adonu
McGrawHill series in fundamentals of physics:
an undergraduate textbook program
E. U. CONDON, EDITOR
INTRODUCTORY TEXTS
UPPERDIVISION TEXTS
Reif Fundamentals of Statistical and Thermal Physics
Fundamentals of statistical
F. REIF
Professor of Physics
51800
Preface
THIS BOOK is devoted to a discussion of some of the basic physical concepts and
methods appropriate for the description of systems involving very many parti
cles. It is intended, in particular, to present the disciplines of thermody
namics, statistical mechanics, and kinetic theory from a unied and modern
point of view. Accordingly, the presentation departs from the historical
deve10pment in which thermodynamics was the rst of these disciplines to
arise as an independent subject. The history of the ideas concerned with heat,
work, and the kinetic theory of matter is interesting and instructive, but it
does not represent the clearest or most illuminating way of developing these
subjects. I have therefore abandoned the historical approach in favor of one
that emphasizes the essential unity of the subject matter and seeks to develop
physical insight by stressing the microscopic content of the theory.
Atoms and molecules are constructs so successfully established in modern
science that a nineteenthcentury distrust of them seems both obsolete and
inappropriate. For this reason I have deliberately chosen to base the entire
discussion on the premise that all macroscopic systems consist ultimately of
atoms obeying the laws of quantum mechanics. A combination of these
microscopic concepts with some statistical postulates then leads readily to
some very general conclusions on a purely macroscopic level of description.
These conclusions are valid irrespective of any particular models that might be
assumed about the nature or interactions of the particles in the systems under
consideration; they possess, therefore, the full generality of the classical laws
of thermodynamics. Indeed, they are more general, since they make clear
that the macroscopic parameters of a system are statistical in nature and
exhibit uctuations which are calculable and observable under appropriate
conditions. Despite the microsc0pic point of departure, the book thus con
tains much general reasoning on a purely macroscopic levelprobably about
as much as a text on classical thermodynamicsbut the microscopic content
of the macroscopic arguments remains clear at all stages. Furthermore, if one
18 Willing to adopt specic microscopic models concerning the particles consti
vii
viii PREFACE
tuting a system, then it is also apparent how one can calculate macroscopic
quantities on the basis of this microscopic information. Finally, the statistical
concepts used to discuss equilibrium situations constitute an appropriate
preparation for their extension to the discussion of systems which are not
in equilibrium.
This approach has, in my own teaching experience, proved to be no more
difcult than the customary one which begins with classical thermodynamics.
The latter subject, developed along purely macroscopic lines, is conceptually
far from easy. Its reasoning is often delicate and of a type which seems
unnatural to many physics students, and the signicance of the fundamental
concept of entropy is very hard to grasp. I have chosen to forego the subtle
ties of traditional arguments based on cleverly chosen cycles and to substitute
instead the task of assimilating some elementary statistical ideas. The follow
ing gains are thereby achieved: (a) Instead of spending much time discussing
various arguments based on heat engines, one can introduce the student at an
early stage to statistical methods which are of great and recurring importance
throughout all of physics. (b) The microscopic approach yields much better
physical insight into many phenomena and leads to a ready appreciation of
the meaning of entropy. (6) Much of modern physics is concerned with the
explanation of macroscopic phenomena in terms of microscopic concepts. It
seems useful, therefore, to follow a presentation which stresses at all times the
interrelation between microscopic and macroscopic levels of description. The
traditional teaching of thermodynamics and statistical mechanics as distinct
subjects has often left students with their knowledge compartmentalized and
has also left them illprepared to accept newer ideas, such as spin temperature
or negative temperature, as legitimate and natural. (d) Since a unied presen
tation is more economical, conceptually as well as in terms of time, it permits
one to discuss more material and some more modern topics.
The basic plan of the book is the following: The rst chapter is designed to
introduce some basic probability concepts. Statistical ideas are then applied
to systems of particles in equilibrium so as to develop the basic notions of
statistical mechanics and to derive therefrom the purely macroscopic
general statements of thermodynamics. The macroscopic aspects of the
theory are then discussed and illustrated at some length; the same is then done
for the microscopic aspects of the theory. Some more complicated equilibrium
situations, such as phase transformations and quantum gases, are taken up
next. At this point the text turns to a discussion of nonequilibrium situations
and treats transport theory in dilute gases at varying levels of sophistication.
Finally, the last chapter deals with some general questions involving irreversi
ble processes and uctuations. Several appendices contain mostly various
useful mathematical results.
The book is intended chiey as a text for an introductory course in sta
tistical and thermal physics for college juniors or seniors. The mimeographed
notes on which it is based have been used in this way for more than two years
by myself and several of my colleagues in teaching such a course.at the Uni
versity of California in Berkeley. N0 prior knowledge of heat or thermo
1:13
PREFACE
ful and easily generalizable methods. The book is not meant to be encyclo
paedic; it is merely intended to provide a basic skeleton of some fundamental
ideas most likely to be useful to the student in his future work. Needless to
say, some choices had to be made. For example, I thought it important to
introduce the Boltzmann equation, but resisted the temptation of discussing
applications of the Onsager relations to various irreversible phenomena such
as thermoelectric effects.
It is helpful if a reader can distinguish material of secondary importance
from that which is essential to the main thread of the argument. Two devices
have been used to indicate subject matter of subsidiary importance: (a) Sec
tions marked by a star (asterisk) contain material which is more advanced or
more detailed; they can be omitted (and probably should be omitted in a rst
reading) without incurring a handicap in proceeding to subsequent sections.
(b) Many remarks, examples, and elaborations are interspersed throughout the
text and are set off on a gray background. Conversely, black marginal
pointers have been used to emphasize important results and to facilitate
reference to them. .
The book contains about 230 problems, which should be regarded as an
essential part of the text. It is indispensable that the student solve an appreci
able fraction of these problems if he is to gain a meaningful understanding of
the subject matter and not merely a casual hearsay acquaintance with it.
I am indebted to several of my colleagues for many valuable criticisms
and suggestions. In particular, I should like to thank Prof. Eyvind H.
Wichmann, who read an older version of the entire manuscript with meticulous
care, Prof. Owen Chamberlain, Prof. John J. Hopeld, Dr. Allan N. Kaufman,
and Dr. John.M. Worlock. Needless to say, none of these people should be
blamed for the aws of the nal product.
Acknowledgements are also due to Mr. Roger F. Knacke for providing
the answers to the problems. Finally, I am particularly grateful to my
secretary, Miss Beverly West, without whose devotion and uncanny ability
to transform pages of utterly illegible handwriting into a perfectly typed
technical manuscript this book could never have been written.
It has been said that an author never nishes a book, he merely abandons
it. I have come to appreciate vividly the truth of this statement and dread
to see the day when, looking at the manuscript in print, I am sure to realize
that so many things could have been done better and explained more clearly.
If I abandon the book nevertheless, it is in the modest h0pe that it may be
useful to others despite its shortcomings.
F. REIF
Contents
Preface vii
cactnsoow
2 6 Thermal interaction 66
27 Mechanical interaction 68
2 8 General interaction 73
29 Quasistatic processes 74
2 10 Quasistatic work done by pressure 76
211 Exact and inexact differentials 78
3 Statistical thermodynamics 87
APPROXIMATION METHODS
67 E'nsembles used as approximations 219 '
*68 Mathematical approximation methods 221
PARAMAGNETI SM
BLACKBODY RADIATION
SOLIDS
FERROMAGNETI SM
Appendices 605
Bibliography 631
Index 643
Fundamentals of statistical
and thermal physics
Introduction to statistical methods
that simple atoms forming a gas can condense abruptly to form a liquid with
very different properties. It is a fantastically more difcult task to attain an
understanding of how an assembly of certain kinds of molecules can lead to a
system capable of biological growth and reproduction.
The task of understanding systems consisting of many particles is thus
far from trivial, even when the interactions between individual atoms are well
known. Nor is the problem just one of carrying out complicated computations.
The main aim is, instead, to use ones knowledge of basic physical laws to
develop new concepts which can illuminate the essential characteristics of such
complex systems and thus provide sufcient insight to facilitate ones thinking,
to recognize important relationships, and to make useful predictions. When
the systems under consideration are not too complex and when the desired level
of description is not too detailed, considerable progress can indeed be achieved
by relatively simple methods of analysis.
It is useful to introduce a distinction between the sizes of systems whose
description may be of interest. We shall call a system microscopic (i.e.
small scale) if it is roughly of atomic dimensions or smaller (say of the order
of 10 A or less). For example, the system might be a molecule. On the other
hand, we shall call a system macroscopic(i.e., large scale) when it is large
enough to be visible in the ordinary sense (say greater than 1 micron, so that it
can at least be observed with a microscope using ordinary light). The system
consists then of very many atoms or molecules. For example, it might be a
solid or liquid of the type we encounter in our. daily experience. When one is
dealing with such a macroscopic system, one is, in general, not concerned with
the detailed behavior of each of the individual particles constituting the system.
Instead, one is usually interested in certain macroscopic parameters which
characterize the system as a whole, e.g., quantities like volume, pressure,
magnetic moment, thermal conductivity, etc. If the macroscopic parameters
of an isolated system do not vary in time, then one says that the system is in
equilibrium. If an isolated system is not in equilibrium, the parameters of the
system will, in general, change until they attain constant values corresponding
to some nal equilibrium condition. Equilibrium situations can clearly be
expected to be amenable to simpler theoretical discussion than more general
timedependent nonequilibrium situations.
Macroscopic systems (like gases, liquids, or solids) began rst to be sys
tematically investigated from a macroscopic phenomenological point of view
in the last century. The laws thus discovered formed the subject of thermo
dynamics. In the second half of the last century the theory of the atomic
consitution of all matter gained general acceptance, and macroscopic systems
began to be analyzed from a fundamental microscopic point of view as systems
consisting of very many atoms or molecules. The development of quantum
mechanics after 1926 provided an adequate theory for the description of
atoms and thus opened the way for an analysis of such systems on the basis
of realistic microscopic concepts. In addition to the most modern methods of
the manybody problem, there have thus developed several disciplines of
physics which deal with systems consisting of very many particles. Although
INTRODUCTION TO STATISTICAL METHODS 3
the boundaries between these disciplines are not very sharp, it may be useful
to point out briey the similarities and differences between their respective
methods of approach.
a. For a system in equilibrium, one can try to make some very general
statements concerning relationships existing between the macroscopic parame
ters of the system. This is the approach of classical thermodynamics,
historically the oldest discipline. The strength of this method is its great
generality, which allows it to make valid statements based on a minimum
number of postulates without requiring any detailed assumptions about the
microscopic (i.e., molecular) properties of the system. The strength of the
method also implies its weakness: only relatively few statements can be made
on such general grounds, and many interesting properties of the system remain
outside the sc0pe of the method.
b. For a system in equilibrium, one can again try to make very general
statements consistently based, however, on the microscopic properties of the
particles in the system and on the laws of mechanics governing their behavior.
This is the approach of statistical mechanics. It yields all the results of
thermodynamics plus a large number of general relations for calculating the
macroscopic parameters of the system from a knowledge of its microscopic
constituents. This method is one of great beauty and power.
c. If the system is not in equilibrium, one faces a much more difcult task.
One can still attempt to make very general statements about such systems,
and this leads to the methods of irreversible thermodynamics, or, more
generally, to the study of statistical mechanics of irreversible processes.
But the generality and power of these methods is much more limited than in
the case of systems in equilibrium.
d. One can attempt to study in detail the interactions of all the particles
in the system and thus to calculate parameters of macroscopic signicance.
This is the method of kinetic theory. It is in principle always applicable,
even when the system is not in equilibrium so that the powerful methods of
equilibrium statistical mechanics are not available. Although kinetic theory
yields the most detailed description, it is by the same token also the most
difcult method to apply. Furthermore, its detailed point of view may tend to
obscure general relationships which are of wider applicability.
Historically, the subject of thermodynamics arose rst before the atomic
nature of matter was understood. The idea that heat is a form of energy was
rst suggested by the work of Count Rumford (1798) and Davy (1799). It
was stated explicitly by the German physician R. J. Mayer (1842) but gained
acceptance only after the careful experimental work of Joule (18431849).
The rst analysis of heat engines was given by the French engineer S. Carnot
in 1824. Thermodynamic theory was formulated in consistent form by
Clausius and Lord Kelvin around 1850, and was greatly developed by J. W.
Gibbs in some fundamental papers (18761878).
The atomic approach to macroscopic problems began with the study of
the kinetic theory of dilute gases. This subject was developed through the
4 SECTION 1 ' 1
pioneering work of Clausius, Maxwell, and Boltzmann. Maxwell discovered
the distribution law of molecular velocities in 1859, while Boltzmann formulated
his fundamental integrodifferential equation (the Boltzmann equation) in
1872. The kinetic theory of gases achieved its modern form when Chapman
and Enskog (19161917) succeeded in approaching the subject by developing
systematic methods for solving this equation.
The more general discipline of statistical mechanics also grew out of the
work of Boltzmann who, in 1872, succeeded further in giving a fundamental
microscopic analysis of irreversibility and of the approach to equilibrium. The
theory of statistical mechanics was then developed greatly in generality and
power by the basic contributions of J. W. Gibbs (1902). Although the advent
of quantum mechanics has brought many changes, the basic framework of the
modern theory is still the one which he formulated.
In discussing systems consisting of very many particles, we shall not aim
to recapitulate the historical development of the various disciplines dealing
with the physical description of such systems. Instead we shall, from the
outset, adopt a modern point of View based on our presentday knowledge of
atomic physics and quantum mechanics. We already mentioned the fact that
one can make very considerable progress in understanding systems of many
particles by rather simple methods of analysis. This may seem rather sur
prising at rst sight; for are not systems such as gases or liquids, which consist
of a number of particles of the order of Avogadros number (1023), hopelessly
complicated? The answer is that the very complexity of these systems con
tains within it the key to a successful method of attack. Since one is not
concerned with the detailed behavior of each and every particle in such sys
tems, it becomes possible to apply statistical arguments to them. But as
every gambler, insurance agent, or other person concerned with the calculation
of probabilities knows, statistical arguments become most satisfactory when
they can be applied to large numbers. What a pleasure, then, to be able to
apply them to cases where the numbers are as large as 1023, i.e., Avogadros
number! In systems such as gases, liquids, or solids where one deals with very
many identical particles, statistical arguments thus become particularly effec
tive. This does not mean that all problems disappear; the physics of many
body problems does give rise to some diicult and fascinating questions. But
many important problems do indeed become quite simple when approached by
statistical means.
point of origin, the lamppost. Clearly, since each step is of length l, the loca
tion of the man along the 2: axis must be of the form a: = ml, where m is an
integer (positive, negative, or zero). The question of interest is then the fol
lowing: After the man has taken N steps, what is the probability of his being
located at the position a: = ml?
This statistical formulation of the problem again implies that one considers
a very large number 91 of similar men starting from similar lampposts. (Alter
natively, if the situation does not change in time, e.g., if the man does not
gradually sober up, one could also repeat the same experiment 91 times with
the same man.) At each step, one nds that a fraction 1) of the men moves to
the right. One then asks what fraction of the men will be located at the posi
tion a: = ml after N steps.
One can readily generalize this onedimensional problem to more dimen
sions whether it \be two (a drunk starting out from a lamppost in the middle
of a parking lot), three, or more. One again asks for the probability that after
N steps the man is located at a given distance from the origin (although the
distance is no longer of the form ml, with m integral).
Now the main concern of physiw is not with drunks who stagger home
from lampposts. But the problem which this illustrates is the one of adding N
vectors of equal length but of random directions (or directions specied by some
probability distribution) and then asking for the probability that their resultant
vector sum has a certain magnitude and direction (see Fig. 1 1 2). We mention
a few physical examples where this question is relevant.
a. Magnetism: An atom has a spin l2 and a magnetic moment u; in accord
ance with quantum mechanics, its spin can therefore point either up or
down with reSpect to a given direction. If both these possibilities are
equally likely, what is the net total magnetic moment of N such atoms?
b. Diffusion of a molecule in a gas: A given molecule travels in three
dimensions a mean distance I between collisions with other molecules. How
far is it likely to have gone after N collisions?
THE SIMPLE RANDOM WALK PROBLEM IN ONE DIMENSION 7
For the sake of simplicity we shall discuss the random walk problem in one
dimension. Instead of talking in terms of a drunk taking steps, let us revert
to the less alcoholic vocabulary of physics and think of a particle performing
successive steps, or displacements, in one dimension. After a total of N such
steps, each of length l, the particle is loacated at
a: = ml
N S m S N
We want to calculate the probability PN(m) of nding the particle at the posi
sion :1: = ml after N such steps.
Let n1 denote the number of steps to the right and m the corresponding
number of steps to the left. Of course, the total number of steps N is simply
The net displacement (measured to the right in units of a step length) is given
by
m=TL1TL2 (1'22)
If it is known that in some sequence of N steps the particle has taken n1 steps
to the right, then its net displacement from the origin is determined. Indeed,
the preceding relations immediately yield
m=n1n2=n1(Nn1)=2n1N (123)
This shows that if N is odd, the possible values of m must also be odd. Con
versely, if N is even, m must also be even.
Our fundamental assumption was that successive steps are statistically
8 SECTION 1 2
Fig. 1 '2' 1 Illustration showing the eight sequences of steps which are possi
ble if the total number of steps is N = 3.
independent of each other. Thus one can assert simply that, irrespective of
past history, each step is characterized by the respective probabilities
Now, the probability of any one given sequence of n; steps to the right and n2
steps to the left is given simply by multiplying the respective probabilities,
i.e., by
pp. .pqq.. q=plql (124)
m factors in factors
But there are many different possible ways of taking N steps so that m of them
are to the right and m are to the left (see illustration in Fig. 121). Indeed,
the number of distinct possibilities (as shown below) is given by
N!
mmg!
(125)
Hence the probability WN(n1) of taking (in a total of N steps) n1 steps to the
right and m = N n1 steps to the left, in any order, is obtained by multi
plying the probability (124) of this sequence by the number (125) of
possible sequences of such steps. This gives
N! 7. n
> WNW) = mp .q, 026)
the number of
Reasoning leading to Eq. (1 ~2 5) The problem is to count
indistinguishably
distinct ways in which N objects (or steps), of which in are
type and m of a second type, can be accommodated in a total of
of one
N = n; + m possible places. In this case
\ A A Aa
2
[ A A A
1*
A2 A3
3 2
A1
i: As A, A,
A8 A2 A].
Bl B2 Ba
three objects
Fig. 1 '22 Diagram illustrating the problem of distributing
of the diagram
A1, A2, A3 among three places Bl, Bz, 33. The right part
those
lists the possible arrangements and indicates by brackets
and A2 are considered
arrangements which are identical when .41
indistinguishable.
10 SECTION 1 '2
of these three steps. But suppose that Al and .42 denote both right steps
(12; = 2), while A3 denotes a left step (122 = 1). Then sequences of steps
differing only by the two permutations of A1 and 44.2 are really identical.
Thus one is left with only % = 3 distinct sequences for which two steps are to
the right and one step is to the left.
Figure (123) illustrates the binomial distribution for the same case where
p = q = i but with the total number of steps N = 20. The envelope of
these discrete values of P,v(m) is a bellshaped curve. The physical sig
' Note that (1 23) shows that (N + m) and (N m) are even integers, since they
equal 2m and 2%, respectively.
GENERAL DISCUSSION OF MEAN VALUES 11
A I.
Wt )
is II==EI a... E
om IIIIll=:
0.18 III In
m III
l
014 1 .Ir
m III
0.10 ._.. I.
008 zh ;E(. I
0.04 _ I.
m I I
l l u .
V
012345678910111213141516171819207:
,
.
2018161412108642 0 2 4 B 8 10 12 14 1818 20 m
nicance of this is obvious. After N random steps, the probability of the par i
ticle being a distance of N steps away from the origin is very small, while i
the probability of its being located in the vicinity of the origin is largest.
2 P (udf(m)
W _1F_ (132)
i=1
> 2 P(u3)f(u3)
To?) a i=1 (134)
Note the following simple results. If f(u) and g(u) are any two functions
of u, then
M M M
2 P(u.)[f(u.) + 3(a)] = i=1
f(u) +_g(_u) = i=1 2 P(u.)g(u.)
2 P(u.)f(u.) + i=1
or
ill
which is called the second moment of u about its mean, or more simply the
dispersion of a. This can never be negative, since (Au)2 2 0 so that each
term in the sum contributes a nonnegative number. Only if uz = 12 for all
values a. will the dispersion vanish. The larger the spread of values of u,
about 12, the larger the dispersion. The dispersion thus measures the amount
of scatter of values of the variable about its mean value (e.g., scatter in grades
about the mean grade of the students). Note the following general relation,
which is often useful in computing the dispersion:
igz a? (1 3 11)
One can dene further mean values such as W, the nth moment of u
about its mean, for integers n > 2. These are, however, less commonly
useful.
Note that a knowledge of P(u) implies complete information about the
actual distribution of values of the variable a. A knowledge of a few
moments, like 12 and m, implies only partial, though useful, knowledge of
the characteristics of this distribution. A knowledge of some mean values is
not sufcient to determine P(u) completely (unless one knows the moments m
for all values of 72.). But by the same token it is often true that a calculation
of the probability distribution function P(u) may be quite difcult, whereas
some simple mean values can be readily calculated directly without an explicit
knowledge of P (a). We shall illustrate some of these comments in the follow
ing pages.
which says that the probability of making any number of right steps between
0 and N must be unity. Substituting (141) into (142), we obtain
N
N . .
N! N
"*= e 1nom1a 1th eorem
b y thb
_
20n1 !(N _ n1)! 29 "' q (29 + (I)
n1=
=1N=1 sincqIp
If it were not for that extra factor of m in each term of the last sum, this would
again be the binomial expansion and hence trivial to sum. The factor n1
spoils this lovely situation. But there is a very useful general procedure for
handling such an extra factor so as to reduce the sum to simpler form. Let us
consider the purely mathematical problem of evaluating the sum occurring in
(14.3), where p and q are considered to be any two arbitrary parameters.
Then one observes that the extra factor m can be produced by differentiation
so that
6
mp"! = 29% (29"!)
by N ' 39. Clearly, the mean number of left steps is similarly equal to
Of course
1+2=N(p+q)=
N
m E 2 W(n1)n12
2 ____pnqnlnl2 (1.4.8)
=0 n1!(N n1)!
Considering p and q as arbitrary parameters and using the same trick of dif
ferentiation as before, one can write
i L i 2 n1 Nn1
n1=0 77,1!(N n1)! pap p g
N by interchanging order
_n_N!l)! P"1l1
=(p362P>n120n1( of summation and dif
=0 ferentiation
= (29 92 (29 + g) by the binomial theorem
em = VNW = 12;
111 NI) q x/N
In particular,
A*7L1 1
= = l. = __
for p q 2 ill VF
Note that as N increases, the mean value 17; increases like N, but the Width
A*n1 increases only like N*. Hence the relative Width A*n1/17; decreases with
increasing N like N4.
One can also compute the dispersion of m, i.e., the dispersion of the net
displacement to the right. By (1 2 3)
m=n1n2=2n1N (1410)
Hence one obtains
for p = q = %, (AM)E = N
W
Example Consider the case of N = 100 steps, where p = q = 3%. Then the
mean number 771 of steps to the right (or to the left) is 50; the mean displace
ment 7?: = 0. The rootmeansquare displacement [(Am)]* = 10 steps.
PROBABILITY DISTRIBUTION FOR LARGE N 17
W(nl)
P(m)
0 20
0 18
0 16
0 l4
0 06
0.04
002
0 l 2 3 4 5 6 7 8 9 10 ll 12 l3 14 15 16 17 18 19 20 n,
1" :1 4 A. A,
m m
Fig. 1'4' 1 Binomial probability distribution for p = 0.6 and q = 0.4, when
N = 20 steps. The graph shows again the probability W(n1) of 114 right steps,
or equivalently, the probability P(m) of a net displacement of m units to the
right. The mean values 771. and (Am)2 are also indicated.
where the derivatives are evaluated for n; = in. To investigate the behavior
of W(n1) near its maximum, we shall put
(1'5'3)
15714411
expanding
and expand 1n W(m) in a Taylors series about in. The reason for
function
In W, rather than W itself, is that In W is a much more slowly varying
W. Thus the p0wer series expansion for in W should converge much
of m than
more rapidly than the one for W.
M
to nd an approxi
An example may make this clearer. Suppose one wishes
mate expression, valid for 3/ << 1, of the function
f a (1 + mN
where N is large. Direct expansion in Taylors series (or by the binomial
theorem) would give .
J=1N11+1}N(N+1)y2   
y and then the above
Since N is large, Ny 2 1 even for very small values of
by taking
expansiOn no longer converges. One can get around this difculty
the logarithm rst:
lnf= Nln(1+y)
mumm
Expanding this in Taylors series, one obtains
lnf= N(y%y2   )
f = eNhrIfH)
or
(1" In W (1'5'5)
where Bk 5 W
expan
In the region where 1; is sufciently small, higherorder terms in the
sion can be neglected so that one obtains in rst approximation an
expression
of the simple form
W(n1) = W eHln (157)
PROBABILITY DISTRIBUTION FOR LARGE N 1.9
Let us now investigate the expansion (1 5 4) in greater detail. By (1 4 1)
one has
In W(n1)=lnN!lnn1!ln(N m)! + nllnp+ (N n1) lnq (158)
But, if n is any large integer so that n >> 1, then 1n n! can be considered an
almost continuous function of n, since 1n n! changes only by a small fraction of
itself if n is changed by a small integer. Hence
dlnnl~ln(n+1)!lnn!_ (n+1)!_
dn ~ 1 ]n n! ln(n+1)
Thus
'
forn>> 1, % zlnn (159)
Hence (158) yields
1a =lnn1+ln(Nn1)+lnplnq
dnl
(1510)
By equating this rst derivative to zero one nds the value m = in, where
W is maximum. Thus one obtains the condition
n[(N T 77013] = 0
7L1 q
or (N op = mg
so that
p m = Np (1511)
since p + q =
Further differentiation of (1510) yields
d2 In W 1 1
w 375m (1
Evaluating this for the value n; = in given in (1511), one gets
1 1 1 1 l
or
32 NpFTp N(;,+;)
1
F 32 Npq (1513)
since p + q = 1. Thus B, is indeed negative, as required for W to exhibit
a maximum.
5. _rm .IInl
I
By taking further derivatives, one can examine the higherorder terms in 1
the expansion (1 5 4). Thus, differentiating (1 5 12), one obtains
i _. '__..1___
B 3 = ll _ _1_ _. 1
(N __ n1): Np N'Tqa
or [33' = l9II pl< 1
Npq <W
SECTION 1 ' 5
20
w.
. . 2 2 1 1
n<<Npq (1'5'14)
On the other hand, the factor exp ('}Il2) in (156) causes Wto fall
off very rapidly with increasing values of [1)] if Il is large. Indeed, if
[132w = 1%51 >> 1 (1515)
W(l). Hence
the probability W(n1) becomes negligibly small compared to
to values of 1;
it follows that if 1; is still small enough to satisfy (1514) up
is also satised, then (157) provides an excellent
so large that (1515)
an appreci
approximation for W throughout the entire region where W has
able magnitude. This condition of simultaneous validity of (1514) and
(1 515) requires that
v Npg << 1) Npq
Npq >> 1 (1 516)
i.e., that
W is
This shows that, throughout the entire domain where the probability
approxima
not negligibly small, the expression (1 57) provides a very good
q is too smallsl
tion to the extent that N is large and that neither 1) nor
M]
WW1) = [27r(An1)2]% exp [ 2(An1)2
P(m)
*'21' T
I
"
x = ml
Fig. 1 61 The probability P(m) of a net displacement of m units when the
total number N of steps is very large and the step length l is very small.
one possible value of m to an adjacent one; i.e., P(m + 2) P(m) << P(m).
Therefore P(m) can be regarded as a smooth function of z. A bar graph
of the type shown in Fig. 14 1 then assumes the character illustrated in
Fig. 161, where the bars are very densely spaced and their envelope forms
a smooth curve.
Under these circumstances it is possible to regard x as a continuous variable
on a macroscopic scale and to ask for the probability that the particle is found
after N steps in the range between 2: and z + dx.* Since m assumes only inte
gral values separated by Am = 2, the range dz contains dx/2l possible values
of m, all of which occur with nearly the same probability P(m). Hence the
probability of nding the particle anywhere in the range between x and z + dz
is simply obtained by summing P(m) over all values of m lying in dz, i.e., by
multiplying P(m) by dx/2l. This probability is thus proportional to dz (as
one would expect) and can be written as
1
(P 2: dz = z")/2 dz 164)
( ) \/ 21' a e (
#2 (pq)Nl (165)
and aEZx/Npql (166)
" Here dz is understood to be a differential in the macroscopic sense, i.e., dz << L, where
L is the smallest dimension of relevance in the macroscopic discussion, but dz >> I. (In
other words, dz is macroscopically small, but microscopically large.)
GAUSSIAN PROBABILITY DISTRIBUTIONS 23
3) dx
3% E [:0 339(3
1
/no a: e"" dx
\/%a
= 0%; [/jw y eUIv dy + [J [:0 elai dy]
Since the integrand in the rst integral is an odd function of y, the rst integral
I
9(1) l
Ht 2:
P*l
IUIUI
Fig. 162 The Gaussian distribution. Here 0(1) dz is the area under the
curve in the interval between a: and a; + d3: and is thus the probability that
the variable It lies in this range.
24 SECTION 1 ' 6
vanishes by symmetry. The second integral is the same as that in (167),
so that one gets
> (168)
HI
II
I
This is a simple consequence of the fact that @(x) is only a function of la: pl
and is thus symmetric about the position cc = p of its maximum. Hence this
point corresponds also to the mean value of x.
The dispersion becomes
These results (derived here for the case of large N) agree, as they must, with
the mean values 2: = ml and (Ax)2 = (Am)2l2 already calculated in (146)
and (1 4 12) for the general case of arbitrary N.
Our discussion of the random walk problem has yielded a great number of
important results and introduced many fundamental concepts in probability
theory. The approach we have used, based on combinatorial analysis to cal
culate the probability distribution, has, however, severe limitations. In par
ticular, it is diicult to generalize this approach to other cases, for example, to
situations where the length of each step is not the same or where the random
walk takes place in more than one dimension. We now turn, therefore, to a
discussion of more powerful methods which can readily be generalized and yet
possess a basic simplicity and directness of their own.
PROBABILITY DISTRIBUTIONS INVOLVING SEVERAL VARIABLES 25
u. wherei=1,2,...,M
and v, wherej= 1,2, . . . ,N
Let P(u..,v,) be the probability that u assumes the value u; and that 1) assumes
the value 12,.
The probability that the variables 'u and v assume any of their possible
sets of values must be unity; i.e., one has the normalization requirement
M N
E Z P(u;,v,) = 1 (171)
I=l J=l
where the summation extends over all possible values of u and all possible
values of v.
The probability Pu(u;) that u assumes the value m, irrespective of the
value assumed by the variable v, is the sum of the probabilities of all possible
situations consistent with the given value of 114'; i.e.,
where the summation is over all possible values of 12,. Similarly, the proba
bility P.,(v,) that 1) assumes the value 1),, irrespective of the value assumed by
u, is
M
PAW) = 2 FORM) (1'7'3)
I=l
An important special case occuIs when the probability that one variable
assumes a certain value does not depend on the value assumed by the other
variable. The variables are then said to be statistically independent or.
26 SECTION 1 ' 7
uncorrelated. The probability P(u,,v,) can then be expressed very simply
in terms of the probability Pu(u,) that u assumes the value u, and the proba
bility Pv(v,) that 2) assumes the value 2),. Indeed, in this case [the number of
instances in the ensemble where u = u, and where simultaneously 2) = 2),] is
simply obtained by multiplying [the number of instances where u = m] by
[the number of instances where v = 2),]; hence
F + G E Z Z P(ui,vj)[F(u/iyvj) + G(Ui,vj)]
i j
= Z Z P(u.,v,)F(u.,v,) + Z Z P(ui,vJ)G(ui,vj)
i j 1: J
01
p F+G=F+c7 (178)
i.e., the average of a sum equals simply the sum of the averages.
Given any two functions f(u) and g(v), one can also make a general state
ment about the mean value of their product if u and v are statistically inde
pendent variables. Indeed, one then nds
f(u)g(v) a Z Z P<utvj>f<ui>g<vj>
= Z Z Pu<ui>Pv<vj>f<ui>g<vj> by (1.7.5)
= [Z p.(u.)f(u.)] [Z p.(v,)g(v,)]
Thus 1 J
Consider rst the case of a single variable it which can assume any value in
the continuous range a; < u < (12. To give a probability description of such
a situation, one can focus attention on any innitesimal range of the variable
between u and u + du and ask for the probability that the variable assumes a
value in this range. One expects that this probability is proportional to the
magnitude of du if this interval is sufciently small; i.e., one expects that this
probability can be written in the form (9(u) du, where 0(a) is independent of
the size of du.* The quantity (9(a) is called a probability density. Note
that it must be multiplied by du to yield an actual probability.
It is readily possible to reduce the problem dealing with a continuous vari
able to an equivalent discrete problem where the number of possible values of
the variable becomes countable. It is only necessary to subdivide the accessi
ble range (11 < u < a; of the variable into (arbitrarily small) equal intervals of
xed size bu. Each such interval can then be labeled by some index i. The
value of u in this interval can be denoted simply by u. and the probability of
nding the variable in this range by P(u.~). One can then deal with a denumer
able set of values of the variable u (each of them corresponding to one of the
chosen xed innitesimal intervals). It also becomes clear that relations
involving probabilities of discrete variables are equally valid for probabilities
of continuous variables. For example, the simple properties (1.3.5) and
(1 36) of mean values are also applicable if u is a continuous variable.
.12
a]
a
123456'
>I k
bu
kdui
11,
Fig. 1 '8 '1 Subdivision of the range a] < u < a; of a continuous variable
into a countable number of innitesimal intervals bu afxed size.
To make the connection between the continuous and. discrete points of view
quite explicit, note that in terms of the original innitesimal subdivision
interval 6a,
P(u) = (9(a) 8a
of du and
" Indeed, the probability must be expressible as a Taylors series in powers
while terms
must vanish as dur 0. Hence the leading term must be of the form 6 du,
involving higher powers of du are negligible if du is sufciently small.
28 SECTION 1  8
But if the variable is continuous, one can rst sum over all values of the vari
able in a range between u and u + du, thus obtainn the probability (9(a) du
that the variable lies in this range, and then complete the sum (182) by
summing (i.e., integrating) over all such possible ranges du. Thus (182)
is equivalent to
[m0(u)du = 1 (183)
which expresses the normalization condition in terms of the probability density
@(u). Similarly, one can calculate mean values in terms of (9(a). The general
denition of the mean value of a function I was given in terms of discrete vari
ables by (134) as
f(_u) = Emurm) 084)
In a continuous description one can again sum rst over all values between
u and u + du (this contributes to the sum an amount (9(a) du f(u)) and then
integrate over all possible ranges du. Thus (184) is equivalent to the
relation
W) = L? were) du (1.8.5)
Remark Note that in some cases it is possible that the probability density
(9(a) itself becomes innite for certain values of at. This does not lead to any
I
difculties as long as the imgral f: (9(a) du, which measures the proba
bility that u assumes any value in some arbitrary range between c1 and (:2,
always remains nite.
II * I I
II = =
' =
I. :IIII = I E i
  H
.. $555.. "53 J
*1 I
8a
Fig. 1 '8'2 Subdivision of the continuous variables u and 9) into small inter
vals of magnitude 5u and 59).
and b1 < v < be. One can then talk of the probability 0(u,v) du dv that the
variables lie in the ranges between u and u + du and between 1) and v + d1),
respectively, where 0(u,v) is a probability density independent of the size of
du and d1). It is again possible to reduce the problem to an equivalent one
involving discrete countable values of the variables. It is only necessary to
subdivide the possible values of u into xed innitesimal intervals of size Bu
and labeled by i, and those of 1) into xed innitesimal intervals of size 61) and
labeled by j. Then one can speak of the probability P(u.,v,) that u. = u and
that simultaneously 1) = 12,. Analogously to (181) one then has the
relation
du d1)
0(u,v) du d0 = P(u,v) bu 6v
where the factor multiplying P(u,v) is simply the number of innitesimal cells
of magnitude bu 61) contained in the range lying between u and u + du and
between 1) and v + d1).
The normalization condition (172) can then be written in terms of
the probability density 0(u,v) as
a
Fig. 1 '8'3 Illustration showing a function Mu) which is such that u() is
doublevalued function of v. Here the range dqa corresponds to u being either
in the range dul or in the range duz.
Here u can be considered a function of p and the integral extends over all those
values of u lying in the range between u() and u(<p + do). Thus (188)
becomes simply
d all 08.9)
Wow = f:o)(u) aZldw = (9(a)
also
01
The last step assumes that u is a singlevalued function of p and follows, since
the integral is extended only over an innitesimal range d. Since u = u(),
the right side of (189) can, of course, be expressed completely in terms of p.
If (u) is not a singlevalued function of u, then the integral (18'8) may con
sist of several contributions similar to those of (189) (see Fig. 183).
Similar arguments can be used to nd the probabilities for functions of
several variables when the probabilities of the variables themselves are known.
COMMENTS ON CONTINUOUs PROBABILITY DISTRIBUTIONS 31
If the vector makes an angle 0 with the :1: axis, its a: component is given by I
B,=Bcos0 (1811)
What is the probability ll'(B,) dB, that the a: component of this vector lies
betWeen B, and B, + dB,? Clearly, BI is always such that B S B, g B.
In this interval an innitesimal range betWeen B, and B, + dB, corresponds
to two possible innitesimal ranges of 110 (see Fig. 184), each of magnitude
d0 connected to dB, through the relation (1 811) so that dB, = [B sin 0 d0.
By virtue of (1 8 10) the probability W(B,) dB, is then given by
. 1 dBx 1 dB,
(3) 3 = 2 [em] _ 1rB lsin 0
But, by (1811),
. B, 2 t
[sin 0 = (1 cos2 0)* =[1()]
Hence
dB,
W(B,)dB,= {1r
WBLB} for B_B
< _B
,<
(1812)
0 otherwise
dB.
7 v 27 0V
' I o I
d6 (10
The comments of Sec. 17 allow one to calculate mean values for Very general
situations by very simple and transparent methods. Consider a quite general
form of the onedimensional random walk problem. Let 3. denote the dis
placement (positive or negative) in the ith step
Let w(s.) ds; be the probability that the ith displacement lies in the
range betWeen s. and s. + ds;.
w(s) 10(3)
0 s l 0 +1 s
(a) (b)
Fig. 1'91 Some examples of probability distributions giving, for any one
step, the probability 10(8) d8 that the displacement is between 3 and s + d8.
(a) A rather general case, displacements to the right being more probable than
those to the left. (b) The special case discussed in Sec. 1 '2. Here the peaks,
centered about +l and l, respectively, are very narrow; the area under the
right peak is 1), that under the left one is q. (The curves (a) and (b) are not
drawn to the same scale; the total area under each should be unity.)
GENERAL CALCULATION OF MEAN VALUES FOR THE RANDOM WALK 38
.T=81+S2+''+8N=28i (191)
i=1
Taking mean values of both sides,
N N
where we have used the property (178). But since w(s,) is the same for
each step, independent of 2', each mean value , is the same. Thus (192)
is simply the sum of N equal terms and becomes
V N (193)
HI
II
WE (iv5W (195)
By (191) and (1 92) one has
x 'j = 2:GE8)
N
or Ax: 2A3, (196)
i=1
where A8 = s, s (197)
Here the rst term on the right represents all the square terms, and the second
term all the cross terms, originating from the multiplication of the sum by
itself. Taking the mean value of (1 98) yields, by virtue of (1  78),
In the cross terms We make use of the fact that different steps are statistically
independent and apply the relation (1 ~79) to write for i 75 j
of this
Example Let us apply the general results (193) and (1912)
with xed step length 1 pre
section to the special caSe of the random walk
of a step to the right
viously discuSSed in Sec. 12. There the probability
left is g = 1 p. The mean displacement per step
is 1), that of a step to the
is then given by
5 = 111+ q(l) = (p W = (2p 1)l (1914)
synmletry.
As a check, note that E = 0 if p = q, as required by
Also s_=gl+9(l2=(p+q)l2=l"
Hence (As) = s2 32 = z2[1 (2p 1)?]
= H1 4p + 4p  1] = 412110  p)
(A8) = 4pq12 (1 9 15)
or
35
CALCULATION OF THE PROBABILITY DISTRIBUTION
:2 = (p q)Nl . .
(E); = 4l } (l 9 16)
computed results
Since a: = ml, these agree precisely with the previously
(146) and (1412).
I I I
*
1 ' 10 Calculation of the probability distribution
at: in N
For the problem discussed in the last section, the total displacement
steps is given by N
x= Es. (1101)
~ dsN (1~10~2)
(9(33) dx = [f  / w(sl)w(32)    w(sN) dsld32 ~ ~
(dz)
s., subject to
where the integration is over all possible vaIUes of the variables
the restriction that
(1103)
x< S;<x+dx
i=1
the prob
In principle, evaluation of the integral (1102) solves completely
lem of nding (9(33).
36 SECTION 1 ' 10
In practice, the integral (1102) is diicult to evaluate because the
condition (1103) makes the limits of integration very awkward; i.e., one
faces the complicated geometrical problem of determining over what subspace,
consistent with (1  103), one has to integrate. A powerful way of handling
this kind of problem is to eliminate the geometrical problem by integrating
over all values of the variables 3, wzthout restriction, while shifting the compli
cation introduced by the condition of constraint (1103) to the integrand.
This can readily be done by multiplying the integrand in (1102) by a
factor which is equal to unity when the s, are such that (1  103) is satised,
but which equals zero otherwise. The Dirac 6 function 6(33 3230), discussed in
Appendix A ' 7, has precisely the selective property that it vanishes whenever
Ia: xol > % Idxl, while it becomes innite like (alsz:)1 in the innitesimal range
where Ia: xol < % Idxl; i.e., 6(2; :50) da: = 1 in this latter range. Hence
(1  102) can equally well be written
@(x) dx = [foo / w(sl)w(82)  ' ' w(sN) [6 (a: S: 81') dz] d81d82  '  dsN
1 co .
(P(x) = [f  / 10(81)IU(S2) '   w(sN) g [.00 dk ek(81+'+8N_) dsl d82 ' ' ' dsN
or _ i
(P(x) dk e ikz [00
2 f. dsl w(sl) e iksl . . . [00
dsN w(sN) e iksN )
(110'6
where we have interchanged the order of integration and used the multipli
cative property of the exponential function. Except for the irrelevant symbol
used as variable of integration, each of the last N integrals is identical and
equalto
Example Let us again apply the present results to the case of equal step
lengths I discussed in Sec. 12. There the probability of a displacement +l
is equal to 1), that of a displacement l is equal to q = 1 p; i.e., the corre
sponding probability density to is given by
_0 mm n)! 7
Thus (1  10 8) yields
0(1) = i f; dkek=QN(k)
N u)
'
= Z WNNT) pnqNn {2in'f dk eikURnNHzl}
l n u)
=0
N
N!
or 0(1) = 2 WT)! pq"5[z (2n N)l] (1109)
n=0
*
l . 11 Probability distribution for large N
We consider the integrals (1107) and (1108) which solve the problem of
nding (9(x) and ask what approximations become appropriate when N is large.
The argument used here will be similar to the method detailed in Appendix
A6 to derive Stirlings formula.
SECTION 1 ~ 11
38
an oscillatory
The integrand in (1 107) contains the factor e17", which is
of k.
function of s and oscillates the more rapidly with increasing magnitude
tends in general to
Hence the quantity Q00) given by the integral in (1107)
becomes large. (See remark below.) If Q is raised to
be increasingly small as k
very rapidly with
a large power N, it thus follows that QN06) tends to decrease
(9(33) by Eq. (1108), a knowledge of Q(k) for
increasing k. To compute
since for large
small values of k is then sufcient for calculating the integral,
negligibly small. But
values of k the contribution of Q(k) to this integral is
Q 00) by a suitable
for small values of k, it should be possible to approximate
function of k, it is
expansion in p0wers of k. Since Q (k) is a rapidly varying
power series
preferable (as in Sec. 15) to seek the more readily convergent
expansion of its slowly varying logarithm ln Q (k).
I; ds gitms) z 0
to the extent that k is large enough so that everywhere
d_w
d3
1
Tc<<w
rst to compute
The actual calculation is straightforward. We want
series, Eq. (1107)
Q09) for small values of k. Expanding e in Taylors
becomes
111(1+y)=y%y2  ~ ~
PROBABILITY DISTRIBUTION FOR LARGE N 39
mQN=NWk%e%mm2~1
=Nmka3emw.1
NmkgEW~1
where W582 s2 (1114)
Hence we obtain
QN(k) .__ eiNgkwmswkz (1.11.5)
The integral here is of the following form, where a is real and positive:
f du eau2+bu = [w du ea[u2(b/a)u]
_ w w
= eb2/4 J; by <A4~2>
Thus [:0 du e_au2+bu = J; eb2/4a (1  117)
71'0'
where p 5 N3
Js NW: (1119)
Thus the distribution has the Gaussian form previously encountered in Sec.
16. Note, however, the extreme generality of this result. N0 matter what
the probability distribution w(s) for each step may be, as long as the steps are
statistically independent and w(s) falls off rapidly enough as s + 00, the total
displacement a: will be distributed according to the Gaussian law if N is su'i
ciently large. This very important result is the content of the socalled
central limit theorem, probably the most famous theorem in mathematical
probability theory.* The generality of the result also accounts for the fact
that so many phenomena in nature (e.g., errors in measurement) obey
approximately a Gaussian distribution.
:3 = u i
and (Ax)2 = 02
Probability theory
F. Mosteller, R. E. K. Rourke, and G. B. Thomas: Probability and Statistics,
AddisonWesley Publishing Company, Reading, Mass., 1961. (An elementary
introduction.)
W. Feller: An Introduction to Probability Theory and its Applications, 2d ed.,
John Wiley & Sons, Inc., New York, 1959.
H. Cramer: The Elements of Probability Theory, John Wiley & Sons, Inc., New
York, 1955.
Random walk problem
S. Chandrasekhar: Stochastic Problems in Physics and Astronomy, Rev. Mod. Phys.,
vol. 15, pp. 189 (1943). This article is also reprinted in M. Wax, Selected Papers
on Noise and Stochastic Processes, Dover Publications, New York, 1954.
R. B. Lindsay: Introduction to Physical Statistics, chap. 2, John Wiley & Sons,
Inc., New York, 1941. (An elementary discussion of the random walk and related
physical problems.)
PROBLEM S
1.1 What is the probability of throwing a total of 6 points or less with three dice?
1.2 Consider a game in which six true dice are rolled. Find the probability of
obtaining
(6) exactly one ace
(b) at least one ace
(0) exactly two aces
1.3 A number is chosen at random between 0 and 1. What is the probability that
exactly 5 of its rst 10 decimal places consist of digits less than 5?
1.4 A drunk starts out from a lamppost in the middle of a street, taking steps of
equal length either to the right or to the left with equal probability. What is
the probability that the man will again be at the lamppost after taking N steps
PROBLEMS 41
(a) if N is even?
(b) if N is odd?
1.5 In the game of Russian roulette (not recommended by the author), one inserts
a single cartridge into the drum of a revolver, leaving the other ve chambers
of the drum empty. One then spins the drum, aims at ones head, and pulls the
trigger.
(a) What is the probability of being still alive after playing the game N
times?
(b) What is the probability of surviving (N 1) turns in this game and then
being shot the Nth time one pulls the trigger?
(c) What is the mean number of times a player gets the opportunity of
pulling the trigger in this macabre game?
1.6 Consider the random walk problem with p = q and let m = m n2 denote the
net displacement to the right. After a total of N steps, calculate the following
mean values: 121, 177, 177*, and n7.
1.7 Derive the binomial distribution in the following algebraic way, which does not
involve any explicit combinatorial analysis. One is again interested in nding
the probability W(n) of n successes out of a total of N independent trials. Let
wl _=. p denote the probability of a success, 102 = 1 p = q the corresponding
probability of a failure. Then W(n) can be obtained by writing
2 2 2
"MN
Here each term contains N factors and is the probability of a particular combina
tion of successes and failures. The sum over all combinations is then to be
taken only over those terms involving w; exactly n times, i.e., only over those
terms involving wl".
By rearranging the sum (1), show that the unrestricted sum can be written
in the form
W(n) = ("1 + W2)N '
Expanding this by the binomial theorem, show that the sum of all terms in (1)
involving wl", i.e., the desired probability W(n), is then simply given by the
one binomial expansion term which involves wl".
1.8 Two drunks start out together at the origin, each having equal probability of
making a step to the left or right along the x axis. Find the probability that
they meet again after N steps. It is to be understood that the men make their
steps simultaneously. (It may be helpful to consider their relative motion.)
1.9 The probability W(n) that an event characterized by a probability 10 occurs n
times 1n N trials was shown to be given by the binomial distribution
N!
W(n) = m 17"(1 P)N_" (1)
Consider a situation where the probability p is small (p << 1) and where one is
interested in the case n << N. (Note that if N is large, W(n) becomes very
small if n > N because of the smallness of the factor p when p << 1. Hence
W(n) is indeed only appreciable when n << N.) Several approximations can
then be made to reduce (1) to simpler form.
42 PROBLEM S
where A E Np is the mean number of events. The distribution (2) is called the
Poisson distribution.
Consider the Poisson distribution of the preceding problem.
N
(a) Show that it is pr0perly normalized in the sense that 2 Wu = 1.
n=0
(The sum can be extended to innity to an excellent approximation, since Wn
is negligibly small when n 2 N.)
(b) Use the Poisson distribution to calculate 77..
(c) Use the Poisson distribution to calculate (An)2 2: (n it)?
1.11 Assume that typographical errors committed by a typesetter occur completely
at random. Suppose that a book of 600 pages contains 600 such errors. Use
the Poisson distribution to calculate the probability
(a) that a page contains no errors
(b) that a page contains at least three errors
1.12 Consider the a particles emitted by a radioactive source during some time inter
val t. One can imagine this time interval to be subdivided into many small
intervals of length At. Since the 0: particles are emitted at random times, the
probability of a radioactive disintegration occurring during any such time At is
completely independent of whatever disintegrations occur at other times.
Furthermore, At can be imagined to be chosen small enough so that the proba
bility of more than one disintegration occurring in a time At is negligibly small.
This means that there is some probability p of one disintegration occurring
during a time At (with p << 1, since At was chosen small enough) and proba
bility 1 p of no disintegration occurring during this time. Each such time
interval At can then be regarded as an independent trial, there being a total of
N = t/At such trials during a time t.
(a) Show that the probability W of n disintegrations occurring in a time
t is given by a Poisson distribution.
(b) Suppose that the strength of the radioactive source is such that the
mean number of disintegrations per minute is 24. What is the probability of
obtaining 72. counts in a time interval of 10 seconds? Obtain numerical values
for all integral values of n from 0 to 8.
1.13 A metal is evaporated in vacuum from a hot lament. The resultant metal
atoms are incident upon a quartz plate some distance away and form there a
thin metallic lm. This quartz plate is maintained at a low temperature so that
any metal atom incident upon it sticks at its place of impact without further
migration. The metal atoms can be assumed equally likely to impinge upon
any element of area of the plate.
If one considers an element of substrate area of size b2 (where b is the metal
atom diameter), show that the number of metal atoms piled up on this area
should be distributed approximately according to a Poisson distribution. Sup
pose that one evaporates enough metal to form a lm of mean thickness corre
sponding to 6 atomic layers. What fraction of the substrate area is then not
PROBLEMS 43
(b) If the antennas all radiate at the same frequency v = c/>\ but with
completely random phases, what is the mean intensity measured by the observer?
(Hint: Represent the amplitudes by vectors, and deduce the observed intensity
from the resultant amplitude.)
1.21 Radar signals have recently been reected from the planet Venus. Suppose
that in such an experiment a pulse of electromagnetic radiation of duraticn 1
is sent from the earth toward Venus. A time t later (which corresponds to the
time necessary for light to go from the earth to Venus and back again) the
receiving antenna on the earth is turned on for a time 1'. The returning echo
ought then to register on the recording meter, placed at the output of the elec
tronic equipment following the receiving antenna, as a very faint signal of de
nite amplitude a.. But a uctuating random signal (due to the inexitable
uctuations in the radiation eld in outer space and due to current uctuations
always existing in the sensitive receiving equipment itself) also registers as a
signal of amplitude an on the recording meter. This meter thus registers a total
amplitude a = a. + an.
Although an = 0 on the average, since an is as likely to be positive as nega
tive, there is considerable probability that an attains values considerably in
excess of a.; i.e., the rootmeansquare amplitude (a_,,2)* can be considerably
greater than the signal a. of interest. Suppose th 1t (a_,,2)* = 1000 a.. Then
the uctuating signal an constitutes a background (f noise which makes obser
vation of the desired echo signal essentially impossible.
On the other hand, suppose that N such radar pulses are sent out in succes
sion and that the total amplitudes a picked up at the recording equipment after
each pulse are all added t0gether before being displayed on the recording meter.
The resulting amplitude must then have the form A = A. + A, where An
represents the resultant noise amplitude (with flu = 0) and [l = A. represents
the resultant echosignal amplitude. How many pulses must be sent out before
(A_,.2)l = A. so that the echo signal becomes detectable?
1.22 Consider the random walk problem in one dimension, the probability of a dis
placement between 8 and s + ds being
sphere to the particle. What is the probability that this angle lies between 0
and 0 + d0?
1.25 Consider a polycrystalline sample of CaSO42H20 in an external magnetic eld
B in the z direction. The internal magnetic eld (in the z direction) produced
at the position of a given proton in the H20 molecule by the neighboring proton
is given by (u/a3) (3 cos3 0 1) if the spin of this neighboring proton points
along the applied eld; it is given by (u/a3) (3 cos2 0 1) if this neighboring
Spin points in a direction Opposite to the applied eld. Here u is the magnetic
moment of the proton and a is the distance between the two protons, while 0
denotes the angle between the line joining the protons and the z axis. In this
sample of randomly oriented crystals the neighboring proton is equally likely
to be located anywhere on the sphere of radius a surrounding the given proton.
(a) What is the probability W(b) db that the internal eld b lies between b
and b + db if the neighboring proton spin is parallel to B?
(b) What is this probability W(b) db if the neighboring proton spin is
equally likely to be parallel or antiparallel to B? Draw a sketch of W(b) as a
function of b.
(In a nuclear magnetic resonance experiment the frequency at which energy
is absorbed from a radiofrequency magnetic eld is pr0portional to the local
magnetic eld existing at the position of a proton. The answer to part (b)
gives, therefore, the shape of the absorption line observed in the experiment.)
*1.26 Consider the random walk problem in one dimension and suppose that the proba
bility of a single displacement between 8 and s + ds is given by
1 b
w(s) ds 1r m ds
Calculate the probability (P(x) day: that the total displacement after N steps lies
between a: and x + dx. Does (P(x) become Gaussian when N becomes large?
If not, does this violate the central limit theorem of Sec. 111?
*1.27 Consider a very general onedimensional random walk, where the probability
that the 13th displacement lies between 8,: and 8,: + dsi is given by wi(s,;) dsi.
Here the probability density w, characterizing each step may be different and
thus dependent on i. It is still true, however, that different displacements are
statistically independent, i.e., w; for any one step does not depend on the dis
placements performed by the particle in any other step. Use arguments similar
to those of Sec. 111 to show that when the number N of displacements becomes
large, the probability (P(x) dx that the total displacement lies between a; and
x + dx will still tend to approach the Gaussian form with a mean value 97: = 25,;
and a dispersion (A3.)2 = E(As,;)2. This result constitutes a very general form of
the central limit theorem.
*1.28 Consider the random walk of a particle in three dimensions and let w(s) d3s
denote the probability that its displacement 3 lies in the range between s and
s + ds (i.e., that 8,, lies between 8,, and 8,, + dsz, sy between 8,, and sy + ds,,,
and s, between 8, and s, + dsz). Let (P(r) d3r denote the probability that the
total displacement r of the particle after N steps lies in the range between r
and r + dr. By generalizing the argument of Sec. 110 to three dimensions,
show that
(90) = W/wdke
1 0 3
k QN (h)
i'r
00
where Q(k) = f co
d3s ek'5w(s)
46 PROBLEMS
NOW THAT we are familiar with some elementary statistical ideas, we are ready
to turn our attention to the main subject of this book, the discussion of systems
consisting of very many particles. In analyzing such systems, we shall attempt
to combine some statistical ideas with our knowledge of the laws of mechanics
applicable to the particles. This approach forms the basis of the subject of
statistical mechanics and is quite similar to that which would be used in
discussing a game of chance. To make the analogy explicit consider, for
example, a system consisting of 10 dice which are thrown from a cup onto a
table in a gambling experiment. The essential ingredients necessary for an
analysis of this situation are the following:
1. Specication of the state of the system: One needs a detailed method for
describing the outcome of each experiment. For example, in this case a
specication of the state of the system after the throw requires a statement as
to which face is uppermost for each of the 10 dice.
2. Statistical ensemble: In principle it may be true that the problem is
deterministic in the following sense: if we really knew the initial positions and
orientations as well as corresponding velocities of all the dice in the cup at the
beginning of the experiment, and if we knew just how the cup is manipulated
in the act of throwing the dice, then we could indeed predict the outcome of the
experiment by applying the laws of classical mechanics and solving the result
ing differential equations. But we do not have any such detailed information
available to us. Hence we proceed to describe the experiment in terms of
probabilities. That is, instead of focusing our attention on a single experi
ment, we consider an ensemble consisting of many such experiments, all carried
out under similar conditions where 10 dice are thr0wn from the cup. The out
come of each such experiment will, in general, be different. But we can ask
for the probability of occurrence of a particular outcome, i.e., we can determine
the fraction of cases (in this set of similar experiments) which are characterized
by a particular nal state of the dice. This procedure shows how the prob
47
48 SECTION 2  1
projection m of its spin along some xed axis (which we shall choose to call the
z axis). The quantum number m can then assume the two values m = % or
m = %;'1.e., roughly speaking, one can say that the spin can point either
up or down with respect to the z axis.
=m+sm
where w is the classical angular frequency of oscillation. Here the quantum
number n can assume any integral value a = 0, 1, 2, .
Example 4 Consider a system consisting of N weakly interacting one
dimemsional simple harmonic oscillators. The quantum state of this system
can be specied by the set of numbers 111, . . . , nN, where the quantum num
ber it. refers to the ith oscillator and can assume any value 0, 1, 2, . . . .
2. a? W! + a?) = E (211)
and, to guarantee connement of the particle within the box, 1! must vanish at
the walls. The wave function having these properties has the form
it = sin (1r 3%) sin (1: 31?) sin (1r IJ) (21 2)
This satises (21 1), provided that the energy E of the particle is related
to I: in a by
h n, n, n,
E=2Tn" L7+I7+II2) (3)
Also 11/ = 0 properly when x = 0 or a: = L,, when y = 0 or y = L,,, and when
2 = 0 or z = L., provided that the three numbers in, nu, n. assume any dis
crete integral values. The state of the particle is then specied by stating
the values assumed by these three quantum numbers 11,, n," 11., while Eq.
(213) gives the corresponding value of the quantized energy.
50 SECTION 2  1
Comments on the classical description Atoms and molecules are properly
described in terms of quantum mechanics. Throughout this book our theo
retical discussion of systems of many such particles will, therefore, be based
consistently on quantum ideas. A description in terms of classical mechanic s,
although inadequate in general, may nevertheless sometimes be a useful
approximation. It is, therefore, worth making a few comments about the
specication of the state of a system in classical mechanics.
Let us start with a very simple casea single particle in one dimension.
This system can be completely described in terms of its position coordinate q
and its corresponding momentum p. (This specication is complete, since the
laws of classical mechanics are such that a knowledge of q and p at any one
time permits prediction of the values of q and p at any other time.) It is
possible to represent the situation geometrically by drawing cartesian axes
labeled by q and p, as shown in Fig. 2 11. Specication of q and p is then
equivalent to specifying a point in this twodimensional space (commonly
called phase space). As the coordinate and momentum of the particle
change in time, this representative point moves through this phase space.
In order to describe the situation in terms where the possible states of the
particle are countable, it is convenient to subdivide the ranges of the variables
q and p into arbitrarily small discrete intervals. For example, one can choose
xed intervals of size 6g for the subdivision of q, and xed intervals of size 6p for
the subdivision of p. Phase space is then subdivided into small cells of equal
size and of twodimensional volume (i.e., area)
812T
III!
lIIIIIIIII
in some interval between q and q + 6g and that its momentum lies in some
interval between p and p + 6p, i.e., by stating that the representative point
(q,p) lies in a particular cell of phase space. The specication of the state of
the system clearly becomes more precise as one decreases the size chosen for
the cells into which phase space has been divided, i.e., as one decreases the
magnitude chosen for ho. Of course, ho can be chosen arbitrarily small in this
classical description.
2 2 Statistical ensemble
1 + + + 3H 3MH
2 + +  11 'MH
3 +  + u uH
4  + + u MH
5 +   u MH
6  +  u MH
7   + u pH
8  3u 3uH
One usually has available some partial kn0wledge about the system under
consideration. (For example, one might know the total energy and the volume
of a gas.) The system can then only be in any of its states which are com
patible with the available information about the system. These states will
be called the states accessible to the system. In a statistical description
the representative ensemble thus contains only systems all of which are con
sistent with the specied available knowledge about the system; i.e., the
systems in the ensemble must all be distributed over the various accessible
states.

