Professional Documents
Culture Documents
Statistical Physics
(FYS3130)
Prepared by Yuri Galperin
Spring 2004
Contents
1
General Comments
Introduction to Thermodynamics
2.1 Additional Problems: Fluctuations
2.2 Mini-tests . . . . . . . . . . . . .
2.2.1 A . . . . . . . . . . . . .
2.2.2 B . . . . . . . . . . . . .
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7
28
30
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31
49
59
77
79
103
A Additional information
A.1 Thermodynamics . . . . . . . . . . . . . . .
A.1.1 Thermodynamic potentials . . . . . .
A.1.2 Variable transformation . . . . . . . .
A.1.3 Derivatives from the equation of state
A.2 Main distributions . . . . . . . . . . . . . . .
A.3 The Dirac delta-function . . . . . . . . . . .
A.4 Fourier Series and Transforms . . . . . . . .
B Maple Printouts
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CONTENTS
Chapter 1
General Comments
This year the course will be delivered along the lines of the book [1]. The problems will also be
selected from this book. It is crucially important for students to solve problems independently.
The problems will be placed on the course homepage. The same page will contain solutions
of the problems. So if a student is not able to solve the problem without assistance, then she/he
should come through the solution. In any case, student have to able to present solutions, obtained
independently, or with help of the course homepage.
FYS 3130 (former FYS 203) is a complicated course, which requires basic knowledge of
classical and quantum mechanics, electrodynamics, as well as basics of mathematics.
Using a simple test below please check if your knowledge is sufficient. Answers can be found
either in the Maple file.
F () = 4 + 3 + 2 ,
6
Plot F () for this value of .
Problem 1.2: Logarithmic functions are very important in statistical physics. Check you memory by the following exercises:
Plot function
1x
1+x
Discuss properties of this function at |x| > 1.
f1 (x) = ln
Plot function
for
|x| 1 .
f2 (x) = ln(tan x) .
Problem 1.3:
Simplify
sin2 x tan2 x 1 .
C(, ) =
S(, ) =
en cos n ,
> 0.
en sin n ,
> 0.
n=0
n=0
Hint: take into account that cos x = Re eix , sin x = Im eix .
Basic integrals
Problem 1.4:
Calculate interglars:
In () =
xn ex dx ,
dx
,
2
x a2
G() =
Z
0
ex
2 /2
> 0.
dx
.
x(1 x)
dx ,
> 0.
Chapter 2
Introduction to Thermodynamics
Quick access: 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22
Problem 2.1: Test the following differentials for exactness. For those cases in which the differential is exact, find the function u(x, y).
(a) dua =
y dx
x2 +y2
dy
+ x2x+y
2 .
(b) dub = (y x2 ) dx + (x + y2 ) dy .
(c) duc = (2y2 3x) dx 4xy dy .
Solution 2.1:
(a) The differential is exact, ua (x, u) = arctan(x/y).
Here one point worth discussion. The function ua (x, u) = arctan(x/y) has a singularity
at x = 0, y = 0. As a result, any close path embedding this point contributes 2 to the variation of the quantity u(x, y). Consequently, this function cannot serve as a thermodynamic
potential if both positve and negative values of x and y have physical meaning.
(b) The differential is exact, ub (x, y) = yx + (y3 x3 )/3.
(c) The differential is not exact.
The function u(x, y) is reconstructed in the following way. For an exact differential, du = ux dx +
uy dy,
u(x, y)
u(x, y)
ux =
, uy =
.
x
y
If we introduce
u1 (x, y) =
Z x
0
ux (, y) d ,
= uy (x, y)
dy
y
y
As a result,
f (y) =
Z y
0
Finally,
u(x, y) =
Z x
0
d uy (x, )
d ux (, y) +
Z y
0
Z x
ux (x, y)
Z yZ x
d d
0
d uy (x, )
ux (, )
.
Z yZ x
d d
0
dx .
ux (, )
.
Problem 2.2:
P re s s u re
2
1
T
h
3
4
T c
V o lu m e
V2
4 4
4
Q12 = U + PV = (4/3)aTh (V2 V1 ) = aTh V1
1 .
(2.1)
3
V1
In a similar way,
4 4
V3
Q34 = aTc V4 1
.
3
V4
(2.2)
= V3 Tc3 ,
V4 Tc3
= V1 Th3
V2 V1
=
=
V3 V4
Tc
Th
4 4
Tc
V3
W = Q12 + Q34 = aTh V1
1
1
.
3
V4
Th
(2.3)
10
Remember: along a closed path U = 0 and the total heat consumption is equal to mechanical
work.
On the
4 4
V2
Q12 = aTh V1
1 .
3
V1
As a result,
=
W
Th Tc
=
Q12
Th
as it should be.
Problem 2.4: A Carnot engine uses a paramagnetic substance as its working substance. The
equation of state is
nDH
M=
T
where M is magnetization, H is the magnetic field, n is the number of moles, D is a constant
determined by the type of substance, and T is is the temperature.
(a) show that the internal energy U, and therefore the heat capacity CM , can only depend on
the temperature and not the magnetization.
(b) Let us assume that CM = C = constant. Sketch a typical Carnot cycle in the M H plane.
(c) Compute the total heat absorbed and the total work done by the Carnot engine.
(d) Compute the efficiency of the Carnot engine.
Solution 2.4:
(a) By definition [see Eq. [1](2.23)],
dU = T dS + H dM .
Thus at M = const the internal energy is independent of the magnetization.
(b) Since C = const, U0 = NcM T , where cM is the specific heat per one particle while N is the
number of particles. Introducing molar quantities we get U0 = ncT .
A Carnot cycle is shown in Fig. 2.2. We have:
(c) For an isothermal process at T = Tc ,
Q12 =
Z H2
H(M) dM =
H1
Tc
(M 2 M22 ) .
2nD 1
In a similar way,
Q34 =
Th
(M32 M42 ) .
2nD
11
M
T
4
3
h
2
T c
1
H
Figure 2.2: Sketch of the Carnot cycle.
The total work is then W = Q12 + Q34 , and the efficiency is
W
Tc M12 M22
=
= 1+
.
Q34
Th M32 M42
Now let us discuss adiabatic paths. We have at each path,
0 = dQ = dU H dM = nc dT
MT
dM .
nD
Immediately we get
dT
1
= 2 M dM .
T
n cD
Integrating this equality from point 2 to point 3 we obtain,
2n2 cD ln
Th
= M33 M22 .
Tc
Tc
= M13 M42 .
Th
As a result,
M32 M22 = M42 M12
Q12 + Q34 Th Tc
=
.
Q34
Th
12
Problem 2.5:
M32 M42 Th Tc
.
2nD
Th2
Find the efficiency of the engine shown in Fig. 2.3 ([1] -Fig.2.18). Assume that
P
1
a d ia b a tic
4
2
3
V
T1 + T3 T2 T4
T2 T3
= 1
.
T1 T4
T1 T4
(2.4)
Now let us consider the adiabatic processes where TV 2/3 = const (monoatomic ideal gas!). Thus,
T1 T4
=
=
T2 T3
V2
V1
2/3
13
Substituting this expression into Eq. (2.4) we obtain:
2/3
1
V1
= 1 = 1
.
V2
Problem 2.6:
atm.
Using the Maxwell relation for the Gibbs free [see Eq. [1]-(2.112)] energy we obtain
V
S
=
= V P .
P T
T P
Thus
Q = T
Z P2
P1
V (P)T (P) dP
Z P2
Z P2
V
W =
P dV =
dP = (M/2)T (P22 P12 ) .
P
P T
P1
P1
14
2 J 0
a
J 0
c
b
2 L 0
L 0
Figure 2.4:
Problem 2.7: Compute the efficiency of the heat engine shown in Fig. 2.4 (Fig. [1]-2.19). The
engine uses a rubber band whose equation of state is
J = LT ,
(2.5)
where is a constant, J is the tension, L is the length per unit mass, and T is the temperature in
Kelvins. The specific heat (heat capacity per unit mass) is a constant, cL = c.
Solution 2.7: From Fig. 2.4 we see that the path a b is isothermal. Indeed, since J L, it
follow from Eq. ( 2.5) that T = const. Then, from the same equation we get,
Ta = Tb = J0 /L0 ,
Tc = J0 /2L0 = Ta /2 .
As a result,
Qba = MTa
Z 2L0
L0
L dL = (3/2)ML02 Ta = (3/2)MJ0 L0 ,
W
1
= .
Qba 3
This result is also clear from geometrical point of view.
=
15
Problem 2.8:
where J is the tension, a = 1.0 103 dyne/K, and L0 = 0.5 m is the length of the band when no
tension is applied. The mass of the rubber band is held fixed.
(a) Compute (L/T )J and discuss its physical meaning.
(b) Find the equation of state and show that dJ is an exact differential.
(c) Assume that heat capacity at constant length is CL = 1.0 J/K. Find the work necessary to
stretch the band reversibly and adiabatically to a length 1 m. Assume that when no tension
is applied, the temperature of the band is T = 290 K. What is the change in temperature?
Solution 2.8:
(a) We have
L
T
T
J
= 1 .
J L L T
J
Consequently,
L
T
T
J
J
L
1
T
Physical meaning 1
J =
L
3
L0
1
L
L
L
= =
3 .
J
T
1 + 2 LL0
L T
L
T
J
T
16
"
3 #
dT
J(L, T )
L0
aT L
=
=
1
.
dL
CL
CL L0
L
Tf
ln =
T0
2
Lf
L0
2 "
3 #
L0
1+2
.
Lf
Here L f and T f are final values of the length and temperature, respectively. This is the
equation for adiabatic process which provides the change in the temperature. The mechanical work is then
W = CL (T f T0 ) .
Problem 2.9: Blackbody radiation in a box of volume V and at temperature T has internal
energy U = aV T 4 and pressure P = (1/3)aT 4 , where a is the Stefan-Boltzmann constant.
(a) What is the fundamental equation for the blackbody radiation (the entropy)?
(b) Compute the chemical potential.
Solution 2.9:
(a) Let us first find the Helmholtz free energy. From the relation P =
A
V T
1
1
A = PV = aV T 4 = U .
3
3
Consequently,
As a result,
A
S=
T
S
U
=
V
4U
4
.
= aV T 3 =
3
3T
(S,V )/(T,V )
(S/T )V
1
(S,V )
=
=
= .
(U,V ) (U,V )/(T,V ) (U/T )V
T
we get
17
Problem 2.10: Two vessels, insulated from the outside world, one of volume V1 and the other
of volume V2 , contain equal numbers N of the same ideal gas. The gas in each vessel is originally
at temperature Ti . The vessels are then connected and allowed to reach equilibrium in such a way
that the combined vessel is also insulated from the outside world. The final volume is V = V1 +V2 .
What is the maximum work, W f ree , that can be obtained by connecting these insulated vessels?
Express your answer in terms of Ti , V1 , V2 , and N.
Solution 2.10:
1
Vi
=
Pi NkTi
P2
4V1V2
=
.
P1 P2 (V1 +V2 )2
For an ideal gas, the energy of the particle can be written as a sum of the kinetic energy, p = p2 /2m, and the
energy of internal excitations, (characterized by some quantum numbers ),
1
p = p + .
As we will see later, the free energy of the ideal gas can be constructed as
!N
"
#
kT
eV mkT 3/2
p /kT
/kT
A = ln e
NkT ln
e
N!
N 2h2
p
= NT ln(eV /N) + N f (T ) ,
"
#
mkT 3/2
/kT
f (T ) = kT ln
.
e
2h2
(T ) f (T ) kT ln kT .
18
(V1 +V2 )2
.
4V1V2
Problem 2.11: For a low-density gas the virial expansion can be terminated at first order in the
density and the equation of state is
NkT
N
P=
1 + B2 (T ) ,
V
V
where B2 (T ) is the second virial coefficent. The heat capacity will have corrections to its ideal
gas value. We can write it in the form
3
N 2k
CV,N = Nk
f (T ) .
2
V
(a) Find the form that f (T ) must have in order for the two equations to be thermodynamically
consistent.
(b) Find CP,N .
(c) Find the entropy and internal energy.
Solution 2.11:
(c) The equation of state under consideration can be obtained from the Helmholtz free energy2
A = Aideal + kT B2 (T )
Then
A
S=
T
= Sideal + S ,
S k
N2
.
V
N2
B2 (T ) + T B02 (T ) .
V
Since we know both entropy and Helmholtz free energy, we find the internal energy as
N2
N2
kT
B2 (T ) + T B02 (T )
V
V
2
N
U kT 2 B02 (T ) .
V
U = A + T S = Uideal + kT B2 (T )
= Uideal + U ,
2 Remember
that P =
A
V
19
(a) As a result,
CV = T
S
T
U
T
= CVideal + CV ,
CV kT
N2 0
2B2 (T ) + T B002 (T ) .
V
NkT
+ NB2 (T ) .
P
S1 kN
B2 + T B02
.
kT /P + B2
Now
CP =
=
=
=
S1
T P
(B2 + T B02 )0 (kT /P + B2 ) (k/P + B02 )(B2 + T B02 )
kN
(kT /P + B2 )2
N2
CPideal k
T (2B02 + T B002 ) (B2 + T B02 )
V
N2
CPideal + CV + k (B2 + T B02 ) .
V
CPideal + T
Here in all corrections we used equation of state for an ideal gas. As a result,
CP CV = (CP CV )ideal + k
Problem 2.12:
Prove that
H
CY,N =
T Y,N
and
H
Y
N2
(B2 + T B02 ) .
V
=T
T,N
X
T
X .
Y,N
20
Solution 2.12: Let us first recall definitions for X, Eq. ([1]-2.66), U = ST +Y X + J j0j dN j .
The enthalpy is defined as
H = U XY = ST + 0j dN j .
J
Since dU = T dS +Y dX we get
dH = T dS X dY .
Consequently,
CY,N = T
S
T
Y,N
H
T
.
Y,N
H
Y
= X ,
S,N
H
S
=T.
Y,N
Now we have to use the Maxwell relation, which emerges for the Gibbs free energy G = H T S.
From
dG = S dT X dY
we get
S
Y
=
T
X
T
.
Y,N
T (u, m) =
u
.
c + m2 /2D
21
Here u0 is a constant. As a result, in natural variables
s
u(s, m) = u0 exp
.
c + m2 /2D
To find other thermodynamic potentials we need s(T, m). We can rewrite the above expression
for the entropy as
T (c + m2 /2D)
s(T, m) = (c + m2 /2D) ln
.
u0
In particular, the Helmholtz free energy is
T (c + m2 /2D)
2
a(T, m) = u T s = T (c + m /2D) 1 ln
.
u0
To get enthalpy we have to subtract from u the quantity Hm = (D/T )H 2 and to express m through
H as m = (D/T )H. As a result, we obtain:
h(T, H) = u Hm = T (c + DH 2 /2T 2 ) (D/T )H 2 = T (c DH 2 /2T 2 ) .
Finally, Gibbs free energy is g = a Hm, which has to be expressed through T and H. We get
T (c + DH 2 /2T 2 )
2
2
g = a Hm = T (c + DH /2T ) 1 ln
(D/T )H 2
u0
T (c + DH 2 /2T 2 )
= T (c DH 2 /2T 2 ) T (c + DH 2 /2T 2 ) ln
.
u0
Problem 2.14:
state is
Compute the Helmholtz free energy for a van der Waals gas. The equation of
n2
P + 2 (V nb) = nRT ,
V
where and b are constants which depend on the type of gas and n is the number of moles.
Assume that heat capacity is CV,n = (3/2)nR.
Is this a reasonable choice for the heat capacity? Should it depend on volume?
Solution 2.14:
n2
nRT
2 .
V nb V
A=
22
Here A (T ) is the integration constant, which can be found from the given specific heat. Indeed,
S=
Consequently,
A (T ) =
Z T
CV,n dT 0
T0
Z T
Prove that
(a) T (CP CV ) = TV 2P
(b) CP /CV = T /S .
Solution 2.15:
(a)
(S,V )/(T, P)
(T,V )/(T, P)
(S/T )P (V /P)T (S/P)T (V /T )P
= T
(V /P)T
(S/P)T (V /T )P
= CP T
.
(V /P)T
[(V /T )P ]2
2
= TV P .
(V /P)T
T
The first relation follows from this in a straightforward way from definitions.
(b) Let us first calculate the adiabatic compressibility (V /P)S as
V
(V, S) (V, S)/(V, T ) (V, T ) (S/T )V
V
=
=
=
.
P S (P, S)
(P, S)/(P, T ) (P, T ) (S/T )P
P T
Consequently,
CP (V /P)T
T
=
=
.
CV
(V /P)S
S
23
Problem 2.16:
Show that
T ds = cx (T /Y )x dY + cY (T /x)Y dx ,
where x = X/n is the amount of extensive variable, X, per mole, cx is the heat capacity per mole
at constant x, and cY is the heat capacity per mole at constant Y .
Solution 2.16:
cY = T (S/T )Y .
Problem 2.17: Compute the molar heat capacity cP , the compressibilities, T and S , and
the thermal expansivity P of a monoatomic van der Waals gas. Start from the fact that the
mechanical equation of state is
RT
P=
2.
vb v
and the molar heat capacity is cv = 3R/2, where v = V /n is the molar volume.
Solution 2.17: Let us start with ther specific heat. Using the method similar to the Problem
2.15 we can derive the relation
cP cv = T
[(P/T )v ]2
R
=
.
