2.

Thermodynamic potentials
2.1 Fundamental equation
Thermodynamic potentials are extensive state variables of dimensions of energy. Their purpose is to allow for simple treatment of equilibrium for systems interacting with the environment. In thermodynamics all variables are either extensive or intensive. Mathematically this may expressed in homogeneity relations with respect to the system size. Thus, extensive variables (e.g. N, V, U, S, . . .) are rst-order homogeneous functions, whereas intensive variables (like p, T, , . . .)are independent of the size of the system. Natural variables. are those whose differentials appear in the differential form of the rst law: dU = T dS p dV + dN so that S , V ja N are natural variables of internal energy. With all intensive variables xed, extensivity of all these variables means U (S, V, N ) = U (S, V, N ). (2.1)

Differentiating both sides with respect to the auxiliary parameter and putting = 1 thereafter we arive at the identity (Euler equation for homogeneous functions): U S U V U N

U =S

+V
V,N

+N
S,N

.
S,V

From the rst law it follows that U S U V U N

=T,
V,N

S,N

= p ,

= .
S,V

Thus, we arrive at the fundamental equation U = T S pV + N . 15 (2.2)

16

2. THERMODYNAMIC POTENTIALS

2.2 Internal energy U and Maxwell relations

The rst law dU = T dS p dV + dN yields T p = = U S U V U N ,
V,N

(2.3a) , (2.3b) (2.3c)

S,N

.
S,V

From the denition of heat capacity it follows that CV =

d Q dT

=
V,N

U T

.
V,N

(2.4)

Since U may be assumed to be single-valued smooth state variable, result of iterative differentiation does not depend on order T /N = (U/S )/N = (U/N )/S = /S . This procedure gives rise to Maxwell relations: T V T N p N = =
S,V

S,N

p S S

,
V,N

(2.5a) (2.5b)

,
V,N

S,V

.
S,N

(2.5c)

These and similar relations for other thermodynamic potentials are often useful in expressing differential relations in terms of response functions and state variables. In an irreversible process T S > Q = U + W N , therefore U < T S p V + N. (2.6) In an irreversible process with xed S , V and N the internal energy decreases. Thus, in equilibrium U assumes the mimimal value with S , V and N xed (implying, of course, that something else may change). If some other work may be done in a reversible process, then U = R = Wfree , where the free work Wfree = R is the work the system may carry out in given circumstances. If the process is irreversible, then Wfree U (2.7)

even if (S, V, N ) are kept xed. Thus, the minimal work needed to bring about the change of internal energy U is R = U .

2.3. ENTHALPY H

17

2.3 Enthalpy H
Other thermodynamic potentials are Legendre transformsof the internal energy U (S, V, N ) with respect to natural variables S , V or N . Enthalpy (or the heat function) is obtained by using p instead of V : H U + pV . The differential follows from the denition and the rst law: dH = T dS + V dp + dN . (2.9) (2.8)

Natural variables are (S, p, N ). From the denition of heat capacity it follows that d Q H Cp = . (2.10) = dT T p,N
p,N

From the expression for dH three more Maxwell relations follow: T p T N V N =

S,N

V S S p

,
p,N

(2.11a) (2.11b) (2.11c)

=
S,p

,
p,N

=
S,p

.
S,N

Ia an irreversible change Q = U + W dN < T S . Substitution of U = (H pV ) yields H (pV ) + W dN < T S , i.e H < T S + V p + N . (2.12)

If in the process S , p and N remain constant, spontaneous changes drive the system to the state with mimimum enthalpy. Many practically important processes (phase transitions, chemical reactions etc) take place at constant (ambient) pressure. If the conditions include also thermal isolation, the enthalpy is the natural energy quantity to use. In hydrodynamics adiabatic ow is a popular approximation. Then the specic (per unit mass) internal energy u appears in the energy equation only in the combination u + p/ = h, which is the specic enthalpy and thus the natural energy variable. When (S, p, N ) are xed, the portion of the energy of the system freely exchangeable for work obeys the condition Wfree H . The mimimum work required to bring about H is thus R = H . (2.13)

