Why do gases exert pressure?

Why do materials diffuse?

Why is rubber elastic?

Why do materials absorb heat?

~ .I
Oblad: 1
Heat
What Are Extremum Principles?

• The forces on atoms and molecules can be described in terms of two tendencies called
energy and entropy.
• Molecules react, change conformations, bind, and undergo other che1nical or physical
changes in ways that cause a quantity called the energy to reach its minimum possible value
and a quantity called the entropy to reach its maximum possible value.
• We can predict the tendencies of matter by computing the minima or mmma of certain
mathematical functions.
• These are called extrernu111 (or variational) principles.
• Gases exerting pressure, the mixing and diffusion of molecules, and rubber elasticity can be
explained by a maximization principle.
 Mecha11ical equilibrium is the state of minimum potential energy.

V( x) V (z ) = m.gz,

- - 2
Z-X.

V(x ) = nigx 2•

dV(x )
=0 2nigx* = 0.
dx
0
X

The equilibrium position x~ == 0 for a

ball in a quadratic valley has the
minimum potential energy V(x~).

The extremum principle says that the ball will roll to wherever the potential energy is a minin1un1.
\ Degrees of Freedom and Constraints J

• A quantity such as the position x of the ball in the valley is called a degree of freedom of the system, because the
system is free to change that quantity
• The alternative to a degree of freedom is a constraint. If the ball were fixed at position x =Xe, it would be constrained.
• Asystem is not able to change a constraint.
• Constraints are imposed on the system from outside. A system governed by an extrem11n1 principle wilJ change its
degree of freedom until it reaches the maxin1um or minitnum of some function allowed by the constraints.
• Systems can have multiple degrees of freedom and constraints.

W- Yaw

i
0
0

.
~Yaw
\ What ls a State of Equilibrium?!
• A ball rolls downhill until it reaches the bottom, and then stays there. The bottom is its equilibrium position.
• Equilibrium defines where a system tends to go and stay; the net force is zero,J(x•) = 0.
• The force f on the ball defines the strengtl1 of its te-11de11cy toward equilibrium.
• Therefo re, the state of equilib rium can be defined either as an extremu,n i11 the energy or as the point where the net
force is zero.

C
.,.0
...
r.,

~
Equ1~bnum
eguilibrium C
0
t)

C limo
 \ STABLE 1 NEUTRAL IMETASTABLE j I UNSTABLE I

dV = O for alJ x.
dx

V(x) > \l(x*) for smaU lx- x' I,

dV = O and dV
dx - =o and d2V
£Ix >0 3l X = X' ,
dx 2
V(x) < V(x•)
for large lx- x' /.

The stability of a system depends not just on whether there is zero force,
but also on how the system responds to perturbations.
~
dx
=o and d2V
dx2 < O at x = X
"-
An txtremum Principle: Maximizing Multiplicity
Predicts the Most Probable Outcomes
n \,\I \n \\'

..\'·
oq~ = l 0 -3
8
~
,,,,,,
3
l l3l
= -l \ .386 ,, I l
,,,
11111111111111111111111111111111111 1111111111 11 11~
,,, 4 4
..\l ,,,
')
'- 2Q~ = G \.792
l J
..\l 16
\ .386 16
3q 1 = -\

~ = l
l
0 0 0 2 3 ~

'
\
4~0~
Tota\ W = \ 6
nu

N~
\V ( n H , N ) = 1 1.
nH.tly
What happens if you have N =10 coin flips instead of N =4?

n 11' ln H1

10 l 0 (a) N = 10
9 10 2.303 w_ _ _ _ ____
8 -15
120
3.807
4.787
,.,.
7
6
-
)
210
252
5.347
5.529
.,
,.,
'•.
1■1■1■ 1■1■1■ 1■1■1■ 1■1■1■ 1■1■1■ 1■1■,;,

➔ 210 5.3-l 7
3 120 -l.787
2 -ts 3.807
1 10 2.303 0 5 10
0
n
0 1

Total ~y = 1024 • You would observe the SH,ST composition 24.6%of the time (252
arrangements out of I024 possible).
• Any other composition is less probable.
• Nearly 90%of the time, the composition will be vrithin ±2 heads or tails of
SH,ST.
 (b) N= 100
W(50 100) = lOO! = 1.01 x 1029 It' _ _ __ __ ~
' 50!50!