(P/v)T
1 2(v b)2 /RT v3
v
P
1
=
v
P
v
1
=
T
1
(v b)2
.
vRT 1 2(v b)2 /RT v3
Given cv , other quantities can be calculated using results of the Problem 2.15.
Problem 2.18: Compute the heat capacity at constant magnetic field CH,n , the susceptibilities
T,n and S,n , and the thermal expansivity H,n for a magnetic system, given that the mechanical
equation of state is M = nDH/T and the heat capacity CM,n = nc, where M is the magnetization,
H is the magnetic field, n is the number of moles, c is the molar heat capacity, and T is the
temperature.
24
Solution 2.18:
T,n =
Now,
M
H
=
S
M
H
=
T,n
nD
.
T
CM,n
(M, S) (M, S)/(M, T ) (M, T ))
.
=
= T,n
(H, S)
(H, S)/(H, T ) (H, T )
CH,n
Thus we have found one relation between susceptibilities and heat capacities,
S,n CM,n
=
.
T,n CH,n
Now let us find CH,n . At constant H, M becomes dependent only on temperature. Then,
dM =
nDH
dM
dT = 2 dT .
dT
T
nDH 2
dT .
T2
As a result,
CH,n CM,n =
nDH 2
.
T2
H =
M
T
=
H
nDH
.
T2
Problem 2.19: A material is found to have a thermal expansivity P = v1 (R/P + a/RT 2 ) and
an isothermal compressibility T = v1 [T f (P) + b/P]. Here v = V /n is the molar volume.
(a) Find f (P).
(b) Find the equation of state.
(c) Under what condition this materials is stable?
25
Solution 2.19:
(a) By definition, we have
v
R
a
=
+
.
T
P RT 2
v
b
= T f (P) .
P
P
To make dv an exact differential we need:
R
= f (p) .
P2
Thus
f (p) = R/P2 .
(b) We can reconstruct the equation of state as:
v =
=
Z P
v
dP =
Z P
RT b
dP 2
P
P
RT
b ln P + g(T ) .
P
RT
P0
a
+ b ln
.
P
P RT
(c) Since the compressibility must be positive, we have the stability condition
T f (P) +
b
>0
P
TR b
+ > 0.
P2 P
Problem 2.20: Compute the efficiency of the reversible two heat engines in Fig. 2.5 (R2.20).
Which engine is the most effective? (Note that these are not Carnot cycles. The efficiency of a
heat engineis = Wtotal /Qabsorbed .
26
T
2
1
b
T
(a )
T
S 1
S 2
(b )
1
c
S 1
S
S 2
S
Figure 2.5:
Solution 2.20:
Since dQ = T dS, we immediately get for any closed path in the T S plane:
I
Wtotal =
T dS .
T2 T1
.
2T2
T2 T1
> a .
T2 + T1
Problem 2.21: It is found for a gas that T = T v f (P) and P = Rv/P + Av/T 2 , where T is
the temperature, v is the molar volume, P is the pressure, A is a constant, and f (P) is unknown
function.
(a) What is f (P)?
(b) Find v = v(P, T ).
27
Solution 2.21:
v
A
2 R
= v
+
,
T
P T2
v
= v2 T f (P) .
P
R A
= 2,
T
P T
= T f (P) .
P
Again, from the Maxwell relation we get
=
Z P
R
P2
dP = T R
Z P
dP
P2
RT
+ g(T ) .
P
A RT
.
T
P
Consequently,
v(P, T ) =
1
.
0 + A/T RT /P
Problem 2.22: A monomolecular liquid at volume VL and pressure PL is separated from a gas
of the same substance by a rigid wall which is permeable to the molecules, but does not allow
liquid to pass.The volume of the gas is held fixed at VG , but the volume of the liquid cam be
varied by moving a piston. If the pressure of the liquid is increased by pushing in on the piston,
by how much does the pressure of the gas change? [Assume the liquid in incompressible (its
molar volume is independent of the pressure) and describe the gas by the ideal gas equation of
state. The entire process occurs at fixed temperature T ].
Solution 2.22: Let us consider the part of the system, which contains both liquid and gas
particles. In this part the chemical potentials must be equal, L = G . On the other hand, the
chemical potentials and pressures of gas in both parts must be equal. Thus we arrive at the
equation,
L (PL , T ) = G (PG , T ) .
If one changes the pressure of liquid by PL , then
G
L
PL =
PG .
PL T
PG T
28
For an ideal gas, (/P)T = kT /PG = VG /NG vL . the quantity vL has a physical meaning of
the volume per particle. For a liquid, the relation is the same,
G
G
V
=
=
=
= vL .
P T P N P,T N P N,T
N T
The last relation is a consequence of incompressible character of the liquid. As a result,
vL
PG
=
.
PL
vG
Problem 2.23: Find the mean square fluctuation of the internal energy (using V and T as independent variables). What is the mean square fluctuation of the internal energy for a monoatomic
ideal gas?
Solution 2.23:
We have
U
U
P
U =
V +
T = T
P V +CV T .
V T
T V
T V
Here we use Maxwell relation which can be obtained from Helmholtz free energy. Squaring and
averaging we obtain (note that hV T i = 0)
2
P
2
h(U) i = T
P h(V )2 i +CV2 h(T )2 i .
T V
Now,
h(T ) i = kT /CV ,
Thus
h(V ) i = kT
V
P
.
T
2
P
V
h(U) i = kT T
P
+CV kT 2 .
T V
P T
2
CV = (3/2)Nk .
Thus,
h(U)2 i = (3/2)N(kT )2 .
29
Problem 2.24:
ideal gas.
Solution 2.24:
We have
P =
P
V
P
V +
T
T .
V
2 kT 2
.
3 V
Problem 2.25:
Solution 2.25:
Problem 2.26:
Solution 2.26:
hS T i = kT .
Starightforward.
Problem 2.27: Find a mean square fluctuation deviation of a simple pendulum with the length
` suspended vertically.
Solution 2.27: Let m be the pendulum mass, and is the angle of deviation from the vertical.
The minimal work is just the mechanical work done against the gravity force. For small ,
Wmin = mg ` (1 cos ) mg`2 /2 .
Thus,
h2 i = kT /mg` .
30
2.2 Mini-tests
2.2.1 A
The Helmholtz free energy of the gas is given by the expression
A = N0 NkT ln(eV /N) NcT ln T NT .
Here e = 2.718 . . . is the base of natural logarithms, N is the number of particles, V is the volume,
T is the temperature in the energy units, while 0 , c and are constants.
(a) Find the entropy as function of V and T .
(b) Find internal energy U as a function of the temperature T and number of particles N.
(c) Show that c is the heat capacity per particle at given volume, cv .
(d) Find equation of state.
(e) Find Gibbs free energy, enthalpy. Find the entropy as a function of P and T .
(f) Using these expression find the heat capacity at constant pressure, cP .
(g) Show that for an adiabatic process
T P1 = constant, where = cP /cv .
Solution
By definition,
A
S=
T
= N ln
V,N
eV
+ Nc (1 + ln T ) + NT .
N
Now,
U = A + T S = N0 + NcT ,
A
NT
P =
,
=
V T,N
V
V
NcT lT + NT
N
N0 + NT ln P NT (1 + c) ln T NT ,
U + PV = U + NT = N0 + N(c + 1)T ,
N ln P + N(1 + c) ln T + N( + 1 + c) ,
S
T
= 1+c.
T P,N
G = A + PV = A + NT = N0 NT ln
=
W =
S =
cP =
2.2. MINI-TESTS
31
T cP /P = const .
Since cP cV = cP c = 1, we obtain
T cP PcP cV = const ,
T P1 = const .
2.2.2 B
Problem 1
Discuss entropy variation for
(a) adiabatic process,
(b) isothermic process,
(c) isochoric process,
(d) isobaric process.
Problem 2
(a) Discuss the difference between Gibbs and Helmholtz free energy.
(b) Prove the relation
A
2
U = T
.
T T
(c) A body with constant specific heat CV is heated under constant volume from T1 to T2 . How
much entropy it gains?
(d) Discuss the heating if the same body is in contact with a thermostat at T2 . In the last case the
heating is irreversible. Show that the total entropy change is positive.
(e) Two similar bodies with temperatures T1 and T2 brought into contact. Find the final temperature and the change in entropy.
Solution
Problem 1
(a) Constant
(b)
S = Q/T .
(c)
S=
Z T2
CV (T )
T1
dT = CV ln
T2
.
T1
32
(d)
S=
Z T2
CP (T )
T1
dT = CP ln
T2
.
T1
Problem 2
Mechanical work under isothermic process is given by
dW = dU dQ = dU T dS = d(U T S) .
The function of state
A = U TS
is called Helmholtz free energy. We have
dA = dU T dS S dT = (T dS P dV ) T dS S dT = S dT P dV.
Thus,
A
S=
T
A
P=
V
,
V
.
T
A
S=
T
T2
T1
CV
T2
dT = CV ln
.
T
T1
TB = (T1 + T2 )/2 .
TB
T1 + T2
TB
= 2CV ln
S = CV ln +CV ln
0.
T1
T2
2 T1 T2
Chapter 3
The Thermodynamics of Phase Transitions
Quick access: 1 2 3 4 5 6 7 8 9 10 11 12 13
Problem 3.1:
a 5/2
s = s0 + R ln C(v b) u +
,
v
u =
33
34
As a result,
a
P=
v
=
T
RT
a
2.
vb v
cv = T
s
T
5
= RT .
2
v
The result for cP can be obtained in the same way as in the problem 2.17.
(c) The latent heat q is just
vg b
.
vl b
Since the pressure should be constant along the equilibrium line, Pl = PG , we have
q = T (sg sl ) = RT ln
RT
a
RT
a
2=
2.
vg b vg vl b vl
Another equation is the equality of chemical potentials, l = g . We know that =
(a/n)T,V , so everything could be done. Another way is to plot the isotherm and find
the volumes using the Maxwell rule.
Problem 3.2: Find the coefficient of thermal expansion, coex = v1 (v/T )coex , for a gas
maintained in equilibrium with its liquid phase. Find an approximate explicit expression for
coex , using the ideal gas equation of state. Discuss its behavior.
Solution 3.2:
have,
It is implicitly assumed that the total volume of the system is kept constant. We
v
v
v
dP
=
+
.
T
T P
P T dT
v
T
v
P
= RT /P2 .
T
1
T P
=
1
.
T
P T coex
coex
,
=
T coex T (vg vl ) T vg
35
where q = (h)lg , we can rewrite this expression as
coex
q
1
1
.
T
RT
The coefficient of thermal expansion is less because with the increase of the temperature under
given pressure the heat is extracted from the system.
Problem 3.3: Prove that the slope of the sublimation curve of a pure substance at the triple
point must be greater than that of the vaporization curve at the triple point.
Solution 3.3:
The triple point is defined by the following equations for the 2 phases:
P1 = P2 = P3 ,
T1 = T2 = T3 ,
1 = 2 = 3 .
The definitions of the sublimation and vaporization curves are given in Fig. 3.4 of the textbook [1]. Consequently, the slopes of the vaporization and sublimation curves are given by the
relations
sg sl
sg sl
sg ss
sg ss
P
P
=
,
=
.
T lg vg vl
vg
T sg vg vs
vg
Since solid state is more ordered, ss < sl , and
P
P
ss sl
=
< 0.
T lg
T sg
vg
Problem 3.4: Consider a monoatomic fluid along its fluid-gas coexistence curve. Compute the
rate of change of chemical potential along the coexistence curve, (/T )coex , where is the
chemical potential and T is the temperature. Express your answer in terms of sl , vl and sg , vg
which are the molar entropy and molar volume of the liquid and gas, respectively.
Solution 3.4:
Consequently,
g
g
d
dP
=
.
+
dT
T P
P T dT
d
dT
= sg + vg
coex
sg sl
sg vl vg sl
=
.
vg vl
vg vl
36
Problem 3.5: A system in its solid phase has a Helmholtz free energy per mole, as = B/T v3 ,
and in its liquid phase it has a Helmholtz free energy per mole, al = A/T v2 , where A and B are
constants, v is the volume per mole, and T is the temperature.
(a) Compute the Gibbs free energy density of the liquid and solid phases.
(b) How are the molar volumes, v, of the liquid and solid related at the liquid-solid phase
transition?
(c) What is the slope of the coexistence curve in the P T plane?
Solution 3.5:
(a) By definition, g = a + Pv, and P = (a/v)T . Thus,
g = a v (a/v)T ,
gs = 4B/T v3s ,
gl = 3A/T v2l .
Pl = 2A/T v3l .
3
gl = (2A)1/3 P2/3 T 1/3 .
2
P
=
T
37/4 A1/3
28/3 B1/4
!12
=
321 A4
.
224 B3
Problem 3.6: Deduce the Maxwell construction using stability properties of the Helmholtz
free energy rather than the Gibbs free energy.
Solution 3.6: Since the system in the equilibrium, the maximum work extracted during the
process of the phase transition is A P0 V . Let us look at Fig. 3.1.
37
P0
b
a
v g
v l
Figure 3.1:
We see that P0 V = P0 (Vg Vl ) is just the area of the dashed rectangle. To find A let is follow
isotherm. Since T = const,
Z
A =
P dV ,
which is just the area below the isotherm a b c. Subtracting areas we reconstruct the Maxwell
rule.
Problem 3.7: For a van der Waals gas, plot the isotherms in the in the P V plane (P and V
are the reduced pressure and volume) for reduced temperatures T = 0.5, T = 1.0, and T = 1.5.
For T = 0.5, is P = 0.1 the equilibrium pressure of the liquid gas coexistence region?
Solution 3.7: We use Maple to plot the curves. The graphs have the form We see that for
T = 0.5 there is no stavle region at all. To illustrate the situation we plot the curves in the
vicinity of T = 1.
Problem 3.8: Consider a binary mixture composed of two types of particles, A and B. For this
system the fundamental equation fog the Gibbs energy is
G = nA A + nB B ,
(3.1)
dG = S dT +V dP + A dnA + B dnB
(3.2)
(S is the total entropy and V is the total volume of the system), and the chqemical potentials A
and B are intensive so that
A = A (P, T, xA ) and
B (P, T, xB ) .
38
12
10
8
6
4
2
0
0.6
0.7
0.8
0.9
1.1
1.2
Figure 3.2: The upper curve corresponds T = 1.5, the lower one - to T = 0.5.
2
1.8
1.6
1.4
1.2
P
1
0.8
0.6
0.4
0.2
0
Figure 3.3: The upper curve corresponds T = 1.05, the lower one - to T = 0.85.
Use these facts to derive the relations
s dT v dP +
=A,B
and
=A,B
x = 0
x (d + s dT v dP) = 0 ,
(3.3)
(3.4)
dg = d x = (x d + dx )
(3.5)
39
The let us divide Eq. (3.2) by n to obtain
dg = s dT + v dP + dx .
(3.6)
Equating the right hand sides of these equation we prove Eq. (3.3). Further, the entropy is an
extensive variable. Consequently,is should be a homogeneous function of n .
S = (S/n )P,T,n6= n = n s x .
xg dg + sg dT vg dPg = 0 .
g d
g
g dPg
x dT + s v dT = 0 .
Now, let us take into account that at the coexistence curve = l . Thus
g
dPl
d dl
=
= sl + vl
.
dT
dT
dT
Since at the equilibrium Pg = Pl , we prove Eq. (3.7).
Problem 3.10: A PV T system has a line of continuous phase transitions (a lambda line) separating two phases, I and II, of the system. The molar heat capacity cP and the thermal expansivity
P are different in the two phases. Compute the slope (dP/dT )coex of the line in terms of the
I
II
temperature T , the molar volume v, cP = cIP cII
P , and P = P P .
40
Solution 3.10: At a continuous phase transition the entropy is continuous, s = 0. At the same
time, s = s(P, T ) and along the coexistence curve P is a function of the temperature. For each
phase, we get
s
s dP
ds
=
+
.
dT
T P dT
We know that (S/T )P = cP /T and from the Maxwell relation
(s/P)T = (v/T )P .
Since s = 0,
The answer is
dP
dT
=
coex
cP
.
T P
Problem 3.11: Water has a latent heat of vaporization, h = 540 cal/gr. One mole of steam is
kept at its condensation point under pressure at T1 = 373 K. The temperature is then lowered to
T2 = 336 K. What fraction of the steam condenses into water? (Treat the steam as an ideal gas
and neglect the volume of the water.)
Solution 3.11: Let us use the Clausius-Clapeyron equation for the case of liquid-vapor mixture.
Since vg vl we get
q
dP
= g.
dT coex T v
Here q is the latent heat per mole. Considering vapor as an ideal gas we get
dP
qP
=
dT
RT 2
As a consequence,
P = P0 eq/RT .
q(T1 T2 )
P1
= exp
.
P2
RT1 T2
g
n1 P1
q(T1 T2 )
18 h (T1 T2 )
= exp
= exp
.
g =
RT1 T2
RT1 T2
n2 P2
Here we have taken into account that the olecular weight of H2 O is 18. The relative number of
condensed gas is then
18 h (T1 T2 )
n1 n2
= 1 exp
.
n1
RT1 T2
41
Problem 3.12: A liquid crystal is composed of molecules which are elongated (and often have
flat segments). I behaves like a liquid because the locations of the center of mass of the molecules
have no long-range order. It behaves like crystal because the orientation of the molecules does
have long range order. The order parameter of the liquid crystal is given by the diatic
S = [nn (1/3)I] ,
where n is a unit vector (called the director), which gives the average direction of alignment of
the molecules. The free energy of the liquid crystal can be written as
1
1
1
= 0 + A Si j Si j B Si j S jk Ski + C Si j S jk Skl Skl ,
2
3
4
(3.8)
Si j = x i S x j ,
and the summation is over repeated indices. The quantities x i are the unit vectors
x 1 = x ,
x 2 = y ,
x 3 = z .
