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Statistical Mechanics · AI note · graduate · #statmech

Complete Statistical Mechanics

A concise guide to ensembles, entropy, canonical and grand-canonical methods, quantum statistics, gases, interactions, phase transitions, and fluctuations.

· 16 min
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The Statistical Basis of Thermodynamics

Core ideas

Statistical mechanics explains thermodynamics from microscopic states. Entropy counts compatible microstates, equilibrium is overwhelmingly probable, and macroscopic laws emerge from averages over many degrees of freedom. Temperature and chemical potential are derivatives of entropy.

For review, be able to derive thermodynamic variables from entropy, distinguish microstate and macrostate, and explain why equilibrium is statistical. Keep the physical question visible: identify the degrees of freedom, the conserved quantities, the approximation being made, and the observable that would be measured.

Mathematical spine

S=kBln⁡Ω,1T=(∂S∂E)V,N,μT=−(∂S∂N)E,VS=k_B\ln\Omega,\qquad \frac1T=\left(\frac{\partial S}{\partial E}\right)_{V,N},\qquad \frac{\mu}{T}=-\left(\frac{\partial S}{\partial N}\right)_{E,V}

Worked example

Consider a paramagnet of N=4N=4 distinguishable spins-1/21/2 in a magnetic field B=1 TB=1\,\mathrm{T}. Each spin has magnetic moment μ\mu (Bohr magneton, μ≈9.27×10−24 J/T\mu\approx9.27\times10^{-24}\,\mathrm{J/T}). The up state has energy −μB-\mu B and the down state +μB+\mu B. Take the macrostate with total energy E=−2μBE=-2\mu B, which requires three spins up and one down.

  1. Counting microstates: The number of ways to choose which spin is down is

    Ω=(41)=4.\Omega=\binom{4}{1}=4.
  2. Entropy: Using S=kBln⁡ΩS=k_B\ln\Omega,

    S=kBln⁡4≈1.386 kB≈1.91×10−23 J/K.S=k_B\ln 4\approx1.386\,k_B\approx1.91\times10^{-23}\,\mathrm{J/K}.
  3. Temperature: If the energy is raised to E=0E=0 (two up, two down), Ω′=(42)=6\Omega'=\binom{4}{2}=6 and S′=kBln⁡6S'=k_B\ln 6. For the small energy step ΔE=2μB≈1.85×10−23 J\Delta E=2\mu B\approx1.85\times10^{-23}\,\mathrm{J},

    1T≈ΔSΔE=kB(ln⁡6−ln⁡4)2μB=kB2μBln⁡32.\frac1T\approx\frac{\Delta S}{\Delta E}=\frac{k_B(\ln6-\ln4)}{2\mu B}=\frac{k_B}{2\mu B}\ln\frac32.

    Thus

    T≈2μBkBln⁡(3/2)≈1.85×10−23(1.38×10−23)(0.405)≈3.3 K.T\approx\frac{2\mu B}{k_B\ln(3/2)}\approx\frac{1.85\times10^{-23}}{(1.38\times10^{-23})(0.405)}\approx3.3\,\mathrm{K}.

Problems with Solutions

  1. Microstate counting for an Einstein solid.
    Problem: An Einstein solid consists of N=3N=3 oscillators, each with energy spacing ℏω\hbar\omega. How many microstates correspond to total energy E=2ℏωE=2\hbar\omega?
    Solution. This is the number of ways to distribute q=2q=2 indistinguishable energy quanta among N=3N=3 oscillators:

    Ω=(q+N−1q)=(42)=6.\Omega=\binom{q+N-1}{q}=\binom{4}{2}=6.
  2. Entropy and temperature from counting.
    Problem: A system has Ω(E)=C E3N/2\Omega(E)=C\,E^{3N/2} with N=2N=2 and CC a constant. Find S(E)S(E) and T(E)T(E).
    Solution. S=kBln⁡(CE3)=kBln⁡C+3kBln⁡ES=k_B\ln(C E^3)=k_B\ln C+3k_B\ln E. Then

    1T=(∂S∂E)V,N=3kBE⇒E=3kBT.\frac1T=\left(\frac{\partial S}{\partial E}\right)_{V,N}=\frac{3k_B}{E}\quad\Rightarrow\quad E=3k_BT.

    This is the equipartition result for N=2N=2 structureless particles in 3D.

  3. Chemical potential estimate.
    Problem: For a monatomic ideal gas, Ω(N,E,V)∝VNE3N/2/N!\Omega(N,E,V)\propto V^N E^{3N/2}/N!. Use Stirling’s approximation to estimate μ/T\mu/T for large NN.
    Solution. With ln⁡N!≈Nln⁡N−N\ln N!\approx N\ln N-N,

    S≈NkBln⁡ ⁣(VN)+3N2kBln⁡E+const.S\approx Nk_B\ln\!\left(\frac{V}{N}\right)+\frac{3N}{2}k_B\ln E+\text{const}.

    Keeping EE fixed,

    μT=−(∂S∂N)E,V≈−kBln⁡ ⁣(VNλT−3),\frac{\mu}{T}=-\left(\frac{\partial S}{\partial N}\right)_{E,V}\approx -k_B\ln\!\left(\frac{V}{N}\lambda_T^{-3}\right),

    which is the familiar Sackur—Tetrode form.

Section summary. Thermodynamics is the large-number limit of microscopic statistics.

Elements of Ensemble Theory

Core ideas

An ensemble is a probability distribution over microstates representing given macroscopic information. Microcanonical, canonical, and grand canonical ensembles differ by what is held fixed and what can be exchanged with a reservoir.

For review, be able to choose the right ensemble, compute averages, relate fluctuations to response, and understand equivalence of ensembles in the thermodynamic limit. Keep the physical question visible: identify the degrees of freedom, the conserved quantities, the approximation being made, and the observable that would be measured.

Mathematical spine

⟨A⟩=∑spsAs,ps≥0,∑sps=1\langle A\rangle=\sum_s p_sA_s,\qquad p_s\ge0,\qquad \sum_sp_s=1

Worked example

Consider a 3-state system with energies E1=0E_1=0, E2=εE_2=\varepsilon, and E3=2εE_3=2\varepsilon, where ε=0.1 eV\varepsilon=0.1\,\mathrm{eV}. In the canonical ensemble at T=300 KT=300\,\mathrm{K} (kBT≈0.02585 eVk_BT\approx0.02585\,\mathrm{eV}), the partition function is

Z=∑s=13e−βEs=1+e−βε+e−2βε.Z=\sum_{s=1}^3 e^{-\beta E_s}=1+e^{-\beta\varepsilon}+e^{-2\beta\varepsilon}.

With βε≈3.87\beta\varepsilon\approx3.87, we have e−3.87≈0.0209e^{-3.87}\approx0.0209 and e−7.74≈4.36×10−4e^{-7.74}\approx4.36\times10^{-4}, giving

Z≈1.0213.Z\approx1.0213.

