Statistical Mechanics

Girish S Setlur
Department of Physics
Indian Institute of Technology Guwahati
Guwahati, Assam 781039
Ludwig Eduard Boltzmann (February 20, 1844 – September 5,
1906) was an Austrian physicist and philosopher whose greatest
achievement was in the development of statistical mechanics, which
explains and predicts how the properties of atoms (such as mass,
charge, and structure) determine the physical properties of matter
(such as viscosity, thermal conductivity, and diffusion).

Source:Wikipedia
 History
Historically, Thermodynamics was the conceptual precursor to Statistical Mechanics (source: Stephen Wolfram “A New Kind of Science”)

▪ Antiquity - 1600 AD : Notions of heat and temperature widely accepted. It was believed at the time that heat was associated with the motion of
microscopic constituents of matter.
▪ 1700 -1840 : Later the wrong notion that heat was instead a fluid like substance started becoming more popular.
▪ 1850 : Experiments of James Joule and others showed that heat is a form of energy.
▪ Sadi Carnot had explained the relation between heat and energy. This was important in the development of steam engines.
▪ In 1850 Rudolf Clausius and William Thomson (Lord Kelvin) formulated the First Law which is the idea that total energy is conserved. The
Second Law of Thermodynamics which is the idea that heat cannot be completely converted to work was also formulated.
▪ In 1738 Daniel Bernoulli has pointed out that gases consist of molecules in motion. Clausius revived this idea in 1857.
▪ In 1860, James Clerk Maxwell derived the expected distribution of molecular speeds in a gas by taking into account molecular collisions.
▪ In 1872 Ludwig Boltzmann constructed an equation that he thought could describe the detailed time evolution of a gas regardless of whether it was
in equilibrium or not.
▪ In the 1860s, Clausius had introduced entropy as a ratio of heat to temperature, and had stated the Second Law in terms of the increase of this
quantity.
▪ Boltzmann then showed that his equation implied the so-called H Theorem, which states that a quantity equal to entropy in equilibrium must always
increase with time. Since molecular collisions were assumed reversible, his derivation could be run in reverse, and would then imply the opposite of
the Second Law. Boltzmann made the implicit assumption that the motion was uncorrelated before collision but not after which imposes
irreversibility.
▪ In 1900 Gibbs introduced the notion of an ensemble - a collection of many possible states of a system, each assigned a certain probability. He
argued that if the time evolution of a single state were to visit all other states in the ensemble - the so-called ergodic hypothesis - then averaged over
a sufficiently long time a single state would behave in a way that was typical of the ensemble. Gibbs also gave qualitative arguments that entropy
would increase if it were measured in a "coarse-grained" way in which nearby states were not distinguished.
 Zeroth Law, First Law and Second Law
Zeroth Law: If A and B are in equilibrium with a third C, they
are also in equilibrium with one another.

A system is said to be in equilibrium if its macro-properties do

not change appreciably over time. A macroscopic system in
equilibrium is characterized by a number of thermodynamic
coordinates or state functions eg. pressure and volume for a
fluid, tension and length for a wire, electric field and
polarization for a dielectric.
First Law: The work required to change the state of an isolated system
depends only on the initial and final states and not on the intermediate states
through which the system passes.

The above process is called “adiabatic” which means - no heat flows in or out
of the system and no mass enters or exits the system.

Second Law:
Clausius statement: No process is possible whose sole result is the transfer of
heat from a colder to a hotter body.
Kelvin statement: No process is possible which involves converting heat
completely into work.
EQUIVALENCE OF KELVIN AND CLAUSIUS FORMS
OF THE SECOND LAW
HOT

W
COLD

Violation of the Kelvin statement means

HOT
violation of the Clausius statement
W

COLD

Violation of the Clausius statement means

violation of the Kelvin statement
 Microstates and Macrostates
• A thermodynamic system is not some abstract mathematical
construct but a concrete physical system such as a gas,
solid, liquid, ferromagnet etc.

• Every thermodynamic system is made up of subatomic

constituents that participate in the dynamic and dictate the
behavior of the bulk system.

• Statistical mechanics is an attempt to link the dynamics of

the microscopic constituents to the behavior of the bulk
through a function known as entropy.
• Entropy is a function of the macrostate of the system. A
macrostate is a collection of variables that describe the bulk
system such as total internal energy, volume and number of
particles if we are talking about a gas for example. It could also
describe related concepts which we will encounter later such as
temperature, pressure and chemical potential.

• A microstate is a huge collection of variables equal to the number

of microscopic degrees of freedom in the system. Thus a given
macrostate typically corresponds to a huge number of microstates.
That is, different microstates can correspond to the same
macrostate.
 Entropy
• According to Boltzmann, entropy is the logarithm of the number of microstates of
a thermodynamic system which corresponds to a given macrostate.

• For example, a hand of N playing cards from a standard deck that has N1 black
cards (spades and clubs) and the rest red (hearts and diamonds) is a macrostate.
We could ask how many ways are there in which such a hand can be formed. The
logarithm of this number would then be the entropy of the system.

• Imagine a staircase with M steps and N equally heavy people standing on it. A
macrostate could be described by the potential energy U of all the people. We
could ask how many ways are there in which such a gathering of people may be
formed. The logarithm of this number would then be the entropy of the system.

• Instead of people (who are all distinct individuals even though they weigh the
same) we could look at identical marbles. Now the entropy is going to be different
since the marbles are all indistinguishable.
 What we have covered so far…
• Prerequisites for the course.
• A historical timeline of notable events and milestones in the development
of the subject.
• Zeroth Law, First Law and the Clausius and Kelvin form of the Second
Law of thermodynamics.
• The equivalence of the Clausius and the Kelving forms of the Second Law.
• Meaning of microstates and macrostates.
• Boltzmann’s definition of entropy.
Is entropy a measure of the “disorder” in the system?
This lecture aims to illustrate how entropy is a measure of disorder.
i saihawpyawwpwal entropy rawgar eat aatineaatar bhaallout sarupya
hpyaww hphoet rairwal sai.
tahdif hadhih almuhadarat 'iilaa tawdih kayf 'ana alaintirubia hi
miqyas lilfawdaa.
Běn jiǎngzuò zhǐ zài shuōmíng shāng shì yīzhǒng wú xù de héngliáng
biāozhǔn.
Ī upan'yāsa eṇṭropi asvasthateya ondu aḷate embudannu vivarisuttade.
Aftí i diálexi stochévei na deíxei pós i entropía eínai éna métro tis
diatarachís.
 ORDERED ? DISORDERED ?

Pic credit: https://doyleswidow.wordpress.com/2012/12/30/broken-vases-and-broken-hearts/

https://www.cornellengineers.com.au/contact-us/broken-vase-2/
 ORDERED - TYPE I ORDERED - TYPE II ORDERED - TYPE III

It is our human bias which thinks of the unbroken vase as ordered.

This is because the broken phase is not one but countless distinct
configurations, each as unique as the unbroken phase.
WHICH IS MORE LIKELY? SHUFFLE or UNSHUFFLE?
ORDERED

Shuffle Unshuffle

SHUFFLED
Playing cards example
A standard deck of playing cards has two colors – black and red.
There are 26 distinct cards of each color.
Imagine I have a hand which has N cards.

26!
There are C(26, N1 ) = 26−𝑁1 ! 𝑁1 !
ways of getting 𝑁1 black cards in hand.

26!
There are C(26, N − N1 ) = 26+𝑁1 −𝑁 ! (𝑁−𝑁1 )!
ways of getting 𝑁 − 𝑁1 red cards in hand.

Thus the entropy of the system is

𝑆 𝑁, 𝑁1 = 𝐿𝑜𝑔 C 26, N1 C 26, N − N1

26! 26!
= 𝐿𝑜𝑔[ ]
26 − 𝑁1 ! 𝑁1 ! 26 + 𝑁1 − 𝑁 ! (𝑁 − 𝑁1)!
The entropy 𝑆 𝑁, 𝑁1 is a function of the macrostate described by the two macroscopic
quantities 𝑁, 𝑁1 . Note that each macrostate corresponds to many possible microstates.
For example with 10 cards in hand, we may plot the entropy versus the
number of black cards.

We can see that the entropy peaks when there are 5 black cards and 5 red cards in
hand. The entropy is minimum (but not zero) when all the cards are black or none of
the cards are black. The entropy increases with the increase of the number of black
cards initially and then falls as the number of black cards approaches the total
number of cards.
We may define a type of thermodynamic potential which we generically call
“temperature” which is the inverse of the slope of this plot. This temperature
is positive sometimes and negative at other times. This is a common
occurrence in systems where the entropy is not a monotonic function of its
independent variable. Correction: In the plot below the y-axis is
1/Temperature
Prerequisites for the course
• A preparation in advanced calculus which includes multivariable
integrations (Stokes, Gauss theorems), complex variables (residues, method
of steepest descent), combinatorics (permutations combinations) and so on.
• Basic programming in some language.
• Knowledge of Classical Mechanics at the level of Goldstein, and
knowledge of Quantum Mechanics at the level of Griffiths.
• Above all, a desire to learn about this important subject and a willingness to
remedy gaps in one’s prerequisites as and when it is felt.
Staircase example
• A microstate is described by 𝑛1 people (all different individuals) standing
on the first step, 𝑛2 people standing on the second step an so on until the
last M-th step.

• The total number of people

on the staircase is

𝑛1 + 𝑛2 + … + 𝑛𝑀 = 𝑁

• The potential energy of the microstate is (𝑤 ℎ is the weight of one person

times height of one step)

𝑤 ℎ 𝑛1 +2 𝑤 ℎ 𝑛2 + … + 𝑀 𝑤 ℎ 𝑛𝑀 = 𝑈
• These two equations are a special case of what are sometimes known as Diophantine
equations. These are called Frobenius equations (not to be confused with the Frobenius
method of solving ordinary differential equations with non-constant coefficients).

• Historical aside: An algorithm for solving Diophantine equations with two integer
unknowns 𝑛1 , 𝑛2 :
𝜖1 𝑛1 + 𝜖2 𝑛2 = 𝑈

where 𝜖1 , 𝜖2 and U are integers was invented by Āryabhaṭa (476–550 CE). This method
was given the name Kuṭṭaka by his successor Bhāskara I (c. 600 – c. 680).
A wasteful way of finding the entropy is to list all the solutions of these two simultaneous
Diophantine equations and count how many there are. There are many codes available in
languages such as Python and Mathematica to do this. But we really don’t need to list all the
microstates we just want a quick way of counting how many there are. For this there is a
separate analytical method which will be described later. If N and U are small numbers, these
solutions can be enumerated explicitly which is what we do in the next few slides.
Take a specific example with 2 steps and 3 people.
𝑛1 + 𝑛2 = 3
All three people can be on the first step, or one person can be on the first step
and two can be on the second, two can be on the first and one can be on the
second or all three can be on the second.
In the first case the potential energy is 𝑈 = 3 𝑤 ℎ
In the second case the potential energy is
𝑈= 𝑤ℎ+2 × 2𝑤ℎ =5𝑤ℎ
In the third case the potential energy is
𝑈 = 2𝑤ℎ+ 2𝑤ℎ = 4𝑤ℎ
In the fourth case the potential energy is
𝑈 = 3× 2𝑤ℎ = 6𝑤ℎ
In the staircase example, all people are distinct individuals. This means there are
3 different ways in which the potential energy can be U = 4 𝑤 ℎ or 5 𝑤 ℎ .
This means the entropy versus potential energy would be similar to the earlier
example – has regions with positive as well as negative temperature.
To make this example interesting and simple, we take three marbles and three
steps. The potential energy of the microstate is
𝑤 ℎ 𝑛1 +2 𝑤 ℎ 𝑛2 + 3 𝑤 ℎ 𝑛3 = 𝑈
𝑛1 + 𝑛2 + 𝑛3 = 3

Entropy

0.7 Here too the entropy is a

0.6 non-monotonic function of
0.5 energy of the system. This
0.4 means the temperature is
0.3 positive sometimes and
0.2 negative sometimes.
0.1

U
3 4 5 6 7 8 9
 Marbles on an endless staircase
In the earlier examples, the temperature was positive sometimes and negative
sometimes. The main reason for this is there is a maximum energy of the system in each
of these examples. This is why now we consider another example - an infinite staircase.
Consider 10 identical marbles.

𝑛1 + 𝑛2 + 𝑛3 + … = 10

𝑤 ℎ 𝑛1 +2 𝑤 ℎ 𝑛2 + 3 𝑤 ℎ 𝑛3 + 4 𝑤 ℎ 𝑛4 + … = 𝑈

It is possible to write a code in some programming language such as Mathematica to

find the number of ways in which this may be accomplished given the value of U as
some integer multiple of w h.
The temperature (for reasons that will be explained in the next few lectures) of
1
the collection of marbles is defined as: 𝑇=
𝜕𝑆(𝑈,𝑁)/𝜕𝑈

It is easy to see that the temperature is a monotonic function of the total

energy U
 Quantum objects
• Indistinguishability is a hallmark of quantum mechanics. In classical physics it is always
possible to track a particle in motion and thus tell it apart from the others. In quantum
mechanics, you can never be sure since you can only measure the position or momentum but
not both. This means that two particles can be present with the same momentum but
undetermined positions and we cant tell them apart since we don’t know where each one is –
we only know their common momentum.
• In quantum mechanics, indistinguishable particles are typically fermions or bosons. The
example of identical marbles on an infinite staircase is an example of bosons (discussed
earlier). We could also add a restriction to this example which would then describe fermions.
The restriction could be - there cannot be more than one fermion on a given step of the
staircase. 𝑛1 + 𝑛2 + 𝑛3 + … = 10

𝑤 ℎ 𝑛1 +2 𝑤 ℎ 𝑛2 + 3 𝑤 ℎ 𝑛3 + 4 𝑤 ℎ 𝑛4 + … = 𝑈

𝑛1 , 𝑛2 , 𝑛3 , … … = 0,1
 Generating Function Method
The generating function method is an analytical method for counting the
number of solutions of these Diophantine equations without actually
listing all the possible solutions explicitly.

Bosons: Imagine first the situation of identical marbles on an infinite

staircase (bosons). Define a function of variables 𝑥1 , 𝑥2 , … .
𝑛𝑗
𝐺[𝑥] = σ∞𝑛 =0 𝑍𝑛 ς∞
𝑗=1 𝑥𝑗

Z 𝑛 = 𝛿𝑈−σ∞ 𝛿𝑁−σ∞
𝑗=1 𝑗 𝑛𝑗 , 0 𝑗=1 𝑛𝑗 , 0

Note that the term 𝑒 𝑆(𝑈,𝑁) = σ∞𝑛 =0 𝑍 𝑛 represents the total number
of ways in which marbles can be arranged on an infinite staircase such
that the total number of marbles is N and the total energy is U.
But,

Hence it is sufficient to calculate G[x] to obtain the entropy of the system.

G[x] is called the generating function of the “microcanonical partition
function” Z[n].

Microcanonical: “micro” means taking into account the detailed

distribution of the number of individual marbles on each step,
“canonical” means natural or conforming to a set of rules ie. “canon”.
Partition function: “partition” is a way of writing an integer as the sum of
smaller integers eg. 10 = 2+3+4+1.
In order to calculate the generating function G[x], we write the Kronecker deltas
in a form resembling a generating function itself. If k is an integer,

This means

Z
Here the result that sum of products is the product of sums has been used.

𝑛1 𝑛2 𝑛3 𝑛4 1 1 1
Sum of products = σ∞
[𝑛=0] 𝑦1 𝑦2 𝑦3 𝑦4 … . . = ….
1−𝑦1 1−𝑦2 1−𝑦3

𝑛𝑗 1 1 1 1
Product of sums = ς∞ ∞
𝑗=1 σ𝑛𝑗 =0 𝑦𝑗 = ς∞
𝑗=1 = ….
1−𝑦𝑗 1−𝑦1 1−𝑦2 1−𝑦3

2𝜋 2𝜋 ∞
𝑑𝜃 𝑖 𝜃 𝑈 𝑑𝜑 𝑖 𝜑 𝑁 1
𝐺𝑥 =න 𝑒 න 𝑒 ෑ
0 2𝜋 0 2𝜋 1 − 𝑒 −𝑖 𝜃 𝑗 𝑒 −𝑖 𝜑 𝑥𝑗
𝑗=1
If the heights of the steps are uneven – say 𝜖𝑗 instead of 𝑗; 𝑗 = 1,2,3, … . This answer would be modified to,

∞
2𝜋 2𝜋
𝑑𝜃 𝑖 𝜃 𝑈
𝑑𝜑 𝑖 𝜑 𝑁
1
𝐺𝑥 =න 𝑒 න 𝑒 ෑ
0 2𝜋 0 2𝜋
𝑗=1
1 − 𝑒 −𝑖 𝜃 𝜖𝑗 𝑒 −𝑖 𝜑 𝑥𝑗
• The number of microstates with total energy and total number of particles fixed
can be obtained from G[x] by setting all the x-values to unity.