(a) Perform the summations in the expression for and write in terms of , A, B, C.
(b) Compute the critical temperature Tc , at which the transition from isotropic liquid to liquid
crystal takes place.
(c) Compute the difference between the entropies between the isotropic liquid ( = 0) and the
liquid crystal at the critical temperature.
Solution 3.12:
(a) First, for brevity, let us express the matrix S as (s I/3), where
2
n1 n1 n2 n1 n3
s = nn = n2 n1 n22 n2 n3 .
n3 n1 n3 n2 n23
The Eq. (3.8) can be expressed as
1
1
1
= 0 + Aa2 2 Ba3 3 + Ca4 4 ,
2
3
4
1
1 3
a2 = Tr s I , a3 = Tr s I ,
3
3
"
1
a4 = Tr s I
3
m
It is easy to calculate bm = Tr s 13 I . Indeed,
m
1 m
m!
(1)k k mk
=
Tr s I
.
Tr s I
k
3
k=0 k!(m k)! 3
2 #2
.
(3.9)
42
Tr sk Imk = Tr sk I = Tr sk = 1 ,
Tr Im = Tr I = 3 .
Here we have used the properties of trace and of s operators. Since trace is independent of
the presentation, let us direct the axis 1 along the vector n. Then
1 0 0
s = 0 0 0 Tr sk = Tr s = 1 .
0 0 0
Consequently,
m
1
1 m
bm = 1
+2
,
3
3
a2 = b2 =
2
,
3
a3 = b3 =
2
,
9
a4 = b22 =
4
.
9
Finally, we get
1
2
1
= 0 + A2 B3 + C4 .
3
27
9
(3.10)
(b) At the transition point the dependence () has two equal minima. To find this point, let
us shift the origin of by some 0 in order to kill odd in 0 items. It we put = 0 +
we have
1
2
1
0 = A( + 0 )2 B( + 0 )3 + C( + 0 )4 .
(3.11)
3
27
9
In order to kill the term proportional to 3 one has to put (see the Maple file) 0 = B/6C.
Substituting this value into the expression for the coefficient ,
(2/3)A0 (2/9)B20 + (4/9)C30 ,
and equating the result to 0 we get A = B2 /27C. Since A = A0 (T T ) we have
Tc = T +
B2
.
27A0C
C 4
B2 2
() =
.
9
18C2
43
Thus,
=
B
,
6C
+ =
B
.
3C
As a result,
S =
Problem 3.13:
1 A0 B2
.
27 C2
a
P + 2 (v b) = RT .
Tv
(a) Find values of the critical temperature Tc , the critical molar volume vc , and the critical
pressure, Pc in terms of a, b, and R.
(b) Does the Berthelot equation satisfy the law of corresponding states.?
Find the critical exponents , , and from the Berthelot equation.
Solution 3.13:
(a) Let us express the pressure as a function of volume,
P=
a
RT
2.
vb Tv
= 0.
V 2 T
(vc b)3 Tc v4c
From this we obtain:
r
vc = 3b ,
Tc =
8a
,
27Rb
Pc =
RTc
.
8b
(b) We put
P = Pc P ,
to get:
T = Tc T ,
v = vc v
3
P + 2 (3v 1) = 8T .
T v
44
(c) First let us simplify the equation of state near the critical point. Putting
v = 1 + ,
P = 1 + p ,
T = 1 +
and expanding in p, , and up to lowest non-trivial order (see Maple file), we get
3
p = 3 12 + 7 .
2
The derivative (p/) is
(3.12)
9
= 2 12 .
2
(3.13)
d = 0
l
l
requires l = g . Since along the coexistence curve p(g , ) = p(g , ) we get
g =
= 1/2 .
= 24
= 1.
T ) = 8T 3 .
P(,
3
T
= 3.
3.1 Mini-tests
3.1.1 A
Properties of Van der Waals (VdW) liquid
(i) Find the critical temperature Tc at which the Van der Waals isotherm has an inflection
point. Determine the pressure Pc and volume, Vc , for a system of N particles at T = Tc .
3.1. MINI-TESTS
45
(ii) Express the VdW equation in units of Tc , Pc , and Vc . Show that it has the form
3
0
P + 02 (3V 0 1) = 8T 0
V
(3.14)
T0 = 1+
V0 = 1n
and show that for small p, and n the equation of state has the approximate form
p = 4 + 6n + (3/2)n3 .
(3.15)
(iv) Plot p(n, ) versus n for = 0.05 and discuss the plots.
(v) Using the above equation find the stability region. Show this region in the plot.
(vi) Show that the Maxwell relation can be expressed as
Z nr
n (p/n) dn = 0
nl
(3.16)
along the equilibrium liquid-gas line. Using this relation and the equation of state find nl
and nr .
(vii) Discuss why the stability condition and Maxwell relation lead to different stability criteria?
Illustrate discussion using the plot.
Solution
(i) Writing the VdW equation as
P=
and requiring
we obtain
Tc =
P
V
NkT
N 2a
2
V Nb V
8 a
,
27 bk
= 0,
Tc
2 P
V 2
Vc = 3Nb,
=0
Tc
Pc =
1 a
.
27 b2
46
p
nst = 2 /3 .
nr = 4 .
3.1.2 B
Curie-Weiss theory of a magnet
The simplest equation for a non-ideal magnet has the form
m = tanh[(Jm + h)]
(3.17)
where = 1/kT , J is the effective interaction constant, while h is the magnetic field measured in
proper units.
(i) Consider the case h = 0 and analyze graphically possible solutions of this equation.
Hint: rewrite equation in terms of an auxiliary dimensional variable m Jm. Show that
a spontaneous magnetization appears at T < Tc = J/k.
(ii) Simplify Eq. (3.17) at h = 0 near the critical temperature and analyze the spontaneous
magnetization as a function of temperature.
Hint: Put T = Tc (1 + ) and consider solutions for small m and .
(iii) Analyze the magnetization curve m(h) near Tc . Hint: express Eq. (3.17) in terms of the
variables m and h h h/J and plot h as a function of m.
(iv) Plot and analyze the magnetization curves for T /Tc = 0.6 and T /Tc = 1.6.
Solution
(i) At h = 0 the equation (3.17) has the form:
(J)1 m = tanh m .
From the graph of the function F(m)
(J)1 m tanh m (see the Maple file) one observes
that only trivial solution m = 0 exists at J < 11, or at T Tc = J/k. At T < Tc there exists
2 non-trivial solutions corresponding spontaneous magnetization. Thus (J)1 = T /Tc
3.1. MINI-TESTS
47
m = 0, 3 .
Since near Tc the ratio Tc /T can be substituted by 1, the same result is true for m.
(iii) In general, Eq. (3.17) can be rewritten as
(T /Tc )m = tanh(m + h)
Consequently,
To plot the magnetization curve one has to come back to the initial variables.
48
Chapter 4
Elementary Probability Theory and Limit
Theorems
Quick access: 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15
Problem 4.1: A bus has 9 seats facing forward and 8 seats facing backward. In how many
ways can 7 passengers be seated if 2 refuse to ride facing forward and 3 refuse to ride facing
backward?
Solution 4.1: Three people refuse ride facing backward, and they should be definitely placed
to 9 seats facing forward. The number of ways to do that is 9 8 7. In a similar way, 2 people can
occupy 8 seats facing backward in 8 7 ways. Now 17 5 = 12 seats left. They can be occupied
by 7 3 2 = 2 nice people in 12 11 ways. As a result, we get
9 8 7 8 7 12 11 = 3725568
ways.
Problem 4.2: Find the number of ways in which 8 persons can be assigned to 2 rooms (A and
B) if each room must have at least 3 persons in it.
Solution 4.2: The number of persons in the room is between 3 and 5. Let us start with the
situation where room A has 3 persons. The number of ways to do that is 8 7 6. The total
number of ways is then
8 7 6 + 8 7 6 5 + 8 7 6 5 4 = 8736 .
49
50
Problem 4.3: Find the number of permutations of the letters in the word MONOTONOUS. In
how many ways are 4 Os together? In how many ways are (only) 3 Os together?
Solution 4.3: The total number of the letters is 10, we have 4 Os, 2 Ns, and other letters do not
repeat. Thus the total number of permutations is 10!/(4!2!) = 75600. To get the number of ways
to have 4 Os together we have to use model word MONTNUS which has 7 letters with 2 repeated
Ns. Thus the number of ways is 7!/2! = 2520. To have three Os together we have 6 places to
insert a separate O to the word MONTNUS, thus the number of ways is 6 2520 = 15120.
Problem 4.4: In how many ways can 5 red balls, 4 blue balls, and 4 white balls be placed in a
row so that the balls at the ends of the row are of the same color?
Solution 4.4: Let us start with 5 red balls and choose 2 of them to be at the ends. The rest
5 + 4 + 4 2 = 11 balls are in the middle. They have to be permuted, but permutation of the balls
of the color must be excluded. Among them the have 3 rest red balls, 4 blue balls and 4 white
balls. Thus we have 11!/(3!4!4!) = 11550 ways. Now let us do the same with white balls. Now
we have 2 rest white balls, but 5 blue balls to permute. We get 11!/(2!5!4!) = 6930 ways. The
same is true for blue balls. The total number of ways is 138600 + 2 83160 = 25410 ways.
Problem 4.5:
51
Problem 4.6: Various 6 digit numbers can be formed by permuting the digits 666655. All
arrangements are equivalently likely. Given that the number is even, what is the probability that
two fives are together?
Hint: You must find a conditional probability.
Solution 4.6: Since the number must be even, the last number is 6, and there are 4 ways to
choose this number. There are 5 digits left, and the total number of their permutations give 5!.
We have to divide it by 3! of permutations of 6 and 2! permutations between 5. We end at the
number of different numbers is 4 5!/3!2! = 40. If we want to have two fives together, it is the
same as permute 4 units, the number of permutations 4 4!/3! = 16. Thus the probability is
P = 16/40 = 2/5 .
Problem 4.7:
problems.
Fifteen boys go hiking. 5 get lost, 8 get sunburned, and 6 return home without
respectively.
Problem 4.8: A stochastic variable X can have values x = 1 and x = 3. A stochastic variable
Y can have values y = 2 and y = 4. Denote the joint probability density
PX,Y (x, y) =
pi, j (x i) (y j) .
i=1,3 j=2,4
52
Solution 4.8:
(a) First let us calculate
hXY i = (1 2 + 1 4 + 3 2 + 3 4) /4 = 6 .
At the same time hXi = 2 and hY i = 3. Since hXY i = hXi hY i the variables are independent.
(b) We have,
hXY i = (1 4 + 3 2) /2 = 5 .
It is not equal to hXi hY i, so the variables are dependent.
Problem 4.9: The stochastic variables X and Y are independent and Gaussian distributed with
first moment hxi = hyi = 0 and standard deviation X = Y = 1. Find the characteristic function
for the random variable Z = X 2 +Y 2 , and compute the moments hzi, hz2 i and hz3 i. Find the first
3 cumulants.
Solution 4.9: First let us find the distribution function for Z. Let us do the problem in two
ways.
Simple way:
Let us transform the problem to the cylindrical coordinates, x, y , . We have
P(x)P(y) =
1 (x2 +y2 )
1 2
e
=
e ,
2
2
Thus,
1
PZ (z) =
2
d d e
2 /2
dx dy = d d, .
(z 2 ) =
1 z/2
e
.
2
General way:
Z
PZ (z) =
dy PY (y) (x2 + y2 z)
dx PX (x)
Z z
dx
2
P
(x)
P
z
x
X
Y
z 2 z x2
Z z
1
x
z x2
dx
1
=
exp
= ez/2 .
0
2
2
2
z x2
1
2
Z
0
dze(ik1/2)z =
1
.
1 2ik
53
Then,
d n fZ (k)
hz i = (i)
.
dkn k0
Performing calculations (see the Maple file), we obtain:
n
hzi = 2 ,
hz2 i = 8 ,
hz3 i = 48 .
Thus,
C1 (Z) = hzi = 2, , C2 (Z) = hz2 i hzi2 = 4 ,
C3 (Z) = hz3 i 3hzihz2 i + 2hzi3 = 48 3 2 8 + 3 23 = 24 .
Problem 4.10:
A die is loaded so that even numbers occur 3 times as often as odd numbers.
(a) If the die is thrown N = 12 times, what is the probability that odd numbers occur 3 times?
If is is thrown N = 120 times, what is the probability that odd numbers occur 30 times?
Use the binomial distribution.
(b) Compute the same quantities as in part (a), but use the Gaussian distribution
Note: For parts (a) and (b) compute your answers to four places.
(c) Compare answers (a) and (b). Plot the binomial and Gaussian distributions for the case
N = 12.
Solution 4.10:
(a) For the random process, the parial probability for an odd number p = 1/4 and for an even
number is q = 1 p = 3/4. The probability to have k odd numbers, according to binimial
distribution is
N!
PNb (k) =
pk qNk .
k!(N k)!
Consequently (see Maple file),
b
P12
(3) =
12! 39
= 0.2881 .
3!9! 412
b (30) = 0.08385.
In a similar way, P120
(b) The number of odd numbers is hki = N/4 and the dispersion is = N p q = 3N/16. Thus
1
(k N/4)2
G
PN (k) = p
exp
.
3N/8
3N/8
As a result,
G
P12
(3) = 0.2660 ,
G
P120
(30) = 0.0841 .
54
Problem 4.11:
Solution 4.11:
(g + n 1)!
.
(g 1)!n!
If one has a page without mistakes, it means that n mistakes are distributed between g 1 pages.
The probabiliy of that event is
P(0) =
In our case g = 1400 and n = 700, thus P(0) = 1399/2099 0.67. In a similar way, if we have
two misprints at a page, then n 2 misprints are distributed between g 1 pages. Thus, the
number of ways to do that is wg1 (n 2). Consequently,
P(2) =
wg1 (n 2)
(g + n 4)! n!(g 1)!
(g 1)n(n 1)
=
=
.
wg (n)
(g 2)!(n 2)! (g + n 1)! (g + n 1)(g + n 2)(g + n 3)
Problem 4.12: There old batteries and a resistor, R, are used to construct a circuit. Each battery
has a probability p to generate voltage V = v0 and has a probability 1 p to generate voltage
V = 0 Neglect internal resistance in the batteries.
Find the average power, hV 2 i/R, dissipated in the resistor if
(a) the batteries are connected in the series and
(b) the batteries are connected in parallel.
In cases (a) and (b), what would be the average power dissipated in all batteries were
certain to generate voltage v0 .
(c) How you realize the conditions and results in this problem in the laboratory?
55
Solution 4.12: Let us start with series connection and find the probability to find a given value
of the voltage. We have 4 possible values of the voltage. In units v0 they are 0, 1, 2, and 3. We
have,
P(0) = (1 p)3 ,
P(2) = 3p2 (1 p) ,
P(3) = p3 .
Consequently,
hW i = hV 2 i/R = (v20 /R) 3p(1 p)2 + 12p2 (1 p) + 9p3 = (3v20 /R) p (1 + 2p) .
Now let us turn to parallel connection. Let us for a while introduce conductance Gi = 1/Ri of
the batteries, as well as conductance G = 1/R of the resistor. The voltage at the resistor is given
by the expression
i=1,2,3 Ei Gi
.
V=
G + i=1,2,3 Gi
Here Ei are electro-motive forces of the batteries. Now the crucial point is to assume something
about the resistances of the batteries. Let us for simplicity assume that they are equal, and
Gi G. Actually, it is a very bad assumption for old batteries. Under this assumption, V =
(E1 + E2 + E3 )/3. The the result is just 9 times less that that for series connection.
To check this kind of phenomena in the lab one has to find many old batteries at a junk-yard,
first check distribution of their voltages and then make circuits.
The problem is badly formulated.
Problem 4.13: Consider a random walk in one dimension. In a single step the probability of
displacement between x and x + dx is given by
1
(x a)2
P(x) dx =
exp
dx .
(4.1)
22
22
After N steps the displacement of the walker is S = X1 + X3 + XN where Xi is the displacement
after ith step. After N steps,
(a) what is the probability density for the displacement, S, of the walker, and
(b) what is his standard deviation?
Solution 4.13:
(a) By definition,
Z
PS (s) =
dx1 P(x1 )
dx2 P(x2 ) . . .
dxN P(xN ) (s x1 x2 . . . xN ) .
56
In this way we get
PS (s) =
Z
Z
Z
Z
dk iks
e
dx1 eikx1 P(x1 ) dx1 eikx2 P(x2 ) . . . dxN eikxN P(xN )
Z
N Z
Z
dk iks
dk iks
ikx
=
e
dx e
P(x)
=
e [P (k)]N .
Here
P (k) =
(4.2)
dx eikx P(x)
is the Fourier component of the single-step probability. From Eq. (4.1) we obtain
(s Na)2
PS (s) =
exp
exp ik(s Na) k N /2 =
2N2
2
2N2
2
hSi =
ds sPS (s) = Na ,
hS2 i hSi2 = N2 .
Problem 4.14: Consider a random walk in one dimension for which the walker at each step
is equally likely to take a step with displacement anywhere in the interval d a x d + a,
where a < d. Each step is independent of others. After N steps the displacement of the walker is
S = X1 + X3 + + XN where Xi is the displacement after ith step. After N steps,
(a) what is the average displacement, hSi, of the walker, and
(b) what is his standard deviation?