The probabilities are p1≈0.979p_1\approx0.979, p2≈0.0205p_2\approx0.0205, p3≈4.3×10−4p_3\approx4.3\times10^{-4}. The average energy is

⟨E⟩=0+εe−βε+2εe−2βεZ≈0.00209 eV+0.000087 eV1.0213≈2.1×10−3 eV≈3.4×10−22 J.\langle E\rangle=\frac{0+\varepsilon e^{-\beta\varepsilon}+2\varepsilon e^{-2\beta\varepsilon}}{Z}\approx\frac{0.00209\,\mathrm{eV}+0.000087\,\mathrm{eV}}{1.0213}\approx2.1\times10^{-3}\,\mathrm{eV}\approx3.4\times10^{-22}\,\mathrm{J}.

Problems with Solutions

  1. Two-level system energy and heat capacity.
    Problem: A system has states with energies 00 and ε\varepsilon. Find ⟨E⟩\langle E\rangle and the heat capacity C=∂⟨E⟩/∂TC=\partial\langle E\rangle/\partial T.
    Solution. Z=1+e−βεZ=1+e^{-\beta\varepsilon}. Then

    ⟨E⟩=εe−βε1+e−βε=εeβε+1.\langle E\rangle=\frac{\varepsilon e^{-\beta\varepsilon}}{1+e^{-\beta\varepsilon}}=\frac{\varepsilon}{e^{\beta\varepsilon}+1}.

    Differentiating,

    C=ε2kBT2eβε(1+eβε)2=kB(ε2kBT)2sech⁡2 ⁣(ε2kBT).C=\frac{\varepsilon^2}{k_BT^2}\frac{e^{\beta\varepsilon}}{(1+e^{\beta\varepsilon})^2}=k_B\left(\frac{\varepsilon}{2k_BT}\right)^2\operatorname{sech}^2\!\left(\frac{\varepsilon}{2k_BT}\right).
  2. Gibbs entropy.
    Problem: For the 3-state example above, compute the Gibbs entropy S=−kB∑spsln⁡psS=-k_B\sum_s p_s\ln p_s.
    Solution. Using the probabilities found,

    S≈−kB[0.979ln⁡(0.979)+0.0205ln⁡(0.0205)+4.3×10−4ln⁡(4.3×10−4)].S\approx-k_B\bigl[0.979\ln(0.979)+0.0205\ln(0.0205)+4.3\times10^{-4}\ln(4.3\times10^{-4})\bigr].

    Evaluating the logarithms gives S≈0.104 kB≈1.4×10−24 J/KS\approx0.104\,k_B\approx1.4\times10^{-24}\,\mathrm{J/K}.

  3. Energy fluctuations and response.
    Problem: Show that ⟨(ΔE)2⟩=−∂β⟨E⟩\langle(\Delta E)^2\rangle=-\partial_\beta\langle E\rangle and explain why this implies ⟨(ΔE)2⟩=kBT2CV\langle(\Delta E)^2\rangle=k_BT^2C_V.
    Solution. Start from ⟨E⟩=−∂βln⁡Z\langle E\rangle=-\partial_\beta\ln Z. Then

    −∂β⟨E⟩=∂β2ln⁡Z=∂β2ZZ−(∂βZZ)2=⟨E2⟩−⟨E⟩2.-\partial_\beta\langle E\rangle=\partial_\beta^2\ln Z=\frac{\partial_\beta^2 Z}{Z}-\left(\frac{\partial_\beta Z}{Z}\right)^2=\langle E^2\rangle-\langle E\rangle^2.

    Since ∂β=−kBT2∂T\partial_\beta=-k_BT^2\partial_T, we have −∂β⟨E⟩=kBT2(∂⟨E⟩/∂T)V=kBT2CV-\partial_\beta\langle E\rangle=k_BT^2(\partial\langle E\rangle/\partial T)_V=k_BT^2C_V.

Section summary. Ensembles turn incomplete microscopic information into predictions.

The Canonical Ensemble

Core ideas

The canonical ensemble describes systems exchanging energy with a heat bath at fixed temperature. The partition function normalizes probabilities and generates energy, entropy, heat capacity, and free energy.

For review, be able to compute ZZ, derive FF, UU, SS, and heat capacity, and use factorization for independent degrees of freedom. Keep the physical question visible: identify the degrees of freedom, the conserved quantities, the approximation being made, and the observable that would be measured.

Mathematical spine

Z=∑se−βEs,F=−kBTln⁡Z,U=−∂βln⁡ZZ=\sum_s e^{-\beta E_s},\qquad F=-k_BT\ln Z,\qquad U=-\partial_\beta\ln Z

Worked example

A quantum harmonic oscillator of frequency ω=2π×1013 s−1\omega=2\pi\times10^{13}\,\mathrm{s^{-1}} (ℏω≈0.0414 eV\hbar\omega\approx0.0414\,\mathrm{eV}) is in thermal equilibrium at T=300 KT=300\,\mathrm{K} (kBT≈0.02585 eVk_BT\approx0.02585\,\mathrm{eV}). Its canonical partition function is

Z=∑n=0∞e−βℏω(n+1/2)=e−βℏω/21−e−βℏω.Z=\sum_{n=0}^\infty e^{-\beta\hbar\omega(n+1/2)}=\frac{e^{-\beta\hbar\omega/2}}{1-e^{-\beta\hbar\omega}}.

With βℏω≈1.60\beta\hbar\omega\approx1.60, e−0.80≈0.449e^{-0.80}\approx0.449 and e−1.60≈0.202e^{-1.60}\approx0.202, so

Z≈0.4490.798≈0.563.Z\approx\frac{0.449}{0.798}\approx0.563.

The average energy is

U=ℏω2+ℏωeβℏω−1≈0.0207 eV+0.04143.95 eV≈0.0312 eV≈5.0×10−21 J.U=\frac{\hbar\omega}{2}+\frac{\hbar\omega}{e^{\beta\hbar\omega}-1}\approx0.0207\,\mathrm{eV}+\frac{0.0414}{3.95}\,\mathrm{eV}\approx0.0312\,\mathrm{eV}\approx5.0\times10^{-21}\,\mathrm{J}.

The heat capacity is

C=kB(βℏω)2eβℏω(eβℏω−1)2≈(1.38×10−23)(2.56)4.9615.6≈1.1×10−23 J/K.C=k_B(\beta\hbar\omega)^2\frac{e^{\beta\hbar\omega}}{(e^{\beta\hbar\omega}-1)^2}\approx(1.38\times10^{-23})(2.56)\frac{4.96}{15.6}\approx1.1\times10^{-23}\,\mathrm{J/K}.