18

2. THERMODYNAMIC POTENTIALS

JouleThomson process. Consider thermally isolated forced ow of gas through a throttle valve or a porous wall. Movement of pistons is devised to keep pressures p1 > p2 xed. Although the ow is far from equilibrium and not reversible, a hypothetical reversible process between the same states is useful, because state variables are process-independent. For the transfer of an innitesimal quantity of matter the work by W = p2 dV2 + p1 dV1 . the system is d Initially V1 = Vi and V2 = 0. Finally p1 p2 V1 = 0 and V2 = Vf . For constant pressures the work is W =
d W = p2 V f p1 V i .

Figure 21: wall.

Flow through porous

Thermal isolation means Q = 0, therefore U = W . From this it follows Uf + p2 Vf = Ui + p1 Vi . Thus, the quantity U + pV , i.e. the enthalpy H remains constant: the process is isenthalpic, H = Hf Hi = 0 . (2.14) Imagine now a reversible isenthalpic process of decreasing the pressure by innitesimal steps. The response of the temperature to this is given by the JouleThomson coefcient T . (2.15) p H To express this coefcient in terms of already introduced quantities, use the Jacobi determinant method. It is good policy to introduce variables which are the natural variables of the thermodynamic potential appearing in this denition, because then its rst derivatives are state variables. Thus, T p =
H

(p, S ) (T, H ) 1 (T, H ) (T, H ) = = (p, H ) (p, H ) (p, S ) T (p, S ) T p H S T S H p =

S

1 T

T p

V . (2.16) Cp

Using the Maxwell relation (2.11a) rewrite T p =

S

V S

=
p

T Cp

V S

S T

=
p

T Cp

V T

.
p

Thus, we arrive at the expression T p =

H

T Cp

V T

V T

V (T p 1) . Cp

(2.17)

The latter form follows form the denition of the thermal expansion coefcient : p = V 1 (V /T )p .

2.4. FREE ENERGY F

19

In the process the pressure decreases, so that the gas is cooled, if T p > 1, or heated, if T p < 1. For the ideal gas the JouleThomson coefcient vanishes, so that the temperature of an ideal gas remains the same. For real gases the coefcient is positive below a certain pressure-dependent inversion temperature, so that the gas is cooled. Thus, the Joule-Thomson process may be and is used for cooling and eventually liquifying gases.

2.4 Free energy F

The Legendre transform of the internal energy with respect to S yields the free energy (Helmholtz free energy): F = U S (U/S )V,N i.e. F U TS . The corresponding differential is dF = S dT p dV + dN . The natural variables are T , V and N . The Maxwell relations are S V S N p N =
T,N

(2.18)

(2.19)

p T

,
V,N

(2.20a) , (2.20b) (2.20c)

T,V

= =

T V

V,N

.
T,N

T,V

As before, for an irreversible process F < S dT p V + N . (2.21)

Thus, with xed T , V and N , the system evolves towards the minimum of the free energy. For the free work at xed T, V, N it follows Wfree F . (2.22)

Free energy is an extremely important tool in statistical mechanics: in many cases it is the natural macroscopic quantity to calculate for a given microscopic model.

2.5 Gibbs function G

The Legendre transform of U with respect to both S and V leads to the Gibbs function (Gibbs free energy) G U T S + pV , (2.23)

20 with the differential

2. THERMODYNAMIC POTENTIALS

dG = S dT + V dp + dN . The natural variables are T , p and N and the Maxwell relations S p S N V N = = =

T,p

(2.24)

T,N

V T T p

,
p,N

(2.25a) (2.25b) (2.25c)

,
p,N

T,p

.
T,N

With xed T , p and N , a non-equilibrium system evolves towards the minimum of the Gibbs function: G < S T + V p + N , and the free work is Wfree G . (2.27) The Gibbs function is a suitable thermodynamic potential for systems which change at xed pressure and temperature (no thermal isolation). Since these parameters are perhaps most easily of all adjustable, the Gibbs potential has a wide scope of applications both in physics and chemistry. From the fundamental equation it follows that G = N , (2.28) (2.26)

i.e. the chemical potential is the Gibbs function per particle in a singlespecies system. Since from (2.35) it follows that dG = dN + N d and, taking into account the alternative form (2.24), we arrive at the Gibbs Duhem equation V S d = dT + dp , (2.29) N N showing that the natural variables of the chemical potential are T, p.