and

J,\f (25 100) = lOO! = 2 43 X 1023

I 25!75! • •
• The number of sequences of coin flips that have 50 heads
and 50 tails is nearly a millionfold greater than the number 0 50 LOO
of sequences that have 25 heads and 75 tails. n
• Furthermore, because there is only one sequence that is all
heads, the probability of observing l 00 heads in LOO flips of (c) N = 1000
an unbiased coin is 9.9x l0-30, virtually zero.
• The multiplicity function W of the number of heads n l¥ r - - - - - - - - -
narrows as the total number of trials N increases.
• The implication of these results is remarkable. While the
random process of flipping coins can result in any
composition of heads and tails, the composition has a
strong tendency toward 50% H and 50% T .
\
• Indeed, even though this is a random process, if the number
of triaJs is large enough, the coin position of heads and tails
0 500 1000
n
becomes predictable with great precision.
 Maximizing Multiplicity Predicts the Most Probable
Outcomes
• Like the energy minimization principle, here we have a function 'VV (ti), the maximum of which identifies the value of
n that we are most likely to observe.
• To maximize W or In W for a series of coin flips, we compute dW (n)ldn for fixed N, and find the value n= 11~ that
causes the derivative to equal zero. The result is that n~= N/2.
• In this case, the number of heads n acts like a degree of freedom of the system. n can take on any value from zero to
N.
• Any individual sequence is just as likely as any other. . . . . .
• The reason that the 50%heads, 50%tails composition 1s so strongly favored 1s that there arc more d1stmgmshab\e
sequences of coin flips with that composition than any ~the~.
.
• No individual coin flip has any particular tendency, or feels any force. to be found .mthe states with .
, h· · h t of entropy as a driving force. Systems tend the highest
• As we ll see, t 1s 1s t e na ure
multiplic.ity: . l ur th me predictive role for the composition of coin flips as the minimization
• The max1m1zat1on of Wor n n serves e ~a
of energy serves for the position of the ball m the valley.
The Modeling Process

The real problem

l 1. simplify
Simplified problem Mathematical model
I
Sol uti on
2. find model 3. solv~
to slmpllfled Solution to mathematical
problem 4. translate model of problem
ij 5. check
, Ch ecking of feasibility
I 6. decide
No ~ Yes= solved I

How to solve a Problem?

The Modeling Process

real model 1 Undersundln1

& problem m1thtm1tlc1I Consttuctln1
C 0 model & problem 2 Slmpllfyl~

1 2'
real situation ~ ~ " " 1 . situatio
n
Structurtna
3 M1them1tlslna
4 Workill
&problem W ~ W model m1thtm1tlally
7 s1nttrpr1tlna
6 V111d1tln1
1 upos1n1
real mathematlcll
m to f results ruults
th•
world mathematics
The Modeling Process in conjunction with Technology

computer modlt
I problem
realrnodtl
I problem 0
Q mathemaUcal

I
ralsituatlon ~ ,----,.~ sltuatJon
model & problem

& problem W '-, _,., W model

mathematic.al
results □ computtr
rest of raulu
raults
the
world
ttchnolOIV

Modeling and Simulation

Pmf. Anshu Arund

er way to look at it ...
Differential Logical
equations, Mixtures of while-box and deterministic
stochastic, black-box models are cellular automata
matrix models grey-box models models

' I •

Black-box Grey-box models White-box

models models

•
NULL Level of mechanistic insight MAXIMUM
into a complex dynamic system

Data Driven or Physical Knowledge?

Translate the mathematical model to real world

White box Grey box Black box

Deterministic equations
Some prior knowledge Data driven
Physical knowledge
Unknown parameters estimated from Input-outpu t
Internal dynamics are emplrlcal data or literature representation
known
.

Level of mechanistic insight

What level of insight can we draw?

QIPShort Tl m1 Cour-...• -1IT R(,._1rl1.'l'

1
\ Simple Models Show How Systems Tend To
ward Disorder
• Simple mo dels are caricatur es.
• Keep \'1hat is essential, and omit less im
portant details.
• 'The art of mode\ building is in recognizin
g wh at is essential. So metlffie5 a given phen
differ en t mo dels. Fo r example, we will on1enon ca 1 be dtscnbeli b)'
nnd that bo th lattice n1odels and quantum
gas \aw. n1echanics can gl\ i? tht idcai
• Th e best mo de\s are the least arbitrary-
they have the fewe5t assumptions or adj u~tabl
useful if it n1akes testable predictions (right e par ,1n1Lte • A 1n0Jel is
or wr ong), and if 1t helps encap~ u\ate or unify
• \n \at tice mo de\s, atoms or parts of 001 ~1owl~dg~.
molecules are rep resented as hard sphen tal bea
• Space is divided up into bead-sized box ds.
es, called lattice sites, whic.h are a1 tifi c1al, mu
co\\ective\y exhaustive units of space. tua.U) e~du~ =-, ,t n ll
• Each \attke site holds either i ero or one
bead.
• Two or mo re beads cannot occupy the sam
e site. So, occupi ed or not are mutually cxd
\attice site . us1, ~ options for a gh en
• For now, the occupancy or not of one latt
ice site is ind ependent of that of another site
corre\ations). (l~llcr, we,ll consider
• 'Th e lattice mode\ )U~t captures the idea tha
t particles can be located at different positions
partic\es can be i.n the same place at the sam in space, and that no h,o
e time.
\ Wby do gases exert pressure? A lattice ~ od~
lmagine a gas of N spherical particles that are free to distribute throughout either a large volume or a s1nal1 ori~.
Wl1y does the gas spread out into a large volume?

