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ANINTRODUCTIONTOSTATISTICALMECHANICS ANDTHERMODYNAMICS

AnIntroductiontoStatisticalMechanics andThermodynamics

SecondEdition

GreatClarendonStreet,Oxford,OX26DP, UnitedKingdom

OxfordUniversityPressisadepartmentoftheUniversityofOxford. ItfurtherstheUniversity’sobjectiveofexcellenceinresearch,scholarship, andeducationbypublishingworldwide.Oxfordisaregisteredtrademarkof OxfordUniversityPressintheUKandincertainothercountries

©RobertH.Swendsen2020

Themoralrightsoftheauthorhavebeenasserted

FirstEditionpublishedin2012 SecondEditionpublishedin2020

Impression:1

Allrightsreserved.Nopartofthispublicationmaybereproduced,storedin aretrievalsystem,ortransmitted,inanyformorbyanymeans,withoutthe priorpermissioninwritingofOxfordUniversityPress,orasexpresslypermitted bylaw,bylicenceorundertermsagreedwiththeappropriatereprographics rightsorganization.Enquiriesconcerningreproductionoutsidethescopeofthe aboveshouldbesenttotheRightsDepartment,OxfordUniversityPress,atthe addressabove

Youmustnotcirculatethisworkinanyotherform andyoumustimposethissameconditiononanyacquirer

PublishedintheUnitedStatesofAmericabyOxfordUniversityPress 198MadisonAvenue,NewYork,NY10016,UnitedStatesofAmerica

BritishLibraryCataloguinginPublicationData Dataavailable

LibraryofCongressControlNumber:2019945687

ISBN978–0–19–885323–7

DOI:10.1093/oso/9780198853237.001.0001

Printedandboundby CPIGroup(UK)Ltd,Croydon,CR04YY

LinkstothirdpartywebsitesareprovidedbyOxfordingoodfaithand forinformationonly.Oxforddisclaimsanyresponsibilityforthematerials containedinanythirdpartywebsitereferencedinthiswork.

TothememoryofHerbertB.Callen,physicistandmentor, andtomywife,RobertaL.Klatzky, withoutwhomthisbookcouldneverhavebeenwritten.

PrefacetotheSecondEdition

Inpreparingtowritetheprefacetothesecondeditionofthisbook,Irealizedanewmy debttotheworkofHerbertB.Callen.Hewasnotonlymythesisadvisorandmyfriend, butitwasthroughhisteachingandhisbookonthermodynamicsthatIfirstunderstood thesubjectinanydepth.Itakethisopportunityonceagaintoacknowledgehowmuch hispedagogyandadvicehavemeanttomywork.

Thepostulationalapproachtothermodynamics,whichisprimarilybasedonhiswork andthatofhisthesisadvisor,LászlóTisza,providesaclearbasisforthetheory.Itisnot difficulttounderstandbutcanseemratherabstractwhenfirstencounteredasastudent–as,indeed,itdidtomemanyyearsago.Manyprofessorshavetoldmethattheythought thatCallen’sbookwastoodauntingtogivetotheirstudents,butthatitwasthebookthat theyconsultedforthermodynamics.

PartIofmybookoriginatedasanintroductiontoCallen’s Thermodynamics inmy teaching.OnedifficultythatIhadfoundasastudentwasthatCallen’sbookstarted offpresentingentropyandthepostulatesofthermodynamicsinthefirstchapter,and temperatureasapartialderivativeoftheentropyinthesecondchapter.Ihadonlya vagueideaatthetimeofwhattheentropywas,anditspartialderivativewithrespectto energywasacompletemystery.Ihavetriedtoavoidthisdifficultyinmyownteachingof thermodynamicsbypresentingthestudentswithanexplicitcalculationoftheentropyof aclassicalidealgas.Allassumptionsarestated,andallmathematicsisexplained.Ifelt–andmystudentsgenerallyagreed–thattheywerethenreadytounderstandCallen’s postulates.

PartIIdevelopedfrommynotesforteachingfromCallen’stextbook.Ifoundthat whiletheideasinCallen’spostulatesprovidedagreatfoundationforthermodynamics, theirspecificformwaslessthanideal.Forthefirsteditionofthisbook,Iseparatedthem intosixnewpostulates,eachofwhichexpressedaseparateidea.Ialsogeneralizedthe postulatestoincludenon-homogeneoussystems.

IgaveanexplicitguidetotheuseofJacobiansinderivingthermodynamicidentities, whichIhavenotfoundanywhereelse,butwhichmystudentshavefoundtobeeasyto apply.CallenmentionedJacobiansinhisfirstedition,butnotinhissecond.Similarly, IsimplifiedthederivationofMaxwellrelations,withtheresultthatmystudentshave regardedthem(correctly)asbeingeasytoderive.

