Physics 212: Statistical mechanics II, Fall 2006

Lecture V
In the previous lecture we nished the derivation of the BBGKY hierarchy and started considering
conservation laws in the Boltzmann equation. These conservation laws will enable us to derive the
hydrodynamic equations for a dilute gas, completing the kinetic theory program
Liouvilles theorem BBGKY hierarchy Boltzmann eqn. Fluid mechanics (1)
Then we turn briey to physics applications of the Navier-Stokes equation, and then move on to
local response theory and uctuation-dissipation theorems.
Derivation of rst-order hydrodynamics
The local conservation law we derived last time is
_
(r, p)
_

t
+
p
m

x
+F
p
_
f(t, r, p) dp. (2)
This came from showing that the collision term in the Boltzmann equation, considered alone,
preserves the conservation law:
_
(r, p)
_
f
t
_
coll
dp = 0. (3)
We can rewrite the statement of local conservation (2) in the form

t
_
f dp +
_

_

p
m
f dp
_

x

p
m
f dp
_
+
__

p
(Ff) dp
_

p
Ff dp
_
f(
p
F)
_
= 0. (4)
Here we have used the time-independence of in the rst term. The fourth term integrates to a
boundary term, which we take to be zero for a bounded system.
The remaining terms can be written in a simple form by introducing the notation for mo-
mentum averages:
A =
_
Af dp
_
f dp
=
_
Af dp
n(r, t)
. (5)
Note that, since n(r, t) is by denition momentum-independent, nA = nA.
We arrive at the general conservation law (switching from momentum to velocity),

t
n +
x
nv nv
x

n
m
F
v

n
m

v
F = 0. (6)
The last term will be zero if F is independent of velocity, as in the cases we consider.
The idea of this law is very similar to that of the local conservation of systems used in the
proof of Liouvilles theorem: any change in the energy or momentum in a volume must come from
streaming of particles into or out of the volume, since collisions within the volume do not change
the total energy or momentum.
1
Now we can simply obtain transport equations for various properties from the conservation law.
Let = 1 (particle number conservation). Then
n
t
+ nv = 0, (7)
where henceforth denotes the spatial gradient. Dening u = v as the mean velocity, this
becomes
n
t
+ (nu) = 0, (8)
the continuity equation.
Now let be the momentum mv. Then, with mn,

t
v
i
+

x
j
v
i
v
j
nF
i
= 0. (9)
We can separate the quadratic velocity term here by using the denition of the mean velocity above:
v
i
v
j
= (v
i
u
i
)(v
j
u
j
) +v
i
u
j
+v
j
u
i
u
i
u
j
= (v
i
u
i
)(v
j
u
j
) + u
i
u
j
. (10)
We dene the pressure tensor P
ij
as
P
ij
= (v
i
u
i
)(v
j
u
j
). (11)
To check that this denition makes sense, you may want to check that each component of P is, for
a Maxwellian distribution of velocities, v
i
2
= 2n(
kT
2
) = nkT, or P = nkT, as expected. Here
we used equipartition: the mean energy in each quadratic degree of freedom (like a momentum
coordinate, or position coordinate in a harmonic oscillator) is kT/2.
Then substituting this denition of P into the momentum conservation law gives
_

t
+ u
j

x
j
_
u
i
=
F
i
m

1

x
j
P
ij
. (12)
This equation is often written in compact notation as

_

t
+u
_
u =

m
F

P. (13)
The last conserved quantity is the energy mv
2
/2 (this will not be covered in class). This gives
1
2

t
|v u|
2
+
1
2

x
i
v
i
|v u|
2


2
v
i

x
i
|v u|
2
= 0. (14)
This can be simplied by dening the temperature
kT =
m
3
|(v u)
2
| (15)
and the heat ux
q =
1
2
m(u)|(v u)
2
|. (16)
2
Then
3
2

t
() +
q
i
x
i
+
3
2

x
i
(u
i
) + mP
ij
u
j
x
i
= 0. (17)
The pressure tensor is symmetric, so we can rewrite the last term as
mP
ij
u
j
x
i
= P
ij
m
2
_
u
j
x
i
+
u
i
x
j
_
= P
ij

ij
. (18)
Now multiply the heat ux equation (17) by 2/3 and expand the derivatives, to get