2𝜋 𝑑𝜃 2𝜋 𝑑𝜑 𝑖 𝜑 𝑁 1
𝑒 𝑆(𝑈,𝑁) ≡ 𝐺 𝑥 = 1 = ‫׬‬0 𝑒𝑖 𝜃 𝑈
‫׬‬0 2𝜋 𝑒 ς∞
𝑗=1 −𝑖 𝜃 𝜖𝑗
2𝜋 1− 𝑒 𝑒 −𝑖 𝜑

This is a formal and very general answer to the question what is the entropy of a
system of N identical bosons distributed over energy levels 𝜖𝑗 in such a way that
the total energy of the system is U. But this is hard to compute analytically.
However it is possible to do so numerically if one is willing to make some
approximations. It is also possible to compute this analytically if we agree that the
number of steps are small and finite.
For example, for 3 equidistant steps,
2𝜋 𝑑𝜑 𝑖 𝜑 𝑁 1 (𝑒 −𝑖 𝑁 𝜃(−1+𝑒 −𝑖 (𝑁+1) 𝜃 ) (−1+𝑒 −𝑖 (𝑁+2) 𝜃))
‫׬‬0 2𝜋 𝑒 ς𝑗=1,2,3 =
1 − 𝑒 −𝑖 𝜃 𝑗 𝑒 −𝑖 𝜑 (−1+𝑒 −𝑖 𝜃 )2 (1+𝑒 −𝑖 𝜃 )
 Finally,

1
−1 −3𝑁 (−( −1 𝑈 + −1 3𝑁 (3 + 6 𝑁 − 2 𝑈)) Θ[−3 − 3 𝑁 + 𝑈]
4
+ −1 𝑁+𝑈 (−Θ[−2 − 2 𝑁 + 𝑈] + Θ[−1 − 2 𝑁 + 𝑈] + −1 𝑁 Θ[−𝑁 + 𝑈])
3𝑁
+ −1 ((1 + 4 𝑁 − 2 𝑈) Θ[−2 − 2 𝑁 + 𝑈] + (−1 + 4 𝑁 − 2 𝑈) Θ[−1 − 2 𝑁 + 𝑈] + (3 − 2 𝑁 + 2 𝑈) Θ[−𝑁 + 𝑈]))

where Θ 𝑥 < 0 = 0; Θ 𝑥 ≥ 0 =1 Entropy

0.7

0.6
On the right we see the entropy versus energy
0.5
for the three marble-three step system obtained
0.4
using the above formula. The answer is same as
0.3
the one obtained earlier by explicitly
0.2
enumerating all the solutions.
0.1

U
3 4 5 6 7 8 9
 Intensive and Extensive Quantities
Thermodynamic macro-variables such as temperature (yet to be properly
defined), total internal energy, volume, entropy, number of particles,
pressure (yet to be properly defined) and so on may be classified as being
intensive or extensive depending upon how they behave if one doubles,
triples or in general, scales by an integer factor the quantities that are
manifestly extensive. The manifestly extensive quantities are total
number of particles, total internal energy (this is not at all obvious when the subsystems
interact amongst themselves, hence this is clear only for ideal systems) and total volume. Any
other quantity that behaves like these three upon “ballooning” the size
of the system is called extensive. Quantities that do not change at all
upon scaling the extensive quantities are called intensive. Fortunately
we don’t have to deal with intermediate cases in most practical
applications so we don’t have to name them either.
In the past few lectures we have spent a lot of effort in deriving explicit formulas for the entropy of a system
in terms of manifestly extensive quantities such as total internal energy and total number of particles. The
natural question to ask now is if the entropy an extensive function like total internal energy and number of
particles. This is not easy to answer given the complicated dependence of the entropy on the number of
particles and the total internal energy. But we can still run some simulations to see what we get. Specifically
let us focus on identical marbles on an infinite staircase with uniform heights (later we will see that this
corresponds to identical bosons each subject to a spring type of force). Specifically imagine we do this:
𝑆(𝜆 𝑈, 𝜆 𝑁)
Plot versus 𝜆
𝑆(𝑈, 𝑁)
for fixed U,N. This plot is going to be a straight line if the entropy is extensive. To be sure we expect this to
be valid, if at all, only for large values of U,N. Unfortunately for large values of U,N it is not possible to list
all the solutions and count them so we have to rely on our analytical formula obtained using the generating
function method. Hence we now focus on making approximations. We have seen that,

2𝜋 𝑑𝜃 2𝜋 𝑑𝜑 𝑖 𝜑 𝑁 1
N identical bosons: 𝑒 𝑆(𝑈,𝑁) = ‫׬‬0 𝑒𝑖 𝜃 𝑈
‫׬‬0 2𝜋 𝑒 ς∞
𝑗=1 −𝑖 𝜃 𝜖𝑗
2𝜋 1 −𝑒 𝑒 −𝑖 𝜑

2𝜋 𝑑𝜃 2𝜋 𝑑𝜑
N identical fermions: 𝑒 𝑆(𝑈,𝑁) = ‫׬‬0 𝑒𝑖 𝜃 𝑈
‫׬‬0 𝑒𝑖 𝜑 𝑁 ς∞
𝑗=1 (1 + 𝑒
−𝑖 𝜃 𝜖𝑗 −𝑖 𝜑
𝑒 )
2𝜋 2𝜋
More compactly we may write,

2𝜋 𝑑𝜃 2𝜋 𝑑𝜑 𝑖 𝜑 𝑁
N identical quantum particles: 𝑒 𝑆(𝑈,𝑁) = ‫׬‬0 𝑒𝑖 𝜃 𝑈
‫׬‬0 2𝜋 𝑒 𝑓𝑞 (𝜃, 𝜑)
2𝜋

where, 𝑓𝑞 𝜃, 𝜑 = ς∞
𝑗=1 (1 + 𝑞 𝑒 −𝑖 𝜃 𝜖𝑗 −𝑖 𝜑 𝑞
𝑒 ) and 𝑞 = +1 fermions ; 𝑞 = −1 (bosons)

𝑖
Let us write 𝑈 = 𝑁 𝑢 and h𝑞 𝜃, 𝜑 = 𝐿𝑜𝑔[ 𝑓𝑞 𝜃, 𝜑 ] . This means 𝑓𝑞 𝜃, 𝜑 = 𝑒 −𝑖 𝑁 h𝑞 𝜃,𝜑
𝑁

2𝜋 𝑑𝜃 2𝜋 𝑑𝜑 𝑖 𝑁 (𝜑 +𝜃 𝑢 − h𝑞 𝜃,𝜑 ) 2𝜋 𝑑𝜃 2𝜋 𝑑𝜑
𝑒 𝑆(𝑈,𝑁) = ‫׬‬0 ‫׬‬ 𝑒 ≡ ‫׬‬0 ‫׬‬ 𝑒 𝑁 𝑤𝑞 𝜃,𝜑
2𝜋 0 2𝜋 2𝜋 0 2𝜋

𝑤𝑞 𝜃, 𝜑 = 𝑖 (𝜑 + 𝜃 𝑢 − h𝑞 𝜃, 𝜑 )

We now define what is known as the “thermodynamic limit”.

In this limit, 𝑁 → ∞ even as 0 < h𝑞 𝜃, 𝜑 , 𝑢 < ∞ .

Now we have to evaluate an integral of the form R = ‫ )𝑧(𝑔 𝑁 𝑒 𝑧𝑑 ׬‬when 𝑁 → ∞

In complex variables there is a method called “The Method of Steepest Descents” or the “Saddle
Point Method” which says

𝑅 ∝ 𝑒𝑁 𝑔 𝑧∗
; 𝑤ℎ𝑒𝑟𝑒 𝑔′ (𝑧∗ ) = 0
Hence,

where

𝜕 𝜕
𝑤 𝜃, 𝜑 ቚ = 𝑤 𝜃, 𝜑 ቚ =0
𝜕𝜃 𝑞 𝜃,𝜑 = 𝜃∗ ,𝜑∗ 𝜕𝜑 𝑞 𝜃,𝜑 = 𝜃∗ ,𝜑∗

This means (leaving out additive constants unimportant in the thermodynamic limit),
𝑆 𝑈, 𝑁 = 𝑆 𝑁 𝑢, 𝑁 = 𝑁 𝑤𝑞 𝜃∗ , 𝜑∗
This shows that for large number of particles in the thermodynamic limit, the entropy of a collection
of quantum particles is extensive provided we can convince ourselves that 𝑤𝑞 𝜃∗ , 𝜑∗ is intensive
in the thermodynamic limit.
 Implications of extensivity of entropy

Finally we set to get,

From thermodynamics we know that (note that in this course, we are measuring temperature in
energy units which is the same as setting Boltzmann’s constant 𝒌𝑩 to unity),
 The “Fundamental Relation” of Thermodynamics

From the earlier statements we may write down the following identity:

Extensive quantities: S, U, V , N

Intensive quantities: p, T, μ
 Entropy of a free Bose and Fermi gas
• The marbles on a staircase example where there is no restriction on
how many marbles can be on the staircase is an example of a free
Bose gas – ie. a gas of bosons that do not interact with each other.
The reason for this is because bosons that do interact with each other
will have the energy of each level which we have been calling 𝜖𝑗
also depend on all the numbers 𝑛1 , 𝑛2 , … . This is because the
energy per particle of each level will depend on the presence of
absence of other bosons if they are interacting with each other. In
this course we shall assume that 𝜖𝑗 are given constants.

• To describe a free Fermi gas (of spinless fermions), we demand that

no more than one fermion is allowed on each step.
Recall that,

𝑤𝑞 𝜃, 𝜑 = 𝑖 (𝜑 + 𝜃 𝑢 − h𝑞 𝜃, 𝜑 )

This means,
We may relate 𝜃∗ and 𝜑∗ to the absolute (or thermodynamic) temperature T and the chemical potential 𝜇 as follows:

1 𝜕𝑆 𝜕 𝜕 𝑈 𝑞𝑖
= = 𝑁 𝑤𝑞 𝜃∗ , 𝜑∗ = 𝑖 𝑁 (𝜑∗ + 𝜃∗ − ෍ 𝐿𝑜𝑔(1 + 𝑞 𝑒 −𝑖 𝜃∗ 𝜖𝑗 𝑒 −𝑖 𝜑∗ ))
𝑇 𝜕𝑈 𝜕𝑈 𝜕𝑈 𝑁 𝑁
𝑗
This means,
𝜕𝜑∗ 𝜕𝜃∗
1 𝜕 𝜕 𝜖𝑗
𝜕𝑈 𝜕𝑈
= (𝑖 𝑁 𝜑∗ + 𝑖 𝑈 𝜃 + 𝑖 𝜃∗ − 𝑖 σ𝑗 − 𝑖 σ𝑗 )
𝑇 𝜕𝑈 𝜕𝑈 ∗ 𝑒
𝑖 𝜃∗ 𝜖𝑗 𝑖 𝜑
𝑒 ∗ +𝑞 𝑒
𝑖 𝜃∗ 𝜖 𝑗 𝑖 𝜑
𝑒 ∗ +𝑞

Using the results of the earlier,

1 𝜕 𝜕 𝜕𝜑∗ 𝜕𝜃∗
= 𝑖𝑁 𝜑∗ + 𝑖 𝑈 𝜃∗ + 𝑖 𝜃∗ − 𝑖 𝑁−𝑖 𝑈 = 𝑖 𝜃∗
𝑇 𝜕𝑈 𝜕𝑈 𝜕𝑈 𝜕𝑈
𝜇 𝜕𝑆 𝜇
Homework: In a similar way, but now using − 𝑇 = 𝜕𝑁 show that 𝑖 𝜑∗ = − 𝑇 .
1
It is standard practice to denote the reciprocal of the absolute temperature with the Greek letter 𝛽 ≡ 𝑇
. Hence,

q = +1 (fermions) ; q = −1 (bosons)
These two relations relate the total energy and total number of particles of an ideal Fermi or Bose gas in the thermodynamic limit to the
temperature and chemical potential of the system. These two relations may be formally inverted to express the temperature and chemical
potential in terms of the energy and number of particles. We may rewrite the above equations as follows.

𝑈 = ෍ 𝜖𝑗 𝑛𝑗 𝑁 = ෍ 𝑛𝑗
𝑗 𝑗

Here 𝑛𝑗 has the meaning of the average number of particles in energy level j.
When q = 1 (fermions) this formula for 𝑛𝑗 is called Fermi Dirac distribution (FD distribution).
When q = -1 (bosons) the formula for 𝑛𝑗 is called Bose Einstein distribution (BE distribution).

Finally we do justice to the subtitle of this section and write down the entropy of an ideal Fermi and Bose gas in the thermo dynamic limit.

𝑖
𝑆 𝑈, 𝑁 = 𝑁 𝑤𝑞 𝜃∗ , 𝜑∗ = 𝑖 𝑁 (𝜑∗ + 𝜃∗ 𝑢 − 𝐿𝑜𝑔[ 𝑓𝑞 𝜃∗ , 𝜑∗ ])
𝑁

𝑆 𝑈, 𝑁 = −𝑁 𝛽 𝜇 + 𝛽 𝑈 + 𝑞 ෍ 𝐿𝑜𝑔 1 + 𝑞 𝑒 −𝛽 𝜖𝑗 𝑒𝛽 𝜇
𝑗
The implication in the above formula is that one inverts the relation for U and N in terms of
𝛽, 𝜇 and inserts in the above formula to get the entropy of an ideal Bose and Fermi gas purely as a function of total energy and number of
particles and the known energy levels 𝜖𝑗 .
 Equation of State of an Ideal Bose and Fermi Gas
We may now combine the fundamental relation of thermodynamics and the above formula for entropy

𝑆 = −𝑁 𝛽 𝜇 + 𝛽 𝑈 + 𝛽 𝑝 𝑉

−𝛽 𝜖𝑗 𝛽𝜇
𝑆 = −𝑁 𝛽 𝜇 + 𝛽 𝑈 + 𝑞 ෍ 𝐿𝑜𝑔 1+𝑞 𝑒 𝑒
𝑗

to get the Equation of State of an Ideal Quantum Gas

For historical reasons, the relation between pressure, volume, number of particles and temperature is called
“The Equation of State”. The implication of this statement is – the chemical potential is written in terms of
the total number of particles and possibly, the volume of the system.
We know from thermodynamics that the entropy of a gas depends on the total energy, volume and the number of
particles. For a quantum ideal gas we just derived a formula for the entropy in the thermodynamic limit.
There we see total energy and total number of particles quite prominently but volume is prominent by its
absence. We wish to convince the audience that the volume is actually hidden in the sum over the index j.

Ideal quantum gas with no external forces: Note that we had defined an ideal gas to be one where the molecules
or particles do not interact among themselves but perhaps with external objects and forces such as walls of the
container and maybe any other external force one may choose to apply. For example, if the particles are electrically
charged, an application of an electric field would still make it an ideal gas just as it does when the only forces are
due to the walls of the container. However we now restrict ourselves to the special case where the only forces
acting are the ones due to the walls which prevent the particles from escaping a cubical volume 𝐿 × 𝐿 × 𝐿. Since
these are quantum particles, they obey wave mechanics of Schrodinger. A wavefunction of a single particle in such
a box is (𝑛𝑥 , 𝑛𝑦 , 𝑛𝑧 = 1,2,3, … . ),

This wavefunction corresponds to a well-defined energy:

ℏ2 𝑘 2 𝑛𝑥 𝜋 𝑛𝑦 𝜋 𝑛𝑧 𝜋
𝐸= ; 𝒌 = 𝑘𝑥 𝑥ෝ + 𝑘𝑦 yෝ + 𝑘𝑧 zෝ ; 𝑘𝑥 = , 𝑘𝑦 = , 𝑘𝑧 =
2m L L L
The sum over the index j is now nothing but the sum over the three integers 𝑛𝑥 , 𝑛𝑦 , 𝑛𝑧 .
෍… = ෍ …
𝑗 𝑛𝑥 ,𝑛𝑦 ,𝑛𝑧 =1,2,3,...
Note that in the formulas for entropy, number of particles and total internal energy, the energy level 𝜖𝑗 appears
only as the product 𝛽 𝜖𝑗 . For the case of otherwise free particles trapped in a box,
ℏ2 𝜋2
𝛽 𝜖𝑗 = 𝛽 (𝑛2𝑥 + 𝑛2𝑦 + 𝑛2𝑧 )
2 𝑚 𝐿2
Now we prove a theorem that gives us license to replace summations over the integers 𝑛𝑥 , 𝑛𝑦 , 𝑛𝑧 by
integrations in the thermodynamic limit.

Consider an even function 𝑓(𝜆 𝑛) of an integer 𝑛 = 0, ±1, ±2, … … ie. 𝑓 −𝜆 𝑛 = 𝑓(𝜆 𝑛) and a real number 𝜆
> 0. Define (also consider only those functions 𝑓(𝜆 𝑛) for which 𝐽 𝜆 is finite),

The theorem proved next shows

This means the equal of state may be written as,
1 1 1
𝛽𝑝= 𝑞
𝐿
෍
𝐿
෍
𝐿
෍ 𝐿𝑜𝑔 1 + 𝑞 𝑒 −𝛽 𝜖𝑗 𝑒 𝛽 𝜇
𝑛𝑥 =1,2,.. 𝑛𝑦 =1,2,.. 𝑛𝑧 =1,2,..

Write, 𝛽 𝜖𝑗 = (𝜆 𝑛𝑥 )2 + (𝜆 𝑛𝑦 )2 + (𝜆 𝑛𝑧 )2

where

2 2 2
𝑐03 𝛽 𝑝 = 𝑞 2𝜆 σ𝑛𝑥 =1,2,.. 2𝜆 σ𝑛𝑦 =1,2,.. 2𝜆 σ𝑛𝑧 =1,2,.. 𝐿𝑜𝑔 1 + 𝑞 𝑒 −(𝜆 𝑛𝑥 ) 𝑒 −(𝜆 𝑛𝑦 ) 𝑒−(𝜆 𝑛𝑧 ) 𝑒𝛽 𝜇

In the thermodynamic limit, 𝜆 → 0 since 𝐿 → ∞. Hence we may replace the discrete

summations by integrations according to the previously proved theorem.
∞ ∞ ∞ 2 2 2
𝑐03 𝛽 𝑝=𝑞 ‫׬‬−∞ 𝑑𝑋 ‫׬‬−∞ 𝑑𝑌 ‫׬‬−∞ 𝑑𝑍 𝐿𝑜𝑔 1 + 𝑞 𝑒 −𝑋 𝑒 −𝑌 𝑒 −𝑍 𝑒𝛽 𝜇
2
or, 𝑐03 𝛽 𝑝 = 𝑞 ‫ 𝑑 ׬‬3𝑅 𝐿𝑜𝑔 1 + 𝑞 𝑒 −𝑅 𝑒 𝛽 𝜇 ; 𝑹 = 𝑋 𝑥ො + 𝑌 𝑦ො + 𝑍 𝑧Ƹ
 𝑈
In a similar vein, the energy per unit volume u𝑉 = 𝑉
and the number of particles per unit
𝑁
volume 𝜌 = 𝑉
may also be written in terms of the chemical potential and temperature.

