Ch2.

Elements of Ensemble
Theory
Ensemble: An ensemble is a large collection of systems in
different microstates for the same macrostate (N,V,E)
of the given system.
1) An ensemble element has the same macrostate as
the original system (N,V,E), but is in one of all
possible microstates.
2) A statistical system is in a given macrostate (N,V,E),
at any time t, is equally likely to be in any one of a
distinct microstate.
Ensemble theory: the ensemble-averaged behavior of a
given system is identical with the time-averaged
behavior.
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2.1 Phase space of a classical
system
 Consider a classical system consisting of N-
particles, each described by (xi,vi) at time t.
 A microstate at time t is
(x1,x2,…,xN; v1,v2,…,vN), or
(q1,q2,…,q3N; p1,p2,…,p3N), or
(qi, pi) - position and momentum, i=1,2,…..,3N

 Phase space: 6N-dimension space of (qi, pi).

pi

qi 2
 Representative point

 Representative point: a microstate (qi,pi) of the

given system is represented as a point in phase
space.
 An ensemble is a very large collection of points in
phase space W. The probability that the microstate
is found in region A is the ratio of the number of
ensemble points in A to the total number of points
in the ensemble W.

Number of points in A pi A
P(A)= W
Number of points in W
qi
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 Hamilton’s equations
 The system undergoes a continuous change
in phase space as time passes by
H qi , pi 
qi 
pi i=1,2,…..,3N
H qi , pi 
p i  
qi
 Trajectory evolution and velocity vector v
 Hamiltonian
pi2 N 
  

3N N
H qi , pi     U ri     ri  rj
i 1 2m i 1 i j

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 Hypersurfce
 Hypersurface is the trajectory region of phase
space if the total energy of the system is E, or
(E-D/2, E+D/2). pi
H(qi,pi) = E

H(qi,pi) = E E-D/2
E+D/2

Hypershell (E-D/2, E+D/2). qi

• e.g. One dimensional harmonic oscillator

H(qi,pi) = (½)kq2 + (1/2m)p2 =E

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Ensemble average
 For a given physical quantity f(q, p), which
may be different for systems in different
microstates,

 f q, p r q, p; t d 3 N q d 3 N p
f 
 r q , p; t d 3N
q d 3N
p

where
d3Nq d3Np – volume element in phase space
r(q,p;t) – density function of microstates
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 Microstate probability density
 The number of representative points in the
volume element (d3Nq d3Np) around point
(q,p) is given by
r(q,p;t) d3Nqd3Np

 Microstate probability density:

1/Cr(q,p;t) C   r q, p; t d 3 N q d 3 N p

 Stationary ensemble system: r(q,p) does not

explicitly depend on time t. <f> will be
independent of time. r
0
t 7
 2.2 Liouville’s theorem and
its consequences
 The equation of continuity
At any point in phase space, the density function r(qi,pi;t) satisfies
r 
   rv   0
t

where v  (qi , p i )
 3N    
  rv     rqi   rp i 
i 1  qi pi 

r 3 N  r r 
So,   qi  p i   0
t i 1  qi pi 
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Liouville’s theorem

From above
dr r 3 N  r r 
   qi  p i   0
dt t i 1  qi pi 
Use Hamilton’s equations
dr r 3 N  r  H  r  H 
       
dt t i 1  qi  pi  pi  qi 
dr r
  r , H   0
dt t
3N  r  H  r  H 
where r , H         
i 1  qi  pi  pi  qi 
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Consequences

For thermal equilibrium

r 3N
 r H r H 
 0  r , H      0
t i 1  qi pi pi qi 

• One solution of stationary ensemble

r q, p  const (Uniform distribution over all possible microstates)

f q, p d
1
f  

where d  d 3 N q d 3 N p Volume element on phase space

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Consequences-cont.
r 3N
 r H r H 
 0  r , H      0
t i 1  qi pi pi qi 

• Another solution of stationary ensemble

r q, p  rH q, p
3N
 r H H r H H 
satisfying r , H      0
i 1  H qi pi H pi qi 

A natural choice in Canonical ensemble is

r q, p  exp H q, p /kT 

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 2.3 The microcanonical
ensemble
 Microcanonical ensemble is a collection of
systems for which the density function r is, at
all time, given by
r q, p   const If E-D/2 H(q,p) E+D/2
0 otherwise pi
H(qi,pi) = E
 In phase space, the
representative points of E-D/2
E+D/2
the microcanonical
ensemble have a choice to qi
lie anywhere within a
“hypershell” defined by
the condition
E-D/2 H(q,p) E+D/2
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 Microcanonical ensemble and
thermodynamics
 G – the number of microstates accessible;
 – allowed region in phase space;
0 – fundamental volume equivalent to one microstate
G  N , V , E , D    / 0 pi
H(qi,pi) = E

S  k ln G  k ln   E+D/2
 0  E-D/2

 Microcanonical ensemble qi
describes isolated sysstems of
known energy. The system does
not exchange energy with any
external system so that (N,V,E)
are fixed.