2.6 Grand potential

The grand potential is also an important quantity for calculations in statistical mechanics when the number of particles cannot be xed. The denition is U T S N (2.30) leading to the differential d = S dT p dV N d , (2.31)

2.7. THERMODYNAMIC RESPONSES

21

showing that the natural variables are T , V and . The Maxwell relations are S V S p =
T,

p T N T N V

,
V,

(2.32a) (2.32b) (2.32c)

=
T,V

,
V,

=
T,V

.
T,

In an irreversible change the inequality < S T p V N , (2.33)

holds revealing that in a process with xed T , V and the system tends to state with the minimum of . The free work under these conditions is Wvapaa . From the fundamental equation it follows that = pV (2.35) (2.34)

revealing that knowledge of is tantamount to knowing the equation of state (although in non-standard variables).

2.7 Thermodynamic responses

Thermodynamic responses have the form of partial derivatives (K/A)B,C,... and reveal the effect of an innitesimal change of a state variable (A) to some quantity (K ) describing the system at equilibrium. Usually these are (the most) directly measurable quantities. Coefcient of (volumninal) thermal expansion. Denition p = 1 V V T .
p,N

(2.36)

In terms of number density n = N/V : p = 1 n n T .

p

(2.37)

In isotropic substance the coefcient of linear thermal expansion is one third of this, since a small change of volume is three times the change of length.

22

2. THERMODYNAMIC POTENTIALS

Isothermal compressibility. Reaction to pressure at constant temperature 1 V 1 n T = = . (2.38) V p T,N n p T Adiabatic compressibility. Pressure acting in thermal isolation S = 1 V V p =
S,N

1 n

n p

.
S,N

(2.39)

This quantity determines the speed of sound: cs = 1 . mnS (2.40)

Here, m is the particle mass and mn = mN/V is the mass density. Isochoric heat capacity. Denition by reversible process, thus Q = T S , and the heat capacity in general C Q T =T
condition

S T

.
condition

Due to the chosen scale of temperature, heat capacities are dimensionless. Specically at constant volume we obtain CV = T S T .
V,N

(2.41)

Q= Since under these conditions dU = T dS p dV + dN reduces to dU = d T dS and, on the other hand, S = (F/T )V,N , we arrive at relations

CV =

U T

V,N

= T

2F T 2

.
V,N

(2.42)

Isobaric heat capacity. Analogously

Cp = T

S T

,
p,N

(2.43)

Q, and S = (G/T )p,N yield (dH )p,N = T dS = d

Cp =

H T

p,N

= T

2G T 2

.
p,N

(2.44)

2.7. THERMODYNAMIC RESPONSES

23

Connections. Relations between heat capacities under different conditions are due to differences in work. For Cp , change variables S T =
p

S (V (p, T ), T ) T

=
p

S T

+
V

S V

V T

.
p

Free energy Maxwell (S/V )T = (p/T )V (2.20a) yields Cp = CV + T p T V T .

p

(2.45)

The change of variables in (p/T )V gives rise to the result Cp = CV + V T

2 p . T

(2.46)

Compressibility is positive in stable matter, therefore Cp > CV . Construction of potentials. An equation of state like p = p(T, V ) and a thermal response, say CV , are required to this end. Consider, for instance, van der Waals matter: p+a N2 V2 (V N b) = N T .

The heat capacity CV is directly a partial derivative of the internal energy: CV = U T .

