Lecture 8. Thermodynamic Identities (Ch.

3)
We have been considering the entropy changes in the processes where two
interacting systems exchanged the thermal energy but the volume and the
number of particles in these systems were fixed. In general, however, we
need more than just one parameter to specify a macrostate:

S  k B ln  U ,V , N 
We are familiar with only one partial derivative of entropy:
 S  1
  
 U V , N T
Today we will explore what happens if we let the other two parameters (V
and N) vary, and analyze the physical meaning of two partial derivatives of
the entropy:
 S   S 
   
 V U , N  N U ,V
 General Approach:
 if monotonic as a function of U
S  S U ,V , N  (“quadratic” degrees of freedom!), may U  U  S,V , N 
be inverted to give

When all macroscopic quantities S,V,N,U are allowed to vary:

 S  S   S 
dS    d U    d V    d N
  U  N ,V   V  N ,U   N U ,V

 U   U   U 
dU    dS    dV    dN
 S V , N  V  S , N  N  S ,V
 S  1
So far, we have abbreviated one of these partial derivatives:   
The other partial derivatives are:  U  N ,V T

 U   U   U 
   T     P    
  S  N ,V   V  N ,S   N V , S
pressure chemical potential
 Thermodynamic Identities
- the so-called
With these abbreviations: d U  T d S  P dV   d N thermodynamic identity

 shows how much the system’s energy changes when one particle is added to the
system at fixed S and V. The chemical potential units – J.
 is an intensive variable, independent of the size of the system (like P, T, density).
Extensive variables (U, N, S,V...) have a magnitude proportional to the size of the
system. If two identical systems are combined into one, each extensive variable is
doubled in value.
The thermodynamic identity holds for the quasi-static processes (T, P,  are well-
define throughout the system)
The 1st Law for quasi-static processes (N = const): d U  T d S  P dV

 S  S   S  1 P 
dS    d U    d V    d N dS  d U  dV  d N
 U  N ,V   V  N ,U   N U ,V T T T

This identity holds for small changes  S provided T and P are well defined.

 S  1 S  P  S  
The coefficients may          
be identified as:   U  N ,V T   V  N ,U T   N V ,U T
 Quasi-static Adiabatic Processes
Let’s compare two forms of the 1st Law :
(quasi-static processes, N is fixed, and
d U  T d S  P dV
P is uniform throughout the system)

d U  Q  W (holds for all processes)

Q
Thus, for quasi-static processes : Q  T d S dS
T
Quasistatic adiabatic (Q = 0) processes: dS 0  isentropic processes

In this case, d U  T d S  P dV reduces to d U   P dV

- the change in internal energy is due to a “purely mechanical” compression (or
expansion) that involves no change in entropy. (No entropy change = no heat flow).
 An example of a non-quasistatic adiabatic process
Caution: for non-quasistatic adiabatic processes,  S might be non-zero!!!
Pr. 3.32. A non-quasistatic compression. A cylinder with
2 air (V = 10-3 m3, T = 300K, P =105 Pa) is compressed (very
P
fast, non-quasistatic) by a piston (S = 0.01 m2, F = 2000N,
S = const x = 10-3m). Calculate W, Q,  U, and  S.
2*
along the
holds for all processes,
isentropic U   Q   W energy conservation
line
1 quasistatic, T and P are well-
U  TS  PV defined for any intermediate state
Vf Vi V
quasistatic adiabatic  isentropic Q = 0 for both non-quasistatic adiabatic
Vf Vf

W  
 P(V )dV  PV  const  PiVi

  1
V V  dV Vf
Vi i  W   P  dV  P Vi  V f 
 1
PiVi  1 1  PiVi  Vi  
 Vi
      1
  1 V f  1 Vi  1    1  V f    2 105 Pa  10 2 m 2  10 3 m 2
  
 2J
PiVi  
 1
x 
  1    1
  1  x   The non-quasistatic process results
x in a higher T and a greater entropy
 PiVi  1 105 Pa  10 3 m3  10  2  1 J of the final state.
x
 f
Direct approach: S U , V , N   N k B ln V  N k B ln U  k B ln f  N 
2
f
adiabatic quasistatic  isentropic Q0 U   W N k B T   PV
2 2/ f
f N k BT T f  Vi 
N k B T   V VT f /2
 const  
2 V Ti  V f 