Problems with Solutions

  1. Classical limit of oscillator heat capacity.
    Problem: Show that for kBT≫ℏωk_BT\gg\hbar\omega, the quantum oscillator heat capacity reduces to the classical equipartition value kBk_B.
    Solution. Let x=βℏω≪1x=\beta\hbar\omega\ll1. Then ex−1≈x+x2/2e^x-1\approx x+x^2/2, so

    C≈kBx21+xx2(1+x/2)2≈kB.C\approx k_Bx^2\frac{1+x}{x^2(1+x/2)^2}\approx k_B.
  2. NN independent spins.
    Problem: NN non-interacting spin-1/21/2 particles in a field BB have energies ±μB\pm\mu B. Find the total partition function ZNZ_N and the free energy FF.
    Solution. The single-spin partition function is Z1=eβμB+e−βμB=2cosh⁡(βμB)Z_1=e^{\beta\mu B}+e^{-\beta\mu B}=2\cosh(\beta\mu B). Since the spins are independent,

    ZN=[2cosh⁡(βμB)]N,F=−NkBTln⁡[2cosh⁡(βμB)].Z_N=[2\cosh(\beta\mu B)]^N,\qquad F=-Nk_BT\ln[2\cosh(\beta\mu B)].
  3. Paramagnetic susceptibility.
    Problem: From the free energy of the NN-spin system, derive the magnetization M=−∂F/∂BM=-\partial F/\partial B and the zero-field susceptibility χ=∂M/∂B∣B=0\chi=\partial M/\partial B|_{B=0}.
    Solution. M=Nμtanh⁡(βμB)M=N\mu\tanh(\beta\mu B). For small BB, tanh⁡x≈x\tanh x\approx x, so

    M≈Nμ2BkBT,χ=Nμ2kBT,M\approx\frac{N\mu^2B}{k_BT},\qquad\chi=\frac{N\mu^2}{k_BT},

    which is Curie’s law.

Section summary. The canonical partition function is the engine of fixed-temperature statistical mechanics.

The Grand Canonical Ensemble

Core ideas

The grand canonical ensemble allows both energy and particles to fluctuate. It is natural for gases, quantum many-particle systems, adsorption, and reactions. The grand potential controls pressure and particle number.

For review, be able to compute Z\mathcal Z, obtain ⟨N⟩\langle N\rangle, relate Ω\Omega to pressure, and use fugacity. Keep the physical question visible: identify the degrees of freedom, the conserved quantities, the approximation being made, and the observable that would be measured.

Mathematical spine

Z=∑N,se−β(ENs−μN),Ω=−kBTln⁡Z,⟨N⟩=kBT ∂μln⁡Z\mathcal Z=\sum_{N,s}e^{-\beta(E_{Ns}-\mu N)},\qquad \Omega=-k_BT\ln\mathcal Z,\qquad \langle N\rangle=k_BT\,\partial_\mu\ln\mathcal Z

Worked example

Consider a single lattice site that can be either empty (energy 00, particle number 00) or occupied by one particle (energy −ε-\varepsilon, particle number 11). The site is in contact with a reservoir at T=500 KT=500\,\mathrm{K} and chemical potential μ=0.1 eV\mu=0.1\,\mathrm{eV}, with binding energy ε=0.3 eV\varepsilon=0.3\,\mathrm{eV}.

The grand partition function is

Z=∑N=0,1e−β(EN−μN)=1+eβ(μ+ε).\mathcal Z=\sum_{N=0,1}e^{-\beta(E_N-\mu N)}=1+e^{\beta(\mu+\varepsilon)}.

Here β(μ+ε)=0.4 eV/(8.617×10−5 eV/K×500 K)≈9.28\beta(\mu+\varepsilon)=0.4\,\mathrm{eV}/(8.617\times10^{-5}\,\mathrm{eV/K}\times500\,\mathrm{K})\approx9.28. Thus e9.28≈1.07×104e^{9.28}\approx1.07\times10^4 and

Z≈1.07×104,⟨N⟩=eβ(μ+ε)Z≈0.9999.\mathcal Z\approx1.07\times10^4,\qquad\langle N\rangle=\frac{e^{\beta(\mu+\varepsilon)}}{\mathcal Z}\approx0.9999.

The average energy is ⟨E⟩=−ε⟨N⟩≈−0.3 eV\langle E\rangle=-\varepsilon\langle N\rangle\approx-0.3\,\mathrm{eV}.

Problems with Solutions

  1. Ideal gas in the grand canonical ensemble.
    Problem: For an ideal gas, show that Z=exp⁡(zV/λT3)\mathcal Z=\exp(zV/\lambda_T^3) where z=eβμz=e^{\beta\mu} is the fugacity and λT\lambda_T the thermal wavelength.
    Solution. The canonical partition function for NN indistinguishable particles is ZN=z1N/N!Z_N=z_1^N/N! with z1=V/λT3z_1=V/\lambda_T^3. Summing over NN,

    Z=∑N=0∞(zz1)NN!=ezz1=exp⁡ ⁣(zVλT3).\mathcal Z=\sum_{N=0}^\infty\frac{(zz_1)^N}{N!}=e^{zz_1}=\exp\!\left(\frac{zV}{\lambda_T^3}\right).
  2. Particle number and pressure.
    Problem: From the ideal-gas grand potential Ω=−kBTln⁡Z=−kBT zV/λT3\Omega=-k_BT\ln\mathcal Z=-k_BT\,zV/\lambda_T^3, derive ⟨N⟩\langle N\rangle and the equation of state.
    Solution. Using ⟨N⟩=kBT ∂μln⁡Z=z∂zln⁡Z\langle N\rangle=k_BT\,\partial_\mu\ln\mathcal Z=z\partial_z\ln\mathcal Z,

    ⟨N⟩=zVλT3.\langle N\rangle=\frac{zV}{\lambda_T^3}.

    Since Ω=−PV\Omega=-PV, we have PV=kBT zV/λT3=⟨N⟩kBTPV=k_BT\,zV/\lambda_T^3=\langle N\rangle k_BT, the ideal gas law.

  3. Lattice-gas variance.
    Problem: For the single-site example above, calculate the variance ⟨(ΔN)2⟩\langle(\Delta N)^2\rangle and show it satisfies the fluctuation-response relation.
    Solution. For a two-state system, N2=NN^2=N, so ⟨N2⟩=⟨N⟩\langle N^2\rangle=\langle N\rangle. Thus

    ⟨(ΔN)2⟩=⟨N⟩(1−⟨N⟩).\langle(\Delta N)^2\rangle=\langle N\rangle(1-\langle N\rangle).

    Using ⟨N⟩=Z−1eβ(μ+ε)\langle N\rangle=\mathcal Z^{-1}e^{\beta(\mu+\varepsilon)}, we find ∂⟨N⟩/∂μ=β⟨N⟩(1−⟨N⟩)\partial\langle N\rangle/\partial\mu=\beta\langle N\rangle(1-\langle N\rangle). The fluctuation-response relation ⟨(ΔN)2⟩=kBT(∂⟨N⟩/∂μ)T,V\langle(\Delta N)^2\rangle=k_BT(\partial\langle N\rangle/\partial\mu)_{T,V} is therefore satisfied.

Section summary. Grand canonical methods handle particle exchange cleanly.

Formulation of Quantum Statistics

Core ideas

Quantum statistics accounts for indistinguishable particles. Bosons occupy symmetric states and can pile up; fermions occupy antisymmetric states and obey Pauli exclusion. Occupation-number language replaces classical labeling of particles.