t
+ (u)
_
+
_

t
+ (u )
_
+
2
3
q
i
x
i
+
2
3

ij
P
ij
= 0. (19)
Then using the continuity equation gives the nal form

_

t
+u
_
=
2
3
q
2
3

P

. (20)
These exact conservation laws will be quite useful for the evolution of approximate solutions to
the Boltzmann equation. Before we considered which local distributions make zero the collisional
term of the Boltzmann equation, and found the Maxwellian
f(t, r, p) =
n(t, r)
(2mkT)
3/2
e

m
2kT
(vu)
2
. (21)
Here temperature and mean velocity can also vary with position. Even though this is not an
exact solution of the full Boltzmann equation, we take it as a rst approximation (zeroth-order
hydrodynamics). To see that if f of this form has spatial variation, it cannot be an exact equilibrium
of the Boltzmann equation, note that the collisional term is zero but that the v f on the left
side of the Boltzmann equation is nonzero for some v (here we assume F = 0). Hence the time
derivative must be nonzero, and f is not an equilibrium. Later we will discuss improvements to
this approximation.
The Maxwellian form (21) can be substituted into the conservation laws. First evaluate the
heat ux: q = 0 for this distribution by symmetry. The pressure is
P
ij
=
mn(t, r)
(2mkT)
3/2
_
(v
i
u
i
)(v
j
u
j
)e

m
2kT
|vu|
2
dv =
ij
P (22)
where P = nkT. Hence in this zeroth-order model

P = P and

P

= mP u. To summarize
the zeroth-order hydrodynamic equations:
n
t
+ (nu) = 0
_

t
+u
_
u +
1

P =
F
m
.
_

t
+u
_
+
2
3
( u) = 0. (23)
In the next lecture well return to improve these. For now lets look at the physical consequences.
3
To understand the error involved in the zeroth-order approximation, consider a system of con-
stant density and temperature with a gradient of u
x
along the direction y. Then all three equations
are satised, but our physical expectation is that on longer times the system will equilibrate.
For some physical properties the zeroth order approximation is adequate, such as for ordinary
compressional sound waves. In the next lecture we will do a few examples of hydrodynamic calcu-
lations to understand when zeroth order hydrodynamics is sucient, and when it is not. Appendix
A calculates the motion of a heavy sphere in a uid with no viscosity. The result of that calculation
is that the eective mass of the sphere is m

= m
0
+
1
2
(4a
3
/3), where m
0
is the sphere mass and
a is the sphere radius. That is, the apparent mass is enhanced by half the mass of liquid required
to ll the sphere.
This is an example of how zeroth order hydrodynamics can fail to give the correct physical
picture, however. In reality the uid exerts a drag force on the sphere, which we will calculate soon
in the limit of large viscosity. The limit of zero viscosity is an example of a singular limit in
physics: with very small viscosity, there is a strong drag force as a result of turbulent ow, so the
limit of small viscosity is dierent from the calculation above at absolute zero viscosity. Turbulence
is a very subtle phenomenon: in some regimes, static solutions like that calculated above become
unstable to rapidly uctuating ow patterns. Our fundamental understanding of the fascinating
problem of turbulence is still incomplete: turbulence is an example of a physical problem on many
length scales, like those to be discussed in part II of the course.
We can improve the zeroth-order equations of hydrodynamics by considering small perturbations
around the local Maxwellian. Instead we will give a dierent sort of derivation, based on simple
phenomenological guesses about the form of the improved equations. The standard rst-order
equations of hydrodynamics are
n
t
+ (nu) = 0
_

t
+u
_
u =
F
m

1

(P

3
u) +

2
u.
_

t
+u
_
=
2
3
( u) +
2K
3

2
. (24)
The second of these is the Navier-Stokes equation. Here is the coecient of viscosity (force per
unit area per velocity gradient), and K is the heat diusion coecient.
Sound-waves: application of zeroth-order hydrodynamics (not covered in class)
We will show as we go along that for some problems these equations are sucient, while for
others we need to go to one higher order. Lets start by considering sound waves as an example of
practical hydrodynamics. We will need to make some simplifying approximations: the sound waves
will be small, long-wavelength perturbations, so that it is justied to linearize the hydrodynamic
equations around the equilibrium u = 0, n = n
0
, =
0
, and also assume no external force F = 0.
In technical terms, u and the space and time derivatives of u, n, are all second-order.
Start with the continuity equation:
n
t
+ (nu) = 0. (25)
In expanding the second term, u n is second-order small, while n u is rst-order small. So
4
this can be simplied to, adding a factor of m,

t
+ (u) = 0. (26)
In the second equation, the u derivative is smaller than the time derivative, leaving

u
t
+P = 0 (27)
Finally, the heat equation can be rewritten as
3
2

t
+ ( u) = 0
3
2

t


t
= 0. (28)
Now take the divergence of the momentum equation, and the time derivative of the rst equation
multipled by m:

2
P =

2

t
2
. (29)
This equation can be solved since P and are not independent quantities: the pressure is a function
of the density. For small perturbations, write
P P
0
=
_
P

_
|
=
0
(
0
). (30)
The adiabatic compressibility is dened as the logarithmic derivative of density under a change in
pressure, at constant entropy:

S
=
1

P
|
S
. (31)
Using this denition,

2

S

2
t
= 0, (32)
which is just a linear wave equation with velocity
c
s
=
1

S
. (33)
I skipped over one point in the above, namely why the adiabatic compressibility (i.e., the
compressibility at constant entropy, or with no heat ow) should be the appropriate one. To
convince yourself that this is so, note that in the linearized approximation the heat equation is
solved if
3
2
1

t
=
1

t
(34)
or
3
2
log = log
2/3
, or P = n
5/2

5/3
, which is the standard condition for
adiabatic transformation of an ideal gas. This gives

S
=
3m
5
, (35)
5
and we can use this to express the sound velocity in simpler terms:
c
s
=
_
5
3m
=

5(mv
2
rms
/3)
3m
= v
rms
_
5
9
. (36)
Appendix A does one other example of ideal hydrodynamics, that of the nonviscous (inviscid)
ow around a sphere. The zeroth-order hydrodynamics equations give a mass enhancement of the
sphere equal to half the mass of the displaced uid:
m

=
1
2
_
4a
3

3
_
. (37)
It is as though the sphere drags some amount of uid along. However, there is no drag force;
something must be missing from the zeroth-order equations.
First-order hydrodynamics: phenomenological argument for viscosity
To understand what is left out by the zeroth order equations, consider this example of false
equilibrium to zeroth order:
u(x, y, z) = arctan(y) x. (38)
This type of shear, with a velocity gradient in a direction perpendicular to the velocity, makes
the material derivative vanish. Rather than give a microscopic derivation of the viscosity terms
that enter at the next order, we give a phenomenological derivation that also explains the validity
of Navier-Stokes beyond the dilute limit. This combination of a general physical argument with a
more rigorous argument in some limit is a standard technique of statistical mechanics.
Consider a small element of uid. The motion of this bit of uid should satisfy
m
du
dt
= F
total
. (39)
There can be a one-body force contribution, which we already know how to deal with. So lets
consider the other forces. Let T
i
be the force per area acting on a face of the cell normal to the
x
i
axis. There are actually two such faces, and what matters is the dierence in force between the
two faces T
i
/x
i
. So the total internal force on a small box (dx, dy, dz) is
F
j
=
T
j
x
x
dx +
T
j
y
y
dy +
T
j
z
z
dz. (40)
Thus we dene the nine-component pressure tensor P
ij
= T
i
j
. The force is
F
i
=
P
ij
x
j
. (41)
Some of these components can be eliminated if we assume isotropy of the uid, so P
11
= P
22
=
P
33
= P, and no intrinsic angular momentum, so P
ij
= P
ji
. Dene P

ij
= P
ij
P
ij
to be the
o-diagonal part of P.
6
Finally, we need a phenomenological denition of the viscosity. The terms in the o-diagonal
part of the pressure tensor come from forces on one of the boundary planes which are directed in
the plane, rather than normal to the plane. The symmetric version of this idea is
P

ij
=
_
u
i
x
j
+
u
j
x
i
_
. (42)
However, this violates our condition of tracelessness. Imposing this condition means we should
dene
P

ij
=
_
u
i
x
j
+
u
j
x
i
_
+
2
3

ij
u. (43)
This form for the pressure tensor gives the Navier-Stokes equation, the rst-order version of the
momentum equation. The full set of rst-order equations of hydrodynamics are
n
t
+ (nu) = 0
_

t
+u
_
u =
F
m

1

(P

3
u) +

2
u.
_

t
+u
_
=
2
3
( u) +
2K
3

2
. (44)
Note that the viscosity has units of (force per area) divided by (gradient of velocity), or vL.
Now lets reconsider the sphere problem with a large viscosity (we will just summarize the
conclusions this time, and nish the job next time). The nal result of the derivation in the
Appendix to this lecture is Stokess law:
F = 6au
0
. (45)
The assumption made there is that the material derivative in the Navier-Stokes equation is small
compared to the viscosity term. Looking back, this becomes
R
u
0
a

