Statistical Physics– a Second Course
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Statistical Physics– a second course Finn Ravndal and Eirik Grude Flekkøy Department of Physics University of Oslo September 3, 2008 2 Contents 1 Summary of Thermodynamics 5 1.1 Equationsofstate .......................... 5 1.2 Lawsofthermodynamics. 7 1.3 Maxwell relations and thermodynamic derivatives . .... 9 1.4 Specificheatsandcompressibilities . 10 1.5 Thermodynamicpotentials . 12 1.6 Fluctuations and thermodynamic stability . .. 15 1.7 Phasetransitions ........................... 16 1.8 EntropyandGibbsParadox. 18 2 Non-Interacting Particles 23 1 2.1 Spin- 2 particlesinamagneticfield . 23 2.2 Maxwell-Boltzmannstatistics . 28 2.3 Idealgas................................ 32 2.4 Fermi-Diracstatistics. 35 2.5 Bose-Einsteinstatistics. 36 3 Statistical Ensembles 39 3.1 Ensemblesinphasespace . 39 3.2 Liouville’stheorem . .. .. .. .. .. .. .. .. .. .. 42 3.3 Microcanonicalensembles . 45 3.4 Free particles and multi-dimensional spheres . .... 48 3.5 Canonicalensembles . 50 3.6 Grandcanonicalensembles . 54 3.7 Isobaricensembles .......................... 58 3.8 Informationtheory . .. .. .. .. .. .. .. .. .. .. 62 4 Real Gases and Liquids 67 4.1 Correlationfunctions. 67 4.2 Thevirialtheorem .......................... 73 4.3 Mean field theory for the van der Waals equation . 76 4.4 Osmosis ................................ 80 3 4 CONTENTS 5 Quantum Gases and Liquids 83 5.1 Statisticsofidenticalparticles. .. 83 5.2 Blackbodyradiationandthephotongas . 88 5.3 Phonons and the Debye theory of specific heats . 96 5.4 Bosonsatnon-zerochemicalpotential . 101 5.5 Bose-Einstein condensation and superfluid 4He .......... 107 5.6 Fermiongasesatfinitetemperature. 117 5.7 Degenerateelectronsinmetals . 125 5.8 Whitedwarfsandneutronstars. 126 6 Magnetic Systems and Spin Models 129 6.1 Thermodynamicsofmagnets . 129 6.2 Magnetism .............................. 133 6.3 Heisenberg, XY, IsingandPottsmodels . 138 6.4 Spincorrelationfunctions . 143 6.5 ExactsolutionsofIsingmodels . 146 6.6 Weissmeanfieldtheory . 151 6.7 Landaumeanfieldtheory . 155 7 Stochastic Processes 163 7.1 RandomWalks ............................ 163 7.2 Thecentrallimittheorem . 169 7.3 Diffusion and the diffusion equation . 170 7.4 Markovchains ............................ 174 7.5 Themasterequation . 178 7.6 MonteCarlomethods . 183 8 Non-equilibrium Statistical Mechanics 189 8.1 BrownianmotionandtheLangevinequation . 189 8.2 Thefluctuationdissipationtheorem . 194 8.3 GeneralizedLangevinEquation . 200 8.4 Green-Kuborelations . 203 8.5 Onsagerrelations. 205 9 Appendix 209 9.1 Fouriertransforms . 209 9.2 Convolutiontheorem. 211 9.3 Evenextensiontransform . 211 9.4 Wiener-Khinichetheorem . 212 9.5 Solutionof2dIsingmodels . 213 Chapter 1 Summary of Thermodynamics Equation of state The dynamics of particles and their interactions were under- stood at the classical level by the establishment of Newton’s laws. Later, these had to be slightly modified with the introduction of Einstein’s theory of relativ- ity. A complete reformulation of mechanics became necessary when quantum effects were discovered. In the middle of last century steam engines were invented and physicists were trying to establish the connection between thermal heat and mechanical work. This effort led to the fundamental laws of thermodynamics. In contrast to the laws of mechanics which had to be modified, these turned out to have a much larger range of validity. In fact, today we know that they can be used to describe all systems from classical gases and liquids, through quantum systems like superconductors and nuclear matter, to black holes and the elementary particles in the early Universe in exactly the same form as they were originally established. In this way thermodynamics is one of the most fundamental parts of modern science. 1.1 Equations of state Equation of state We will now in the beginning consider classical systems like gases and liquids. When these are in equilibrium, they can be assigned state variables like temper- ature T , pressure P and total volume V . These can not take arbitrary values when the system is in equilibrium since they will be related by an equation of state. Usually it has the form P = P (V,T ) . (1.1) Only values for two state variables can be independently assigned to the system. The third state variable is then fixed. 