For review, be able to derive Bose-Einstein and Fermi-Dirac distributions, use density of states, and identify classical limits. Keep the physical question visible: identify the degrees of freedom, the conserved quantities, the approximation being made, and the observable that would be measured.

Mathematical spine

nˉi=1eβ(ϵi−μ)∓1,(−) bosons,(+) fermions\bar n_i=\frac{1}{e^{\beta(\epsilon_i-\mu)}\mp1},\qquad (-)\ \mathrm{bosons},\quad (+)\ \mathrm{fermions}

Worked example

Consider a photon mode of angular frequency ω=3.0×1015 s−1\omega=3.0\times10^{15}\,\mathrm{s^{-1}} (ℏω≈1.98 eV\hbar\omega\approx1.98\,\mathrm{eV}) in a blackbody cavity at T=5000 KT=5000\,\mathrm{K} (kBT≈0.431 eVk_BT\approx0.431\,\mathrm{eV}). Photons are bosons with μ=0\mu=0. The average occupation number is

nˉ=1eβℏω−1=1e1.98/0.431−1≈1e4.59−1≈198.5−1≈0.0103.\bar n=\frac{1}{e^{\beta\hbar\omega}-1}=\frac{1}{e^{1.98/0.431}-1}\approx\frac{1}{e^{4.59}-1}\approx\frac{1}{98.5-1}\approx0.0103.

For a fermionic state at the same energy and temperature, with μ=0.2 eV\mu=0.2\,\mathrm{eV},

nˉF=1eβ(ℏω−μ)+1=1e1.78/0.431+1≈1e4.13+1≈162.1+1≈0.0158.\bar n_F=\frac{1}{e^{\beta(\hbar\omega-\mu)}+1}=\frac{1}{e^{1.78/0.431}+1}\approx\frac{1}{e^{4.13}+1}\approx\frac{1}{62.1+1}\approx0.0158.

Problems with Solutions

  1. Classical limit.
    Problem: Show that when nˉ≪1\bar n\ll1, both the Bose—Einstein and Fermi—Dirac distributions reduce to the Maxwell—Boltzmann form nˉ≈e−β(ϵ−μ)\bar n\approx e^{-\beta(\epsilon-\mu)}.
    Solution. If eβ(ϵ−μ)≫1e^{\beta(\epsilon-\mu)}\gg1, the ∓1\mp1 in the denominator is negligible:

    nˉBE=1eβ(ϵ−μ)−1≈e−β(ϵ−μ),nˉFD=1eβ(ϵ−μ)+1≈e−β(ϵ−μ).\bar n_{BE}=\frac{1}{e^{\beta(\epsilon-\mu)}-1}\approx e^{-\beta(\epsilon-\mu)},\qquad \bar n_{FD}=\frac{1}{e^{\beta(\epsilon-\mu)}+1}\approx e^{-\beta(\epsilon-\mu)}.
  2. Degenerate Fermi gas at T=0T=0.
    Problem: At T=0T=0, all states with ϵ<μ\epsilon<\mu are occupied and all with ϵ>μ\epsilon>\mu are empty. Show that the total number of electrons in volume VV with spin degeneracy g=2g=2 is N=gV(2mμ)3/2/(6π2ℏ3)N=gV(2m\mu)^{3/2}/(6\pi^2\hbar^3).
    Solution. Integrate the zero-temperature distribution:

    N=gV∫0μ4πp2 dp(2πℏ)3=gV2π2ℏ3∫0pFp2 dp=gVpF36π2ℏ3,N=gV\int_0^\mu\frac{4\pi p^2\,dp}{(2\pi\hbar)^3}=\frac{gV}{2\pi^2\hbar^3}\int_0^{p_F}p^2\,dp=\frac{gVp_F^3}{6\pi^2\hbar^3},

    where pF=2mμp_F=\sqrt{2m\mu}. Substituting gives the result.

  3. Bose—Einstein condensation condition.
    Problem: For a 3D gas of bosons with fixed NN, write the condition that the excited-state population equals NN at T=TcT=T_c.
    Solution. Using the density of states g(ϵ)∝ϵ1/2g(\epsilon)\propto\epsilon^{1/2},

    N=∫0∞g(ϵ) dϵeϵ/kBTc−1=V(mkBTc2πℏ2)3/2ζ(3/2),N=\int_0^\infty\frac{g(\epsilon)\,d\epsilon}{e^{\epsilon/k_BT_c}-1}=V\left(\frac{mk_BT_c}{2\pi\hbar^2}\right)^{3/2}\zeta(3/2),

    which defines the critical temperature TcT_c.

Section summary. Indistinguishability changes the counting of many-particle states.

The Theory of Simple Gases

Core ideas

Simple gases show how partition functions become equations of state. The ideal gas follows from translational states; corrections come from interactions, internal modes, and quantum degeneracy. Equipartition works only for quadratic classical modes.

For review, be able to derive ideal gas law, thermal wavelength, Sackur-Tetrode entropy, and limits of equipartition. Keep the physical question visible: identify the degrees of freedom, the conserved quantities, the approximation being made, and the observable that would be measured.

Mathematical spine

PV=NkBT,λT=h2πmkBT,ZN=1N!(VλT3)NPV=Nk_BT,\qquad \lambda_T=\frac{h}{\sqrt{2\pi mk_BT}},\qquad Z_N=\frac{1}{N!}\left(\frac{V}{\lambda_T^3}\right)^N

Worked example

Calculate the Sackur—Tetrode entropy of 1 mol1\,\mathrm{mol} of neon gas at standard temperature and pressure (T=273.15 KT=273.15\,\mathrm{K}, P=1 atm=1.013×105 PaP=1\,\mathrm{atm}=1.013\times10^5\,\mathrm{Pa}). The mass of a neon atom is m≈20.18 u=3.35×10−26 kgm\approx20.18\,\mathrm{u}=3.35\times10^{-26}\,\mathrm{kg}.

First, the thermal de Broglie wavelength:

λT=h2πmkBT=6.626×10−342π(3.35×10−26)(1.38×10−23)(273.15)≈2.35×10−11 m.\lambda_T=\frac{h}{\sqrt{2\pi mk_BT}}=\frac{6.626\times10^{-34}}{\sqrt{2\pi(3.35\times10^{-26})(1.38\times10^{-23})(273.15)}}\approx2.35\times10^{-11}\,\mathrm{m}.

The molar volume is Vm=RT/P≈0.0224 m3V_m=RT/P\approx0.0224\,\mathrm{m^3}. The entropy per particle is

SNkB=ln⁡ ⁣(VmNλT3)+52.\frac{S}{Nk_B}=\ln\!\left(\frac{V_m}{N\lambda_T^3}\right)+\frac52.

With NλT3≈6.022×1023(2.35×10−11)3≈7.8×10−9 m3N\lambda_T^3\approx6.022\times10^{23}(2.35\times10^{-11})^3\approx7.8\times10^{-9}\,\mathrm{m^3},

VmNλT3≈0.02247.8×10−9≈2.9×106.\frac{V_m}{N\lambda_T^3}\approx\frac{0.0224}{7.8\times10^{-9}}\approx2.9\times10^6.