Ialsogaveanexplicitderivationofthestabilitycriteriaforsecondpartialderivatives withrespecttointensivevariablesbecausemanystudentshaddifficultywiththem.

PartsIII(classicalstatisticalmechanics)andIV(quantumstatisticalmechanics)used computercalculationsextensively.Theyallowedmanycalculationstobecarriedout explicitly.Ifirmlybelievethatthefutureofphysicswillrelyheavilyonthecomputer, andIthinkthatcomputationiscurrentlybeingneglectedinuniversitycurricula.

ThesecondeditionhascomeintobeingbecauseIhavediscoveredhowtoclarifythe presentationofmanyofthecentralconcepts,especiallyinthederivationoftheentropy inPart1.Alongtheway,Ihavecorrectedasignificantnumberoftypographicalerrors.

InPartI,Chapters4and6,Ihavemoreclearlydistinguishedgenericvariables fromvariablesdescribingparticularsystemsusedinderivations.Mypreviouslabeling conventiondidnotcauseanyproblemsintheclassesItaught,butithascausedconfusion withsomereaders.Ihavealsogeneralizedthederivationoftheentropyfromtreatingonly twosystemsatatimetoderivingtheentropysimultaneouslyforallsystemsthatmight interact.

Inthesecondedition,Ihaveagainchangedthelistofpostulatestoincludethe possibilityofnegativetemperatures.Callenhadmentionednegativetemperaturesinhis book,buthadexcludedthemintheinterestofsimplicity.

InChapter11,IhaveexpandedthereviewoftheCarnotcyclewithtwonew illustrations.Thischapternowalsocontainsadiscussionofnegativetemperatures,and howtheyaffecttheanalysisofheatengines.

MassieufunctionswerementionedbyCallen,butnotdeveloped.Ididthesamein thefirstedition.IhaveexpandedthetreatmentofMassieufunctionsinChapter12, afterrealizingthattheyaremuchmoreusefulthanIhadpreviouslythought.Theyare essentialwhenconsideringnegativetemperaturesbecausethecorrespondingentropyis notmonotonic.

ThediscussionoftheNernstPostulate(ThirdLawofThermodynamics)in Chapter18includesadiscussionofwhyzerotemperaturewouldnotbepossibleto attainifclassicalmechanicswerevalidinsteadofquantummechanics.Infact,itwould be more difficulttoattainverylowtemperaturesiftheNernstPostulatewerenotvalid.

Anewchapter(Chapter21)hasbeenaddedtodiscusstheconsequencesofincluding thewidthsoftheenergyandparticle-numberdistributionsinthecalculationofthe entropy.Itisbothamorerealisticassumptionandgivesbetterexpressionsfortheentropy. Theseresultsarebasedonnewworksincethepublicationofthefirsteditionofthisbook.

InChapters28onBose-Einsteinstatisticsand29onFermi-Diracstatistics,I’ve introducednumericalcalculationsbasedonworkwithaformerstudent,TysonPrice. ThenumericalresultsshowmanyofthethermalpropertiesofBoseandFermigases moreclearlyandsimplythanwouldbepossiblewithanalyticcalculationsalone.

TheIndexhasbeenthoroughlyupdatedandexpanded.

Myrecommendationsforaprogramminglanguagetouseforthecomputational problemshavechanged.IstilladvocatetheuseofPython,althoughnotVPython.Ihave foundthatplotsusingMatPlotLibaremuchbetter,aswellasbeingeasierforstudents (andprofessors)toprogram.Ontheotherhand,Ihavefoundthatstudentspreferthe freedomtouseawidevarietyofprogramminglanguages,andIhaveneverinsistedthat theyusePython.

Iwouldliketothankmycolleagues,MarkusDesernoandMichaelWidom,fortheir helpfulcommentsbasedontheirownexperiencesfromusingmybooktoteachboth undergraduateandgraduatecoursesinthermalphysics.

Iwouldalsoliketothankmyformerstudents,WilliamGriffin,LachlanLancaster, andMichaelMatty,fortheircontributionstosomeoftheresultspresentedhere.Iwould

PrefacetotheSecondEdition

especiallyliketothankMichaelMattyforhisextensiveconstructivecriticismofthetext andhiscontributionstomyclass.Finally,IwouldliketothankKarpurShuklaformany usefulconversations.

Asinthefirstpreface,Iwouldliketothankmywife,RobertaL.Klatzky,forher unwaveringsupport.

Pittsburgh,April2019

PrefacetotheFirstEdition

HabeMuthdichdeineseigenenVerstandeszubedienen. (Havethecouragetothinkforyourself.)

ImmanuelKant,in BeantwortungderFrage:WasistAufklärung?