mumam.
of course, no paradox here, since a given spin is not an isolated system, but
interacts with the other two spins.) Indeed, it is seen that in the present
example it is twice as probable that a given spin points up (is in a state of
lower energy) than that it points down (is in a state of higher energy).
m
Example 2 An example more representative of situations encountered in
practice is that of a macroscopic system consisting of N magnetic atoms, where
N is of the order of Avogadros number. If these atoms have spin it and
are placed in an external magnetic eld, the situation is, of course, completely
analogous to that of the preceding case of only three spins. But now there
exists, in general, an extremely large number of possible states of the system i
for each specied value of its total energy. t
" The energy of a system can never be physically known to innlte precision (in quantum
physics not even in principle, unless one spends an inmte amount of time in the measure
ment), and worklng with an Innltely sharply dened energy can also lead to unnecessary
conceptual dlfcultles of a purely mathematical kind.
56 SECTION 2 '
T~w
zlx
aw
d1:
many cells in phase space contained between the two ellipses corresponding to
the respective energies E and E +. (SE, i.e., many different corresponding sets
of values of 1 and p are possible for the oscillators in a representative ensemble.
If the only information available about the oscillator is that it is in equilibrium
with an energy in the specied range, then our statistlcal postulate asserts
that it is equally probable that the oscillator has values of 1 and p lying
within any one of these cells.
Another way of looking at the situation is the following. The time
dependence of 1 and p for the oscillator is, by elementary mechanics, of the
form
1 = A cos (wt + go)
1) = m1 = mAw sin (wt + go)
This is indeed equal to a constant, and the above relatlon determines the
amphtude A 1n terms of E. But the phase angle go is still quite arbitrary,
dependlng on unknown initial condltlons, and can assume any value in the
range 0 < go < 21r. This gives rise to the many possible sets of values of
1 and p which correspond to the same energy.
Note that a given interval d1 corresponds to a larger number of cells
(i.e., a larger area) lying between the two ellipses when 1 z A than when
1 z 0. Hence it is more probable that an oscillator in the ensemble is found
with its position 1 close to A than close to 0. This result is, of course, also
obvious from the fact that near the extremes of its position, where 1 z A,
the oscillator has small velocity; hence it spends a longer time there than
near 1 z 0, where it moves rapidly.
BASIC POSTULATES 57
* If the system were known to be in such an exact eigenstate at any one time, it would
remain in this state forever.
T In principle, one could ask more detailed questions about subtle correlations existing
between states of the system, i.e., questions about the quantum mechanical phases as well as
amplitudes of the relevant wave functions. But it is generally meaningless to seek such a
precise description in a theory where completely detailed information about any system is
neither available nor of interest.
58 SECTION 2 ' 3
of such systems. Suppose that these systems are initially distributed over
their accessible states in some arbitrary way; e.g., that they are only found in
some particular subSet of these accessible states. The systems in the ensemble
will then constantly continue making transitions between the various acces
sible states, each system passing ultimately through practically all the states
in which it can possibly be found. One expects that the net effect of these
constant transitions will be analogous to the effect of repeated shufings of a
deck of cards. In the latter case, if one keeps on shufing long enough, the
cards get so mixed up that each one is equally likely to occupy any position in
the deck irrespective of how the deck was arranged initially. Similarly, in
the caSe of the ensemble of systems, one expects that ultimately the systems
will become randomly (e.g., uniformly) distributed over all their accessible
states. The distribution of systems over these states then remains uniform,
i.e., it corresponds to a nal timeindependent equilibrium situation. In other
words, one expects that, no matter what the initial conditions may be, an
isolated system left to itself will ultimately attain a nal equilibrium situation
in which it is equally likely to be found in any one of its accessible states. One
can look upon the expectation discussed in the preceding sentences as a highly
plausible basic hypothesis very well conrmed by experience. From a more
fundamental point of view this hypothesis can be regarded as a consequence
of the socalled H theorem, which can be established on the basis of the laws
of mechanics and certain approximations inherent in a statistical description. *
m .__
Note that the preceding comments say nothing about how long one has to
wait before the ultimate equilibrium situation is reached. If a System is
initially not in equilibrium, the time necessary to attain equilibrium, (the
socalled relaxation time) might be shorter than a microsecond or longer
than a century. It all depends on the detailed nature of the interactions
between the particles of the particular system and on the resultant rate at
which transitions actually occur between the accessible states of this system.
The problem of calculating the rate of approaching equilibrium is a difcult
one. On the other hand, one knows that isolated systems do tend to approach
equilibrium if one waits long enough. The task of calculating the properties
of systems in such timeindependent situations is then quite straightforward (in
principle), since it requires only arguments based on the fundamental statistical
postulate of equal a priori probabilities.
m m
2  4 Probability calculations
E 9(E; yogi
_ I: (242)
y" (2(E)
Here the summation over k denotes a sum over all possible values which the
parameter y can assume.
Calculations of this kind are in principle quite straightforward. It is true
that purely mathematical difculties of computation may be encountered
unless one is dealing with very simple systems. The reason is that, although
it is quite easy to count states when there are no restrictions, it may be a
formidable problem to pick out only those particular (2(E) states which satisfy
the condition that they have an energy near some specied value E. Mathe~
matical complications of this sort are, however, not prohibitive and there are
methods for overcoming them quite readily.
Example Let us illustrate these general comments in the case of the ex
tremely simple example of the system consisting of three spins in equilibrium
in a magnetic eld H. If the total energy of this system is known to be p.H,
BEHAVIOR OF THE DENSITY 01 STATES 61
A macroscopic system is one which has very many degrees of freedom (e.g.,
a copper block, a bottle of wine, etc.). Denote the energy of the system by E.
Subdivide the energy scale into equal small ranges of magnitude 6E, the mag
nitude of 6E determining the precision within which one chooses to measure
the energy of the system. For a macroscopic system, even a physically very
small interval 6E contains many possible states of the system. We shall
denote by 9(E) the number of states whose energy lies between E and E + 6E.
The number of states (2(E) depends on the magnitude 6E chosen as the
subdivision interval in a given discussion. Suppose that 6E, while being large
compared to the spacing between the possible energy levels of the system, is
macroscopically sufciently small. Then (2(E) must be proportional* to BE,
i.e., one can write
(2(E) = w(E) 6E (251)
The number of states 9(E) must vanish when 5E v 0 and must be expressible as a
Taylors series in pOWers of 5E. When (SE is sufciently small, all terms involving higher
powers of 5E are negligibly small and one is left with an expression of the form (2.5.1).
62 SECTION 2 ' 5
states of the system which are characterized by energies less than E Clearly
cI>(E) increases as the energy E increases. Let us examine how rapidly cI>(E)
increases.
Consider rst one typical degree of freedom of the system. Denote by
<I>1(e) the total number of possible values which can be assumed by the quantum
number associated with this particular degree of freedom when it contributes
to the system an amount of energy 6 or less. Again <I>1(e) must clearly increase
as 6 increases (the smallest value of cI>1 being unity when e has its lowest possible
value). If e is not too small, cI>1 is of the order of e/Ae where Ae denotes the
mean spacing between the possible quantized energies associated with a typical
degree of freedom and may itself depend on the magnitude of e. But without
getting involved in insignicant details, one can say that (PI ought to increase
roughly proportionally to e; or in symbols that
(131 0C 6 (a z 1) (252)
This gives the total number of states of the system when it has energy E or less.
The number of states (2(E) in the range between E and E + 5E is then
lnSZ=(f1)ln<b1+ln<aq)15E> (257)
We recall that (SE is supposed to be large compared to the spacing between the
energy levels of the system. The quantity (GCDI/ae) (SE is thus of the order of
unity in the widest sense; i.e., it is certainly not greater than f nor much less
than f. Hence its logarithm is certainly of the order of unity in a strict sense
(i.e., it lies between Inf and lnf or between 55 and 55, iff z 1024). On
the other hand, the rst term of (2 57) is of the order off itself (if the energy
e of the system is not so very close to its groundstate energy that (1)1 = 1 for all
degrees of freedom) and is thus fantastically larger than the second term which
is only of order In f. (That is, lnf < < < f, if f is very large.) Thus to an
excellent approximati0n, (257) becomes
ln9~f1n<I>1 (258)
and
Special case: ideal gas in the classical limit Consider the case of a gas
of N identical molecules enclosed in a container of volume V. The energy of
this system can be written
E=K+U+Eint (2511)
Here K denotes the total kinetic energy of translation of the molecules. If
the momentum of the center of mass of the ith molecule is denoted by p,, then
K depends only on these momenta and is given by
N
1
K = K(p1,p2,    ,pzv) 27,,H1mz2 (2'5'12)
(2513)
Here the integrand is simply the element of volume of phase space where we
have used the abbreviations
d3r E dim dyi dZi
E+5E
where x(E) 0: f E  fdpl    dpN dQl . dQMdP1 . . . dPM
(2515)
where the sum contains the square of each momentum component pg. of each
particle (since 1252 = pa" + 10., + pn, denoting x, y, 2 components by l, 2, 3,
respectively). The sum in (2516) thus contains 3N = f square terms. For
E = constant, Eq. (2516) then describes, in the fdimensional space of the
momentum components, a sphere of radius R(E) = (2mE)*. Hence 9(E), or
x(E) in (2 5 15), is proportional to the volume of phase space contained in the
spherical shell lying between the sphere of radius R(E) and that of slightly
larger radius R(E + (SE) (see Fig. 251). But the volume of a sphere in f
dimensions is proportional to R, since it is essentially obtained (just as the
volume of a cube in f dimensions) by multiplying f linear dimensions by each
other. Thus the total number of state <I>(E) of energy less than E is proportional
The number of states (2(E) lying in the spherical shell between energies E and
E + (SE is then given by (255), so that
(ME) 0: E(f/2)1 0C E(3N/2)1 (2518)
which is properly proportional to Rfl, i.e., to the area of the sphere in phase
space. Combining this result with (2514) one obtains for the classical
monatomzc ideal gas
p cur) = BVNE3N/2 (2.5 19)
where B is a constant independent of V and E, and where we have neglected
1 compared to N. Note again that since N is of the order of Avogadros
number and thus very large, (2(E) is an extremely rapidly increasing function
of the energy E of the system.
2 6 Thermal interaction
* The volume V enters the equations of motion because the walls of the container are
represented by a potential energy term U which depends on the position coordinates of the
particles in such a way that U + co whenever the position coordinate of a molecule lies
outside the available volume, i.e., inside the wall itself. For example, in the case of a
single particle, Eq. (2 1 3) shows explicitly that its energy levels depend on the dimensions
of the container; i.e., for a given quantum state, E or V3 if the volume V of the container is
changed without change of shape.
THERMAL INTERACTION 67
ble for the system is prepared in accordance with the specication of this
macrostate; e.g., all systems in the ensemble are characterized by the given
values of the external parameters and of the total energy. Of course, cor
responding to this given macrostate, the system can be in any one of a very
large number of possible microstates (i.e., quantum states).
Let us now consider two macroscopic systems A and A which can interact
with each other so that they can exchange energy. (Their total energy remains
constant, of course, since the combined system A) consisting of A and A
is isolated.) In a macroscopic description it is useful to distinguish between
two types of possible interactions between such systems. In one case all the
external parameters remain xed so that the possible energy levels of the
systems do not change; in the other case the external parameters are changed
and some of the energy levels are thereby shifted. We shall discuss these
types of interaction in greater detail.
The rst kind of interaction is that where the external parameters of
the system remain unchanged. This represents the case of purely thermal
interaction.
an mumss:
AE+AE' = 0 (262)
Q+Q=0 01 Q= Q (26'3)
This merely expresses the conservation of energy by the statement that the
68 SECTION 2 ' 7
A A
A A
A A
heat absorbed by one system must be equal to the heat given off by the other
system.
Since the external parameters do not change in a purely thermal inter
action, the energy levels of neither system are in any way affected. The
change of mean energy of a system comes about because the interaction results
in a change in the relative number of systems in the ensemble which are dis
tributed over the xed energy levels (see Fig. 27 3a and b).
2  7 Mechanical interaction
A system which cannot interact thermally with any other system is said to be
thermally isolated, (or thermally insulated). It is easy to prevent ther
mal interaction between any two Systems by keeping them spatially suf
ciently separated, or by surrounding them with thermally insulating
(sometimes also called adiabatic) envelopes. These names are applied to
an envelope provided that it has the following dening prOperty: if it separates
any two systems A and A whose external parameters are xed and each of
which is initially in internal equilibrium, then these systems will remain in
their respective equilibrium macrostates indenitely (see Fig. 271). This
denition implies physically that the envelope is such that no energy transfer
is possible through it. (In practice, envelopes made of asbestos or berglass
might approximate adiabatic envelopes reasonably well.)
When two systems are thermally insulated, they are still capable of inter
acting with each other through changes in their respective external parame
ters. This represents the second kind of simple macroscopic interaction, the
MECHANICAL lN'l ERACTION 6.9
Exa mple Consider the situation shown in Fig. 2 7  2in which a gas is
enclosed
in a vertical cylinder by a piston of weight w, the piston being thermally
insulated from the gas. Initially the piston is clamped in position at
a height
8.. When the piston is released, it oscillates for a while and nally
comes to
rest at a greater height Sf. Let A denote the system consisting of the
gas and
cylinder, and A' the system consisting of the piston (including the weight)
and
the earth. Here the interaction involves changes in the external parameters
of the system, i.e., a change in the volume of the gas and in the height
of the
piston. In this process the gas does a net amount of work in lifting the weight.
w
Gravity
' Plstun
I
[nsulating
Laver
Fig. 2'7'2 .4 gas contained in a cylinder
Y closed by a piston of weight w. 4 layer of I
thermally insulating material (of negli
gible weight) is attached to the bottom of
the piston to separate itfrom the gas.
dened as
W a W a A.E (272)
Whenever we shall use the term wor without further qualications, we
shall be referring to the macroscopic work just dened. The conservation of
energy (262) is, of course, still valid and can be written in the form
W+ W = 0 or W = W (27 3)
i.e., the work done by one system must be equal to the work done on the other
system.
The mechanical interaction between systems involves changes in the
external parameters and hence results in changes of the energy levels of the
systems. Note that, even if the energies E, of different quantum states are
originally equal, a change of external parameters usually shifts these energy
levels by different amounts for different states r. In general, the change in
mean energy of a system depends on how the external parameters are changed
and on how rapidly they are changed. When these parameters are changed
in some arbitrary way, the energy levels of the possible states of the system
change; in addition, transitions are produced between various states of the
system. (Thus, if the system is initially in a particular state, it will in general
be distributed over many of its states after the parameter change.) Thus
the situation may be quite complicated while the parameters are changed and
shortly thereafter, even when equilibrium conditions prevail initially and
nally.
=5 E=%e E=%5
Fig. 2'7 '3 Schematic illustration of heat and work. The diagram shows
the energy levels (separated by an amount 6) of a hypothetical system which
can be in any of nine possible states. There are 600 systems in the statistical
ensemble and the numbers indicate the number of these systems in each
state. (a) Initial equilibrium situation. (b) Final equilibrium situation
after the system has given of heat 71;: to some other system. (c) Final equi
librium situation after the system in (a) has (in some arbitrary way) done
work ie on some other system. (The very small numbers used for simplicity
in this illustration are, of course, not representative of real macroscopic
systems.)
W... V .

