BASICS OF STATISTICAL MECHANICS

Statistical Mechanics is the theory of

the physical behaviour of macroscopic systems
starting from a knowledge of the microscopic
forces between the constituent particles.

A model of a physical system is a car-

icature of the system obtained by extracting
only the essential features of the phenomenon
to be studied so that it becomes manageable
for mathematical investigation.

1
GAS LAW AND LIQUID-GAS TRANSITION

Equation of State (Ideal Gas Law):

p V = n R0 T

R0 = 8.3 J K−1 is the gas constant. T is the

absolute temperature. Absolute zero is at 0 K
= 273 0 C.

Energy equation:

U = CV T

CV is called the heat capacity at constant vol-

ume. In general, it is defined by

µ ¶
∂U
CV = ,
∂T V

2
and can be a function of T and V .

Real gases become liquid as the tempera-

ture is lowered and the p-V diagram is more
complicated.

First Law of Thermodynamics:

∆U = Q + W

For a fluid, Z
W =− p dV
Γ

where the integral depends on the path in the

p-V diagram.

Second Law of Thermodynamics:

δQ = T dS

3
 MAGNETISM

~ = µ0 (H
Magnetic Induction: B ~ + m).
~ Here
~ is the external magnetic field and m
H ~ is the
magnetisation.

The susceptibility is defined by

µ ¶
∂m
χT = .
∂H T

For a paramagnet, χT > 0,

for a diamagnet, χT < 0.

Paramagnets satisfy Curie’s Law:

χT = C T −1 .

4
 PHASE DIAGRAMS

Liquid-Gas transition:

5
 Experimental vapour-liquid curve
for a variety of substances

Ferromagnetic transition:
m (T)
0

Tc T

6
 THERMODYNAMICS

Fundamental equation: s = s(u, v),

where v = V /N and u = U/N .
Properties:
1. s(u, v) is a concave function.
2. s(u, v) is continuously differentiable.

∂s
3. (u, v) > 0 for all v.
∂u
Basic formulae:

µ ¶
1 ∂s
=
T ∂u v

µ ¶
p ∂s
=
T ∂v u

Example. For the ideal gas,

s(u, v) = cV ln u + kB ln v + s0 .

7
 FREE ENERGY

The (Helmholtz) free energy is defined by

f (v, T ) = inf [u − T s(u, v)]

u

Differentiation gives: df = −p dv − s dT.

Similarly for magnets: df = −m dH − s dT .

Partition Function:
X µ ¶
EN (s)
ZN (T ) = exp − ,
s
k B T

where the sum runs over all possible microstates

of the system with corresponding energy EN (s).

Basic identity:

1
f (v, T ) = −kB T lim ln ZN (T )
N →∞ N
V /N =v

8
 1
Notation: β = .
kB T
The average of an observable X(s) is

1 X
hXi = X(s)e−βEN (s) .
ZN (β) s

In particular,

∂
U = hEi = − ln ZN (β),
∂β

or, in terms of the free energy,

µ ¶
∂
2 f (T ) ∂
u = −T = (βf (β)).
∂T T ∂β

9
 Example: Independent Spins.

N
X
E1 (s1 , . . . , sN ) = −H si .
i=1

With si = ±1 we get

ZN (β) = (2 cosh βH)N

and hence
1
f (β) = − ln 2 cosh βH.
β
Therefore

u(β) = −H tanh βH and m(β) = tanh βH.

Consequently,
∂m β
χT = = 2 ∼ β,
∂H cosh βH

for βH ¿ 1, which is Curie’s Law.

10
 In general, there are interactions between
the spins and E(s) = E0 (s) + E1 (s), where we
expect that E0 (−s) = E0 (s). Then
X PN
−β(E0 (s)−H si )
ZN (β) = e i=1 .
s

Hence,

N
∂f 1 ­X ®
m(H, T ) = − = si
∂H N i=1

and
1 £ 2 2
¤
χT = hM i − hMi .
N kB T

11
 THE ISING MODEL

A special case is the nearest-neighbour

Ising model given by
X
E0 (s) = −J si sj ,
(i,j) n.n.

where the sum runs over pairs nearest neighbour

point of some regular (Bravais) lattice. Exam-
ples are the square lattice and the triangular
and hexagonal lattices in 2 and 3 dimensions.

This model can also be interpreted as a

model of a lattice gas, where molecules are
restricted to hop between sites of a lattice. In-
troducing the interaction potential φi,j between
sites i and j we have
X
E= φi,j ni nj ,
(i,j)

12
where ni denotes the number of molecules at
site i.