Thedisciplinesofstatisticalmechanicsandthermodynamicsareverycloselyrelated, althoughtheirhistoricalrootsareseparate.Thefoundersofthermodynamicsdeveloped theirtheorieswithouttheadvantageofcontemporaryunderstandingoftheatomic structureofmatter.Statisticalmechanics,whichisbuiltonthisunderstanding,makes predictionsofsystembehaviorthatleadtothermodynamicrules.Inotherwords, statisticalmechanicsisaconceptualprecursortothermodynamics,althoughitisa historicallatecomer.

Unfortunately,despitetheirtheoreticalconnection,statisticalmechanicsandthermodynamicsareoftentaughtasseparatefieldsofstudy.Evenworse,thermodynamicsis usuallytaughtfirst,forthedubiousreasonthatitisolderthanstatisticalmechanics.All toooftentheresultisthatstudentsregardthermodynamicsasasetofhighlyabstract mathematicalrelationships,thesignificanceofwhichisnotclear.

Thisbookisanefforttorectifythesituation.Itpresentsthetwocomplementary aspectsofthermalphysicsasacoherenttheoryofthepropertiesofmatter.Myintention isthatafterworkingthroughthistextastudentwillhavesolidfoundationsinboth statisticalmechanicsandthermodynamicsthatwillprovidedirectaccesstomodern research.

GuidingPrinciples

InwritingthisbookIhavebeenguidedbyanumberofprinciples,onlysomeofwhich aresharedbyothertextbooksinstatisticalmechanicsandthermodynamics.

• Ihavewrittenthisbookforstudents,notprofessors.Manythingsthatexpertsmight takeforgrantedareexplainedexplicitly.Indeed,studentcontributionshavebeen essentialinconstructingclearexplanationsthatdonotleaveout‘obvious’stepsthat canbepuzzlingtosomeonenewtothismaterial.

• Thegoalofthebookistoprovidethestudentwithconceptualunderstanding,and theproblemsaredesignedintheserviceofthisgoal.Theyarequitechallenging, butthechallengesareprimarilyconceptualratherthanalgebraicorcomputational.

• Ibelievethatstudentsshouldhavetheopportunitytoprogrammodelsthemselves andobservehowthemodelsbehaveunderdifferentconditions.Therefore,the problemsincludeextensiveuseofcomputation.

• Thebookisintendedtobeaccessibletostudentsatdifferentlevelsofpreparation. Idonotmakeadistinctionbetweenteachingthematerialattheadvancedundergraduateandgraduatelevels,andindeed,Ihavetaughtsuchacoursemanytimes usingthesameapproachandmuchofthesamematerialforbothgroups.Asthe mathematicsisentirelyself-contained,studentscanmasterallofthematerialeven iftheirmathematicalpreparationhassomegaps.Graduatestudentswithprevious coursesonthesetopicsshouldbeabletousethebookwithself-studytomakeup foranygapsintheirtraining.

• Afterworkingthroughthistext,astudentshouldbewellpreparedtocontinuewith morespecializedtopicsinthermodynamics,statisticalmechanics,andcondensedmatterphysics.

PedagogicalPrinciples

Theover-archinggoalsdescribedaboveresultinsomeuniquefeaturesofmyapproach totheteachingofstatisticalmechanicsandthermodynamics,whichIthinkmeritspecific mention.

TeachingStatisticalMechanics

• Thebookbeginswith classical statisticalmechanicstopostponethecomplications ofquantummeasurementuntilthebasicideasareestablished.

• Ihavedefinedensemblesintermsofprobabilities,inkeepingwithBoltzmann’s vision.Inparticular,thediscussionofstatisticalmechanicsisbasedonBoltzmann’s 1877definitionofentropy.Thisisnotthedefinitionusuallyfoundintextbooks,but whatheactuallywrote.TheuseofBoltzmann’sdefinitionisoneofthekeyfeatures ofthebookthatenablesstudentstoobtainadeepunderstandingofthefoundations ofbothstatisticalmechanicsandthermodynamics.

• Aself-containeddiscussionofprobabilitytheoryispresentedforbothdiscreteand continuousrandomvariables,includingallmaterialneededtounderstandbasic statisticalmechanics.Thismaterialwouldbesuperfluousifthephysicscurriculum weretoincludeacourseinprobabilitytheory,butunfortunately,thatisnotusually thecase.(Acourseinstatisticswouldalsobeveryvaluableforphysicsstudents— butthatisanotherstory.)

• Diracdeltafunctionsareusedtoformulatethetheoryofcontinuousrandom variables,aswellastosimplifythederivationsofdensitiesofstates.Thisisnot thewaymathematicianstendtointroduceprobabilitydensities,butIbelievethatit isbyfarthemostusefulapproachforscientists.

• Entropyispresentedasalogicalconsequenceofapplyingprobabilitytheoryto systemscontainingalargenumberofparticles,insteadofjustanequationtobe memorized.

• Theentropyoftheclassicalidealgasisderivedindetail.Thisprovidesan explicitexampleofanentropyfunctionthatexhibitsallthepropertiespostulated inthermodynamics.Theexampleissimpleenoughtogiveeverydetailofthe derivationofthermodynamicpropertiesfromstatisticalmechanics.