Thus

S≈NkB[ln⁡(2.9×106)+2.5]≈NkB(14.9+2.5)=17.4 R≈145 J/(mol⋅K),S\approx Nk_B[\ln(2.9\times10^6)+2.5]\approx Nk_B(14.9+2.5)=17.4\,R\approx145\,\mathrm{J/(mol\cdot K)},

close to the experimental value (≈146 J/(mol⋅K)\approx146\,\mathrm{J/(mol\cdot K)}).

Problems with Solutions

  1. Pressure of an ideal gas.
    Problem: What is the pressure of 2 mol2\,\mathrm{mol} of H2\mathrm{H_2} in a 10 L10\,\mathrm{L} container at T=300 KT=300\,\mathrm{K}?
    Solution. Using PV=nRTPV=nRT,

    P=(2 mol)(8.314 J/(mol⋅K))(300 K)0.010 m3≈4.99×105 Pa≈4.9 atm.P=\frac{(2\,\mathrm{mol})(8.314\,\mathrm{J/(mol\cdot K)})(300\,\mathrm{K})}{0.010\,\mathrm{m^3}}\approx4.99\times10^5\,\mathrm{Pa}\approx4.9\,\mathrm{atm}.
  2. Thermal wavelength of an electron.
    Problem: Calculate the thermal de Broglie wavelength for a free electron at T=300 KT=300\,\mathrm{K}.
    Solution. Using me=9.11×10−31 kgm_e=9.11\times10^{-31}\,\mathrm{kg},

    λT=h2πmekBT=6.626×10−342π(9.11×10−31)(1.38×10−23)(300)≈6.2×10−9 m=6.2 nm.\lambda_T=\frac{h}{\sqrt{2\pi m_ek_BT}}=\frac{6.626\times10^{-34}}{\sqrt{2\pi(9.11\times10^{-31})(1.38\times10^{-23})(300)}}\approx6.2\times10^{-9}\,\mathrm{m}=6.2\,\mathrm{nm}.
  3. Quantum—classical crossover.
    Problem: The classical ideal-gas partition function ZN=(V/λT3)N/N!Z_N=(V/\lambda_T^3)^N/N! is valid when nλT3≪1n\lambda_T^3\ll1. Evaluate this quantity for helium gas at T=5 KT=5\,\mathrm{K} and P=105 PaP=10^5\,\mathrm{Pa}.
    Solution. Number density n=P/(kBT)≈105/(1.38×10−23×5)≈1.45×1027 m−3n=P/(k_BT)\approx10^5/(1.38\times10^{-23}\times5)\approx1.45\times10^{27}\,\mathrm{m^{-3}}. For 4He^4\mathrm{He}, m≈6.64×10−27 kgm\approx6.64\times10^{-27}\,\mathrm{kg}:

    λT=h2πmkBT≈6.626×10−342π(6.64×10−27)(1.38×10−23)(5)≈2.8×10−10 m.\lambda_T=\frac{h}{\sqrt{2\pi mk_BT}}\approx\frac{6.626\times10^{-34}}{\sqrt{2\pi(6.64\times10^{-27})(1.38\times10^{-23})(5)}}\approx2.8\times10^{-10}\,\mathrm{m}.

    Then nλT3≈1.45×1027(2.8×10−10)3≈3.2×10−2≪1n\lambda_T^3\approx1.45\times10^{27}(2.8\times10^{-10})^3\approx3.2\times10^{-2}\ll1. Even at 5 K5\,\mathrm{K}, helium is still classical at atmospheric pressure.

Section summary. Ideal gases are the baseline for statistical mechanics.

Ideal Bose Systems

Core ideas

Ideal bosons can macroscopically occupy the ground state, producing Bose-Einstein condensation. Photons and phonons are bosonic gases with variable particle number and zero chemical potential in equilibrium.

For review, be able to compute critical temperature qualitatively, distinguish condensate and thermal cloud, and use Planck distribution. Keep the physical question visible: identify the degrees of freedom, the conserved quantities, the approximation being made, and the observable that would be measured.

Mathematical spine

N0/N=1−(T/Tc)3/2,u(ω)dω=ℏω g(ω)dωeβℏω−1N_0/N=1-\left(T/T_c\right)^{3/2},\qquad u(\omega)d\omega=\frac{\hbar\omega\,g(\omega)d\omega}{e^{\beta\hbar\omega}-1}

Worked example

Bose—Einstein condensation of 87Rb^{87}\mathrm{Rb} atoms. Consider N=104N=10^4 atoms in a 3D harmonic trap with geometric mean frequency ωˉ=2π×104 s−1\bar\omega=2\pi\times10^4\,\mathrm{s^{-1}}. The atomic mass is m=1.44×10−25 kgm=1.44\times10^{-25}\,\mathrm{kg}.

For a trapped gas, the critical temperature is

kBTc=ℏωˉ(Nζ(3))1/3,ζ(3)≈1.202.k_BT_c=\hbar\bar\omega\left(\frac{N}{\zeta(3)}\right)^{1/3},\qquad\zeta(3)\approx1.202.

With ℏωˉ≈6.63×10−30 J≈kB×0.48 μK\hbar\bar\omega\approx6.63\times10^{-30}\,\mathrm{J}\approx k_B\times0.48\,\mu\mathrm{K}, and (104/1.202)1/3≈20.3(10^4/1.202)^{1/3}\approx20.3, we obtain

Tc≈0.48 μK×20.3≈9.7 μK≈10 μK.T_c\approx0.48\,\mu\mathrm{K}\times20.3\approx9.7\,\mu\mathrm{K}\approx10\,\mu\mathrm{K}.

At T=0.5TcT=0.5T_c, the condensate fraction is

N0N=1−(TTc)3=1−(0.5)3=0.875.\frac{N_0}{N}=1-\left(\frac{T}{T_c}\right)^3=1-(0.5)^3=0.875.

So about 87.5% of the atoms are in the condensate.

Problems with Solutions

  1. Critical temperature in a box.
    Problem: Show that for a uniform 3D gas of bosons, Tc=2πℏ2mkB(nζ(3/2))2/3T_c=\frac{2\pi\hbar^2}{mk_B}\left(\frac{n}{\zeta(3/2)}\right)^{2/3}.
    Solution. The number of particles in excited states is Nex=VλT−3g3/2(z)N_{ex}=V\lambda_T^{-3}g_{3/2}(z). At TcT_c, z→1z\to1 and Nex=NN_{ex}=N. Using g3/2(1)=ζ(3/2)g_{3/2}(1)=\zeta(3/2) and λT=h/2πmkBT\lambda_T=h/\sqrt{2\pi mk_BT}, solving for TcT_c gives the result.