1. (46)
Stokess law is really just the leading term of a series for small R: with more work one can derive
F

= 6au
0
(1 +
3
8
R + . . .). (47)
As we mentioned before, at large R these static solutions become physically irrelevant. For highly
turbulent systems R can be of order a million or larger, and the basic physics is entirely dierent
from that suggested by the inviscid calculation earlier in this lecture.
We argued that the improved momentum equation should include a term reecting momentum
transfer from shear ows. The coecient of viscosity dened through this argument has units
of momentum per area. However, this phenomenological derivation diered from the previous
microscopic derivation of zeroth-order hydrodynamics in that we do not yet know how to calculate
the viscosity coecient, even for a local Maxwellian distribution. We will estimate its magnitude
below.
7
The full rst-order equations of hydrodynamics are
n
t
+ (nu) = 0
_

t
+u
_
u =
F
m

1

(P

3
u) +

2
u.
_

t
+u
_
=
2
3
( u) +
2K
3

2
. (48)
The second of these is the Navier-Stokes equation; one of its many applications, the drag force on
a sphere, is discussed in appendix B below. Here is the coecient of viscosity (force per unit
area per velocity gradient), and K is the heat diusion coecient. The form of the viscosity terms
in the Navier-Stokes equation was suggested by the requirement that the o-diagonal part of the
pressure tensor P

ij
be traceless and symmetric. The force in the i direction, on an area normal to
the direction j, is under this requirement
P

ij
=
_
u
i
x
j
+
u
j
x
i
_
+
2
3
( u)
ij
. (49)
Here P

was dened as the o-diagonal part: P

ij
= P
ij
+ P

ij
.
The resulting force on a uid element in the i direction, which is what will be used in the
Navier-Stokes equation, is

x
j
P

ij
=

j
_

2
u
i

2
x
j
+

2
u
j
x
i
x
j
_

2
ij
3

j
( u)
_
=
_

2
u
i
+

x
i
( u)
2
3

i
( u)
_
(50)
which can be written in the compact form

2
u +

3
( u)
_
. (51)
Adding this to the force terms we already had yields the famous Navier-Stokes equation,
_

t
+u
_
u =
F
m

1

(P

3
u) +

2
u. (52)
Lets check that the sign is right for the viscosity, by reconsidering the ow eld u = arctan(y) x
with n, constant. Then the Navier-Stokes equation becomes
u
x
t
=

2
y
arctany =
2y
(1 + y
2
)
2
. (53)
Hence for positive y the ow decreases, while for negative y the ow increases: in both cases its
magnitude decreases, as expected.
Unlike the microscopic derivation given previously, we still dont know how to calculate the
viscosity from the above argument about the form of the equations. From its units it has to be a
momentum per area, and since there is only one velocity or energy around, the momentum involved
8
should be about

mkT. There are several possible lengths, such as the interparticle spacing, but
it turns out that the way we dened the viscosity coecient gives a density-independent result

mkT
a
2
, (54)
where a
2
is the interaction radius in our hard-sphere-like model. Maxwell, who rst noticed that
the viscosity dened in this way is independent of density, tested the prediction experimentally and
found it to be true.
A general rule suggested by our derivation is that the zeroth-order equations are good for
isentropic, or adiabatic, problems without shear ows. The technical sense in which the rst-order
corrections are small is that they are small if the mean free path is much shorter than the
scale L of variations in the density, temperature, etc. That is, f = f
0
+ f, where f
0
is a local
Maxwellian and
f
f
0

L
. The next lecture begins with a short summary of the complex physics at
high Reynolds number.
Appendix A: Inviscid ow around a sphere
Now lets do one other example of zeroth-order hydrodynamics, that of the nonviscous (inviscid)
ow around a sphere. Consider the ow pattern around a sphere at rest, with uid velocity u
0
x at
spatial innity, and assume that the uid is incompressible. With no external force, the momentum
equation is the zero-viscosity limit of the Navier-Stokes equation,