Vf f 2 Vf
S  N k B ln  N k B ln 0
Vi 2 f Vi
adiabatic non-quasistatic
Vf
f Uf
S  N k B ln  N k B ln
Vi 2 Ui
V f  Vi f T f  Ti  Pi Vi  2 5 2 
 N kB      10  
 Vi 2 Ti  Ti 2 250 
105 Pa 10-3 m 3 10-2 1
  J/K
300K 300
V f 5 5
 10  2 U  W  2 J Ui  N k BTi  Pi Vi   105 Pa  10 -3 m 3  250 J
V 2 2 2
 2
P To calculate S, we can consider any quasistatic
 U = Q = 1J process that would bring the gas into the final state (S is
a state function). For example, along the red line that
coincides with the adiabata and then shoots straight up.
Let’s neglect small variations of T along this path ( U <<
U, so it won’t be a big mistake to assume T  const):
1
Q 2J  1J 1
S  0 (adiabata)    J/K
Vf Vi V T 300K 300

The entropy is created because it is an irreversible,

non-quasistatic compression.
2
P For any quasi-static path from 1 to 2, we must have the
same S. Let’s take another path – along the isotherm
 U = Q = 2J and then straight up:
Vf Vf
1 Pi Vi dV Pi Vi  V f 
isotherm: S 
T 
Vi
P (V ) dV 
T V V  T ln Vi 
i

1
Pi Vi x 105 Pa 10-3 m 3 10-2 1
   J/K
Vf Vi V T x 300K 300
“straight up”: U Q 2J 2
S     J/K
T T 300K 300
1 2 1
Total gain of entropy: S   J/K J/K  J/K
300 300 300
 The inverse process, sudden expansion of an ideal gas
(2 – 3) also generates entropy (adiabatic but not
2
P quasistatic). Neither heat nor work is transferred: W = Q
= 0 (we assume the whole process occurs rapidly enough
so that no heat flows in through the walls).

3 Because U is unchanged, T of the ideal gas is unchanged.

The final state is identical with the state that results from a
1 reversible isothermal expansion with the gas in thermal
equilibrium with a reservoir. The work done on the gas in
Vf Vi V the reversible expansion from volume Vf to Vi:
Vf
Wrev  N k BT ln
Vi

The work done on the gas is negative, the gas does positive work on the piston in an
amount equal to the heat transfer into the system
Qrev  Wrev V P V x 1
Qrev  Wrev  0 S    N k B ln i  i i  J/K
T T Vf Ti x 300

2
Thus, by going 1  2  3 , we will increase the gas entropy by S123  J/K
300
 Comment on State Functions

Q is an exact differential (S is a state function). Thus,

dS the factor 1/T converts Q into an exact differential.
T
U, S and V are the state functions, Q and W are not. Specifying an initial and final states
of a system does not fix the values of Q and W, we need to know the whole process
(the intermediate states). In math terms, Q and W are not exact differentials and we
need to use  instead of d for their increments. Analogy: in classical mechanics, if a force
is not conservative (e.g., friction), the initial and final positions do not determine the work,
the entire path must be specified.

y z(x1,y1)  a  Ax  x, y  dx  Ay  x, y  dy
- it is an exact differential if it is
the difference between the values of some (state) function
z(x2,y2) z(x,y) at these points:  a  z  x  dx, y  dy   z  x, y 
x Ax  x, y  Ay  x, y 
A necessary and sufficient condition for this: 
y x
If this condition z  x, y  z  x, y   z   z 
Ax  x, y   Ay  x, y   d z    dx    dy
holds: x y  x  y  y  x
f T 
e.g., for an ideal gas: Q  dU  PdV  Nk B  dT  dV  - cross derivatives
2 V  are not equal
 Entropy Change for Different Processes
The partial derivatives of S play very important roles because they determine
how much the entropy is affected when U, V and N change:

Type of Exchanged Governing Formula

interaction quantity variable

1  S 
thermal energy temperature  
T  U V , N

P  S 
mechanical volume pressure  
T  V U , N

chemical   S 
diffusive particles   
potential T  N U ,V

The last column provides the connection between statistical physics and
thermodynamics.
 To discuss the physical meaning of these
Temperature partial derivatives of S, let’s consider an
ideal gas isolated from the environment, and
consider two sub-systems, A and B,
UA , V A , N A UB , V B , N B separated by a membrane, which, initially, is
insulating, impermeable for gas molecules,
and fixed at a certain position. Thus, the
sub-systems are isolated from each other.
(We have already considered such a system
when we discussed T, but we want to
proceed with P and  )