• ThebookincludesanexplanationofGibbs’paradox—whichisnotreallyparadoxicalwhenyoubeginwithBoltzmann’s1877definitionoftheentropy.

• Theapparentcontradictionbetweenobservedirreversibilityandtime-reversalinvariantequationsofmotionisexplained.Ibelievethatthisfillsanimportantgap inastudent’sappreciationofhowadescriptionofmacroscopicphenomenacan arisefromstatisticalprinciples.

TeachingThermodynamics

• ThefourfundamentalpostulatesofthermodynamicsproposedbyCallenhavebeen reformulated.Theresultisasetofsixthermodynamicpostulates,sequencedsoas tobuildconceptualunderstanding.

• Jacobiansareusedtosimplifythederivationofthermodynamicidentities.

• Thethermodynamiclimitisdiscussed,butthevalidityofthermodynamicsand statisticalmechanicsdoesnotrelyontakingthelimitofinfinitesize.Thisis importantifthermodynamicsistobeappliedtorealsystems,butissometimes neglectedintextbooks.

• Mytreatmentincludesthermodynamicsofnon-extensivesystems.Thisallowsme toincludedescriptionsofsystemswithsurfacesandsystemsenclosedincontainers.

OrganizationandContent

TheprinciplesIhavedescribedaboveleadmetoanorganizationforthebookthat isquitedifferentfromwhathasbecomethenorm.Aswasstatedabove,whilemost textsonthermalphysicsbeginwiththermodynamicsforhistoricalreasons,Ithinkit isfarpreferablefromtheperspectiveofpedagogytobeginwithstatisticalmechanics, includinganintroductiontothosepartsofprobabilitytheorythatareessentialto statisticalmechanics.

Topostponetheconceptualproblemsassociatedwithquantummeasurement,the initialdiscussionofstatisticalmechanicsinPartIislimitedtoclassicalsystems.The entropyoftheclassicalidealgasisderivedindetail,withaclearjustificationforeverystep. AcrucialaspectoftheexplanationandderivationoftheentropyistheuseofBoltzmann’s 1877definition,whichrelatesentropytotheprobabilityofamacroscopicstate.This definitionprovidesasolid,intuitiveunderstandingofwhatentropyisallabout.Itismy experiencethatafterstudentshaveseenthederivationoftheentropyoftheclassical

idealgas,theyimmediatelyunderstandthepostulatesofthermodynamics,sincethose postulatessimplycodifypropertiesthattheyhavederivedexplicitlyforaspecialcase.

ThetreatmentofstatisticalmechanicspavesthewaytothedevelopmentofthermodynamicsinPartII.WhilethisdevelopmentislargelybasedontheclassicworkbyHerbert Callen(whowasmythesisadvisor),therearesignificantdifferences.Perhapsthemost importantisthatIhavereliedentirelyonJacobianstoderivethermodynamicidentities. Insteadofregardingsuchderivationswithdread—asIdidwhenIfirstencountered them—mystudentstendtoregardthemasstraightforwardandrathereasy.There arealsoseveralotherchangesinemphasis,suchasaclarificationofthepostulatesof thermodynamicsandtheinclusionofnon-extensivesystems;thatis,finitesystemsthat havesurfacesorareenclosedincontainers.

PartIIIreturnstoclassicalstatisticalmechanicsanddevelopsthegeneraltheory directly,insteadofusingthecommonroundaboutapproachoftakingtheclassicallimit ofquantumstatisticalmechanics.Achapterisdevotedtoadiscussionoftheapparent paradoxesbetweenmicroscopicreversibilityandmacroscopicirreversibility.

PartIVpresentsquantumstatisticalmechanics.Thedevelopmentbeginsbyconsideringaprobabilitydistributionoverallquantumstates,insteadofthecommon adhoc restrictiontoeigenstates.Inadditiontothebasicconcepts,itcoversblack-bodyradiation, theharmoniccrystal,andbothBoseandFermigases.Becauseoftheirpracticaland theoreticalimportance,thereisaseparatechapteroninsulatorsandsemiconductors. ThefinalchapterintroducestheIsingmodelofmagneticphasetransitions.

Thebookcontainsaboutahundredmulti-partproblemsthatshouldbeconsideredas partofthetext.Inkeepingwiththelevelofthetext,theproblemsarefairlychallenging, andanefforthasbeenmadetoavoid‘plugandchug’assignments.Thechallengesinthe problemsaremainlyduetotheprobingofessentialconcepts,ratherthanmathematical complexities.Acompletesetofsolutionstotheproblemsisavailablefromthepublisher.