For a square well, φi,j = +∞ if i = j, −²

if i and j are n.n. and 0 otherwise. This im-
poses the condition ni = 0, 1 and we can change
variables to si = 2ni − 1.

13
 For fluids, one introduces the grand
canonical partition function
X
ZV (β, µ) = exp [β(µn − E)],
{ni }

and the pressure is given by

1
p(β, µ) = lim ln ZV (β, µ).
V →∞ βV

N.B. To get the equation of state one has

to solve for µ in the equation

1 ∂ ∂p(β, µ)
ρ= ln ZV (β, µ) = .
βV ∂µ ∂µ

A comparison yields: V = N , ² = 4J,

µ = 2H − 2zJ,
p = −fI + H − 21 zJ,
ρ = 12 (1 + m) and
ρ2 κT = 14 χT .

14
HIGH-TEMPERATURE EXPANSION

Write t = tanh βH and expand in powers

of K = βJ:

½
1
ZN (β) = (2 cosh βH)N 1 + qN t2 K+
2
·µ ¶
1 1 2 1
N q N − q(q − ) t4
2 4 2
¸ ¾
1
+ q(q − 1)t + q K 2 + O(K 3 ) .
2
2

It follows that
©
m = t 1 + q(1 − t2 )K
¡ 2 2
¢ª
× 1 + (q − 1 − (2q − 1)t )K + O(K ) .

This means that m behaves like tanh βH for

high temperatures and m = 0 at H = 0.

15
 LOW-TEMPERATURE EXPANSION

Write u = e−4βJ . Then

ZN (β) = eN ψ(β,J,H) + eN ψ(β,J,−H) ,

where

ψ(β, J, H) = 2βJ + βH + ud e−2βH

2d−1 −4βH 1
+ du e − (2d + 1)u2d e−4βH
2
+ d(2d − 1)u3d−2 e−6βH

1
+ d(d − 1)u4d−4 e−8βH + O(u5 ).
2

It follows that for H > 0,

m ∼ 1 − 2ud e−2βH + . . . .

16
 THE 1-DIM. ISING MODEL

For periodic boundary conditions:

( N N
)
X X X
ZN (β) = exp βJ si si+1 + βH si .
s i=1 i=1

Transfer matrix:
µ β(J+H) −βJ
¶
e e
V = .
e−βJ eβ(J−H)

ZN (β) = Trace V N = λN N
+ + λ− .

Here
q
λ± = eβJ cosh βH ± e2βJ sinh2 βH + e−2βJ .

In particular,
sinh βH
m(β, J, H) = p 2
.
sinh βH + e−4βJ

17
 THE MEAN FIELD MODEL

For this model the energy is given by

N
qJ X X
E(s) = − si sj − H si
N −1 i=1
(i,j)

qJ
=− (M2 − N ) − HM,
2(N − 1)

PN
where M = i=1 si .

Result:
½ ¾
1 1
f (β) = − sup qJm2 + Hm + s(m) ,
m∈[−1,1] 2 β

where
1+m 1+m 1−m 1−m
s(m) = − ln − ln .
2 2 2 2

18
 1
u(β) = − qJm(β)2 − Hm(β)
2
where m(β) satisfies:

m(β) = tanh [β(qJm(β) + H)]

The solution depends on whether β > βc or

β < βc , where

1
βc =
qJ

1
tanh(2βJs)

m (β)
0

-1

-2 -1 0 1 2
s

19
 QUANTUM MECHANICS OF
FINITE SYSTEMS

The state of a quantum system is given by

a vector in a Hilbert space H. For finite spin
systems this Hilbert space is finite-dimensional.
Observables of the system are self-adjoint oper-
ators on H. Bounded observables are elements
of the algebra B(H) of bounded linear operators
on H. In particular, the operator corresponding
to the total energy of the system is called the
Hamiltonian. It plays a special role in that
it determines the time-evolution of the system.
In the Heisenberg representation the oper-
ators evolve in time according to

αt (A) = eiHt Ae−iHt

20
 MIXED STATES AND ENTROPY

Given a vector state Φ ∈ H with ||Φ|| =

1, the expectation value of an operator A ∈
B(H) is given by

ρΦ (A) = hΦ | AΦi.

More general expectation values are given by a

map ρ : B(H) → C such that
1. ρ(λ1 A1 + λ2 A2 ) = λ1 ρ(A1 ) + λ2 ρ(A2 )
2. ρ(A) ≥ 0 if A ≥ 0
3. ρ(1) = 1. If H is finite-dimensional such
mixed states are given by a density matrix
ρ such that

ρ(A) = Trace(ρA)

Density matrices satisfy

ρ ≥ 0 and Trace(ρ) = 1.