  2. Photon gas energy density.
    Problem: Use the Planck distribution to write the energy density u(ω)u(\omega) of blackbody radiation at temperature TT.
    Solution. With two polarization states, the density of photon states is g(ω) dω=Vω2/(π2c3) dωg(\omega)\,d\omega=V\omega^2/(\pi^2c^3)\,d\omega. Thus

    u(ω)=ℏω3π2c31eβℏω−1.u(\omega)=\frac{\hbar\omega^3}{\pi^2c^3}\frac{1}{e^{\beta\hbar\omega}-1}.
  3. Condensate fraction in a trap.
    Problem: For the trapped gas example, what fraction of atoms remains in the thermal cloud at T=0.8TcT=0.8T_c?
    Solution. For a harmonic trap, Nex/N=(T/Tc)3N_{ex}/N=(T/T_c)^3. At T/Tc=0.8T/T_c=0.8,

    NexN=(0.8)3=0.512.\frac{N_{ex}}{N}=(0.8)^3=0.512.

    Thus 51.2% are still thermally distributed and 48.8% are in the condensate.

Section summary. Bosons reveal collective occupation of single quantum states.

Ideal Fermi Systems

Core ideas

Fermions fill states up to the Fermi energy at low temperature. Degeneracy pressure, heat capacity linear in TT, and Fermi surfaces explain electrons in metals, white dwarfs, and many quantum fluids.

For review, be able to compute Fermi energy, use density of states near the Fermi surface, and explain Pauli pressure. Keep the physical question visible: identify the degrees of freedom, the conserved quantities, the approximation being made, and the observable that would be measured.

Mathematical spine

EF=ℏ22m(3π2n)2/3,f(ϵ)=1eβ(ϵ−μ)+1E_F=\frac{\hbar^2}{2m}(3\pi^2n)^{2/3},\qquad f(\epsilon)=\frac{1}{e^{\beta(\epsilon-\mu)}+1}

Worked example

Conduction electrons in copper can be modeled as a free-electron gas with density n=8.5×1028 m−3n=8.5\times10^{28}\,\mathrm{m^{-3}}. The electron mass is me=9.11×10−31 kgm_e=9.11\times10^{-31}\,\mathrm{kg}.

  1. Fermi wavevector:

    kF=(3π2n)1/3=(3π2×8.5×1028)1/3≈(2.52×1030)1/3≈1.36×1010 m−1.k_F=(3\pi^2 n)^{1/3}=(3\pi^2\times8.5\times10^{28})^{1/3}\approx(2.52\times10^{30})^{1/3}\approx1.36\times10^{10}\,\mathrm{m^{-1}}.
  2. Fermi energy:

    EF=ℏ2kF22me=(1.055×10−34)2(1.36×1010)22(9.11×10−31)≈2.06×10−481.822×10−30≈1.13×10−18 J≈7.1 eV.E_F=\frac{\hbar^2k_F^2}{2m_e}=\frac{(1.055\times10^{-34})^2(1.36\times10^{10})^2}{2(9.11\times10^{-31})}\approx\frac{2.06\times10^{-48}}{1.822\times10^{-30}}\approx1.13\times10^{-18}\,\mathrm{J}\approx7.1\,\mathrm{eV}.
  3. Fermi temperature:

    TF=EFkB≈1.13×10−181.38×10−23≈8.2×104 K.T_F=\frac{E_F}{k_B}\approx\frac{1.13\times10^{-18}}{1.38\times10^{-23}}\approx8.2\times10^4\,\mathrm{K}.
  4. Degeneracy pressure at T=0T=0:

    P=25nEF=0.4(8.5×1028)(1.13×10−18)≈3.8×1010 Pa≈3.8×105 atm.P=\frac{2}{5}nE_F=0.4(8.5\times10^{28})(1.13\times10^{-18})\approx3.8\times10^{10}\,\mathrm{Pa}\approx3.8\times10^5\,\mathrm{atm}.

Problems with Solutions

  1. Fermi surface of silver.
    Problem: Silver has one conduction electron per atom and number density n=5.86×1028 m−3n=5.86\times10^{28}\,\mathrm{m^{-3}}. Calculate kFk_F and EFE_F.
    Solution.

    kF=(3π2×5.86×1028)1/3≈(1.74×1030)1/3≈1.20×1010 m−1.k_F=(3\pi^2\times5.86\times10^{28})^{1/3}\approx(1.74\times10^{30})^{1/3}\approx1.20\times10^{10}\,\mathrm{m^{-1}}. EF=ℏ2kF22me≈(1.055×10−34)2(1.20×1010)21.822×10−30≈8.3×10−19 J≈5.2 eV.E_F=\frac{\hbar^2k_F^2}{2m_e}\approx\frac{(1.055\times10^{-34})^2(1.20\times10^{10})^2}{1.822\times10^{-30}}\approx8.3\times10^{-19}\,\mathrm{J}\approx5.2\,\mathrm{eV}.
  2. Low-temperature heat capacity.
    Problem: Show that for a degenerate 3D Fermi gas, the electronic heat capacity is CV=π22NkBTTFC_V=\frac{\pi^2}{2}Nk_B\frac{T}{T_F} for T≪TFT\ll T_F.
    Solution. At low TT, only electrons within ∼kBT\sim k_BT of EFE_F are thermally excited. The Sommerfeld expansion gives

    U≈U0+π24NkBT2TF,U\approx U_0+\frac{\pi^2}{4}Nk_B\frac{T^2}{T_F},

    so CV=∂U/∂T=π22NkB(T/TF)C_V=\partial U/\partial T=\frac{\pi^2}{2}Nk_B(T/T_F).

  3. White-dwarf estimate.
    Problem: A white dwarf has N∼1057N\sim10^{57} electrons and radius R∼107 mR\sim10^7\,\mathrm{m}. Estimate the electron degeneracy pressure.
    Solution. Number density n∼3N/(4πR3)∼2.4×1035 m−3n\sim3N/(4\pi R^3)\sim2.4\times10^{35}\,\mathrm{m^{-3}}. For non-relativistic electrons,

    EF∼ℏ22me(3π2n)2/3∼3×10−14 J∼0.2 MeV,E_F\sim\frac{\hbar^2}{2m_e}(3\pi^2n)^{2/3}\sim3\times10^{-14}\,\mathrm{J}\sim0.2\,\mathrm{MeV},

    so relativistic corrections are significant. The pressure is of order 1022 Pa10^{22}\,\mathrm{Pa}, balancing gravitational collapse.

Section summary. Fermi systems are controlled by states near the Fermi surface.

Cluster Expansion and Pseudopotential Methods

Core ideas

Interactions correct ideal-gas behavior. Virial and cluster expansions organize dilute-gas corrections by density. Effective pseudopotentials replace complicated short-range interactions with low-energy scattering parameters.

For review, be able to interpret virial coefficients, know when dilute expansions work, and connect scattering length to effective interactions. Keep the physical question visible: identify the degrees of freedom, the conserved quantities, the approximation being made, and the observable that would be measured.

Mathematical spine

PkBT=n+B2(T)n2+B3(T)n3+⋯ ,g=4πℏ2asm\frac{P}{k_BT}=n+B_2(T)n^2+B_3(T)n^3+\cdots,\qquad g=\frac{4\pi\hbar^2a_s}{m}

Worked example

The second virial coefficient for a gas of hard spheres of diameter σ\sigma is derived from the Mayer ff-function. For hard spheres, the pair potential is u(r)=∞u(r)=\infty for r<σr<\sigma and 00 for r>σr>\sigma. Then

B2(T)=−12∫d3r f(r)=−12∫0σ4πr2(−1) dr=2πσ33.B_2(T)=-\frac12\int d^3r\,f(r)=-\frac12\int_0^\sigma4\pi r^2(-1)\,dr=\frac{2\pi\sigma^3}{3}.