Severaloftheproblems,especiallyinthechaptersonprobability,relyoncomputer simulationstoleadstudentstoadeeperunderstanding.InthepastIhavesuggested thatmystudentsusetheC++programminglanguage,butforthelasttwoyearsIhave switchedtoVPythonforitssimplicityandtheeasewithwhichitgeneratesgraphs.An introductiontothebasicfeaturesofVPythonisgivenininAppendixA.Mostofmy studentshaveusedVPython,butasignificantfractionhavechosentouseadifferent language—usuallyJava,C,orC++.Ihavenotencounteredanydifficultieswithallowing studentstousetheprogramminglanguageoftheirchoice.

TwoSemestersorOne?

Thepresentationofthematerialinthisbookisbasedprimarilyonatwo-semester undergraduatecourseinthermalphysicsthatIhavetaughtseveraltimesatCarnegie MellonUniversity.Sincetwo-semesterundergraduatecoursesinthermalphysicsare ratherunusual,itsexistenceatCarnegieMellonforseveraldecadesmightberegarded assurprising.Inmyopinion,itshouldbethenorm.Althoughitwasquitereasonable toteachtwosemestersofclassicalmechanicsandonesemesterofthermodynamicsto

PrefacetotheFirstEdition xv undergraduatesinthenineteenthcentury—thedevelopmentofstatisticalmechanicswas justbeginning—itisnotreasonableinthetwenty-firstcentury.

However,evenatCarnegieMellononlythefirstsemesterofthermalphysicsis required.Allphysicsmajorstakethefirstsemester,andabouthalfcontinueontothe secondsemester,accompaniedbyafewstudentsfromotherdepartments.WhenI teachthecourse,thefirstsemestercoversthefirsttwopartsofthebook(Chapters1 through18),plusanoverviewofclassicalcanonicalensembles(Chapter18)and quantumcanonicalensembles(Chapter22).Thisgivesthestudentsanintroduction tostatisticalmechanicsandaratherthoroughknowledgeofthermodynamics,evenif theydonottakethesecondsemester.

Itisalsopossibletoteachaone-semestercourseinthermalphysicsfromthisbook usingdifferentchoicesofmaterial.Forexample:

• Ifthestudentshaveastrongbackgroundinprobabilitytheory(whichis,unfortunately,fairlyrare),Chapters3and5mightbeskippedtoincludemorematerialin PartsIIIandIV.

• Ifitisdecidedthatstudentsneedabroaderexposuretostatisticalmechanics,but thatalessdetailedstudyofthermodynamicsissufficient,Chapters14through17 couldbeskimmedtohavetimetostudyselectedchaptersinPartsIIIandIV.

• Ifthestudentshavealreadyhadathermodynamicscourse(althoughIdonot recommendthiscoursesequence),PartIIcouldbeskippedentirely.However,even ifthischoiceismade,studentsmightstillfindChapters9to18usefulforreview.

OnepossibilitythatIdonotrecommendwouldbetoskipthecomputationalmaterial. Iamstronglyoftheopinionthattheundergraduatephysicscurriculaatmostuniversities stillcontaintoolittleinstructioninthecomputationalmethodsthatstudentswillneedin theircareers.

Acknowledgments

ThisbookwasoriginallyintendedasaresourceformystudentsinThermalPhysics I(33–341)andThermalPhysicsII(33–342)atCarnegieMellonUniversity.Inan importantsense,thosestudentsturnedouttobeessentialcollaboratorsinitsproduction. Iwouldliketothankthemanystudentsfromthesecoursesfortheirgreathelpin suggestingimprovementsandcorrectingerrorsinthetext.Allofmystudentshave madeimportantcontributions.Evenso,Iwouldliketomentionexplicitlythefollowing students:MichaelAlexovich,DimitryAyzenberg,ConroyBaltzell,AnthonyBartolotta, AlexandraBeck,DavidBemiller,AlonzoBenavides,SarahBenjamin,JohnBriguglio, ColemanBroaddus,MattBuchovecky,LukeCeurvorst,JenniferChu,KuntingChua, CharlesWesleyCowan,CharlesdelasCasas,MatthewDaily,BrentDriscoll,Luke Durback,AlexanderEdelman,BenjaminEllison,DanielleFisher,EmilyGehrels,Yelena Goryunova,BenjaminGreer,NilsGuillermin,AsadHasan,AaronHenley,Maxwell