V

To calculate the other one, change variables U V =

T

(U, T ) (V, S ) (U, T ) = (V, T ) (V, S ) (V, T ) S U T = T V V S S

U S

T V

.
S

(2.47)

Here, derivatives of U are p and T , this is the point of introducing the natural variables of U . Thus U V = p + T S V =T
T

p T

p,

where the free-energy Maxwell (2.20a) has been used once more. This relation shows, in particular, that for the van der Waals equation of state CV V =
T

2U = 0, V T

i.e. CV is a function of temperature only! Then the integration is simple: U (T, V ) = CV dT + T p T p dV = CV (T )dT a N2 . V

24

2. THERMODYNAMIC POTENTIALS

2.8 Thermodynamic stability conditions

Let the near-equilibrium system be divided to (semi)macroscopic subsystems (labeled by index ) each in a local equilibrium, but with different pressure, temperature etc. in neighbouring subsystems. Extensive quantities remain additive: S = S , V = V , U = U . Let Nj be the particle number of species j in the subsystem . Then Nj = Nj for the j th species. Due to local equilibrium

p T V

Figure 22: System near equilibrium

S = S (U , V , {Nj }) . For a small change of S S = p 1 U + V T T j Nj . T

Assume a system isolated as a whole, then U , V and Nj remain constant. To simplify notation, consider two subsystems: = A, B . Conservation laws yield UB = UA , VB = VA and NjB = NjA . Thus, S =

S 1 1 TA TB UA + pA pB TA TB VA jA jB TA TB NjA .

follow. Thus, in equilibrium the temperature is the same everywhere, as well as the pressure (provided no external elds impose inhomogeneity) and the chemical potential for each particle species. The conditions hold also in the case system consists of different phases (constant pressure requires at interfaces, however).

At equilibrium S = 0 identically. Since the uctuations UA , VA and NjA are arbitrary, the equilibrium conditions: TA = TB pA = pB (2.48) jA = jB

2.9 Stability conditions of matter

In stable equilibrium the entropy must be at maximum. To analyze this, the second variation of the entropy with respect to {U , V and Nj } may be used.

2.10. THERMODYNAMIC POTENTIALS IN ELECTROMAGNETISM 25 Let T , p and {j } be the common equilibrium values. For simplicity, assume one species. In Taylor expansion at the equilibrium point S = S0 + 1 dS + 2 d(dS ) the linear term vanishes. Since d2 X = 0 for any independent variable X , we obtain 1 S = S0 + d(dS ) = 2 1 1 1 1 d (dp dV d dN ) . (dU + p dV dN ) + 2 T 2 T Here, dU + p dV dN = T dS , so that (denote dX X ) 1 Stot S S0 = (T S p V + N ) . 2T

(2.49)

The condition of a stable equilibrium is that this expression is negative denite. Since any subsystem is at local equilibrium, only three of uctuations of the quantities T , S , p , V , , N are independent, the rest must be expressed as functions of the chosen three. Let N = 0. Then only two independent variables remain. Choose T and V and express S as p functions thereof. Maxwell relations allow for simplication and the result is Stot = 1 2T CV, 1 (T )2 + (V )2 T T V . (2.50)

Another possibility V = 0 with T and N as independent variables leads to Stot = 1 2T CV, (T )2 + T N (N )2

T,V

(2.51)

From these expressions it is readily seen that the total entropy is at maximum, when the following stability conditions hold: : CV > 0 T > 0 . (2.52) > 0 N
T,V

Otherwise the equilibrium is unstable and small spontaneous disturbances give rise to growing changes which lead to another state.

2.10 Thermodynamic potentials in electromagnetism

The starting point here is the basic differential form of work (1.17)
d W =

d3 r (E dD + H dB ) ,

26

2. THERMODYNAMIC POTENTIALS

whose addition to previously introduced differentials gives rise to differentials of thermodynamic potentials in electromagnetism, say (relevant parameters only explicit) dU = T dS + d3 r (E dD + H dB ) .