For argon-like atoms with effective hard-sphere diameter σ≈3.4 A˚=3.4×10−10 m\sigma\approx3.4\,\text{\AA}=3.4\times10^{-10}\,\mathrm{m},

B2=2π3(3.4×10−10)3≈8.2×10−29 m3.B_2=\frac{2\pi}{3}(3.4\times10^{-10})^3\approx8.2\times10^{-29}\,\mathrm{m^3}.

At T=300 KT=300\,\mathrm{K} and number density n=2.5×1025 m−3n=2.5\times10^{25}\,\mathrm{m^{-3}} (roughly 1 atm), the first correction to pressure is

ΔPPideal=B2n≈(8.2×10−29)(2.5×1025)≈2.1×10−3.\frac{\Delta P}{P_{\text{ideal}}}=B_2n\approx(8.2\times10^{-29})(2.5\times10^{25})\approx2.1\times10^{-3}.

So the hard-core correction is only about 0.2% at STP.

Problems with Solutions

  1. Square-well potential.
    Problem: A potential has u(r)=∞u(r)=\infty for r<σr<\sigma, u(r)=−εu(r)=-\varepsilon for σ<r<λσ\sigma<r<\lambda\sigma, and u(r)=0u(r)=0 for r>λσr>\lambda\sigma. Find B2(T)B_2(T).
    Solution.

    B2(T)=2πσ33[1−(λ3−1)(eβε−1)].B_2(T)=\frac{2\pi\sigma^3}{3}\Bigl[1-(\lambda^3-1)(e^{\beta\varepsilon}-1)\Bigr].

    The first term is the hard-sphere repulsion; the second is the attractive contribution.

  2. Pseudopotential strength.
    Problem: For 4He^4\mathrm{He} atoms with scattering length as≈7.5 nma_s\approx7.5\,\mathrm{nm} and mass m≈6.64×10−27 kgm\approx6.64\times10^{-27}\,\mathrm{kg}, compute the effective interaction strength g=4πℏ2as/mg=4\pi\hbar^2a_s/m.
    Solution.

    g=4π(1.055×10−34)2(7.5×10−9)6.64×10−27≈1.05×10−756.64×10−27≈1.6×10−49 J⋅m3.g=\frac{4\pi(1.055\times10^{-34})^2(7.5\times10^{-9})}{6.64\times10^{-27}}\approx\frac{1.05\times10^{-75}}{6.64\times10^{-27}}\approx1.6\times10^{-49}\,\mathrm{J\cdot m^3}.
  3. Validity of virial expansion.
    Problem: Using the hard-sphere B2B_2 above, estimate the density at which the second-order term B2nB_2n is 10% of the ideal pressure.
    Solution. Set B2n=0.1B_2n=0.1. Then

    n10%=0.1B2=0.18.2×10−29≈1.2×1027 m−3.n_{10\%}=\frac{0.1}{B_2}=\frac{0.1}{8.2\times10^{-29}}\approx1.2\times10^{27}\,\mathrm{m^{-3}}.

    This corresponds to roughly P≈nkBT∼5×107 Pa∼500 atmP\approx nk_BT\sim5\times10^7\,\mathrm{Pa}\sim500\,\mathrm{atm} for argon at room temperature.

Section summary. Interaction effects can be organized systematically at low density.

Phase Transitions and Critical Phenomena

Core ideas

Phase transitions occur when free energies become nonanalytic in the thermodynamic limit. First-order transitions have latent heat; continuous transitions have diverging correlation length and universal critical exponents.

For review, be able to use order parameters, Landau free energy, susceptibility, correlation length, and scaling ideas. Keep the physical question visible: identify the degrees of freedom, the conserved quantities, the approximation being made, and the observable that would be measured.

Mathematical spine

F[m]=F0+am2+bm4−hm,ξ∼∣T−Tc∣−ν,χ∼∣T−Tc∣−γF[m]=F_0+am^2+bm^4-hm,\qquad \xi\sim |T-T_c|^{-\nu},\qquad \chi\sim |T-T_c|^{-\gamma}

Worked example

Consider the Landau free energy for a scalar order parameter mm near a continuous transition:

F[m]=F0+a(T−Tc)m2+bm4,F[m]=F_0+a(T-T_c)m^2+bm^4,

with a=1 J/(m3 K)a=1\,\mathrm{J/(m^3\,K)}, b=0.5 J/m3b=0.5\,\mathrm{J/m^3}, and Tc=100 KT_c=100\,\mathrm{K}. Minimizing with respect to mm:

∂F∂m=2a(T−Tc)m+4bm3=0.\frac{\partial F}{\partial m}=2a(T-T_c)m+4bm^3=0.

For T>TcT>T_c, the only real solution is m=0m=0 (disordered phase). For T<TcT<T_c, there are two nonzero minima:

m=±a(Tc−T)2b.m=\pm\sqrt{\frac{a(T_c-T)}{2b}}.

At T=90 KT=90\,\mathrm{K},

m=±1×(100−90)2×0.5=±10≈±3.16  (in appropriate units).m=\pm\sqrt{\frac{1\times(100-90)}{2\times0.5}}=\pm\sqrt{10}\approx\pm3.16\;(\text{in appropriate units}).

The susceptibility is found from χ−1=∂2F/∂m2\chi^{-1}=\partial^2F/\partial m^2 evaluated at the minimum. For T>TcT>T_c,

χ−1=2a(T−Tc)⇒χ=12a(T−Tc).\chi^{-1}=2a(T-T_c)\quad\Rightarrow\quad\chi=\frac{1}{2a(T-T_c)}.

At T=110 KT=110\,\mathrm{K},

χ=12(1)(10)=0.05 m3/J.\chi=\frac{1}{2(1)(10)}=0.05\,\mathrm{m^3/J}.

Problems with Solutions

  1. Critical exponent β\beta.
    Problem: From the Landau result m∼(Tc−T)1/2m\sim(T_c-T)^{1/2}, identify the critical exponent β\beta and explain how mean-field theory gets it.
    Solution. By definition m∼∣T−Tc∣βm\sim|T-T_c|^\beta, so β=1/2\beta=1/2. Mean-field theory neglects fluctuations and assumes the free energy can be expanded analytically in mm, which yields the square-root law. In reality, fluctuations change β\beta (e.g., Ising 3D: β≈0.326\beta\approx0.326).