𝑞 3 −𝑅 2
𝑝= ‫ 𝑔𝑜𝐿 𝑅 𝑑 ׬‬1 + 𝑞 𝑒 𝑒𝛽 𝜇
𝑐03 𝛽

𝑆 𝑈, 𝑉, 𝑁 = 𝑉 ( 𝑢 𝛽 + 𝑝 𝛽 − 𝜌 𝛽 𝜇 )

𝑞 = +1 fermions ; 𝑞 = −1 (bosons)
Theorem:

Proof: It is easiest to prove this by invoking Fourier transform. Any well behaved function
(that is continuous for all values of x, and vanishes rapidly at 𝑥 = ± ∞) can be written in
terms of simple function such as trigonometric or exponential functions as follows

And Fourier’s theorem guarantees that this way of writing a function is unique where the
coefficients 𝑔 𝑘 are given by
Hence,
∞ 𝑑𝑘
𝐽 𝜆 = 𝜆 σ∞
𝑛=1 𝑓(𝜆 𝑛) = 𝜆 𝐿𝑖𝑚 σ𝑀
𝑀→∞ 𝑛=1 ‫׬‬−∞
𝑔 𝑘 𝑒 𝑖𝑘𝜆𝑛
2𝜋
or, 𝑘𝑀𝜆
1+𝑀 𝜆 𝑠𝑖𝑛( 2 ) 𝑑𝑘
∞ 1
𝑖𝑘
𝐽 𝜆 =𝜆 𝐿𝑖𝑚𝑀→∞ ‫׬‬−∞ 𝑔 𝑘 𝑒 2
𝑘𝜆
𝑠𝑖𝑛( ) 2𝜋
2
but 𝑓 −𝑥 = 𝑓 𝑥 means 𝑔 −𝑘 = 𝑔 𝑘 . Hence, 𝑘𝑀𝜆
∞ 1 𝑠𝑖𝑛( ) 𝑑𝑘
2
𝐽 𝜆 =𝜆 𝐿𝑖𝑚𝑀→∞ ‫׬‬−∞ 𝑔 𝑘 cos( 𝑘 1 + 𝑀 𝜆) 𝑘𝜆
2 𝑠𝑖𝑛( 2 ) 2𝜋
or ∞ 𝜋𝑘𝜆 𝑠𝑖𝑛(𝑘 𝑀 𝜆) 𝑑𝑘
𝐽 𝜆 = 𝜆 ‫׬‬−∞ 𝑔 𝑘 𝑘𝜆 𝐿𝑖𝑚𝑀→∞
2 𝑠𝑖𝑛( 2 ) 𝜋𝑘 𝜆 2𝜋
But
𝑠𝑖𝑛(𝑘 𝑀 𝜆)
𝐿𝑖𝑚𝑀→∞ = 𝛿 𝑘 𝜆 = Dirac Delta Function
𝜋𝑘𝜆
𝜋 3𝜋
To be sure, other possibilities are there eg. 𝑘 𝜆 = ± , ± , … and M = odd, but these are inconsistent
2 2
with the final requirement that 𝜆 → 0. Hence,
∞ 𝜋𝑘𝜆 𝑑𝑘 1 1 ∞
𝐿𝑖𝑚𝜆→ 0 𝐽 𝜆 = 𝜆 ‫׬‬−∞ 𝑔 𝑘 𝑘𝜆 𝛿 𝑘𝜆
2𝜋
=
2
𝑔 0 =
2
‫׬‬−∞ 𝑓 𝑥 𝑑𝑥
2 𝑠𝑖𝑛( )
2

Thereby proving the theorem.

 Maxwell Boltzmann Distribution
• We now are in a happy position, having derived the formulas for the entropy, internal
energy and total number of particles of an ideal quantum gas (nonrelativistic, in three
dimensions) trapped in a box (subject only to the forces due to the walls of the box) in
terms of the temperature and chemical potential in the thermodynamic limit.
• All of us know that classical physics may be though of as a limiting case of quantum
physics. There are three equivalent ways of arriving at this limit.

Obtaining Classical physics from Quantum physics:

a) Think of Planck’s constant as a variable and send it to zero: ℏ → 0

b) Think of the mass of each particle as a variable and send it to infinity: 𝑚 → ∞

c) Think of the temperature of the system as a variable and send it to infinity:

𝑇 → ∞, β → 0
 1 𝑑 3𝑅 ′
Note that the density of particles is 𝜌 = ‫𝑅 ׬‬′2 −𝛽 𝜇 .
𝑐03 𝑒 𝑒 +𝑞
We want the classical limit of this expression to be meaningful.

1 𝑑 3𝑅′
Limℏ→0 𝜌 = Limℏ→0 3 ‫׬‬ ′2 < ∞
2 2
ℏ 𝜋 2
𝑒𝑅 𝑒 −𝛽 𝜇+𝑞
2𝛽
m

The only way this can make sense is if we select

′2 3
‫ 𝑑 ׬‬3𝑅 ′ 𝑒 −𝑅 𝜋2
𝑒 −𝛽 𝜇 = 3 = 3
ℏ2 𝜋2 2 ℏ2 𝜋2 2
𝜌 2𝛽 𝜌 2𝛽
m m
This means,
1 𝑑 3 𝑅′ 𝑑 3 𝑅′
Limℏ→0 𝜌 = Limℏ→0 3න 3 = 𝜌න 3 =𝜌< ∞
ℏ2 𝜋 2 2 ′2 𝜋2 𝑒 𝑅 ′2 𝜋2
2𝛽 𝑒𝑅 3+𝑞
m
ℏ2 𝜋 2 2
𝜌 2𝛽
m
From this we may derive the famous Maxwell-Boltzmann distribution of
classical particles.

Maxwell-Boltzmann distribution:
 Classical Ideal Gas: Phase space method
In the earlier slides, we showed how the Maxwell Boltzmann
distribution of a classical ideal gas may be derived by first deriving the
distribution for a quantum ideal gas where simple combinatorics gives
the right answer and then take the classical limit by sending Planck’s
constant to zero. This is clever no doubt, but somewhat circuitous. A
more direct approach would be to learn how to count the actual
microstates of a classical gas which lives in phase space described by
the pair of position and momentum coordinates.

Imagine a molecule in a box of size 𝐿 × 𝐿 × 𝐿. When it is far away

from walls, this molecule is a free particle described by position and
momentum coordinates (𝒓𝑖 , 𝒑𝑖 ).
Consider for simplicity, classical molecules confined to move along a straight line from 0 < 𝑥 < 𝐿. The end points 0,L represent the
walls of the “container”. The momentum of this molecule can be anything −∞ < 𝑝 < ∞. The phase space of this molecule may be
described as follows:

x=L

(𝑝, 𝑥)
×

x, p

x=0
p=0
To facilitate counting, we have superimposed a grid in the region where the molecule is present. A given molecule can
be in any of the small pieces at any given time (the area of each small piece has units of angular momentum and it is
really tiny so it is tempting to equate the area of this piece to the smallest angular momentum imaginable namely
Planck’s constant h). Imagine I divide the interval (0, 𝐿) into small pieces of size 𝑎 each such that 𝐿 = 𝑁𝐿 𝑎 . The
ℎ′
momentum can also be divided into small pieces of size so that any point in phase space may be written as 𝑥, 𝑝 ≡
𝑎
ℎ′
𝑎 𝑛𝑥 , 𝑛𝑝 where 0 ≤ 𝑛𝑥 < 𝑁𝐿 and −∞ ≤ 𝑛𝑝 ≤ ∞ are integers and ℎ′ → 0 is the area of one pixel.
𝑎
 𝑝2 ℎ′ 22
The energy of each molecule is E𝑝 = = 𝑛𝑝 . We want to count how many ways
2𝑚 2 𝑚 𝑎2
are there of filling the grid with molecules with no more than one molecule per square so that
the total energy of all the molecules is

where N is the total number of molecules. The way to count the number of ways of doing this
ℎ′ 2
is to write (𝑈 = 𝜔 ; where 𝜔 is the sum of squares of integers),
2 𝑚 𝑎2

Here the factor 𝛿𝜔, σ𝑁 𝑛 2 enforces the idea that the total energy of the each of the
𝑖=1 𝑝,𝑖
microstates is U.
The other factor ς𝑁 𝑖 ≠ 𝑗 (1 − 𝛿𝑛𝑥,𝑖 ,𝑛𝑥,𝑗 𝛿𝑛𝑝,𝑖 , 𝑛𝑝,𝑗 ) is there to ensure that if two particles are
different, then the two particles are on different pixels. In general of course it is very hard to
evaluate 𝑒 𝑆(𝑈,𝐿,𝑁) explicitly. However we note that the device of dividing the phase space into
pixels was merely for convenience or we would not be able to count the number of
microstates since the phase space is a continuum. For a classical gas we have to final set ℎ ′ →
ℎ′ 2
0 . This means that 𝑈 = 2 𝑚 𝑎2 𝜔 is going to tend to zero unless 𝜔 also tends to infinity to
compensate. When 𝑢 is really large, the solutions 𝜔 = σ𝑁 𝑛 2
𝑖=1 𝑝,𝑖 are all really close together
(there are huge number of solutions between any two randomly selected solutions). This
means there is no harm in pretending that the quantities 𝑛𝑝,𝑖 are continuously distributed
from −∞ to ∞ except that they should also obey the energy constraint. Furthermore we don’t
have to be careful in making sure that more than one particle does not occupy a pixel, since
the number of such possibilities is miniscule compared to the opposite situation when the
quantity 𝑢 is huge. Hence we may write,
Now we write,
∞ 𝑑τ 𝑖 τ (𝜔− σ𝑁 2
𝑖=1 𝑝,𝑖 )
𝑛
𝛿 𝜔− σ𝑁 𝑛 2
𝑖=1 𝑝,𝑖 = ‫׬‬−∞ 2𝜋 𝑒

In other words,
 𝐿 2 𝑚 𝑎2 𝑈
Note that 𝑁𝐿 = ,𝜔 = . Hence,
𝑎 ℎ′ 2

or
𝐿 𝑁 4𝜋 𝑚 𝑎2 𝑈
𝑆 𝑈, 𝐿, 𝑁 = 𝑁 𝐿𝑜𝑔 + 𝐿𝑜𝑔
𝑎 2 𝑁ℎ ′ 2

Is this entropy extensive? Answer: No!

 Why should entropy be extensive?
Imagine we mentally divide a system made of 𝑁 particles, in a total volume V with total energy U into two compartments 1
and 2 as shown.

U1 , V1 , N1 U - U1 , V – V1 , N - N1

1 2

Denote the number of ways in which you can rearrange the microstates of the overall system so that the total energy is U etc.
as, Ω(𝑈, 𝑉, 𝑁). It is clear that this is nothing but the product of the number of ways in which we can rearrange the
microstates in compartment labelled “1” (such that its total energy is 𝑈1 etc.) and the number of ways in which we can
rearrange the microstates in compartment labelled “2” (such that its total energy is 𝑈 − 𝑈1 etc.). In other words,

Ω 𝑈, 𝑉, 𝑁 = Ω 𝑈1, 𝑉1 , 𝑁1 Ω 𝑈 − 𝑈1, 𝑉 − 𝑉1, 𝑁 − 𝑁1

Note that the partitions are done only mentally and they are completely arbitrary.
Of course we have to make sure the systems and the subsystems 1 and 2 are large in
the sense of the thermodynamic limit otherwise we will not be allowed to change the
value of 𝑈 − 𝑈1 by arbitrary amounts since for small systems not all values of 𝑈1,
𝑈 − 𝑈1 are permitted. The above result shows the net entropy of the system viz.
S 𝑈, 𝑉, 𝑁 = 𝐿𝑜𝑔( Ω 𝑈, 𝑉, 𝑁 ) is independent of how we partition into the two
subsystems.

𝑆 𝑈, 𝑉, 𝑁 = 𝑆 𝑈1, 𝑉1, 𝑁1 + 𝑆 𝑈 − 𝑈1, 𝑉 − 𝑉1, 𝑁 − 𝑁1

From this it is possible to prove rigorously that (formally),

𝑆 𝑈, 𝑉, 𝑁 = 𝑈 𝑆 1,0,0 + 𝑉 𝑆 0,1,0 + 𝑁 𝑆 0,0,1

This clearly shows that 𝑆 𝑈, 𝑉, 𝑁 is extensive. So now we have to ask ourselves why did the
counting we do earlier for the classical gas in 1D not yield a result that is extensive? The
reason is subtle. Incidentally to those who have not thought deeply about it, it seems so
mysterious that it even goes by the name - “Gibb’s Paradox” . Notice that we have
considered the molecules of the gas to be all different since they are classical particles.
However for the purposes of calculating entropy, we have to club together the configurations
obtained by permuting the particles across the various pixels and regard this bunch as just one
microstate. Only this interpretation is consistent with the thermodynamic notion of entropy
that is an extensive quantity. Recall that we had derived this result earlier

The correct number of microstates is,

We now invoke Stirling’s approximation for 𝑁 ≫ 1, 𝑁! ≈ 𝑁 𝑁 𝑒 −𝑁

This means, 𝑆 𝑈, 𝐿, 𝑁 = 𝐿𝑜𝑔( Ω 𝑈, 𝐿, 𝑁 ) is now extensive for 𝑁 ≫ 1.

𝑆 𝜆 𝑈, 𝜆 𝐿, 𝜆 𝑁 = 𝜆 𝑆 𝑈, 𝐿, 𝑁
 Sackur-Tetrode formula
In three dimensions, the energy of each molecule is,
𝑝𝑥2 +𝑝𝑦
2 +𝑝2
𝑧 ℎ′ 2
E𝑝 = = ( 𝑛2𝑝𝑥 + 𝑛𝑝2𝑦 + 𝑛𝑝2𝑧 )
2𝑚 2 𝑚 𝑎2
If we assume our volume has sides 𝐿𝑥 = 𝑁𝐿𝑥 𝑎 , 𝐿𝑦 = 𝑁𝐿𝑦 𝑎, 𝐿𝑧 = 𝑁𝐿𝑧 𝑎

It is left as an exercise to the student to show that (𝑉 = 𝐿𝑥 𝐿𝑦 𝐿𝑧 )

The entropy then becomes (𝑁 ≫ 1)

This is the famous Sackur-Tetrode formula of the entropy

function of a classical gas. We could also rederive this formula as
the classical limit of the quantum formula for the entropy derived
earlier. We will do this next.
Derivation of the Sackur Tetrode formula as the classical limit of the quantum entropy:

We have seen that for a classical system ℏ → 0, and

Also

𝑞 3 −𝑅 2 𝛽𝜇 𝜌
𝑝 = 𝐿𝑖𝑚ℏ→0 ‫ 𝑔𝑜𝐿 𝑅 𝑑 ׬‬1 + 𝑞 𝑒 𝑒 =
𝑐03 𝛽 𝛽
Comparing with the result obtained from the phase space method we are
forced to conclude

or
This means the size of each pixel is proportional to Planck’s constant even
though we are talking about a classical gas.
Equation of state of an ideal classical gas:

or
What are temperature, pressure and chemical potential?
In thermodynamics, temperature is formally defined as,

The pressure is formally defined as

p

The chemical potential is formally defined as

These are formal thermodynamic definitions but we desire a physical motivation

for these definitions. In other words, we want to know why these quantities are
defined in this manner.
Imagine a small system in contact with a huge system as shown.
The implication of this is 𝑈2 ≫ 𝑈1 , 𝑉2 ≫ 𝑉1 , 𝑁2 ≫ 𝑁1
We now allow energy to be exchanged between the
system and the reservoir. However we forbid the
exchange of particles themselves and we also assume Huge reservoir (surroundings)
that the walls of both the system and reservoir are
rigid so that they don’t change. Suppressing the other
extensive quantities we may write System

Ω1 𝑈1 : the number of ways in which you can 𝑈1 , 𝑉1 , 𝑁1 𝑈2 , 𝑉2 , 𝑁2

rearrange the microstates of the system such that the
total energy is 𝑈1 , volume is 𝑉1 and number of
particles is 𝑁1.

Ω2 𝑈2 : the number of ways in which you can

rearrange the microstates of the reservoir such that the
total energy is 𝑈2 , volume is 𝑉2 and number of
particles is 𝑁2.
Because energy can be exchanged between the system and the reservoir we may write, 𝑈2 = 𝑈 − 𝑈1 where the total energy
𝑈 is fixed. Hence the net number of ways in which the microstates can rearrange themselves while also exchanging energy
between each other is,

Even though the energy 𝑈1 is not fixed we could find the energy 𝑈1 = 𝑈1∗ that makes the overall number of microstates viz.
Ω1 𝑈1 Ω2 𝑈 − 𝑈1 a maximum. This means

𝜕
𝜕 𝑈1 𝑈1 = 𝑈1∗
Ω1 𝑈1 Ω2 𝑈 − 𝑈1 = 0

1 1
= 𝜕 𝑆1 𝜕 𝑆2 =
This means 𝑇1 = 𝑇2
𝜕 𝑈1 𝑈1 = 𝑈1∗ 𝜕 𝑈2 𝑈2 = 𝑈2∗ = 𝑈 − 𝑈1∗

This shows that the most probable state ie. the configuration of microstates that has energy 𝑈1∗ is the one that
ensures that the slope of entropy versus internal energy is equal for both the system and the reservoir. This means
temperature is that quantity that equalizes when a system is in thermal contact with a reservoir which means
energy exchange is allowed.
Suppose the part of the wall that is common to the system and the reservoir is movable, then not only energy 𝑈1 but also the
volume 𝑉1 fluctuates since if the partition moves, energy also gets redistributed as work is done. In this case we have,

Because energy freely redistributes between the system and the reservoir, as usual the temperatures of the two become the same.
However now in addition we also see that the slope of the entropy versus volume also
becomes the same for the system and the reservoir (left as an exercise to the audience). Thermodynamics tells us that this
quantity is nothing but the ratio of the pressure to the temperature.