Solution 4.14:
hSi =
s PS (s) ds =
Z
s ds
dx1 P(x1 )
dxN P(xN ) (s x1 . . . xN )
dx1 P(x1 )
In a similar way,
Z
hS2 i =
dx1 P(x1 )
57
We know that
!2
xi
i
= xi2 + xi x j .
i6= j
The number of pairs with non-equal i and j is N(N 1). After averaging the obtain
hS2 i = NhX 2 i + N(N 1)hXi2 .
To calculate hX 2 i let us specify the normalized probability as
1
1, d a x d + a
P(x) =
.
otherwise
2a 0,
Then,
hX 2 i =
1
2a
Z d+a
x2 dx = d 2 + a2 /3 .
da
Problem 4.15: Consider a random walk in one dimension. In a single step the probability of
displacement between x and x + dx is given by
P(x) dx =
a
1
dx .
2
x + a2
(4.3)
Find the probability density for the displacement of the walker after N steps. Does it satisfy the
Central Limit Theorem? Should it?
Solution 4.15:
P (k) = e
a|k|
Z
dk Nka
1
PS (s) = 2
e
cos ks =
0
Na2
.
Na2 + s2
It does not satisfy the Central Limit Theorem. It should not because hX 2 i is divergent.
58
Chapter 5
Stochastic Dynamics and Brownian Motion
Quick access: 1 2 3 4 5 6 7 8 9 10 11 Test 1
Problem 5.1: Urn A has initially 1 red and 1 white marble, and urn B initially has 1 white
and 3 red marbles. The marbles are repeatedly interchanged. In each step of the process one
marble is selected from each urn at random and the two marbles selected are interchanged. Let
the stochastic variable Y denote configuration of the units. There configurations are possible.
They are shown in Fig. 5.1
60
Solution 5.1:
The configurations are shown in Fig. 5.1. By inspection of the figure we get,
Q11 = 0 , Q12 = 1 , Q13 = 0 ,
1 1 1
1 1 1 3 1
1 3 3
Q21 = = , Q22 =
+ = , Q23 = = ,
2 4 8
2 4 2 4 2
2 4 8
1
1
Q31 = 0 , Q32 =
, Q33 = .
2
2
0
1
0
Q = 1/8 1/2 3/8 ,
0 1/2 1/2
while the initial condition corresponds to the probability vector
hp(0)| = (0, 1, 0) .
Below we proceed as in exercise 5.1 of the book [1].
The following procedure is clear form the Maple printout. First we find eigenvalues of Q
which are equal to 1, 1/4. The corresponding right eigenvectors are:
3
1
1
, 1 }], [ , 1, {[4, 1, 2]}]
[1, 1, {[1, 1, 1]}], [ , 1, { 6,
4
2
4
Thus we denote 1 = 1, 2 = 1/4, 3 = 1/4, and
|1i = (1, 1, 1) ,
|3i = (1, 2, 3) .
The left eigenvectors are just the right eigenvalues of the transposed matrix, QT . We have for
them the Maple result
1
1
[ , 1, {[1, 2, 3]}], [ , 1, {[1, 2, 1]}], [1, 1, {[1, 8, 6]}]
4
4
Thus,
h1| = (1, 8, 6) ,
h2| = (1, 2, 1) ,
h3| = (1, 2, 1) .
where
n1 = 15, n2 = 10, n3 = 12 .
1 8 6
6
12
6
3 3/2 ,
P1 = 1 8 6 , P2 = 3/2
1 8 6
1
2
1
4
8 12
2 3 .
P3 = 1
2 4
6
61
Now, P(s0 |s) = P(s s0 ) with
si
Pi
i ni
1
3 1
1 1
8
6 1
2 1
+ ( )s + ( )s
( )s + ( )s
15 5 4
3 4
15 5 4
3 4
1
3 1
1 1
8
3 1
1 1
( )s + ( )s
+ ( )s + ( )s
15 20 4
12 4
15 10 4
6 4
1
1 1
1 1
8
1 1
1 1
+ ( )s ( )s
( )s ( )s
15 10 4
6 4
15 5 4
3 4
P(s) =
2 3 1 s
1
+ ( ) ( )s
5 5 4
4
2
3 1
1 1
( )s ( )s
5 20 4
4 4
2
1 1
1 1
+ ( )s + ( )s
5 10 4
2 4
1
3 1 s 1 1 s 8
3 1 s 1 1 s 2
3 1 s 1 1 s
( ) + ( ),
+ ( ) + ( ), ( ) ( ) .
=
15 20 4
12 4 15 10 4
6 4 5 20 4
4 4
We are asked to find the probability of the configuration 3. After 2 steps it is 3/8, and at s
we get 2/5.
The part (c) is calculated in a straightforward way. We obtain
29
3 1
3 1
( )s ( )s ,
5
10 4
2 4
79
33
81
hy(0)y(s)i =
(1)(1+s) 4(s) 16(s) +
(1)(1+2 s) 16(s)
50
4
100
11
3
841
+ (1)(1+s) 16(s) 4(s) +
2
2
25
hy(s)i =
Problem 5.2: Three boys, A,B, and C, stand in a circle and play catch (B stands to the right of
A). Before throwing the ball, each boy flips a coin to decide whether to throw to the boy on his
right or left. If heads comes up, the boy throws to his right. If tails come up, the boy throws
to his right.
The coin of boy A is fair (50% heads and 50% tails), the coin of boy B has head of both
sides, and the coin of boy C is weighted (75% heads and 25% tails).
(a) Compute the transition matrix, its eigenvalues, and its left and right eigenvalues.
(b) If the ball is thrown in regular intervals, approximately what fraction of time each boy have
the ball (assuming they throw the ball many times)?
(c) If boy A has the ball to begin with, what is the chance it has it after 2 throws? What is the
chance he will have in after s throws.
62
Solution 5.2:
The problem is similar to the previous one. Let us map the notations
A 1,
B 2,
C 3,
Q23 = 1 ,
Q21 = 0 ,
Q31 = 3/4 ,
Q32 = 1/4 .
At the same time O11 = Q22 = Q33 = 0. As a result, the transition matrix has the form
0 1/2 1/2
0
1 .
Q= 0
3/4 1/4 0
The following solution is similar to the previous problem (see the Maple printout). Note that the
eigenvalues and eigenvectors are complex, but conjugated. It means that the probability is real,
but oscillates in time).
The answers are: after many throws the chance for the boy A to hold the ball is 6/19; starting
from the given initial conditions his chance to hold the ball after 2 throws is 3/8.
Problem 5.3:
B (2)
A (1)
C (3)
Figure 5.2:
A bell rings at regular intervals (short compared with the mouses lifetime). Each time it rings,
the mouse changes rooms. When he changes rooms, he is equally likely to pass through any of
the doors of the room he is in.
Let the stochastic variable Y denotes mouse in a particular room. There 3 realizations of
Y:
1. Mouse in room A
2. Mouse in room B
3. Mouse in room C
63
which we denote as y(1), y(2), and y(3), respectively.
(a) compute the transition matrix, Q, and the conditional probability matrix, P(s0 |s).
(b) . Compute the probability vector, hP(s)|, at time s, given that the mouse starts in room C.
Approximately, what fraction of his life does he spend in each room?
(c) Assume that the realization, y(n) equals to n. Compute the moment, hy(s)i, and the autocorrelation function, hy(0)y(s)i, for the same initial condition as in part (b).
Solution 5.3:
Q21 = 1/3 ,
Q31 = 1/3 ,
Qii = 0 .
0 1/2 1/2
Q = 1/3 0 2/3 .
1/3 2/3 0
Now we do the same as in previous problems (see Maple printout). The answers are obvious
from the printout.
Problem 5.4: The doors in the mouses house shown in Fig. 5.2 so thay get periodically larger
and smaller. This causes the mouses transition between the rooms to become time periodic. Let
the stochastic variable Y have the same meaning as in Problem 5.3. The transition matrix is now
given by
Q11 (s) = Q22 (s) = Q33 (s) = 0 , Q12 (s) = cos2 (s/2) , Q12 (s) = sin2 (s/2) ,
Q21 (s) = 1/4 + (1/2) sin2 (s/2) , Q23 (s) = 1/4 + (1/2) cos2 (s/2)
Q31 (s) = (1/2) cos2 (s/2) , Q32 (s) = (1/2) + (1/2) sin2 (s/2) ,
(a) If initially the mouse is in room A, what is the probability to find it in room A after 2s
room changes?
(b) If initially the mouse is in room B, what is the probability to find it in room A after 2s room
changes? In room B?
Solution 5.4:
The solution is rather tedious, but obvious from the Maple file.
64
Problem 5.5: Consider a discrete random walk on a one-dimensional periodic lattice with
2N + 1 sites (label the sites from N to N). Assume that the walker is equally likely to move on
the lattice site to the left or right at each step. Treat this problem as a Markov chain.
(a) Compute the transition matrix, Q, and the conditional probability, P(s0 |s).
(b) Compute the probability P1 (n, s) at time s, given the walker starts at site n = 0.
(c) If the lattice has 5 sites (N = 2), compute the probability to find the walker on each site
after s = 2 steps and after s = steps.Assume that the walker starts at site n = 0.
Hint: Let us understand the word periodic as peridically extended, i. e. possessing the property
P[n + (2N + 1),t] = P(n,t) .
Solution 5.5:
Now we have to find . If we apply cyclic boundary conditions (assuming that the word periodic
in the problem formulation means that) we have to require: P(n + 2N + 1) = P(n) at any s. Thus
ei(2N+1) = 1
(2N + 1) = 2k ,
where k is the integer number ranging from N to N. Thus, the general solution is
N
2k
k
2
2s sin
P(n, s) = Pk exp in
.
2N + 1
2N + 1
k=N
The quantities Pk should be found from the initial conditions. At s = 0 we can rewrite the l. h. s.
of the requirement P(n, 0) = n,0 in the form
N
P(n, 0) =
k=N
Pk ein2k/(2N+1) .
65
On the other hand,
n,0 =
N
1
ein2k/(2N+1) .
2N + 1 k=N
From that we immediately get Pk = const(k). The proper constant 1/N (s) is the normalization
coefficient found from the condition
N
P(n, s) = 1 .
n=N
Finally
Here
N
1
k
2k
2
P(n, s) =
exp in 2N + 1 2s sin 2N + 1 .
N (s) k=N
2k
k
2
N (s) = exp in
2s sin
= 2N + 1 .
2N + 1
2N + 1
n=N
N
Now let us find the conditional probability P(n, s|m, 0). Now we have to apply the initial condition P(n, 0) = m,0 , or
N
P(n, 0) =
Pk ein2k/N = n,m =
k=N
Pk ei(nm)2k/(2N+1) .
k=N
Thus,
Pk = eim2k/(2N+1) .
Consequently,
N
1
2k
k
2
P(s s0 |0)mn = P(n, s|m, 0) =
exp i(n m) 2N + 1 2s sin 2N + 1 .
2N + 1 k=N
As s the probability tends to 1/(2N + 1). The calculation for N = 2 is straightforward, see
Maple file. Finally, the matrix Qmn = P(1|0)mn .
Problem 5.6: At time t, a radioactive sample contains n identical undecayed nuclei, each with
the probability for the unit time, , of decaying. The probability of decay during the time t
t + t is t. Assume that at time t = 0 there are n0 undecayed nuclei present.
(a) Write down and solve the master equation of the process [find P1 (n,t)].
(b) Compute the the mean number of undecayed nuclei and the variance as a function of time.
(c) What is the half-life of this decay process?
66
Solution 5.6:
This is a linear master equation, and we solve it by the method of generating functional, p. 262
of the book [1]. We introduce
F(z,t) =
zn P1 (n,t) .
n=
zn
F
F
= (z 1) .
t
z
(5.1)
Indeed,
d
In a similar way
F
.
z
znnP(n,t) = z zn1nP(n,t) = z z
n
z
The characteristics of this equation meet the equation
d =
Consequently,
dz
z1
ln(z 1) = const .
n
F(z,t) = (z 1)e + 1 0 .
Now,
hn(t)i =
In a similar way,
(u) = (u + 1)n0 .
F
z
= n0 e .
z=1
(5.2)
67
To find the probabilities let us express the quantity
(z 1)e + 1
n0
n0
n0 !
n=0
Thus,
P1 (n, ) =
Problem 5.7:
n n
n0 !
en0 1 e 0 .
n!(n0 n)!
Consider a random walk on the lattice shown in Fig. 5.3. The transition rates are
1
68
1
d I(t)
+ R I(t) = (t) .
dt
(5.3)
the current in units I1 R1 g. Namely, define = t/, and j(t) = I(t)/I1 . Then the equation
for the current has the form
d j/d + j = () ,
h(2 )(1 )i = ( 1 ) .
Z
0
ds es (s) .
Multiplying solutions for j(2 ) and for j(1 ) and averaging over realizations of we get
h j(2 ) j(1 )i = j02 e(2 +1 )
+
Z 2
Z 1
ds2
ds1 (s2 s1 )es1 +s2 1 2
0
1
1
2
j0
e1 2 + e|2 1 | .
2
2
0
69
The first item must vanish since in the equilibrium the process must be stationary, i. e. it must
depend only on the difference 2 1 . Thus,
1
2
hI02 iT =
LhI02 i = kT
g = 2R2 kT /L .
h j02 iT =
g
.
2R2
Consequently,
hh j(2 ) j(1 )i iT =
1 |2 1 |
e
,.
2
In dimensional variables,
hhI(t2 )I(t1 )i iT = I12 hh j(2 ) j(1 )i iT =
kT |t2 t1 |/
e
.
L
Problem 5.10: Due to the random motion and discrete nature of electrons, an LRC series
circuit experience a random electromotive force (EMF), (t). This, in turn, induces a random
varying charge, Q(t), on the capacitor plates and a random current, I)t) = dQ(t)/dt, through the
resistor and inductor. The random charge, Q(t), satisfies the Langevin equation
L
d2Q
dQ Q
+
R
+ = (t) .
dt 2
dt
C
70
Solution 5.10:
mapping
The problem is exactly the same as in the Exercise 5.5 of the book [1]. After
Q x,
I v,
LC 20 ,
L m,
kT ||
e
C(||) ,
L
where
C() = cosh (/) sinh ,
= R/L ,
q
= 2 20 .
The variance of charge distribution can be calculated by integrating the formal solution
I(t) = I0 et Q0
20 t
1
e sinh t +
over time:
2
1 et
Q(t) = Q0 + I0
Q0 0
2
1
+
L
Z t
dt
00
Z t
0
dt 0 (t 0 )e(t
Z t
dt 0 (t 0 )e(tt )C(t t 0 )
1 e()t 1 e(+)t
00 t 0 )
C(t 00 t 0 )
!#2
2
20 1 e()t 1 e(+)t
1 et
2
2
2
hhQ (t)i iT = hQ0 iT 1
+ hI0 iT
2
g
L2
Z t
0
Z t
dt1
Z t
dt2
Z t
dt3
Now we substitute hQ20 iT = CkT , hI02 iT = kT /L, and g = 4RkT , and then apply function. The
last term becomes
4RkT
L2
Z t
0
Z t
Z t
dt1
dt2
The rest integrations must be done explicitly which results in lengthy expressions.
Problem 5.11: Consider a Brownian particle of mass m in one dimension in the presence of
a constant force f0 in a fluid with force constant and in th4e presence of a delta-correlated
random force (t) such that h(t1 )(t2 )i = g (t1 t2 ) and h(t)i = 0. Assume that the velocity
and displacement of the Brownian particle at t = 0 are v0 and x0 , respectively.
(a) Compute the velocity correlation function hv(t1 )v(t2 )i .
(b) Compute the displacement variance h(x(t) x0 )2 i.
71
Solution 5.11:
dx
= v(t) .
dt
Its solution is
(/m)t
v(t) = v0 e
1
f0
+
1 e(/m)t +
Z t
0
dt 0 e(/m)(t t) (t 0 ) .
The quantity
f0
(/m)t
1e
vd (t) =
is just the drift velocity in the force f0 . Using results of the Sec. 5.E.1 of the book [1] we obtain
hh[v(t + ) vd (t + )] [v(t) vd (t)]i iT =
kT (/m)||
e
.
m
kT (/m)||
e
.
m
f m
0
0 f0
(/m)t 0
(/m)t
dt
1e
=
t
1e
xd (t) =
.
0
Finally we obtain
2kT
m
(/m)t
hh[x(t) x0 xd (t)] i iT =
t
1e
.
72
(b) Find mean square fluctuation of magnetic moment, h(M)2 i and the ratio h(M)2 i/hMi2 .
- Show that
2
h(M 2 )i =
.
(5.4)
cosh2 (B/T )
- Discuss limiting cases of large and low temperatures. Explain these results qualitatively.
(c) Write down the Master Equation for the probability Pi (t) to find the system in the state i =
at time t.
- Using the result for the stationary case find the relation between the transition probabilities
W+ and W+ for the transition from the state + to the state - and for the reverse transition,
respectively. Express the probabilities W+ and W+ through the quantity W = W+ +W+ .
- Derive the Master Equation for the population difference, P (t) w+ (t) w+ (t).
(d) Write down the Master Equation for the conditional probability, P( f ,t|i,t0 ), to find the system
in the state f at time t under the conditions that at time t0 it was in the state i.
- Specify initial conditions to this equation.