s 
Lpl
pose that this system is init1ally in equilibrium, the piston being clamped at a
distance 5, from the end wall of the cylinder. The system is then equally
likely to be in any of its possible states compatible with the initial value
5 = s; and with the initial energy E. of the system. Suppose that some
external device now rapidly moves the piston to a new position 5 = 5;, thus
compressing the uid. In this process the external device does work and the
mean energy of the system is increased by some amount A117}. But all kinds
of pressure nonuniformities and turbulence are also set up in the uid;
during this time the system is not equally likely to be in any of its accessible
states. Of course, if one keeps s at the value 5; and waits long enough, a new
equilibrium situation will again be reached, where there is equal probability
that the system is in any of its states compatible with the new value s = Sf
and the new mean energy E, + All.
is due to the change of potential energy w(sf s.) of the center of mass of the
piston in the gravitational eld of the earth. Hence it follows that in the
process here contemplated the system A, consisting of gas and cylinder, does
an amount of work W = W(Sf  s.) on the system A.
:0
will":
im
Fig. 27 '6 A system consisting of a resistor
_.~ V mersed in a liquid. The battery can perform elec
current
trical work on the system by sending
through the resistor.
GENERAL INTERACTION 73
2  8 General interaction
In the most general case of interaction between two systems their external
parameters do not remain xed and the systems are not thermally insulated.
As a result of such a general interaction the mean energy of a system is changed
by some amount AE, but not all of this change is due to the change of its exter
nal parameters. Let A1171 = W denote the increase of its mean energy calcula
ble from the change of external parameters (i.e., due to the macroscopic work
W done on the system). Then the total change in mean energy of the system
can be written in the form
AEEAzE+Q=W+Q (281)
where the quantity Q thus introduced is simply a measure of the mean energy
change not due to the change of external parameters. In short, (2 8 1)
denes the quantity Q by the relation
QEAEW=AITI+W (282)
where W E W is the work done by the system. The relation (2 82) con
stitutes the general denition of the heat absorbed by a system. When the
external parameters are kept xed, (28 2) reduces, of course, to the denition
already introduced in Sec. 26 for the case of purely thermal interaction.
The relation (2  8  1) simply splits the total mean energy change into a part
W due to mechanical interaction and a part Q due to thermal interaction.
One of the fundamental aims of our study will be to gain a better understanding
of the relationship between thermal and mechanical interactions. This is
the reason for the name thermodynamics applied to the classical discipline
dealing with such questions.
Note that, by virtue of (2 81), both heat and work have the dimensions
of energy and are thus measured in units of ergs or joules.
Example Consider Fig. 281 where two gases A and A are contained in a
cylinder and separated by a movable piston.
a. Suppose rst that the piston is clamped in a xed position and that it
is thermally insulating. Then the gases A and A do not interact.
b. If the piston is not insulating but is clamped in position, energy will
in general ow from one gas to the other (although no macroscopic work gets
a result. This is an E
done) and the pressures of the gases will change as
example of purely thermal interaction.
it will in general
c. If the piston is insulating but free to move, then
one gas doing
move so that the volumes and pressures of the gases change,
mechanical work on the other. This is an example of purely mechanical
interaction.
(1. Finally, if the piston is noninsulating and free to move, both thermal
two gases A and A.
and mechanical interaction can take place between the
It
y "a: w
of mean
If one contemplates innitesimal changes, the small increment
differential dE.
energy resulting from the interaction can be written as the
the system in the process will be
The innitesimal amount of work done by
absorbed by the
denoted by dW; similarly, the innitesimal amount of heat
In terms of the above notation,
system in the process will be denoted by dQ.
the denition (28 2) becomes for an innitesimal process
dQEdE+dW (283)
as a con i
Remark The special symbol dW is introduced, instead of W, merely
not i
venient notation to emphasize that the work itself is innitesimal. It does i
designate any dierence between works. Indeed, the work done is a quantity
talk of the
referring to the interaction process itself. Thus it makes no sense to
between
work in the system before and after the process, or of the dierence
just the inni
these. Similar comments apply to (10, which again denotes
difference
tesimal amount of heat absorbed in the process, not any meaningless
between heats.
If the external parameters of a system have values x1, . . . , x", then the
energy of the system in a denite quantum state 1' has some value
E, = E4231, . n n , x") (2'9' 1)
When the values of the external parameters are changed, the energy of this
state 7' changes in accordance with the functional relation (291). In par
ticular, when the parameters are changed by innitesimal amounts so that
x... > 33., + dxa for each a, then (291) gives for the corresponding change in
energy
615', dxa
dE, _ 2 6x0, (2 9 2)
a=l
The work dW done by the system when it remains in this particular state 7' is
then dened as
dW, E dE, = 2X. dxa (293)
dW = Z Xadxa (295)
a=l
1'3 500" "389' "_  "lBO "190 199"
W ' '300 150 "ISU
=e f=
Remark The expression (2 103) for the work done is much more general
than the derivation based on the simple cylinder Would indicate. To show
this, Consider an arbitrary slow expansion of the system from the volume
enclosed by the solid boundary to that enclosed by the dotted boundary in Fig.
2 101. If the me: ssure is i), the mean force on an element of area dA is
i) dA in the direction 01 the normal n. If the displacement of this element of
area is by an amount (18 in the direction making an angle 0 with the normal.
" When a system is in one denite state r, the work dWr and the corresponding pressure
12, may, in general, depend on just how the volume is changed. (For example, if the system
is in the shape of a rectangular parallelepiped, the work dWr may depend on which wall is
moved and the force per unit area on different walls may be different.) But after averaging
over all the states r, the macrosc0pic work and mean pressure 1) become insensitive to the
precise mode of deformation contemplated for the volume.
78 SECTION 2 ' 11
then the Work done by the pressure on this area is (i) (M) ds cos 0 = 1') dv,
where du a MA ds cos 0) is the volume of the parallelepiped swept out by
the area element 111 in its motion through d3. Summing over all the elements
of area of the boundary surface gives then for the total work
dW=Ei1dv=iJEdv=iV
where (W = 2 do is the sum of all the little volumes swept out, i.e., the increase
in volume of the total system. Thus one regains (2 103).
GI
M=F,F.=dr=(Adx+d) (2113)
Since the difference on the left side depends only on the initial and nal points,
the integral on the right can only depend on these end points; it thus cannot
depend on the path along which it is evaluated in going from the initial point
i to the nal point f.
On the other hand, not every innitesimal quantity is an exact differential.
Consider, for example, the innitesimal quantity
where A' and B' are some functions of a: and y, and where dG has been intro
duced merely as an abbreviation for the expression on the left side. Although
dG is certainly an innitesimal quantity, it does not follow that it is necessarily
an exact differential; i.e., it is in general not true that there exists some function
G = G'(x,y) whose value is determined when a: and y are given, and which
is such that d0 = G'(x + dx, y + dy) G'(x,y) is equal to the expression
(2114). Equivalently, it is in general not true that, if one sums (i.e., inte
grates) the innitesimal quantities dG in going from the point i to the point
f along a certain path, that the integral
fd0=f(A'dx+B'dy) (2115)
is independent of the particular path used. When an innitesimal quantity
is not an exact differential it is called an inexact differential.
JG =adx+gdy =adx+1d(lny)
where a and are constants. Let 1? denote the initial point (1,1) and f the
nal point (2,2). In Fig. 2ll~1 one can then, for example, calculate the
integral of JG along the path i> a> f passing through the point a with
coordinates (2,1); this gives
[More = a+2mn2
80 SECTION 2 ' ll
k
y
3
2 b , f
41 u
1 i v a

Fig. 2111 Alternative paths
connecting the points i and f in
A the xy plane.
,_
* 0 1 2 3 4 x'
through
Alternatively, one can calculate it along the path 1' > b > f passing
the point b with coordinates (1,2); this gives
bfdG=ln2+a
Thus the integrals are different and the quantity dG is not an exact differential.
On the other hand, the innitesimal quantity
a
dFEQg =;Jx+ Edy
z y
d=f, %g=(a+)ln2
I I
to the physical
After this purely mathematical illustration, let us return
situation of interest. The macrostate of a macroscopic system can be specied
by the values of its external parameters (e.g., of its volume V) and of its mean
energy 147; other quantities, such as its mean pressure 13, are then determined.
Alternatively, one can choose the external parameters and the pressure 1')_ as
the independent variables describing the macrostate; the mean energy E is
then determined. Quantities such as di) or dE' are thus innitesimal differ
ences between welldened quantities, i.e., they are just ordinary (i.e., exact)
differentials. For example, dE' = E', E. is simply the difference between the
welldened mean energy E', of the system in a nal macrostate f and its well
dened mean energy E. in an initial macrostate 1 when those two states are only
innitesimally different. It also follows that, if the system is taken from any
initial macrostate i to any nal macrostate f, its mean energy change is simply
EXACT AND INEXACT DIFFERENTIALS 81
givenby
AE=E,E.=dE (2116)
But since a_quantity like E is just a function of the macrostate under con
sideration, E and E, depend only on the particular initial and nal macro
states; thus the integral [1d over all the energy increments gained in the
process depends only on the initial and nal macrostates. In particular,
therefore, the integral does not depend on what particular process is chosen
to go from i to f in evaluating the integral.
On the other hand, consider the innitesimal work dW done by the system
in going from some initial macrostate i to some neighboring nal macrostate f.
In general dW = 2X, dx. is not the difference between two numbers referring
to the two neighboring macrostates, but is merely an innitesimal quantity
characteristic of the process of going from state i to state f. (It is meaningless to
talk of the work in a given state; one can only talk of the work done in going
from one state to another state.) The work dW is then in general an inexact
differential. The total work done by the system in going from any macrostate
i to some other macrostate f can be written as
Example Consider a system, e.g., ages, Whose volume V is the only relevant
external parameter (see Fig. 2 74). Assume that the system is brought
quasistatically from its initial macrostate of volume V, to its nal macrostate
of volume Vf. (During this process the system may be allowed to exchange l
heat with some other system.) We can describe the particular process used
by specifying the mean pressure 1% V) of the system for all values assumed by
its volume in the course of the process. This functional relation can be repre
is given by
sented by the curve of Fig. 2 11 2 and the corresponding work
(210 4), i.e., by the area under the curve. If two different processes are
15
used in going from 'i to f, described respectively by the solid and dotted
will be
versus V curves in Fig. 211 2, then the areas under these two curves
on the
different. Thus the work W., done by the system certam depends
particular process used in going from i to f.
energy and is
Remark This statement is an expression of conservation of
conceive
subject to direct experimental verication. For example, one may
A thermally insulated cylinder is closed
of the following type of experiment.
a liquid in
by a piston. The cylinder contains a system which consists of
from out
which there is immersed a small paddle wheel which can be rotated
either (a)
side by a falling weight. Work can be done on this system by
amounts
moving the piston, or (b) rotating the paddle wheel. The respective
in terms of mechanical quantities by knowing (a) E
of Work can be measured
(b) the distance
the mean pressure on, and displacement of, the piston, and
by which the known weight descends. By doing such work the system can be
brought from its initial macrostate of volume V. and pressure 1'). to a nal
state of volume V, and pressure 13,. But this can be done in many ways:
e.g., by rotating the paddle wheel rst and then moving the piston the required
amount; or by moving the piston rst and then rotating the paddle wheel
through the requisite number of revolutions; or by performing these two types
of work alternately in smaller amounts. The statement (2119) asserts
that if the total work performed in each such procedure is measured, the
result is always the same."I
Statistical formulation
R. C. Tolman: The Principles of Statistical Mechanics, chaps. 3 and 9, Oxford
University Press, Oxford, 1938. (This book is a classic in the eld of statistical
mechanics and is entirely devoted to a careful exposition of fundamental ideas.
The chapters cited discuss ensembles of systems and the fundamental statistical
postulate in classical and quantum mechanics, respectively.)
PROBLEMS
2.1 A particle of mass m is free to move in one dimension. Denote its position
coordinate by 1 and its momentum by 1). Suppose that this particle is conned
within a box so as to be located between 1 = 0 and 1 = L, and suppose that its
energy is known to lie between E and E + 6E. Draw the classical phase space
estab
" Paddle wheels such as this were historically Used by Joule in the last century to
lish the equivalence of heat and mechanical energy. In the experiment just mentioned We
work
might equally well replace the paddle wheel by an electric resistor on Which electrical
Can be done by Sending through it a known electric current.
84 PROBLEM S
of this particle, indicating the regions of this space which are accessible to the
particle.
2.2 Consider a system consisting of two weakly interacting particles, each of mass
m and free to move in one dimension. Denote the respective position coordi
nates of the two particles by zl and zg, their respective momenta by p1 and m.
The particles are conned within a box with end walls located at z = 0 and
z = L. The total energy of the system is known to lie between E and E + 6E.
Since it is difcult to draw a fourdimensional phase space, draw separately the
part of the phase space involving zl and $2 and that involving p1 and p2. Indi
cate on these diagrams the regions of phase space accessible to the system.
2.3 Consider an ensemble of classical onedimensional harmonic oscillators.
(a) Let the displacement z of an oscillator as a function of time t be given
by z = A cos (cot + so). Assume that the phase angle <p is equally likely to
assume any value in its range 0 < <p < 21r. The probability w(<p) d<p that <p
lies in the range between <p and <p + d<p is then simply w() dO = (2101 dz.
For any xed time t, nd the probability P (z) dz that z lies between z and z + dz
by summing w(<p) dgo over all angles <p for which z lies in this range. Express
P(z) in terms of A and z.
(b) Consider the classical phase space for such an ensemble of oscillators,
their energy being known to lie in the small range between E and E + (SE.
Calculate P(z) dz by taking the ratio of that volume of phase space lying in this
energy range and in the range between z and z + dz to the total volume of phase
space lying in the energy range between E and E + (SE (see Fig. 2 3 1). Express
P(z) in terms of E and z. By relating E to the amplitude A, show that the
result is the same as that obtained in part (a).
2.4 Consider an isolated system consisting of a large number N of very weakly inter
acting localized particles of spin 1}. Each particle has a magnetic moment n
which can point either parallel or antiparallel to an applied eld H. The
energy E of the system is then E = (n1 n2)uH, where on is the number of
spins aligned parallel to H and n: the number of spins aligned antiparallel to H.
(a) Consider the energy range between E and E + (SE where (SE is very
small compared to E but is microscopically large so that 6E >> uH. What is
the total number of states 9(E) lying in this energy range?
(b) Write down an expression for In 9(E) as a function of E. Simplify
this expression by applying Stirlings formula in its simplest form (A 6 2).
(0) Assume that the energy E is in a region where 9(E) is appreciable, i.e.,
that it is not close to the extreme possible values iNuH which it can assume.
In this case apply a Gaussian approximation to part (a) to obtain a simple
expression for 9(E) as a function of E.
2.5 Consider the innitesimal quantity
Adz+dEdF
where A and B are both functions of z and y.
(a) Suppose that (W is an exact differential so that F = F(z,y). Show that
A and B must then satisfy the condition
a
63/
= LB
dz
(b) If (W is an exact differential, show that the integral IdF evaluated
along any closed path in the zy plane must vanish.
PROBLEMS 85
lelepiped of edges L,, L,, and L,. The possible energy levels of this particle are
then given by (21 3).
(a) Suppose that the particle is in a given state specied by particular
values of the three integers m, n," and 11,. By considering how the energy of
this state must change when the length L, of the box is changed quasistatically
by a small amount dL,, show that the force exerted by the particle in this state
on a wall perpendicular to the 1 axis is given by F, = 6E/6L,.
(b) Calculate explicitly the force per unit area (or pressure) on this wall.
By averaging over all possible states, nd an expression for the mean pressure
on this wall. (Exploit the property that the average values it? = 7&7 = u,
must all be equal by symmetry.) Show that this mean pressure can be very
simply expressed in terms of the mean energy E of the particle and the volume
V = LZLVL, of the box.
A system undergoes a quasistatic process which appears in a diagram of mean
pressure 1') versus volume V as a closed curve. (See diagram. Such a process is
called cyclic since the system ends up in a nal macrostate which is identical
to its initial macrostate.) Show that the work done by the system is given by
the area contained within the closed curve.
l
V
2.9 The tension in a wire is increased quasistatically from F1 to F,. If the wire has
length L, crosssectional area A, and Youngs modulus Y, calculate the work
done.
86' PROBLEMS
2.10 The mean pressure 1') of a thermally insulated amount of gas varies with its
volume V according to the relation
iiV" = K
where 'y and K are constants. Find the work done by this gas in a quasistatic
process from a macrostate with pressure 1'). and volume V. to one with pressure
1'), and volume V,. Express your answer in terms of 13., V., 13/, VI, and 'y.
In a quasistatic process A > B (see diagram) in which no heat is exchanged
with the environment, the mean presure 1') of a certain amount of gas is found to
change with its volume V according to the relation
1') =41s5
where a is a constant. Find the quasistatic work done and the net heat
absorbed by this system in each of the following three processes, all of which
take the system from macrostate A to macrostate B.
(a) The system is expanded from its original to its nal volume, heat being
added to maintain the pressure constant. The volume is then kept constant,
and heat is extracted to reduce the pressure to 10 dynes cm".
(b) The volume is increased and heat is supplied to cause the pressure to
decrease linearly with the volume.
(0) The two steps of process (a) are performed in the opposite order.
_ s
pT
a B'
32 A ~
2)
cm
0 u b In
dynes
(108
_ / 5
p = 01V /(
1 A > B
V'
(10s ems)
Statistical thermodynamics
for the number of states accessible to the system when each parameter labeled
by a lies in the range between 3/. and y. + by... For example, a parameter ya,
might denote the volume or the energy of some subsystem. We give some
concrete illustrations.
Example 1 Consider the system shown in Fig. 2.3.2 where a box is divided
by a partition into two equal parts, each of volume V.. The left half of the
box is lled with gas, While the right one is empty. Here the partition acts
as a constraint which species that only those states of the system are acces
sible for which the coordinates of all the molecules lie in the left half of the box.
In other words, the volume V accessible to the gas is a parameter which has
the prescribed value V = 17,.
Suppose that the initial situation with the given constraints is one of
equilibrium where the isolated system is equally likely to be found in any of
its (2. accessible states. Consider that some of the constraints are now
removed. Then all the states formerly accessible to the system still remain
accessible to it; but many more additional states will, in general, also become
accessible. A removal of constraints can then only result in increasing, or
possibly leaving unchanged, the number of states accessible to the system.
Denoting the nal number of accessible states by 9,, one can write
9/29; (3'1'1)
"' These are not necessarily external parameters.
89
EQUILIBRIUM CONDITIONS AND CONSTRAINTS
Example 2 Imagine that the partition in Fig. 27 1 is made thermally con
ducting. This removes the former constraint because the systems A and A'
are now free to exchange energy With each other. The number of states
accessible to the combined system A) = A + A will, in general, be much
greater if A adjusts its energy to some new value (and if A correspondingly
.90 SECTION 3 ' l
adjusts its energy so as to keep the energy of the isolated total system A)
unchanged). Hence the most probable nal equilibrium situation results
between
when such an adjustment has taken place by virtue of heat transfer
the two systems.
9(y)
n:
REVERSIBLE AND IRREVERSIBLE PROCESSES 91
accessible states is attained, i.e., until the various values of y occur with
respective probabilities given by (313). Usually (2(y) has a very pro
nounced maximum at some value g. In that case practically all systems in
the nal equilibrium situation will have values corresponding to the most
probable situation where y is very close to 3]. Hence, if initially y. 75 3], the
parameter y will change after the constraint is removed until it attains values
close to 3] where (2 is maximum. This discussion can be summarized by the
following statement:
Suppose that the nal equilibrium situation has been reached so that the sys
tems in the ensemble are uniformly distributed over the (2f accessible nal
states. If the constraints are noW simply restored, the systems in the ensemble
will still occupy these (2, states with equal probability. Thus, if (2, > 52,,
simply restoring the constraints does not restore the initial situation. Once
the systems are randomly distributed over the (2f states, simply imposing or
reimposing a constraint cannot cause the systems to move spontaneously out
of some of their possible states so as to occupy a more restricted class of states.
Nor could the removal of any other constraints make the situation any better;
it could only lead to a situation where even more states become accessible to
the system so that the system could be found in them as well.
Consider an isolated system (i.e., one which cannot exchange energy in
the form of heat or work with any other system) and suppose that some process
occurs in which the system goes from some initial situation to some nal situa
tion. If the nal situation is such that the imposition or removal of constraints
of this isolated system cannot restore the initial situation, then the process is
said to be irreversible. On the other hand, if it is such that the imposition
or removal of constraints can restore the initial situation, then the process is
said to be reversible.
In terms of these denitions, the original removal of the constraints in the
case where (2, > (2, can be said to be an irreversible process. Of course, it is
possible to encounter the special case where the original removal of the con
straints does not change the number of accessible states so that (If = 52,. Then
the system, originally in equilibrium and equally likely to be in any of its (2,
states, will simply remain distributed with equal probability over these states.
The equilibrium of the system is then completely undisturbed so that this
special process is reversible.
We again illustrate these comments with the previous examples:
.92
SECTION 3 ' 2
taken
Example 2 Suppose that thermal interaction between A'and A has
place and that the systems are in equilibrium. Simply making the partition
again thermally insulating does not change the new energies of A and A.
One cannot restore the system A + A to its original situation by making
heat ow in a direction opposite to the original direction of spontaneous
heat transfer (unless one introduces interaction with suitable outside systems).
The original heat transfer is thus an irreversible process.
Of course, a special case may arise where the initial energies of the systems
A and A are such that making the partition originally thermally conducting
does not increase the number of states accessible to the combined system
A + A. Then no net energy exchange takes place between A and A, and
the process is reversible.
ber of states accessible to the system can only increase or remain the same, i.e.,
of 2 9..
If Q, = (2,, then the systems in the representative ensemble are already
distributed with equal probability over all their accessible states. The system
remains, therefore, always in equilibrium and the process is reversible.
If (If > (2,, then the distribution of systems over the possible states in the
representative ensemble is a very improbable one. The system will therefore
tend to change in time until the most probable nal equilibrium situation of
uniform distribution of systems over accessible states is reached. Equilibrium
does not prevail at all stages of the process and the process is irreversible.
Remarks on signiCant time seales Note that we have nowhere made any
statements about the rate of a process, i.e., about the relaxation time 7 required
by a system to reach the nal equilibrium situation. An amwer to this kind
of question could only be obtained by a detailed analysis of the interactions
between particles, since these interactions are responsible for bringing about the
change of the system in time which results in the attainment of the nal
equilibrium state. The beauty of our general probability arguments is pre
cisely the fact that they yield information about equilibrium situations,
without the necessity of getting involved in the difcult detailed analysis of
interactions between the very many particles of a system.
The general probability arguments of statistical mechanics are thus
basically restricted to a consideration of equilibrium situations which do not
change in time. But this limitation is not quite as severe as it might appear at
rst sight. The important parameter is really the time ten, of experimental
interest compared to the signicant relaxation times 7 of the system under
consideration. There are really three cases which may arise.
1. 7 << texp: In this case the system comes to equilibrium very quickly
compared to times of experimental interest. Hence probability arguments
concerning the resulting equilibrium situation are certainly applicable.
2. 7 )) texp: This is the opposite limit where equilibrium is achieved very
s10wly compared to experimental times. Here the situation would not be
changed signicantly if one imagined constraints to be introduced which would
prevent the system from ever reaching equilibrium at all. But in the presence
of these constraints the system would be in equilibrium; hence it can again be
treated by general probability arguments.
Example 1 Imagine that in Fig. 2 7 1 the partition has a very small thermal
conductivity so that the amount of energy transferred between A and A
during a time tm. of experimental interest is ve.y small. Then the situation
would be substantially the same if the partition were made thermally insu
lating; in that case both A and A can separately be considered to be in ther
mal equilibrium and can be discussed accordingly.
SECTION 3  3
.94
a