21
 Given a mixed state ρ with density matrix
ρ the (von Neumann) entropy of ρ is defined
by
S(ρ) = −kB Trace(ρ ln ρ).

Lemma 1 If A and B are positive definite

matrices,

Trace(A ln A) − Trace(A ln B) ≥ Trace(A − B).

It follows that

0 ≤ S(ρ) ≤ kB ln n

if n = dim (H).

22
 If n = dim(H) < ∞, let H be a Hamilto-
nian. Then we define the free energy F (β, H)
by
1
F (β, H) = − ln Trace e−βH .
β
We also define the Gibbs state at temperature
T = 1/kB β by

1
ρ= exp [−βH].
Z(β, H)

Theorem 1 (Variational Principle).

For any mixed state ρ,

F (β, H) ≤ ρ(H) − T S(ρ).

Moreover, for a given H and β > 0, the Gibbs

state is the unique state for which the equality
holds.

23
 QUANTUM LATTICE SYSTEMS

Let Zd be a d-dimensional square lattice.

At each x ∈ Zd we assume given an n-dimen-
sional Hilbert space Hx . For any finite subset
Λ ⊂ Zd we define
O
H(Λ) = Hx ,
x∈Λ

and we write A(Λ) = B(H(Λ)). If Λ1 ⊂ Λ2 then

H(Λ2 ) = H(Λ1 ) ⊗ H(Λ2 \ Λ1 ) and A(Λ1 ) ⊂
A(Λ2 ) if we identify A(Λ1 ) with A(Λ1 )⊗1Λ2 \Λ1 .
Thus, we also have that if Λ1 ∩ Λ2 = ∅ then
A(Λ1 ) and A(Λ2 ) commute inside A(Λ) if Λ ⊃
Λ1 ∪ Λ2 . The union
[
AL = A(Λ)
Λ finite

is the algebra of local observables. The

norm completion A = AL is a C∗ -algebra.

24
 For the infinite lattice there is no Hamilto-
nian. However, we can define a potential Φ as
a map X 7→ Φ(X) from the finite subsets of Zd
to the self-adjoint elements of A such that
X
HΛ (Φ) = Φ(X).
X⊂Λ

In order that this decomposition is unique, we

require that

TraceY (Φ(X)) = 0 if Y ⊂ X.

In the following we consider in particular trans-

lation invariant potentials, such that

τx (Φ(X)) = Φ(X + x).

25
 A potential is said to have finite range if

RΦ = sup{diam(X) : Φ(X) 6= 0} < +∞.

The linear space of potentials with finite range

will be denoted B0 . More generally, we consider
potentials which have infinite range but decay
as X increases. We define Banach spaces B1
and Bf of translation-invariant potentials with
norms given by

X ||Φ(X)||
||Φ||1 =
|X|
0∈X

and
X
||Φ||f = ||Φ(X)|| f (X),
0∈X

where f is a positive function, increasing in |X|.

26
 If the limit

lim eiHΛ (Φ)t Ae−iHΛ (Φ)t =: αtΦ (A)

d
Λ→Z

exists for all A ∈ A and gives rise to a strongly

continuous 1-parameter automorphism group of
A, then Φ is called a dynamical potential
and αtΦ is called the corresponding dynamical
automorphism group.

Theorem 2 If f (X) = e|X| then the po-

tentials in Bf are dynamical.

This is proved using the fact that B0 is

dense in Bf and the following lemma:

27
 Lemma 2 If Φ ∈ Bf and A ∈ A(Λ0 ) with
Λ0 ⊂ Λ then

||[HΛ (Φ), A](n) || ≤ ||A|| e|Λ0 | n! (2||Φ||f )n ,

where [B, A](n) stands for the repeated commu-

tator

[B, A](n) = [B, [B, . . . , [B, A] . . .]].

28
 THE MEAN FREE ENERGY

We prove the existence of the thermody-

namic limit of the free energy density
1
fΛ (Φ) = − ln Trace e−βHΛ (Φ) .
β|Λ|

First note that ||HΛ (Φ)|| ≤ |Λ| ||Φ||1 . Next

we use the following lemmas:

Lemma 3. (Peierls’ inequality)

Let A be a hermitian n × n matrix and {ψn }ni=1
an arbitrary orthonormal basis. Then

n
X
ehψi | Aψi i ≤ Trace eA .
i=1

Lemma 4.
For hermitian matrices A and B,
| ln Trace eA − ln Trace eB | ≤ ||A − B||.