Hutchinson,AndrewJohnson,AgnieszkaKalinowski,PatrickKane,KamranKarimi, JoshuaKeller,DeenaKim,AndrewKojzar,RebeccaKrall,VikramKulkarni,Avishek Kumar,AnastasiaKurnikova,ThomasLambert,GrantLee,RobertLee,JonathanLong, SeanLubner,AlanLudin,FlorenceLui,ChristopherMagnollay,AlexMarakov,Natalie Mark,JamesMcGee,AndrewMcKinnie,JonathanMichel,CoreyMontella,Javier Novales,KenjiOman,JustinPerry,StephenPoniatowicz,ThomasPrag,AlisaRachubo, MohitRaghunathan,PeterRalli,AnthonyRice,SvetlanaRomanova,ArielRosenburg, MatthewRowe,KaitlynSchwalje,OmarShams,GabriellaShepard,KarpurShukla, StephenSigda,MichaelSimms,NicholasSteele,CharlesSwanson,ShaunSwanson, BrianTabata,LikunTan,JoshuaTepper,KevinTian,EricTurner,JosephVukovich, JoshuaWatzman,AndrewWesson,JustinWinokur,NanfeiYan,AndrewYeager,Brian Zakrzewski,andYuriyZubovski.Someofthesestudentsmadeparticularlyimportant contributions,forwhichIhavethankedthempersonally.Mystudents’encouragement andsuggestionshavebeenessentialinwritingthisbook.

YutaroIiyamaandMariliaCabralDoRegoBarroshavebothassistedwiththegrading ofThermalPhysicscourses,andhavemadeveryvaluablecorrectionsandsuggestions.

ThelaststagesinfinishingthemanuscriptwereaccomplishedwhileIwasaguestat theInstituteofStatisticalandBiologicalPhysicsattheLudwig-Maximilians-Universität, Munich,Germany.IwouldliketothankProf.Dr.ErwinFreyandtheothermembersof theInstitutefortheirgracioushospitality.

Throughoutthisproject,thesupportandencouragementofmyfriendsandcolleagues HarveyGouldandJanTobochnikhavebeengreatlyappreciated.

IwouldalsoliketothankmygoodfriendLawrenceErlbaum,whoseadviceand supporthavemadeanenormousdifferenceinnavigatingtheprocessofpublishinga book.

Finally,Iwouldliketothankmywife,Roberta(Bobby)Klatzky,whosecontributions arebeyondcount.Icouldnothavewrittenthisbookwithoutherlovingencouragement, sageadvice,andrelentlesshonesty.

Mythesisadvisor,HerbertCallen,firsttaughtmethatstatisticalmechanicsand thermodynamicsarefascinatingsubjects.Ihopeyoucometoenjoythemasmuchas Ido.

RobertH.Swendsen Pittsburgh,January2011

1Introduction 1

1.1ThermalPhysics1

1.2WhataretheQuestions?2 1.3History2

1.4BasicConceptsandAssumptions4 1.5PlanoftheBook6

PartIEntropy

2TheClassicalIdealGas 11

2.1IdealGas11

2.2PhaseSpaceofaClassicalGas12

2.3Distinguishability13

2.4ProbabilityTheory13

2.5Boltzmann’sDefinitionoftheEntropy14

2.6 S = k log W 14

2.7IndependenceofPositionsandMomenta15 2.8RoadMapforPartI15 3DiscreteProbabilityTheory 16

3.1WhatisProbability?16

3.2DiscreteRandomVariablesandProbabilities18

3.3ProbabilityTheoryforMultipleRandomVariables19

3.4RandomNumbersandFunctionsofRandomVariables21

3.5Mean,Variance,andStandardDeviation24

3.6CorrelationFunction25

3.7SetsofIndependentRandomNumbers25

3.8BinomialDistribution27

3.9GaussianApproximationtotheBinomialDistribution29

3.10ADigressiononGaussianIntegrals30

3.11Stirling’sApproximationfor N ! 31

3.12BinomialDistributionwithStirling’sApproximation34

3.13MultinomialDistribution35 3.14Problems36

4TheClassicalIdealGas:ConfigurationalEntropy 43

4.1SeparationofEntropyintoTwoParts43

4.2ProbabilityDistributionofParticles44

4.3DistributionofParticlesbetweenTwoIsolatedSystemsthatwere PreviouslyinEquilibrium45

4.4ConsequencesoftheBinomialDistribution46

4.5ActualNumberversusAverageNumber47

4.6The‘ThermodynamicLimit’48

4.7ProbabilityandEntropy48

4.8TheGeneralizationto M ≥ 2Systems51

4.9AnAnalyticApproximationfortheConfigurationalEntropy52 4.10Problems53

5ContinuousRandomNumbers 54

5.1ContinuousDiceandProbabilityDensities54

5.2ProbabilityDensities55

5.3DiracDeltaFunctions57

5.4TransformationsofContinuousRandomVariables61

5.5Bayes’Theorem63

5.6Problems65

6TheClassicalIdealGas:EnergyDependenceofEntropy 70

6.1DistributionfortheEnergybetweenTwoSubsystems70

6.2Evaluationof p 72

6.3DistributionofEnergybetweenTwoIsolatedSubsystemsthatwere PreviouslyinEquilibrium75

6.4ProbabilityDistributionforLarge N 76

6.5TheLogarithmoftheProbabilityDistributionandthe Energy-DependentTermsintheEntropy78