- Show that solution of this equation with proper initial condition is
P( f ,t|i,t0 ) = w f + (i f w f )eW |tt0 |
(5.5)
(tt
)
0
k
(5.6)
Solution 5.12: (a) Denote w the probabilities of the states Sz = 1/2. We have
M = (w+ w ) .
(5.7)
w+ /w = e2B/T .
(5.8)
73
Since only 2 spin levels are involved,
w+ + w = 1 .
(5.9)
1
e2B/T + 1
e2B/T
w = 2B/T
,
e
+1
As a result,
B
M = tanh
T
B
w w+ = tanh
T
(5.10)
(5.11)
(b) We get:
hM 2 i = 2 (w+ + w ) = 2
hMi2 = 2 tanh2 (B/T ) .
As a result,
h(M 2 )i =
2
,
cosh2 (B/T )
(5.12)
h(M)2 i
1
=
2
2
hMi
sinh (B/T )
(5.13)
(5.14)
W+ =
W
,
1 + e2B/T
W+ =
W
1 + e2B/T
(5.15)
(5.16)
(5.17)
74
(d) We consider a stationary random process, and P( f ,t|i,t0 ) is a function of t t0 . Let us assume
t0 = 0, t 0 and denote Let us for brevity denote P( f ,t|i, 0) Pf i (t). The Master Equation for
Pf i (t) has the form
Pf i (t)
= [W f s Pf i (t) Ws f Psi (t)] .
(5.18)
t
s
The initial condition to this equation is
Pf i (t) = i f
at t 0 .
(5.19)
with matrix elements Pi f (t) = P( f ,t|i, 0). Then Eq. (5.18) can
Let us introduce the matrix P(t)
be rewritten as
P(t)
Ws f
W f s
= W P(t) , with W =
.
(5.20)
W f s Ws f
t
k C (k) ek t . Then k are the
It is natural to search the solution of Eq, (5.18) in the form P(t)
eigenvalues of the matrix W while Ck are the numerical matrices to be determined from intial
conditions at t = 0 and from the fact that Pf i (t) w f at t . Here w f is the stationary
probability of the state f .
Equating the determinant of W I we get
1 = 0 ,
2 = W f s +Ws f W .
(2)
Pf i (t) = C f i +C f i eWt
where C (k) are time-independent matrices. From the initial conditions (5.19),
(1)
(2)
C f i +C f i = f i .
On the other hand, at t the conditions probability tends to the stationary one, w f . Consequently,
(1)
Cfi = wf .
Finally, because of the time reversibility, Pf i (t) depends only on |t|. As result,
Pf i (t) = w f + ( f i w f )eW |t|
This expression coincides with Eq. (5.5).
(e) By definition,
hM(t)M(0)i = hM(t)M(0)i hMi2 = Mi M f [P( f ,t|i, 0) w f ]wi .
if
75
Using Eq. (5.5), one can rewrite the above equation as
hM(t)M(0)i = eW |t| Mi M f (i f w f )wi = h(M)2 ieW |t|
if
dt et hM(t)M(0)i = h(M)2 i
W
2 +W 2
dt etW |t| .
76
Chapter 6
The Foundations of Statistical Mechanics
This chapter will be skipped this year
77
78
Chapter 7
Equilibrium Statistical Mechanics
Quick access: 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24
Problem 7.1: Compute the structure function for N noninteracting harmonic oscillators, each
with frequency and mass m. Assume the system has total energy E. Using this structure
function and the microcanonical ensemble, compute the entropy and the heat capacity of the
system.
Solution 7.1: One can use either classical, or quantum Hamiltonian. Let us do the problem
classically. For brevity let us assume the the oscillators are one-dimensional. Then the Hamiltonian is
N 2
pi
m2 xi2
H =
+
=E.
2m
2
i=1
The total number of states is
Z
(E) =
dx1
dx2 . . .
dxN
d p1
d p2 . . .
"
d pN E
i=1
Here
(x) =
p2i
m2 xi2
+
2m
2
#
.
1, x > 0
0, x < 0
Z
Z
Z
Z
Z
Z
(E) =
dx1
dx2 . . .
dxN
d p1
d p2 . . .
d pN E
i=1
79
m2 xi2
p2i
+
2m
2
#
.
80
p
p
Let us use the following trick. Denote qi = xi m2 /2, i = 1..N, qi+N = pi 1/2m and R2 = E.
Then
!
N Z
Z
2N
2
2 N
2
2
(R) .
=
dq1 . . . dq2N R q j
j=1
From the dimensionality considerations,
(R)
= A2N R2N .
To find the coefficient A2N let us consider the integral
! Z
Z
Z
2N
dq1 . . .
dq2N exp q2j =
j=1
dq e
q2
2N
= N .
R2
e
= 2NA2N
dR
R
Z
0
Thus
A2N =
Finally,
1
E N
(E) =
2
,
N(N)
N
.
N(N)
1
E N
(E) =
2
.
E (N)
E = NkT, C = kN .
This is the classical answer. The quantum calculation is demonstrated in the Exercise 7.1 of the
book [1].
Problem 7.2: A system consists of N noninteracting, distinguishable two-level atoms. Each
atom can exist in one of two states, E0 = 0, and E1 = . The number of atoms in energy level E1
is n1 . The internal energy of the system is U = n0 E0 + n1 E1 .
(a) Compute the entropy of the system as a function of internal energy.
(b) Compute the heat capacity of a fixed number of atoms, N.
81
Solution 7.2: Since E0 = 0 the energy U cam be realized in U/ n1 particles are in the state
1, and (N U/) = N n1 particles are in the state 0. The number of ways to do that is
N!
W=
n1 !(N n1 )!
Consequently,
S
N!
= ln
N ln N N n1 ln n1 + n1 (N n1 ) ln(N n1 ) + (N n1 ) .
k
(N n1 )!
Finally
U
S
U U
U
ln N
.
N ln N ln N
k
U
As result,
2
e/kT
N
U = /kT
, C = Nk
2 .
kT
e
+1
e/kT + 1
Problem 7.3: A lattice contains N normal lattice sites and N interstitial lattice sites. N identical
atoms sit on the lattice, M on the interstitial sites and N M on the normal sites (N M 1.
If an atom occupies a normal sites, its energy E = 0. If an atom occupies an interstitial site, its
energy is E = . Compute the internal energy and heat capacity as a function of temperature for
this lattice.
Solution 7.3: The internal energy is U = M, so we have to express M as a function of temperature. The number of ways in which one can place M atoms at N interstitial sites is
N!
Wi =
.
M!(N M)!
The rest N M atoms can be placed at N normal states in the same number of ways. Thus
2
N!
S
N!
W=
= 2 ln
.
M!(N M)!
k
M!(N M)!
Using the Stilings formula we get
S/k 2 [N ln N N M ln M + M (N M) ln(N M) + (N M)]
2 [N ln N M ln M (N M) ln(N M)] ,
1
T
= (2k/) ln(N M)/M , M = U/ .
Thus,
U=
N
N e/kT ,
+1
e/2kT
C 2kN(/2kT )2 e/2kT .
82
Problem 7.4: Consider a lattice with N spin-1 atoms with magnetic moment . Each atom can
be in one of 3 spin states:, Sz = 1, 0, +1. Let n1 , n0 and n1 denote the respective number of
atoms in each of those spin states. Find the total entropy and the configuration which maximizes
the total entropy. What is the maximum entropy? (Assume that no magnetic field is present,
so all atoms have the same energy. Also assume that atoms on different lattice sites cannot be
exchanged, so they are distinguishable).
Solution 7.4:
We have
N!
,
n1 !n1 !(N n1 n1 )!
lnW N ln N n1 ln n1 n1 ln n1 (N n1 n1 ) ln(N n1 n1 ) .
W =
n1 = n0 = n1 = N/3
Problem 7.5: A system has 3 distinguishable molecules at rest, each with a quantized magnetic
moment which can have z-components +/2 or /2. Find an expression for the distribution
function, fi (i denotes the configuration), which maximizes entropy subject to the conditions
fi = 1 , Mi,z fi = ,
i
where Mi,z is the magnetic moment of the system in the i-th configuration. For the case = 1/2
compute the entropy and compute fi .
Solution 7.5: Let us measure magnetic moment in units . We have 4 configurations with
magnetic moments in parentheses
(3/2),
(1/2),
(1/2),
(3/2) .
The configurations with magnetic moments 1/2 are triply degenerated. Denoting the configurations as 1,2, 3 and 4, we construct the functional
S
= gi fi ( + Mi,z ln fi ) .
k
i
From this expression we get
+ Mi,z ln fi 1 = 0
fi = exp (1 Mi,z ) .
83
Here gi is the degeneracy factor: g1,4 = 1, g2,3 = 3. We have 2 equations for and :
gi exp (1 Mi,z)
= 1,
= .
or
2e
cosh + 3 cosh
= 1
2
2
3 3
1 3
2e
sinh + sinh
= .
2
2
2
2
+ 3 cosh = 3 sinh
+ 3 sinh
2
2
2
2
2,
or
= ln 2 .
27 2
= 1 + ln
.
4
As a result, we have
fi = N eMi,z ln 2 ,
N =
23/2
.
27
The entropy is
1
S
27
= gi fi ln fi = gi fi (ln N + Mi,z ln 2) = ln N ln 2 = ln .
k
2
4
i
i
Problem 7.6: A fluid in equilibrium is contained in the insulated box of volume V . The fluid is
divided (conceptually) into m cells. Compute the variance of the enthalpy fluctuations, h(Hi )2 i
in the i-th cell. (For simplicity assume the fluctuations occur at fixed particle number, Ni ).
Hint: Use P and S as independent variables.
84
Solution 7.6:
We have
H = T S +V P .
Thus
h(H)2 i = T 2 h(S)2 i +V 2 h(P)2 i .
From the general theory the fluctuation probability is proportional to
w eWmin /kT ,
Wmin = U T S + P V
(7.1)
is the minimum work needed to carry out reversibly the given change in the thermodynamic
quantities of small part considered (relative to which the remainder of the body acts as a medium).
Expanding U in the series, we obtain
1 2U
U
2U
2
2
Wmin =
(S) + 2
S V + 2 (V )
2 S2
SV
V
1
U
U
=
S
+ V
2
S V
V S
1
=
(S T P V ) .
2
Thus
P V S T
w exp
2kT
(7.2)
One can use this general formula and choose different couples as independent variables. In our
case the proper pair is S P. We get
V
V
P +
S ,
V =
P S
S P
T
T
T =
P +
S
P S
S P
T
T
=
P +
S .
P S
CP
The Maxwell relation following from dH = T dS +V dP is
V
T
=
.
S P
P S
Thus
V =
V
P
T
P +
P
S
.
S
1
V
1
2
2
w exp
(S) .
(P)
2kT P S
2CP
85
As a result,
hS Pi = 0 ,
h(S)2 i = kCP ,
h(P)2 i = kT (P/V )S .
Problem 7.7: A fluid in equilibrium is contained in the insulated box of volume V . The fluid
is divided (conceptually) into m cells. Compute the variance of the internal energy fluctuations,
h(Ui )2 i in the i-th cell. (For simplicity assume the fluctuations occur at fixed particle number,
Ni ). What happens to the internal energy fluctuations near the critical point?
Solution 7.7:
We have,
U
U
P
U =
V +
T = T
P V +CV T .
V T
T V
T V
Now we can use Eq. (7.2) and choose V, T as independent variables. We have:
S
S
P
CV
S =
T +
T =
T +
T ,
T V
V T
T
T V
P
P
P =
T +
V .
T V
V T
The we get
P
CV
1
2
2
w exp
(T ) +
(V ) ,
2kT
2kT V T
hT V = 0i
Finally,
h(T )2 i = kT 2 /CV ,
h(V )2 i = kT (V /P)T .
2
P
V
h(U) i = kT T
P
+ kT 2CV .
T V
P T
2
Problem 7.8: What is the partition function for a van der Waals gas with N particles? Note
that the result is phenomenological and might involve some guessing. It is useful to compare it
to the partition function for an ideal gas. Remember that the particles are indistinguishable , so
when using a partition function one must insert a counting factor. Use this partition function to
compute the internal energy, U(N, T,V ), the pressure, P(N, T,V ), and the entropy, S(N, T,V ).
86
Solution 7.8:
dr1 . . . drN
1
=
N!h3N
1
,
N!3N
T
(0)
(k)
where T = h/ 2mkT . Since the partition function for the ideal gas is ZN = V N ZN Then we
are left with
Z
Z
h
i
ZN
1
1
V ({ri })
V ({ri })
=
dr
.
.
.
dr
e
=
1
+
dr
.
.
.
dr
e
1
1 + zN .
N
N
1
1
(0)
VN
VN
Z
N
Let us try to consider rarefied gas where only pair interaction is important. Then we can choose
N(N 1)/2 pair to get
Z
h
i
N2
V (r1 r2 )
dr
dr
e
1
.
zn
1 2
2V 2
Introducing the virial coefficient
Z
1
B(T ) =
dr 1 eV (r) ,
2
where r = r1 r2 , we obtain
zN = N 2 B(T )/V .
We get
A = A0 kT ln(1 + zn ) A0 kT zN = A0 + kT N 2 B(T )/V ,
(0)
A0 kT ln ZN .
In the spirit of the van der Walls model let us assume that the interaction is large at r 2r0 , and
at r > 2r0 the interaction is small. Then
Z 2r0
Z
2
V (r)
2
V (r)
r dr 1 e
B(T ) = 2
r dr 1 e
+ 2
0
16r03 /3 + 2
where b = 16r03 /3 and a =
2r0
2r0
R 2
2r0 r drV (r). Finally,
N2
a
zn =
b
.
V
kT
For an ideal gas,
eV
A0 = NkT ln
N
mkT
2h2
3/2
= N f (T ) NkT ln(eV /N) .
87
Thus,
A = N f (T ) NkT ln(e/N) NkT (lnV Nb/V ) N 2 a/V .
Since ln(V Nb) Nb/V + lnV we get
A A0 NkT ln(1 Nb/V ) N 2 a/V .
From this we get
A
NkT
N 2a
A
Nb
P =
=
, S=
= S0 + kN ln 1
,
V V b
V
T
V
N 2a 3
N 2a
U = U0
= kT
.
V
2
V
Problem 7.9: Consider a solid surface to be a two-dimensional lattice with Ns sites. Assume
that Na atoms (Na Ns ) are adsorbed on the surface, so that each site has either 0 or 1 adsorbed
atom. At adsorbed atom has energy E = , where > 0. Assume that atoms on the surface do
not interact with each other.
(a) If the surface is at temperature T , compute chemical potential of the adsorbed atoms as a
function of T , , and Na /Ns (use the canonical ensemble).
(b) If the surface is in equilibrium with an ideal gas of similar atoms at temperature T , compute
the ratio Na /Ns as a function of pressure, P of the gas. Assume the gas has number density
n. (Hint: equate chemical potentials of the adsorbed atoms and the gas).
Solution 7.9:
(a) The canonical partition function is
1 Ns Ei
Ns !
Z=
=
eNa .
e
Na ! i=1
Na !(Ns Na )!
Here = 1/kT . Since Na Ns ,
Z
NsNa Na
e
.
Na !
88
(b) For an ideal gas,
P3T
= kT ln
kT
Equating chemical potentials, we obtain
3
PT
Ns
ln
= ln
kT
Na
kT
Na P3T /kT
=
e
.
Ns
kT
Problem 7.10: Consider a two-dimensional lattice lattice lattice in the x y plane with sides of
length Lx and Ly which contain N atoms(N is very large) coupled by nearest neighbor harmonic
forces.
(a) Compute the Debye frequency for this lattice.
(b) In the limit T 0, what is the heat capacity?
Solution 7.10: We follow the section 7.E of the book [1]. Since N 1 the boundary conditions
are not important, and we can apply zero boundary conditions. As in this exercise, we use
continual approximation and replace
...
Lx Ly
(2)2
dkx dky . . . .
k,
dk ( k, ) .
Here denotes the vibrational mode. In two-dimensional lattice we have two modes, longitudinal, l, and transverse, t. In the Debye approximation it is assumed that the dispersion law k, is
linear and isotropic:
k, = c k , ki = si , si = 1, 2, . . . .
Li
where c is the sound velocity for each mode. Since in two-dimensional case
Z
dk . . . =
we obtain
kdk d . . . = 2
Lx Ly
g() =
2h2
1
1
+
c2l ct2
kdk . . .
89
Since the total number of vibrations should be normalized to 2N, where 2 is the number of modes
and N is number of atoms, we should get
Z D
g() d = 2N .
Consequently
Lx Ly
2N =
4h2
and
1
1
+
c2l ct2
s
Lx Ly
8Nh2
1
=
D
2D
1
1
+
.
c2l ct2
4N
.
2D
As result,
4kN
C=
(hD )2
Z TD /T
0
x 3 ex
dx x
=
(e 1)2
2kN,
T
2
24(3)kN(T /TD ) , T 0 .
d = 1.3 A).
(a) If L = 1.0 cm, what is the spacing between the translation energy levels?
(b) Write the partition function for this system (include the translational and rotational contributions). At what temperature do rotational degrees of freedom become important.
(c) Write expressions for the Helmholtz free energy, the entropy, and the heat capacity of
the system for temperatures where the rotational degrees of freedom make a significant
contributions.
Solution 7.11: Let us put the origin of the reference frame in the cubes corner. Since at the
walls the wave function should vanish, for each component of the momentum p we get:
sin(p L/h) = 0
k = n /L , k p /h .