29
We conclude that

|FΛ (Φ) − FΛ (Ψ)| ≤ |Λ| ||Φ − Ψ||1 . (∗)

Given finite Λ1 and Λ2 , and Φ ∈ B0 , we

denote

N (Λ1 , Λ2 , Φ)
¯ ¯
¯ d ¯
= ¯∪{X ⊂ Z : X ∩ Λi 6= ∅, Φ(X) 6= 0}¯ .

Then

Lemma 5. If Λ1 ∩ Λ2 = ∅ then

|FΛ1 ∪Λ2 (Φ) − FΛ1 (Φ) − FΛ2 (Φ)|

≤ N (Λ1 , Λ2 , Φ) ||Φ||1 .

We now first consider (hyper-)cubes K(a)

of side a.

30
 Corollary. If Φ ∈ B0 , a ∈ N and Ki (a)
(i = 1, . . . , n) are n non-overlapping cubes, then

· ¸
1 1
lim F∪Ki (a) (Φ) − FK(a) (Φ) = 0
a→∞ ad n

uniformly in n and the position of the cubes.

It easily follows that

Theorem 2. For Φ ∈ B0 , the limit

1
lim FK(a) (Φ) = f (Φ)
a→∞ ad

exists.

This result can be generalised to more gen-

eral shapes of domains Λ. The most general se-
quence of domains Λ(n) (n = 1, 2, . . .) for which
this holds was proposed by Van Hove:

31
 Divide the lattice Zd into cubes of a fixed
length a ∈ N. For any finite Λ ⊂ Zd , denote
Λ−
a the union of all such cubes contained in Λ,
and Λ+
a the union of all such cubes with non-
empty intersection with Λ. Then a sequence
{Λ(n) }n ∈ N is said to tend to Zd in the
sense of Van Hove if |Λ(n) | → ∞, and for all
(n)+ (n)−
a ∈ N, |Λa |/|Λa | → 1.

We can generalise the above theorem to

Theorem 3. For Φ ∈ B1 the thermody-

namic limit
1
lim FΛ(n) (Φ) = f (Φ)
n→∞ |Λ(n) |

exists if Λ(n) → Zd in the sense of Van Hove.

The limit f (Φ) is a convex function with the
property

|f (Φ) − f (Ψ)| ≤ ||Φ − Ψ||1 .

32
 The continuity of f (Φ) follows from
inequality (*) on page 30.
The convexity of f (Φ) follows from Peierls’ in-
equality together with Hölder’s inequality. In-
deed, these imply that

Lemma 5. The function a 7→ ln Trace eA

from the hermitian matrices to R is an increas-
ing convex function.

33
 THE MEAN ENTROPY

Given a translation-invariant state ρ on A,

its restriction to A(Λ) defines a density matrix
ρΛ . Its entropy is the local entropy

SΛ (ρ) = − Trace(ρΛ ln ρΛ ).

It has the following properties:

Proposition 1.

1. 0 ≤ SΛ (ρ) ≤ |Λ| ln m, where m is the dim-

nension of the single-site Hilbert space;

2. (Subadditivity) If Λ1 ∩ Λ2 = ∅ then
SΛ1 ∪Λ2 (ρ) ≤ SΛ1 (ρ) + SΛ2 (ρ).

3. If Λ ⊂ Λ0 then SΛ0 (ρ) − SΛ (ρ) ≤

|Λ0 \ Λ| ln m.

34
 The existence of the thermodynamic limit
follows from

Lemma 6. If Λ 7→ G(Λ) is a positive func-

tion on the finite subsets of Zd such that

a. There exists a constant c > 0 such that 0 ≤

G(Λ) ≤ c|Λ|,

b. If Λ1 ∩ Λ2 = ∅ then G(Λ1 ∪ Λ2 ) ≤ G(Λ1 ) +

G(Λ2 ),

c. G(Λ + x) = G(Λ) for all x ∈ Zd ,

then
G(Λ)
lim =g
Λ→Z
d |Λ|

exists for any Van Hove sequence with the addi-

tional property that |Λ|/|K(Λ)| ≥ δ > 0, where
K(Λ) is the smallest cube containing Λ.

35
 Given this lemma, it is easy to prove that
the thermodynamic limit of the entropy den-
sity exists for Van Hove sequences with the ad-
ditional property mentioned. This property is
in fact not necessary, but that requires a much
more involved proof.

Theorem 4. For any translation-

invariant state ρ on A, the mean entropy per
lattice site

1
s(ρ) = lim SΛ (ρ)
d |Λ|
Λ→Z

exists if Λ tends to Zd in the sense of Van Hove.

Moreover, it has the following properties:
i. 0 ≤ s(ρ) ≤ ln m,
ii. s(ρ) is an affine, upper semicontinuous
function of the state ρ.