6.6TheGeneralizationto M ≥ 2systems79

7ClassicalGases:IdealandOtherwise 81

7.1EntropyofaCompositeSystemofClassicalIdealGases81

7.2EquilibriumConditionsfortheIdealGas82

7.3TheVolume-DependenceoftheEntropy85

7.4AsymmetricPistons87

7.5IndistinguishableParticles87

7.6EntropyofaCompositeSystemofInteractingParticles89

7.7TheSecondLawofThermodynamics95

7.8EquilibriumbetweenSubsystems95

7.9TheZerothLawofThermodynamics97 7.10Problems97

8Temperature,Pressure,ChemicalPotential,andAllThat 99

8.1ThermalEquilibrium99

8.2WhatdoweMeanby‘Temperature’?100

8.3DerivationoftheIdealGasLaw101

8.4TemperatureScales105

8.5ThePressureandtheEntropy106

8.6TheTemperatureandtheEntropy106

8.7EquilibriumwithAsymmetricPistons,Revisited107

8.8TheEntropyandtheChemicalPotential108

8.9TheFundamentalRelationandEquationsofState109

8.10TheDifferentialFormoftheFundamentalRelation109

8.11ThermometersandPressureGauges110

8.12Reservoirs110

8.13Problems111

PartIIThermodynamics

9ThePostulatesandLawsofThermodynamics 115

9.1ThermalPhysics115

9.2MicroscopicandMacroscopicStates117

9.3MacroscopicEquilibriumStates117

9.4StateFunctions118

9.5PropertiesandDescriptions118

9.6TheEssentialPostulatesofThermodynamics118

9.7OptionalPostulatesofThermodynamics120

9.8TheLawsofThermodynamics123

10PerturbationsofThermodynamicStateFunctions 124

10.1SmallChangesinStateFunctions124

10.2ConservationofEnergy125

10.3MathematicalDigressiononExactandInexactDifferentials125

10.4ConservationofEnergyRevisited128

10.5AnEquationtoRemember129

10.6Problems130

11ThermodynamicProcesses 132

11.1Irreversible,Reversible,andQuasi-StaticProcesses132 11.2HeatEngines133

11.3MaximumEfficiency135 11.4RefrigeratorsandAirConditioners136 11.5HeatPumps137

11.6TheCarnotCycle137 11.7AlternativeFormulationsoftheSecondLaw139 11.8PositiveandNegativeTemperatures140 11.9Problems146

12ThermodynamicPotentials 148

12.1MathematicalDigression:TheLegendreTransform148

12.2HelmholtzFreeEnergy152

12.3Enthalpy153 12.4GibbsFreeEnergy155

12.5OtherThermodynamicPotentials155 12.6MassieuFunctions156 12.7SummaryofLegendreTransforms156 12.8Problems157

13TheConsequencesofExtensivity 159

13.1TheEulerEquation160 13.2TheGibbs–DuhemRelation161 13.3ReconstructingtheFundamentalRelation162 13.4ThermodynamicPotentials163

14ThermodynamicIdentities 165

14.1SmallChangesandPartialDerivatives165 14.2AWarningaboutPartialDerivatives165 14.3FirstandSecondDerivatives166 14.4StandardSetofSecondDerivatives168 14.5MaxwellRelations169 14.6ManipulatingPartialDerivatives170 14.7WorkingwithJacobians174 14.8ExamplesofIdentityDerivations176 14.9GeneralStrategy179 14.10Problems180

15ExtremumPrinciples 184

15.1EnergyMinimumPrinciple185

15.2MinimumPrinciplefortheHelmholtzFreeEnergy188

15.3MinimumPrinciplefortheEnthalpy190 15.4MinimumPrinciplefortheGibbsFreeEnergy191

15.5Exergy192

15.6MaximumPrincipleforMassieuFunctions193 15.7Summary194 15.8Problems194

16StabilityConditions 195

16.1IntrinsicStability195

16.2StabilityCriteriabasedontheEnergyMinimumPrinciple196

16.3StabilityCriteriabasedontheHelmholtzFreeEnergyMinimum Principle199

16.4StabilityCriteriabasedontheEnthalpyMinimizationPrinciple200

16.5InequalitiesforCompressibilitiesandSpecificHeats201 16.6OtherStabilityCriteria201 16.7Problems203

17PhaseTransitions 205

17.1ThevanderWaalsFluid206 17.2DerivationofthevanderWaalsEquation206 17.3BehaviorofthevanderWaalsFluid207 17.4Instabilities208

17.5TheLiquid–GasPhaseTransition210 17.6MaxwellConstruction212 17.7CoexistentPhases212 17.8PhaseDiagram213 17.9HelmholtzFreeEnergy214 17.10LatentHeat216

17.11TheClausius–ClapeyronEquation217 17.12Gibbs’PhaseRule218 17.13Problems219

18TheNernstPostulate:TheThirdLawofThermodynamics 223

18.1ClassicalIdealGasViolatestheNernstPostulate223 18.2Planck’sFormoftheNernstPostulate224 18.3ConsequencesoftheNernstPostulate224