𝑝1 𝜕 𝑆1 𝜕 𝑆2 𝑝2
= = =
𝑇1 𝜕 𝑉1 𝑉1 = 𝑉1 ∗ 𝜕 𝑉2 𝑉2 = 𝑉2∗ = 𝑉 − 𝑉1 ∗ 𝑇2

But since the temperatures are already equal, this means the pressure on the wall on the system side is the same as the pressure
on the wall of the reservoir side.

𝑇1 = 𝑇2 and 𝑝1 = 𝑝2
 𝑈1
Given that 𝑈 ≫ 𝑈1 , we may write 𝑆2 𝑈 − 𝑈1 ≈ 𝑆2 𝑈 − 𝑈1 𝑆2′ 𝑈 = 𝑆2 𝑈 −
𝑇

𝑈1∗
We denote 𝑆1 𝑈1∗ − by − β 𝐹 where 𝐹 (sometimes also denoted by A) is
𝑇
called Helmholtz free energy.

𝐹 = 𝑈1∗ − T 𝑆1 𝑈1∗
Hence,

Ω𝑛𝑒𝑡 𝑈 = 𝑒 𝑆2 𝑈
𝑒 −β 𝐹
Similarly, when there are movable partitions, the Gibbs free energy determine
the thermodynamics of the system.

We write, or

G = 𝑈1∗ + 𝑝 𝑉1∗ − 𝑇 𝑆1 𝑈1∗

𝑈1∗ + 𝑝 𝑉1∗ is sometimes known as enthalpy and denoted by H

 Geometrical meaning of Helmholtz free energy
Consider a plot of entropy versus internal energy as follows. We purposely
choose a more general example where the entropy is not extensive. Recall that
extensivity is mandated only in the thermodynamic limit. So we have in mind a
finite system with a large but finite number of particles.
Equation for the tangent to S(U1) vs U1 at 𝑈1 = 𝑈1∗

𝑦 𝑈 = 𝑈 − 𝑈1∗ 𝑆 ′ 𝑈1∗ + 𝑆(𝑈1∗)

We may see that the slope of this straight line by construction is the
slope of the curve S(U1) vs U1 at 𝑈1 = 𝑈1∗.

We may also evaluate the y-intercept of this tangent. It is

𝑦 0 = − 𝑈1∗ 𝑆 ′ 𝑈1∗ + 𝑆(𝑈1∗) = − 𝛽 𝐹

The slope of the tangent is the inverse
temperature.

The y-intercept of the tangent is the Helmholtz

free energy (times -1)

Thus a function such as Entropy versus internal

energy can either be described as a set of points
𝑈𝑖 , 𝑆 𝑈𝑖 or as a set of slopes and y-
intercepts: (𝛽𝑖 , −𝛽𝑖 𝐹𝑖 ).

In Physics, the former description of the system

is known as the microcanonical description and
the latter is known as the canonical
description.

In mathematics, this way of describing a curve

by a collection of tangents rather than a
collection of points that lie on the curve is
called Legendre Transformation.
 Fluctuations
𝑈1
Given that 𝑈 ≫ 𝑈1 it is always legitimate to write 𝑆2 𝑈 − 𝑈1 ≈ 𝑆2 𝑈 − 𝑈1 𝑆2′ 𝑈 = 𝑆2 𝑈 − 𝑇
.
Notice however that it is not fully correct to write 𝑆1 𝑈1 ≈ 𝑆1 𝑈1∗ + 𝑈1 − 𝑈1∗ 𝑆1′ 𝑈1∗ since this simplification is
inconsistent with the assertion that 𝑆1 𝑈1 + 𝑆2 𝑈 − 𝑈1 goes through a maximum at 𝑈1 = 𝑈1∗. We must at the very least
introduce one more term known as the fluctuation term.
However note that this extra term is going to violate the idea that entropy is an extensive function. We still allow it since
this implies we are not going to be working in the thermodynamic limit but rather studying finite systems.
Hence we write,

1
𝑆1 𝑈1 ≈ 𝑆1 𝑈1∗ + 𝑈1 − 𝑈1∗ 𝑆1′ 𝑈1∗ + 𝑈1 − 𝑈1∗ 2 𝑆1′′ 𝑈1∗
2
Note that this expression is not extensive. From this it is clear that 𝑆1 𝑈1 + 𝑆2 𝑈 − 𝑈1 goes through a maximum at 𝑈1 =
1
𝑈1∗ provided 𝑆1′ 𝑈1∗ = 𝑇
1
and 𝑆1′′ 𝑈1∗ < 0. Note that 𝑆1′′ 𝑈1∗
is an extensive quantity. Hence we may write,

1
𝑆1′′ 𝑈1∗ = − 𝑇 2 𝑁 < 0
1 𝑐𝑉

where 𝑐𝑉 > 0 is called the specific heat (per particle) at constant volume (since we don’t allow the volume of the system to
change).
Hence we may write the number of ways in which we can rearrange the microstates of the system so that its energy is 𝑈1
and the reservoir so that its energy is U − 𝑈1 is,

∗ 2
𝑈1 −𝑈1
− 2
ω𝑛𝑒𝑡 (𝑈1) = e 𝑆2(𝑈) 𝑒 −β 𝐹 𝑒 2 𝑇 𝑁1 𝑐 𝑉

The total number of ways we can ensure that the combined system has energy U with no other restriction is,

The last approximation is valid since we work with systems with a large number of particles which means 𝑈1∗ ≡ 𝑁1 𝑢1∗ ≫
2 𝑇 2 𝑁1 𝑐𝑉 . We may also express these ideas in terms of probabilities. Suppose you randomly select a system from a
collection of system plus the corresponding reservoirs (known as ensemble). The chances that the energy of the system is
between 𝑈1 and 𝑈1 + 𝑑𝑈1 is proportional to 𝑑𝑈1 and also to ω𝑛𝑒𝑡 𝑈1 . Thus the properly normalized probability that the
energy of a system chosen randomly from an ensemble of systems plus reservoirs is between 𝑈1 and 𝑈1 + 𝑑𝑈1 is
From this we may compute the root mean square deviation of the energy 𝑈1 from the
most probable energy 𝑈1∗. The answer to this comes out as,

The rms deviation as a ratio of the most probable energy is

where “const.” is a intensive quantity. We can see that this ratio is vanishingly small for
large systems 𝑁1 ≫ 1
Recall that in the case of quantum ideal gases we employed the saddle point method where
we claimed that in the limit of large N, the integral to be evaluated may be approximated by
the value of the integrand at the saddle point,

While this is true for large N, it is instructive to see what the deviations are going to be from
this result upon including fluctuations. Since by definition the saddle point is one where the
first derivatives vanish, we find,
𝑁 2 𝑁
𝑁 𝑤𝑞 𝜃,𝜑 𝑁 𝑤𝑞 𝜃∗ , 𝜑∗ + 2 𝜃 −𝜃∗ 𝑤𝜃𝜃 𝜃∗ , 𝜑∗ + 2 𝜑 −𝜑∗ 2 𝑤𝜑𝜑 𝜃∗ , 𝜑∗ +𝑁 𝜃 −𝜃∗ 𝜑 −𝜑∗ 𝑤𝜃𝜑 𝜃∗ , 𝜑∗
𝑒 ≈ 𝑒

1 𝜇
Recall that = 𝑖 𝜃∗ and − = 𝑖 𝜑∗
𝑇 𝑇
Recall,

This means
𝜕 𝜕 𝑞
w𝜃𝜑 = ȁ 𝜃,𝜑 = 𝜃∗ ,𝜑∗ 𝑤𝑞 𝜃, 𝜑 = σ∞
𝑗=1 𝜖𝑗 𝑛𝑗 (𝑛𝑗 − 𝑞)
𝜕𝜃 𝜕𝜑 𝑁

𝜕2 𝑞
w𝜑𝜑 = ȁ 𝜃,𝜑 = 𝜃∗ ,𝜑∗ 𝑤𝑞 𝜃, 𝜑 = σ∞
𝑗=1 𝑛𝑗 (𝑛𝑗 − 𝑞)
𝜕𝜑2 𝑁

𝜕2 𝑞
w𝜃𝜃 = ȁ 𝜃,𝜑 = 𝜃∗ ,𝜑∗ 𝑤𝑞 𝜃, 𝜑 = σ∞ 2
𝑗=1 𝑗 𝑛𝑗 (𝑛𝑗 − 𝑞)
𝜖
𝜕𝜃 2 𝑁

Note that these quantities are intensive quantities.

 2𝜋
𝑑𝜃 2𝜋 𝑑𝜑 𝑁
𝜃 −𝜃 2 𝑤 𝜃 , 𝜑 +
𝑁
𝜑 −𝜑 2𝑤
𝜑𝜑 𝜃∗ , 𝜑∗ +𝑁 𝜃 −𝜃∗ 𝜑 −𝜑∗ 𝑤𝜃𝜑 𝜃∗ , 𝜑∗
𝑒 𝑆(𝑈,𝑁) ≈ 𝑒 𝑆𝑒𝑥𝑡𝑛 𝑈,𝑁 න න 𝑒 2 ∗ 𝜃𝜃 ∗ ∗ 2 ∗

0 2𝜋 0 2𝜋

Since there is no loss of generality in replacing the limits with

− ∞, + ∞ due to the largeness of N we may conclude,

This means that the entropy of a finite quantum system deviates from
extensivity in the following precise manner.

𝑆 𝑈, 𝑁 = 𝑆𝑒𝑥𝑡𝑛 𝑈, 𝑁 − log N + const . .

 Specific Heat at Constant Volume and at Constant Pressure
Specific heat at constant volume is defined as the change in (the most probable value of) internal energy per unit
change in temperature.

Specific heat at constant pressure is defined as the change in enthalpy per unit change in temperature.

3
Classical Ideal Gas: Note that internal energy of a classical ideal gas is 𝑁 𝑇. This means the specific heat at constant
2
3 3 5 5
volume is 𝐶𝑉 = 2 𝑁 . The enthalpy is H = 𝑈 + 𝑝 𝑉 = 2 𝑁 𝑇 + 𝑁 𝑇 = 2
𝑁 𝑇.This means 𝐶𝑃 = 2 𝑁 . It so happens that
while these results are peculiar to an ideal gas, the difference between these two is quite generally shown to be N. In terms
of specific heats per particle,

𝑐𝑃 − 𝑐𝑉 = 1

Quantum Ideal Gas:

;
Using Mathematica commands such as (set 𝑧 = 𝑒 𝛽𝜇 ),

we get ;

where + ... is the PolyLog function.

The formula for pressure is

Taking the ratio we obtain quite generally,

This means for quantum ideal gases (and a fortiori for classical ideal gases) with
energy-momentum dispersion being parabolic the pressure in the
thermodynamic limit is related to the total internal energy through the relation

Fugacity expansion: The formal answers in terms of the Poly Log function is not
very illuminating. The alternative is to evaluate approximately by performing
expansions – typically low temperature or high temperature expansions. In the
present case it is more convenient to expand in powers or inverse powers of the
fugacity 0 < 𝑒 𝛽𝜇 = 𝑧 < ∞. Consider the integral (n = 0,1)
Fermions: q = +1,

Small z expansion:

where where
The total energy is given by

+ ….

and the equation of state is

pV= + ….

The above represent the semi-classical expansions for the energy and equation
of state of an ideal Fermi gas.
Large z expansion: Write 𝑧 = 𝑒 β μ and R = ξ β μ so that,
When , the dominant contribution comes from
. Hence we may write,
In the last two integrals the dominant contribution comes from the region near
𝜉 = 1. Hence we may write 𝜉 = 1 + 𝜉 ′ ,
1 1 0 1 0 1 0 0 1 ′
2𝜋 ξ𝑛+2 ′ 2𝜋 (1 + 𝜉 ′ )𝑛+2 ′ 2𝜋 (1 + 𝜉 ′ )𝑛+2 ′ 2𝜋 2𝜋 𝑛+
2
𝜉
𝐼1 = න 𝑑ξ = න 𝑑𝜉 ′ ≈ න 𝑑𝜉 ′ ≈ න 𝑑𝜉 ′ + න 𝑑𝜉 ′ ′
𝑧 −(ξ−1) + 1 𝑧 −𝜉 + 1 𝑧 −𝜉 + 1 𝑧 −𝜉 + 1 𝑧 −𝜉 +1
0 −1 −∞ −∞ −∞

Similarly,

Therefore,
 3 4π 3 𝜋 𝐿𝑜𝑔 4 2𝑛 + 1 𝜋 3 3 𝜋 𝐿𝑜𝑔[4] 2𝑛 + 1 𝜋 3
𝑔𝑛1 = βμ 2 +𝑛 − βμ 2 +𝑛 − + βμ 2 +𝑛 ( + )
3+2 n 𝐿𝑜𝑔 𝑧 12 𝐿𝑜𝑔 𝑧 2 𝐿𝑜𝑔[𝑧] 12 𝐿𝑜𝑔 𝑧 2

or,
3 3
+𝑛 4π +𝑛 2𝑛+1 𝜋3
𝑔𝑛1 = βμ 2 + βμ 2
3+2 n 6 𝐿𝑜𝑔 𝑧 2
When the density of fermions is fixed (independent of temperature) then the
Chemical potential has to be adjusted and made to depend on temperature such
that this is achieved. Given that the large z expansion is same as low temperature
expansion, we may write,

𝜇 = 𝜇𝐹 1 + 𝑥 ; where 𝑥 ≪ 1

Here is the chemical potential at zero temperature. Write so that,

Hence or

2 2 5𝜋2 𝑇 2
EQUATION OF STATE : 𝑝 𝑉 = 𝑈= 𝑁 𝜇𝐹 ( 1 + )
3 5 12 𝜇𝐹
Bosons: ,

Note that since the average number of bosons in energy level 𝜖𝑗 is

1
𝑛𝑗 = 𝛽𝜖𝑗 > 0, Log[z] ∈ 𝑅𝑒𝑎𝑙𝑠, for each 𝛽 > 0, 𝜖𝑗 ≥ 0, implies 0 ≤ 𝑧 < 1.
𝑒 𝑧 −1 − 1

We consider two extreme limits.

𝑅 2𝑛 −𝑅 2 −2𝑅 2
a) 0 < 𝑧 ≪ 1: 𝑔𝑛1 = ‫𝑅 𝑑׬‬3
𝑅2
≈ ‫𝑒 𝑅 𝑑׬‬ 3
R2 n z +𝑒 R2 n z2
𝑒 𝑧− 1 − 1

1 3
−𝑛− 𝑛+ 3
𝑔𝑛1 =2 2 π 𝑧 𝑧+2 2 Γ 𝑛+
2
OR
The above discussion was the high temperature limit or the semi-classical limit.
We now turn to the low temperature limit. A naïve expansion in powers of 1 − 𝑧
does not work.

This does not make sense for since

The divergence is coming from small values of 𝑅, alternatively when the energy
𝜖𝑗 = 0. The extreme case of 𝑧 → 1 is quite instructive. In this limit we may
separate 𝜖𝑗 = 0 from the rest.
 1 1
𝑁 = −1 + ෍
𝑧 −1
𝜖𝑗 ≠ 0
𝑒 𝛽 𝜖𝑗 𝑧 −1 − 1
when 𝜖𝑗 ≠ 0, we may replace the sum over 𝜖𝑗 by integration so that,

1
here 0< ≡ 𝑁0 < 𝑁 is known as the condensate. Note that
𝑧 −1 −1
in the limit 𝑧 → 1, 𝑁0 become huge (macroscopic) instead of being of order unity.
Note that the volume V in the next term is also macroscopic. Hence unless 𝑧 → 1
we are justified in neglecting 𝑁0 .
Expanding the integral in powers of 1 − 𝑧 we get,

1 𝑉 3 1
𝑁= + ‫𝑅 𝑑׬‬
𝑧 −1 −1 𝑐03 2
𝑒 𝑅 𝑧 −1 −1

+ ..)