Case Configuration Vo1mne

A 5 (use.\, iilitC/111 ff
t,rrouglrm t • r \ ,.
B 4 pmrid·~ tr "' l
th ,ceparru l sf II

C 3

• T h e tendency to spread out, ca\led pressu re, can be explained either in terms of mecl1a11ics or maxi111um
multiplicity.
• 'These are two different perspectives on the same process. Accordin g to the mechanic al interpret ation, pre~1.>urc
results from particles banging agamst the containe r walls. In general, few problems can be solved by the mecharncal
approach .
• 1'he mu\tip\icity perspective 1s more powerful, particularly for complex problemc;.
• Let 5 n1in iatu rize the pro blem Our aim . . d .
· 15 to ev1se a model that \ , · I
d h the esse nce of th bl ,. h \i~ can v1su a ize eas11) c1nd solve e,ac rh ,
an t at will cap ture
• V\' e take th I e pro em wit out mathematical complexity
m·~ v~ SumM e M (4the duMm
n ber of lattice sites in which the particle~ are distributed) a~ the dt51ee o1
fre edo , a - , an r = 3.
• A

• lVhat value of M 111a xi111;us tlze tllu/tiplicity?

W(N NI ) - /.1!
' - N!(AJ-N) !'

city W(N , M) of N part icles in M latti ce sites the ~amc WJ)' thJt 1011 count the uurnlw ol
• You can com pute the mul tipli
uen ces of N head s in M coin flips . Tha l is, Ihe sequenre Ivaca nt, occupied : otrn pkd, 1,ica II t,
d isl in gu isha ble seq
ence (TIIHTH J.
occupied] is just a set of bina ry outcomes like the coin flip sequ
mis e is that ever y sequ enc e is cqu aHy likel y, no mat ter how its vacancies and ocLL1panuc.•, Mc .1rr,111 gcd
• Ou 1 pre
10 poss ible arra nge men ts for v
J' f,1 = 5, W (3, 4) = .J!/(3 .'J!) = •I arr,lll!,l'm enh lnr \/ - .J, ,tr'd \\ '1
• \V"(3, 5) = 5!/(3!2!) = 8
(3, J) = 3!/(3!0!) = 1 arrangen1ent for Mc = 3
• The ,nultiplicity increases as tl,e volume increases.
has onl y thes e thre e poss ible volu mes avai labl e, then the prob ability is P1 II I 5 Ii.(., 11( I , l • IOl I th.it
• 11 the sysle m
che d up on the left side of the cont t1ine r, Ptt 4/ 15 !hat the ga, will expa nd to ,111 mtc 111uf1,.tc
the particles will be bun .
wiJJ be fully spre ad ou~ . . , ., , . ,
d(g~et, and p \ _ 2/3 that the parl iclcs
syst em is its \ olum c, the pnr t1cles will spre ad out mto tlu la, .~cj/ po:-., d,/i: l olw o
• lf the degree of frecdo m of the
for(e callcl pressure
nu,xinuze the ,,, 11 /tiplicil y of the system. Thi s 1~ the basis for thL
 { Macrostates/~ icrostates

111acr ostate s be cau se the y are n1 acr osc op ic, observable, or controllable: we
• Our states A, B, and C ace called vo lum e \I or the den sity /\'I V of tl1e srstt>m.
vary or me asu re the
could perform an experiment in which we are the ind ividu al snapsh ots ttl t \\ e countt>J
re n1 icr ostate s, wh ich
• Each macrostate is made up of one or mo
above. ob ab le. So , the probability of ob,t'n ing
t each 111 icrost ate is eq ua lly pr
• The principle that '"'e assert here is tha
cro state wi ll be pro po rtio na l to ho w 111 any 111icrostates it has.
any particular ma 1ti al is a for ce for mLxing, as when ad~ <-'
ex pa nsion , the ch e,n ica / po te1
• \IVhile the pressure is a force for
diffuses in water.

