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mechanics..
The macroscopic and the microscopic states.
states.
Equilibrium and observation time
time..
Equilibrium and molecular motion
motion..
Relaxation time
time..
Local equilibrium
equilibrium..
Phase space
p
of a classical system
system.
y
.
Statistical ensemble
ensemble..
Liouvilles theorem.
theorem.
Density matrix in statistical mechanics and its
properties..
properties
Liouvilles
Li
Liouvillesill -Neiman
N i
equation
equation.
ti .
1
F
From
th
the seventeenth
t
th century
t
onward
d it was realized
li d th
thatt
material systems could often be described by a small
number of descriptive parameters that were related to
one another in simple lawlike ways.
These parameters referred to geometric,
geometric dynamical and
thermal properties of matter.
Typical
T
i l off the
th laws
l
was the
th ideal
id l gas law
l that
th t related
l t d
product of pressure and volume of a gas to the
temperature of the gas
gas.
Bernoulli (1738)
Joule (1851)
Krnig (1856)
Cl
Clausius
i (1857)
C. Maxwell (1860)
L Boltzmann
L.
B lt
(1871)
J. Loschmidt (1876)
H. Poincar ((1890))
J. Gibbs (1902)
Planck ((1900))
Langevin (1908)
Compton (1923)
Smoluchowski (1906)
Bose (1924)
Debye (1912)
T Ehrenfest
T.
Ei t i (1905)
Einstein
Pauli (1925)
Thomas (1927)
Dirac (1927)
Fermi (1926)
Landau (1927)
3
Energy States
Unstable:
falling or rolling
Stable
M t t bl :
Metastable:
Metastable
in lowlow-energy perch
Mi
Microscopic
i and
d macroscopic
i states
The main aim of this course is the investigation of general properties of the
macroscopic systems with a large number of degrees of dynamically
freedom (with N ~ 1020 particles for example).
From the mechanical point of view, such systems are very complicated. But
in the usual case only a few physical parameters, say temperature, the
pressure and
d the
th density,
d it are measured,
d by
b means off which
hi h the
th state
t t off
the system is specified.
A state defined in this cruder manner is called a macroscopic state or
thermodynamic state. On the other hand, from a dynamical point of view,
each state of a system can be defined, at least in principle, as precisely as
possible by specifying all of the dynamical variables of the system.
system Such a
state is called a microscopic state.
state
What we know
Solution
S
l ti to
t S
Schrodinger
h di
equation
ti (Eigen-value
(Ei
l
problem)
h2
2 i2 U E
Wave function
i 8 mi
Allowed energy levels : E
n
T Const
System B
P
V = Const
External parameter: V
Internal parameter: P
P=
Const
V
X (V , T , P )
The parameters (V,T,P)
(V T P) are macroscopically measurable
measurable.
One or two of them may be replaced by non-measurable
parameters, such internal energy or entropy.
Note that only the mean quantity of a state parameter A
is time-invariant, see the plot.
A mathematical relationship that involve a complete set of measurable parameters (V,T,P)
(V T P) is
called the thermodynamic state equation
f (V , T , P, ) 0
Here,
Averaging
The physical quantities observed in the macroscopic state are the result
of these variables averaging in the warrantable microscopic states. The
statistical hypothesis about the microscopic state distribution is
required for the correct averaging
averaging.
To find the right method of averaging is the fundamental principle of
the statistical method for investigation of macroscopic systems.
The derivation
Th
d i ti off generall physical
h i l lows
l
f
from
th experimental
the
i
t l results
lt
without consideration of the atomic-molecular structure is the main
principle of thermodynamic approach.
13
Averaging Method
Pi
E
Ensemble
bl average off a d
dynamic
i property
t
E Ei Pi
i
U lim Ei ti lim Ei Pi
Probabilities
15
Pair of Dice
Probability
Pair of Dice
List all
dice.
dice
Total
2
3
4
5
6
18
Pair of Dice
Total
7
8
9
10
11
12
Combinations
How Many
1+6 6+1,
1+6,
6+1 2+5,
2+5 5+2,
5+2 3+4,
3+4 4+3
2+6, 6+2, 3+5, 5+3, 4+4
3+6 6+3,
3+6,
6+3 4+5,
4+5 5+4
4+6, 6+4, 5+5
5+6, 6+5
6+6
6
5
4
3
2
1
Sum = 36
19
Total 2
1
Prob.
36
% 2.8
28
3
2
36
56
5.6
4
3
36
83
8.3
5
4
36
11
6
5
36
14
7
6
36
17
8
5
36
14
9 10 11 12
4 3 2 1
36 36 36 36
11 8.3
8 3 5.6
5 6 2.8
28
20
Probab
bility
Dice
0.18
0 16
0.16
0.14
0.12
01
0.1
0.08
0.06
0.04
0 02
0.02
0
2
7
8
Number
10
11
12
21
22
Combining
g Probabilities
If a given
i
outcome
t
can b
be reached
h d in
i two
t
(or
(
more) mutually exclusive ways whose
probabilities
b biliti are pA and
d pB, then
th the
th probability
b bilit
of that outcome is: pA + pB.