From this it is clear that in the region 0 < 1 − 𝑧 ≪ 1 the most important terms
are,

𝑁0
The condensate fraction is defined as 0 < 𝑓0 = <1
𝑁
The condensate fraction is where is
called the thermal wavelength. We may also write this as,

where
3
𝜁 ≈ 2.612
2
The total energy is (since 𝜖𝑗 = 0 does not contribute to the energy)
3 3 3
𝑉 3 𝑅2 𝑉 3 5 3 3 2
𝑈= ‫𝑅 𝑑׬‬ ≈ 𝜋 𝜁
2 − 𝜋 𝜁2 1−𝑧 +2𝜋 1−𝑧 2 + ….
𝛽 𝑐03 2
𝑒 𝑅 𝑧 −1 −1 𝛽 𝑐03 2 2 2 2

The leading terms are (𝑁0 ≫ 1),

The specific heat at constant volume is (𝑁0 ≫ 1),

This may also be written as,

The equation of state is

5
The enthalpy is H = U + p V = 𝑈
3
Next we consider the situation where the temperature is larger than the condensate
temperature (𝑇 > 𝑇𝐶 ). This means the number of bosons in the condensate is of the
order of unity or zero. Close to but larger than the condensate temperature
( 0 < 𝑇 − 𝑇𝐶 ≪ 𝑇𝐶 ) the formulas do not involve the condensate.
Note that since in Bose gas 𝜇 ≤ 0 this means 0 < 𝑧 ≤ 1

Now ;

We may either expand around 𝑧 = 0 or 𝑧 = 1. Consider the equation obtained by

rearrangement,
According to Lagrange inversion theorem if 𝑤 = 𝑓(𝑧) then
∞ (𝑤−𝑓(0))𝑛
𝑧= σ𝑛=1 𝑔𝑛
𝑛!
where
𝑑 𝑛−1 𝑧 𝑛
𝑔𝑛 = 𝐿𝑖𝑚𝑧 → 0 𝑑𝑧 𝑛−1 𝑓 𝑧 −𝑓(0)
Choosing 𝑓 𝑧 ≡ 𝐿𝑖3 (𝑧) we get,
2
∞ 𝑤𝑛
𝑧= σ𝑛=1 𝑔𝑛
𝑛!
where 1 3 2 2 15 475 45 24 2 7315
𝑔𝑛=1,2,… = 1, − , − , −3 + 10 − , + − 35 3 − , −315 + 252 − + 70 3 + 190 6
2 2 3 3 2 2 12 2 5 5 12 2

This method works well for dilute systems ie. 𝑤 ≪ 1. In terms of the condensation
temperature,
3
𝑇𝑐 2 3
𝑤= 𝜁
𝑇 2
The previous analysis for z close to 0. For z close to unity the answers are as follows.
The general relation is,

Expanding close to z = 1 gives 𝑧 = 1 + 𝑧 ′ , 𝑇 = 𝑇𝑐 + 𝑇′, 𝑧 ′ = −ȁ𝑧 ′ ȁ

We now insert this into the total energy to get,

We may write the equation of state for an ideal Bose gas as:

We may write the equation of state for an ideal Fermi gas as:
 Virial Expansion
𝑝𝑉
Let us now denote the ratio ≡ 𝜉. This is known as the compressibility
𝑁𝑇
factor. We now list expressions we have derived for this ratio for ideal classical
gas, ideal Bose and ideal Fermi gases.

Ideal classical gas: 𝜉 = 1

Ideal Bose gas:

Ideal Fermi gas:

It is easy to convince oneself that each of these formulas may be compactly
written as follows:

VIRIAL EXPANSION: 𝜉 = 𝐴0 (𝑇) + 𝐴1 (𝑇) 𝜌 + 𝐴2 (𝑇) 𝜌2 + … .

𝑁
where 𝜌 = and the “virial coefficients” 𝐴0 𝑇 , 𝐴1 𝑇 , 𝐴2 (𝑇) etc. depend on
𝑉
temperature in some complicated way in general. However for classical non-
ideal gases it is customary to expand these as a series in inverse powers of
temperature so that
∞ 𝑎𝑛 𝑚
𝐴𝑛 𝑇 = σ𝑚=0 𝑚
𝑇
For a general non-ideal gas, listing all these numbers 𝑎𝑛 𝑚 amounts to knowing
the equation of state fully. In practice approximations are called for and one
makes do with only a small numbers of these coefficients.
 Chandrasekhar Limit of a White Dwarf Star
A series of papers published between 1931 and 1935 had its beginning on a trip from India
to England in 1930, where the Indian physicist S. Chandrasekhar worked on the calculation
of the statistics of a degenerate Fermi gas. In these papers, Chandrasekhar solved
the hydrostatic equation together with the nonrelativistic Fermi gas equation of state and also
treated the case of a relativistic Fermi gas, giving rise to the value of the limit that goes by
his name.

Chandrasekhar realized that in order to study the degenerate Fermi gas in

a white dwarf, special relativity cannot be avoided due to the large speeds
involved in a sufficiently heavy star. However general relativity is not
needed unless one is studying a neutron star which is much denser than a
white dwarf.

Using relativistic quantum mechanics, statistical mechanics and

Newtonian gravity, Chandrasekhar found that there is an upper limit to the S. Chandrasekhar
mass a stable white dwarf star can have.
First we calculate the degeneracy pressure exerted by the relativistic electrons. Recall that for fermions with spin ( 1/2) we may write,
∞
2𝜋 2𝜋
𝑑𝜃 𝑖 𝜃 𝑑𝜑 𝑖 𝜑 2
e𝑆(𝑈,𝑉,𝑁) = න 𝑒 𝑈 න 𝑒 𝑁 ෑ 1 + 𝑒 −𝑖 𝜃 𝜖𝑗 𝑒 −𝑖 𝜑
0 2𝜋 0 2𝜋
𝑗=1
We may write
2 −𝑖 𝜃 𝜖𝑗
σ∞ 𝑒−𝑖 𝜑
ς∞
𝑗=1 1 + 𝑒
−𝑖 𝜃 𝜖𝑗 −𝑖 𝜑
𝑒 = e2 𝑗=1 log 1+ 𝑒 = e2 𝑉 s 𝜃,𝜑

1 ∞
where s 𝜃, 𝜑 = σ log
V 𝑗=1
1 + 𝑒 −𝑖 𝜃 𝜖𝑗 𝑒 −𝑖 𝜑 is an intensive quantity.
Hence,

2𝜋 2𝜋
𝑑𝜃 𝑖 𝜃 𝑑𝜑 𝑖 𝜑
e𝑆(𝑈,𝑉,𝑁) =න 𝑒 𝑈 න 𝑒 𝑁 e2 𝑉 s 𝜃,𝜑
0 2𝜋 0 2𝜋
Differentiating e𝑆(𝑈,𝑉,𝑁) with respect to U we get

𝜕𝑆 𝑆(𝑈,𝑉,𝑁) 2𝜋 𝑑𝜃 2𝜋 𝑑𝜑 𝑖 𝜑 𝑁
e = ‫׬‬0 𝑒𝑖 𝜃 𝑈𝑖 𝜃 ‫׬‬0 𝑒 e2 𝑉 s 𝜃,𝜑 ≈ 𝑒 𝑖 𝜃∗ 𝑈𝑖 𝜃∗ 𝑒 𝑖 𝜑∗ 𝑁 e2 𝑉 s 𝜃∗ ,𝜑∗
𝜕𝑈 2𝜋 2𝜋

Differentiating e𝑆(𝑈,𝑉,𝑁) with respect to V we get

𝜕𝑆 𝑆(𝑈,𝑉,𝑁) 2𝜋 𝑑𝜃 2𝜋 𝑑𝜑 𝑖 𝜑 𝑁
𝜕𝑉
e = ‫׬‬0 2𝜋
𝑒𝑖 𝜃 𝑈
‫׬‬0 2𝜋
𝑒 2 s 𝜃, 𝜑 e2 𝑉 s 𝜃,𝜑 ≈ 𝑒 𝑖 𝜃∗ 𝑈 𝑒 𝑖 𝜑∗ 𝑁 2 s 𝜃∗ , 𝜑∗ e2 𝑉 s 𝜃∗ ,𝜑∗
Dividing one by the other we get the equation of state,

At zero temperature we may write,

2
p = σ𝜇𝐹 > 𝜖𝑗 (𝜇𝐹 − 𝜖𝑗 )
V
For relativistic fermions, 𝜖𝑗 = 𝑐 2 ℏ2 𝑘 2 + 𝑚 𝑐 2 2 .
Set 𝜇𝐹 = 𝑐 2 ℏ2 𝑘𝐹2 + 𝑚 𝑐 2 2 . The degeneracy pressure becomes,
 The density of fermions is

The assumption now is that these quantities change from point to point
inside the star. So we may write . Now we consider the situation
where the star is very dense so that ℏ 𝑘𝐹 ≫ 𝑚 𝑐 . This is the ultra relativistic
limit where the electrons are moving close to speed of light. This means,
The gravitational pull at radius r can be written as follows. A shell of thickness 𝑑𝑟
and area 𝑑𝐴 that has mass 𝑑𝑚 𝑟 = 2𝑚𝑛 𝜌 𝑟 𝑑𝐴 𝑑𝑟 experiences a gravitational
force from the sphere below it as shown. Note that due to charge neutrality the
number of positive charges (protons) per unit volume is equal to the number of
electrons per unit volume. We also assume that the number of neutrons is equal to
the number of protons per unit volume hence the mass of the shell is mostly from
the mas of the nucleons which is 𝑚𝑛 per nucleon.

𝐺 𝑀 𝑟 𝑑𝑚(𝑟) 𝑟
𝑀 𝑟 = ‫׬‬0 2𝑚𝑛 𝜌 𝑟 ′ 4 𝜋 𝑟 ′2 𝑑𝑟 ′
𝑑𝐹 𝑟 =
𝑟2
r
The gravitational force per unit area pressing down on the surface at radius r is,

This may be written in a differential form as follows.

The equation for the pressure versus density is known as the polytropic
equation. For an ultra relativistic Fermi gas we saw that it is,

Define . This means

=
This means,

Set a length scale to be

This gives a dimensionless equation ( Θ 𝛼 𝜉 ≡ 𝑈(𝜉) ),

This is known as the Lane-Emden equation.

Note that by construction 𝑈 0 = 1. Also note that close to the center of the star,

1 d r2 2 1
𝑃′ 𝑟 ≈ 𝑃′ 𝑟 ≈ −4 𝜋 𝐺 𝜌(0)
𝑟 2 𝑑𝑟 𝜌(0) 𝑟 𝜌(0)

This means 𝑃 ′ 𝑟 ~ 𝑟 near the center. Hence 𝑃 ′ 0 = 0. Since

4
𝑐ℏ
𝑃′(𝑟) = 12 𝜋2
3 𝜋 2𝜌 0 3 4 Θ3 𝑟 Θ′ 𝑟
This means,
Θ′ 0 = 0 𝑜𝑟 𝑈′ 0 = 0
Thus the equation to be solved are

1 𝑑 𝑑 𝑈(𝜉)
𝜉2 = −𝑈3 𝜉 ; 𝑈 0 = 1; 𝑈′ 0 = 0
𝜉 2 𝑑𝜉 𝑑𝜉

It can be shown that, 𝑈 𝜉1 = 0 𝑓𝑜𝑟 𝜉1 = 6.89685 𝑎𝑛𝑑 𝜉12 𝑈′ 𝜉1 = −2.01824. Thus the radius of the white dwarf
is
This means the mass of the star is,

𝑅 𝜉 𝜉 𝑑 𝑑𝑈 𝜉
𝑀 = ‫׬‬0 4 𝜋 𝑟 2 𝜌 𝑟 𝑑𝑟 = 4 𝜋 𝛼 3 𝜌 0 ‫׬‬0 1 𝜉 2 𝑈3 𝜉 𝑑𝜉 = − 4 𝜋 𝛼 3 𝜌 0 ‫׬‬0 1 𝜉2 𝑑𝜉 =
𝑑𝜉 𝑑𝜉
− 4 𝜋 𝛼 3 𝜌 0 𝜉12 𝑈′ 𝜉1
Or

THIS IS THE FAMOUS CHANDRASEKHAR LIMIT !

The reason why this is the upper limit for the mass of a stable white dwarf is as follows. Recall that we used
the ultra relativistic approximation to arrive at this result. This means this is valid for stars where the density
at the center is very high. For densities much lower that a certain value which we denote by
𝜌𝑐 = 1.96 × 106 𝑔/𝑐𝑐 which is the value at which the Fermi momentum equals 𝑚𝑐 we may write down
the answer for the mass which now grows as the density at the center grows.
 Thermodynamics of radiation
In 1900 Max Planck correctly guessed that the intensity 𝑑𝐼(𝜈)
of radiation emitted by a black body at temperature T between
frequencies 𝜈 and 𝜈 + 𝑑𝜈 is given by,

Einstein rightly guessed that this formula can be derived by

postulating that energy of radiation is not continuous but
comes in multiples of ℎ𝜈
Consider a cube of length = breadth = height = L with perfectly reflecting inner
walls filled with radiation. If there is a small hole in the walls, the radiation
emitted from the hole is approximately the radiation of a blackbody (strictly
the hole should be both large compared to the wavelength and much smaller than
the size of the box. For an ideal black body, all wavelengths are represented
which means the hole has to be bigger and bigger which means the size of the
box has to go to infinity as well.). Photons are elementary excitations of the EM
field and as such the energy contained in them may be written as (harmonic
oscillator levels, 𝑟𝒌,𝑠 is the number of photons with wavevector 𝒌 and
polarization state s)

𝑛𝑥 𝜋 𝑛𝑦 𝜋 𝑛𝑧 𝜋
The wavevector 𝒌 = , , and 𝜔𝒌 = 𝑐 ȁ𝒌ȁ. Furthermore for photons
𝐿 𝐿 𝐿
there are two polarization states 𝑠 = 1,2.
The entropy of photons is given by,

This is because the total number of photons is not

fixed. So we have to simply count how many ways
there are of populating the quantum states labeled by
by photons in such a way that the total energy all
put together is constrained to be equal to .
The Kronecker delta can be written in the usual integral representation

This assumes that Q = 𝑈 − σ𝒌,𝑠 𝐸𝒌 𝑟𝒌,𝒔 is an integer. This not an

unreasonable simplification since for systems in thermodynamic limit, Q is
macroscopic and therefore arbitrarily close to some integer unless it is actually
zero. Hence we write,
Therefore,

As usual we approximate,
𝑆(𝑈) 2𝜋 𝑑𝜃 𝑖 𝑌(𝜃)
𝑒 = ‫׬‬0 2𝜋 𝑒 ≈ 𝑒𝑖 𝑌 𝜃∗
; 𝑌′ 𝜃∗ = 0

1
Recall that quite generally 𝑖 𝜃∗ = . This means,
𝑇
𝑖 ℏ 𝜔𝒌
𝑈 = − 𝑖 σ𝒌 ℏ 𝜔𝒌 cot − ℏ 𝜔𝒌 = σ𝒌 ℏ 𝜔𝒌 + 2 σ𝒌 ℏ 𝜔𝒌
2𝑇
𝑒 𝑇 −1
 𝑐 𝑐 𝑐
The Poynting vector is 𝑺= 𝑬 × 𝑯= 𝑬 × 𝑘෠ × 𝑬 = 𝑘෠ 𝑬2
4𝜋 4𝜋 4𝜋
1 1
The energy (minus the zero point energy) density is 𝑢 = 𝑬2 + 𝑩2 = 𝑬2 (in
8𝜋 4𝜋
the time averaged sense).
Hence the Poynting vector for a given k is,
2 𝑐𝑘෠ ℏ 𝜔𝒌
෠
𝑺𝒌 = 𝑐 𝑘 𝑢 = ℏ 𝜔𝒌
𝑉
𝑒 𝑇 −1
The intensity due to all wavelengths moving in all directions is,
2 𝑐 ℏ 𝜔𝒌 2 𝑐 ℏ 𝜔𝒌 2 ∞ 𝑐 ℏ 𝜔𝒌
𝐼 = σ𝒌 𝑘෠ . 𝑺𝒌 = σ𝑘 ℏ 𝜔𝒌 = σ𝑘 ℏ 𝜔𝒌 = ‫׬‬0 ℏ 𝜔𝒌 4 𝜋 𝑘 2 𝑑𝑘
𝑉 𝑉 2𝜋 3
𝑒 𝑇 −1 𝑒 𝑇 −1 𝑒 𝑇 −1
But 𝜔𝒌 = 2 𝜋 𝜈 = 𝑐 𝑘. Hence,
8𝜋 ∞ ℎ𝜈
𝐼= ‫׬‬0 ℎ𝜈 𝜈 2 𝑑𝜈
𝑐2
𝑒 𝑇 −1
The intensity in the frequency interval 𝜈 and 𝜈 + 𝑑𝜈 is,
8 𝜋 ℎ 𝜈3 𝑑𝜈
𝐼 𝜈 𝑑𝜈 = 2 ℎ𝜈 𝑐
𝑒 𝑇 −1

THIS IS THE FAMOUS PLANCK’S BLACKBODY DISTRIBUTION!

But if you are interested in intensity hitting a flat surface we have to evaluate,

𝑃 ෠ ℏ 𝜔𝒌
2 𝑐 𝑧Ƹ .𝑘 2 ∞ 2 𝑐ℏ𝑐𝑘
𝐴
= σ𝒌 𝑧Ƹ . 𝑺𝒌 = σ𝑧Ƹ .𝑘෠ >𝟎 𝑉 ℏ 𝜔𝒌 = ‫𝑘 ׬‬
2𝜋 3 0
𝑑𝑘 ℏ𝑐𝑘 ‫𝑧׬‬Ƹ .𝑘෠ >𝟎 𝑑Ω cos(𝜃)
𝑒 𝑇 −1 𝑒 𝑇 −1
Or,

where 𝜎 is called the Stefan Boltzmann constant.

 BLACK HOLE THERMODYNAMICS
The black holes of nature are the most perfect
macroscopic objects there are in the universe:
the only elements in their construction are our
concepts of space and time.

Subrahmanyan Chandrasekhar

The Black Hole at the center of M87 (Messier 87 galaxy)

Distance: 54 million light years from earth.
Mass of Black Hole: 6.5 billion times the sun’s mass.
(imaged in radio frequency by the Event Horizon Telescope consortium)
According to Bekenstein and Hawking the entropy of a black hole is proportional to
the area of its event horizon. This can be motivated by the following argument.
Entropy is a measure of the number of microstates. We assert that these microstates
are on the event horizon. We postulate that the smallest physical area that can store
one bit of information is of the size of the square of Planck’s length which is a
quantity of dimension of length obtained by combining the fundamental constants.