Material parameters contained in vectors E and B like the permittivity and permeability should be expressed here as functions of the entropy S . This is inconvenient, therefore a preferable choice is the free energy, for which dF = SdT + d3 r (E dD + H dB ) . (2.53) Here, and are functions of the temperature. Thermodynamics potentials assume minimum values at equilibrium, when their natural variables are xed. Since free charges are sources of the electric induction D and the vector potential A the source of the magnetic induction B , the free energy (2.53) is the choice for problems with xed charges of conductors and xed vector potentials (the latter might be difcult to control in real world, though). For other cases, new potentials should be formed by suitable Legendre transforms. For instance, the potential FE = F d3 r E D gives rise to the differential dFE = SdT d3 r D dE , (2.54) which reveals that the natural variables are T and E . Thus, this potential minimizes at equilibrium when the eld E (or the electric potential) is kept constant. Similarly, the potential FH = F d3 r H B with the differential dFH = SdT d3 r B dH , (2.55)

and natural variables T and H is suitable for cases with xed currents. Combinations of these transform may appear useful as well. Unfortunately, there seems to be no standard nomenclature of the different potentials in the electromagnetic case (cf. the Helmholtz free energy and the Gibbs function of an S , V , N system).
Example 2.1. Consider a vertical parallel-plate capacitor in contact with a liquid reservoir. Let us calculate, how high the liquid with the dielectric constant r rises between the vertical plates, when the capacitor is charged and disconnected from any voltage source. The potential energy of the liquid in the gravitational eld is Wg = 1 gwdy 2 , 2

where g is the acceleration of gravity, the density of the liquid, y the height of the liquid slab between the plates, d the separation of the

2.11. PROBLEMS
plates and w the width of the plates. The energy of the electric eld between the plates is WQ = Q2 Q2 d = , 2C 2w0 [h y + r y ]

27

where Q is the charge of the capacitor and h the height of the plates. Minimization of the free energy F with respect to y leads to the thirdorder equation 2 Q2 h y y+ = , 0 1 2w2 g0 which only has one real solution most conveniently obtained by some symbolic calculation programme like Maple or Mathematica.

2.11 Problems
Problem 2.1. Calculate the value of the expression T p Problem 2.2. (a) During a thermally isolated free expansion of a gas no work is carried out and no heat exchanged, thus the internal energy of the gas remains constant (the expansion is not necessarily a quasistatic process, however). Show that the Joule coefcient for a free expansion of a gas is T V =
U,N

S V

T V

S p

.
V

1 CV

T p T

(b) Is the van der Waals gas heated or cooled in the free expansion? Hint: it is more convenient not to calculate p and T separately. The van der Waals equation of state is p+a N2 V2 (V N b) = N T.

Problem 2.3. Find out in which systems the heat capacity CV does not depend on the volume of the system. Problem 2.4. The free energy of a crystal in which the ions have just two quantum states is F = N T ln 1 + e/T where is a constant. (a) Find the entropy S of the system as a function of the internal energy U and the number of particles N , i.e. the fundamental relation S = S (U, N ). ,

28

2. THERMODYNAMIC POTENTIALS
(b) Calculate the heat capacity C as a function of temperature T . Plot it and nd the position of the peak, known as the Schottky anomaly. Such a peak is characteristic of a system in which atoms have a few low-lying closely spaced energy levels, and at low temperatures may dominate all other contributions to the heat capacity of the solid. Problem 2.5. Show (N is kept xed) that the internal energy of the Clausius gas is U (T, V ) = N u1 (T ) 2aN 2 , T (V + N c)

where u1 (T ) is a function of temperature only, whose explicit form cannot be determined thermodynamically. However, there is another relation (show this as well) U (T, V ) = CV (T, V ) , dT , establishing a connection between u1 and the isochoric heat capacity of the gas. The equation of state of Clausiuss gas is p+ aN 2 (V bN ) = N T . T (V + cN )2

Problem 2.6. For a unit volume of dielectric at constant density nd the difference cE cD between the heat capacities of a homogeneous isotropic dielectric at constant electric eld strength E and electric induction D. Problem 2.7. Show without resorting to the connection between Cp and CV that in a stable thermodynamic equilibrium Cp > 0 and S > 0 Problem 2.8. By minimizing a suitable thermodynamic potential, nd how high dielectric liquid rises between the vertical plates of a parallelplate capacitor connected to a voltage source with the constant electromotive force E . Express your answer in terms of the electric eld in the capacitor rather than the emf.