This is the p
probabilityy of having
g either A or B.
23
Combining Probabilities
24
Example
1 1 1
p
6 6 3
25
Another Example
1 1 1
p ( 2)
6 6 36
26
Complications
p is the p
probabilityy of success. (1/6
( / for
one die)
q is the probability of failure
failure. (5/6 for
one die)
p + q = 1,
or
q=1p
Complications
10 5
p (1) 2 pq
36 18
28
Simplification
p
29
Simplification
Three Dice
(p + q) = 1
p + 3pq + 3pq + q = 1
p(3) + p(2) + p(1) + p(0) = 1
It works! It must be general!
(p + q)N = 1
31
Binomial Distribution
N!
n N n
P ( n)
p q
n!( N n)!
where, q = 1 p.
32
Thermodynamic Probability
N!
wn
n! ( N n ))!
33
Microstates
wn
True p
probability P(n)
34
n P ( n) n
n
where
N!
n N n
P ( n)
p q
n!( N n)!
35
n P ( n) n p P ( n)
p
n
n
N
n p P ( n) p ( p q )
p n
p
n pN ( p q )
N 1
pN (1)
N 1
n pN
36
Standard Deviation ()
n n
n n P(n)n n
2
n n
n 2n n n n 2n n n
2
n n
2
37
Standard Deviation
2
n P ( n) n p P ( n)
n
p n
2
N
N 1
n p p ( p q ) p pN ( p q )
p p
p
2
n pN ( p q )
2
N 1
p
pN ( N 1)( p q )
N 2
n 2 pN 1 pN p pN q pN
38
Standard Deviation
n n
2
2 pN q pN ( pN ) 2
Npq ( pN ) ( pN ) Npq
Npq
pq
2
39
n pN
Npq
Np
p
n
40
Coins
n!( N n)!
n!(6 n)! 2 2
6!
1
P ( n)
n!(6 n)! 2
41
Probab
bilty
0.25
0.2
0.15
0.1
0.05
0
0
3
Successes
42
Binomial Distribution
0.09
0.08
0.06
0.05
0.04
0.03
0.02
0.01
96
90
84
78
72
66
60
54
48
42
36
30
24
18
12
0
0
Proba
abilty
0.07
Successes
43
0.02
0.015
0.01
0.005
960
900
840
780
720
660
600
540
480
420
360
300
240
180
120
60
0
0
Probabilty
0 025
0.025
Successes
44
Multiple
p Outcomes
N!
N!
w
N1! N 2 ! N 3! N i !
45
Stirlings Approximation
For large N : ln N ! N ln N N
N!
ln N ! ln N i ! ln N ! ln N i !
ln w ln
i
Ni!
ln w N ln N N ( N i ln N i ) N i
i
i
ln w N ln N ( N i ln N i )
i
46
Number Expected
T
Toss
6 coins
i N times.
ti
Probability
P b bilit off n heads:
h d
n
6 n
N!
6!
1 1
n N n
P ( n)
p q
n!( N n)!
n!(6 n)! 2 2
6
6!
1
P ( n)
n!(6 n)! 2
N b off ti
d is
i expected
t d is:
i
Number
times n h
heads
n = N P(n)
47
48
Local equilibrium
Local equilibrium means that the system is consist
from the subsystems
subsystems, that by themselves are in the
state of internal equilibrium but there is no any
equilibrium
q
between the subsystems.
y
The number of macroscopic parameters is increasing
with digression of the system from the total
equilibrium
49
50
Ph
Phase
Space
S
pN
t2
2
t1
1
Phase space
p1 , p 2 , p 3 ,..., p N , r1 , r1 , r3 ,..., rN
rN
Phase Orbit
If the Hamiltonian of the system is denoted by H(q,p),
the motion of phase point can be along the phase orbit
and is determined by the canonical equation of motion
H
qi
pi
H
pi
qi
(i=1 2 s)
(i=1,2....s)
H ( q, p ) E
(1 1)
(1.1)
(1.2)
Phase Orbit
- space and
-space
space
Let us define - space as phase space of one particle (atom or molecule).
molecule)
The macrosystem phase space (-space)
space is equal to the sum of - spaces
spaces.
The set of possible microstates can be presented by continues set of phase
points. Every point can move by itself along its own phase orbit. The
overall picture of this movement possesses certain interesting features,
which are best appreciated in terms of what we call a density function
(q,p;t).
y that at anyy time t, the number of
This function is defined in such a way
representative points in the volume element (d3Nq d3Np) around the point
(q,p) of the phase space is given by the product (q,p;t) d3Nq d3Np.
Clearly, the density function (q,p;t) symbolizes the manner in which the
members of the ensemble are distributed over various possible microstates
at various instants of time.