The number of states is 2𝑁 is the number of microstates where N is the number of

bits. The entropy is this number of bits. Detailed analysis by Hawking showed that
the entropy is given by
𝐴
𝑆= 2
4𝑙𝑃
where 𝐴 is the area of the event horizon. Now the energy contained in a black hole is
simply 𝑈 = 𝑀 𝑐 2. Anything that has entropy and energy has a temperature.
The Schwarzchild radius is

where 𝑈 = 𝑀 𝑐 2 is the internal energy. The entropy is given by,

This means the temperature is

Does entropy increase or decrease when two black holes collapse into one? What is the
entropy change for the universe (in equivalent number of bits of information), when two
solar mass black holes (𝑀⊙ ≈ 2 × 1030 𝑘𝑔) coalesce?
When two black holes of mass M collapse into one, the entropy change is

2 2 2 𝑐 𝑙𝑃 2 2 2 𝑐 𝑙𝑃 2
Δ𝑆 = ((2𝑀) − 2𝑀 ) 𝜋 ℏ
= 2𝑀 𝜋 ℏ
>0
The number of microstates is Ω = 2𝑛𝐵 where 𝑛𝐵 is the number of bits. But the
𝑆 𝑆
Number of microstates is also Ω = 𝑒 . Hence 𝑛𝐵 = log(2). Hence the change in the number
Δ𝑆
of bits is Δ𝑛𝐵 = log(2) ~ 1077 bits are destroyed.
The thermal radiation near the event horizon produces particle hole pairs and one of them fall
in the other escapes to infinity. The rate of this process is given by the rate at which energy is
being emitted by the horizon (which is a black body type radiation). The total radiation
emitted which is assumed to be converted to matter by pair production is,
2 3
𝑑𝑀 𝑑𝐸 16 𝜋 𝐺 ℏ 𝑐
𝑐2 = = −𝜎 𝑇 4 𝐴; 𝐴 = 4 𝑀 2
;𝑇 =
𝑑𝑇 𝑑𝑡 𝑐 8𝜋𝐺𝑀
This gives,

Or the evaporation time is,

For a solar mass blackhole

Van der Waals fluid
Johannes Diderik van der Waals (23 November
1837 – 8 March 1923) was a Dutch theoretical
physicist and thermodynamicist famous for his work
on an equation of state for gases and liquids. His
name is primarily associated with the van der Waals
equation of state that describes the behavior of gases
and their condensation to the liquid phase. His name
is also associated with van der Waals forces (forces
between stable molecules), with van der Waals
molecules (small molecular clusters bound by van der
Waals forces), and with van der Waals radii (sizes of
molecules). As James Clerk Maxwell said about Van
der Waals, "there can be no doubt that the name of
Van der Waals will soon be among the foremost
in molecular science."
Van der Waals Equation of State: The Dutch physicist Johannes Diderik van der Waals wrote down the form of the
equation of state of a classical gas of molecules each of which occupies a finite volume and the molecules attract each
other when they are close to each other.
His arguments were as follows. When the volume per particle is made smaller and smaller, a stage is reached when the
molecules touch each other and the pressure in the gas diverges. Also as the molecules get closer they
also attract each other lowering the pressure. These competing processes may be summarized in the van der Waals
equation of state
𝑁2 𝑎
𝑝+ 𝑉 −𝑁𝑏 = 𝑁𝑇
𝑉2
When the volume per particle becomes equal to b the molecules touch each other and the pressure diverges.
Conversely when the volume per particle is much larger than 𝑏, the pressure exerted by the gas is less than
the pressure exerted by the ideal gas since the molecules attract each other. Although this model has going in its favor
physical appeal and simplicity, the unphysical mathematical pathologies of pressure diverging and the molecules
being modeled as hard spheres cannot be ignored. Nevertheless we proceed as follows. The Helmholtz free energy is,

𝑉−𝑁𝑏 𝑎
𝐹 𝑇, 𝑉, 𝑁 = −𝑁 𝑇 𝐿𝑜𝑔 𝑛𝑄 +1 − 𝑁2
𝑁 𝑉
where
3
𝑚𝑇 2
𝑛𝑄 =
2 π ℏ3
From this it is possible to plot isotherms which is a plot of pressure versus volume
keeping the temperature fixed. From the plots it is easy to see that there is a special
temperature for which the pressure is nearly a constant ie.

This is called the critical point. At this point,

8𝑎 𝑎
𝑉 = 𝑉𝑐𝑟 = 3 𝑏 𝑁, 𝑇 = 𝑇𝑐𝑟 = , 𝑝 = 𝑝𝑐𝑟 =
27𝑏 27 𝑏 2
We may now choose to measure volume, temperature and pressure as multiples of
these critical values so that in general we write

𝑉 = V𝑟 𝑉𝑐𝑟 , 𝑇 = 𝑇𝑟 𝑇𝑐𝑟 , 𝑝 = 𝑝𝑟 𝑝𝑐𝑟

The reduced quantities V𝑟 , 𝑇𝑟 and 𝑝𝑟 obey a universal equal of state:

3 1 8
𝑝𝑟 + 2 𝑉𝑟 − = 𝑇𝑟
𝑉𝑟 3 3
L
I
Q
U
I
D

Plg
COEXISTENCE GAS
 Definition:
𝐺 =𝑈 +𝑝𝑉 −𝑇𝑆
From Extensivity:

𝑇𝑆 =𝑈+𝑝𝑉 − 𝜇𝑁
Hence,
𝐺= 𝜇𝑁
Differential relations:

𝑇 𝑑𝑆 = 𝑑𝑈 + 𝑝 𝑑𝑉 − 𝜇 𝑑𝑁
From this we define
𝐺 𝑆 𝑉
𝑔 = ,𝑠 = ,𝑣 =
𝑁 𝑁 𝑁
or
𝑑𝜇 = 𝑑𝑔 = −𝑠 𝑑𝑇 + 𝑣 𝑑𝑝

For coexistence 𝑑𝜇𝑙 = 𝑑𝜇𝑔 . Hence we get,

𝑑𝑝 𝑠𝑙 −𝑠𝑔
Clausius Clayperon equation: 𝑑𝑇
=
𝑣𝑙 −𝑣𝑔
http://www.pmaweb.caltech.edu/~mcc/Ph127/b/Lecture3.pdf
https://www.thoughtco.com/definition-of-triple-point-604674
 Landau Diamagnetism
Diamagnetism refers to the property that charged particles, chiefly electrons in
a metal acquire a net magnetic moment when subject to a uniform magnetic
field due to circulating currents that are set up as a result of the magnetic field.
This magnetic moment is proportional to the applied magnetic field and the
proportionality constant is known as diamagnetic susceptibility.

To study this problem satisfactorily we have to borrow the result from a

quantum mechanics course that says that otherwise freely moving quantum
charged particles subject to a magnetic field in the z-direction will have their
energies changed from with no degeneracy (ie. there is
one linearly independent state for each (𝑘𝑥 , 𝑘𝑦 , 𝑘𝑧 ) ignoring spin of the
electrons) to something very different viz.
 𝑒 ȁ𝐻ȁ
where 𝜔𝑐 = is the cyclotron frequency. This formula is easy to understand. It comes
𝑚𝑐
about because classically, charged particles in a magnetic field move in a helical trajectory.
The circular motion in the x-y plane when studied quantum mechanically is clearly that of a
harmonic oscillator since the circular motion is a bound state whereas the motion along the
magnetic field is the free particle motion.
But the main point is, unlike in the case of the free particle, these
energies are highly degenerate. There are a macroscopically large
linearly independent wavefunctions corresponding to each energy
level 𝜖𝑘𝑧 ,𝑛𝐿 . This macroscopically large number is

𝜙 ℎ𝑐
𝒩= 𝜙0
; 𝜙 = 𝐴 ȁ𝐻ȁ ; 𝜙0 = 2𝑒
where A is the area of the
sample.
The entropy of the system is given by 𝑗 = 1,2, … , 𝒩; 𝑛𝐿 = 0,1,2, …

𝑒 𝑆(𝑈,𝑁) = σ{ 𝑚𝑗,𝑘 𝛿𝑈− σ𝑗,𝑘 𝜖 𝑚𝑗,𝑘𝑧,𝑛𝐿 ,0 𝛿𝑁− σ𝑗,𝑘 𝑚𝑗,𝑘𝑧,𝑛𝐿 ,0

𝑧,𝑛𝐿 =0,1 } 𝑧,𝑛𝐿 𝑘𝑧 ,𝑛𝐿 𝑧 ,𝑛𝐿

As usual we write,

𝑒 𝑆(𝑈,𝑁) = σ{ 𝑚𝑗,𝑘 𝛿𝑈− σ𝑗,𝑘 𝜖 𝑚𝑗,𝑘𝑧,𝑛𝐿 ,0 𝛿𝑁− σ𝑗,𝑘 𝑚𝑗,𝑘𝑧,𝑛𝐿 ,0

𝑧,𝑛𝐿 =0,1 } 𝑧,𝑛𝐿 𝑘𝑧 ,𝑛𝐿 𝑧 ,𝑛𝐿

This means
2𝜋
𝑑𝜃 𝑖 𝜃 (𝑈−σ𝑗,𝑘 ,𝑛 𝜖𝑘 ,𝑛 𝑚𝑗,𝑘 ,𝑛 ) 2𝜋 𝑑𝜑 𝑖 𝜑 (𝑁−σ𝑗,𝑘 ,𝑛 𝑚𝑗,𝑘𝑧 ,𝑛𝐿 )
𝑒 𝑆(𝑈,𝑁) = ෍ න 𝑒 𝑧 𝐿 𝑧 𝐿 𝑧 𝐿 න 𝑒 𝑧 𝐿
0 2𝜋 0 2𝜋
{ 𝑚𝑗,𝑘𝑧 ,𝑛𝐿 =0,1 }
 2𝜋
𝑑𝜃 2𝜋 𝑑𝜑 𝑖 𝜃 𝑈 𝑖 𝜑 𝑁
𝑒 𝑆(𝑈,𝑁) = න න 𝑒 𝑒 ෑ (1 + 𝑒 −𝑖 𝜃 𝜖𝑘𝑧 ,𝑛𝐿 +𝜑
)
0 2𝜋 0 2𝜋
𝑗,𝑘𝑧 ,𝑛𝐿

or
2𝜋
𝑑𝜃 2𝜋 𝑑𝜑 𝑖
𝑒 𝑆(𝑈,𝑁) = න න 𝑒 𝑁 𝑤 𝜃,𝜑 ≈ 𝑒𝑖 𝑁 𝑤 𝜃∗ , 𝜑∗
0 2𝜋 0 2𝜋

𝑖 −𝑖 𝜃 𝜖𝑘𝑧 ,𝑛𝐿 +𝜑
𝑤 𝜃, 𝜑 = 𝜃 𝑢 + 𝜑 − ෍ 𝑙𝑜𝑔(1 + 𝑒 )
𝑁
𝑗,𝑘𝑧 ,𝑛𝐿

1 𝜖𝑘𝑧 ,𝑛𝐿 1 1
0 = 𝑤𝜃 𝜃∗ , 𝜑∗ = 𝑢 − ෍ ; 0 = 𝑤𝜑 𝜃∗ , 𝜑∗ = 1 − ෍
𝑁 𝑁
𝑗,𝑘𝑧 ,𝑛𝐿 1 + 𝑒𝑖 𝜃∗ 𝜖𝑘𝑧 ,𝑛𝐿 +𝜑∗
𝑗,𝑘𝑧 ,𝑛𝐿 1 + 𝑒𝑖 𝜃∗ 𝜖𝑘𝑧 ,𝑛𝐿 +𝜑∗

Or
𝜖 𝑘𝑧 ,𝑛𝐿 1
𝑈= ෍ ; 𝑁= ෍
𝛽 𝜖𝑘𝑧 ,𝑛𝐿 − 𝜇 𝛽 𝜖𝑘𝑧 ,𝑛𝐿 − 𝜇
𝑗,𝑘𝑧 ,𝑛𝐿 1 + 𝑒 𝑗,𝑘𝑧 ,𝑛𝐿 1 + 𝑒
The entropy is given by,

𝑆 𝑈, 𝑁 = 𝛽 𝑈 − 𝛽 𝑁 𝜇 + ෍ log 1 + 𝑒 −𝛽 𝜖𝑘𝑧 ,𝑛𝐿 − 𝜇

𝑗,𝑘𝑧 ,𝑛𝐿
Since we are working with the canonical formalism we have to evaluate
Helmholtz’s free energy which is

−𝛽 𝜖𝑘𝑧 ,𝑛𝐿 − 𝜇(𝐻)

𝐹 = 𝑈 − 𝑇 𝑆 = 𝑁 𝜇 − 𝑇 ෍ log 1 + 𝑒
𝑗,𝑘𝑧 ,𝑛𝐿
If we think of expanding Helmholtz’s free energy in powers of the magnetic
field we would write,

Note that the electrons are assumed to not have an intrinsic magnetic moment
so that the free energy is going to be an even function of H. Hence 𝐹 ′ 0 = 0.
The non-zero quantity 𝐹 ′′ 0 ∝ 𝜒𝑚 is called Landau’s diamagnetic
susceptibility.
A version of the Euler-MacLaurin formula is,

Set,

Set,
Note that, 𝐹(𝐻) = 𝑁 𝜇(𝐻) + Ω 𝐻

𝑑Ω 𝐻 𝑚 1 2
Note that 𝑁 = − = 2𝑇 𝑉 𝑅(𝜇 𝐻 ) − ℏ 𝜔𝑐 𝑅 ′′ 𝜇 𝐻
𝑑𝜇 𝐻 ℎ2 6
 ′ ′ 𝑚 1 2 ′′ 𝑚 1 𝑒
Ω 𝐻 ≡ −𝜇 𝐻 2𝑇 𝑉 2 𝑅 𝜇 𝐻 − ℏ 𝜔𝑐 𝑅 𝜇 𝐻 − 2𝑇 𝑉 2 − ℏ 𝜔𝑐 ℏ 𝑅′ 𝜇 𝐻
ℎ 6 ℎ 3 𝑚𝑐

𝑚 1 2
𝑁 = 2𝑇 𝑉 2 𝑅(𝜇 𝐻 ) − ℏ 𝜔𝑐 𝑅′′ 𝜇 𝐻
ℎ 6

hence,

𝑚 1 𝑒
Ω′ 𝐻 ≡ −𝜇 ′ 𝐻 𝑁 − 2𝑇 𝑉 2 − ℏ 𝜔𝑐 ℏ 𝑅′ 𝜇 𝐻
ℎ 3 𝑚𝑐
or
𝑚 1 𝑒
𝐹 ′ 𝐻 = 𝑁 𝜇 ′ 𝐻 + Ω′ 𝐻 = 2𝑇 𝑉 ℏ 𝜔𝑐 ℏ 𝑅′ 𝜇 𝐻
ℎ2 3 𝑚𝑐
 ∞
ℏ2𝑘2𝑧
−𝛽 − 𝜇(0)
𝑅 𝜇(0) = න 𝑑𝑘𝑧 log 1 +𝑒 2𝑚

∞
1
𝑅′ 𝜇(0) = 𝛽 න 𝑑𝑘𝑧 ℏ2𝑘𝑧2
𝛽 − 𝜇(0)
0 1+𝑒 2𝑚

2𝑉 𝑒2 ∞ 1 2 𝑉 𝑒 2 𝑘𝐹
𝐹 ′′ 0 = ‫׬‬0 𝑑𝑘𝑧 ℏ2 𝑘2
= 𝑎𝑡 𝑧𝑒𝑟𝑜 𝑡𝑒𝑚𝑝𝑒𝑟𝑎𝑡𝑢𝑟𝑒
(2𝜋)2 3 𝑚 𝑐2 𝛽 2𝑚𝑧 − 𝜇(0) (2𝜋) 2 3 𝑚 𝑐 2
1+𝑒

The magnetization is defined as the change in free energy per unit volume per unit change in
𝐹𝐻 1
magnetic field. In the linear regime, = −𝑀 𝐻, 𝑀 = − 𝐹 ′ 𝐻 . In the present case,
𝑉 𝑉

1 ′ 1 2 𝑒 2𝑘
𝐹
𝑀 = − 𝐹 𝐻 = − 𝐻 𝐹 ′′ 0 = − 𝐻
𝑉 𝑉 (2𝜋)2 3 𝑚 𝑐 2
Landau’s diamagnetic susceptibility is 𝜒𝑚 where,

2 𝑒 2 𝑘𝐹
𝑀 = 𝜒𝑚 𝐻; 𝜒𝑚 = −
(2𝜋)2 3 𝑚 𝑐 2
 Derivation of canonical and grand canonical ensembles
We have seen that the entropy is given by,
𝑒𝑆 𝑈,𝑁
= σ𝑛𝑖 𝛿0,𝑈−σ𝑖 𝜖𝑖 𝑛𝑖 𝛿0,𝑁−σ𝑖 𝑛𝑖
The canonical ensemble is the Laplace transform of this with respect to U.