Assume that the membrane becomes thermally conducting (allow exchange U while
V and N remain fixed). The system will evolve to the state of equilibrium that is
characterized by a maximum entropy. One of the sub-systems can increase its
energy only at the expense of the other sub-system, and it’s crucial that the sub-
system receiving energy increases its entropy more than the donor loses. Thus, the
sub-system with a larger S/U should
S AB S A S B S A S B
receive energy, and this process will continue     0
until SA/UA and SB/UB become the same: U A U A U A U A U B

This was our logic when - the energy should flow from
 S  1
we defined the stat.    higher T to lower T; in thermal
phys. temperature as:  U V , N T equilibrium, TA and TB should be
the same.
 Let’s now fix UA,NA and UB,NB , but allow V to
Mechanical Equilibrium vary (the membrane is insulating, impermeable
and Pressure for gas molecules, but its position is not fixed).
Following the same logic, spontaneous
“exchange of volume” between sub-systems
UA, VA, NA UB, VB, NB will drive the system towards mechanical
equilibrium (the membrane at rest). The
equilibrium macropartition should have the
largest (by far) multiplicity  (U, V) and entropy
S (U, V).
- the sub-system with a smaller volume-per-molecule
 S  P k N
    B (larger P at the same T) will have a larger S/V, it will
 V U , N T V expand at the expense of the other sub-system.
In mechanical S AB S A S B S A S B
    0
equilibrium: VA VA VA VA VB
S AB
S A S B
SA  VA   VB  
VA VB
SB
- the volume-per-molecule should be the same for
both sub-systems, or, if T is the same, P must be
VAeq VA
the same on both sides of the membrane.

The stat. phys. S  S   S 

P  T      /  
definition of pressure:
  V U , N   V U , N   U V , N
 The Equation(s) of State for an Ideal Gas

Ideal gas:  U ,V , N   g  N  V NU f N / 2
(fN degrees of freedom)

S U , V , N   N k B ln g  N  V U f / 2 
The “energy” equation of state (U  T):
1  S  f 1 f
   N kB U  N kB T
T  U V , N 2 U 2

The “pressure” equation of state (P  T):

 S  N kB
P T    T PV  N k BT
 V U , N V
- we have finally derived the equation of state of an ideal gas from first principles!
In other words, we can calculate the thermodynamic information for an isolated
system by counting all the accessible microstates as a function of N, V, and U.
 Problem: (all the processes are quasi-static)

(a) Calculate the entropy increase of an ideal gas in an isothermal process.

(b) Calculate the entropy increase of an ideal gas in an isochoric process.
(c) What is the process in which the entropy remains constant?

Q
You should be able to do this using (a) Sackur-Tetrode eq. and (b) d S 
T
f T  Q  f dT dV 
Q  dU  PdV  Nk B  dT  dV  dS   dU  PdV  Nk B   
2 V  T 2 T V 

 U , V , N   f  N  V NU f N / 2 
S  Nk B ln g  N VT f / 2 
Vf  f  Tf 
(a) S  Nk B ln  (b) S  Nk B ln 
 Vi  2  Ti 

(c) S  0  VT f / 2  const VT  1  const

a quasistatic adiabatic process
Q  0 an adiabatic process
= an isentropic process

Diffusive Equilibrium
and Chemical Potential
Let’s fix VA and VB (the membrane’s position is
fixed), but assume that the membrane becomes
permeable for gas molecules (exchange of both
U and N between the sub-systems, the
molecules in A and B are the same ).

For sub-systems in  S AB   S AB 
UA, VA, SA UB, VB, SB   0   0
diffusive equilibrium:  U A V A , N A  N A U A , VA

 S A  SB  S  
   
 N A  NB  N U ,V T
S
In equilibrium, TA  TB  A  B
NA
 S  - the chemical
  T  
 N U ,V potential
UA

Sign “-”: out of equilibrium, the system with the larger S/N will get more
particles. In other words, particles will flow from from a high  /T to a low  /T.
  U 
Chemical Potential: examples    
  N V , S
Einstein solid: consider a small one, with N = 3 and q = 3.

