A geometrical derivation of the Boltzmann factor

Ricardo Lpez-Ruiza
DIIS and BIFI, Facultad de Ciencias, Universidad de Zaragoza, E-50009 Zaragoza, Spain

Jaime Saudob
Departamento de Fsica, Facultad de Ciencias, Universidad de Extremadura, E-06071 Badajoz, Spain

Xavier Calbetc
Instituto de Astrofsica de Canarias, Va Lctea, s/n, E-38200 La Laguna, Tenerife, Spain

Received 30 October 2007; accepted 19 March 2008 We show that the Boltzmann factor has a geometrical origin, which follows from the microcanonical ensemble. The MaxwellBoltzmann distribution or the wealth distribution in human society are some direct applications of this interpretation. 2008 American Association of Physics Teachers. DOI: 10.1119/1.2907776 The derivation of the Boltzmann factor is usually performed in the context of the canonical ensemble,1 where the system of interest is in equilibrium with a heat bath. Here, we take a different approach, and derive the Boltzmann factor by considering the system in isolation, that is, using the microcanonical ensemble. This method was used in Ref. 2 to derive the Maxwellian distribution by means of the geometrical properties of an N-sphere. Without loss of generality, we start by assuming N interacting economic agents, each one with coordinate xi, i = 1 , . . . , N, with xi 0, and where xi can represent, for instance, an amount of money. If we suppose that the total amount of money E is conserved, x1 + x2 + + xN1 + xN = E , 1

sin N =

E 0

N1 , N

it can be easily shown that S N E = SN1E xi dxi . sin N 6

Hence, the surface area of the N-hyperplane for which the ith coordinate is between xi and xi + dxi is proportional to SN1E xidxi / sin N. If we take into account the normalization condition in Eq. 3, we obtain f x i = 1 SN1E xi , SNE sin N 7

then this isolated system evolves on the positive part of an equilateral N-hyperplane. The surface area SNE of an equilateral N-hyperplane of side E is given by S N E =

whose form after some calculation is f xi = N 1E1 1

N
N 1!

xi E

N2

EN1 .

If we call the mean wealth per agent, E = N, then in the limit of large N we have lim 1
N 1

See Appendix A for the derivation of Eq. 2. Different rules, deterministic or random, for the exchange of money between agents can be given.3 Depending on these rules, the system can visit the N-hyperplane in an equiprobable manner or not. If the ergodic hypothesis is assumed,1,4 each state of the microcanonical ensemble, that is, each point on the N-hyperplane, is equiprobable. Then the probability f xidxi of nding agent i with money xi is proportional to the surface area formed by all the points on the N-hyperplane having the ith coordinate equal to xi. Our objective is to show that f xi is the Boltzmann factor, with the normalization condition

xi E

N2

e xi/ .

The Boltzmann factor exi/ is found when N 1, but even for small N, it can be a good approximation for agents with low wealth. After substituting Eq. 9 into Eq. 8, we obtain the Boltzmann distribution in the limit N which also implies E 1 f xdx = ex/dx , 10

f xidxi = 1.

If the ith agent has coordinate xi, the N 1 remaining agents share the money E xi on the N 1-hyperplane x1 + x2 + xi1 + xi+1 + xN = E xi , 4

whose surface area is SN1E xi. If we dene the coordinate N see Appendix A as satisfying
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where the index i has been removed because the distribution is the same for each agent, and thus the wealth distribution can be obtained by averaging over all the agents. This asymptotic result reproduces the distribution of real economic data,3 and also the results obtained in several models of economic agents with random exchange interactions.3 Depending on the physical situation, the mean wealth per agent takes different expressions and interpretations. For instance, we can calculate the dependence of on the temperature, which in the microcanonical ensemble is dened by
2008 American Association of Physics Teachers 780

the derivative of the entropy with respect to the energy. The entropy can be written as S = kN 0 f xln f xdx, where f x is given by Eq. 10 and k is Boltzmanns constant. If we recall that = E / N, we obtain SE = kN ln E + kN . N 11

The surface SNE is the measure of an N 1-dimensional set of points, and is the set of all points x1 , x2 , . . . , xN, with xi 0, satisfying Eq. 1. The one-toone projection of this set of points by taking the xN axis as the projection direction generates an N 1-dimensional set of points, which is the set of all those points satisfying the inequality x1 + x2 + + xN1 E . A2

The calculation of the temperature T gives

S T1 = E

kN k = = . E N

12

Thus = kT, and the Boltzmann distribution is obtained in its usual form f xdx = 1 x/kT e dx . kT 13

The volume VN1E of this set of points is the volume of an N 1-dimensional pyramid formed by N vertices linked by N 1 perpendicular sides of length E. It is straightforward to see that the formula for this volume is VN1E = EN1 . N 1! A3

In conclusion, we have shown that the Boltzmann factor describes the statistical behavior of each small part of a multicomponent system whose components or parts are given by a set of deterministic or random variables that satisfy an additive conservation law, and that run equiprobably over all their accessible states. ACKNOWLEDGMENTS This paper is dedicated with gratitude to all of our teachers. APPENDIX A: THE SURFACE OF AN EQUILATERAL N-HYPERPLANE Here we derive the formula for the surface SNE of an equilateral N-hyperplane, with side E formed by all the points x1 , x2 , . . . , xN, with xi 0 for all i = 1 , 2 , . . . , N satisfying Eq. 1. We dene the angle N as follows. The unitary perpendicular vector to the hyperplane, , has coordinates 1 N 1 , 1 , . . . , 1 , 1 . The unitary vector in the xN-direction, xN, has coordinates 0 , 0 , . . . , 0 , 1. The scalar product of and xN denes the cosine of the angle N as cos N = xN =

Therefore, VN1E is the projected volume of SNE in the xN direction, and we can formally write VN1E SNEcos N . A4

This relation can be explicitly veried for N = 1 , 2 , 3 , 4. If we extrapolate this behavior for all N, we conclude that S N E =

N N1 VN1E E , = cos N N 1!

A5

as given in Eq. 2.
a

N .

A1

Note that cos N / cos N1 = sin N.

Electronic mail: rilopez@unizar.es Electronic mail: jsr@unex.es c Electronic mail: xcalbet@googlemail.es 1 K. Huang, Statistical Mechanics Wiley, New York, 1987, 2nd ed. 2 R. Lopez-Ruiz and X. Calbet, Derivation of the Maxwellian distribution from the microcanonical ensemble, Am. J. Phys. 75, 752753 2007; X. Calbet and R. Lopez-Ruiz, Extremum complexity distribution of a monodimensional ideal gas out of equilibrium, Physica A 382, 523530 2007. 3 V. M. Yakovenko, Econophysics, Statistical Mechanics Approach to, and references therein. This review will appear in Encyclopedia of Complexity and Systems Science, edited by Robert A. Meyers Springer, Berlin, 2009. 4 Ya. G. Sinai, On the foundations of the ergodic hypothesis for a dynamical system of statistical mechanics, Sov. Math. Dokl. 4, 18181822 1963.
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