A further Laplace transform with respect to N is the grand canonical

ensemble.
 Pauli Paramagnetism
The earlier section discussed diamagnetism which is a phenomenon where the
induced magnetization opposes the applied field and is present in all materials
and is due to circulating currents that are set up in response to the applied
magnetic field. By contrast, paramagnetism is present only in materials where the
current carrying particles possess an intrinsic magnetic moment.
We focus only on the interaction between the intrinsic magnetic moment and the
applied magnetic field. This is because the other degrees of freedom such as
positions and momenta etc. give us well understood contributions (i.e. ideal gas
and so on).
The Hamiltonian is,
𝐻 = − σ𝑁 𝑖=1 𝝁𝑖 . 𝑯
For relativistic (quantum) electrons the magnetic moment is given by,
𝑒
𝝁𝑖 = (𝒍𝑖 + 2 𝒔𝑖 )
2𝑚𝑐
 21 1
𝒍2𝑖 = ℏ 2
𝑙𝑖 + 1 𝑙𝑖 and 𝒔2𝑖 = ℏ + 1 .
2 2

Classical case: For general classical molecules with a magnetic moment it is,
𝑒
𝐻=− σ𝑁𝑖=1 𝑱𝑖 . 𝑯
2𝑚𝑐
Assume 𝑯 is in the z-direction. This means,

where 𝐽𝑧,𝑖 = 𝐽 cos(𝜃𝑖). The canonical partition function is given by,

The average net magnetic moment is,

or

The linear magnetic susceptibility is,

1 𝑒 𝑒 𝑁 𝐽2 𝑒 2
𝑀𝑎𝑣,𝑧 = 𝑁 − +𝐽 𝐶𝑜𝑡ℎ(𝐽 𝛽𝐻) = 𝐻
𝛽𝐻 2𝑚𝑐 2𝑚𝑐 3𝑇 2𝑚𝑐
The linear susceptibility is given by the Curie Law,
Quantum case: For electrons in an atom with a net spin quantum number j defined as
𝒋2 = ℏ2 𝑗 𝑗 + 1 ; 𝒋 = 𝒍 + 𝒔
The point is j is to be kept fixed even as 𝑙𝑧 , 𝑠𝑧 are being varied. From Wigner Eckart
theorem we may write,

< 𝑗, 𝑚𝑗 𝒍 + 2𝒔 𝑗 ′, 𝑚𝑗′ > = 𝑐𝑜𝑛𝑠𝑡. < 𝑗, 𝑚𝑗 𝒋 𝑗 ′, 𝑚𝑗′ >

Thus in this basis we may write,
𝒍+2𝒔 = 𝑔 𝒋
This means, 𝒍. 𝒋 + 2 𝒔. 𝒋 = 𝑔 𝒋𝟐
2 2 1 2 1 1
But 𝒍. 𝒋 = 𝒍 + 𝒍. 𝒔 = ℏ 𝑙 𝑙 + 1 + ℏ ( 𝑗 𝑗 + 1 − 𝑙 𝑙 + 1 − ( + 1) )
2 2 2
21 1 1 2 1 1
𝒔. 𝒋 = 𝒔2 + 𝒍. 𝒔 = ℏ + 1 + ℏ ( 𝑗 𝑗+1 −𝑙 𝑙+1 − ( + 1) )
2 2 2 2 2
 𝑒ℏ
Now 𝜇𝐵 = is the Bohr magneton.
2𝑚𝑐

Set 𝑥 = 𝛽 𝑔 𝜇𝐵 𝑗 𝐻

Here

is known as the Brillouin function.

Linear susceptibility is given by,

The magnetic moment at high temperatures is simply given by

M𝑎𝑣,𝑧 = 𝜒 𝐻
At low temperatures 𝐵𝑗 𝑥 → ∞ → 1. At very low temperatures all the
moments are aligned along the magnetic field hence,
𝑀𝑎𝑣,𝑧 ≡ 𝑁 𝑔 𝜇𝐵 𝑗
 The One Dimensional Ising Model
So far we have studied systems that involved free particles (classical and
quantum) that only interact with the walls of the container or at best systems that
interact with uniform external fields. The only exception was Van der Waals fluid
which is made of particles interacting with each other which is treated in a mean-
field sense. Now we present an example of an exactly solvable system where the
constituents interact among themselves. This is known as the Ising model. In one
dimension it is described by a Hamiltonian where there are spins that point in
one of two directions (up or down) are placed equidistant on a straight line. The
energy between two spins is +𝐽 if the spins are antiparallel and − 𝐽 is the spins
are parallel. If 𝐽 > 0 this is known as the ferromagnetic Ising model and
antiferromagnetic, otherwise. Mathematically we may write (𝑆𝑖 = ±1),
We could also turn on a uniform magnetic field which makes the model,

where ℎ is proportional to the magnetic field and has dimensions of energy. We

also have to decide how to deal with the end-points. Typically we apply periodic
boundary conditions: 𝑆𝑁 = 𝑆0 , 𝑆𝑁−1 = 𝑆−1 which is the same as saying the
spins are on a circle. The properties of this model such as net magnetization etc.
can be found exactly. We have to calculate the partition function,

− 𝛽𝐻 𝛽𝐽 σ𝑁−1 (𝑆 𝑆 +𝑆 𝑆 )+𝛽ℎ σ𝑁−1

𝑖=0 𝑆𝑖
𝑍 = 𝑇𝑟( 𝑒 )= ෍ 𝑒 𝑖=0 𝑖 𝑖+1 𝑖 𝑖−1

𝑆𝑖 = ±1
To evaluate this we use the transfer matrix method. First note that due to periodic
boundary conditions we may write,

This allows us to write down the transfer matrix. The transfer matrix denoted by 𝑇 is
a 2 × 2 matrix with elements 𝑇1,1 , 𝑇1,−1, 𝑇−1,1 𝑎𝑛𝑑 𝑇−1,−1. Let 𝑚, 𝑛 = ±1. Then we
set,
𝛽ℎ
2𝛽𝐽 𝑚 𝑛 + (𝑚+𝑛)
𝑇𝑚,𝑛 = 𝑒 2

It is easy to convince oneself that (try for some small values of 𝑁)

𝑁−1 𝑁−1
𝑒 𝛽𝐽 σ𝑖=0 (𝑆 𝑆
𝑖 𝑖+1 +𝑆 𝑆
𝑖 𝑖−1 )+𝛽ℎ σ𝑖=0 𝑆𝑖 = 𝑇𝑆0 ,𝑆1 … 𝑇𝑆𝑖 ,𝑆𝑖+1 … 𝑇𝑆𝑁−1,𝑆0
 𝑍 = 𝑇𝑟( 𝑒 − 𝛽𝐻 ) = ෍ 𝑇𝑆0 ,𝑆1 … 𝑇𝑆𝑖,𝑆𝑖+1 … 𝑇𝑆𝑁−1,𝑆0 = ෍ (𝑇 𝑁 )𝑆0,𝑆0
𝑆𝑖 = ±1 𝑆0 = ±1
or
𝑍 = 𝑇𝑟 𝑇 𝑁 = 𝜆1𝑁 + 𝜆𝑁
2 ≈ 𝜆𝑁
𝑚𝑎𝑥

where 𝜆1 , 𝜆2 are the eigenvalues of T and 𝜆𝑚𝑎𝑥 = max(𝜆1 , 𝜆2 ) is the largest of

these two eigenvalues.
The transfer matrix 𝑇 is written as,

𝑇= 𝑒 2𝛽𝐽+𝛽ℎ 𝑒 −2𝛽𝐽
𝑒 −2𝛽𝐽 𝑒 2𝛽𝐽−𝛽ℎ
The eigenvalues are,
1
𝜆1 = 𝑒 −𝛽 ℎ+2𝐽 (𝑒 4 𝐽 𝛽 1 + 𝑒 2 ℎ 𝛽 + 4 𝑒 2 ℎ 𝛽 + 𝑒 8 𝐽 𝛽 + 𝑒 4(ℎ+2𝐽)𝛽 − 2 𝑒 2 ℎ+4𝐽 𝛽
2

and
1 −𝛽 ℎ+2𝐽
𝜆2 = 𝑒 (𝑒 4 𝐽 𝛽 1 + 𝑒 2 ℎ 𝛽 − 4 𝑒 2 ℎ 𝛽 + 𝑒 8 𝐽 𝛽 + 𝑒 4(ℎ+2𝐽)𝛽 − 2 𝑒 2 ℎ+4𝐽 𝛽
2

1 𝜕 1 𝜕 𝑒 4 𝐽 𝛽 −1 + 𝑒 2 ℎ 𝛽
𝑆𝑡𝑜𝑡 = log 𝑍 = 𝑁 log 𝜆1 = 𝑁
𝛽 𝜕ℎ 𝛽 𝜕ℎ 4 𝑒 2 ℎ 𝛽 + 𝑒 8 𝐽 𝛽 + 𝑒 4(ℎ+2𝐽)𝛽 − 2 𝑒 2 ℎ+4𝐽 𝛽

For small magnetic field we may write,

 Spin-spin correlation function
We now want to calculate the spin-spin correlation function of an Ising model
in 1D with zero magnetic field. This means I want to find the average

< 𝑆𝑚 𝑆𝑚+𝑟 > =< 𝑆𝑚 𝑆𝑚+1 𝑆𝑚+2 𝑆𝑚+2 𝑆𝑚+3 . . 𝑆𝑚+𝑟−1 𝑆𝑚+𝑟 >
 Mean Field Solution of the Ising model
The earlier example was an exact solution of the 1D Ising model. Unfortunately this method
does not generalize easily to higher dimensions. Indeed only in 2dimensions and that too
without magnetic field we may write down the exact solution using the same method and this
is known as Onsager’s solution. But typically we want to see if we can find an approximate
solution that works reasonably well. It so happens that the method I am going to describe
which is the mean field solution works well especially in higher dimensions (ie. 3
dimensions).

The mean (or average) field solution of the Ising model is the assertion that it is legitimate to
Think of the Ising model with magnetic field to be just a collection of independent spins
interacting with an effective field called the mean-field.
Thus we take the liberty to write,

𝐻 = −𝐽 ෍ 𝑆𝑖 𝑆𝑗 − ℎ ෍ 𝑆𝑖 ≈ −ℎ𝑒𝑓𝑓 ෍ 𝑆𝑖
<𝑖,𝑗> 𝑖 𝑖
Note that the average is independent of the index due to translational symmetry. Hence,

−ℎ𝑒𝑓𝑓 = −𝑧 𝐽 < 𝑆𝑘 > −ℎ

As usual,
−𝛽𝐻 𝛽 ℎ𝑒𝑓𝑓 σ𝑖 𝑆𝑖 𝛽 ℎ𝑒𝑓𝑓 −𝛽 ℎ𝑒𝑓𝑓 𝑁
𝑍 = 𝑇𝑟 𝑒 = 𝑇𝑟 𝑒 = 𝑒 +𝑒

1 𝜕 𝜕
< 𝑆𝑘 > = 𝑁 𝜕 𝛽ℎ𝑒𝑓𝑓
𝐿𝑜𝑔 𝑍 = 𝜕 𝛽ℎ𝑒𝑓𝑓
𝐿𝑜𝑔 𝑒 𝛽 ℎ𝑒𝑓𝑓 + 𝑒 −𝛽 ℎ𝑒𝑓𝑓 = tanh(𝛽 ℎ𝑒𝑓𝑓 ) .
OR,

< 𝑆𝑘 > = tanh( 𝛽 (𝑧 𝐽 < 𝑆𝑘 > +ℎ))

 Potts Model
The q-state Potts model is defined by the Hamiltonian,

where 𝜎𝑖 = 1,2,3, … . , 𝑞. As usual we assume periodic boundary conditions:

𝜎𝑁+1 = 𝜎1 . The partition function is,

𝛽 𝐽 σ𝑁
𝑖=1 𝛿 𝜎𝑖, 𝜎𝑖+1
𝑍 = 𝑇𝑟 𝑒 = ෍ 𝑇𝜎1, 𝜎2 𝑇𝜎2, 𝜎3 𝑇𝜎3, 𝜎4 …….. 𝑇𝜎𝑁, 𝜎1
[𝜎]

𝑍 = 𝑇𝑟(𝑇 𝑁 )
 𝛽 𝐽 𝛿 𝜎1, 𝜎2
𝑇𝜎1, 𝜎2 = 𝑒
The transfer matrix is,

The eigenvalues of T are,

𝑒 𝛽 𝐽 𝑣𝜎1 + 𝑣. − 𝑣𝜎1 = 𝜆 𝑣𝜎1

 𝑣. = 𝜆 + 1 − 𝑒 𝛽 𝐽 𝑣𝜎1 ; 𝑞 𝑣. = 𝜆 + 1 − 𝑒 𝛽 𝐽 𝑣.
This means
𝜆1 = 𝑞 − 1 + 𝑒 𝛽 𝐽
or
𝜆2 + 1 − 𝑒 𝛽 𝐽 = 0 where 𝑣. ≡ 0.

The eigenvalues are (𝜆1 , 𝜆2 , 𝜆2 , ….. 𝜆2 ). Thus,

𝑍 = 𝜆1𝑁 + 𝑞 − 1 𝜆𝑁
2 ≈ 𝜆𝑁
1

− 𝑖−𝑗
The correlation function is, < 𝛿𝜎𝑖, 𝜎𝑗 > = 𝑒
𝜉

−1 𝜆2
The correlation length is 𝜉 = 𝐿𝑜𝑔( )
𝜆1
Debye and Einstein Theory of Specific Heat
Specific heat is a familiar notion. It is the amount of heat (Joules) required to raise
the temperature of a given material of mass 1 gram by one degree. Water has high
specific heat (4.18 J/gram/degree) compared to iron (0.450 J/gram/degree) .

We wish to find a model that accounts for these differences.

The Debye model is a solid-state equivalent of Planck's law of black body radiation,
where one treats electromagnetic radiation as a photon gas. The Debye model treats
atomic vibrations as phonons in a box (the box being the solid). Most of the
calculation steps are identical as both are examples of a massless Bose gas with
linear dispersion relation.

Source:wiki
Consider a cube of side L . Since there are nodes at the boundaries we must have,

where n is an integer. The energy of a phonon is

𝐸𝑛 = ℎ 𝜈𝑛
where h is Planck’s constant and 𝜈𝑛 is the frequency of the phonon. Hence,
ℎ 𝑐𝑠 ℎ 𝑐𝑠 𝑛
𝐸𝑛 = ℎ 𝜈𝑛 = =
𝜈𝑛 2𝐿
in which 𝑐𝑠 is the speed of sound inside the solid. In three dimensions we will use:
ℎ 𝑐𝑠 2
𝐸𝑛2 = (𝑛𝑥2 + 𝑛𝑦2 + 𝑛𝑧2 )
2𝐿
The approximation that the frequency is inversely proportional to the wavelength (giving a
constant speed of sound) is good for low-energy phonons but not for high-energy phonons.
This disagreement is one of the limitations of the Debye model, and corresponds to
incorrectness of the results at intermediate temperatures, whereas both at low temperatures
and also at high temperatures they are exact.
The smallest wavelength is when 𝜆/2 is equal to the lattice spacing.

𝜆𝑚𝑖𝑛 𝐿
=𝑎= 1
2
𝑁3 1
This is the same as saying 𝑛𝑥,𝑚𝑎𝑥 , 𝑛𝑦,𝑚𝑎𝑥 , 𝑛𝑧,𝑚𝑎𝑥 = 𝑁 3. The total energy is (there are
two transverse and one longitudinal polarization states),
 𝜋/2 𝜋/2 𝑅 3
𝑈= ‫=𝜙׬‬0 ‫=𝜃׬‬0 ‫=𝑛׬‬0 𝐸𝑛 𝐸𝑛 𝑑𝑛 𝑛2 sin 𝜃 𝑑𝜃 𝑑𝜙
𝑒 𝑇 −1

Hence,
Define,

The specific heat is given by,

At low temperatures,

At high temperatures,

This is known as Dulong and Petit Law.

 Einstein’s model
The Einstein solid is a model of a solid based on two assumptions:
1) Each atom in the lattice is an independent 3D quantum harmonic oscillator
2) All atoms oscillate with the same frequency (contrast with the Debye model)
𝑈 1
=3𝜖 𝑛 +
𝑁 2
The average number of phonons is given by

1
𝑛 = 𝜖
𝑒𝑇 −1
The specific heat is,
 Tutorials
1. Imagine 2N labelled sites on a line. At each site there is a spin that can point
up or down. If it points up its energy is +1 and if it points down its energy is
− 1. Find the entropy of the system if the total energy is 0. Also find the
canonical partition function at temperature T and the average energy.
Ans.
The total energy is U = σ2𝑁 𝑖=1 𝜎𝑖 where 𝜎𝑖 = ±1. The total energy is zero is if
N sites are up and the remaining are down. We just have to find the number of
ways in which N sites can be populated with up spins from a total number of
2N sites. The answer is

2𝑁 !
Hence 𝑆 𝑈 = 0 = 𝐿𝑜𝑔 .
𝑁!𝑁!
The canonical partition function is,

−𝛽𝑈 − 𝛽 σ2𝑁
𝑖=1 𝜎𝑖 2𝑁
Z = Tr( e ) = Tr e = 2 cosh(𝛽)
The average energy is,

2. Imagine labelled sites on the corners of a cube as shown. Imagine I place

identical charges at the corners. Find the entropy of the system as a function
of the number of charges and total electrostatic potential energy of the
system.
For example for two charges the energy is

Since the corners are labelled the number of microstates with this energy is,

𝑈0
The entropy is S U = , 𝑁 = 2 = 𝐿𝑜𝑔(12).
2

In general we may construct this table.