36
 THE VARIATIONAL PRINCIPLE

We denote the set of translation-invariant

states on A by Sτ (A) (omitting the A in most
instances).

Proposition 2.
For any translation-invariant state ρ ∈ Sτ (A)
and Φ ∈ B1 , the limit

1
lim ρ(HΛ (Φ)) = ρ(eΦ ),
d |Λ|
Λ→Z

where
X Φ(X)
eΦ = .
|X|
X: 0∈X

The main theorem of the thermodynamics

of quantum spin systems is now:

37
 Theorem 5. For any potential Φ ∈ B1
and β > 0,

f (Φ, β) = inf [ρ(eΦ ) − β −1 s(ρ)].

ρ∈Sτ

Moreover, the infimum is attained at a non-

empty set of points SτΦ (β), which is a closed and
convex subset of Sτ .

If SτΦ (β) contains more than one point for

a given potential Φ and inverse temperature β,
then Φ has a first-order phase transition at
β. The extremal points of SτΦ (β) represent the
pure phases. These are in fact also extremal
translation invariant states.

38
 MEAN-FIELD THEORY

Let M be the algebra of all m×m complex

matrices,

N
O
AN = M
n=1

and
A = ∪∞
N =1 AN .

Let ρ be a state on M with density matrix

e−βh
ρ= −βh
,
Trace e

where h ∈ M is hermitian. Define the product

state ωρ = ⊗∞
n=1 ρ on A. We define the relative
entropy of a state φ on AN by

S(φ, (ωρ )N ) = Trace(φ ln ρ⊗N ) − Trace(φ ln φ).

39
As above, the mean relative entropy then exists
for permutation-invariant states φ on A:

Theorem 6. For any permutation-

invariant state φ on A, the mean relative en-
tropy

1
s(φ, ωρ ) = lim S(φN , (ωρ )N )
N →∞ N

exists. Moreover, it has the following proper-

ties:
i. ln λmin ≤ s(φ, ωρ ) ≤ 0, where l; ambdamin
is the smallest eigenvalue of ρ;
ii. s(ρ) is an affine upper semicontinuous
function of the state ρ.

40
 Given a hermitian x ∈ M, we denote xn a
copy of x in the n-th factor of A. We denote
also
1
xN = (x1 + . . . + xN ).
N

Lemma 7. Suppose that φ is a

permutation-invariant state on A and g is a
real-valued polynomial function on R. Then the
limit
eg (φ) = lim φ(g(xN ))
N →∞

exists.

This leads to an analogue of the variational

principle for permutation-invariant states:

41
 Theorem 7. Suppose that ρ is a state on
M with density matrix

e−βh
ρ= −βh
.
Trace e
Put HN = h1 + . . . + hN . Let g be a real-valued
polynomial and x ∈ M a fixed hermitian ma-
trix. Then

1
lim − ln Trace e−β[HN +N g(xN )]
N →∞ βN
£ −1
¤
= inf eg (φ) − β s(φ, ωρ ) + f0 (β),
φ∈Sπ (A)

where
1
f0 (β) = − ln Trace e−βh .
β

This theorem can be further refined to the

following:

42
 Theorem 8. Suppose that ρ is a state on
M with density matrix

e−βh
ρ= −βh
.
Trace e

Put HN = h1 + . . . + hN . Let g be a real-valued

polynomial and x ∈ M a fixed hermitian ma-
trix. Then

1
lim − ln Trace e−β[HN +N g(xN )]
N →∞ βN

= inf [g(φ(x)) − β −1 S(φ, ρ)] + f0 (β)

φ∈S(M)

= inf [g(u) + β −1 I(u)],

u∈[−||x||,||x||]

where
I(u) = sup[tu − G(t)]
t∈R

43
and
G(t) = ln Trace e−βh+tx .

This theorem is proved using the following

two results:

Theorem 9. (Størmer) The extremal

permutation-invariant states of A are the prod-
uct states. Hence every permutation-invariant
state is a convex combination of product states.

This reduces the expression for the free en-

ergy density to the first expression in Theorem
8. To obtain the second expression, we use the
following lemma:

44
 Lemma 8. For any state φ ∈ S(M),

S(φ, ρ) ≤ −I(φ(x)) + βf0 (β).

Moreover, if S(φ, ρ) = −I(φ(x)) + βf0 (β)

> −∞ and I(z± ) = +∞, where
z± = limt→±∞ G0 (t), then there exists t0 ∈ R
such that

Trace Ae−βh+t0 x
φ(A) =
Trace e−βh+t0 x

for all A ∈ M. It is given by G0 (t0 ) = φ(x).

45