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 Example – one particle in 3-
D motion
 Hamilton: H(q,p) = (px2+py2+pz2)/(2m)
 Microcanonical ensemble

r q, p   const If E-D/2 H(q,p) E+D/2 pz

H(qi,pi) = E
0 otherwise
E+D/2
 Fundamental volume, 0 ~h3 E-D/2

 Accessible volume py

   dxdydz dp x dp y dp z V 4  
2
2mE D p
x
G   / 0  V 4  2
2mE D / h 3

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 2.4 Examples
1. Classical ideal gas of N particles
a) particles are confined in physical volume V;
b) total energy of the system lies between E-D/2 and E+D/2.

2. Single particle
a) particles are confined in physical volume V;
b) total energy of the system lies between E-D/2 and E+D/2.

3. One-dimensional harmonic oscillator

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 2.4 Examples
1. Classical ideal gas of N particles
 Particles are confined in physical volume V
 The total energy of system lies between (E-D/2, E+D/2)
pi2
3N
Hamiltonian H qi , pi   
i 1 2m
V
Volume  of phase space accessible to
representative points of microstates

    d 3N
q d 3N
p  V N
 p
d 3N

qV 3N  pi2 
3N  pi2  
E  D / 2 
 2m 
 E  D / 2
E  D / 2  
 2m 
 E  D / 2 i 1  
i 1  
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 Examples-ideal gas
 3 N / 2 3N 3 N 1  2m D 
 V N
d
3N
y V N
2mE   
3N / 2!  E 2
2

 
 yi  2 m ( E  D / 2)
3N
2 m ( E  D / 2 ) 2

i 1

D
 VN
2mE  3N / 2

E 3N / 2  1!
where  N /2
VN R    y
d 3N
R N , R  2mE
N / 2!
 yi 2  R 2
3N
0
i 1

 N /2N 2m D
dVN R   R N 1dR, dR 
N / 2! E 2
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 Examples-ideal gas
The fundamental volume: 0  h 3 N
* A representative point (q,p) in phase space has a
volume of uncertainty ~  , for N particle, we have 3N
(qi,pi) so, 0  h 3 N
• The multiplicity G (microstate number)

G
 DV 
  3
N
2mE 3N / 2
0 E  h  3N / 2  1!
S N ,V , E   k ln G
 V  4mE 3 / 2  3  V  4mE 3 / 2  3
and ln G  N ln  3    N  Nk ln  3     Nk
 h  3N   2  h  3N   2
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 Example-single free particle
2. Classical ideal gas of 1 particles
 Particle confined in physical volume V
 The total energy lies between (E-D/2, E+D/2)
V
Hamiltonian
p2
H q, p   
1
2m 2m

px  p y  pz
2 2 2


Volume of phase space with p< P=sqrt(2mE) for a

given energy E
4 2
    (dq1dq2 dq3 ) (dp1dp2 dp3 )  V P
qV
3
p12  p2 2  p3 2  P 2

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 Examples-single particle
• The number of microstates with momentum lying btw
p and p+dp,
d  V
g ( p)dp   dp  3 4p 2 dp
dp  0  h
• The number of microstates of a free particle with
energy lying btw  and +d,

 d  3 2 2m3 / 2  1/ 2 d
d V
a( )d 
d  0  h

where p2
 , 0 ~ h 3
2m
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 Example-One-dimensional
simple harmonic oscillator
3. Harmonic oscillator
H q, p  
1 2 1 2
Hamiltonian kq  p
2 2m
Where k – spring constant
m – mass of oscillating particle

Solution for space coordinate and momentum coordinate

q  A cost   
p  mq  mA sin t   
1
with   k / m , E  m 2 A2
2
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 Example-One-dimensional
simple harmonic oscillator
The phase space trajectory of representative
point (q,p) is determined by p
H q, p  
1 2 1 2
kq  p E
2 2m
q2

p2
1 q
or
 
2 E / m 2 2mE 

With restriction of E to E-D/2 H(q,p) E+D/2

• The “volume” of accessible in phase space

2
v    (dq) (dp)  E  D / 2  E  D / 2 Av  q0 p0  
2E
2mE
E  D / 2 H ( q , p )  E  D / 2
 m 2

2D 2E
v  
 
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 Example-One-dimensional
simple harmonic oscillator
 If the area of one microstate is 0~h

The number of microstates (eigenstates) for a harmonic

oscillator with energy btw E-D/2 and E+D/2 is given by

v D
E   
0 

So, entropy
 D 
S  k ln E   k ln  
  

23
 Problem 3.5
For a collection of N 3-D quantum harmonic
oscillators of frequency w and total energy E,
compute the entropy S and temperature T.

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