  2. Susceptibility divergence.
    Problem: Calculate the susceptibility exponent γ\gamma in Landau theory for T>TcT>T_c and T<TcT<T_c.
    Solution. For T>TcT>T_c, χ=[2a(T−Tc)]−1∼∣T−Tc∣−1\chi=[2a(T-T_c)]^{-1}\sim|T-T_c|^{-1}, so γ=1\gamma=1. For T<TcT<T_c, at the minimum m2=a(Tc−T)/(2b)m^2=a(T_c-T)/(2b), the curvature is

    ∂2F/∂m2=2a(T−Tc)+12bm2=2a(T−Tc)+6a(Tc−T)=4a(Tc−T),\partial^2F/\partial m^2=2a(T-T_c)+12bm^2=2a(T-T_c)+6a(T_c-T)=4a(T_c-T),

    so χ=[4a(Tc−T)]−1∼∣T−Tc∣−1\chi=[4a(T_c-T)]^{-1}\sim|T-T_c|^{-1}. Thus γ=1\gamma=1 on both sides in mean field.

  3. First-order transition with cubic term.
    Problem: If F[m]=F0+α(T−Tc)m2−cm3+bm4F[m]=F_0+\alpha(T-T_c)m^2-cm^3+bm^4 with α,b,c>0\alpha,b,c>0, show the transition becomes first order.
    Solution. The equation ∂F/∂m=2α(T−Tc)m−3cm2+4bm3=0\partial F/\partial m=2\alpha(T-T_c)m-3cm^2+4bm^3=0 has solutions m=0m=0 and

    2α(T−Tc)−3cm+4bm2=0.2\alpha(T-T_c)-3cm+4bm^2=0.

    At a temperature T∗>TcT_*>T_c, the nonzero minimum appears with F[m∗]=F[0]F[m_*]=F[0], indicating a discontinuous jump in mm. A latent heat is associated with this first-order transition.

Section summary. Critical behavior is governed by symmetry, dimension, and fluctuations.

Fluctuations

Core ideas

Fluctuations are not noise to ignore; they determine response and reveal microscopic physics. Variances of energy, particle number, and order parameters connect to heat capacity, compressibility, and susceptibility.

For review, be able to derive fluctuation-response relations, estimate relative fluctuations, and explain why fluctuations grow near criticality. Keep the physical question visible: identify the degrees of freedom, the conserved quantities, the approximation being made, and the observable that would be measured.

Mathematical spine

⟨(ΔE)2⟩=kBT2CV,⟨(ΔN)2⟩=kBT(∂N∂μ)T,V\langle(\Delta E)^2\rangle=k_BT^2C_V,\qquad \langle(\Delta N)^2\rangle=k_BT\left(\frac{\partial N}{\partial\mu}\right)_{T,V}

Worked example

For 1 mol1\,\mathrm{mol} of a monatomic ideal gas at T=300 KT=300\,\mathrm{K}, the internal energy is U=32NkBTU=\frac32Nk_BT and the heat capacity at constant volume is CV=32NkBC_V=\frac32Nk_B.

The rms energy fluctuation is

ΔErms=⟨(ΔE)2⟩=kBT2CV.\Delta E_{\text{rms}}=\sqrt{\langle(\Delta E)^2\rangle}=\sqrt{k_BT^2C_V}.

With N=NA=6.022×1023N=N_A=6.022\times10^{23}, kB=1.38×10−23 J/Kk_B=1.38\times10^{-23}\,\mathrm{J/K}:

CV=32(6.022×1023)(1.38×10−23)≈12.47 J/K.C_V=\frac32(6.022\times10^{23})(1.38\times10^{-23})\approx12.47\,\mathrm{J/K}.

Then

ΔErms=(1.38×10−23)(300)2(12.47)≈1.55×10−17≈3.9×10−9 J.\Delta E_{\text{rms}}=\sqrt{(1.38\times10^{-23})(300)^2(12.47)}\approx\sqrt{1.55\times10^{-17}}\approx3.9\times10^{-9}\,\mathrm{J}.

The total internal energy is

U=32NkBT≈32(8.314)(300)≈3.74×103 J.U=\frac32Nk_BT\approx\frac32(8.314)(300)\approx3.74\times10^3\,\mathrm{J}.

The relative fluctuation is

ΔErmsU≈3.9×10−93.74×103≈1.0×10−12.\frac{\Delta E_{\text{rms}}}{U}\approx\frac{3.9\times10^{-9}}{3.74\times10^3}\approx1.0\times10^{-12}.

For a single macroscopic mole, energy fluctuations are utterly negligible; they become observable only in very small systems or near critical points.

Problems with Solutions

  1. **1/\sqrt{N** scaling.}
    Problem: Show that the relative energy fluctuation in the canonical ensemble scales as 1/N1/\sqrt{N} for an extensive system.
    Solution. Both UU and CVC_V are extensive, scaling as NN. Thus

    ΔErmsU=kBT2CVU∼NN=1N.\frac{\Delta E_{\text{rms}}}{U}=\frac{\sqrt{k_BT^2C_V}}{U}\sim\frac{\sqrt{N}}{N}=\frac{1}{\sqrt{N}}.
  2. Particle-number fluctuations in a gas.
    Problem: For an ideal gas in the grand canonical ensemble, calculate the variance ⟨(ΔN)2⟩\langle(\Delta N)^2\rangle in a volume V=1 cm3V=1\,\mathrm{cm^3} at STP.
    Solution. For an ideal gas, ⟨(ΔN)2⟩=⟨N⟩\langle(\Delta N)^2\rangle=\langle N\rangle. At STP, n=P/(kBT)≈2.69×1025 m−3n=P/(k_BT)\approx2.69\times10^{25}\,\mathrm{m^{-3}}. In V=10−6 m3V=10^{-6}\,\mathrm{m^3},

    ⟨N⟩≈2.69×1019,ΔNrms=⟨N⟩≈5.2×109.\langle N\rangle\approx2.69\times10^{19},\qquad\Delta N_{\text{rms}}=\sqrt{\langle N\rangle}\approx5.2\times10^9.

    The relative fluctuation is ΔNrms/⟨N⟩≈1/⟨N⟩≈1.9×10−10\Delta N_{\text{rms}}/\langle N\rangle\approx1/\sqrt{\langle N\rangle}\approx1.9\times10^{-10}.

  3. Critical fluctuations.
    Problem: Near a critical point the correlation length diverges as ξ∼∣T−Tc∣−ν\xi\sim|T-T_c|^{-\nu} and the susceptibility as χ∼∣T−Tc∣−γ\chi\sim|T-T_c|^{-\gamma}. Use the fluctuation-dissipation relation χ∼ξ2−η\chi\sim\xi^{2-\eta} to relate the critical exponents.
    Solution. Substituting the scaling forms,

    ∣T−Tc∣−γ∼(∣T−Tc∣−ν)2−η=∣T−Tc∣−ν(2−η).|T-T_c|^{-\gamma}\sim\left(|T-T_c|^{-\nu}\right)^{2-\eta}=|T-T_c|^{-\nu(2-\eta)}.

    Equating exponents gives the scaling law

    γ=ν(2−η).\gamma=\nu(2-\eta).

    In mean field, ν=1/2\nu=1/2 and η=0\eta=0, so γ=1\gamma=1, consistent with Landau theory.

Section summary. Fluctuations quantify stability and response.