the different possible realisations of the random force. then the width of K(ω ) will be 1/τ (reminiscent of the Heisenberg uncertainty relation in quantum mechanics). If the width of K(s) is called τ . It turns out that the autocorrelation function is intimately related to the so-called spectral density. If we take the limit for T → ∞. We can evaluate the right hand side as follows: S(ω ) = 1 T T 0 0 T A(t)eiω t A(t ′ )e−iω t dtdt ′ ′ = 1 T A(t)A(t + s) eiω t e−iω (t+s) dtds where the shift of the integration variable was made possible because the quantity in brackets is known to be K(s).

i. In the previous section. which is the inverse relaxation time of the electrons. v(0)v(t) = 2m where the equipartition theorem has been used to rewrite v2 (0) in terms of kB T . this is related to the power spectrum: |v(ω )|2 = kB T 1 . such as the electric conductivity. we can evaluate the transport coefﬁcient. which is a non-equilibrium property.e. To this end. We have evaluated this function in section 12. and instead of the ω = 0 case. kB T The parameter γ determines the transport properties. induced by the ﬂuctuations. it does not depend on ω for frequencies (much) smaller than m/γ . Therefore. we may put the kinetic energy equal to kB T /2 to obtain γ= 1 ˜ KF (0). In particular. ˜ γ Kv (0) This means that we can evaluate the transport coefﬁcient σ from the autocorrelation function for the velocities. we have j = nev = ne2 E γ where E is a component of the electric ﬁeld. This is a striking result: the autocorrelation function is a property of the equilibrium system – from this. γ 1 + (ω m/γ )2 This formula implies that the spectrum of the current power. Now we shall focus on this last example. the conductance is found as σ= ne2 ne2 kB T = . the result obtained there was kB T −γ |t|/m e . This means that we have white noise up to this limit. is ﬂat. such as the conductance. The Fourier transform of this gives us 1 kB T .128 Ekin = e−2γ t/m 2m t 0 e2γ t 0 t e2γ T /m dT K(τ )d τ = 1 ˜ K(0). . Kv (ω ) = γ 1 + (ω m/γ )2 According to the Wiener-Kintchine theorem. this friction exponent directly determines the value of the transport coefﬁcients. we have derived the result γ= 1 ˜ Kv (0).3. for t → ∞ reduces to Ekin = As before. kB T As mentioned before. analyse the frequency dependence. 2γ P ˜ KF (0) 1 − e−2γ t/m 2γ which. by the autocorrelation function. we replace the expectation value of v2 (t) on which the above derivation was based.

. I (ω ) d ω = 2 2 therefore. the total power should yield L 2 kB T . ˜ ˜ ∑ 2 i. . where the ‘other terms’ do not depend on I. . and it should therefore satisfy the equipartition theorem LI 2 kB T = . x2 . . and perhaps some other quantities. Fluctuations correspond to deviations of the xi from their equilibrium values. The analysis proceeds as follows. . . The electric energy stored in the inductance is given by the expression L Eel = I 2 . Suppose we have an isoalted system. for frequencies (much) smaller than those corresponding to the relaxation time of the circuit. xN ) (xi − xi )(x j − x j ) + . we must have white noise analogously to the case discussed above. We can store the information concerning these distributions in a set of numbers – you may think of the Fourier coefﬁcients of the energy and/or denisty distribution.4 General analysis of linear transport Quite generally. . ﬂuctuations of a system from the equilibrium state can be related to the transport properties of that system. The corresponding variation in the entropy can be expanded in a Taylor series: S(x1 . . . . 2 It is generally assumed that the total energy of the circuit can be written as Etotal = Eel (I) + other terms. x2 . xN ) = S(x1 . xN ) + ˜ ˜ ˜ ˜ ˜ ˜ 1 ∂ 2 S(x1 . Consider for example an inductance in some electric circuit. 2 In equilibrium. I (ω ) d ω = 2 2 This result is known as Nyquist’s theorem. This means that I acts as a generalised coordinate of the Hamiltonian. . . . 2 2 The power stored in a mode with frequency ω is L 2 I (ω ) = J(ω ). . which tends to maximise its entropy. the ﬁrst derivatives are all zero. are distributed in space. The fact that the entropy strives to its maximum is the driving force which causes ﬂuctuations to dampen out.129 The Wiener Kintchine theorem has an important application in electric circuits. We call these numbers xi and we call xi the values for which the entropy assumes ˜ its maximum. The entropy depends on how the energy and the particle density. . 13. and the power containes within a frequency window d ω should be kB T L 2 dω . . j ∂ xi ∂ x j The fact that the ﬁrst-order term is not included is due to the fact that S was expanded around its maximum – hence.

. for i = j we ﬁnd along the same lines: ai ∂S ∂aj = 0. The entropy changes in the course of time as dS ∂S ˙ = δ ai . P ∂ ai kB ∂ ai Taking the average on the left and right hand side with respect to the distribution P we obtain ai ∂S ∂ ai == da1 · · · daN ai ∂S P = kB ∂ ai da1 · · · daN ai ∂P ∂ ai Integrating by parts the integral on the right hand side leads to ai ∂S ∂ ai = −kB . but near that maximum. . . . This is true at the maximum. . From this we can derive a simple expression for correlation functions of the ai . we have for the probability of having a state where the quantities ai = xi − xi the following expression: ˜ P(a1 . ∑ kB i. which says that each of these states is equally probable. Moreover. γi j ∞ −∞ da1 · · · daN exp − ∑i j 2 ai a j γ γi j = ∂ 2 S(x1 . we can identify δ xi as some kind of current (below we shall consider an example). . x2 . dt ∑ ∂ ai i . ∂ ai ∑ j Using this we rewrite the result above as ∑ γik ij ak a j = kB δi j . Note that 1 ∂P 1 ∂S = . aN ) = where i exp − ∑i j 2j ai a j .130 Recalling that S = kB ln Ω. You may object that the ﬁrst derivative of S with respect to the ai is zero. where Ω is the number of states accessible to the system. . ˙ As ai represents a ﬂuctuation in some quantity. and combining this with the fundamental postulate if statistical mechanics. we ﬁnd ∂S = γi j a j . xN ) 1 ˜ ˜ ˜ . j ∂ xi ∂ x j Note that the fact that S has a maximum implies that the matrix γi j has positive eigenvalues. .