Laboratory benh
of Fig. 3 2 1. Here
Example 2 As a second example, consider the situation
piston, and the whole
a gas is contained in a cylinder closed by a movable
When the piston is pushed
apparatus is sitting on a bench in the laboratory.
about its equilibrium
down and then released, it will oscillate with a period t.,m
two signicant relaxation times in the problem. If the
position. There are
the gas will again come
piston is suddenly displaced, it takes a time m. before
heat with it;
to thermal equilibrium with the laboratory bench by exchanging
regain internal thermal
it alSO takes a time 7,... before the gas of molecules W111
over all its accessible
equilibrium so that it is again uniformly distributed
interest (which
states. Ordinarily 7..., << n... If the time of experimental
is here the period of oscillation to") is such that
7,. << to << nh
is com
3. 7 % texp: In this case the time required to reach equilibrium
distribution of
parable to times of experimental signicance. The statistical
on changing
the system over its accessible states is then not uniform and keeps
a difcult pro
during the time under consideration. One is then faced with
blem which cannot be reduced to a discussion of equilibrium situations.
IC SYSTEMS
THERMAL INTERACTION BETWEEN MACROSCOP
between E and E + 6E, and by Q(E) the number of states of A in the range
between E and E + 6E.
We assume that the systems are not thermally insulated from each other
so that they are free to exchange energy. (The external parameters of the
systems are supposed to remain xed; thus the energy transfer is in the form of
heat.) The combined system A) E A + A is isolated and its total energy
E() is therefore constant. The energy of each system separately is, however,
not xed, since it can exchange energy with the other system. We assume
always, when speaking of thermal contact between two systems, that the inter
action between the systems is weak so that their energies are simply additive.
Thus we can write
E + E = Em = constant (33 1)
*
Remark The Hamiltonian (or energy) 5C of the combined system can always
be written in the form
5c = 5c +5c' +506)
where SC depends only on the variables describing A, 50 only on the variables
describing A, and the interaction term 50) on the variables of both sys
tems.* This last term 50) cannot be zero, because then the two systems
would not interact at all and would have no way of exchanging energy and
thus coming to equilibrium with each other. But the assumption of weak
interaction is that 50), although nite, is negligibly small compared to SC
and 50. '
Suppose that the systems A and A are in equilibrium with each other,
and focus attention on a representative ensemble such as that shown in Fig.
2 6 1. Then the energy of A can assume a large range of possible values, but
these values occur by no means with equal probability. Indeed, suppose that
A has an energy E (i.e., more precisely an energy between E and E + 6E.)
Then the corresponding energy of A is by (331) known to be
E =E()E (3.3.2)
The number of states accessible to the entire system A) can thus be regarded
as a function of a single parameter, the energy E of System A. Let us denote
" For example, for two particles moving in one dimension
pl
20"
3c
51; +
2m
+ U(x,r)
where the rst terms describe their kinetic energies and the last one describes their potential
energy of mutual interaction which depends on their positions a: and 1.
.96 SECTION 3 ' 3
by Q()(E) the number of states accessible to A() when A has an energy between
E and E + 6E. Our fundamental postulate asserts that in equilibrium A(")
must be equally likely to be found in any one of its states. Hence it follows
that the probability P(E) of nding this combined system in a conguration
where A has an energy between E and E + 6E is simply proportional to the
number of states Q()(E) accessible to the total system A(") under these cir
cumstances. In Symbols this can be written
P(E) =
was)
90mm
where 9(0),t denotes the total number of states accessible to A). Of course,
9(0), can be obtained by summing Q()(E) over all possible energies E of the
system A. Similarly, the constant C in (333) can be determined by the
normalization requirement that the probability P(E) summed over all pos
sible energies of A must yield unity. Thus
0: = me) = 9((E)
But when A has an energy E it can be in any one of its 9(E) possible
states. At the same time A must then have an energy E = E) E so that
it can be in any one of its 9(E) = Q(E() E) possible states. Since every
possible state of A can be combined with every possible state of A to give a
different state of the total system A), it follows that the number of distinct
states accessible to A) when A has energy E is simply given by the product
e<>(E) = 9(E)Q(E<) E) (33 4)
Correspondingly, the probability (333) of System A having an energy near
E is simply given by
p P(E) = CQ(E)Q(E<) E) (3 3 5)
4 11 2 40 80
5 10 5 26 130
8 9 10 16 160
7 S 17 8 138
S 7 25 3 75
905)
I
E
I 513' h
Fig. 332 Graph showing, in the case of two special very small systems
A and A', the number of states IKE) accessible to A when its energy is
and the number of states 9(E) accessible to A when its energy is E.
(The energies are measured in terms of an arbitrary unit.)
*:TS:,:<;<4\2;:S mi .170:
.98 SECTION 3 ' 3
P(E)
Remark More explicitly, if the number of states exhibits the behavior dis
cussed in (25 10) so that Q 0: Ef and (2 0: Ef, then (335) gives
laflnE+fln(E) E) +constant
alnP__1_6P_
6E _P5E_O (336)
But by (335)
1n P(E) = In C +1n (2(E) + 1n Q(E) (337)
6 ln (2(E) 6 ln Q'(E')
01
V HE) E M (339)
with a corresponding denition for . The relation (338) is the equation
which determines the value E where P(E) is maximum.
By its denition, the parameter has the dimensions of a reciprocal energy.
It is convenient to introduce a dimensionless parameter T dened by writing
kT E 31 (3310)
where k is some positive constant having the dimensions of energy and whose
magnitude can be chosen in some convenient arbitrary way. The parameter T
is then by (339) dened as
1 as
= 311
T 6E (3 )
where we have introduced the denition
* We write this as a partial derivative to emphasize that all external parameters of the
system are considered to remain unchanged in this discussion. The reason that it is some
what more convenient to work with In P instead of P itself is that the logarithm is a much
more slowly varying function of the energy E, and that it involves the numbers (2 and (2 as a
simple sum rather than as a product.
100 SECTION 3 ' 4
Remark Note that the number (2 of accessible states in the energy range
6E (and hence also the entropy S = k ln (2 of (33 12)) depends on the size
discussion.
6E chosen as the xed small energysubdivision interval in a given
This dependence of S is, however, utterly negligible for a macroscopic system
and does not at all affect the parameter B.
=
Indeed, by (251), 9(E) is simply proportional to BE; i.e., 9(E)
Since 6E
w(E) 6E, where w is the density of states Which is independent of 6E.
is a xed interval independent of E, it follows by (3310) that
a
3 =5E(lnw+ln6E) = 6 In on
(3315)
6E
had chosen
which is independent of (SE. Furthermore, suppose that one
instead of (SE a different energy subdivision interval 6*E. The corresponding
of states 9*(E) in the range between E and E + 6*E would then be
number
given by
a al (E) = 6E 15 al a1
9(E)
S*=klnfl*=S+kln5;EE (3316)
Now by (259), S = k ln (2 is of the order of Icf, where f is the number of
degrees of freedom of the system. Imagine then an extreme situation
where the interval SE" would be chosen to be so fantastically different from
much as 10).
6E as to differ from it by a factor as large as f (e.g., by as
the
Then the second term on the right side of (3316) would at most be of
example,
order of k In f. But when f is a large number, In f < < < f. (For
which is certainly utterly negligible compared to f
if f = 10, In f = 55,
itself.) The last term in (3316) is therefore completely negligible compared
to S, so that one has to excellent approximation
S"l = S
The value of the entropy S = k ln (2 calculated by (3312) is thus essentially
energy scale.
independent of the interval 6E chosen for the subdivision of the
We pointed out already that the maximum exhibited by P(E) at the energy
E = E is extremely sharp. There is, therefore, an overwhelmingly large
probability that, in an equilibrium situation where A and A are in thermal
contact, the System A has an energy E very close to E, while the system A'
has correspondingly an energy very close to E) E E E. The respective
mean energies of the systems in thermal contact must therefore also be equal
to these energies; i.e., when the systems are in thermal contact,
E = E and E' = E" (341)
THE APPROACH TO THERMAL EQUILIBRIUM 101
so that the probability P(E) becomes maximum. By (3 ' 3 8) the [3 parameters
of the systems are then equal, i.e.,
_ Br=f3f' _ (3'4'3)
where By E B(Ef) and [3/ E [3(Ef')
The nal probability is maximum and thus never less than the original
one. By virtue of (337) this statement can be expressed in terms of the
denition (33  12) of the entropy as
_ _ .4.
AS E Sf, i E S(E,) S(E,) (3 6)
b AS+AS20 (347)
Similarly, the mean energy changes are, by denition, simply the respective
heats absorbed by the two systems. Thus
5:51:12, (348)
The conservation of energy (345) can then be written more compactly as
3 5 Temperature
into thermal contact with the various systems to be tested. All the other
macroscopic parameters of M are held xed. The parameter 0, which is
allowed to vary, is called the thermometric parameter of .M.
2. The system M is chosen to be much smaller (i.e., to have many fewer
degrees of freedom) than the systems which it is designed to test. This is
desirable in order to minimize the possible energy transfer to the systems under
test so as to reduce the disturbance of the systems under test to a minimum.
Examples of thermometers
a. Mercury in a glass tube. The height of the mercury in the tube is
taken as the thermometric parameter 6. This is the familiar mercuryin
glass thermometer.
b. Gas in a bulb, its volume being maintained constant. The mean
pressure of the gas is taken as the thermometric parameter 0. This is called
a constantvolume gas thermometer.
c. Gas in a bulb, its pressure being maintained constant. The volume
of the gas is taken as the thermometl'ic parameter 0. This is called a con
stantpressure gas thermometer.
d. An electrical conductor maintained at constant pressure and carrying
a current. The electrical resistance of the conductor is the thermometric
parameter 0. This is called a resistance thermometer. E
O_ ._ _____ @
Hg level Measure
always brought height of
:to the height Hg level
*Remark This is true for all ordinary systems where one takes into account
the kinetic energy of the particles. Such systems have no upper bound on
their possible energy (a lower bound, of course, always existsnamely, the
quantum mechanical groundstate energy of the system); and as we have seen
in Sec. 2 5, (2(E) increases then roughly like El, where f is the number of
degrees of freedom of the system. Exceptional situations may arise, however,
where one does not want to take into account the translational degrees of
freedom of a system (i.e., coordinates and momenta), but focuses attention
only on its spin degrees of freedom. In that case the system has an upper
bound to its possible energy (e.g., all spins lined up antiparallel to the eld)
as Well as a lower bound (e.g., all spins lined up parallel to the field). Corre
spondingly, the total number of states (irrespective of energy) available to
the system is nite. In this case the number of possible spin states SAME)
at rst increases, as usual, with increasing energy; but then it reaches a
maximum and decreases again. Thus it is possible to get absolute spin tem
peratures which are negative as Well as positive.
and sg (356)
Thus the quantity kT is a rough measure of the mean energy, above the ground
state, per degree of freedom of a system.
The condition of equilibrium (338) between two systems in thermal
contact asserts that their respective absolute temperatures must be equal.
By virtue of (356) we see that this condition is roughly equivalent to the
fairly obvious statement that the total energy of the interacting systems is
shared between them in such a way that the mean energy per degree of freedom
is the same for both systems.
In addition, the absolute temperature T has the general property of
indicating the direction of heat ow between two systems in thermal contact.
This is most readily seen in the case where an innitesimal amount of heat Q is
transferred between two systems A and A, originally at slightly different
initial temperatures 6. and 67/. Using the notation of Sec. 33, the condition
that the probability (337) must increase in the process (or equivalently, the
condition (347) for the entropy) can be written as
a In o(E.) a 1n o'(E.')
GE
(E, E) + GE (13/ E?) Z 0
Using the denition of 6 as well as the relations (3  48), this becomes
(5i 5:")Q Z 0
Thus, if Q > 0, then
5i 2 i'
and Ti S Ti,
if T, and T, are positive. Hence positive heat is always absorbed by the sys
tem with higher 6 and given off by the system with lower ,8. Or, in the ordinary
case where the absolute temperatures are positive, heat is absorbed by the
system at the lower absolute temperature T and given off by the system at the
higher absolute temperature T. Since the words colder and warmer were
dened in Sec. 3  4 in terms of the direction of heat ow, one can say (in the case
of ordinary positive absolute temperatures) that the warmer system has a
higher absolute temperature than the colder one. (We shall see later that
the same conclusions are true in situations where a nite amount of heat is
transferred.)
3 6 Heat reservoirs
3' ,
{615,62 << , . .
(361)
Here 66/6E is of the order of /E", where E" is the mean energy of A measured
from its ground state,* while the heat Q absorbed by A is at most of the order
of the mean energy E of the small system A above its ground state. Hence
one expects (361) to be valid if
<<1
El
_,,166',
6Q+aE,Q2+ ..
(362)
where we have used the denition (339). But if A acts as a heat reservoir
so that (361) is satised, then ,8 does not change appreciably and higher
order terms on the right of (362) are negligible. Thus (362) reduces
simply to
In my + Q) ln Q(E) = so = ,3, (363)
The left side expresses, by the denition (3312), the entropy change of the
heat reservoir. Thus one arrives at the simple result that, if a heat reservoir
at temperature T absorbs heat Q, its resulting entropy change is given by
In Sec. 33 we argued that the probability 1(E) that A has an energy E
exhibits a very sharp maximum. Let us now investigate more quantitatively
just how sharp this maximum really is.
Our method of approach is identical to that used in Sec. 15. To inves
tigate the behavior of I(E) near its maximum E = E, we consider the more
slowly varying function In 1(E) of (337) and expand it in a power series of
the energy difference
nEEE (371)
~ 9 2 Q
1no(E) =1no(E)+<QgF>n+%<aalil,>n2+    (372)
_ 6 ln (2 .
_ 62 1n!) _ _ 6,8 , . .
The minus sign has been introduced for convenience since we shall see that the
second derivative is intrinsically negative.
Hence (372) can be written
Note that M cannot be negative, since then the probability P(E) would not
exhibit a maximum value, i.e., the combined system A) would not attain a
welldened nal equilibrium situation as, physically, we know it must.
Furthermore, neither A nor >\ can be negative. Indeed, one could choose for
A a system for which A << A; in that case A z A0 and, since we already argued
that this last quantity cannot be negative, it follows that A Z 0. Similar
reasoning shows that >\ 2 O.*
The same conclusion follows also from the argument that ordinarily
(2 0: Ef. Indeed, using the denition (374), one obtains from (355)
E=E (3712)
Thus the mean energy of A is indeed equal to the energy E corresponding
to the situation of maximum probability. Furthermore, (379) shows
that P(E) becomes negligibly small compared to its maximum value when
and A*E' z E;
x/f
where E' is the mean energy of A above its ground state. The fractional width
of the maximum in P(E) is then given by
*
p A _E~1 (3714)
E x/f
If A contains a mole of particles, f z Na z 1024 and (A*E/E') x 10.
Hence the probability distribution has indeed an exceedingly sharp maxi
mum when one is dealing with macroscopic systems containing very many
particles. In our example, the probability P(E) becomes already negligibly
small if the energy E differs from its mean value by more than 1 part in 1012!
This is an example of a general characteristic of macroscopic systems. Since
the number of particles is so very large, uctuations in any macroscopic parame
ter y (e.g., energy or pressure) are ordinarily utterly negligible. This means
that one nearly always observes the mean value 37 of the parameter and tends,
therefore, to remain unaware of the statistical aspects of the macroscopic world.
It is only when one is making very precise measurements or when one is dealing
with very small systems that the existence of uctuations becomes apparent.
The condition A Z 0 implies by (374) that
_ 612a 66
l 6E2 = aEZO
or 66
aE_O ..1 5)
(37
66 6T 1 6T
W 677: kT2 6E S 0
6T
Th us
aE > 0 (3 ~716 )
i.e., the absolute temperature of any system increases with its energy.
The relation (3715) allows one to establish the general connection
between absolute temperature and the direction of heat ow. In the situation
of Sec. 34, suppose that initially 61% 52". If A absorbs positive heat Q,
* The result (169) applied to the Gaussian distribution (379) shows that Aol is
indeed the dispersion of the energy.
SHARPNESS or THE PROBABILITY DISTRIBUTION 111
(3  7 15) implies that its value of 3 must decrease. At the same time, A must
give off heat so that its value of 3 must increase. Since [3 is a continuous
function of E for each system, the [3 values of the systems change in this way
continuously until they reach the common nal value [3,; this must therefore
be such that B, < B, and B, > B]. Thus 3., > B, and the positive heat Q gets
absorbed by the system with the higher value of B. Correspondingly, for
ordinary positive absolute temperatures, positive heat gets absorbed by the
system at the lower absolute temperature T.*
that, if in analogy to (33 13), one denes the total entropy of Am) in terms
of the total number of its accessible states so that
3(0) = )9 1119mm
mum
Then
.mmm
" The statement relating to T is restricted to the ordinary case of positive temperatures,
since otherwise T is not a c0ntinu0us function of E. Indeed, for spin systems with an upper
bound of possible energies, (2 has a maximum, and hence B paSSes continuously through the
vaIUe B = 0. But correspondingly, T E (km1 jumps from no to cc.
SECTION 3 ' 8
112
N MACROSCOPIC SYSTEMS
GENERAL INTERACTION BETWEE
the
3 ' 8 Dependence of the density of states on
external parameters
interaction between systems,
Now that we have examined in detail the thermal
al interaction can also take place,
let us turn to the general case where mechanic
the external paramete rs of the systems are also free to change. We
i.e., where
density of states depends on the
begin, therefore, by investigating how the
external parameters.
where onlyasingle external
For the sake of simplicity, consider the situation
generalization to the case where
parameter a: of the system is free to vary; the
immediat e. The number of states
there are several such parameters will be
range between E and E + 6E
accessible to this system in the energy
by this external parameter;
will also depend on the particular value assumed
d in examining how (2 depends
we shall denote it by Q(E,x). We are intereste
on 3:.
energy E,(x) of each microstate
When a: is changed by an amount (11:, the
energies of different states are, in
7' changes by an amount (am/ax) dx. The
us denote by Qy(E,x) the number
general, changed by different amounts. Let
range between E and E + 6E when
of those states which have an energy in the
paramete r has the value x, and which are such that their derivative
the external
and Y + BY. The total number of
6E,/6x has a value in range between Y
states is then given by
Q(E,x) = 2W) (381)
Y
values of Y.
where the summation is over all possible
external parameter is changed,
Consider a particular energy E. When the
originally had an energy loss than E will acquire an energy
some states which
is the total number of states a(E)
greater than E, and vice versa. What then
than E to a value greater than E
whose energy is changed from a value less
dx? Those states for which 6E,/6x
when the parameter changes from a: to x +
energy by the innitesimal amount
has the particular value Y change their
an energy Y dx below E will
Y dx. Hence all these states located within
one greater than E (see Fig. 3  8 1).
change their energy from a value smaller to
given by the number per unit
The number a'y(E) of such states is thus
as the mean value of Y over all accessible states, each state being considered
equally likely; The mean value thus dened is, of course, a function of E and
x, i.e., Y = Y(E,x). Since Y = 6E,/6x, one has
17=LE'E X (385)
62:
where X is, by the denition (29 6), the mean generalized force conjugate to
the external parameter 3:.
Let us now consider the total number of states Q(E,x) between E and
E + 6E (see Fig. 382). When the parameter changes from a: to a: + dx,
the number of states in this energy range changes by an amount [6'Q(E,x)/6x] dx
which must be due to [the net number of states which enter this range by
having their energy changed from a value less than E to one greater than E]
minus [the net number of states which leave this range by having their energy
changed from a value less than E + 6E to one greater than E + 6E]. In
symbols this can be written
69(E x) 30 6 E
=
63: dx = a(E) a(E + 6 E ) BE
Y BX
6 ln 9 
ax _ _ TE
6 ln 9 (388)
(339) of the temperature
where we have used (385) and the denition
parameter 3.
s 3:], . . . , 33,. (so that
When there are several external parameter
valid for each one of them.
(2 = 9(E, x1, . . . , x")) the ab0ve relation is clearly
2:. and its corresponding mean
One obtains then for each external parameter
generalized force X, the general relation
external parameter
Example In Fig. 281, the gas A is described by one
by its volume V. But as
1, its volume V; similarly, the gas A is described
i.e.,
the piston moves, the total volume remains unchanged,
V = V) = constant (392)
V +
have a very sharp maximum for some values E = E and and = id. The equi
librium situation corresponds then to the one of maximum probability where
practically all systems A) have values of E and and very close to E and fa.
The mean values of these quantities in equilibrium will thus be equal to E = E
and id = id.
d1n9=6(dE+2XadaEa) (394)
By (295) the last term in the parentheses is just the macroscopic work dW
done by A in this innitesimal process. Hence (394) can be written
d1n9=(dE+dW)EdQ (39.5)
where we have used the denition (283) for the innitesimal heat absorbed
by A. Equation (395) is a fundamental relation valid for any quasistatic
innitesimal process. By (3310) and (3312) it can also be written in the
form
p _T
dS _ dQ (3 . 9 . 7)
dS=O
This shows that S, or In (2, does not change even if the external parameters are
varied quasistatically by a nite amount. Hence one has the important result
that
If the external parameters of a thermally isolated system are (398)
changed quasistatically by any amount, AS = O.
116 SECTION 3 ' 9
Thus the performance of quasistatic work changes the energy of a thermally
isolated system, but does not affect the number of states accessible to it. In
accordance with the discussion of Sec. 32, such a process is thus reversible.
It is worth emphasizing that even if a system is thermally isolated so that
it absorbs no heat, its entropy will increase if processes take place which are
not quasistatic. For example, each total system A) is thermally isolated in
the three examples discussed at the beginning of Sec. 3  1, yet the number of
states accessible to it, and hence its entropy, increases.
Hence 3 3 = 0
and 615 Bp = 0
or B == 25,}
3
and 25 (3 . 9 . 16)
and is thus a function of :c. If a: is free to adjust itself, it will tend to change
so that the system approaches an equilibrium situation where (2 is a maximum,
i.e., where
6
_1 9( E,1) = 0
6:1: n
W X =67;
This condition asserts simply that in equilibrium the mean force I? exerted by
the gas A must be equal to the force 6E/6:c exerted by the spring.
It follows that, given any two macrostates i and f of a system, the entropy
difference between them can be written as
where we have used the result (397) in the last integral. We have labeled
this integral by the subscript eq (standing for equilibrium) to emphasize
explicitly the fact that it is to be evaluated for any process by which the system
is brought quasistatically through a sequence of nearequilibrium situations
from its initial to its nal macrostates. The temperature in the integrand is
thus well dened at all stages of the process. Since the left side of (3 101)
refers only to the initial and nal macrostates, it follows that the integral on
the right side must be independent of whatever particular quasistatic process
leading from i to f is chosen to evaluate the integral. In symbols,
Example Consider the two quasistatic processes indicated by the solid and s
I
dashed lines of the 1') versus V diagram in Fig. 2112. The integral dQ
giving the total heat absorbed in going from i to f will be different when evalu
ated for the two processes. But the integral / I (dQ/ T) will yield the same ;
SEka (3103)
Remark This last statement would not be true if the system were described
in terms of classical mechanics. If the system has f degrees of freedom,
phase space is subdivided (as in Sec. 21) into cells of arbitrarily chosen
volume ho. The total number of cells, or states, available to the system is
then obtained by dividing the accessible volume of phase space (contained
between the energies E and E + (SE) by the volume per cell. Thus
Q= "/dqi"'d41dp1"'dpl
" The value of S is certam unique for a given choice of the energy subdivision interval
5E. In addition, we showed at the end of Sec. 33 that the value of the entropy is also
utterly insensitive to the exact choice of the magnitude of 5E.
SECTION 3 ' 10
1:20
In SHE)
validity of the
Remark We note again the quantummechanical basis for the
Would not
above diScussion. In the framework of classical mechanics there
denite small number
exist a situation of lowest energy with an associated
of states.
the tempera
This limiting behavior of S can also be expressed in terms of
0, or equivalently
ture of the system. We know by (37 15) that BB/BE <
E0, 3 increases
that (QT/6E > 0. Hence it follows that as E decreases toward
very small.
and becomes very large, while T = (km1 decreases and becomes
its groundstat e
In the limiting case as T > O, E must increasingly approach
negligibly
value E0. By virtue of (3 105), the entropy must then become
small. Thus,
as T>0, S>0 (3106)
one must, as
In applying (3 106) to situations of experimental interest
are applicable to the
usual, be sure to ascertain that equilibrium arguments
under consideration . At very low temperatures one must be particu
system
may then
larly careful in this respect since the rate of attaining equilibrium
practice concerns the
become quite slow. Another question which may arise in
been reached. In
extent to which the limiting situation T> 0 has indeed
1:21
PROPERTIES OF THE ENTROPY
other words, how small a temperature is sufciently small to apply (310 6)?
It is only possible to answer this question by knowing something about the
particular system under consideration. A case of very frequent occurrence is
that where the nuclei of the atoms in the system have nuclear spins. If one
brings such a system to some sufciently_low temperature To, the entropy (or
number of states) associated with the degrees of freedom not involving nuclear
spins may have become quite negligible. Yet the number of states (2, corre
sponding to the possible nuclear spin orientations may be very large, indeed just
as large as at very much higher temperatures. The reason is that nuclear
magnetic moments are very small; interactions affecting the spin orientation of
a nucleus are thus also very small. Hence each nuclear spin is ordinarily
oriented completely at random, even at temperatures as low as To.
nuclear spin
Suppose, for example, that the system Consists of atoms having
1; (e.g., the system might be a silver spoon). Each spin can have tWo possible
two
orientations. If spinindependent interactions are very small, these
likely
orientations do not differ signicantly in energy and each spin is equally
are then
to point up or down. If there are N nuclei in the system, there
(ls = 2 possible spin states accessible to the system, even at a temperature
the inter
as low as To. Only at temperatures very much less than To will
the
actions involving nuclear spins become of signicance. For instance,
(nuclear
situation where all nuclear spins are aligned parallel to each other
ferromagnetism) may have slightly loWer energy than other spin orienta
tions. The system will then (if it attains equilibrium) settle down at the
very lowest temperatures (T < < < To) into this one very loWest state where
all nuclei are aligned.
In the case under discussion, where one knows that the nuclear spins are
still randomly oriented at a temperature as low as To and do not depart from
this random conguration until one goes to temperatures very much less than
To, one can still make a useful statement. Thus one can assert that as T
decreases towards To, the entropy approaches a value S0 which is simply given
by the number of possible nuclear spin orientations, i.e., So = k In g. In
symbols this yields the result that
S)So (3 10'7)
asT)0+,
Here T> 0+ denotes a limiting temperature which is very small, yet large
enough so that spins remain randomly Oriented. Furthermore, So is a denite
constant which depends only on the kinds of atomic nuclei of which the system
is composed, but which is completely independent of any details concerned
with the energy levels of the system. One can say, in short, that So is inde
pendent of all parameters of the system in the widest sense, i.e., independent of
the spatial arrangement of its atoms or of the interactions between them. The
statement (3 107) is a useful one because it can be applied at temperatures
which are not prohibitively low.
122 SECTION 3 ' 11
The entire discussion of this chapter has been based on the fundamental
statistical postulates of Sec. 23. We have elaborated some details and given
various illustrative examples to gain familiarity with the main properties of
macroscopic systems. The main ideas have, however, been quite simple; most
of them are contained in Secs. 3  1, 3 ' 3, and 39. The discussion of this chapter
encompasses, nevertheless, all the fundamental results of classical thermody
namics and all the essential results of statistical mechanics. Let us now sum
marize these results in the form of very general statements and group them
into two categories. The rst of these will consist of purely macroscopic state
ments which make no reference to the microscopic properties of the systems,
i.e., to the molecules of which they consist. These statements we shall call
thermodynamic laws. The other class of statements will refer to the
microscopic properties of the systems and will be designated as statistical
relations.
Thermodynamic laws The rst statement is the fairly trivial one discussed
in Sec. 3  5.
D Zeroth law: If two systems are in thermal equilibrium with a third system,
they must be in thermal equilibrium with each other.
Next there is a statement expressing the conservation of energy and discussed
in Sec. 28.
_dQ
dST ..
(3114)
where T is a quantity characteristic of the macrostate of the system. (T
is called the absolute temperature of the system.)
Finally, there is a last statement based on (3  107).
> Third law: The entropy S of a system has the limiting property that
Note again that the above four laws are completely macroscopic in content.
We have introduced three quantities (E', S, and T) which are asserted to be
dened for each macrostate of the system, and we have made some statements
about properties relating these quantities. But nowhere. in these four laws
have we made any explicit reference to the microscopic nature of the system
(e.g., to the properties of the molecules constituting the system or to the forces
of interaction between them).
k S=k1no (3116)
This allows one to relate the quantities entering in the thermodynamic laws
to ones microscopic knowledge of the system. Indeed, if one knows the nature
of the particles constituting the system and the interactions between them,
then one can in principle use the laws of mechanics to compute the possible
quantum states of the system and thus to nd (2.
Furthermore, one can use the fundamental statistical postulate of Sec. 2 3
to make statements about the probability P of nding an isolated system in a
situation characterized by certain parameters yl, . . . , g... If the corre
sponding number of accessible states is (2, then in equilibrium
ynamic quantities
3 12 Statistical calculation of thermod
of the number of states
It is worth pointing out explicitly how a knowledge t macro
(2 = 9(E; x1, . , x) of a system allows one to calculate importan
equilibriu m. The quantity (2
scopic quantities characterizing the system in
of the energy of the system under considera tion and of its external
is a function
are (339) and (389),
parameters. The relations of particular interest
namely,
6 ln (2  1 a ln (2 (3121)
= d =
But since the entropy S is a function of the energy and the external parame
ters, one can also write the purely mathematical result
Since (312 3) and (3 12 4) must be identically equal for arbitrary values of
dE and dim the corresponding coefcients multiplying the differentials must
be equal. Hence one obtains
1 _ as X. _ as _ .
T 5E and T, (617.) (312 5)
where the derivatives are to be evaluated corresponding to the energy E' = E'
and parameters :3. = 5:. of the equilibrium state under consideration. The
relations (3 12 5) are identical to (3 12 1), since S = k ln (2 and T = (19,6)1.
where x(E) is independent of V and depends only on the energy E of the gas.
Hence
1n (2 = N In V + 1n x(E) + constant (3127)
Thus (3122) yields immediately for the mean pressure of the gas the simple
relation
__N1_N __
(3128)
pEIfVkT
01
p p = nkT (3129)
where n E N/V is the number of molecules per unit volume. This is the
equation of state for an ideal gas. Alternatively one can write N = vNa, where
v is the number of moles of gas present and Na is Avogadros number. Then
(3128) becomes
D {W = vRT (31210)
where R E N, k is called the gas constant. Note that neither the equation
of state nor the constant R depends on the kind of molecules constituting the
ideal gas.
By (3121) and (3127) one obtains further
= 3111 X(E)
3 6E
126 PROBLEMS
evaluated for the mean energy E = E of the gas. Here the right side is only a
function of E, but not of V. Thus it follows that, for an ideal gas 5 = ME)
or E = Em (31211)
Hence one reaches the important conclusion that the mean energy of an ideal
gas depends only on its temperature and is independent of its volume. This
result is physically plausible. An increase in volume of the container increases
the mean distance between the molecules and thus changes, in general, their
mean potential energy of mutual interaction. But in the case of an ideal gas
this interaction energy is negligibly small, while the kinetic and internal energies
of the molecules do not depend on the distances between them. Hence the
total energy of the gas remains unchanged.
The following books give a statistical discussion somewhat similar to the one of this
text:
C. Kittel: Elementary Statistical Physics, secs. 110, John Wiley & Sons, Inc., New
York, 1958.
R. Becker: Theorie der Warme, secs. 3235, 45, SpringerVerlag, Berlin, 1955. (A
good book, but in German.)
L. Landau and E. M. Lifshitz: Statistical Physics, secs. 113, AddisonWesley,
Reading, Mass, 1963.
The following books are good introductions to classical thermodynamics from a com
pletely macroscopic point of View:
PROBLEMS
3.1 A box is separated by a partition which divides its volume in the ratio 3: 1. The
larger portion of the box contains 1000 molecules of Ne gas; the smaller, 100
molecules of He gas. A small hole is punctured in the partition, and one waits
until equilibrium is attained.
(a) Find the mean number of molecules of each type on either side of the
partition.
(b) What is the probability of nding 1000 molecules of Ne gas in the larger
portion and 100 molecules of He gas in the smaller (i.e., the same distribution
as in the initial system)?
PROBLEMS 197
3.2 Consider a system of N localized weakly interacting particles, each of spin % and
magnetic moment u, located in an external magnetic eld H. This system was
already discussed in Problem 2.4.
(a) Using the expression for In (2(E) calculated in Problem 2.4b and the
denition 6 = 6 ln Q/aE, nd the relation between the absolute temperature T
and the total energy E of this system.
(b) Under what circumstances is T negative?
(0) The total magnetic moment M of this system is related to its energy
E. Use the result of part (a) to nd M as a function of H and the absolute
temperature T.
3.3 Consider two spin systems A and A placed in an external eld H. System A
consists of N weakly interacting localized particles of spin % and magnetic moment
it. Similarly, system A consists of N weakly interacting localized particles of
spin 7} and magnetic moment u. The two systems are initially isolated with
respective total energies bNuH and bNuH. They are then placed in thermal
contact with each other. Suppose that lbl << 1 and lbl << 1 so that the simple
expressions of Problem 2.40 can be used for the densities of states of the two
systems.
(a) In the most probable situation corresponding to the nal thermal equi
librium, how is the energy E of system A related to the energy E of system A?
(b) What is the value of the energy E of system A?
(c) What is the heat Q absorbed by system A in going from the initial situation
to the nal situation when it is in equilibrium with A?
(d) What is the probability P(E) dE that A has its nal energy in the range
between E and E + dE?
(e) What is the dispersion (A"E)2 E (E E)2 of the energy E of system A in
the nal equilibrium situation?
(f) What is the value of the relative energy spread A*E/E in the case when
N >> N?
3.4 Suppose that a system A is placed into thermal contact with a heat reservoir A
which is at an absolute temperature T and that A absorbs an amount of heat Q
in this process. Show that the entropy increase AS of A in this process satises
the inequality AS 2 Q/ T, where the equals sign is only valid if the initial tem
perature of A diers innitesimally from the temperature T of A.
3.5 A system consists of N1 molecules of type 1 and N2 molecules of type 2 conned
within a box of volume V. The molecules are supposed to interact very weakly
so that they constitute an ideal gas mixture.
(a) How does the total number of states (2(E) in the range between E and
E + 6E depend on the volume V of this system? You may treat the problem
classically.
(b) Use this result to nd the equation of state of this system, i.e., to nd its
mean pressure 15 as a function of V and T.
3.6 A glass bulb contains air at room temperature and at a pressure of 1 atmosphere.
It is placed in a chamber lled with helium gas at 1 atmosphere and at room tem
perature. A few months later, the experimenter happens to read in a journal
article that the particular glass of which the bulb is made is quite permeable to
helium, although not to any other gases. Assuming that equilibrium has been
attained by this time, what gas pressure will the experimenter measure inside the
bulb when he goes back to check?
Macroscopic parameters
and their measurement
The macroscopic work done by a system is very easily determined, since one
can readily measure the external parameters of the system and the associated
mean generalized forces. For example, if the volume of a system is changed
quasistatically from Vl to V, and throughout this process the mean pressure
of the system has the measurable value 13(V), the macroscopic work done by
the system is given by calculating the integral (2 104)
W = [Vfpm dV (411)
128
WORK AND INTERNAL ENERGY 12.9
The above procedure can be applied to all macrostates b of the system and
allows one, therefore, to characterize each such state by a denite operationally
measurable value of the internal energy parameter Eb. Note that the units
of energy are the same as those of work, i.e., ergs or joules.