_

t
+u
_
u = P. (55)
The equations are simplest in spherical coordinates centered on the center on the sphere: then we
want a solution for r > a, with zero normal velocity on the sphere: u(r = a) r. For a static
incompressible solution, the density is constant in space and time and the continuity equation
becomes just u = 0.
Now we can show that the ow is curl-free, or irrotational. Take the curl of both sides of the
momentum equation, recalling that the curl of a gradient is zero, to get
(
_

t
+u
_
u) = 0. (56)
The time derivative will be zero for a static solution. To handle the other term, write it out as
((u )u)
k
=
hjk

x
h
_
u
i
u
j
x
i
_
= u
i

hjk
u
j
x
h
x
i
+
hjk
u
i
x
h
u
j
x
i
= u (u) +smaller (57)
The second term can be dropped to a rst approximation as it contains only derivatives of u, and
hence not the large constant velocity u
0
which appears in the rst term. Keeping just the rst
term, we have
u (u) = 0, (58)
or that the curl is constant along a streamline. Because of our assumption that the velocity ow
goes to a constant at innity, this implies that the ow is curl-free everywhere.
9
To summarize, the velocity is curl-free and divergence-free. Since it is curl-free, it must be a
gradient of some function: u = . Since it is divergence-free, is a solution of the Laplace
equation

2
= 0. (59)
From electrostatics, we know a bit about the structure of this equation. Since u u
0
x at r ,
we have xu
0
= u
0
r cos . Since cos appears in the boundary condition, lets try a dipolar
eld:
= u
0
r cos + A
cos
r
2
= u
0
x + Axr
3
, (60)
Both terms satisfy the Laplacian equation, so it remains only to check whether the boundary
condition at the surface of the sphere can be satised. The boundary condition requires that at
r = a,

r
= u
0
cos 2A
cos
r
3
= 0, (61)
or A = u
0
a
3
/2. The velocity distortion induced by the sphere looks just like the electric eld of a
dipole.
To understand this result, lets calculate the kinetic energy change in the uid induced by the
sphere. The kinetic energy is
_
|u|
2
2
dr =

2
_
u
0
a
3
2
_
2 _ _

cos
r
2
_
2
dr =

2
_
u
0
a
3
2
_
2 _

_
cos
r
2

cos
r
2
_
dr, (62)
where we have used the fact that r
2
cos satises the Laplacian. Now it can be made a surface
integral, giving the nal answer (left to the reader)
E =
1
2
(m
0
+ m

)u
0
2
, (63)
where m

is the enhanced mass given in the main text.

Appendix B: Hydrodynamic derivation of Stokes law F = 6au
0
Lets complete our discussion of the hydrodynamics of the heavy sphere by considering the
viscous case as an illustration of the dierent physics in that limit. We still look for static incom-
pressible ( u = 0) solutions. The boundary conditions are that all components of u vanish at
the surface of the sphere, and u u
0
x as r . We also assume that the material derivative is
small, which is justied in the limit of high viscosity. Then the Navier-Stokes equation becomes
0 = P +
2
u. (64)
Taking the divergence of both sides and using u = 0 gives

2
P = 0, (65)
so P can be written as a sum of Laplacian solutions. Now lets guess that the same functional form
we used before in the nonviscous case for the velocity potential will work here,
P = P
0
+ P
1
cos
r
. (66)
10
It remains to solve a Laplace equation for each component of the velocity, subject to the boundary
conditions:

2
u = P
1

cos
r
. (67)
First we look for a particular solution of the inhomogenous equation, then possibly add solutions
of the homogeneous equation. The desired inhomogeneous solution is
u
1
=
P
1
6
r
2

cos
r
=
P
1
6
_
z
r

3rz
r
3
_
. (68)
Now note that 1/r and z/r
3
are both solid harmonics. The complete solution is then
u = u
0
(1
a
r
) +
1
4
u
0
a(r
2
a
2
)
_
cos
r
2
_
. (69)
Here we have added three terms which vanish in the Laplacian, and set P
1
=
3
2
u
0
a.
Note that now the ow develops an incoming-outgoing asymmetry, leading to a drag force. It
is left as an exercise to go ahead and calculate the resulting force, and obtain
F = 6au
0
. (70)
11