we see that the transport coefﬁcients must be symmetric: Li j = L ji . Li j = kB τ From this. We use the thermodynamic relation T dS = −µ dN + dE − 1 T ∑ Xiai . Now we assume a linear relationship between the forces Xi and their resulting deviations ai : Ji = ai = ∑ Li j ˙ j ∂S = Li j X j . we see that Li j ≈ − 1 kB ai (t ′ )a j (0) dt ′ . ∂aj ∑ j Now we consider the expectation value ai (t + τ )a j (t) = ai (t)a j (t) + τ δ ai (t)δ x j (t) ˙ = ai (t)a j (t) + τ ∑ Lim m ∂S a j (t) ∂ am = ai (t)a j (t) + τ Li j kB . Now we approximate ﬁnite differences by time derivatives: Li j ≈ − 1 1 ai (t)a j (0) = − ˙ kB kB ∞ 0 t 0 ai (t ′ )a j (0) dt ′ . How does this relate to a speciﬁc process. and we see that we have found an expression for the linear transport ˙ coefﬁcient Li j in terms of a time correlation function of the currents: Li j ≈ − 1 kB ∞ 0 Ji (t ′ )J j (0) dt ′ . we arrive at the result: Li j = 1 kB τ ai (t + τ )a j (0) − ai (t)a j (0) = 1 kB τ ai (t)a j (−τ ) − ai (t)a j (0) where we have used time translation symmetry. such as diffusion? First we must identify the dependence of the entropy on the density. The parameters ai are here the coordinates of the particles in the system. Suppose we had in the above derivation not multiplied ai (t + τ ) with a j (t) but with a j (0).131 which suggests that we can interpret ∂ S/∂ ai = Xi as the driving force corresponding to that current. We see that the linear transport coefﬁcients Li j are found as the correlation functions of the ﬂuctuations: 1 ai (t + τ )a j (t) − ai (t)a j (t) . i . This nontrivial property follows from what is called microscopic reversibility as it reﬂects symmetry properties of microscopic correlation functions which follow from the undrlying time reversal symmetry of the microscopic dynamics. ˙ ˙ Recall that ai is the current ji . ˙ ˙ If we take t much larger than the correlation time. We can analyse further the relation between Li j and the correlator. In that case.

∇− Xi T as forces for the appropriate ﬂuxes.t) = ρ (r. and that of particle transport is the gradient of −µ /T . together with the conservation of particle density gives ∂ρ + ∇ · j = 0. dt T T T i This is of the same form as found above provided that we interpret the quantities −∇ 1 µ . The resulting ﬂuxes are not necessarily the ﬂuxes which are of interest to us.t) and the fact that any time correlation function of the currents is dominated by the velocity time correlation function. We use Ji (r. 2 and 3. after replacing all time derivatives by the appropriate ﬂuxes. For the particle density we have a similar formula. ∇ T T . we can derive relations for spatial ﬂuxes through some trick as we shall now show. the ﬁrst two terms are always present. T The linear relationship between the current and this force can be cast in the form Ji = − 1 T ˜ ∑ Li j ∂ x j . ∂t We assume that similar conservation laws hold for the other quantities occuring in the problem. It is clear that for the entropy density s we have ds ∂ s = + ∇ · js . we have for the driving force for the particle ﬂux: 1 − ∇µ . using the conservation laws that µ ds 1 Xi j+∇ = −∇ jE − ∑ Ji . j ∂µ where i and j assume the values 1. dt ∂t where js is the entropy ﬂux. From the thermodynamic relation above.132 In this expression. but simply time derivatives. because the current is not a time derivative. We immediately see that the driving force for heat transport is the gradient of 1/T . Provided we do not apply a temperature gradient to the system. they are not spatial ﬂuxes. ∂t T ∂t T ∂t i T ∂t Then we see. which tells us how much entropy ﬂows through a wall per unit area. and the last term is used to store additional contributions resulting from external forces. The latter is given as vi (t)v j (0) = v2 (0) e−t/τ δi j .t)vi (r. we have Xi ∂ ai ∂s µ ∂ρ 1 ∂E =− + −∑ . which. However. With the tilde ˜ we have indicated that the transport coefﬁcient may deviate from the coefﬁcient of the Onsager relation. In particular.

for low densities. gives us the force on particles with charge q in a potential: J= D ∂µ q + E kB ∂ xi T nicely in line with our previous results. Adding an electric term ρ . . the diffusion coefﬁcient. kB T ∂ xi In order to arrive at the diffusion equation. ∂ xi 1 − V (x)qd ρ (x) T to the expression for the entropy. The Onsager formulation provides an abstract framework from which the various forces and currents can quickly be derived. we must realize that.133 where τ = D. ρ0 ∂ρ . ρ kB T ∂ xi D ∂µ . Integrating this over time gives 1 ˜ Li j = kB So we see that vi = − so that Ji = − ∞ 0 vi (t)v j (0) dt = 1 D τδi j = δi j . kB kB 1 D ∂µ . µ (ρ ) = µ (ρ0 ) + kB T ln so that we obtain Ji = D hence J = D∇ρ .

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