18.4CoefficientofThermalExpansionatLowTemperatures225 18.5TheImpossibilityofAttainingaTemperatureofAbsoluteZero226 18.6SummaryandSignposts226 18.7Problems227

PartIIIClassicalStatisticalMechanics

19EnsemblesinClassicalStatisticalMechanics 231 19.1MicrocanonicalEnsemble232

19.2MolecularDynamics:ComputerSimulations232

19.3CanonicalEnsemble234

19.4ThePartitionFunctionasanIntegraloverPhaseSpace237 19.5TheLiouvilleTheorem238

19.6ConsequencesoftheCanonicalDistribution240

19.7TheHelmholtzFreeEnergy241

19.8ThermodynamicIdentities242

19.9BeyondThermodynamicIdentities243

19.10IntegrationovertheMomenta244 19.11MonteCarloComputerSimulations245 19.12FactorizationofthePartitionFunction:TheBestTrickin StatisticalMechanics249 19.13SimpleHarmonicOscillator250 19.14Problems252 20ClassicalEnsembles:GrandandOtherwise

20.1GrandCanonicalEnsemble258 20.2GrandCanonicalProbabilityDistribution259

20.3ImportanceoftheGrandCanonicalPartitionFunction261 20.4 Z (T , V , μ)fortheIdealGas262 20.5SummaryoftheMostImportantEnsembles263 20.6OtherClassicalEnsembles264 20.7Problems264

22.1WhatNeedstobeExplained?271 22.2TrivialFormofIrreversibility272 22.3Boltzmann’sH-Theorem272

22.4Loschmidt’s Umkehreinwand 272

22.5Zermelo’s Wiederkehreinwand 273 22.6FreeExpansionofaClassicalIdealGas273 22.7Zermelo’s Wiederkehreinwand Revisited278 22.8Loschmidt’s Umkehreinwand Revisited278

22.9Whatis‘Equilibrium’?279 22.10Entropy279 22.11InteractingParticles281

PartIVQuantumStatisticalMechanics

23QuantumEnsembles 285

23.1BasicQuantumMechanics286 23.2EnergyEigenstates287

23.3Many-BodySystems290

23.4TwoTypesofProbability290 23.5TheDensityMatrix293

23.6UniquenessoftheEnsemble294

23.7ThePlanckEntropy295

23.8TheQuantumMicrocanonicalEnsemble296

24QuantumCanonicalEnsemble 297

24.1DerivationoftheQMCanonicalEnsemble297

24.9Two-LevelSystems309

25Black-BodyRadiation 322

25.7TotalBlack-BodyRadiation329

25.8SignificanceofBlack-BodyRadiation329 25.9Problems330

26.1ModelofaHarmonicSolid331

26.2NormalModes332

26.3TransformationoftheEnergy336

26.4TheFrequencySpectrum338

26.5AlternateDerivation:EquationsofMotion340 26.6TheEnergyintheClassicalModel341 26.7TheQuantumHarmonicCrystal342 26.8DebyeApproximation343 26.9Problems348

28.5Bose–EinsteinCondensation373 28.6BelowtheEinsteinTemperature373 28.7EnergyofanIdealGasofBosons375 28.8WhatAbouttheSecond-LowestEnergyState?376 28.9ThePressurebelow T < TE

28.10TransitionLinein P -V Plot378

28.11ANumericalApproachtoBose–EinsteinStatistics378 28.12Problems380

29Fermi–DiracStatistics 386

29.1BasicEquationsforFermions386

29.2TheFermiFunctionandtheFermiEnergy387

29.3AUsefulIdentity388

29.4SystemswithaDiscreteEnergySpectrum389

29.5SystemswithContinuousEnergySpectra390

29.6IdealFermiGas391

29.7FermiEnergy391

29.8CompressibilityofMetals392

29.9SommerfeldExpansion393

29.10GeneralFermiGasatLowTemperatures396

30.1Tight-BindingApproximation404 30.2Bloch’sTheorem406

30.3Nearly-FreeElectrons408

30.4EnergyBandsandEnergyGaps410

30.5WhereistheFermiEnergy?411

30.6FermiEnergyinaBand(Metals)412

30.7FermiEnergyinaGap412

30.8IntrinsicSemiconductors416

31.1TheIsingChain424

31.2TheIsingChaininaMagneticField( J = 0)425

31.3TheIsingChainwith h = 0,but J = 0426

31.4TheIsingChainwithboth J = 0and h = 0428

31.5Mean-FieldApproximation432

31.6CriticalExponents436

31.7Mean-FieldExponents437

31.8AnalogywiththevanderWaalsApproximation438

31.9LandauTheory439

31.10BeyondLandauTheory440 31.11Problems441

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