The energy of the initial macmstate is then E'a  W. In this way one can
construct a curve of E versus 0 (see Fig. 411). The energy E. of the
standard state can, of course, be set equal to zero.
con
Example 3 Consider the system of Fig. 4 12 consisting of a cylinder
taining a gas. The macrostate of this system can be specied by tWo parame
ters, e.g., its volume V and internal energy E'. The mean gas pressure 15 is
then determined. (Alternatively, one can specify the macrostate by specifying
V and 1') as independent variables; the mean energy E is then determined.)
Consider a standard macrostate a of volume Va and mean pressure 11., Where
E = 1?... How would one determine the mean energy E, of any other macro
state b of volume V1, and mean pressure 151,?
i1
5 ......._..__.._
II
i:
3 I:
1 I l
I
17" _... ........._t.............. c
a
l
I
Va Vb V
Fig. 41 '3 Diagram illustrating the volumes and mean pressures describ
ing different macrostates of the gas of Fig. 4'1'2.
Eb=EaIVM+(WAE)
4  2 Heat
* Since the performance of work on the resistor results in an increase in the pressure of
the gas, the above procedure could not be used if in, < 175. But then one could proceed in
the reverse direction by measuring the work reqm'red to go from state b to state a.
132 SECTION 4 ' 2
E', the relation (421) yields a welldened number for the heat absorbed.
Note that the units of heat are the same as those of work, i.e., ergs or joules.
In practice, two slightly different methods are commonly used for doing
calorimetry, i.e., for measuring the heat absorbed by a system.
QA+QB=O (423)
Since QB = AEB is known for the reference system B in terms of the changes
of its parameters in the process, one has thus measured
QA = Q3 (424)
A familiar example of this method is that where water is used as the reference
ABSOLUTE TEMPERATURE 183
4 3 Absolute temperature
separation
I In the limit of sufciently high dilution the mean intermolecular
correspond
also becomes large compared to the mean De Broglie wavelength
mean momentum of a gas molecule. Quantum mechanical effects
ing to the
state (431),
thus become unimportant in this limit and the equation of
also be valid.
derived on the basis of classical statistical mechanics, must
(The strictly quantummechanical derivation of (431) will be given in
Chapter 9.)
For
The equation of state (4 3 1) makes some denite predictions.
example, it asserts that, if the temperature is kept xed, one has the
relation
13V = constant
Another
This result is the familiar and historically important Boyles law.
consequence of (4 3 1) is that this equation of state is the same irrespective
hydro
of the particular gas considered; e.g., it applies equally well to helium,
can be
gen, or methane, as long as these gases are sufciently dilute that they
considered ideal.
as a means for determining the
To use the equation of state (4 31)
V of
absolute temperature T, one can proceed as follows. Keep the volume
me gas ther
the given amount of gas xed. Then one has a constantvolu
is the
mometer of the type described in Sec. 35. Its thermometric parameter
pressure 13. By virtue of (431) one knows that 1') is directly proportional
the value
to the absolute temperature T of the gas. Indeed, once one chooses
value of
of the arbitrary constant k still at ones disposal (or equivalently, the
T. We now
the constant R), Eq. (4 3 1) determines a denite value of
ly chosen, or equivalently, how
describe how this constant k is conventional
the absolute temperature scale is chosen.
con
When the constantvolume gas thermometer is brought into thermal
its
tact with some system A w1th whlch it is allowed to come to equilibrium,
value 134. When it is brought into thermal
pressure will attaln some denite
kind but
contact with some other system B (this may be a system of the same
its
in some other macrostate) with which it is allowed to come to equilibrium,
pressure
pressure will attain some other denite value 133. By (4 31), the
ratio is then given by
B. Thus
where TA and TB are the absolute temperatures of the systems A and
ratios.
any ideal gas thermometer can be used to measure absolute temperature
system in some standard
In particular, if system B is chosen as some standard
ratio of the
macrostate, then the gas thermometer can be used to measure the
standard
absolute temperature T of any system to the temperature TB of this
system.
ABSOLUTE TEMPERATURE 135
mum
Water vapor m
ll _ Thermometer bulb
\
Water layer \ _ lce
_.__,______t Water
This particular choice was motivated by the desire to keep the modern tem
perature scale, adopted by international convention in 1954, as nearly identical
as possible with a historically older temperature scale.
The choice (436) xes a scale factor for T which we can indicate by
assigning to T the unit* of degree K. This stands for degree Kelvin
(so named after the famous British physicist of the last century), and is com
monly abbreviated as K. Whenever we use the unit degree without
further qualications, we shall always mean degree K. We mentioned in
Sec. 33 that kT has the dimensions of energy. It thus follows that the
constant AC has the units of ergs/ degree.
Once the above conventions have been adopted, the absolute temperature
TA of any system A is completely determinable by.the gas thermometer. If
the thermometer exhibits pressure 15,; when in thermal contact with this system,
and pressure 35; when in thermal contact with water at the triple point, then
TA = 273.16%: (43.7)
Here the pressure ratio is to be evaluated in the ideal gas limit, i.e., in the limit
when the gas used in the thermometer is made sufciently dilute. Thus the
absolute temperature of any system can be directly determined by measuring
the pressure of a constant volume gas thermometer. This is in practice a
relatively simple method of measuring the absolute temperature, provided that
the temperature is not so low or so high that the use of gas thermometers
becomes impracticable.
Once the temperature scale has been xed by (436), one can return to the
equation of state (432) and determine the constant R. Taking 1/ moles of
any gas at the triplepoint temperature T; = 273.16K, one need only measure
its volume V (in cm3) and its corresponding mean pressure p (in dynes/c1112);
this information permits computation of R by (4 . 3  2). Careful measurements
of this type yield for the gas constant the value
* This unit is a unit in the same sense as the degree of angular measure; it does not
involve length, mass, or time.
ABSOLUTE TEMPERATURE 137
where a and b are constants to be determined in terms of the two xed stand
ard temperatures. The latter were again based on water as the standard
system, but the two standard macrostates of this substance Were chosen as
follows:
* The values of these physical constants are those of the leastsquares adjustment of
E. R. Cohen and J. W. M. DuMond and approved for adoption by the National Research
Council in April, 1963. See the Table of Numerical Constants at the end of the book.
138 SECTION 43
(We note parenthetically that these points are more difcult to reproduce
experimentally than the triple point of water, which involves only pure
water (Without the presence of air) and needs no specication of the
applied pressure.)
If the pressure readings of the gas thermometer at the ice and steam points
are denoted by 25. and 15., respectively, then Eq. (4 3 12) yields the following
two relations when applied to these tWo standard states:
0 = (125. + b
100 = (1?. + b
These two equations can be solved for a and b in terms of 1'). and 13.. The
relation (43 12) then becomes
0 171.):
looi (4 3 13)
Alternatively, this can be used to express 7') in terms of 0. One nds
depends only on a pressure ratio and is thus independent of the nature of the
gas used. Thus 00 is a universal constant for all gases and can be measured
by using a gas thermometer at the ice and steam points. One nds thus
00 = 273.15 (4316)
a_m+h H
(4 3 17)
17800+03
This is of the same form as (434) if one denes the absolute temperature T
by the relation
T a 00 + 0 (4318)
If the triple point of water is measured on this temperature scale, one nds
0 w 001C, or by (43 18), T w 273.16K approximately.
It is clear that this oldfashioned procedure for establishing a temperature
scale is cumbersome, logically not very satisfying, and not of the highest
possible accuracy. The modern convention using a single xed point is far
more satisfactory in all these respects. But by choosing T: to be exactly
273.16K rather than some other number, one gains the convenience that all
the older temperature measurements based on the former temperature scale
will (within the limits of accuracy with which the triple point of water was
measured on that scale) agree numerically with the values based on the mod
ern convention.
HEAT CAPACITY AND SPECIFIC HEAT 139
(,7),
dQ _ = a. (4.4.1)
in the limit as dQ > 0 (or dT > 0) as the heat capacity of the system. Here
we have used the subscript y to denote explicitly the parameters kept constant
in the process of adding heat. The quantity Cy depends, of course, on the
nature of the system and on the particular macrostate under consideration,
i.e., in general
0., = Cy(T,y) (422)
The amount of heat dQ which needs to be added to produce a given tem
perature change dT of a homogeneous system will be proportional to the quan
tity of matter contained therein. Hence it is convenient to dene a quantity,
the specic heat, which depends only on the nature of the substance under
consideration, not on the amount present. This can be achieved by dividing
the heat capacity Cy of 12 moles (or m grams) of the substance by the correspond
ing number of moles (or of grams). The specic heat per mole or heat
capacity per mole is thus dened as
= 1 _ 1 d_Q
Cy;Cy;(dT>y
. .
(443)
, = l _ i CLQ
cy_mC_m(dT>y . .
(444)
The cgs units of the molar specic heat are, by (443), ergs degree 1 mole1.
It should be noted from the operational denition (441) of the heat
capacity 0,, that this quantity does depend on which particular parameters y
of the system are kept constant in the process of adding the heat. Suppose we
consider a substance, e.g., a gas or liquid, whose macrostate can be specied
by two parameters, say the temperature T and the volume V (see Fig. 44 1).
When the system is in a given macrostate, we can ask for the following two
quantities: (1) 01/, the molar specic heat at constant volume of the system in
this state, and (2) c,,, the molar specic heat at constant pressure of the system
in this state.
140 SECTION 4 4
Remark Note that the specic heat at constant volume may itself still be a
function of the volume V; i.e., cy = cv(T,V) in general. For example, the
heat required to raise the temperature of a gas from 300 to 301 degrees is in
general not the same if its volume is kept constant at 50 cm3 in the process
of adding heat, as it is if its volume is kept constant at 1000 cm3 in the process
of adding heat.
Since the second law allows us to write dQ = T (18, the heat capacity
(441) can be written in terms of the entropy as
a To)
= 68
__
< 8>
44
If S in this expression is the entropy per mole of substance, then C, is the molar
specic heat.
If one contemplates a situation where all the external parameters of a
IIEAT CAPACITY AND SPECIFIC HEAT 141
system are kept xed, then the system does no macrosco_pic work, dW = O, and
the rst law reduces simply to the statement dQ = dE. For example, if the
volume V is the only external parameter, one can write
as M?
Q4 + Q = 0 (4411)
But by (444) the heat absorbed by a substance when its temperature is
increased by an amount dT is given by 6Q == mc dT. Hence the heat
absorbed by A in going from temperature TA to temperature T, is given by
T
Q, 3 [T41m404'(T') dT
or Q4 = "metal! "' TA)
if the temperature dependence of cA is negligible. Similar expressions hold
142 SECTION 4 ' 5
Tu?
for B. Hence the fundamental condition (4 411) can be written I
If desired, this can be solved explicitly for the nal temperature T, to give
363, TA + mHCBTB
T =
I macs, + macs,
4 ' 5 Entropy
The entropy can readily be determined by using the secondlaw statement
(3 114) that (18 = dQ/ T for an innitesimal quasistatic process. Given any
macrostate b of the system, one can nd the entropy difference between this
state and some standard state a by considering any quasistatic process which
carries the system from state a to state b and calculating for this process the
integral
sbs.= a99
T
(4.51)
(en)
The evaluation of this integral yields, as discussed in Sec. 3 10, the same unique
value of 81, S irrespective of what quasistatic process may be chosen to
bring the system from state a to state b.
Let us emphasize again that the process chosen for calculating the integral
in (45 1) must be quasistatic. This means that we must somehow bring the
system from state a to state b by continuously changing its parameters so
slowly (compared to signicant relaxation times) that it is at all times very
close to an equilibrium situation. In general, this will require the use of other
auxiliary systems on which the system can do work and from which it can
absorb heat. For example, if we need to change the volume of the system,
we could do it by successively moving a piston by small amounts, proceeding
sufciently slowly to allow the system to reach equilibrium at all stages. Or,
if we need to change the temperature of the system, we could do it by bringing
the system successively into contact with a large number of heat reservoirs of
slightly different temperatures, again proceeding sufciently slowly to allow
ENTROPY 1 43
mmMm=qm% new
_. a. .Mb_w.m. huh.
Example Consider the example discussed at the end of Sec. 4.4 where
two systems A and B, with constant specic heats 04 and cg and originally
at respective temperatures T; and Ta, are brought into thermal contact with
each other. After the systems come to equilibrium, they reach a common !
nal temperature T,. What is the entropy change of the entire system in this I
process? The process which occurred here was certainly not a quasistatic one
(unless Ta = TA); nonequilibrium conditions prevailed between the initial
and nal situations. To calculate the entropy change of system A, we can
imagine that it is brought from its initial temperature TA to its nal tem
perature T, by a succession of innitesimal heat additions whereby the sys
tem at any intermediate equilibrium temperature T absorbs from a heat
reservoir at an innitesimally higher temperature (T + 112") a small amount
of heat 69 = 1404, dT. Thus the entropy change of A is given by
T! m c dT T
ASA = Sim) Sim) = n 43, = mlcllnfr:
A similar expression holds for system B. Hence the entropy change of the
total system is given by
Since this represents the total entropy change of the isolated system
(A + B), We know by the second law (3 113) that this can never be negative.
To verify this explicitly, we make use of the simple inequality (proved in
Appendix A8)
lnzSzl (== sign for: 5:21) (455)
Hence ln 1 Z :c + 1
144 SECTION 4 ' 5
The equals sign holds only if TA/Tf = 1 and Ta/T, = 1, i.e., if Ta = TA;
then equilibrium is indeed preserved and no irreversible process occurs after the
systems are brought into thermal contact With each other.
[0 = C(T)
T, dT _ kNln 2
can provide some important information about the nature of the energy levels
of physical systems.
In many applications it is true that only entropy dierences, i.e., values of the
entrOpy measured with respect to some chosen standard state, are of impor
tance. In this respect the entropy is similar to the internal energy E of a
system, and the entropy of any state with respect to the standard state can be
determined by the integral (451). But we do know, as discussed in Sec.
3 10, that the entropy S is a completely calculable number and is not merely
dened to within an arbitrary additive constant. This reflects itself in the
third law statement that the entropy approaches, as T > 0, a denite value
So (usually S0 = 0) independent of all parameters of the system. To obtain
an absolute value of the entropy one can either use statistical mechanics to
calculate the absolute value of the entropy in the standard state, or one can
measure entropy differences from a standard state chosen at T> 0 where
S = S0 is known to have a denite value independent of all parameters of the
system.
The fact that the entropy has a denite value (without any arbitrary
additive constant) makes possible physically signicant statements which could
not be made otherwise. The following two examples will serve to illustrate
this point.
Example 1 Consider the case of a solid which can exist in two different
crystal structures. A classical example of this kind is tin, which exists in two
rather different forms: one of these is white tin, which is a metal; the other
is gray tin, which is a semiconductor. Gray tin is the stable form at tem
peratures below To E 292K, while white tin is the stable form above this
temperature. At the temperature To the two forms are in equilibrium with
each other. They can then coexist indenitely in arbitrary proportions, and a
positive amount of heat Q0 must be absorbed to transform one mole of gray
tin into the white tin modication.
Although white tin is the unstable form at temperatures below To, the
speed with which the transformation proceeds to the gray form is very slow
compared to times of experimental interest. It is thus very easy to work with
white tin, the ordinary metal, down to very low temperatures. (One is, in
practice, scarcely aware that there is a tendency for the metal to transform to
the gray form.) A sample of white tin readily achieves internal equilibrium,
although it exhibits a negligible tendency to transform to the gray form. One
can thus easily measure the molar specic heat C()(T) of white tin in the
temperature range T < To. There is, of course, no difculty in working with
a sample of gray tin in this temperature range; one can thus also make measure
ments of the molar specic heat C(0(T) of gray tin at temperatures T < To.*
* All quantities in this discussion refer to measurements at the same constant pressure.
146 SECTION 4 ' 6
Since the transformation from the white to the gray form proceeds at a
negligible rate, the situation would not be changed signicantly if one imagined
imposing a constraint which would prevent the transformation altogether. In
that case white tin can be considered in a genuine equilibrium situation statisti
cally distributed over all states consistent with the crystal structure of white
tin; similarly, gray tin can be considered in an equilibrium situation statistically
distributed over all states consistent with the crystal structure of gray tin.
Arguments of equilibrium statistical mechanics can then be applied to each of
these systems. In particular, let us consider the limit as the temperature
T > 0. By this limit we shall mean a reasonably low temperature (say 0.1K),
but not one so extremely low (say, less than 106K) that the random spin
orientation of the tin nuclei would be affected.* In accordance with the dis
cussion of Sec. 310, a sample consisting of a mole of white tin approaches a
groundstate conguration consistent with the whitetin crystal structure.
Correspondingly its entropy SW) tends to zero except for the contribution
S0 = k In (23 associated with the (23 states of possible nuclear spin orientations.
Similarly, a sample consisting of a mole of gray tin approaches a ground state
conguration consistent with the gray tin crystal structure. Correspondingly,
its entropy SW also tends to zero except for the contribution due to the possible
nuclear spin orientations. Since one is dealing with the same number of the
same kind of nuclei, there are again (23 possible spin states, and this nuclear spin
contribution to the entropy is again So = k In (23. Thus, as T > 0,
s<w>(T) > 30 and s<a>(T) > 80
i.e., s<w>(0) = s<a>(0) (461)
The relation (46 1) expresses just the content of the third law that the
entropy approaches, as T > 0, a value independent of all parameters of the
system (in this case independent of crystal structure). We shall now show how
this statement can be combined with a knowledge of the specic heats to
calculate the heat of transformation Q0 from gray to white tin at the transition
temperature To. For suppose that it is desired to calculate the entropy
Sw)(To) of a mole of white tin at T = To. One can use two different quasi
static processes in going from T = 0 to the same nal macrostate.
1. Bring a mole of white tin quasistatically from T: 0 to T: To. This
yields a nal entropy
Tom )(Tr)
S(W)(To) S(w)(0) + [owT dT (462)
Qo _
To _ [0 To Cw)(__T_)
_T_, dT ,_ [0 To T,
C__)(T) dT ,
(4 , 6 , 4)
By using the experimental specic heat measurements and performing the
integrations numerically, one nds that the rst integral has the value 51.4
joules/deg, while the second integral has the value 44.1 joules/deg. Using
To = 292K, one then calculates Q0 = (292) (7.3) = 2130 joules, which com
pares favorably with the value of 2240 joules obtained by direct measurement
of the heat of transformation. Note that this calculation of Q0 would have
been impossible if the third law had not allowed the comparison (461)
between the entropies at T = 0.
For the entropy of the system B consisting of PbS one can write at the same
temperature
T C(PbST),(T )
_ S(PbS)(0) + [0
SPbs>(T) dT (467)
* The integrals in (462) and (463) must converge properly, since all other
quantities are nite. Hence the specic heats must approach zero as T > 0. This is a
general property of the specic heats of all substances and one that is well veried
experimentally.
148 SECTION 4  7
By v1rtue of (4 6 5) the last two relations prov1de then a quite un1que value
for the entropy difference [SPb+s (T) 8) (T)], even though the calculations
lIlVOlVe only a knowledge of the specic heats and no information whatever
about how Pb and S mlght react to form PbS. Thls implies also a very denite
pred1ctlon as to the value of the 1ntegral fdQ/ T which one would obtain by
carry1ng out a quasistatlc process in wh1ch PbS at a temperature T would be
transformed through successive equilibrium states into separated Pb and S at
the same temperature Such a quasistatic process could be performed as
follows' Heat the lbS slowly untll it evaporates, then heat it further untll
all the PbS molecules a1e completely d1ssoc1ated 1nto Pb and S atoms; then
separate the gases slowly w1th the aid of a semipermeable membrane; then
lo er the temperature of the whole system back to the temperature T while
keeplng the membrane in positlon
Before After
In simple terms one can say that an extensive parameter gets doubled
if the size of the system is doubled, while an intensive parameter remains
unchanged.
Thus the volume V of a system is an extensive parameter, as is the total
mass M of a system. On the other hand, the density p of a system, p = M/ V,
is an intensive parameter. Indeed, it is clear that the ratio of any two extensive
parameters is an intensive parameter.
The mean pressure of a system is an intensive parameter, since both parts
of a system, after subdivision, will have the same pressure as before. Similarly,
the temperature T of a system is an intensive parameter.
The internal energy E of a system is an extensive quantity. Indeed,
no work is required to subdivide the system into two parts (if one neglects
the work involved in creating the two new surfaces; this is negligible for
large systems for which the ratio of the number of molecules near the boundary
to the number of molecules in the bulk of the system is very small). Thus
the total energy of the system is the same after subdivision as it was before,
i.e., E} + E = E
The heat capacity 0, being the ratio of an energy increase divided by a
xed small temperature increment, is similarly an extensive quantity. The
specic heat per mole (or per gram) is, by its denition C/u (where u is the
number of moles in the system), obviously an intensive quantity.
The entropy S is also an extensive quantity. This f0110ws from
the relation AS = fdQ/ T, since the heat absorbed dQ = C dT is an
extensive quantity. It also follows from the statistical denition, e.g.,
from (3720).
When dealing with extensive quantities such as the entropy 8, it is often
convenient to talk in terms of the quantity per mole S/ p which is an intensive
parameter independent of the size of the system. It is sometimes convenient
to denote the quantity per mole by a small letter, e.g., to denote the entropy
per mole by 3. Thus S = 1/3.
150 PROBLEM S
PROBLEMS
4.1 (a) One kilogram of water at 0C is brought into contact with a large heat
reservoir at 100C. When the water has reached 100C, what has been the change
in entropy of the water? of the heat reservoir? of the entire system consisting
of both water and heat reservoir?
(b) If the water had been heated from 0C to 100C by rst bringing it in
contact with a reservoir at 50C and then with a reservoir at 100C, what would
have been the change in entropy of the entire system?
(0) Show how the water might be heated from 0C to 100C with no change
in the entropy of the entire system.
4.2 A 750g copper calorimeter can containing 200 g of water is in equilibrium at a
temperature of 20C. An experimenter now places 30 g of ice at 0C in the
calorimeter and encloses the latter with a heatinsulating shield.
(a) When all the ice has melted and equilibrium has been reached, what will
be the temperature of the water? (The specic heat of copper is 0.418 joules g"1
deg1. Ice has a specic gravity of 0.917 and its heat of fusion is 333 joules gl;
i.e., it requires 333 joules of heat to convert 1 g of ice to water at 0C.)
(b) Compute the total entropy change resulting from the process of part (a).
(c) After all the ice has melted and equilibrium has been reached, how much
work, in joules, must be supplied to the system (e.g., by means of a stirring rod)
to restore all the water to 20C?
4.3 The heat absorbed by a mole of ideal gas in a quasistatic process in which its
temperature T changes by dT and its volume V by dV is given by
dQ=c+z3dV
where c is its constant molar specic heat at constant volume and i) is its mean
pressure, 1') = RT/ V. Find an expression for the change of entropy of this
gas in a quasistatic process Which takes it from initial values of temperature T,
and volume V, to the nal values T, and V]. Does your answer depend on the
process involved in going from the initial to the nal state?
4.4 A solid contains N magnetic atoms having spin %. At suiciently high tem
peratures, each spin is completely randomly oriented, i.e., equally likely to be in
either of its two possible states. But at suiciently low temperatures the inter
actions between the magnetic atoms causes them to exhibit ferromagnetism,
PROBLEMS 151
with the result that all their spins become oriented along the same direction as
T > 0. A very crude approximation suggests that the spindependent contribu
tion C(T) to the heat capacity of this solid has an approximate temperature
dependence given by
T .
C(T)=01(2F1) lf%T1<T<T1
1
= 0 otherwise
The abrupt increase in specic heat as T is reduced below T1 is due to the onset of
ferromagnetic behavior.
Use entropy considerations to nd an explicit expression for the maximum
value 01 of the heat capacity.
4.5 A solid contains N magnetic iron atoms having spin S. At suiciently high
temperatures, each spin is completely randomly oriented, i.e., equally likely to
be in any of its 28 + 1 possible states. But at suiciently low temperatures the
interactions between the magnetic atoms causes them to exhibit ferromagnetism,
with the result that all their spins become oriented along the same direction as
T > 0. The magnetic atoms contribute to the solid a heat capacity C (T) which
has, very crudely, an approximate temperature dependence given by
C(T)=01(2%1) if%T1<T<T1
1
= 0 otherwise
The abrupt increase in specic heat as T is reduced below T1 is due to the onset of
ferromagnetic behavior.
If one dilutes the magnetic atoms by replacing 30 percent of the iron atoms
by nonmagnetic zinc atoms, then the remaining 70 percent of the iron atoms still
become ferromagnetic at sufciently low temperatures. The magnetic atoms
now contribute to the solid a heat capacity C(T) with the different temperature
dependence given, very crudely, by
C(T)=C2TT2 if0<T<T2
= 0 otherwise
Since the interactions between magnetic ions have been reduced, the ferromagnetic
behavior now sets in at a temperature T2 lower than the previous temperature
T1, and the heat capacity falls off more slowly below the temperature T2.
Use entropy considerations to compare the magnitude of the specic heat
maximum (12 in the dilute case with the magnitude of the specic heat maximum
(11 in the undiluted case. Find an explicit expression for 02/01.
(
Simple applications of
macroscopic thermodynamics
of our
IN THIS chapter we shall explore the purely macroscopic consequences
macroscopic
theory in order to derive various important relationships between
be based solely on the general statements,
quantities. The whole chapter will
3 and sum
called thermodynamic laws, which were derived in Chapter
these statements
marized in Sec. 3 11. Despite their apparent innocuousness,
which are
allow one to draw an impressive number of remarkable conclusions
describe the micro
completely independent of any specic models assumed to
scopic constituents of a system.
, quan
Since the discussion of this chapter will be completely macroscopic
respective mean
tities such as energy E and pressure p will always refer to their
therefore omit the averaging bar symbols
values. For simplicity, we shall
above the letters designating these quantities.
characterized by a
Most of the systems considered in this chapter will be
of such a system can
single external parameter, the volume V. The macrostate
two macroscopi c variables: its external parame
then be specied completely by
parameters, like
ter V and its internal energy E. The other macroscopic
then determined. But the quantities V and
temperature T or pressure p, are
independent variables.
E do not always represent the most convenient choice of
e.g., E and p, or T and V, might equally
Any two other macroscopic parameters,
E and V would then
well be chosen as independent variables. In either case,
be determined.
in making thermo
Most of the mathematical manipulations encountered
partial derivatives.
dynamic calculations involve changing variables and taking
by subscripts which
To avoid ambiguity, it is customary to indicate explicitly
a given partial
of the independent variables are kept constant in evaluating
independent variables,
derivative. For example, if T and V are chosen as
derivative where the other independen t variable
(6E/6T)V denotes a partial
chosen as independent
V is kept constant. On the other hand, if T and p are
the number of states S2(E,V)
" These are, of course, the same variables that specify
accessible to the system.
152
EQUATION OF STATE AND INTERNAL ENERGY 153
variables, (6141/6 T)p denotes a partial derivative where the other independent
variable p is kept constant. These two partial derivatives are, in general, not
equal. If one simply wrote the partial derivative (GE/6 T) without a subscript,
it would not be clear which is the other independent variable kept constant in
the differentiation.*
The rst law (3 11 2) applied to any innitesimal process yields the
relation
($62 = dE + dW
us to conclude immediately that this gas must satisfy the property (5 12).
Let us show this explicitly.
Quite generally, the internal energy E of 12 moles of any gas can be con
sidered a function of T and V,
E = E(T,V) (513)
6E 6E
dE (W); dT + (57)T dV (514)
p TdS=dQ=dE+pdV (515)
Using (5 1  1) to express p in terms of V and T, (5 15) becomes
1 12R
dS TdE + 7dV
or by (514)
1 GE 1 6E VR
dS_T(W>VdT+[T<5V>TdT+7]dV (516)
The mere fact that dS on the left side of (5 1  6) is the exact differential of a
welldened function allows us to draw an important conclusion. We can
consider S dependent on T and V. Thus S = S(T,V), and we can write the
mathematical statement
as dT + (57%
as _ (57), as dV (517)
Since this expression must be true for all values of dT and dV, comparison with
(514) shows immediately that
(6M8) V _ 7If)
V (518)
a_s _ .1 E + :12
6V T T 6V T V
Q = AE (5111)
Assume that the internal energy change of the (thinwalled) container is
negligibly small. Then AE measures simply the energy change of the gas.
Joule found that the temperature of the water did not change in this
experiment. (Because of the large heat capacity of the water, any anticipated
temperature change is, however, quite small; Joules actual sensitivity of tem
perature measurement was, in retrospect, rather inadequate.) Thus the water
absorbed no heat from the gas; consequently, the heat Q absorbed by the gas
Thermometer
5 Gas \ alve Vacuum
Water
Fig. 5] '1 Experimental setup for studying the free expansion of a gas.
156 SECTION 5 2
also vanished. All that happens in the experiment is that the temperature
of the gas remains unchanged while its volume changes from its initial value
V, to its nal value Vf. Since Q = 0, Joules experiment leads by virtue of
(5111) to the conclusion
E(T,Vr) E(T;V') = 0
which veries that E (T,V) is independent of the volume V.
5 2 Specic heats
dQ=dE+pdV (521)
Let us rst obtain an expression for the molar specic heat CV at constant
volume. Then dV = 0 and (521) reduces simply to
dQ=dE
Hence one obtains
_1dQ _1aE
cv=;(d'T)V;<5T)V (5
._
2 2)
The specic heat 01; may itself, of course, be a function of T. But by virtue
of (512), it is independent of V for an ideal gas.
Since E is independent of V, so that E is only a function of T, the general
relation (5 14) reduces to
6E
dE (W), dT (523)
i.e., the change of energy depends only on the temperature change of the gas,
even if the volume of the gas also changes. Using (5 22), one can then write
quite generally
dE = my dT (524)
for an ideal gas.
Let us now obtain an expression for the molar specic heat c,, at constant
pressure. Here the pressure is constant, but the volume V changes, in general,
as heat is added to the gas. Since the general expression (5  2  4) for dE is still
valid, one can substitute it into (522) to get
But, by denition,
cp _1 919
_ V dT p
Using (527), this becomes
Thus 6,, > 61;, in general agreement with (447), and these molar specic
heats of an ideal gas differ precisely by the gas constant R.
The ratio 7 of the specic heats is then given by
5
:23: 1+CV
7CV ..
(529)
The quantity 7 can be determined from the velocity of sound in the gas and
can also be measured directly by other methods. Table 521 lists some
representative experimental values of cV for a few gases. It also illustrates
the extent of agreement between the values of 7 computed by (529) and the
experimentally measured values of this quantity.
Table 5' 2' 1 Specic heats of some gases (at 15C and 1 atm)*
Gas Symbol 6v 7 7
(experimental) (experimental) (computed by (5 29))
(joules molel
deg)
where N is the number of molecules in the gas and B is some constant inde
pendent of E and V. Hence
a=lnB+N1nV+lnE
158 SECTION 5 ' 3
The temperature parameter 5 = (kT)l is then given by
_ aa _ l
aE2E
3N 3N
Thus E 26 7 kT (5210)
This expresses directly the relation between the internal energy and the absolute
temperature of the gas. If Na denotes Avogadros number, N = vNa and
(52 10) can also be written
cp=%R+R=2R (52.14)
and 75%=%= 1.667 (5215)
012
Suppose, however, that the gas is thermally insulated from its surround
ings (i.e., that it is maintained under adiabatic conditions). If the gas is
allowed to expand under these conditions, it will do work at the expense of its
internal energy; as a result its temperature will also change. In a quasistatic
adiabatic process of this kind, how is the pressure p of the gas related to its
volume V?
Our starting point is again the rst law (5  2 1). Since no heat is absorbed
in the adiabatic process here contemplated, dQ = 0. Using Eq. (524) for
an ideal gas, (52 1) becomes
0: ucTlpdV (532)
This relation involves the three variables 1), V, and T. By the equation of
state (511), one can express one of these in terms of the other two. Thus
(51 1) yields
pdV+Vdp=uRdT (533)
Let us solve this for dT and substitute the result into (532). This gives
a relation between dp and d V.
_C_V
0R(pdV+Vdp)+pdV
= <R+l>pdV+RVdp
C_V
Dividing both sides of this equation by the quantity cV yields the equation
dV dp_ . _
77+?0 (5 3 4)
where, by (529),
=L = (5.3.5)
_ cv cV
Now 61; is temperature independent for most gases. In other cases it may be a
slowly varying function of T. Thus it is always an excellent approximation
to assume that the specic heat ratio 7 is independent of T in a limited tem
perature range. Then (534) can be immediately integrated to give
7 ln V + 1n p = constant
or
> p V7 = constant (5  3  6)
Since 7 > 1 by virtue of (5  3  5), 1) will vary more rapidly with V than in the
isothermal case (531) where pV = constant.
From (536) one can, of course, also obtain corresponding relations
between V and T, or between 1) and T. For example, since p = uRT/V,
(536) implies that
VYIT = constant (537)
160 SECTION 5 ' 4
5 4 Entropy
The entropy of an ideal gas can readily be computed from the fundamental
thermodynamic relation (5 15) by the procedure of Sec. 45. By Virtue of
(524) and the equation of state (5 11), the relation (5 15) becomes
_ VCV(T) dT + RT dV
TdS
In this last expression we have lumped all the quantities referring to the
standard state into a single constant. The expressions (5  4  3) or (5 44) give
the dependence of the entropy S on T, V, and y. In the special case when CV
is temperature independent, the integral over temperature becomes, of course,
trivial; i.e.,
%dT = cv In T
if 01; is constant.
DERIVATION OF GENERAL RELATIONS 161
dQ=TdS=dE+pdV (551)
This equation gives rise to a wealth of other relations which we want to exhibit
presently.
(2)
V
9 __
aVS_ p
(5 . 5 . 4)
0 (2)2) (232)
162 SECTION 5 ' 5
Hence one obtains by (5 ~5  4) the result
(555)
(3;)9 = _ (3729))
This useful relation reects merely the fact that dE is the exact differential of a
welldened quantity E characteristic of the macrostate of the system.
dE=TdSpdV= TdSd(pV)+Vdp
or d(E+pV)=TdS+Vdp
We can write this as
dH= TdS+Vdp (556)
HEE+pV (557)
H = H(S,p)
6H 6H
and dH = (3);, d8 + (5;)8 dp (558)
1) = T
(as p (55.9)
6H
= V
(6p)s
The important aspect of (556) is again the fact that the combination of
parameters on the right side is equal to the exact differential of a quantity
which we happen to have designated by the letter H. The equality of the
cross derivatives of this quantity, i.e., the equality
62H _ 62H
639 as _ as 6;;
DERIVATION OF GENERAL RELATIONS 163
6T 6V
(a) = (E) '5' 10)
This equation is analogous to (555) and represents again a necessary
connection between the parameters T, S, 1), V. By this time it should be clear
what kind of game one plays to get thermodynamic relations of this sort. All
we need do is play it to the bitter end by performing all other possible changes
of variable in the fundamental equation (552).
FaE TS (5512)
F = F(T,V)
_ 6F 6F (55' 13)
and dF (57;), dT + (W)T dV
(22) = s
V
BE ___
aVT p
(5514)
GsETS+N7 (55W)
164 SECTION 5 ' 6
The function G is called the Gibbs free energy. In terms of the previous
denitions (5.5.7) or (5512), we could also write G = H TS, or
G = F + pV.
Considering T and p as independent variables,
G==G%71p)
6G 6G
and dG (677),, dT + (g), dp (55 18)
99) =_S
(67 p (55 19)
6G
=V
(6P>T
Equality of the cross derivatives
62G 62G
apaT"aTap
then implies
e = <67)?
GS 6V
p dE=TdSpdV (56~1)
From this statement we derived the important relations (555), (55 10),
(55 15), and (5520), which are repeated below:
(sec(:72),
(ace
are
(esex
These are known as Maxwells relations. They are a direct consequence of
the fact that the variables T, S, p, and V are not completely independent, but
are related through the fundamental thermodynamic relation (561). All
SUMMARY OF MAXWELL RELATIONS AND THERMODYNAMIC FUNCTIONS 165
the Maxwell relations are basically equivalent;* any one of them can be derived
from any other one by a simple change of independent variables.
It is worth recalling explicitly why there exists this connection between
variables which is expressed by the Maxwell relations. The basic reason is as
follows: It is possible to give a complete macroscopic description of a system in
equilibrium if one kn0ws the number of states (2 accessible to the system (or
equivalently, its entropy S = k ln (2) as a function of its energy E and its one
external parameter V. But both the temperature T and mean pressure p of
the system can be expressed in terms of ln (2 or S; in Chapter 3 we found the
explicit expressions (3 12 1) or, equivalently, (3125)
1 as as
It is the fact that both T and p are expressible in terms of the same function S
which leads to the connection (5 6 1) and hence to the Maxwell relations.
Wage...