Here n is an integer number. Thus the energy levels of translational motion are given by the
expression
h 2 2
2
2
2
.
n = 0 (nx + ny + nz ) , t =
2mL2
90
m1 m2 2
d ,
m1 + m2
K = r K(K + 1) ,
Thus the spacing between the levels is
!3
V /3T ,
t 1,
exp(
),
t 1,
t
nx =1
kT /r ,
r 1,
= (2K + 1) er K(K+1) =
2
r
1 + 3e
, r 1.
K=0
Ztr =
Zrot
t n2x
Problem 7.12: An ideal gas is composed of N red atoms of mass m , N blue atoms of mass
m, and N green atoms of mass m. Atoms of the same color are indistinguishable. Atoms of
different color are distinguishable.
(a) Use the canonical ensemble to compute the entropy of this gas.
(b) Compute the entropy of ideal gas of 3N red atoms of mass m. Does if differ from that of
the mixture. If so, by how much.
91
Solution 7.12: Since the atoms of different color distinguishable the partition function is just
the product of partition function. For each component
!N
N
2
1
V
p /2m
ZN = e
=
.
N! 3T
k
From this expression,
eV
AN = NkT ln
N
mkT
2h2
3/2
Here
f (T ) =
mkT
2h2
3/2
.
S S1 = 3N ln 3 .
Problem 7.13: An ideal gas consists of a mixture of green and red spin-1/2 particles. All
particles have mass m. A magnetic field, B, is applied to the system. The green particles have
magnetic moment G , and the red particles have magnetic moment R , where R < G . Assume
that temperature is high enough that Fermi statistics can be neglected. The system will be in
equilibrium if chemical potentials the the red and the green gases are equal. Compute the
ratio NR /NG , where NR is the number of red atoms and NG is the number of red particles.
Use the canonical ensemble (no other ensembles will be accepted).
Solution 7.13: Let us consider one of the gases since they are noninteracting. We have Z =
Ztr Zs where Ztr is the usual transport partition function while
N
Zs = eB + eB = 2N coshN (B) .
Since
1 V cosh(B) N
eV cosh(B)
kT
= kT ln
.
= ln
N N!
T
NT
Equating chemical potentials for red and green gases we get
cosh(R B) cosh(G B)
=
NR
NG
NR
cosh(R B)
.
=
NG cosh(G B)
92
Problem 7.14: Consider a one-dimensional lattice with N lattice sites and assume that i-th
lattice site has spin si = 1. The Hamiltonian describing this lattice is
N
H = si si+1 .
i=1
Assume periodic boundary condition, so sN+1 = s1 . Compute the correlation function, hs1 s2 i.
How does it behave at very high temperature and at very low temperature?
Solution 7.14:
We have,
ZN (T ) =
...
s1 =1
sN =1
exp si si+1
e
P = e
= e I + e 1 .
e e
We have
Then
ZN (T ) =
...
s1 =1
2 ihs2 |P|s
3 i . . . hsN |P|s
1 i = Tr P N .
hs1 |P|s
sN =1
2 = 2 sinh .
Thus
ZN () = 2N (coshN + sinhN ) .
We have
hsi si+1 i =
At low temperature, 1, cosh() sinh() and hsi si+1 i = 1. Thus we have ferromagnet
ordering.
At high temperature,
cosh() 1 ,
sinh() 0
hsi si+1 i = 1 .
93
Problem 7.15: In the mean field approximation to the Ising lattice, the order parameter, hsi,
satisfied the equation
Tc
hsi = tanh hsi
,
T
where Tc = /2k where is the strength of the coupling between lattice sites and is the number
of nearest neighbors.
(a) Show that hsi is the following temperature dependence
1 e2Tc /T ,
T 0,
hsi p
3(1 T /Tc ), T Tc .
(b) Compute the jump in the heat capacity at T = Tc .
(c) Compute the magnetic susceptibility, (T, N)B=0 , in the neighborhood of Tc both for T >
Tc and T < Tc . What is the critical exponent for both cases?
Solution 7.15:
(a) Since tanh 1 2 e2 at large , we get
hsi 1 2 e2hsiTc /T
hsi 1 2 e2Tc /T .
Tc
T
3
.
3(1 T /Tc ) .
(b) We will use notations of Sec. 7.F.2 of the book [1]. The the Hamiltonian is
N
H = E(, B) si , E(, B) =
i=1
hsi + B .
2
E(, B)hsi
E
hsi
C = N
= N E + hsi
.
T
hsi
T N,B
N,B
At T Tc 0 and B = 0 we get
hsi =
3(1 T /Tc )
C|Tc 0 =
3 N
.
2 Tc
At T > Tc the average spin is zero, thus the jump in specific heat is given by C|Tc 0 .
(7.3)
94
(c) To get magnetic susceptibility we have to differentiate the magnetic moment N = Nhsi
with respect to B:
hsi
= N
.
B N,B0
Defining = (hsi/B)N,B0 we get the following equation at B 0:
=
+ .
cosh2 (hsiTc /T ) 2
Its solution is
=
2
.
2 cosh (hsiTc /T ) Tc /T
2
Finally,
=
N2
Tc /T
.
2
cosh (hsiTc /T ) Tc /T
"
N2 Tc
.
T Tc
hsi2
cosh2 (hsiTc /T ) 1 +
2
As a result, below Tc
=
Tc
T
2 #2
T
1+3 1
Tc
Tc
N2
.
2(Tc T )
E 2 , E > 0,
g(E) =
0,
E < 0,
Z
g(E) dE
Emin
= 3
E
e c 1 c
Z 2
x dx
0
ex 1
1/3
N
kTc =
.
2(3)
2(3)
.
3c
95
Problem 7.17: An ideal Bose-Einstein gas consists of noninteracting bosons with mass m
which have an internal degree of freedom which can be described by assuming, that the boson are two-level atoms. Bosons in the ground state have the energy E0 = p2 /2m, while bosons
in the excited state have the energy E1 = p2 /2m + , where p is the momentum and is the
excitation energy. Assume that kT . Compute the Bose-Einstein condensation temperature,
Tc , for this gas of two-level bosons. Does the existence of internal degree of the internal degree
of freedom raise or lower the condensation temperature?
Solution 7.17:
g0 (E) =
p2
dp E
2m
4
= 3
h
In a similar way,
p2
=a E,
p dp E
2m
2
m3/2
a
.
22 h 3
g1 (E) = a E .
Nc
a
Z
x dx
0
ex 1
Z p
x c dx
ex 1
c
(3/2)
+
e
.
2
2
0 =
we get
c = 0 1 +
a
3/2
2N0
2/3
a(3/2)
2N
!2/3
2 a 0
0 + p e
.
6N 0
Problem 7.18: Compute the Clausius-Clapeyron equation for an ideal Bose-Einstein gas and
sketch the coexistence curve. Show that the line of transition points in the P v plane obeys the
equation
2h2 g5/2 (1)
5/3
.
pv =
m [g5/2 (1)]5/3
96
Solution 7.18: Let us first recall the notations. The quantity z = e is called the fugacity, the
distribution function is written as
z
1
hnl i = ( )
=
.
e l
1 e l z
The functions gi (z) are introduced as
4
g5/2 (z) =
g3/2 (z) = z
2
x2 dx ln 1 zx =
z
d
g5/2 (z) = 3/2 .
dz
=1
z
5/2 ,
=1
(7.4)
(7.5)
22 h 3
Z
0
kT
dy y ln 1 z ey = V 3 g5/2 (z) .
T
Pc =
kTc
g5/2 (1) .
3T
= a/T 1/2
where a =
g3/2 (1)
3T
3/2
Thus,
Pc =
N g3/2 (1) Tc
=
V
a3
g5/2 (1)
3T
= ka2
Tc =
[vg3/2 (1)]5/3
Na3
V g3/2 (1)
!2/3
.
Problem 7.19: Show that the pressure, P, of an ideal Bose-Einstein gas can be written in the
form P = u, where u is the internal energy per unit volume and a is a constant.
(a) what is u?
(b) What is ?
97
Solution 7.19:
g5/2 (z) =
dy y ln 1 z ey
0
Z
2 2
z
=
dy y3/2 y
e z
3 0
Z
0
g() d
z
e z
P=
2
u.
3
Thus, = 2/3.
Problem 7.20: Electrons in a piece of Cu metal can be assumed to behave as an ideal Fermi
gas. Cu metal in the solid state has mass density = 9 gr/cm3 . Assume that each Cu atom
donates an electron to the Fermi gas. Assume the system is at T = 0 K.
(a) Compute the Fermi energy, F , of the electron gas.
(b) Compute the Fermi temperature, TF = F /k.
Solution 7.20:
Z
2V 4
p2
2
g() =
p dp
h3
2m
2V m3/2
=
V
g
.
0
2 h 3
Here g0 = 2m3/2 /2 h 3 , we have taken into account that spin degeneracy for electrons 2. Integration expression for densoty of states from 0 to F and equationg to the number of electrons
we obtain
3/2
(2/3)g0 F = ne F = (3ne /2g0 )2/3 , .
Here ne = Ne /V = /mCu is the electron density.
98
Problem 7.21:
D, if E > 0 ,
f (E) =
0, if E < 0 ,
where D is a constant.
(a) Compute the Fermi energy.
(b) Compute the specific heat at low temperature.
Solution 7.21:
We have,
N=D
Z
0
D
=
(E)
e
+1
dE
Thus
e
N/D
=e
dx
D
= ln 1 + e
.
x
e + 1
N
1 N/D
= ln e
1 kTeN/DkT .
E dE
e(E) + 1
Let us use the trick called the Sommerfeld expansion. Consider an auxiliary integral,
Z
f (E) dE
f ( + kT z) dE
I =
=
(E)/kT
ez + 1
+1
0 e
/kT
Z /kT
Z
f ( kT z) dE
f ( + kT z) dE
= kT
+ kT
z
e +1
ez + 1
0
0
Z
Z
f ( + kT z) f ( kT z)
=
f (E) dE + kT
dE
ez + 1
0
0
1
2 0
f (E) dE + 2(kT ) f ()
Z
z dz
ez + 1
In our case, f (E) = DE, f 0 () = D, and we get
0
+... =
f (E) dE +
U
2 2
+ (kT )2 .
D
2
6
The specific heat is then
2 2
C
=
+ k T.
D
T
3
The first item is exponentially small at low temperatures, and
C
2 2
2 kT
Dk T k
.
3
3
2
(kT )2 f 0 () + . . . .
6
99
Problem 7.22: Compute the magnetization of an ideal gas of spin-1/2 fermions in the presence
of magnetic field. Assume that fermions each have magnetic moment e . Find the expression for
magnetization in the limit of weak magnetic field and T 0 K.
Solution 7.22: We will calculate here only spin (Pauli) susceptibility. Since the spin degree of
freedom leads to additional energy e B we get
1
1
() = 0 ( e B) + 0 ( + e B)
2
2
where 0 is the grand potential in the absence of magnetic field,
Z
2
2A E 3/2 dE
2V m3/2
0 () = U =
.
,
A
=
3
3 0 e(E)/kT + 1
2 h 3
As a result,
Z
Z
1
() 1
E 3/2 dE
E 3/2 dE
+
.
=
A
3 0 e(Ee B)/kT + 1 3 0 e(E+e B)/kT + 1
In small magnetic fields or at large temperature,
() 0 () +
Consequently,
Since
M=
B
(e B)2 2 0 ()
.
2
2
= 2e B
T,V,
= N we get
= 2e B
2 0 ()
.
2
.
T,V
A
15
These equations are written assuming that e B , otherwise only one item is present. Physically
it means that only spins-up-states are occupied. Let us consider the case of very strong magnetic
field, e B . Then
() =
2A
( + e B)5/2
15
M=
Ae
( + e B)3/2 = Ne .
3
100
Problem 7.23: Show that the entropy for an ideal Fermi-Dirac gas (neglecting spin) can be
written in the form
S = k [hnl i lnhnl i + (1 hnl i) ln(1 hnl i)] ,
l
1
(
)
l
where hnl i = e
+1
.
Solution 7.23: The number of ways to distribute Nl identical particles among Gl states with
not more than 1 particle per state is just
Wl =
Gl !
.
Nl !(Gl Nl )!
Using the mean occupation number hnl i = Nl /Gl we can rewrite this formula as
S = k Gl [hnl i lnhnl i + (1 hnl i) ln(1 hnl i)] .
l
Problem 7.24: To the lowest order in the density, find the difference in the pressure and the
isothermal compressibility between an ideal boson and ideal fermion gas. Assume that the
fermions and bosons have the same mass and both are spin-less. (Note: You are now considering fairly high temperature).
Solution 7.24:
we obtain
2
= g0V
3
Z
0
3/2 d
2
g0V
()
3
e
1
Z
0
3/2
d e
()
()
.
1e
Z
0
3/2 d e 1 z e
2
=
g0 (kT )5/2 z 1 z
.
2
8
101
The normalization condition in this case gives
N = g0V (kT )3/2 z
As result,
Z
0
2
1/2 d e 1 z e =
zg0V 1 z
.
2
4
2
N
z0 =
.
g0 (kT )3/2 V
We obtain
NkT
P
V
2
8
1 z0 42
1 z0
NkT
!
!
NkT
2
2
N
1 z0
1
.
8
V
4 g0 (kT )3/2 V
The sign + hold for the Fermi statistics, the sign - holds for the Bose statistics. The compressibility is calculated in a straightforward way since
!
2
NkT
.
V
1
P
4 g0 (kT )5/2 P
102
Chapter 8
Tests and training
Here we put some exercises for self-testing.
103
104
Problem 8.1:
(a) Discuss the difference between Gibbs and Helmholtz free energy.
(b) Prove the relation
U = T
A
T T
F
S=
T
F
P=
V
,
V
.
T
F
S=
T
105
(c) We have
S=
Z T2
CV
T1
T2
dT = CV ln
T
T1
TB
TB
T1 + T2
S = CV ln +CV ln
= 2CV ln
0.
T1
T2
2 T1 T2
Problem 8.2: Find fluctuation of the energy per particle for the Boltzmann gas of spinless
particles at a given temperature . Assume that p = p2 /2m.
Solution 8.2:
h()2 i =
(i hi)2 = h2 i hi2 .
Now
Thus
hi =
1
1 Z1 ()
i ei =
.
Z1 i
Z1
h2 i =
1
1 2 Z1 ()
2 i
e
=
.
i
Z1
Z1 2
i
1 2 Z1 ()
1 Z1 () 2 2 log Z1
h() i =
=
.
Z1 2
Z1
2
2
1
= exp( p ) =
(2h)3
p
Z
0
4p2 d p exp( p ) .
It is convenient to introduce the density of states as number of states per energy interval.
4
g() = ( i ) =
(2h)3
p
Z
0
m3/2
p2 d p ( i ) =
.
22 h 3
i
106
In this way,
Z1
m3/2
=
22 h 3
As
Z
0
Z
0
,
3/2
a=
m3/2
8 2 h 3
Thus
h()2 i =
Problem 8.3:
probability
dx x1/2 exp(x) .
we get
Z1 =
m3/2
exp() =
22 h 3 3/2
1/2
3
log Z1 = log a log .
2
3
.
22
Two-level systems with random energy spacings are distributed with a constant
p() = P0 .
Thus
n =
n+ + n = 1 .
1
.
exp() + 1
The average energy is (we start from the middle of the distance between the levels)
hi =
(n+ n ) = tanh .
2
2
2
hi
hi 1
1
== 2
=
.
2
T
4 cosh (/2)
Z
0
p() d c() = P0
d
0
1
1
P0
=
2
4 cosh (/2) 2
Z
0
dx
P0
.
=
2
cosh x 2
Appendix A
Additional information
A.1 Thermodynamics
A.1.1 Thermodynamic potentials
Thermodynamic potential
Internal energy
Heat function (enthalpy)
Helmholtz free energy
Gibbs free energy
Landau free energy
Notation
U
H
F
G
Independent variables
S, V, N
S, P, N
T, V, N
T, P, N
T, V,
Differential
T dS P dV + dN
T dS +V dP + dN
S dT P dV + dN
S dT +V dP + dN
S dT P dV N d
(A.1)
(u, y)
=
(x, y)
u
x
,
y
.
(x, y)
(t, s) (x, y)
(A.2)
108
(A.3)
Z
X
X
Y
+
Z
Z
Y
X
X
Z
dX +
dZ = 0 .
Y Z
Z Y Y X
X
Y
X
Y
Y
Z
Z
= 1 ,
X X Y
1
Y
=
.
X Z
(A.5)
(A.6)
General scheme for transformation: Consider any quantity F (X,Y ), the differential of which
can be expressed as
F
F
dF =
dX +
dX .
X Y
Y X
Then we divide it by dZ and assume Y = const, (dY = 0). We get
F
F
X
=
.
Z Y
X Y Z Y
Another important relation arises if one divides the expression for d F by xX,
F
F
F
Y
=
+
.
X Z
X Y
Y X X Z
(A.7)
(A.8)
Equations (A.7), (A.8) together with Eqs. (A.5), (A.6) and the Maxwell relations are usually
used for transformations and computation of derivatives from the equation of state.
109
N!
pm (1 p)Nm .
m!(N m)!
Poisson distribution
P(m) =
m m m
e .
m!
(A.9)
(A.10)
Gaussian distribution
G(x) =
e(xx)/2
.
2
Distribution of displacemnet for 1D random walk with the step l
G(x) =
2
2
1
p
e[x(pq)l] /8Nl p(1p) .