Case Con figura rion Volurne

nW -.lQJ
~

)
A

B (tJLO 4

3 ~ \,
C (J'-'fj
Why do materials diffuse? A lattice model for the chemical potential.
--
• Suppose lhat you have four black particles and four white particles in eight latticesites. There are four lattice sit~s
on the left and four lattice sites on the right, separated by a permeable wall.
• The total volume is fixed.
• All the lattice sites are occupied by either a black or a white particle.
• The degrees of freedom are the numbers of white and black particles on each side of the permeable w,ill, 11 Pt the
volume.

Case Left Right

Case A,
the composition is two O and two
particles on the left, and two O and
A two J on the right. In Case n, the
composition is three O and one on
B the left and one O and three J on the
right. In Case C, the composition is four
C O and zero .J on the left, and zero 0
and four J on the right.
• 1
Permeable Barner _..,
• Again we consider three cases. Figure shows one particular spatial co11.fig11ratio11 for each case, but se\"eral
different configurations might be possible for a given composition.
• What is the most probable composition of and particles on each side of the wall?
• \Ve predict compositions rather than particle sequences because this is what experiments can n1casurc.
• Once again, the statistical mechanical approach is to assume that each spatial configuration (sequence) is cquallr
probable.
• Find the most probable mixture by maximizing the multiplicity of arrangements.

Case A: IV = IV (left)· IV (right) = ~~!

2
2ffl = 36.
Case B: W = IV (left)· W(right) = I~~! 3 ! = IG. ~1
Case C: W = IV(left) •IV(right) = 0~~! 4~~! = I.

• Case A, which has the most uniform particle distribution, has the highest 11111/tiplicity and therefore is the mo~t
probable.
• Case C, which has the greatest particle segregation, is tl1e least probable.
• If the degree offreedom is tl,e extent ofparticle exchange, then the multiplicity will be greatest when the p:11 ticks arc
distributed most uniformly.
• You can predict the tendencies of particles to mix {i.e., diffuse) with the principle that the system tends toward llw
distribution tl,at maximizes its multiplicity.
 W11y is rubber elastic?
• 'Nhen you stretch a rubber band, it pulls back. This re tractive force is due to the tenden9 of pol}m r t d
confonnations tl1at 11,aximize tl1eir multiplidties.
• Polymers have fewer conformational states wl1e11 fidly stretclied.

11 ( ()

• The simple two-dimensional lattice model for po

different conformations.
• The chain monomers are shown as beads a h
3
n1onon1ers connected by two bonds Bead numb

~
a waH.
• Starting at the wall, the layers of tl,e Iattic arc
2 • Fi x the fir st monomer of a chain to a wall The degr o

~ r
the position of the other end, at distance
• lV(l) i s the multiplicity of configurations tlMt ha c ti
end in layer /
• \V is maximal when the chain ends in la) er l 2

0
r hr
1 1 2. l 2 3
retracted state than I = 3.
• To maximize 1V, a polymer n1olecule retracts ,, h n

C
Summary
-
an gc u n t ii I he >) ,1 l'O l rL\l, ht•, .1 , I. !.: 11
ul es . T he de gr ee s o f frce do m o f a system will ch
• ont atfoom
acet ne
Fohircches th s an
rces arde m roec
zeol .
w
tend to w ar d s la le , th at h.11·c III i II i 111, 1I t'I I ,·,,i: it
of n1 re m um principiesen : S)'Stems
te rm s
descriptio r, a combination o f the two tend cies.
n is in
• An alt em ati ve 11 ,o of Ir ,, , ,,, 1 1h at
or maximal 11 1/tiplicities e va lu e, ol th e dl 'g rt'L ,
ch has a maximum for th
an tity ca lle d en tro py , S = co 11 sta 11t x /11 IV , w hi
ul ti pl ic it y ar e al , o lc n d.-nLk, Im, ,11 d ,t alc~
• The qu to w ar d states o f maximum m
nden
tey. ci es o f sy st em s
max
of mim axiz W. en
imeum Thetrop
fo r th e pr cs ,u rl ', o f \!,1'c,. th, n \I ll~ n f
imum en trap )' accoun ts
w ar d m ax im um m ul tiplic ity or m ax
w of hc a t fro 111 ho t ob k~ c " 1" u ,J I <' '·'
• The tendency to d, as w e 'II se e in the next mod uJe, I he flo
th e retra ct ion of ru bb er, an 011
flu id s,