Indeed, one has
dS = (3%+ ($n
1
= TdE + %dv by (5 66)
and the latter expression 13 Simply the fundamental relatlon (56~1)
Note that the fundamental relatlon (5 61) involves the var1ables on the
r1ght s1de in pa1rs, one pa1r cons1sting of T and S, the other of p and V In
these two pa1rs
" They can, for example, all be summarized by the Single statement that the Jacobian
determmant 6(T,S)/a(p, V) = 1.
166 SECTION 5  7
occurs in the Maxwell relation. Any one permutatlon away from these par
t1cular varlables introduces a change of Sign.
mwwm m 
wwm.
Example A minus sign occurs in (56 2) because the variables S and V
as
with respect to which one differentlates are the same as those appearing
differentials in (5 6 1). On the other hand, in (56 3) the derivatives are
with respect to S and 29, Whereas S and V appear as differentials in (561).
m
sign
The switch from p to V implies one Sign change with reapect to the minus
in (561); hence there is a plus sign in (5 63).
.

Thermodynamic functions The Maxwell relations constitute the most
important result of the last section. It is, however, also worth summarizing
for future reference the various thermodynamic functions that were introduced
in that section. We list them below, together with the most convenient inde
pendent variables used in conjunction with each of these functions (i.e., the
variables in terms of which the fundamental relation (5 6 1) is expressed most
simply):
E E = E(S,V)
HEE+pV H=H(S;P) ,
FEETS F=F(T,V) (567)
GEETS+pV G=G(T,P)
Next we summarize the thermodynamic relations satised by each of these
functions
dE = TdS pdV (56'8)
dH=TdS+Vdp (569)
dF=SdTpdV (5610)
dG = S dT + Vdp (5'6 11)
The relations (5 5 4), (55 9), (5 5 l4), and (5 5 19), involving derivatives
of the functions E, H, F, and G, respectively, can immediately be read off from
these equations.
The equations (5 6 9) through (5 6 11) are very simply related to the
fundamental equation (5 68) or (5 6 1). It is only necessary to note that
all of them involve the same variable pairs (T,S) and (p,V), the variables
entering as differentials being the independent variables listed in (5 6 7); and
that any change of variable away from those used in (5 6 8) introduces a
change of sign.
heat 0,, at constant pressure. This relation has practical importance, since
calculations by statistical mechanics are usually more easily performed for an
assumed xed volume, while experimental measurements are more readily
carried out under conditions of constant (say atmospheric) pressure. Thus, to
compare the theoretically calculated quantity cv with the experimentally
measured parameter c,,, a knowledge of the relation between these quantities
is necessary.
The heat capacity at constant volume is given by
_ dQ _ 68 . _
a. _ (W)? _ T6,),
_ dQ _ aS
(5 7 2)
. .
are)?
168 SECTION 5 ' 7
Here the quantity on the right is a readily measured and familiar quantity,
since it is simply the change of volume with temperature under conditions of
constant pressure. Indeed, one denes the intensive quantity
_ 1 6V _
a=V(gT>p (3 7'8)

The derivative (ap/aT)V is also not very readily determined, since it implies
a measurement where the volume 1' is kept constant.* It is usually more
convenient to control the temperature T and pressure p. But we can express
V in terms of T and 1). Thus
61/ dT + (55)
(W _ (57>? 61/ dp
and, under conditions of constant volume where dl' = 0, this gives for the
desired ratio dp/d T at constant volume the result
.. =is). (5.710)
c). (9.1;).
(This is simply the result (A  9  5), which we could have written down without
rederiving it.) Here the numerator is again related to a by (578). The
denominator is another familiar quantity, since it measures the change in
volume of the substance with increasing pressure at a constant temperature.
(The change of volume will be negative, since the volume decreases with
increasing pressure.) One denes the positive intensive quantity
_ 1 6V
617 _ EK
(6T)v (ar . 7 . 12)
* In the case of solids and liquids a small temperature increase at constant volume tends
to produce a very large pressure increase. This imposes rather severe demands on the
strength of the vessel containing the substance.
SPECIFIC HEATS 16.9
If 0'17 and CV in this expression are the heat capacities per mole, then the cor
respondmg volume V is the volume per mole.
Equation (5713) provides the desired relation between 0'17 and CV in
terms of quantities which can be either readily measured d1rectly or computed
from the equation of state For solids and liquids the right side of (5  7 13) 1s
fairly small, so that C17 and CV do not differ very much.
~V.
Simple application: ideal gas Let us apply (57 13) to the special case
of the ideal gas discussed in Sec. 5 2. Then the equation of state (511) is
pV = IIRT (5'7'14)
We calculate rst the expansion coefcient a dened by (578). For
constant p
p dV = vR dT
Hence (, = LR
6T 1: 23
_ 1 VB VB _ l . .
and az_T/,?)_WT_1_p (5715)
We calcaulate next the compressibility K dened in (57 11). For constant
T, (5 714) yields
Hence (39: =% I
T
Cp _ CV = VTW (1/7')2
T =
u. ......._
" Data taken from American Institute of Physics Handbook, 2d ed., McGrawHill
Book Company, New York, 1963.
170 SECTION 5 ' 7
approaches smoothly some limiting constant value So independent of all
parameters of the system. In symbols*
In the limit as T > O, the derivatives 68/6T appearing in (5 7 1) and (5 72)
remain thus nite, and one can conclude from these relations that
S = S(T,V)
68 68
so that dS (57;), dT + <57>T dV (581)
But the rst of the derivatives is simply related to the heat capacity at con
stant volume, while the second can be reexpressed in terms of a Maxwell
relation. Specically, by (571) and (564) one has
68 1
(arkTC" (5'82)
68 _ 6p _ .
(6V>T _ (6T>V (5 8 3)
Hence (581) becomes
_ Cv 6p . .
dS T dT + (6T>V dV (5 8 4)
Note that the right side of (5.83) can be evaluated if one knows the
equation of state. The quantity CV is in general a function of both T and V.
Its dependence on V can, however, also be calculated from the equation of
state. Indeed, from its denition,
68
CV _ T (5,.)
Differentiation at a xed temperature T then yields
Thus
aCV _ 62p . .
> (w>T  T(W>V (5 8 5)
and the right side can be evaluated from a knowledge of the equation of state.
We have already pointed out, most recently in Sec. 5 ' 6, that all thermody
namic properties of a system can be calculated from a knowledge of its entropy.
Let us then ask what experimental knowledge is necessary in order to calculate
SECTION 5 ' 8
172
thermodynamic functions. It is readily
the entropy S and thus also all other
ge of
seen that what is required is only a knowled
for some one xed value V = V1
1. The heat capacity as a function of T
of the volume
2. The equation of state
V)T
be used in (5 8 5) to calculate (a/a
For example, the equation of state can
tion is then sufcient to relate the heat
as a function of T and V. This informa Cv(T,V1 ) at the
the known heat capacity
capacity Cv(T,V) at any volume V to
T; i.e., one has simply
volume V; and the same temperature
(586)
CV(T,V) = Cv(T,V1) + fvv(1TVL))T1V'
ge of (6p/6T)v as a function of T and
Knowing Cv(T, V) and using the kn0wled 8 4)
of state, one can immediately use (5
V which is provided by the equation in
T and volume V compared to its value
to nd S(T,V) at any temperature V0. One needs only to
To and volume
some standard state of temperature
integrate (584) by writing
+ [S(To,V) S(To,Vo)l (58 7)
S(T,V) S(To,Vo) * [S(T,V) S(To,V)l
t
ts the entropy change at the constan
where the rst term on the right represen
change at the constant temperature
volume V and the second term the entropy
To. Thus one gets
(5~8~8)
S(T,V) some) : [TTCAixldr' + fv:(al'(FD)dV
(584) in
have equally well integrated
Remark One could, of course,
of (587),
opposite order by writing, instead
+ [S(T,Vo)  S(To,Vo)l
5(T,V)  5(TmVo) = [3(33V)  S(T,Vo)] TC (T',Vo) I , ,
_ a11(711V') :
v T dT (5 8 9)
_ v.( 3T )vdV + [To
V, and
the volume V0 instead of the volume
This expression involves 0;: at less
of the temperature To. Neverthe
(zz/67% at the temperature T instead of course, the funda
the result (588). The reason is,
(589) must yield r macro
quantity characteristic of a particula
mental one that the entropy is a process
e calculated is independent of the
state, so that the entropy differenc T, V.
to that corresponding to
used to go from the macrostate To, V0
(5%)
6
Cv (5811)
F 
3E ~
(317) 22 _ p
.1 T(aT)v (5 . 8 . 12)
p
on the
Equation (5 812) shows that the dependence of the internal energy
of this
volume can again be calculated from the equation of state. A knOwledge
equation of state and of the heat capacity permits one thus to integrate
to the
(5810) to nd E(T, V) at any temperature T and volume V compared
energy E(T0,Vo) of some standard macrostate.
m
m.
Example: The van der Waals gas Consider a gas whose equation of state
is
(p + :3) (v  b) = RT (5'8'13)
known as
where v a V/v is the molar volume. This is an empirical equation
it can also be
the van der Waals equation. (With suitable approximations
the ;
derived from statistical mechanics; see Chapter 10.) It represents
by introducing .
behavior of real gases more accurately than the ideal gas law
two additional positive constants a and b characteristic of the particular
even at tem
gas under consideration. (Indeed, it is approximately valid
i
peratures and molar volumes so low that the gas has become a liquid.)
forces 3
From a qualitative microscopic point of view, longrange attractive
be the E
between molecules tend to keep them closer together than would
effect as
case for noninteracting molecules. These forces thus have the same
positive E
a slight compression of the gas; the term a/v represents this additional
forces E
pressure. On the other hand, there are also shortrange repulsive
them
between the molecules which keep them apart sufciently to prevent
the
from occupying the same place at the same time. The term b represents
be sub
volume occupied by the molecules themselves and which must thus
tracted from the volume available to any one molecule in the container.
For a = b = 0, or in the limit where the gas becomes very dilute (so that
v> co), Eq. (5813) reduces to the ideal gas equation
pv = RT
as it must.
174 SECTION 5 ' 8
:7 = 01:1,) 3% (5814)
Hence (5% =0bR (5815)
Thus (58 12) yields
6i _ :1 R z
Bu )1 = T (3T2) T (3T). (1) ~ b) 0
E!
Hence cv is independent of the molar volume and thus only a function of T, i.e.,
421,) __
any) =
[ToT MT ) dT
I I M
11(1)1
_ 1
0)
__ _
T
or e(T,v) = /To cv(T) dT M g+constant
0
(523.19)
If cv is independent of temperature, this becomes simply
d8 =
Cv(79 (5'8'21)
T
x, :2 ..
FREE EXPANSION OF A GAS 175

If 0., is independent of temperature, this can be written

FREE EXPANSION AND THROTTLING PROCESSES
W == 0
Thus it follows by the rst law that the total energy of the system is conserved;
197 AE m 0 (591)
Assume that the container itself has negligible heat capacity so that the internal
energy of the container itself does not change. (This is a condition difcult to
realize in practice; we shall come back to this point later.) Then the energy
[ Valve 7
somewhere on this same curve. The nal temperature can thus be read off
immediately from th1s curve for any value of the nal volume V2.
Example: van der Waals gas Let us calculate the temperature change
in the case of the free expansion of one mole of a van der Waals gas. If we
denote the molar internal energy by e(T,v), the energyconservation condition
(592) is
E(712,012) = 4711,01)
This becomes by (5 8 19)
[no (T)dT ~35 [Ts
v2 To V
(T)dT ~15
01
Ta 7
T
Hence [an/(TNT f TI., 0v(T)dT = a 12 7);1

or IT cy(T) dT = a 12  ~) (593)
Over the small temperature range T1 < T < T2, any possible temperature
dependence of 0., is negligibly small. Thus 01; can be regarded as substan
tially constant, and (593) becomes simply
Cv(T2T1)=a 121
or T2  T1
CV
1)
92
(5. 94)
For an expansion Where 02 > 1);, or 1/v1 > 1/2, one gets thus (since 6v > D)
T! < T1 (5'9'5)
{ Porous plug
Flow
+
71
(a)
A B
' I
' I
Flow M I
l 2
I
1 I
(b) l
Volume V2
In this process the mass M of gas also does work. Indeed, 1t does work
n2 in displacing the gas to the right of the constriction by the volume V2
against the constant pressure p2. Furthermore, the gas to the left of the con
strictlon does work p1V1 on the mass M of gas by displacing it by the volume
V; with a constant pressure 17;. Hence the net work done by the mass M of gas
in the process is s1mply
W m p2V2 p1V1 (5 10'2)
Application of the rst law to the mass M of gas yields then for the process
under consideration the relation
AE+W=Q==O (5104)
180 SECTION 5 ' 10
By (5 10 1) and (5 102) this becomes
(E2 E1) + (17s 1711/1) == 0
01' E2 + p2V2 == E1 + pl (5 10'5)
Remark Here again the actual passage of the gas through the constriction
involves complicated irreversible nonequilibrium processes. Equilibrium
situations prevail only to the left and to the right of the constriction. But a
knowledge of the enthalpy function H( T,p) characteristic of equilibrium
macrostates of the system is sufcient to predict the outcome of the process.
I In! Kl I
l 400 [ 
T
\
\
300 u. a
'\ \
200
(C) 100
10()
200
(Atmospheres) p >
Fig. 5' 103 Curves of constant enthalpy H in the pT plane of a gas. The
numerical values are for nitrogen (N2). The dashed line is the inversion
curve.
t a (3%) (510 8)
called the JouleThomson coeicient. This quantity gives the change of tem
perature produced in a throttling process involving an innitesimal pressure
differential. For an infinitesimal pressure drop, T w1ll decrease if p. > 0. The
condition [.I. = 0 implies that no temperature change occurs and locates the
max1ma of the curves in Fig. 5 103. The locus of the maxima forms a curve
(sh0wn dashed 1n Fig. 5103) whlch is called the inversion curve. It
separates on the diagram the region of positive slope p. (where the temperature
tends to fall) from the region of negative slope p. (where the temperature tends
to rise).
Let us nd an expression for p, in terms of readily measured parameters
of the gas. By (5 107) we are interested in a situation where H is constant.
Starting from the fundamental thermodynamic relation
dE = T dS p dV
we get for the enthalpy change the result
dHEd(E+pV) == TdS+Vdp (5109)
" It is somethnes also called the JouleKelvin coefcient. The reason is that the names
Thomson and Kelvin refer to the same person, William Thomson, who was raised to the
peerage and thus became Lord Kelvin.
182 SECTION 5 ' 10
used as independent variables in discussing the throttling process, we get
u =_ (
612),; = _ Toms/317% + V
0, (5 . 10 . 10)
The numerator can be transformed into more convenient form by a
Maxwell relation; by (565) one has
BS 6V
(55% (60.: V
where a is the coefcient of expansion dened in (578). Thus (5 1010)
becomes
Of course, this is properly an intensive quantity, since both the volume V and
the heat capacity C, are extensive quantities.
For an ideal gas we found in (5715) that a = Tl. Then u = 0 and, as
mentioned previously, no temperature change results from a throttling process.
More generally, u > 0 if a > Tl, and conversely u < 0 if a < T. The
locus of points in the pT plane, where a is such that a = T, gives the inver
sion curve.
The JouleThomson effect constitutes a practical method for cooling gases
and is often used in processes designed to liquefy gases. In order to achieve a
lower temperature as a result of throttling a gas, it is necessary to work in that
region of pressure and temperature where u > 0; in particular, the initial tem
perature must be less than the maximum temperature on the inversion curve
(see Fig. 5 10 3). For example, this maximum inversion temperature is 34K
for helium, 202K for hydr0gen, and 625K for nitr0gen. An attempt to
throttle helium gas starting from room temperature would thus result in an
increase, rather than a decrease, of the gas temperature. To use the Joule
Thomson effect for cooling helium gas to very low temperatures it is then
necessary to precool it rst to temperatures below 34K. This can be done by
using liquid hydrogen to precool the helium gas. Alternatively, one can keep
the helium gas thermally insulated and let it do mechanical work at the expense
of its internal energy. After this procedure has resulted in a sufciently large
temperature decrease of the helium gas, the JouleThomson effect can be used
as the nal stage in the cooling process.
Both of these processes become interesting only if the gas is not ideal, i.e.,
when the mutual interaction between molecules is of importance. The equa
tion of state of any gas can be written in the general form of a series
One can readily make some qualitative statements about the behavior of
32 as a function of T on the basis of some simple microscopic considerations.
The interaction between two gas molecules is weakly attractive when their
mutual separation is relatively large, but becomes strongly repulsive when their
separation becomes of the order of a molecular diameter.* At low tempera
tures the mean kinetic energy of a molecule is small. The weak longrange
attraction between molecules is then quite signicant and tends to make the
mean intermolecular separation less than would be the case in the absence of
interaction. This attraction thus tends to reduce the gas pressure below that
for an ideal gas; i.e., B2 in (5 10 13) is then negative. But at higher tempera
tures the mean kinetic energy of a molecule becomes so large that the weak
intermolecular attractive potential energy becomes comparatively negligible.
In that case it is the strong shortrange repulsive interaction between molecules
which is most signicant. This repulsion tends to increase the gas pressure
above that expected for an ideal gas; i.e., 32 is then positive. These qualitative
considerations lead one to expect that B2 is an increasing function of T, being
negative for sufciently low temperatures and becoming positive at higher tem
peratures. (These arguments will be made more quantitative in Sec. 10.4;
they lead to a curve of B2(T) versus T of the type shown in Fig. 104 1.)
Let us now apply these considerations to a discussion of the JouleThomson
effect by evaluating (5 10 11). Let us use the equation of state (5 10 13) to
express V as a function of T and p. This is most readily done by noting that
the term (N/V)32 is a correction term which is small compared to unity; hence
one commits negligible error by replacing the ratio N/V in that term by the
value 'p/(kT) which this ratio assumes in rst approximation. Thus (5 10 13)
becomes
_NkT N
7" V (1+ {7132): V (kT + p32)
or V=N(%+Bg> (51014)
* Figure 1031 illustrates a curve of potential energy of mutual interaction as a
function of intermolecular distance.
184 SECTION 5 11
_1 (BK _ V]Cp<T
yE[T<6T)p _ (11.32.
6T B2) . .
(51015)
The previously discussed temperature dependence of 32 allows us now to draw
some interesting conclusions. Since 32 is an increasing function of T, the
term T (632/ a T) is positive. At low temperatures where molecular attraction
is predominant, B2 itself is negative; hence (5 10 15) shows that p > 0 in this
temperature range. But if one goes to sufciently high temperatures where
molecular repulsion becomes predominent, B 2 becomes positive and sufciently
large to make p < 0 in (5 . 10 15). The existence of the inversion curve where
p = 0 reects, therefore, the competing effects between molecular attraction
and repulsiOn.
5 11 Heat engines
* We use the small letters w and q to denote intrinsically positive amounts of work and
heat.
HEAT ENGINES 1 85
Weight
thus phrase the essential problem of constructing a heat engine in the following
one
way: To what extent is it possible to extract a net amount of energy from
(or more) heat reserVoirs, where that energy is randomly distributed over very
the
many degrees of freedom, So as to transform it into energy associated with
single degree of freedom connected with the external parameter of an outside
device?
of
Figure 511 3 would then be the prototype of the most desirable type
engine. After a cycle, M is back in the same macrostate as at the beginning,
so that its internal energy is the same. Hence the rst law of thermodynamic s
implies that
w =q (511 1)
the
i.e., to conserve energy, the work put out by the engine must be equal to
which
heat extracted from the reservo1r. One can certainly not build an engine
violates this condition.
But one may not be able to construct an engine even when this condition
wI
Fig. 5113 A perfect engine.
186 SECTION 5 ' 11
__q
T1 2 O
or, by (5111),
T1
u =
T1 < 0
_
(5 11 3)
t I
total entropy
On the other hand, the second law is satised if in this cycle the
change of these reservolrs satises the inequality
23 . .
_(91) +T2ZO
A;ST1 (5116)
work w per
Equations (5 115) and (5 116) can be satised with positive
one
formed by the engine on the outside world. By combining these equations
gets
T1 T2
w 1 1
E$q1( T.
w T2 TlT2 .
(5 .1 17)
or ql_1 __
1) E_< T1 T1
1)
w
= _
Q1
91 Q1 92
__ < 1 (5 . ll . 8)

since some heat does not get transformed into Work but is instead rejected to
some other heat reservoir. The quantity 1; = w/ql is called the efciency
of the engine. Equation (5117) provides us then with a relation for the
maximum possible efciency of an engine operating between two reservoirs of
given absolute temperatures. Since the equals sign in the second statement
(5 116) holds only for a quasistatic process, (5 117) implies also that no
engine operating between the two given heat reservoirs can have an efciency
greater than that of an engine which operates between the same two reservoirs
in a quasistatic manner. Furthermore, (5117) implies that any engine
which operates between these two reservoirs in a quasistatic manner has the
same efciency:
Insulator T1 Insulator L_ T2
Fig. 5'11'5 Thefour steps of a Carnot cycle in which a gas is used as the
working substance. The external parameter I is the volume V of the gas.
HEAT ENGINES 189
5 12 Refrigerators
A refrigerator is a device which, operating in a cycle, removes heat from a
reservoir at lower absolute temperature and rejects it to a reservoir at higher
abSolute temperature. It can be represented by the diagram of Fig. 512 1,
which is similar to that of Fig. 5 114 except that the directions of all the
arrows have been reversed. The rst law, applied to the refrigerator of Fig.
5 12 1, requires that
w+Q2=QI (5'12'1)
q
q1T q, = 12 + '0 I
'0
qT
or q ii >0
_
(5122)
T1 T2
which is impossible for q > 0 and T, > T2. Thus we arrive at the following
statement:
i.e., the heat removed from the colder reservoir is less than that given off to the
warmer reservoir. The second law imposes then the requirement that
_ g;
AS T1 + (T2 2) 2 0
Q2 T2 5 125
or <
Q1  T1 ( )
where the equals sign holds only for a refrigerator operating between the tw0
reservoirs in a quasistatic manner.
Remark It can be shown that the Kelvin and Clausius statements of the
second law are equivalent and that either one implies that there must exist
a function with the properties of entropy. This was the basis of the historical
macroscopic approach to classical thermodynamics. The interested reader is
referred to the bibliography at the end of this chapter for books developing
this point of view.
Liquefaction of gases
M. W. Zemansky: Heat and Thermodynamics, 4th ed., chaps. 7, 9, and 10, McGraw
Hill Book Company, New York, 1957.
E. Fermi: Thermodynamics, secs. 713, Dover Publications, New York, 1957.
PROBLEM S
l
. s
3 B lI
A
I
E
U
3
2
5 A C i
a: a
3 I
1 s
D i
0 s
0 1 2 3 4 __.
V
(103 cm 3 )
5.3 An ideal diatomic gas has a molar internal energy equal to E = 13137" which
depends only on its absolute temperature T. A mole of this gas is taken quasi
statically first from state A to state B, and then from state B to state C along the
straight line paths shown in the diagram of pressure 22 versus volume V.
(a) What is the molar heat capacity at constant volume of this gas?
(b) What is the work done by the gas in the process A > B > C?
(c) What is the heat absorbed by the gas in this process?
(d) What is its change of entropy in this process?
A . W low 1...... M...
I
8 B
A
IE 6 A
U
E>x
'U
0 " .
0 l 2 3 4 "
V
( 103 ems)
He Ar 
5 mm 1 atm
\Vuter
I
i i I