2l 2N p(1 p)
Gaussian integrals
I1 (a) =
Z
dz eaz
2 /2
z dz e
dI1 (a)
=2
da
z2 /2
1
ik xi xk ,
2
i,k
(A.12)
2/a .
(A.11)
= I1 (a) 2 .
(A.13)
(A.14)
a=1
For convenience, let us assume summation over repeated subscripts and rewrite the above equation
1
S S0 = ik xi xk .
(A.15)
2
Consequently,
1
w = A e 2 ik xi xk .
Let us first calculate the normalization factor A from
Z
dw dx1 dxn = 1 .
To calculate the integral let us introduce the linear transform
xi = aik yk
110
(A.16)
should be valid. Denoting determinants of the matrices and a as and a, respectively, we get
the relation a2 = 1. The Jacobian of the transformation xi yi is just a,
(x1 , . . . , xn )
= |a|
= a.
J =
(y1 , . . . , yn )
Consequently,
Z
Aa
Thus
dy e
y2 /2
A(2)n/2
= p
= 1.
1
w=
exp ik xi xk .
2
(2)n/2
(A.17)
Xi = S/xi = ik xk ,
(A.18)
p
Z
(A.19)
The easiest way to calculate this integral is to calculate to assume for a while that xi 6= 0. Then
p
Z
x =
xi eik (xi xi0 )(xk xk0 /2 dx1 dxn = xi0 .
n/2
(2)
Then we can differentiate both sides with respect to xk0 and then put xi0 = xk0 = 0. The l.h.s. is
just hxi Xk i while the r.h.s. is ik . Thus
(A.20)
hxi Xk i = ik , or ik hxi xk i = ik , hxi xk i = 1 .
ik
0 for x 6= x0
(A.21)
(x x0 ) =
for x = x0
111
(x x0 ) dx = 1 .
Since delta-function has a very (infinitely) sharp peak at x = x0 and a unit area
Z B
f (x0 ) if A < x0 < B
f (x) (x x0 ) dx =
.
0
otherwise
A
(A.22)
(A.23)
,
2
x + 2
2
2
1
(x) = ex /2 ,
2
and integral,
(A.25)
(A.26)
1 ikx
e dk
2
We will also need a representation for the Kronekkers symbol
(x) =
1
n,0 =
2
en d .
(A.27)
(A.28)
a0
+ (ak sin kx + bk cos kx) .
2 k=1
(A.29)
k=
ck eikx ,
ck = (ak bk )/2, c0 = a0 /2 .
(A.30)
112
Since
Z 2
sin mx sin nx dx =
Z 2
mn , m 6= 0,
0,
m = 0,
mn , m 6= 0,
2,
m = n = 0,
cos mx cos nx dx =
Z 2
sin mx cos nx dx =
0, for integer m, n
we have
Z 2
cos kt
ak
bk = 1
dt f (t) sin kt ,
0
1 ikt
ck
2e
At k = 0,
k 6= 0 .
(A.31)
1 2
a0 = c0 =
dt f (t) .
2 0
If the function has a discontinuity at x = x0 then the series gives
f (x0 ) =
1
[ f (x0 + 0) + f (x0 0)] .
2
If one is willing to change the interval 2 2L than k has to be replaced by k/L and the
normalization factor is 1/L rather than 1/.
Advantages of the Fourier series: it can represent discontinuous functions. Let us take an
example of periodic function with the period 2 defined as
1, /2 < x < /2
F(x) =
0, < x < /2, /2 < x < ,
This function is even, thus
bk = 0 ,
Below we plot the sum of 5 and 50 Fourier harmonics. It is useful to know the Parsevals identity
1
[ f (x)]2 dx =
a20
+ (a2k + b2k ) .
2 k=1
Fourier transform
We assume L and replace
(. . .) L
k=
1
g(k) =
2
dk (. . .) .
f (t) eikt dt .
(A.32)
113
0.8
0.6
0.4
0.2
0.8
0.6
0.4
0.2
0.2
0.4
0.6
0.8
Figure A.1:
The completeness condition
1
f (x) =
2
dk e
ikt
dx f (x) eikx .
(A.33)
1
2
dk eik(tx) .
(A.34)
We have several useful rules for the Fourier transform. If g(k) is the Fourier transform of f (x)
then
f 0 (x) d f /dx ik g(k) ;
f (n) (x) d n f /dxn (ik)n g(k) ;
f1 (t) f2 (t) dt
f1 (t) f2 (t) dt
Z
Z
g1 (k) f2 (k) dk ;
g1 (k) f2 (k) dk
These properties are very important for solving differential equations, etc.
(A.35)
114
f (x) =
R
1
F() eix dx
2
1
a2 +x2
,a > 0
1, |x| < a
f (x) =
0, |x| > a
2 x2
a
e
F() = 12
q a||
q
f (x) eix dx
e
2 a
2 sin(a)
2
1
e /4a
a 2
Examples
One-dimensional diffusion:
Let us assume that we add a particle at time t = 0 at the point x = 0. Then the equation together
with initial condition can be written as
n(x,t)
2 n(x,t)
+D
= (x) (t) .
t
x2
The Fourier transform of this equation has the form:
(Dk2 i) n(k, ) = 1
n(k, ) =
1
1
.
2
2
(2) Dk i
Z
Z
dk d
1
Dk2 i
Z
dk Dk2 |t|
1
e
= p
=
2 D|t|
ex
2 /4D|t|
Appendix B
Maple Printouts
Quick access: 1, 2.1, 2.2, 2.17, 3.7, 3.12, 3.13, 4.9, 4.10, 4.13, 4.14, 5.1, 5.2, 5.3, 5.4, 5.5, 5.7,
5.8
Test in mathematics
>
>
F:=(xi,eta)->xi^4+xi^3+eta*xi^2:
F1:=(xi,eta)->subs(y=xi,diff(F(y,eta),y)): solve(F1(xi,eta)=0,xi);
3 1
3 1
0, +
9 32 ,
9 32
8 8
8 8
x1:=-3/8+1/8*sqrt(9-32*eta):
x2:=-3/8-1/8*sqrt(9-32*eta):
>
>
>
F2:=(xi,eta)->subs(y=xi,diff(F1(y,eta),y)):
g0:=eta->simplify(F2(0,eta)): g1:=eta->simplify(F2(x1,eta)):
g2:=eta->simplify(F2(x2,eta)):
>
9 32 4
8 8
9 3
+
9 32 4
8 8
>
plot({g0(eta),g1(eta),g2(eta)},eta=-0.1..9/32);
115
116
2.5
2
1.5
1
0.5
0.1 0.05
0.05
0.1
0.15
eta
0.2
0.25
x0-> maximum at eta <0, otherwise minimum; x1-> minimum at eta>0, maximum at
9/32>eta>0; x2-> minimum at 9/32>eta.
>
117
0.1
0.05
0.2
0.4
0.05
0.1
0.035
0.03
0.025
0.02
0.015
0.01
0.005
0.6
0.4
xi
Problem 1.2
> f1:=x->ln((1-x)/(1+x)):
0.2
plot(f1(x),x=-1..1);
0.2
118
6
4
2
1 0.8 0.6 0.4 0.2 0
2
4
6
>
f2:=x->ln(abs(tan(Pi*x))):
plot(f2(x),x=0..1,f2=-5..5);
4
f2
0
2
4
0.2
0.4
0.6
0.8
119
>
simplify(exp(4*ln(x))-(x^2+1)^2+2*x^2+1);
0
Problem 1.3
> simplify((sin(x))^(-2)-(tan(x))^(-2)-1,trig);
0
> assume(alpha>0): assume(beta>0):
> k:=alpha->sum(exp((I*beta-alpha)*n),n=0..infinity):
>
>
a1:=alpha->evalc(Re(k(alpha))):
a1(alpha); a2(alpha);
a2:=alpha->evalc(Im(k(alpha))):
e (cos() e )
(cos() e )2 + sin()2
e sin()
(cos() e )2 + sin()2
Problem 1.4
> assume(zeta>0): assume(n,natural):
> simplify(int(x^n*exp(-zeta*x),x=0..infinity));
>
>
(n1) (n + 1)
int((x^2+a^2)^(-1),x); int((x^2-a^2)^(-1),x);
x
arctan( )
a
a
1 ln(x a) 1 ln(a + x)
2
a
2
a
int(exp(-zeta*x^2/2),x=0..infinity);
1 2
p
2
Problem 2.1
(a)
>
>
uax:=(x,y)->-y/(x^2+y^2): uay:=(x,y)->x/(x^2+y^2):
simplify(diff(uax(x,y),y)-diff(uay(x,y),x));
0
120
(b)
>
>
ubx:=(x,y)->(y-x^2): uby:=(x,y)->(x+y^2):
simplify(diff(ubx(x,y),y)-diff(uby(x,y),x));
0
Z x
ubx(, y) d +
Z y
0
>
uby(x, ) d
Z xZ y
0
ubx(, ) d d
ub(x,y);
1
1
y x x 3 + y3
3
3
(c)
>
>
ucx:=(x,y)->(2*y^2-3*x): ucy:=(x,y)->-4*x*y:
simplify(diff(ucx(x,y),y)-diff(ucy(x,y),x));
8y
Z x
ux(, b) d +
Z y
a
>
Z y
b
>
>
>
>
uy(x, ) d
ub:=(x,y)->int(uy(a,eta),eta=b..y)+int(ux(xi,y),xi=a..x);
ub := (x, y)
>
uy(a, ) d +
Z x
ux(, y) d
a
ux1:=(x,y)->2*x*y+x^2: uy1:=(x,y)->x^2:
ua1:=(x,y)->int(ux1(xi,b),xi=a..x)+int(uy1(x,eta),eta=b..y):
ub1:=(x,y)->int(uy1(a,eta),eta=b..y)+int(ux1(xi,y),xi=a..x):
ua1(x,y); ub1(x,y); simplify(ua1(x,y)-ub1(x,y));
1
1
b (x2 a2 ) + x3 a3 + x2 (y b)
3
3
1
1
a2 (y b) + y (x2 a2 ) + x3 a3
3
3
0
ux2:=(x,y)->y*(2-2*y): uy2:=(x,y)->-x^2:
121
>
ua2:=(x,y)->int(ux2(xi,b),xi=a..x)+int(uy2(x,eta),eta=b..y):
>
ub2:=(x,y)->int(uy2(a,eta),eta=b..y)+int(ux2(xi,y),xi=a..x):
>
Why?
>
simplify(diff(ux2(x,y),y)-uy2(x,y),x);
2 4 y + x2
Problem 2.17
>
P:=(T,v)->R*T/(v-b)-alpha/v^2:
>
num:=(diff(P(T,v),T))^2:
>
simplify(-T*num/den);
den:=diff(P(T,v),v);
RT
2
den :=
+
(v b)2 v3
v3 R2 T
R T v3 + 2 v2 4 v b + 2 b2
>
factor(2*alpha*v^2-4*alpha*v*b+2*alpha*b^2);
2 (v + b)2
Problem 3.7
>
P:=(v,T)->(8*T/(3*v-1))-3/v^2;
P := (v, T ) 8
>
>
T
3
2
3v1 v
plot({P(v,1.5),P(v,1),P(v,0.5)
},v=0.5..1.2,thickness=3,color=black);
122
12
10
8
6
4
2
0
0.6
0.7
0.8
0.9
1.1
1.2
For T=0.5 there is no stable region at all. The phse transition can exist only nes T=1.
> plot({P(v,1.05),P(v,1),P(v,0.85)
> },v=0.45..5.3,P=0..2,thickness=3,color=black);
2
1.8
1.6
1.4
1.2
P
1
0.8
0.6
0.4
0.2
0
>
?plot,color
Problem 3.12
>
>
phi:=xi->(A/3)*(xi+eta)^2-(2*B/27)*(xi+eta)^3+(C/9)*(xi+eta)^4:
series(phi(xi),xi=0,5);
1
2
1
2
2
4
1
2
2
( A 2 B 3 + C 4 ) + ( A B 2 + C 3 ) + ( A B + C 2 ) 2 +
3
27
9
3
9
9
3
9
3
2
4
1
( B + C ) 3 + C 4
27
9
9
> c3:=eta->-2/27*B+4/9*C*eta: solve(c3(eta)=0,eta);
1B
6C
> c1:=(A,eta)->2/3*A*eta-2/9*B*eta^2+4/9*C*eta^3;
2
2
4
c1 := (A, ) A B 2 + C 3
3
9
9
> solve(c1(A,B/(6*C)),A);
>
1 B2
27 C
c2:=subs({eta=B/(6*C),A=B^2/(27*C)},1/3*A-2/9*B*eta+2/3*C*eta^2);
c2 :=
1 B2
162 C
>
>
delta:=xi->(C/9)*xi^4+c2*xi^2:
delta1:=xik->subs(y=xi,diff(delta(y),y)):
>
4 3 1 B2
C
9
81 C
solve(4/9*C*xi^2-1/81*B^2/C,xi);
1B 1B
,
6C 6C
delta1(xi);
Problem 3.13
>
P:=(v,T)->8*T/(3*v-1)-3/(T*v^2);
3
T
2
3v1 T v
p1:=(nu,epsilon)=P(1+nu,1+epsilon)-1;
1+
3
p1 := (, ) = 8
1
2 + 3 (1 + ) (1 + )2
aux:=series(8*(1+epsilon)/(2+3*nu)-3/(1+epsilon)/(1+nu)^2-1,nu=0,4):a
ux;
P := (v, T ) 8
>
>
>
6
1
1
27 27
3
) + (6 6 +
) + (9
+ 9 + 9 ) 2 + (12
)
1+
1+
1+
1+
2
2
3
4
+ O( )
> aux1:=(epsilon)->3+4*epsilon-3/(1+epsilon)+(-6-6*epsilon+6/(1+epsilon
> ))*nu+(-9*1/(1+epsilon)+9+9*epsilon)*nu^2
> +(12*1/(1+epsilon)-27/2-27/2*epsilon)*nu^3;
(3 + 4
3
6
1
+ (6 6 +
) + (9
+ 9 + 9 ) 2
1+
1+
1+
1
27 27
+ (12
) 3
1+
2
2
aux2:=series(aux1(epsilon),epsilon=0,2);
3
51
aux2 := 3 + (7 3 + 18 2 12 ) + O(2 )
2
2
aux1 := 3 + 4
>
0, 2 2 , 2 2
Critical exponent beta=1/2
Along the coexitence curve, v2=-8epsilon. exponent gamma=1
Function of pressure
> P1:=(rho,T)->8*T*rho/(3-rho)-3*rho^2/T:
Near the critical point
>
P1(1+xi,1);
8
1+
3 (1 + )2
2
d1(nu,epsilon);
>
series(8*(1+xi)/(2-xi)-3*(1+xi)^2,xi=0);
3
3
3
1 + 3 + 4 + 5 + O(6 )
2
4
8
Problem 4.9
>
>
int(1/sqrt(z-x^2),x=0..sqrt(z));
1
2
f:=k->1/(1-2*I*k): d1:=k->subs(y=k,diff(f(y),y)):
d2:=k->subs(y=k,diff(d1(y),y)): d3:=k->subs(y=k,diff(d2(y),y)):
>
>
assume(z>0):
2I
8
48 I
Problem 4.10
>
P:=(N,k)->(N!/(k!*(N-k)!))*(1/4)^k*(3/4)^(N-k):
>
evalf(P(12,3));
.2581036091
>
evalf(P(120,30));
.08385171464
>
G:=(N,k)->(1/sqrt(3*N*Pi/8))*exp(-(k-N/4)^2*8/(3*N));
e(8/3
r
G := (N, k)
>
(k1/4 N)2
)
N
3
N
8
evalf(G(12,3));
.2659615201
>
evalf(G(120,30));
.08410441740
>
plot({P(12,k),G(12,k)},k=0..12);
0.25
0.2
0.15
0.1
0.05
0
>
6
k
10
12
100
120
plot({P(120,k),G(120,k)},k=0..120);
0.08
0.06
0.04
0.02
20
40
60
k
80
Problem 4.13
beta = sigma2
> assume(beta>0): assume(a,real): assume(N>0):
> P:=k->(2*Pi*beta)^(-1/2)*int(exp(-(x-a)^2/(2*beta)-I*k*x),x=-infinity.