Number 3 1 3 1 2
𝑈0 𝑈0 1 𝟑 1 1 U = 𝑈0 (2 + + ) U = 𝑈0 (3 + ) U = 𝑈0 (3 + 2 + ) U = 𝑈0 3 2 U = 𝑈0 (2 + 2 + )
of U=
2
U = 𝑈0 U= 3
U =(2+ ) 𝑈0
2
U=
2
𝑈0 U = 𝑈0 (1 + + )
2 3
U = 𝑈0 (4 + 2 ) 2 3 2 3 3
particles

Ω=0 Ω=0 Ω=0 Ω=0 Ω=0 Ω=0

2 Ω = 12 Ω = 12 Ω =4 Ω=0 Ω =0 Ω=0

Ω=0 Ω=0 Ω=0 Ω=0 Ω=0 Ω=0

3 Ω =0 Ω =0 Ω =0 Ω = 24 Ω=8 Ω = 24

4 Ω =0 Ω =0 Ω =0 Ω =0 Ω =0 Ω =0 Ω=6 Ω = 24 Ω=8 Ω = 24 Ω=2 Ω=6

5 Ω =0 Ω =0 Ω=0 Ω = 24 Ω =8 Ω = 24 Ω=0 Ω=0 Ω=0 Ω=0 Ω=0 Ω=0

6 Ω = 12 Ω = 12 Ω =4 Ω=0 Ω =0 Ω=0 Ω=0 Ω=0 Ω=0 Ω=0 Ω=0 Ω=0

When all the sites are occupied the potential energy is a maximum. This is given by,

2 11
𝑈𝑚𝑎𝑥 = 𝑈0 (12 + 3
+ 2
+ 3) . The number of microstates with energy U and number of N is same as
The number of microstates with energy 𝑈𝑚𝑎𝑥 − 𝑈 and number of particles 8 − 𝑁. The entropy is given by 𝑆 = log Ω .
 Euler Maclaurin formula
Euler Maclaurin formula tells us how to replace a discrete sum by an
integral which are typically easier to evaluate. The version we employed in
this course is,

∞ 1 1 1
σ∞
𝑖=0 𝑓 𝑖 ≈ ‫׬‬0 𝑓 𝑥 𝑑𝑥 + 𝑓 0 − ′
𝑓 0 + 𝑓 ′′′ 0 − …
2 12 720

We could use Fourier analysis to prove this. Write the Fourier transform and
its inverse as follows,
 ∞ 𝑘𝑁 𝑘 1 𝑑𝑘 ∞ 𝑘 𝑘𝑁 1 𝑑𝑘
σ𝑁
𝑖=0 𝑓 𝑖 = ‫׬‬−∞ cos csc sin 𝑁+1 𝑘 𝑔 𝑘 + 𝑖 ‫׬‬−∞ csc sin sin 𝑁+1 𝑘 𝑔 𝑘
2 2 2 2𝜋 2 2 2 2𝜋

𝑘𝑁 2 𝑘𝑁 2 1 𝑘𝑁 𝑘𝑁
Taking the limit 𝑁 → ∞ we get ( cos 2
= sin 2
= 2 , sin 2
cos 2
=0)

1 ∞ 𝑑𝑘 𝑖 ∞ 𝑘 𝑘 𝑑𝑘 1 ∞ 𝑑𝑘 𝑖 ∞ 𝑘 𝑑𝑘
σ∞
𝑖=0 𝑓 𝑖 = 2 ‫׬‬−∞ 𝑔 𝑘 + ‫׬‬ csc cos 𝑔 𝑘 = 2 ‫׬‬−∞ 𝑔 𝑘 + ‫׬‬−∞ co𝑡 𝑔 𝑘
2𝜋 2 −∞ 2 2 2𝜋 2𝜋 2 2 2𝜋

Note that,

∞ ∞
𝑑𝑘 3 𝑑𝑘
𝑓′ 0 = න 𝑖 𝑘 𝑔 𝑘 ; 𝑓′′′ 0 = න 𝑖 𝑘 𝑔 𝑘
2𝜋 2𝜋
−∞ −∞
 Saddle point method
Imagine I want to calculate the integral
𝑥2
𝐼(𝑁) = ‫)𝑥(𝑓 𝑁 𝑒 𝑥 𝑔 𝑥𝑑 𝑥׬‬
1
where 𝑁 → ∞ is large. The idea is to try and write a series for 𝐼(𝑁) in powers
1
of when it is assumed that the function 𝑓(𝑥) has a maximum
𝑁
at 𝑥1 < 𝑥0 < 𝑥2. This means,
𝑓 ′ 𝑥0 = 0, 𝑓 ′′ 𝑥0 < 0
The contribution to 𝐼(𝑁) is dominated by contributions from 𝑥 close to 𝑥0 .
Hence we may write,

Set 𝑁 𝑥 − 𝑥0 = 𝑦
where,
𝑦1 = 𝑁 𝑥1 − 𝑥0 → −∞ ; 𝑦2 = 𝑁 𝑥2 − 𝑥0 → ∞
Hence,
 Tutorial Questions
Q. Consider a gas of N identical atoms in a spherical harmonic trap described by the Hamiltonian,
∞
𝑝𝑖2 𝐾 2
𝐻= ෍ + 𝑟𝑖
2𝑚 2
𝑖=0

a. Show that the angular momentum 𝐿𝑖 = 𝑟Ԧ𝑖 × 𝑝Ԧ𝑖 is conserved.

b. If the gas is rotating with angular velocity Ω the probability of being in a certain volume in phase
space is,

Find the partition function Z.

c. Find the average angular momentum vector. Find average of 𝑥 2 , 𝑦2 , 𝑧 2

Molecular adsorption: N diatomic molecules are stuck on a metal surface of
square symmetry. Each molecule can either lie flat on the surface in which
case it must be aligned to one of two directions, x and y, or it can stand up
along the z direction. There is an energy cost of ε > 0 associated with a
molecule standing up, and zero energy for molecules lying flat along x or y
directions.
(a)How many microstates have the smallest value of energy? What is the
largest microstate energy?
(b)For microcanonical macrostates of energy E, calculate the number of states
Ω(E,N), and the entropy S(E,N).
(c)Calculate the heat capacity C(T) and sketch it.
(d)What is the probability that a specific molecule is standing up?
(e)What is the largest possible value of the internal energy at any positive
temperature?
a) The smallest energy is achieved when all the molecules are lying flat. A given molecule can lie flat in one
of two directions: x or y. Thus there are 2𝑁 number of microstates with the lowest energy.
The largest energy is when all the molecules are upright which makes the energy 𝑁 𝜀.
𝐸 𝐸
b) If the energy is 𝐸 , the number of molecules that are upright is 𝜀 . The remaining molecules 𝑁 − 𝜀 are lying down.
𝐸
Hence the number of microstates is is the number of ways you can select N𝜀 = 𝜀
molecules
𝑁!
out of N molecules to be upright. Ω 𝐸, 𝑁 = 2𝑁−𝑁𝜀 . Hence the entropy is 𝑆 𝐸, 𝑁 = log(Ω 𝐸, 𝑁 )
𝑁−𝑁𝜀 !𝑁𝜀 !
c & d) The canonical partition function is,

𝜕 𝑒 −𝛽𝜀 𝑒 −𝛽𝜀
The average energy is 𝑈 = − 𝜕𝛽
log 𝑍 = 2+𝑒 −𝛽𝜀
𝑁 𝜀 = 𝑝 𝑁 𝜀. Here 𝑝 = 2+𝑒 −𝛽𝜀 is the probability that a given
molecule is standing up. The heat capacity is,
𝑑𝑈 2 𝑒 𝛽𝜀 𝑁 𝛽 𝜀 2
𝐶 𝑇 = 𝑑𝑇 = 2
1+2 𝑒 𝛽𝜀
e) The largest energy at a positive temperature is when 𝛽 = 0,

1
𝑈𝑚𝑎𝑥 = 𝑁𝜀
3
Molecular oxygen has a net magnetic spin, 𝑆, Ԧ of unity, i.e. 𝑆𝑧 is quantized to -
1, 0, or +1. The Hamiltonian for an ideal gas of N such molecules in a magnetic
field.

a) Calculate the Gibbs partition function 𝑍(𝑇, 𝑁, 𝑉, 𝐵)

b) What are the probabilities for 𝑆𝑖𝑧 of a specific molecule to take values
−1,0, +1 at a temperature T?
<𝑀>
c) Find the average magnetic dipole moment where 𝑀 = 𝜇 σ𝑁 𝑆
𝑖=1 𝑖
𝑧
𝑉
𝜕<𝑀>
d) Calculate the zero field susceptibility 𝜒 =
𝜕𝐵 𝐵=0
Curie susceptibility: Consider N non-interacting quantized spins in a magnetic field 𝑩 = 𝐵 𝑧Ƹ at temperature T. The work
done by the field is given by 𝐵 𝑀𝑧 with a magnetization 𝑀𝑧 = 𝜇 σ𝑁 𝑖=1 𝑚𝑖 . For each spin, 𝑚𝑖 takes only the 2𝑠 + 1 values
−𝑠, −𝑠 + 1, … , 𝑠 − 1, 𝑠.

a) Calculate the Gibbs partition function Z 𝑇, 𝐵 .

b) Calculate the Gibbs free energy 𝐺 𝑇, 𝐵 and show that for small 𝐵,

𝑁 𝜇2 𝑠 𝑠 + 1 2
𝐺 𝐵 =𝐺 0 − 𝐵 + …
6𝑇
𝜕𝑀𝑧
c) Calculate the zero field susceptibility 𝜒 = and show that it satisfies Curie’s Law
𝜕𝐵 𝐵=0

𝑐
𝜒=
𝑇
𝐵2
d) Show that 𝐶𝐵 − 𝐶𝑀 = 𝑐 2 where 𝐶𝐵 and 𝐶𝑀 are heat capacities at constant 𝐵 and 𝑀 respectively.
𝑇
 𝑁 𝜇2 𝑠 𝑠+1
𝐺 𝑇, 𝐵 = −T 𝑁 𝐿𝑜𝑔 cosh 𝑠 𝛽 𝜇 𝐵 + coth 𝛽 𝜇 𝐵/2 sinh(𝑠 𝛽 𝜇 𝐵) ≈ −𝑁 𝑇 log 2𝑠 + 1 − 6𝑇
𝐵2 + …
Langmuir isotherms: An ideal gas of particles is in contact with the surface of a catalyst.
(a) Show that the chemical potential of the gas particles is related to their temperature and pressure via
𝑃
𝜇 = 𝑇 log 𝑎 5 where a is a constant.
𝑇2
(b) If there are M distinct adsorption sites on the surface, and each adsorbed particle gains an energy 𝜖 upon adsorption, calculate the grand partition
function for the two dimensional gas with a chemical potential µ.
(c) In equilibrium, the gas and surface particles are at the same temperature and chemical potential. Show that the fraction of occupied surface sites is
then given by 𝑓(𝑇, 𝑃) = 𝑃/(𝑃 + 𝑃0 𝑇 ). Find 𝑃0 𝑇 .
(d) In the grand canonical ensemble, the particle number N is a random variable.
Calculate its characteristic function < exp −𝑖𝑘𝑁 > in terms of G(𝛽μ),
and hence show that
𝜕𝑚𝐺
< 𝑁𝑚 >𝑐 = −𝑇 𝑚−1 ቚ
𝜕𝜇 𝑚 𝑇
where G is the grand potential.
(e) Using the characteristic function, show that

𝜕<𝑁>
< 𝑁 2 >𝑐 = 𝑇 ȁ𝑇
𝜕𝜇

(f) Show that fluctuations in the number of adsorbed particles satisfy,

< 𝑁 2 >𝑐 1− 𝑓
=
< 𝑁 >2𝑐 𝑀𝑓
a) We may calculate the grand partition function
∞
of a classical ideal gas as follows.
𝑒𝛽 𝜇 𝑁
𝑄= ෍ 𝑍 𝑇, 1 𝑁 = 𝐸𝑥𝑝(𝑒 𝛽 𝜇 𝑍(𝑇, 1))
𝑁!
𝑁=0

The average number of particles is,

1 𝜕 log 𝑄 1 𝜕 𝛽𝜇
<𝑁>= = 𝑒 𝑍 𝑇, 1 = 𝑒 𝛽 𝜇 𝑍 𝑇, 1
𝛽 𝜕𝜇 𝛽 𝜕𝜇
or,
𝑉 𝛽 𝑝2 𝜋𝑉 3
−
𝑍 𝑇, 1 = 3 න 𝑑 3𝑝 𝑒 2𝑚 = 3 𝜋 2𝑚 𝑇 2
ℎ ℎ
𝛽 𝜇 𝜋𝑉 3
𝑁=𝑒 3
𝜋 2𝑚 𝑇 2
ℎ
or,
3
𝜋 𝑇
p= 𝑒 𝛽 𝜇 ℎ3 𝜋 2𝑚 𝑇 2

or,
𝑃 1
𝜇 = 𝑇 log 𝑎 5 ; 𝑎= 3
𝜋
𝑇2 𝜋 2𝑚 2
ℎ3
b) The partition function of defects is,

c) The average is,

This means,
𝑓 𝑇, 𝑃 =

d)
By definition,

𝑚
𝑚 𝑚 𝑑
<𝑁 >𝑐 = 𝑖 Log < 𝑒 −𝑖 𝑘 𝑁 > ȁ𝑘=0 = −𝑇 𝑚−1 𝐺𝑚 𝜇
𝑑𝑘 𝑚

e) < 𝑁 2 >𝑐 = − 𝑇 𝐺 ′′ 𝜇

But,

𝑑 𝑑
< 𝑁 >𝑐 = 𝐿𝑜𝑔 𝑄 = 𝑀 𝐿𝑜𝑔[ 1 + 𝑒 𝑠 ] =
𝑑 𝛽𝜇 𝑑 𝛽𝜇
or,
<𝑁2>𝑐 1−𝑓
= =
<𝑁>2𝑐 𝑀𝑓
Polar rods: Consider rod shaped molecules with moment of inertia I, and a
dipole moment μ. The contribution of the rotational degrees of freedom to the
Hamiltonian is given by

where E is an external electric field. (φ ∈ [0, 2π], θ ∈ [0, π] are the azimuthal
and polar angles, and 𝑝𝜑 , 𝑝𝜃 are their conjugate momenta.)
(a) Calculate the contribution of the rotational degrees of freedom of each
dipole to the classical partition function.
(b) Obtain the mean polarization P = (μ cos θ), of each dipole.
(c) Find the zero–field polarizability
(e) Sketch the rotational heat capacity per dipole.
a) Integrate over the canonical momenta to get,

1 ∞ ∞ −𝛽 𝐻𝑟𝑜𝑡 2πI
𝑍𝑝𝑎𝑟𝑡𝑖𝑎𝑙 = ‫׬ 𝜃𝑝𝑑 ׬‬−∞ 𝑑𝑝𝜑 𝑒 = sin 𝜃 𝑒 𝛽𝐸 𝜇 cos 𝜃
ℎ 2 −∞ 𝛽

b) The average polarization is,

c) The zero field susceptibility is,

 𝜋 2πI 2𝜋𝐼 2 sinh 𝛽𝜇 𝐸 𝜕
d) 𝑍𝑝𝑎𝑟𝑡𝑖𝑎𝑙 = ‫׬‬0 𝑑𝜃 sin 𝜃 𝑒 𝛽𝐸 𝜇 cos 𝜃
= ; 𝑈=− log 𝑍𝑝𝑎𝑟𝑡𝑖𝑎𝑙
𝛽 𝛽 𝛽𝜇 𝐸 𝜕𝛽

2
2 𝐸𝜇
𝑈= − 𝜇 𝐸 coth 𝛽 𝜇 𝐸 ; 𝐶 𝑇 = 2 −
𝛽 𝐸𝜇
𝑇 2 sinh2 𝑇
One dimensional polymer: Consider a polymer formed by connecting N disc
shaped molecules into a one dimensional chain. Each molecule can align either
along its long axis (of length 2a) or short axis (length a). The energy of the
monomer aligned along its shorter axis is higher by 𝜀,
i.e. the total energy is 𝐻 = 𝜀 𝑈, where 𝑈 is the number of monomers standing
up.
(a) Calculate the partition function, 𝑍(𝑇, 𝑁), of the polymer.
(b) Find the relative probabilities for a monomer to be aligned along its short or
long axis.
(c) Calculate the average length, < 𝐿 𝑇, 𝑁 >𝑐 , of the polymer.
(d) Obtain the variance < 𝐿 𝑇, 𝑁 2 >𝑐
(e) What does the central limit theorem say about the probability distribution for
the length 𝐿(𝑇, 𝑁)?
 a 2a
a) The partition function is,

𝑒 𝛽 𝜀 −𝑒 −𝑁 𝛽 𝜀
𝑍 𝑇, 𝑁 = σ𝑁
𝑈=0 𝑒
−𝛽𝜀 𝑈
= 𝑒𝛽 𝜀 − 1

b) The probability that is aligned along the long/short axis,

1 𝑒 −𝛽𝜀
𝑝𝑙𝑜𝑛𝑔 = ; 𝑝𝑠ℎ𝑜𝑟𝑡 =
1+𝑒 −𝛽𝜀 1+𝑒 −𝛽𝜀
c) The average length is
2 𝑎+𝑎 𝑒 −𝛽𝜀
< 𝐿 𝑇, 𝑁 >𝑐 = 𝑁 =𝑁<𝑥>
1+𝑒 −𝛽𝜀

2 2 𝑎 2 + 𝑎2 𝑒 −𝛽𝜀
< 𝑥 >=
1 + 𝑒 −𝛽𝜀
c) 𝐿 𝑇, 𝑁 = 𝑥1 + 𝑥2 + 𝑥3 + … . +𝑥𝑁

< 𝐿2 𝑇, 𝑁 >𝑐 = 𝑁 < 𝑥 2 > + 𝑁 (𝑁 − 1) < 𝑥 >2

The variance is Δ𝐿2 = 𝑁 < 𝑥 2 > + 𝑁 𝑁 − 1 < 𝑥 >2 −𝑁 2 < 𝑥 >2 = 𝑁 ( < 𝑥 2 >−< 𝑥 >2 )

d) The length can be 𝑁 𝑎 𝑎𝑙𝑙 𝑢𝑝𝑟𝑖𝑔ℎ𝑡 , 𝑁 + 1 𝑎, … … … , 𝑁 2𝑎 (𝑎𝑙𝑙 𝑓𝑙𝑎𝑡).

If M are flat,
𝑁!
𝑝(𝑀, 𝑁) =
𝑀! 𝑁 − 𝑀 !
𝑀 2𝑎 + 𝑁 − 𝑀 𝑎 = 𝐿
𝑁!
𝑝𝑒𝑓𝑓 (𝐿, 𝑁) =
𝐿 𝐿
𝑎 − 𝑁 ! 2𝑁 − 𝑎 !
3
when N is large, this distribution is peaked around 𝐿 = 𝑎 2 𝑁.
3 2
3 −2 𝑁−1 𝑙−2
𝑝𝑒𝑓𝑓 (𝑎 𝑁 𝑙, 𝑁) ≈ 𝑝𝑒𝑓𝑓 (𝑎 𝑁, 𝑁) 𝑒
2
This called the normal distribution or the Gaussian distribution.