n
I
1I
50 cm
5. A vertical cylinder contains 1/ moles of an ideal gas and is c10sed off by a piston
U]
of mass M and area A. The acceleration due to gravity is g. The molar specific
heat CV (at constant volume) of the gas is a constant independent of temperature.
The heat capacities of the piston and cylinder are negligibly small and any fric
tional forces between the piston and the cylinder walls can be neglected. The
whole system is thermally insulated. Initially, the piston is clamped in pOsition
so that the gas has a volume V0 and a temperature To. The piston is now
released and, after some oscillations, comes to rest in a final equilibrium situation
corresponding to a larger volume of the gas.
(a) Does the temperature of the gas increase, decrease, or remain the same?
(b) Does the entr0py of the gas increase, decrease, or remain the same?
(c) Calculate the final temperature of the gas in terms of To, V0, and the
other parameters mentioned in the statement of the problem.
Q
The following describes a method used to measure the specific heat ratio 7 E
cp/cv of a gas. The gas, assumed ideal, is confined within a vertical cylindrical
container and supports a freely moving piston of mass m. The piston and
cylinder both have the same crosssectional area A. Atmospheric pressure is 220,
and when the piston is in equilibrium under the inuence of gravity (accelera
tion g) and the gas pressure, the volume of the gas is V0. The piston is now dis
placed slightly from its equilibrium position and is found to oscillate about this
position with frequency v. The oscillations of the piston are slow enough that
the gas always remains in internal equilibrium, but fast enough that the gas
cannot exchange heat with the outside. The variations in gas pressure and
volume are thus adiabatic. Expresxs 'y in terms of m, g, A, 120, V0, and v.
Consider the earths atmosphere as an ideal gas of molecular weight p in a
R]
(a) If 2 denotes the height above sea level, show that the change of atmos
pheric pressure p with height is given by
.413 L9.
2) __Rs
where T is the absolute temperature at the height 2.
(b) If the decrease of pressure in (a) is due to an adiabatic expansion, show
that
d_p _ 7 dT
:2 7 17
(c) From (a) and (b) calculate dT/dz in degrees per kilometer. Assume
the atmosphere to consist mostly of nitrogen (N2) gas for which 7 = 1.4.
(d) In an isothermal atmosphere at temperature T, express the pressure
p at height 2 in terms of the pressure 220 at sea level.
(e) If the sealevel pressure and temperature are 220 and To, respectively, and
the atmosphere is regarded as adiabatic as in part (b), nd again the pressure
p at height 2.
5.8 When a sound wave passes through a uid (liquid or gas), the period of vibration
is short compared to the relaxation time necessary for a macroscopically small
element of volume of the uid to exchange energy with the rest of the uid
through heat ow. Hence compressions of such an element of volume can be
considered adiabatic.
By analyzing onedimensional compressions and rarefactions of the system
of uid contained in a slab of thickness dx, show that the pressure p(x,t) in the
uid depends on the position x and the time t so as to satisfy the wave equation
622) 622)
m = a?
where the velocity of sound propagation u is a constant given by u = (pxs)"*.
Here p is the equilibrium density of the uid and Ks is its adiabatic compres
sibility Ks = V1(6V/6p)s, i.e., its compressibility measured under conditions
where the uid is thermally insulated.
5.9 Refer to the results of the preceding problem.
(a) Calculate the adiabatic compressibility Ks of an ideal gas in terms of its
pressure p and specic heat ratio 7.
(b) Find an expression for the velocity of sound in an ideal gas in terms of 7,
its molecular weight n, and its absolute temperature T.
(c) How does the sound velocity depend on the gas temperature T at a xed
pressure? How does it depend on the gas pressure p at a xed temperature?
(d) Calculate the velocity of sound in nitrogen (N2) gas at room temperature
and pressure. Take 7 = 1.4.
5.10 Liquid mercury at atmospheric pressure and 0C (i.e., 273K) has a molar volume
of 14.72 cm3/mole and a specic heat at constant pressure of cp = 28.0 joules
mole1 deg1. Its coefcient of expansion is a = 1.81 X 104 deg1, and its
compressibility is x = 3.88 X 1012 cm2 dynel. Find its specic heat cv at
constant volume and the ratio 7 E Cp/CV.
5.11 Consider an isotropic solid of length L. Its coefcient of linear expansion can
is dened as aL E L1(6L/6T)p and is a measure of the change in length of this
solid produced by a small change of temperature. By considering an inni
1.96 PROBLEMS
F = aT2(L Lo)
where a and Lo are positive constants, Lo being the unstretched length of the rod.
When L = Lo, the heat capacity 01, of the rod (measured at constant length) is
given by the relation CL = bT, where b is a constant.
(a) Write down the fundamental thermodynamic relation for this system,
expressing dS in terms of dE and dL.
(b) The entropy S(T,L) of the rod is a function of T and L. Compute
(BS/6L) T.
(0) Knowing S(T0,Lo), nd S ( T,L) at any other temperature T and length
L. (It is most convenient to calculate rst the change of entropy with tem
perature at the length Lo where the heat capacity is known.)
(d) If one starts at T = T, and L = L, and stretches the thermally insulated
rod quasistatically until it attains the length L,, what is the nal temperature
T,? Is T, larger or smaller than T.?
(e) Calculate the heat capacity CL(L,T) of the rod when its length is L
instead of L0.
(f) Calculate S(T,L) by writing S(T,L) S(To,Lo) = [S(T,L) S(To,L)]
+ [S(T0,L) S(To,Lo)] and using the result of part (e) to compute the rst
term in the square brackets. Show that the nal answer agrees with that found
in (c).
5.15 The gure illustrates a soap lm (shown in gray) supported by a wire frame.
Because of surface tension the lm exerts a force 20l on the cross wire. This
force is in such a direction that it tends to move this wire so as to decrease
the area of the lm. The quantity 0 is called the surface tension of the lm
and the factor 2 occurs because the lm has two surfaces. The temperature
dependence of a is given by
a' = 00 aT
I It 201
F"
Cu Zn
I
I
I
I
f
I
I
I
I
Cu SO4 I Zn SO4
k
Porous partition
198 PROBLEMS
The cell can thus be described in terms of the following independent parame
ters: its temperature T, the pressure p, and the number of moles v of Cu metal.
The volume change of the material in the cell is negligible. The fundamental
thermodynamic relation for this cell becomes then
so as to restore it to a
water gives off its energy to the weight and raises it again
height of 1 cm or more.
can be approximately represented by the idealized cyclic
5.26 A gasoline engine
22 versus volume
proceSs abcd shown in the accompanying diagram of pressure
compression
V of the gas in the cylinder. Here a> b represents the adiabatic
the rise in pressure at constant volume due to
of the airgasoline mixture, b > c
of the mixture during
the explosion of the mixture, c > d the adiabatic expansion
cooling down of the
which the engine performs useful work, and d > a the nal
gas at constant volume.
4i
p
O >
1
b d
I
I