> .infinity): simplify(P(k));
>
>
>
>
e(1/2 I k (2 a+I k ))
P1:=s->(2*Pi)^(-1)*int(exp(I*(s-N*a)*k-k^2*N*beta/2),k=-infinity..inf
inity): P1(s);
(s+N a)2
)
(1/2
N
1e
2
p
2
N
int(s*P1(s),s=-infinity..infinity);
N a
int(s^2*P1(s),s=-infinity..infinity)-N^2*a^2;
N
Problem 4.14
>
>
>
Problem 5.1
>
>
>
>
>
with(linalg):
Q:=array([[0,1,0],[1/8,1/2,3/8],[0,1/2,1/2]]);
0 1 0
1 1 3
Q :=
8 2 8
1 1
0
2 2
QT:=transpose(Q):
eigenvectors(Q);
1
3
1
[1, 1, {[1, 1, 1]}], [ , 1, { 6,
, 1 }], [ , 1, {[4, 1, 2]}]
4
2
4
eigenvectors(QT);
1
1
[ , 1, {[1, 2, 3]}], [ , 1, {[1, 2, 1]}], [1, 1, {[1, 8, 6]}]
4
4
>
>
3
r2 := 6,
,1
2
r3 := [4, 1, 2]
>
>
>
n1:=15:
n2:=10:
n3:=12:
>
>
1 8 6
P1 := 1 8 6
1 8 6
>
>
6 12 6
3
3
3
P2 :=
2
2
1
>
>
>
>
>
4
8 12
2 3
P3 := 1
2 4
6
P:=s->(1/n1)*P1+(1/n2)*(-1/4)^s*P2+(1/n3)*(1/4)^s*P3;
Question (a)
1 s
1 s
P1 ( 4 ) P2 ( 4 ) P3
P := s
+
+
n1
n2
n3
Pr:=s->evalm(P(s)):
Pr(s); Pr(0);
>
>
1
3 1 s 1 1 s
8
6 1
2 1
( )s + ( )s
15 + 5 ( 4 ) + 3 ( 4 )
15 5 4
3 4
1
3
1
1
1
8
3
1
1 1 s
s
s
s
15 20 ( 4 ) + 12 ( 4 ) 15 + 10 ( 4 ) + 6 ( 4 )
1
1 1
1 1
8
1 1
1 1
+ ( )s ( )s
( )s ( )s
15 10 4
6 4
15 5 4
3 4
1 0 0
0 1 0
0 0 1
p0:=vector([0,1,0]);
p0 := [0, 1, 0]
PS:=s->evalm(p0&*P(s)): PS(s);
2 3 1 s
1
+ ( ) ( )s
5 5 4
4
2
3 1 s 1 1 s
( ) ( )
5 20 4
4 4
2
1 1
1 1
+ ( )s + ( )s
5 10 4
2 4
Question (b)
>
>
>
>
>
>
>
1
3 1 s 1 1 s 8
3 1 s 1 1 s 2
3 1 s 1 1 s
( ) + ( ),
+ ( ) + ( ), ( ) ( )
15 20 4
12 4 15 10 4
6 4 5 20 4
4 4
PS(2); PS(infinity);
Answer: after 2 steps 3/8, after many steps 2/5
1 9 3
, ,
16 16 8
1 8 2
, ,
15 15 5
av:=s->1*PS(s)[1]+4*PS(s)[2]+9*PS(s)[3]: av(s);
Moment
29
3 1
3 1
( )s ( )s
5
10 4
2 4
av:=sum(m^2*PS(s)[m],m=1..3);
29
3 1
3 1
( )s ( )s
5
10 4
2 4
corr:=s->simplify(sum(n^2*sum(m^2*PS(s)[m]*Pr(s)[m,n],
m=1..3),n=1..3)): corr(s);
79
33
81
11
3
(1)(1+s) 4(s) 16(s) +
(1)(1+2 s) 16(s) + (1)(1+s) 16(s) 4(s)
50
4
100
2
2
841
+
25
> corr(0);
16
>
corr(infinity);
841
25
Problem 5.2
>
with(linalg):
Warning, the protected names norm and trace have been redefined and
unprotected
>
Q:=array([[0,1/2,1/2],[0,0,1],[3/4,1/4,0]]);
1 1
0 2 2
Q :=
0 0 1
3 1
0
4 4
QT:=transpose(Q):
>
r:=eigenvectors(Q):
>
l:=eigenvectors(QT):
>
>
1
1 1
+ I 2
2 4
1 1
I 2
2 4
>
>
>
1 1
1 1
{ I 2, 1, + I 2 }
6 3
2 4
1 1
1 1
{ + I 2, 1, I 2 }
6 3
2 4
l[1][3]; l[2][3]; l[3][3];
6
8
{ , 1, }
5
5
>
>
>
>
>
>
>
1 1
2 1
{ 1, I 2, + I 2 }
3 3
3 3
1 1
2 1
{ 1, + I 2, I 2 }
3 3
3 3
r1:=vector([1, 1, 1]): r2:=vector([-1/6-1/3*I*sqrt(2), 1,
-1/2+1/4*I*sqrt(2)]): r3:=vector([-1/6+1/3*I*sqrt(2), 1,
-1/2-1/4*I*sqrt(2)]): l1:=vector([6/5, 1, 8/5]): l2:=vector([1,
-1/3-1/3*I*sqrt(2), -2/3+1/3*I*sqrt(2)]): l3:=vector([1,
-1/3+1/3*I*sqrt(2), -2/3-1/3*I*sqrt(2)]):
n1:=evalm(l1&*r1): n2:=evalc(evalm(l2&*r2)):
n3:=evalc(evalm(l3&*r3)):
Probability matrices.
> P1:=array([[l1[1]*r1[1], l1[2]*r1[1],l1[3]*r1[1]], [l1[1]*r1[2],
> l1[2]*r1[2],l1[3]*r1[2]],[l1[1]*r1[3], l1[2]*r1[3],l1[3]*r1[3]]]);
8
6
5 1 5
6
8
P1 :=
1
5
5
6
8
1
5
5
> P2:=array([[l2[1]*r2[1], l2[2]*r2[1],l2[3]*r2[1]], [l2[1]*r2[2],
> l2[2]*r2[2],l2[3]*r2[2]],[l2[1]*r2[3], l2[2]*r2[3],l2[3]*r2[3]]]);
1 1
1 1
1 1
2 1
1 1
6 3 I 2 ( 3 3 I 2) ( 6 3 I 2) ( 3 + 3 I 2) ( 6 3 I 2)
2
1
1
1
P2 :=
+ I 2
1
I 2
3 3
3 3
1 1
1 1
1 1
2 1
1 1
+ I 2 ( I 2) ( + I 2) ( + I 2) ( + I 2)
2 4
3 3
2 4
3 3
2 4
> P3:=array([[l3[1]*r3[1], l3[2]*r3[1],l3[3]*r3[1]], [l3[1]*r3[2],
> l3[2]*r3[2],l3[3]*r3[2]],[l3[1]*r3[3], l3[2]*r3[3],l3[3]*r3[3]]]);
1 1
1 1
1 1
2 1
1 1
+
I
2
(
+
I
2)
(
+
I
2)
(
I
2)
(
+
I
2)
6 3
3 3
6 3
3 3
6 3
2 1
1 1
P3 :=
I 2
1
+ I 2
3
3
3
3
1 1
1 1
1 1
2 1
1 1
I 2 ( + I 2) ( I 2) ( I 2) ( I 2)
2 4
3 3
2 4
3 3
2 4
>
>
>
P:=s->(1/n1)*P1+(1/n2)*(r[2][1])^s*P2+(1/n3)*(r[3][1])^s*P3;
Question (a)
P1 r21 s P2 r3 1 s P3
P := s
+
+
n1
n2
n3
Pr:=s->evalm(P(s)):
>
>
>
p0:=vector([1,0,0]);
p0 := [1, 0, 0]
PS:=s->evalm(p0&*P(s)): PS(s)[1];
1 1 s 1 1
1 1 s 1 1
(
+
I
2)
(
I
2)
I 2) ( + I 2)
(
6
2 4
6 3
2 4
6 3
+
+
1
1
19
I 2
+I 2
3
3
evalc(PS(infinity)[1]); evalc(PS(2)[1]);
6
19
3
8
Problem 5.3
>
with(linalg):
Warning, the protected names norm and trace have been redefined and
unprotected
>
>
>
>
>
>
Q:=array([[0,1/2,1/2],[1/3,0,2/3],[1/3,2/3,0]]);
1 1
0 2 2
Q :=
3 0 3
1 2
0
3 3
QT:=transpose(Q):
r:=eigenvectors(Q):
l:=eigenvectors(QT):
r[1][1]; r[2][1]; r[3][1];
1
3
2
3
1
l[1][1]; l[2][1]; l[3][1];
1
3
1
2
3
>
>
3 3
{ 1, , }
2 2
{[2, 1, 1]}
>
>
>
>
>
{[0, 1, 1]}
r1:=vector([1, 1, 1]): r2:=vector([-3, 1, 1]): r3:=vector([0, -1,
1]): l1:=vector([1, 3/2, 3/2]): l2:=vector([-2, 1, 1]): l3:=vector([0,
-1, 1]):
n1:=evalm(l1&*r1): n2:=evalc(evalm(l2&*r2)):
n3:=evalc(evalm(l3&*r3)):
Probability matrices.
> P1:=array([[l1[1]*r1[1], l1[2]*r1[1],l1[3]*r1[1]], [l1[1]*r1[2],
> l1[2]*r1[2],l1[3]*r1[2]],[l1[1]*r1[3], l1[2]*r1[3],l1[3]*r1[3]]]);
3 3
1 2 2
3 3
P1 := 1
2
2
3 3
1
2 2
> P2:=array([[l2[1]*r2[1], l2[2]*r2[1],l2[3]*r2[1]], [l2[1]*r2[2],
> l2[2]*r2[2],l2[3]*r2[2]],[l2[1]*r2[3], l2[2]*r2[3],l2[3]*r2[3]]]);
6 3 3
1
1
P2 := 2
2
1
1
> P3:=array([[l3[1]*r3[1], l3[2]*r3[1],l3[3]*r3[1]], [l3[1]*r3[2],
> l3[2]*r3[2],l3[3]*r3[2]],[l3[1]*r3[3], l3[2]*r3[3],l3[3]*r3[3]]]);
0
0
0
1 1
P3 := 0
0 1
1
>
>
P:=s->(1/n1)*P1+(1/n2)*(r[3][1])^s*P2+(1/n3)*(r[2][1])^s*P3;
Question (a)
P1 r3 1 s P2 r21 s P3
P := s
+
+
n1
n2
n3
>
>
Pr:=s->evalm(P(s)):
Conditional probability
Pr(s);
0
1 1 2 s
+ ( )
2 2 3
1 1 2 s
( )
2 2 3
>
p0:=vector([0,0,1]):
>
PS:=s->evalm(p0&*P(s)):
0
1 1 2 s
( )
2 2 3
1 1 2 s
+ ( )
2 2 3
PS(s);
Probability vector
1 1 2 s 1 1 2 s 7 1 2 s
( ) , + ( ) , + ( )
4 4 3
8 8 3
8 8 3
>
PS(infinity); PS(0);
1 1
0, ,
2 2
[0, 0, 1]
>
>
>
>
moment:=1*PS(s)[1]+2*PS(s)[2]+3*PS(s)[3]: moment;
5 1 2 s
+ ( )
2 2 3
corr:=s->simplify(sum(n*sum(m*PS(s)[m]*Pr(s)[m,n], m=1..3),n=1..3)):
corr(s);
25 5 (2 s)
+ 3
(1)(2 s) 2(2 s) + (1)s 3(1s) 2(1+s)
4
4
corr(0); corr(infinity);
9
25
4
Problem 5.4
>
with(linalg):
Warning, the protected names norm and trace have been redefined and
unprotected
>
>
>
Q0:=s->array([[0,(cos(Pi*s/2))^2,(sin(Pi*s/2))^2],[1/4
+1/2*(sin(Pi*s/2))^2,0,1/4+1/2*(cos(Pi*s/2))^2],[1/2*(cos(Pi*s/2))^2,1
/2+1/2*(sin(Pi*s/2))^2,0]]): Q0(s);
>
1
cos( s)2
2
1
sin( s)2
2
1 1
1
+ cos( s)2
4 2
2
1 1
+ sin( 1 s)2
0
4 2
2
1
1
1 1
1
cos( s)2
+ sin( s)2
0
2
2
2 2
2
simplify(Q0(2*s));
0
cos( s)2
1 cos( s)2
3 1
1 1
cos( s)2
0
+ cos( s)2
4 2
4
2
1
1
cos( s)2
1 cos( s)2
0
2
2
Q:=array([[0,1,0],[1/4,0,3/4],[1/2,1/2,0]]);
Q :=
>
>
>
>
>
0
1
4
1
2
1
0
1
2
0
3
4
QT:=transpose(Q):
r:=eigenvectors(Q):
l:=eigenvectors(QT):
r[1][1]; r[2][1]; r[3][1];
1
1 1
+ I 2
2 4
1 1
I 2
2 4
1 1
+ I 2
2 4
1 1
I 2
2 4
1
>
1 1
1 1
{ 1, I 2, + I 2 }
2 4
6 3
{[1, 1, 1]}
1 1
1 1
{ 1, + I 2, I 2 }
2 4
6 3
>
>
>
>
>
>
>
>
n1:=evalm(l1&*r1): n2:=evalc(evalm(l2&*r2)):
n3:=evalc(evalm(l3&*r3)):
8 6
{ 1, , }
5 5
2 1
1 1
{ I 2, + I 2, 1 }
3 3
3 3
2 1
1 1
{ + I 2, I 2, 1 }
3 3
3 3
Probability matrices.
>
>
8 6
1 5 5
8 6
P1 := 1
5 5
8 6
1
5 5
1 1
2 1
I
2
+
I
2
1
3 3
3 3
1 1
1 1
2 1
1 1
1 1
P2 := ( I 2) ( + I 2) ( + I 2) ( + I 2) + I 2
3 3
2 4
3 3
2 4
2 4
1 1
1 1
2 1
1 1
1 1
( I 2) ( I 2) ( + I 2) ( I 2) I 2
3 3
6 3
3 3
6 3
6 3
>
>
>
>
P3 :=
>
>
1 1
2 1
I 2
1
+ I 2
3 3
3 3
1 1
1 1
2 1
1 1
1 1
( + I 2) ( I 2) ( I 2) ( I 2) I 2
3 3
2 4
3 3
2 4
2 4
1 1
1 1
2 1
1 1
1 1
( + I 2) ( + I 2) ( I 2) ( + I 2) + I 2
3 3
6 3
3 3
6 3
6 3
P:=s->(1/n1)*P1+(1/n2)*(r[1][1])^(2*s)*P2+(1/n3)*(r[2][1])^(2*s)*P3;
Question (a)
P := s
P1 r11 (2 s) P2 r21 (2 s) P3
+
+
n1
n2
n3
Pr:=s->evalm(P(s)):
Conditional probability
> p01:=vector([1,0,0]): p02:=vector([0,1,0]):
> PS1:=s->evalm(p01&*P(s)): PS2:=s->evalm(p02&*P(s)):
> PS1(s)[1];
1 1
1 1 (2 s) 1 1
I
2
(
+ I 2) ( + I 2)
5
3
3
2
4
3 3
+
+
1
1
19
I 2
+I 2
3
3
> PS1(s)[2];
1 1 (2 s) 2 1
2 1
2
(
+
I
+ I 2) ( I 2)
8
3
3
2
4
3 3
+
+
1
1
19
I 2
+I 2
3
3
> PS2(s)[1];
1 1
1 1
1 1 (2 s) 1 1
1 1
(
I
2)
(
+
I
2)
(
+
I
2)
(
+
I
2)
(
I 2)
5
3 3
2 4
2 4
3 3
2 4
+
+
1
1
19
I 2
+I 2
3
3
> PS2(s)[2];
2 1
1 1
1 1 (2 s) 2 1
1 1
(
+
I
2)
(
+
I
2)
(
+
I
2)
(
I
2)
(
I 2)
8
3 3
2 4
2 4
3 3
2 4
+
+
1
1
19
I 2
+I 2
3
3
>
>
>
>
P(n,s,N);
!
k n (2 s sin( k )2 )
2 N+1
1 + 2 cos(2
)e
2
N
+
1
k=1
N
2 N + 1
Pm:=[seq(P(i,2,2),i=-2..2)]: evalf(Pm);
[.1220644066, .2223516301, .3111679263, .2223516301, .1220644066]
Problem 5.8
>
with(linalg):
Warning, the protected names norm and trace have been redefined and
unprotected
>
>
>
>
>
>
w:=matrix(3,3,[0,1/2,1/2,1/3,0,1/3,1/3,1/3,0]);
1 1
0
2 2
1
1
w :=
0
3
3
1 1
0
3 3
M:=matrix(3,3,[-1,1/2,1/2,1/3,-1,1/3,1/3,1/3,-1]);
1
1
1 2
2
M :=
1
3
1
1
3
3
MT:=transpose(M):
eigenvectors(M);
5 1
1 1
5 1
1 1
[ +
13, 1, { +
13, 1, 1 }], [
13, 1, {
13, 1, 1 }],
6 6
2 2
6 6
2 2
4
[ , 1, {[0, 1, 1]}]
3
eigenvectors(MT);
4
5 1
1 1
[ , 1, {[0, 1, 1]}], [ +
13, 1, { +
13, 1, 1 }],
3
6 6
3 3
1 1
5 1
13, 1, {
13, 1, 1 }]
[
6 6
3 3
lambda:=vector([-5/6+1/6*sqrt(13),-5/6-1/6*sqrt(13),-4/3]):
>
>
>
>
>
>
>
>
>
>
>
1 1
r1 := +
13, 1, 1
2 2
1 1
r2 :=
13, 1, 1
2 2
r3 := [0, 1, 1]
l1:=vector([-1/3+1/3*sqrt(13), 1, 1]); l2:=vector([-1/3-1/3*sqrt(13),
1, 1]); l3:=vector([0, -1, 1]);
1 1
13, 1, 1
l1 := +
3 3
1 1
l2 :=
13, 1, 1
3 3
n1:=evalm(l1&*r1):
l3 := [0, 1, 1]
1
n2:=evalm(l2&*r2):
n3:=evalm(l3&*r3):
Q1:=-sum((1/n1)*r1[1]*l1[k]/lambda[1],k=1..3):
Q2:=-sum((1/n2)*r1[1]*l1[k]/lambda[2],k=1..3):
Q3:=-sum((1/n3)*r1[1]*l1[k]/lambda[1],k=1..3):
evalf(Q1+Q2+Q3);
First passage time
13.64536110
:
Bibliography
[1] L. E. Reichl A modern course in statistical physics, 1998.
141