53
f ( p, q ) (q, p; t )d 3 N qd 3 N p
3N
3N
(
q
,
p
;
t
)
d
qd
p
(1.3)
The right
g phase
p
pportrait off the system
y
can be described byy the set off
points distributed in phase space with the density . This number can be
considered as the description of great (number of points) number of
systems each of which has the same structure as the system under
observation copies of such system at particular time, which are by
themselves existing in admissible microstates
54
Statistical Ensemble
The number
Th
b off macroscopically
i ll identical
id ti l systems
t
di t ib t d along
distributed
l
admissible microstates with density defined as statistical ensemble.
ensemble A
statistical ensembles are defined and named by the distribution function
which characterizes it. The statistical average value have the same
meaning as the ensemble average value.
An ensemble
A
bl is
i said
id to be
b stationary
i
if does
d
not depend
d
d explicitly
li i l
on time, i.e. at all times
0
t
(1 4)
(1.4)
Clearly, for such an ensemble the average value <f> of any physical
Clearly
quantity f(p,q) will be independent of time.
time Naturally, then, a stationary
ensemble qualifies to represent a system in equilibrium. To determine the
circumstances
i
under
d which
hi h Eq.
E (1.4)
(1 4) can hold,
h ld we have
h
to make
k a rather
h
study of the movement of the representative points in the phase space.
55
Liovilles
Lioville
s theorem and its consequences
Consider
C
id an arbitrary
bit
" l
"volume"
" in
i the
th relevant
l
t region
i off the
th phase
h
space and let the "surface enclosing this volume increases with time is
given by
(1.5)
where
h
d(d3Nq d3Np)
p).
). On
O the
th other
th hand,
h d the
th nett rate
t att which
hi h the
th
representative points flow out of the volume (across the bounding
surface ) is given by
( n )d
(1.6)
div ( v )d
((1.7))
di ( v ) ( qi )
div
( pi )
pi
i 1 qi
3N
(1.8)
In view of the fact that there are no "sources" or "sinks" in the phase
p
space and hence the total number of representative points must be
conserved, we have , by (1.5) and (1.7)
div( v )d t d
or
t div( v )d 0
(1.9)
(1.10)
57
The necessary and sufficient condition that the volume integral (1.10)
vanish for arbitrary
y volumes is that the integrated
g
must vanish
everywhere in the relevant region of the phase space. Thus, we must
have
div ( v ) 0
t
(1.11)
div( v ) ( qi )
( pi )
pi
i 1 qi
3N
58
i
qi
pi
t i 1 qi
pi
pi
i 1 qi
3N
3N
(1 12)
(1.12)
qi H ( qi , pi ) H ( qi , pi )
p
qi
qi pi
qi pi
pi
2
(1.13)
From (1.12), taking into account (1.13) we can easily get the Liouville
equation
3N
qi
pi
,H 0
t i 1 qi
pi t
(1.14)
,H 0
dt t
(1.15)
t=0
0
q
60
Density
y matrix in statistical mechanics
Let k(ri,t)
t), denote the (normalized) wave function characterizing the
physical state in which the k-th system of the ensemble happens to be at
time t ; naturally, k=1,2....N. The time variation of the function k(t) will
be determined by the Schredinger equation
61
H k ( t ) i k ( t )
(1.16)
k (t ) ank (t ) n
(1 17)
(1.17)
ank (t ) n k (t ) d
(1.18)
here, n* denotes
h
d
the
h complex
l conjugate
j
off n while
hil d denotes
d
the
h
volume element of the coordinate space of the given system.
Obviously enough,
enough the physical state of the k-th system can be
described equally well in terms of the coefficients . The time variation
of these coefficients will be given by
62
iank (t ) i n* k (t ) d n*H k (t ) d
=
*
n H
k
am (t ) m d
= Hnmamk (t )
(1.19)
where
H nm n*H m d
(1.20)
k
The physical significance of the coefficients a n (t ) is evident from eqn.
((1.17).
) Theyy are the p
probability
y amplitudes
p
for the k-th system
y
of the
ensemble to be in the respective states n; to be practical the number
2
k
a n ( t ) represents the probability that a measurement at time t finds
the k-th system of the ensemble to be in particular state n. Clearly, we
must have
63
2
k
a n (t )
(for all k)
(1.21)
We now
no introduce
int od e the density
densit operator
ope ato (t ) as defined by
b the matrix
mat i
elements (density matrix)
1
mn (t )
N
a
N
k 1
k
m
(t )ank * (t )
(1.22)
64
nn 1
n
mn (t )
1
N
a
N
k 1
k
m
(t )ank * (t )
(1.23)
Let us determine the equation of motion for the density matrix mn(t
(t).
65
1
i mn ( t )
N
i a mk ( t ) a nk * ( t ) a mk ( t ) a nk * ( t )
N
k 1
k*
k
k
* k*
H ml a l ( t ) a n ( t ) a m ( t ) H nl a l ( t )
k 1 l
= H ml ln ( t ) ml ( t ) H ln
1
=
N
= ( H H ) mn
(1.24)
Here, use has been made of the fact that, in view of the Hermitian
character of the operator, H H*nl=Hln. Using the commutator notation,
Eq.(1.24) may be written as
i
H, 0
t
(1.25)
66
nn 1
67