 ( N  3, q  3) 
 q  N  1 !  10 S ( N  3, q  3)  k B ln 10
q !( N  1) !
let’s add one more oscillator: S ( N  4, q  3)  k B ln 20
 U  1  To keep dS = 0, we need to decrease the
     dS  dU  d N
  N S T T energy, by subtracting one energy quantum.
 U 
Thus, for this system      
  N S
   4  m 3 / 2  5 
Monatomic ideal gas: S ( N ,V ,U )  N k B ln V  2
U    ln N  
5/ 2

   3h   2 

 S   V  2 m  
3/ 2
 VT 3 / 2 
  T     k BT ln   2 k BT     k BT ln  g  m  
 N U ,V  N  h    N 

At normal T and P, ln(...) > 0, and  < 0 (e.g., for He,  ~ - 5·10-20 J ~ - 0.3 eV.

Sign “-”: usually, by adding particles to the system, we increase its entropy.
To keep dS = 0, we need to subtract some energy, thus U is negative.
 The Quantum Concentration
 V  2 m 
3/ 2
   h 2

3/ 2
  h3 P 
   k BT ln   2 k BT    k BT ln n    k BT ln  
 5/ 2 
  2  mk BT     2m   k BT  
3/ 2
 N  h  

n=N/V – the concentration of molecules
0
when n
The chemical potential increases with the density of the gas or with increases
its pressure. Thus, the molecules will flow from regions of high 
density to regions of lower density or from regions of high pressure
to those of low pressure .
  h 2

3/ 2
  n 
  k BT ln n 
   k BT ln  when n  nQ,   0
  2  mk BT   n 
 Q
3/ 2 - the so-called quantum concentration (one particle per
 2 m 
nQ   2 k BT  cube of side equal to the thermal de Broglie wavelength).
 h  When nQ >> n, the gas is in the classical regime.
3/ 2
h h 1  mk BT 
dB   nQ   
dB
3 2
p mk BT  h 
At T=300K, P=105 Pa , n << nQ. When n  nQ, the quantum statistics comes into play.
 Ideal Gas in a Gravitational Field
Pr. 3.37. Consider a monatomic ideal gas at a height z above sea level, so each
molecule has potential energy mgz in addition to its kinetic energy. Assuming that
the atmosphere is isothermal (not quite right), find  and re-derive the barometric
equation.

note that the U that appears in the Sackur-Tetrode

U  U kin  Nmgz equation represents only the kinetic energy
d U  T d S  P dV   d N

 dU   V  2 m  
3/ 2

      ( z  0)  mgz   k BT ln   2 k BT    mgz
 d N  S ,V  N  h  

In equilibrium, the two chemical potentials must be equal:

 V  2 m  
3/ 2
 V  2 m  
3/ 2

 k BT ln   2 k BT    mgz   k BT ln   2 k BT  
 N ( z )  h    N (0)  h  
mgz

k BT ln N ( z )  mgz  k BT ln N (0) N ( z )  N (0)e k BT
 S and CP
Q  T d S - this is a useful result that removes the restriction of constant volume.
Tf

For P = const processes, Q = CPdT   S  P   CP dT

Ti
T

Pr. 3.29. Sketch a graph of the entropy of H20 as a function of T at P = const.

 S  P  C P dT 
 S 

C
  P
S
T  T  P T

At T 0, the graph goes to 0 with zero slope. After

initial fast increase of the slope, the rate of the S
increase slows down (CP – almost const). When
solid melts, there is a large S at T = const, ice water vapor
another jump – at liquid–gas phase transformation.
“Curving down” in both liquid and gas phases –
because CP  const.

T
 Future Directions
Although the microcanonical ensemble is conceptually simple, it is not the
most practical ensemble. The major problem is that we must specify U -
isolated systems are very difficult to realize experimentally, and T rather
than U is a more natural independent variable.

Ensemble Macrostate Probability Thermodynamics

micro- U, V, N 1
canonical Pn  S U ,V , N   k B ln 
(T fluctuates) 

En

canonical
T, V, N 1  kB T
Pn  e F  T , V , N    k B T ln Z
(U fluctuates) Z

 En   N n 
U, V, 
grand 1 
Pn  e kB T   T , V ,    k B T ln Z
canonical (N fluctuates) Z