5 6 CHAPTER 1. SUMMARY OF THERMODYNAMICS The equations of state for physical systems cannot be obtained from ther- modynamics but must be established experimentally. But using the methods of statistical mechanics and knowing the fundamental interactions between and the properties of the atoms and molecules in the system, it can in principle be obtained. An ideal gas of N particles obeys the equation of state NkT P = (1.2) V where k is Boltzmann’s fundamental constant k = 1.381 10−23 JK−1. For × one mole of the gas the number of particles equals Avogadro’s number NA = 23 −1 −1 −1 −1 −1 6.023 10 mol and R = NAk =8.314 JK mol =1.987 calK mol . Since ×ρ = N/V is the density of particles, the ideal gas law (1.2) can also be P V Figure 1.1: Equation of state for an ideal gas at constant temperature. written as P = kTρ. The pressure in the gas increases with temperature for constant density. In an ideal gas there are no interactions between the particles. Including these in a simple and approximative way gives the more realistic van der Waals equation of state NkT aN 2 P = . (1.3) V Nb − V 2 − It is useful for understanding in an elementary way the transition of the gas to a liquid phase. Later in these lectures we will derive the general equation of state for gases 1.2. LAWS OF THERMODYNAMICS 7 with two-body interactions. It will have the general form ∞ n P = kT ρ Bn(T ) . (1.4) n=1 X The functions Bn(T ) are called virial coefficients with B1 = 1. They can all be calculated in principle, but only the first few are usually obtained. We see that the van der Waal’s equation (1.3) can be expanded to give this form of the virial expansion. A real gas-liquid system has a phase diagram which can be obtained from the equation of state. When it is projected onto the PT and P V planes, it has the general form shown in Fig.1.2. For low pressures there is a gas phase g. It condenses into a liquid phase ℓ at higher pressures and eventually goes into P P s l c T > T c t g T = T c T < T c T V Figure 1.2: Phase diagram of a real liquid-gas system. The dotted line in the left figure indicates the two phase transitions it undergoes while being heated up at constant pressure. the sold phase s at the highest pressures. At low temperatures, the gas can go directly into the solid phase. At the triple point t all three phases are in equilibrium. The gas-liquid co-existence curve terminates at the critical point c. In other thermodynamic systems like magnets and superconductors, there will be other state variables needed to specify the equilibrium states. But they will again all be related by an equation of state. These systems are in many ways more important and interesting today than the physics of gases and liquids. But the general thermodynamics will be very similar. We will come back to these systems later in the lectures. 1.2 Laws of thermodynamics Laws of thermodynamics When we add an small amount of heat ∆Q to a system, its internal energy U will change at the same time as the system can perform some work ∆W . These changes are related by energy conservation, ∆Q = ∆U + ∆W . (1.5) 8 CHAPTER 1. SUMMARY OF THERMODYNAMICS For a system with fixed number of particles, the work done is given by the change of volume ∆V and the pressure in the gas as ∆W = P ∆V . (1.6) It is positive when the volume of the system increases. The internal energy U depends only on the state of the system in contrast to the heat added and work done. These quantities depend on the way they have changed. U is therefore called a state function. Experiments also revealed that the system can be assigned another, very important state function which is the entropy S. It is related to the heat added by the fundamental inequality ∆Q ∆S (1.7) ≥ T where T is the temperature of the system. Reversible processes are defined to be those for which this is an equality. In the limit where the heat is added infinitely slowly, the process becomes reversible and (1.5) and (1.7) combined give T ∆S = ∆U + P ∆V (1.8) for such a gas-liquid system. This equation is a mathematical statement of the First Law of thermodynamics. When we later consider magnets, it will involve other variables, but still basically express energy conservation. The Second Law of thermodynamics is already given in (1.7). For an isolated system, ∆Q = 0, it then follows that the entropy has to remain constant or increase, ∆S 0. Combining (1.7) with energy conservation from (1.5), we obtain ≥ T ∆S ∆U + P ∆V . (1.9) ≥ This important inequality contains information about the allowed changes in the system. As an illustration of the Second Law, consider the melting of ice. At normal pressure it takes place at 0 ◦C degrees with the latent or melting heat Λ = 1440 cal mol−1 taken from the surroundings. Water is more disordered than ice and its entropy is higher by the amount ∆S =Λ/273K = 5.27 cal K−1 mol−1 since the process is reversible at this temperature. But why doesn’t ice melt at 10 ◦C since it would then increase its entropy? The answer is given − by (1.7) which in this case is violated, 5.27 < 1440/263. However, it will melt spontaneously at +10 ◦C as we all know since 5.27 > 1440/283. We have here made the reasonable approx- imation that the latent heat doesn’t vary significantly in this temperature range.