I
I
'o,,
I
i a
i I
i
'.
V V2 V
1
a xed amount of
Assume this cycle to be carried out quasistatically for
the specic heat ratio by
ideal gas having a constant specific heat. Denote
to heat intake Q)
'y E cp/cu. Calculate the efciency 1; (ratio of work performed
V2, and 'y.
for this proceSs, eXpressing your answer in terms of V1,
Basic methods and results
of statistical mechanics
ONE CAN readily discuss many more important applications based on the
macroscopic aspects of the general theory of Chapter 3. But appreciably
greater insight and power are gained by considering also the microscopic aspects
of the theory. In this chapter we shall therefore turn our attention to the
statistical relations summarized in the latter part of Sec. 3 11. Our aim will
be (1) to derive general probability statements for a variety of situations of
physical interest and (2) to describe practical methods for calculating macro
scopic quantities (such as entropies or specic heats) from a knowledge of the
purely microscopic properties of a system. In Chapter 7 we shall then apply
these methods to a discussion of some important physical situations.
201
202 SECTION 6 ' 2
For the sake of simplicity, suppose that the volume V of the system is its
only relevant external parameter. An isolated system of this kind consists
then of a given number N of particles in a specied volume V, the constant
energy of the system being known to lie in some range between E and E + SE.
Probability statements are then made with reference to an ensemble which
consists of many such systems, all consisting of this number N of particles in
this volume V, and all with their energy lying in the range between E and
E + SE. The fundamental statistical postulate asserts that in an equilibrium
situation the system is equally likely to be found in any one of its accessible
states. Thus, if the energy of a system in state 7 is denoted by E,., the prob
ability P, of nding the system in state 7' is given by
P =l0 ifE<Er<E+6E
0 otherwise (6. 1' 1)
where C is a constant. It can be determined by the normalization condition
that 2P, = 1 when summed over all accessible states in the range between
E and E + 6E.
An ensemble representing an isolated system in equilibrium consists then
of systems distributed in accordance with (6.11). It is sometimes called a
microcanonical ensemble.
where E denotes the energy of the reservoir A. When A has an energy E,.,
* The qualifying remark is introduced because it may not always be possible to label
the identity of an individual atomic particle in a quantum mechanical description.
SYSTEM IN CONTACT WITH A HEAT RESERVOIR 203
the reservoir A must then have an energy near E = E() Er. Hence, if A
is in the one denite state r, the number of states accessible to the combined
system A) is just the number of states Q(E() Er) accessible to A when
its energy lies in a range 5E near the value E = E() Er. But, according
to the fundamental statistical postulate, the probability of occurrence in the
ensemble of a situation where A is in state r is simply proportional to the
number of states accessible to A) under these conditions. Hence
2P.=1 (623)
where the sum extends over all possible states of A irrespective of energy.
Up to now, our discussion has been completely general. Let us now make
use of the fact that A is a very much smaller system than A. Then E, << E (0)
and (62  2) can be approximated by expanding the slowly varying logarithm
of (2(E) about the value E = E). Thus
[Wl
6 ln (2
a (625)
is evaluated at the xed energy E = Em and is thus a constant independent
of the energy E, of A. By (3310) it is just the constant temperature
parameter 6 = (kT)1 characterizing the heat reservoir A. (Physically, this
means that the reservoir A is so large compared to A that its temperature
remains unaffected by whatever small amount of energy it gives to A.) Hence
(624) becomes
ln Q(E() Er) ln (2(E()) 6E,
or Q(E() E,) = Q(E()) eEr (626)
y P, = CeBE (627)
where C is some constant of proportionality independent of r. Using the
normalization condition (62  3), C is determined by the relation
01 = Z eBE,
r
204
SECTION 6 ' 2
so that (627) can also be written explicitly in the form
eE.
P,= (628)
2: ewe.
Let us discuss the results (6 22) or (6 27) more fully. If A
is known to
be in a denite one of its states, the reservoir can be in any one
of the large
number Q(E() E,) of states accessible to it. Remember that
ordinarily the
number of states Q(E) accessible to the reservoir is a very
rapidly increasing
function of its energy (i.e., B in (625) is positive). Thus, if A
is in a state 7'
where its energy E, is higher, the conservation of energy for the
total system
implies that the energy of the reservoir is correspondingly lower
so that the
number of states accessible to the reservoir is markedly reduced.
The prob
ability of encountering this situation in the ensemble is accordingly
very much
less. The exponential dependence of P, on E, in (627) just
expresses this
state of affairs in mathematical terms.
mm M... 7.2 n.
mm
A 3 s
1 r
I . I _
0 5 6 7 E
9'(E')
A.
100,000
=_E
o 1000 1001 1002 E
Fig. 621 Schematic illustration (not drawn to
scale) showing the
number of states accessible to a system A and to a heat
reservoir A' as a
function of their respective energies. (The energy
scale is in terms of an
arbitrary unit.)
205
A HEAT RESERVOIR
SYSTEM IN CONTACT WITH
and is of fundamental
The probability (627) is a very general result
al factor eE is called the
importance in statistical mechanics. The exponenti
y distributio n (62 7) is
Boltzmann factor; the corresponding probabilit
of systems all of which
known as the canonical distribution. An ensemble all of which
temperatu re T, i.e.,
are in contact with a heat reservoir of known
is called a canonical
are distributed over states in accordance with (627),
ensemble.
y of nding A in one
The fundamental result (62 7) gives the probabilit
P(E) that A has an energy in
particular state 7' of energy E,. The probability
range between E and E + 6E is then simply obtained by adding the
a small
this range; i.e.,
probabilities for all states whose energy lies in
P(E) = E P,
these states are, by (62  7),
where r is such that E < E, < E + 6E. But all
the same exponential
equally probable and are characterized by essentially
simply to multiply the probability of nding A
factor 6; hence one needs
its states in this energy range,
in any one of these states by the number (2(E) of
i.e., (629)
P(E) = CQ(E) 6*
that A itself is a large system (although very much smaller than
To the extent
The presence of the rapidly
A), (2(E) is a rapidly increasing function of E.
in a maximum of the product
decreasing factor 6 in (629) results then
this maximum in P(E) ; i.e., the more
(2(E) e. The larger A is, the sharper is
mm
m: .::. ., I:
1:: LE1
206 SECTION 6 3
rapidly (2(E) increases with E, the shaper this maximum becomes. Thus we
arrive again at the conclusions of Sec. 37. We emphasize, however, that
(62  9) is valid no matter how small A is. It may even be a system of atomic
size, provided that it can be treated as a distinguishable system satisfying the
additivity of energy (621).
Once the probability distribution (627) is known, various mean values
can readily be computed. For example, let y be any quantity assuming the
value y, in state 7 of the system A. Then
2 eEryr
g = Ze_Er (6"210)
_ _ 11H
1! = H W
Mo=NoH (634)
One can easily check that y exhibits the qualitative behavior already dis
cussed. Hy <<1,theney = 1+ y +    andey =1 y+   . Hence
fory>> 1, tanhy = 1
_ Noll2
M0 i
NOM 10
09
08
0.7
06
()5
04
03
()2
0.1
If;2 ..
[\Dlrt
[\Dlrnl
E = mv2 = m (639)
where m is the mass of the molecule and v = p/m is its velocity. If the
molecules position lies in the range between r and r + dr (i.e., if its as coordi
nate lies between as and :c + dcc, its y coordinate between y and y + dy, and its
2 coordinate between 2 and z + dz) and if its momentum lies in the range
between p and p + dp (i.e., if its as component of momentum lies between
pa. and pa. + dpz, . . .), then the volume of phase space corresponding to this
range of r and p is
To nd the probability P(r,p) d3r d3p that the molecule has position lying in
the range between r and r + dr and momentum in the range between p and
p + dp, one need only multiply the number (d3r d3p)/h03 of cells in phase
space corresponding to this range by the probability that the molecule is found
in a particular cell. Thus
where one integrates over all momenta (from 00 to + 00 for each momentum
component) and over all possible a: and y values lying within the container,
(i.e., over the crosssectional area of the container). Again, since (63 15)
factors into a product of exponentials, (63 18) becomes simply
P(z) dz = C 65 dz (6319)
SYSTEM WITH SPECIFIED MEAN ENERGY 211
This implies that the situation is equivalent to one where a xed total amount
of energy aE is to be distributed over all the systems in the ensemble, each such
system being equally likely to be in any one state. If a system in the ensemble
is in state 7*, the remaining (a 1) systems must then have a combined energy
(aE Er). These (a 1) systems can be distributed over some very large
number <I>(E) of accessible states if their combined energy is E. If the one
system under consideration is in state 7*, the remaining (a 1) systems can then
be with equal probability in any of the <I>(aE' Er) states accessible to them.
Since E, << aE, the mathematical problem is here exactly the same as that of
Sec. 62, dealing with a system in thermal contact with a heat reservoir,
except that the role of energy .reservoir is now played not by any physical heat
212 SECTION 6 ' 5
reservoir of specied temperature parameter 6, but by the totality of all the
other systems in the ensemble. Accordingly, one gets again the canonical
distribution
Pr 0: eBEr (6'4'2)
The parameter 6 = (a In Cb/aE) does not here have any immediate physical
signicance in terms of the temperature of a real heat bath. Rather, it is to be
determined by the condition that the mean energy calculated with the distribu
tion (642) is indeed equal to the specied mean value E", i.e., by the condition
2 eBErE,
1'
= E' (643)
2,; e BE
In short, when one is dealing with a system in contact with a heat reservoir
of temperature 6 = (kT)1, the canonical distribution (642) is valid and the
mean energy E can be calculated by (643) from the known value of B. If
one is dealing with a system of specied mean energy E, the canonical distribu
tion (642) is again valid, but the parameter 6 is to be calculated by (64 3)
from the known value of E".
P, = C eBEr e (651)
2,; e BE,
In these physical situations the energy of the system is not precisely specied
and the calculation of important mean values becomes particularly simple.
By (651) the mean energy is given by
Z eBErE,
E' = _r_____ (652)
2 eBEr
T
where the sums are over all accessible states 7* of the system, irrespective of
their energy. The relation (652) can be reduced to much simpler form by
noting that the sum in the numerator can be readily expressed in terms of the
sum appearing in the denominator. Thus
where
p ZEEeBEr (653)
is just the sum in the' denominator of (652). Hence one obtains
 1 OZ 5 ln Z
V 19 Z  66 (654)
The quantity Z dened in (653) is called the sum over states or the
partition function. (The letter Z is used because the German name is
Zustandsumme. ) *
The canonical distribution implies a distribution of systems over possible
energies; the resulting dispersion of the energy is also readily computed. We
can use the general statistical relation (1  3 10), i.e.,
(AWE(EE)2=E22EE+E2=E_2E2 (655)
EeWrE,2
Here E5 = ' (656)
2,; e BE,
2% = (Z W) = ( 5912635)
1'
This can be written in a form involving the mean energy E of (654). Thus
52
a _1 _
2 = _ 1 _
_ aZ 5E
2 = _ _ 2
E 55(zaa)+zz<an) 66 +E
Hence (655) yields
2 M
= _ 66 52 ln Z
_ = __
> (AE) 052 (6 .".
o 8)
Since (_AE)2 can never be negative, it follows that 6147/66 S 0 (or equivalently,
that aE/aT Z 0). These results agree with those of (3715) and (3716).
Suppose that the system is characterized by a single external parameter
at. (The generalization of all results to the case when there are several such
parameters will be immediate.) Consider a quasistatic change of the external
parameter from a: to a: + dx. In this process the energy of the system in state
7* changes by the amount
6E,
dcc
AzE' = 6x
The macroscopic work dW done by the system as a result of this parameter
* Note that since there are in general very many states of the same energy, the sum Z
contains very many terms which are equal.
214 SECTION 6 ' 6
change is then, corresponding to (2 95), given by
6E
E BEr _ _'._
dW = T (659)
2,: eBE,
where the mean value has been calculated with the canonical distribution
(651). Once again the numerator can be written in terms of Z. Thus
2<2>
and (6  5 9) becomes
T
1 6Z 1 6 ln Z
dW_BcgdxB 65c dcc (6510)
dW=Xan ;YEaa
65c
 _l (9a
dWpdVB aV dV
0r
__161nZ .'
F 203 61/ (6512)
Now Z is a function of B and V (since the energies E, depend on V). Hence
(65 12) is an equation relating i) to T = (km1 and V, i.e., it gives the equa
tion of state of the system.
Note that all the important physical quantities can be expressed completely
in terms of In Z.* In particular, the fact that both the mean energy E and the
work dW are expressible in terms of In Z implies immediately the intimate con
nection between all? and dW which is the content of the second law of thermody
namics. To show this explicitly, we recall that Z in (6  5  3) is a function of both
3 and 26, since Er = E,(z). Hence one has Z = Z (3,26) and can write for a
small change of this quantity
dln z=6alnzdx+91LZd6
626 63
(661)
Consider a quasistatic process where z and 3 change so s10wly that the system
is always very close to equilibrium and thus always distributed according to the
canonical distribution; then (6 6 1) implies, by virtue of (654) and (65 10),
the relation _
da=dWEd (662)
The last term can be rewritten in terms of the change in E rather than the
change in (3. Thus
dln z = BdW dais) + 611E
or d(a+E) =B(dW+dE) EMQ (663)
where we have used the denition (283) for the heat (IQ absorbed by the
system. Equation (6  6  3) shows again that although (IQ is not an exact differ
ential, an exact differential results when (IQ is multiplied by the temperature
parameter (3. This is, of course, the content of the second law of thermo
dynamics, previously derived in (395) and expressed there in the form
_dQ
1137 ..
(664)
The identication of (663) and (664) becomes complete if one puts
p SEk(a+18E) (665)
a... * mm m
It can readily be veried that this result agrees with the general denition 5
= Ic ln 9(E) introduced'1n (3 3 12) for the entropy of a macroscopic system
S E
of mean energy E. The partition function (6 5 3) 1s a sum over all states 7', '
very many of which have the same energy. One can perform the sum by rst 5
summing over all the 9(E) states in the energy range between E and E + 5E,
and then summing over all such possible energy ranges. Thus l
z = Z we = gear) 9 (666)
II
The summand here is just proportional to the probability (629) that the
system A has an energy between E and E + 6E. Since 9(E) increases very
rapidly while 9 decreases very rapidly with 1ncreasing E the summand
ME)?! exhibits a very sharp maximum at some value E of the energy (see
Fig. 6 2 2). The mean value of the energy must then be equal to E (Le..,
E= =E), and the summand is only appreciable in some narrow range A*E sur
rounding E. The subsequent argument is similar to that used in (37 17).
The sum in (6 66) must be equal to the value MEN of the summand at
216' SECTION 6 ' 6
~ _ A*E
Z==(E)eE*8F
_ *
and a=ln(E)E+lnA6EE
But, if the system has f degrees of freedom, the last term on the right is
at most of the order of In f and is thus utterly negligible compared to the
other terms which are of the order of f. Hence
a = 1110(E')  3E (667)
S = Iclnl2(E') (668)
In this limit the mean energy E' > E0, and the entropy S dened in (665)
becomes,
asT>0, S>k[(ln oEo) +3Eo] = kln no (6610)
Thus we regain the statement (known as the third law of thermodynamics)
that the entropy has the limiting property already discussed in Sec. 3 10; i.e.,
the entropy approaches a value (equal to zero in the absence of randomness of
nuclear spin orientations) independent of all parameters of the system.
Suppose that one is dealing with a system A) consisting of two systems
A and A which are weakly interacting with each other. Let each state of A
be denoted by an index 1 and its corresponding energy by E,. Similarly, let
CONNECTION WITH THERMODYNAMICS 917
= 2 eB(Er+Es')
7 8
= 2 eBE. eMJ.
= figM) (gem)
that is,
b Z<0> = ZZ (6612)
or In Z) = a+ln Z (6613)
8 =S+S (6615)
Hence (6 6 12) or (66 13) reect the obvious fact that the extensive thermo
dynamic functions of two weakly interacting systems are simply additive.
Suppose, nally, that two systems A and A are each separately in internal
equilibrium with specied mean energies, or equivalently, with specied tem
perature parameters 6 and 6, respectively. Then the probability P, of nding
system A in state 7" and the probability P8 of nding A in state 3 are given by
the canonical distributions
eBEr 63! Es,
P. = and P8 = (6616)
BEr B,Esl
If these systems are placed in thermal contact so that they interact only weakly
with each other, then their respective probabilities are statistically independent
and the probability P, of nding system A in state 7* and system 3 in state 3 is
given by P = PrPs. Immediately after the systems are brought into thermal
contact, it then follows by (66 16) that
eBEr eBIEa,
P", (6617)
_ 2 635". 2 eBEs'
T 8
218 SECTION 6 ' 6
In doing work, the energy of each state, occupied with the given proba
bility Pr, is thus simply changed by (1E. by virtue of the change of external
parameters.
The heat absorbed in this process is, by denition,
d0 E d}? + dW
so that it) = E E, dP, (6 6 23)
In absorbing heat, the energy of each state is thus unaffected, but its proba
bility of occurrence is chang
The entropy (66 5) can be written
S = Ic [a+ZP,E,]
== Ic [a ErPfln (ZP.)]
APPROXIMATION METHODS
Here all summations are subject to the condition that one sums only over those
states for which the energy E, lies in the small range
E<Ef<E+6E (672)
and 9(E) is the number of states in this particular range. The calculation of
such sums and of 9(E) may be quite difcult because of the equation of con
straint (672). The trouble is that one cannot simply sum indiscriminately
220 SECTION 6 ' 7
over all states without restriction as we did in Sec. 65 in calculating mean
values with the canonical distribution. Instead, one must pick out only those
particular states which satisfy the restriction (672). This difculty can,
however, be readily overcome by the use of quite accurate approximation
methods.
One way of circumventing the difculties presented by the condition
(6 7 2) is to replace it with the weaker condition that only the mean energy E
of the system is specied, with E chosen to be equal to the given energy E.
Then the canonical distribution (6  4  2) is applicable and the probability of the
system being in any one of its (2(E1) states of energy between E1 and E1 + 6E1
is given by
P(E'1) 0: (2(E1) 63191 (673)
Since the number of states (2(E1) for a large system is a very rapidly increas
ing function of E1 while 61 is rapidly decreasing, the expression (67  3) has
the usual very sharp maximum at the energy E' = E' (see Fig. 622).
Indeed, the sharpness of this maximum can be explicitly calculated by using
the canonical distribution to compute the dispersion (E1 E')2 by (658).
The width A*E'1 of the maximum, given by the square root of this dispersion,
is very small relative to E for a macroscopic system. (By the arguments of
(3  7 14), A*E/E' is ordinarily of the order of f% wheref is the number of degrees
of freedom.) Thus, even if the energy of the system should be so precisely
known that (SE in (672) is very small (say (SE/E z 10), it is yet true that
A*E1 < (SE for a system consisting of a mole of particles. Thus values of the
energy E1 lying outside the range (672) occur with negligible probability in
the canonical distribution. A specication of the mean energy E is then almost
equivalent to a specication of the total energy E by (672). Hence one
expects that mean values can be computed with negligible error by using the
canonical distribution; i.e., instead of (67 1) one can write
2 eBEryr
T
(674)
y = 2 eBEr
the system to be isolated so that it has equal probability of being in any one of
its states of accurately specied xed energy, or by considering it to be in
contact with a heat reservoir so that it is distributed over all its states in
accordance with a canonical distribution. But the latter procedure is mathe
matically simpler.
Calculating the dispersion W of some quantity y is a much more
delicate matter. There is no guarantee that the dispersion is the same when
calculated under conditions where E is precisely specied (i.e., 6E> 0 in
(6 62)) or under conditions where only the mean energy E is specied. As a
matter of fact, one would expect the dispersion to be greater in the second case.
In particular, if y were the energy E of the system, its dispersion would vanish
in the rst case where E is precisely specied, but would not vanish in the second
case where only the mean value E is specied.
When one is dealing with a macroscopic system of very precisely specied
energy, the mathematical difculties encountered in the evaluation of (67 1)
can therefore be circumvented to excellent approximation. For purposes of
calculating mean values, the situation is quite equivalent to one where the
system is described by a canonical distribution with a mean energy correspond
ing to its actual energy.
96
6 8 Mathematical approximation methods
where the prime on 2? denotes that the sum is to be performed subject to the
restriction (681).
The basic problem is again that of handling the constraint (6  8 1). There
are several ways of doing this conveniently.
222 SECTION 6 ' 8
Method 1 This is the mathematical analogue of the physical approximation
used in the preceding section. By virtue of (68 1), the sum (68  2) depends
on the particular energy E. If the energy of interest were not E, but E 1, the
sum would be quite different. Indeed the sum, i.e., (2(E1), is a very rapidly
increasing function of E]. We wish to calculate it for the particular value
E1 = E. We can exploit the rapidly increasing property of the sum (2(E1)
by noting that multiplication by the rapidly decreasing function 61 produces
a function (2(E1) 63}1 with a very sharp maximum near some value E1 = E].
Here 6 is some arbitrary positive parameter which (for the time being) has no
connection whatever with temperature. By proper choice of B one can make
the maximum occur at the desired value E1 = E; one need only choose 6 so that
(9a
aln [9(E1)eBE1] =
6E1 6E1 5
=0 (683)
when E1 = E.
The sharp maximum property of (2(E1) 61 implies that when this quan
tity is summed indiscriminately over all possible energies E1, only those terms
in some narrow range A*E near E will contribute appreciably. Thus one
selects only those terms of interest; i.e.,
A*E
252031) eBE = (2(E) eBEK, KE 6E1
E1
where the sum is expressed in terms of the value of the summand at the maxi
mum, multiplied by the number K of terms in the sum contained in the range
A*E (see Fig. 62 2). Taking logarithms, one gets
ln [2 9(E1)eBE1] = ln ow) BE
E1
The last form on the right is obtained by summing over all individual states,
whereas in the rst sum one rst groups together all terms with a given energy
E and then sums over all energies. The relation (6  8  4) represents the desired
approximate evaluation of ln (2 in terms of the unrestricted sum Z over all states.
The parameter 6 is to be determined by the maximum condition (683)
which is an equation expressing B in terms of E. Thus Z is a function of E
through its dependence on B. By (684) the condition (683) becomes for
E1=E
alnzac ac _
[as .97. (EaWNW
or aa+E=0 (686)
03
MATHEMATICAL APPROXIMATION METHODS 223
Z eBErE,
L = E (687)
: eBEr
T
where the sum is now over all states without any restriction, but where the 6
function in the summand guarantees that only those terms in (688) which
satisfy the condition (68 1) contribute to the sum.
But at this point one can make use of the simple analytic representation
for the 6 function given in (A7 16). Thus
is complex, the integration is only over its imaginary part, and B is an arbitrary
parameter which can be chosen at will.
The sum (688) is now readily evaluated. One has simply
T
224 SECTION 6 ' 8
This last sum is over all states without restriction and is thus relatively simple
to evaluate.
TheSe results are exact. We note that if 3 = 0, all the terms in the sum
(6812) are positive. On the other hand, if 3 ; 0, the oscillatory factors
eWEr cause the terms in the sum not to add in phase, but to add with more or
less random signs in the real and imaginary parts. Since there are so very
many terms in the sum, the result is that the absolute value letEZ() is very
much larger for 3 = 0 than for 3 75 0. Because of this very sharp maximum,
only the region of integration near 3 = 0 contributes appreciably to the integral
(6811). Hence we expect that the integral is very well approximated by
since In K is negligibly small compared to the other terms which are of order
f. Thus we regain the result (684).
.4... m
Hence
Choosing
so that the integrand is stationary with respect to the phase 3.
that
the region of least rapid oscillation to lie at 3 = 0 means choosing 3 so
E + Bl = 0
6 ln Z _ _ _
E + a 0 (6 8 18)
01'
E + E = E) = constant
N + N = N) = constant (6 9 1)
where E and N denote the energy and number of particles in the reservoir A.
In this situation one can ask for the probability in the ensemble of nding the
evaluation by the
* This method based on the integral (68 11) and its approximate
method which
method of stationary phase is equivalent to the socalled DarwinFowler
of steepest descents.
employs contour integration in the complex plane and the method
2, Cambridge Uni
See, for example, R. H. Fowler, Statistical Mechanics, 2d ed., chap.
, 2d ed.,
versity Press, Cambridge, 1955, or E. Schrodinger, Statistical Thermodynamics
chap. 6, Cambridge University Press, Cambridge, 1952.
226 SECTION 6  9
system A in any one particular state r where it contains N, particles and has an
energy E,.
The argument which answers this question is identical to that of Sec. 62.
Let Q(E,N) denote the number of states accessible to the reservoir A when
it contains N particles and has an energy in the range near E. If A is in the
particular state 7', the number of states accessible to the combined system A (0)
is just the number of states accessible to the reservoir. The probability P, of
nding A in this state is then proportional to this; i.e.,
Here the derivatives are evaluated for E = E) and N = N(0) they are,
therefore, constants characterizing the reservoir A. Denote them by
_ a ln 9 = a ln 9 . .
=[ aE ]o and [ 6N L (6 9 3)
p P, on eErW (694)
2 e_BEraNrEr
_ T
E
2 63EraNr
2 6_BE'_N'N, (6 . 9 . 5)
N L._______
E eBE,aN,.
1'
Here the sums are over all possible states of the system A irrespective of its
number of particles or of its energy.
When A is a macroscopic system in contact with a reservoir as illustrated
in Fig. 69 1, it is again clear that the relative uctuations of its energy about
its mean energy E, and of its number of particles about its mean number N,
are very small. Thus the physical properties of A would not be appreciably
affected if it were removed from contact with the reservoir so that both its
energy and number of particles would be rigorously xed. Thus, for purposes
of calculating mean values of physical quantities, it makes no noticeable differ
ence whether a macroscopic system is isolated, or in contact with a reservoir
with which it can only exchange energy, or in contact with a reservoir with
which it can exchange both energy and particles. Hence these mean values
can equally well be calculated by considering the system to be distributed with
equal probability over all states of given energy and number of particles
(microcanonical distribution), or to be distributed according to the canonical
distribution (627) over all its states with a given number of particles irrespec
tive of energy, or to be distributed according to the grand canonical distribution
(694) over all its states irrespective of energy and number. In some prob
lems where the constraint of a xed number of particles is cumbersome, one
can thus readily circumvent the complication by approximating the actual
situation with one where only the mean number of particles is xed, i.e., by
using the grand canonical distribution (694). This is sometimes a useful
procedure in practical calculations.
Here 5 denotes the total energy and p the total momentum of the reservoir A.
Up to now we have always considered systems whose center of mass is at
rest with respect to the laboratory; then the total energy 5 of a system consists
only of the internal energy E of particle motion with respect to the center of
mass. In the present problem the situation is different. The number of
states Q(E) accessible to A depends on its internal energy E with respect to
its center of mass. Since the latter moves with velocity p/M, the internal
energy of A differs from its total energy 5 by the macroscopic kinetic energy
of centerofmass motion. Thus
E=e (6'97)
1
E=60erM,(PoPr)2
_ _ _1Oo2 1r)o1rh_1or2
50 5' 2M+ M 2M
or Ez ep02 (evp)
0 2M, 1' 0 r (698)
Since M is very large, we have neglected the term pr2/ M . Also M is then
nearly the mass of the combined system A) so that vo = po/ M is the velocity
of the center of mass of the total system A) (or equivalently, of A).
The probability P, that A is in state r is
P, oc Q(E)
with E given by (698). Expanding ln (2(E) in the usual way this becomes
p P, 0: e_B("_") (699)
where B = a In Q/6E is the temperature parameter of the reservoir evaluated
when its internal energy E = so po2/2M.
ALTERNATIVE DERIVATION OF THE CANONICAL DISTRIBUTION 229
Example Consider a molecule A in an ideal gas A', the center of mass of the
whole gas moving with constant velocity on. SuppOse that A is in a state
with momentum between p and p + zip, or velocity between 1: and v + dv,
where p = mv and m is the mass of the molecule. Then
1 1 1
er  vop, = gmv vomv = ymhv v9)a  gmvn
Since 1:0 is just a constant, it follows by (6 99) that the probability of the
molecules velocity being in the range between 1) and v + do is simply
This is, of course, what one would expect. The molecule has simply a Max
wellian velocity distribution relative to the frame of reference moving with the
constant velocity co.
. 1
wh11e _
(12am, = E (6 . 10 .2)
lna,!=a,lna,ar
230 SECTION 6 ' 10
Hence (6 104) becomes
lnl alnaaEarlnarlZar
where we have used (6 10 1). We can now ask: For what distribution of
systems over the possible states will the total number F of possible ways of
achieving this distribution be a maximum? That is, for what set of numbers
(11, a2, a3, . . . , subject to conditions (610 1) and (6102), will F (or In F)
be a maximum?
The condition that In F has an extremum is that for small changes* 6a,. of
the various numbers there is no change in F. Thus we require that
Z6ar=0 (65107)
and
ZEr6ar=0 (6108)
Zlna,5a,.=0 (6109)
In (6 10  9) all the changes 6a,. are not independent of each other since they
must satisfy the equations of constraint (6 10  7) and (6 10  8). The situation
is most expeditiously handled by the method of Lagrange multipliers (see
Appendix A 10). Thus one can multiply (6 107) by a parameter a and
(6 10  8) by a parameter 6 and then add these equations to (6 10  9) to obtain
With a proper choice of a and 6, all the M, in (6 10 10) can now be regarded
as independent. Hence we can conclude that each coefcient of 6a,. must
separately vanish. If we denote by ii, the value of a. when P is maximum, we
have then
lndr+a+BEr=0
or ii, = e eBEr (61011)
* The numbers a, are integers, but they are so large that even a change 6a, of many
integer units is negligibly small compared to a, itself and can be considered innitesimal.
Thus differential calculus methods are applicable.
ALTERNATIVE DERIVATION OF THE CANONICAL DISTRIBUTION 231
mmn)
~ BEr
V .Ra%=e
2 eBE,
1'
since 2P, = 1. (Note that the right side is properly positive, since 0 < P, < 1,
so that In P, < 0.)
Hence the canonical distribution P, is characterized by the fact that
it makes the quantity 2P, In P, a maximum subject to a given value
lnP=%S minim
An increase in In 1 reects a more random distribution of systems over the
available states, i.e., a loss of specic information about the distribution of
systems over the available states. The maximum possible value of I gives,
by (6 10 15), the entropy of the nal equilibrium state.
The quantity ln I, i.e., the function 2 P, In P,, can be used as a measure
1'
* See, for example, L. Brillouin, Science and Information Theory, 2d ed., Academic
Press, New York, 1962; or J. R. Pierce, Symbols, Signals, and Noise, Harper, New York,
1961. Statistical mechanics is considered from the point of view of information theory by
E. T. Jaynes in Phys. Rev., vol. 106, p. 620 (1957).
PROBLEM s
232
by expanding
Remark One can easily check that I is indeed a maximum
(6 105) about the value 6,. Thus
lnI = alna 2(d,+5ar) ln (&,+6a,) (61016) 5
B
ut 2
ln(6,+6a,)=lnii,+ln(l+%)~ln&,+%%(6g'
lnI=(alna2&,ln,,)% 97:1
T 1'
2
I = P exp [ L621] (61017)
or 'I r
number
The argument of the exponential function is a very large positive
:2 unless practically all the Eu, vanish. Hence F exhibits a very sharp maximum.
m
"WW...
PROBLEMS
given by E,l =
6.1 A simple harmonic onedimensional oscillator has energy levels
the oscillator and
(n + 7})hw, where w is the characteristic (angular) frequency of
values 11 = 0,
where the quantum number n can assume the possible integral
contact with a heat
l, 2, . . . . Suppose that such an oscillator is in thermal
reservoir at temperature T low enough so that kT/(w) << 1.
in the rst
((1) Find the ratio of the probability of the oscillator being
excited state to the probability of its being in the ground state.
PROBLEMS 233
(b) Assuming that only the ground state and rst excited state are apprecia
bly occupied, nd the mean energy of the oscillator as a funcion of the tem
perature T.
6.2 Consider again the system of Problem 3.2, i.e., N weakly interacting particles,
each of spin % and magnetic moment M, located in an external eld H. Suppose
that this system is in thermal contact with a heat reservoir at the absolute tem
perature T. Calculate its mean energy E as a function of T and H. Compare
the result with the answer to Problem 3.2a.
6.3 A solid at absolute temperature T is placed in an external magnetic eld H =
30,000 gauss. The solid contains weakly interacting paramagnetic atoms of spin
% so that the energy of each atom is iuH.
(a) If the magnetic moment I1 is equal to one Bohr magneton, i.e., u =
0.927 X 1020 ergs/gauss, below what temperature must one cool the solid so
that more than 75 percent of the atoms are polarized with their spins parallel to
the external magnetic eld?
(b) Suppose that one considered instead a solid which is free of paramag
netic atoms but contains many protons (e.g., parafn). Each proton has spin %
and a magnetic moment u = 1.41 X 1023 ergs/gauss. Below what temperature
must one cool this solid so that more than 75 percent of the protons have their
spins aligned parallel to the external magnetic eld?
6.4 A sample of mineral oil is placed in an external magnetic eld H. Each proton
has spin 21 and a magnetic moment #1; it can, therefore, have two possible energies
e = iuH, corresponding to the two possible orientations of its spin. An
applied radiofrequency eld can induce transitions between these two energy
levels if its frequency V satises the Bohr condition hp = 2uH. The power
absorbed from this radiation eld is then proportional to the dierence in the
number of nuclei in these two energy levels. Assume that the protons in the
mineral oil are in thermal equilibrium at a temperature T which is so high that
pH << kT. How does the absorbed power depend on the temperature T of
the sample?
6.5 Consider an ideal gas at the absolute temperature T in a uniform gravitational
eld described by acceleration 9. By writing the condition of hydrostatic
equilibrium for a slice of the gas located between heights 2 and z + dz, derive
an expression for 71(2), the number of molecules per cm3 at height 2. Compare
this with Eq. (6 320), which was derived from statistical mechnics.
6.6 A system consists of N weakly interacting particles, each of which can be in either
of two states with respective energies 51 and 52, where 51 < 52.
(a) Without eXplicit calculation, make a qualitative plot of the mean
energy E of the system as a function of its temperature T. What is E in the
limit of very low and very high temperatures? Roughly near what tem
perature does E change from its low to its high temperature limiting values?
(b) Using the result of (a), make a qualitative plot of the heat capacity CV
(at constant volume) as a function of the temperature T.
(0) Calculate explicitly the mean energy E(T) and heat capacity CV(T)
of this system. Verify that your expressions exhibit the qualitative features
discussed in (a) and (b).
6.7 The nuclei of atoms in a certain crystalline solid have spin one. According to
quantum theory, each nucleus can therefore be in any one of three quantum
states labeled by the quantum number m, where m = 1, 0, or 1. This quan
tum number measures the projection of the nuclear spin along a crystal axis of
PROBLEMS
234
is not spherically
the solid. Since the electric charge distribution in the nucleus
on its spin orienta
symmetrical, but ellipsoidal, the energy of a nucleus depends
location. Thus a
tion with respect to the internal electric eld existing at its
the state m = 1,
nucleus has the same energy E = e in the state m = 1 and
compared with an energy E = 0 in the state m = 0.
T, of the
((1) Find an expression, as a function of absolute temperature
nuclear contribution to the molar internal energy of the solid.
to
(b) Find an expression, as a function of T, of the nuclear contribution
the molar entropy of the solid.
calculate
(c) By directly counting the total number of accessible states,
at very low tempera
the nuclear contribution to the molar entropy of the solid
that the expression
tures. Calculate it also at very high temperatures. Show
T > oo .
in part (b) reduces properly to these values as T ) 0 and
of the
(d) Make a qualitative graph showing the temperature dependence
Calculate its
nuclear contribution to the molar heat capacity of the solid.
dependence for
temperature dependence explicity. What is its temperature
large values of T?
situation of actual
The following describes a simple twodimensional model of a
N negatively
physical interest. A solid at absolute temperature T contains
per cm, these ions replacing some of the ordinary atoms
charged impurity ions
neutral. This is so
of the solid. The solid as a whole is, of course, electrically
positive ion with
because each negative ion with charge e has in its vicinity one
move between lattice
charge +e. The positive ion is small and thus free to
be found with
sites. In the absence of an external electric eld it will, therefore,
the station
equal probability in any one of the four equidistant sites surrounding
ary negative ion (see diagram; the lattice spacing is a).
00.0
069
a o o o 0?
_ ______ {.39
oioioo
ii
L4
I a
calculate the
If a small electrical eld 8 is applied along the z direction,
per unit volume along
electric polarization, i.e., the mean electric dipole moment
the z direction.
cylinder of radius R
6.9 A wire of radius To is coincident with the axis of a metal
potential V (statvolts)
and length L. The wire is maintained at a positiVe
The whole system is at some high absolute tem
with respect to the cylinder.
hot metals form a dilute gas
perature T. As a result, electrons emitted from the
container and in equilibrium with it. The density of these
lling the cylindrical
can be neglected.
electrons is so low that their mutual electrostatic interaction
for the electrostatic eld
((1) Use Gausss theorem to obtain an expression
at points at a radial distance r from the wire (11, < r < R). The
which exists
end effects are negligible.
cylinder of length L may be assumed very long so that
PROBLEMS 235
U= WW) 4(9)]
a: a:
where a: is the separation between the two particles. The particles are in con
tact with a heat reservoir at a temperature T low enough so that kT << Uo,
but high enough so that classical statistical mechanics is applicable. Calculate
the mean separation 52(T) of the particles and use it to compute the quantity
aE 1 a?
3: 6T
(This illustrates the fundamental procedure for calculating the coefcient of
linear expansion of a solid.) Your calculation should make approximations
based on the fact that the temperature is fairly low; thus retain only the lowest
order terms which yield a value of as 0. (Hint: Expand the potential function
about its minimum in a power series in as. To evaluate some of the integrals, use
approximations similar to those used in evaluating the integral (A 6 12).)
6.12 Consider a rectangular box with four walls and a bottom (but no top). The total
area of the walls and bottom is A. Find the dimensions of the box which give a
maximum volume using
(a) the methods of straightforward calculus;
(b) Lagrange multipliers (see Appendix A 10).
*6.13 Suppose that the eXpression
s a k2P,1nP.
is accepted as the general denition of the entropy of a system. The following
problems illustrate that the entropy so dened has indeed some very interesting
properties showing that S is a measure of disorder or randomness in a system.
Imagine that a system A1 has probability Pr) of being found in a state r
and a system A2 has probability P5 of being found in a state 8. Then one has
s = k2 2P,,1nP,,
If A1 and A2 are weakly interacting so that they are statistically independ
ent, then P,, = P,<1)P,<2). Show that under these circumstances the entropy is
simply additive, i.e., S = S; + $2.
*6.1 4 In the preceding problem, assume that Al and A2 are not weakly interacting so
that Pro 75 P,<1)P,<2). One has, of course, the general relations
Z , z a 2 eaur
PM = L "Er
1'
k 2 P, In Pw)
P
THE DISCUSSION of the preceding chapter dealt with some detailed microscOpic
aspects of the general theory of Chapter 3. AS a result of this discussion, we
haVe acquired some very powerful tools for calculating the macroscopic
properties of any system in equilibrium from a knowledge of its microscopic
constituents. The range of applicability of these conceptual tools is very wide
indeed. In the present chapter, we shall illustrate their usefulness by dis
cussing some rather simple, but very important, physical Situations.
Z E Egg55: (7 1'1)
" An alternative prescription would, of course, be to evaluate 9(E) and then to use rela
tions such as (3 l2 1) to nd other quantities. But, for reasons already discussed, a
direct calculation of (HE) is in general more difcult than a calculation of Z.
237
238 SECTION 7 1
This is an unrestricted sum over all states of the system. If one knows the
particles which constitute the system and the interactions between them, it
is possible to nd the quantum states of this system and to evaluate the sum
(7 ~11). The statistical mechanical problem is then solved. In principle
there is no difculty in formulating the problem, no matter how complex the
system may be. The difculties are reduced to the mathematical ones of
carrying out these prescriptions. Thus it is an easy task to nd the quantum
states and the partition function for an ideal gas of noninteracting atoms; but
it is a formidable task to do the same for a liquid where all the molecules interact
strongly with each other.
If the system can be treated in the classical approximation, then its energy
E(q1, . . . , Qf, p1, . . . , 1),) depends on some f generalized coordinates and f
momenta. If phase space is subdivided into cells of volume hof, the partition
function in Eq. (711) can be evaluated by rst summing over the number
(dql  dq, dpl dp/hof of cells of phase space which lie in the element of
volume (dql 'd dpl dpf) at the point {(11, . . . , Qf, p1, . . . ,p,} and
which have nearly the same energy E(q1, . . . , Qf, p1, . . . ,p,); and then
summing (or integrating) over all such elements of volume. Thus one obtains
in the classical approximation
or a*=aBeo
Thus the partition function is also changed. By (6 . 5  4) the new mean energy
is then given by
 __ a 1n Z* __ a 1n Z
+60=E+o
BB BB
i.e., it is properly shifted by the amount e0. On the other hand, the entropy is
properly unchanged, since by (6.6.5)
3* = k(ln z* + 357*) = k(ln z + 315) = 8
Similarly, all expressions for generalized forces (i.e., all equations of state) are
unchanged, since they involve only derivatives of In Z with respect to an external
parameter.
The second remark concerns the decomposition of the partition function
for a system A when the latter consists of two parts A and A which interact
CALCULATION OF THERMODYNAMIC QUANTITIES 239
only weakly with each other. If the states of A and A are labeled respec
tively by r and s, then a state of A can be specied by the pair of numbers
7,8 and its corresponding energy E, is simply additive, i.e.,
E... = E, + E (714)
Here A and A may refer to two different distinguishable groups of particles
which interact weakly with each other (e.g., He and Ne molecules in an idealgas
mixture of these two gases). Alternatively, they may refer to two different
sets of degrees of freedom of the same group of particles (e.g., in a diatomic gas,
they may refer to ( 1) the degrees of freedom describing the translational motion
of the centers of mass of the molecules and (2) the degrees of freedom describing
the rotation of these molecules about their respective centers of mass).
The important point is only the additivity of the energies in (7 14); for
then the partition function Z for the total system A is a sum over all states
labeled by rs, i.e.,
Thus Z = ZZ (715)
and a=a+a (716)
Here the rst term on the right represents the total kinetic energy of all the
molecules. The term U represents the potential energy of interaction between
the molecules. If the gas is sufciently dilute that the interaction between
molecules is negligible, U> 0 and we obtain the simple case of an ideal gas.
* We already established this result in (6 6 13) where we showed that it implies the
additivity of all extensive thermodynamic functions.
240 SECTION 7  2
In writing (7 2 1), we assume the constraining condition that all the position
vectors rI lie inside the volume of the container.
Let us treat the problem classically; the validity of this approximation will
be examined in Sec. 7 4. Then we can immediately use (7 1 2) to write the
classical partition function (denote it by Z)
hoaN
or
Z = K13 / e(/2mmndap, . . . / e(/ZmldapN
where the second expression f0110ws from the rst by using the multiplicative
property of the exponential function. Since the kinetic energy is a sum of
terms, one for each molecule, the corresponding part of the partition function
breaks up into a product of N integrals, each identical except for the irrelevant
variable of integration, and equal to
L: e(a/2mw' dap
Since U is not in the form of a simple sum of terms for individual molecules,
the integral over the coordinates r1, . . . , rN is very difcult to carry out.
This is why the treatment of nonideal gases is compllcated. But if the gas is
sufciently dilute to be ideal, then U = 0 and the integral becomes triv1al; 1.e.,
Ida,l . . . d3, = fdarlfdar'z . . . Ida, ___ VN
since each integration extends over the volume of the container. Then Z
factors into a simple product
Z = I (723)
or In Z=Nlng' (72 4)
where g E it? in e(a/mp' 013,, (7. 2 5)
A4 #42:; , 4 3' 3
CALCULATION or THERMODYNAMIC QUANTITIES 241
where u(r.) represents the potential energy of a molecule due to the container,
i.e.,
0 if r lies inside the container
u(r) no if r lies outside the container
In this case the partition function (7 2 2) would contain a factor eW' which
would equal unity whenever all molecules are within the container and would
equal zero whenever any one molecule is outside the container. Thus the inte
gration over all coordinates without restriction would again immediately
reduce to the form (7 2 2) of integration over the volume of the con
tainer only.
_
' (e/2m>p!d
__,e "' annoyed
* r: we ~(a/2mw'd
v pg we  1):
12m 3
(1i?) by (A42)
Hence I 27 *
_. V (71025) (7 . 2 . 6)
, _ 3 3 21rm . .
and a N[a21n;3+2ln(ho2)] (727)
From this partition function one can immediately calculate a host of other
physical quantities. By (6 5 12) the mean gas pressure 1) is given by
_ 1 6 ln Z 1 N
P = "
3 6V BT/
Thus
y {W = NIcT (728)
and one regains the equation of state already derived in (3 12 8) under more
general conditions (gas not necessarily monatomic).
By (65 4), the total mean energy of the gas is
 9 :_E._ 
E_ai1nz_2~Ne ..
(729)
where
> a=n (72 10)
is the mean energy per molecule. The heat capacity at constant volume of the
gas is then given by
CV = 131R (7 2 12)
where R = N.Jc is the gas constant. These results agree with those already
obtained in (5 2 10) and (5 2 12).
3...}..w .38..
. a}?
(AI?)2 = %
Here the volume V is, of course, kept constant in taking the derivative.
Putting {3 == (IcT)"1, this becomes
61?
WE) = " (airbas = (6T v
01
gj;
all
E gNkT
3
3N
~
(7.2.15, v
I 3 3 2mm 3
or S=Nk[a+%lnT+a] (7216)
where + _
a E g In (Zk)3
7  3 Gibbs paradox
The challenging statement at the end of the last section suggests that the
expression (7 2 16) for the entropy merlts some discussion. F1rst, note that
our calculation was earned out w1thin the framework of classical mechan1cs
wh1ch certainly 1s not valld at very low temperatures where the system is 1n
the (relatively few) states of very low energy close to the quantummechanical
grOund state and where a quantum descr1ption 1s certa1nly needed Hence the
circumstance that Eq. (7 2 16) y1elds S > 00 as T> 0 (in apparent con
trad1ction to the third law of thermodynamics) 1s no cause for alarm. In
accordance w1th its classical der1vat10n, (7 2 16) is not expected to be valid at
such low temperatures.
Nevertheless, the expression (7 2 16) for S is clearly wrong since it implies
that the entropy does not behave properly as an extensive quantity. Quite
generally, one must require that all thermodynamic relatlons rema1n valid 1f
the size of the whole system under cons1deration is simply increased by a scale
factor a, i.e., if all its extensive parameters are mult1plied by the same factor a.
In our case, if the independent extensive parameters V and N are multiplied
by a, the mean energy E in (7 2 9) is indeed properly increased by this same
factor, but the entropy S in (7 2 16) is not increased by a because of the term
N In V.
Indeed, (7 216) asserts that the entropy S of a xed volume V of gas is
simply proportional to the number N of molecules. But this dependence on N
is not correct, as can readlly be seen in the follow1ng way. Imag1ne that a
partition is introduced which divides the container into two parts. This is a
reversible process which does not affect the distribution of systems over acces
sible states. Thus the total entropy ought to be the same with, or without, the
partition in place; i.e.,
S=S+S (731)
where S and S are the entropies of the two parts. But the expression
(7216) does not yield the simple additivity required by (731). This
is easily veried. Suppose, for example, that the partition divides the gas
into two equal parts, each containing N molecules of gas in a volume V'.
Then the entropy of each part is given by (7216) as
s' = s" = NIc[ln V'+;311nT+a]
while the entropy of the whole gas without partition is by (7216)
Z {N
Z=~= ' l (733)
Note that in a strictly classical description it would be permissible to consider
every particle as distinguishable. If one agrees to consider identical mole
cules as essentially indistinguishable so as to avoid the Gibbs paradox, then
.the following question arises: Just how different must molecules be before
they should be considered distinguishable (i.e., bef0re their mutual mixing
leads to a nite, instead of no, increase of entrOpy)? In a classical view of
nature two molecules could, of course, differ by innitesimal amounts (e.g.,
the nuclei of two atoms could have innitesimally di'erent masses). In a
quantum description this troublesome question does not arise because of the
quantized discreteness of nature (e.g., the nuclei of two isotopes differ by at
least one nucleon mass). Hence the distinction between identical and non
identical molecules is completely unambiguous in a quantummechanical
description. The Gibbs paradox thus foreshadowed already in the last i
century conceptual difculties that were resolved satisfactorily only by the
advent of quantum mechanics.
a=Nln'lnN!
or a=Nln'NlnN+N (734)
where we have used Stirlings formula. Equation (7 34) differs from the cor
responding expression (724) only by the additive term (N lnN + N).
Since the pressure 1') and energy E' depend only on derivatives of In Z with
respect to V or {3, the previous results (728) and (7  2 9) for these quantities
are unaffected. But the expression for S, which does involve ln Z itself rather
than only its derivatives, is changed by this additive term. Thus (734)
yields, instead of (72 16), the result
S=IcN[a+%lnT+ar]+k(NlnN+N)
01
p S=kN[lnII;+glnT+ao] (735)
where aoaa+1 =gln(21l:::k)+g (736)
Rp>>h (742)
when (741) implies that quantum mechanical effects are not important.
Equivalently (742) expresses the condition that
V R>>X (743)
i.e., that the mean separation between particles is much greater than their
mean de Broglie wavelength
(744)
When (7 43) is satised so that R >> X, the quantum description ought to be
equivalent to the motion of wave packets describing individual particles which
move independently in a quasiclassical manner. In the opposite limit, where
R << X, a state of the whole gas will be shown in Chapter 9 to be described by a
single wave function which cannot be decomposed in any simple way; it thus
* The symbol p should not be confused with the mean pressure of the gas. We shall
denote the latter quantity by capital P later in this section.
VALIDITY OF THE CLASSICAL APPROXIMATION 247
The mean momentum 35 can be estimated from the known mean energy E of a
molecule in the gas at temperature T. By (7210)
1 3
'2 z ' = kT
2m 29 e 2
Thus 13 z \/3k
h
\/3k ( )
Hence the condition (743) becomes
V i h '
>> : 747
(N) \/3k ( )
This shows that the classical approximation ought to be applicable if the con
centration N/ V of molecules in the gas is sufciently small, if the temperature
T is sufciently high, and if the mass of the molecules is not too small.
I:
E kT
2
2.0" X 10 19 molecules/cm 3
Thus R z 34 X 108 cm by (745)
and X z 0.6 X 108 cm by (746)
Here the criterion (743) is quite well satised, and the classical evaluation of
the partition function ought to be a very good approximation if the indis
tinguishability of the particles is taken into account. Most gases have larger
molecular weights and thus smaller de Broglie wavelengths; the criterion
(743) is then even better satised.
011 the other hand, consider the conduction electrons in a typical metal.
In a rst approximation, interactions between these electrons can be neglected
248 SECTION 7 ' 5
so that they can be treated as an ideal gas. But the numerical values of the
signicant parameters are then quite different. First, the mass of the electron
is very small, about 1027 g or 7000 times less than that of the He atom. This
makes the de Broglie wavelength of the electron much longer,
R z 2 X 108 cm
This is much smaller than for the He gas case; i.e., the electrons in a metal form
a very dense gas. Hence the criterion (7  4  3) is certainly not satised.
Thus there exists no justication for discussing electrons in a metal by classical
statistical mechanics; indeed, a completely quantummechanical treatment is
essential.
In classical statistical mechanics there exists a very useful general result which
we shall now establish. As usual, the energy of a system is a function of some f
generalized coordinates qk and corresponding f generalized momenta pk; i.e.,
The most common situation is one where p, is a momentum. The reason
is that the kinetic energy is usually a quadratic function of each momentum
component, while the potential energy does not involve the momenta.
If in assumptions ((1) and (b) the variable were not a momentum p, but a
coordinate q, satisfying the same two conditions, the theorem we want to estab
lish would be exactly the same.
We ask the question: What is the mean value of e, in thermal equilibrium
if conditions (a) and (b) are satised?
If the system is in equilibrium at the absolute temperature T = (km1, it
is distributed in accordance with the canonical distribution; the mean value
PROOF OF THE THEOREM 249
i = _: (75'4)
/ eBE(Q1 ..... pf) dql . . . dpf
= feBieidpifeBE'dql    dpf
feB dpifeBE' dq1 ' ' dpf
where we have used the multiplicative property of the exponential function
and where the last integrals in both numerator and denominator extend over
all terms q and p except pi. These integrals are equal and thus cancel; hence
only the onedimensional integrals survive:
Bi. .
i=W (7'55)
This can be simplied further by reducing the integral in the numerator to that
in the denominator. Thus

_ 3 3i .
66 (f 6 dpt)
52 f eBi dpi
6 co
or 51
. =
aBln(/_we Bei dp,)
_ 
(7 . 5 c 6)
Up to now we have made use only of the assumption (7  5  2). Let us now
use the second assumption (753). Then the integral in (756) becomes
01'
> he <757)
Note the great generality of this result and that we obtained it without need
ing to evaluate a single integral.
Equation (757) is the socalled equipartition theorem of classical
statistical mechanics. In words it states that the mean value of each inde
pendent quadratic term in the energy is equal to %kT.
250 SECTION 7 ' 6
L
kT
I E
I2
T
E
1 (761)
K =%(pz+pu2+zh2)
The kinetic energy of the other molecules does not involve the momentum p
of this particular molecule. The potential energy of interaction between
molecules depends only on their position coordinates and thus certainly does
not involve p. Finally, if the molecule is polyatomic, the internal energy of
vibration or rotati0n of its atoms relative to its center of mass also does not
involve p. Hence the essential conditions of the equipartition theorem are
satised. Since (76 1) contains three quadratic terms, the equipartition
theorem a110ws one to conclude immediately that
K = gm (7 6 2)
if the moti0n of the center of mass can be treated classically.
SIMPLE APPLICATIONS 251
For an ideal monatomic gas the entire energy is kinetic, so that the mean
energy per mole of gas is simply
E = Na(%kT) = an
The molar specic heat at constant volume is then
a}? 3
Cv()VR (7"63)
The dispersion 2);? in this velocity component is thus negligibly small when
m is large. For example, when the particle is the size of a golf ball, uctuations
in its velocity are essentially unobservable and the particle appears to be at
rest. But when m is small (e.g., when the particle has a diameter of about a
micron), 13 becomes appreciable and velocity uctuations can readily be
observed under a microscope. The fact that small particles of this kind
perpetually move about in a random manner was rst observed by Brown, a
botanist, in the last century. The phenomenon is, therefore, called Brownian
motion. It was explained theoretically by Einstein in 1905 on the basis of
the intrinsic thermal uctuations resulting from the interaction of the small
particle with the heat bath, i.e., from the random collisions of the particle with
the molecules of the liquid. The phenomenon was historically important in
helping to gain acceptance for the atomic theory of all matter and for the
validity of the statistical description thereof.
E=E+1m2
2m 2
(764)
where the rst term on the right is the kinetic energy involving the momentum
p and mass m, and the second term on the right is the potential energy involv
252 SECTION 7 6
ing the position coordinate a: and spring constant K0. Each of these terms is
quadratic in the respective variable. Hence the equipartition theorem leads
immediately to the following conclusions, valid in the classical approximationz'
w =\/% (7.67)
is the classical angular frequency of oscillation of the oscillator. The mean
energy of the oscillator is then given by
E
"_n=0 1 aZ
2 w eBEnEn _____=__
Z63 6
631112 (768)
__
2 633,.
n=0
This sum is just an innite geometric series where each term is obtained from
the preceding one as a result of multiplication by eBw. The sum can thus
immediately be evaluated to give
Z = 6ihw g, (7 6 10)
01
p E=hw<l+1) (7612)
2 65" 1
or E=l=kT (7614)
3
in agreement with the classical result (765).
On the other hand, at low temperatures where
hw
Bhw =kT>>1 (7'6'15)
Consider any simple solid with Avogadros number Na of atoms per mole.
Examples might be copper, gold, aluminum, or diamond. These atoms are free
to vibrate about their equilibirum positions. (Such vibrations are called
lattice vibrations.) Each atom is specied by three position coordinates
and three momentum coordinates. Since the vibrations are supposed to be
small, the potential energy of interaction between atoms can be expanded about
their equilibrium positions and is therefore quadratic in the atomic displace
ments from their equilibrium positions. The net result is that the total energy
of lattice vibrations can be written (when expressed in terms of appropriate
normal mode coordinates) in the simple form
3Na 2
E = 3N.[(%k:r) x 2]
or E = 3NakT = 3RT (7.72)
Thus the molar specic heat at constant volume becomes
This result asserts that at sufciently high temperatures all simple solids have
the same molar specic heat equal to 3R (25 joules molel deg1). Historically,
the validity of this result was rst discovered empirically and is known as the
law of Dulong and Petit. Table 771 lists directly measured values of the
molar specic heat 0,, at constant pressure for some solids at room temperature.
The molar specic heat CV at constant volume is somewhat less (by about 5
percent, as calculated in the numerical example of Sec. 5  7).
Solid cp Solid cp
Of course, the preceding arguments are not valid for solids at appreciably
lower temperatures. Indeed, the third law leads to the general result (5  7 19),
which requires that cV must approach zero as T> 0. One can obtain an
approximate idea of the behavior of W at all temperatures by making the crude
assumption (rst introduced by Einstein) that all atoms in the solid vibrate
with the same angular frequency (.0. Then K, = me.)2 for all terms 2' in (7  7 1),
and the mole of solid is equivalent to an assembly of 3Na independent one
dimensional harmonic oscillators. These can be treated by quantum mechan
ics so that their total mean energy is just 3Na times that of the single oscillator
discussed in (76 12); i.e.,
 l 1
E3Nahw(+eBEi> (7'7'4)
SPECIFIC HEATS OF SOLIDS 255
Hence the molar specic heat of the solid on the basis of this simple Einstein
model is given by
M? _ 61? an _ 1 6E
CV
(57) 132)?   (3a)

3Nahw ewhw
= _ s [_ (61% _1)2]
8E 2 egg/T
OI CV=3R(T') m (775)
_hw=%
Bhw T
GEE (7'16)
If the temperature is so high that kT >> kw or T >> 91;, then (BE/T << 1 and
expansion of the exponentials in (775) yields again the classical result
for T>> 9E, cV> 3R (777)
On the other hand, if the temperature is so low that [CT << has or T << 6E
then 93/ T >> 1 and the exponential factor becomes very large compared to
unity. The specic heat then becomes quite small; more precisely,
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