Chapter 11

Stability

11.1 Metastability
Previously, we saw that the stable, equilibrium phase at a given and is given by the
state that minimizes the Gibbs free energy. Consider the liquid-gas transition, where we
examined a Gibbs free energy curve that depends on density. One example, at a particular
state point above the boiling point, is:

=
=

Here, there are two minima, corresponding to the gas and liquid states. The gas is the
stable phase at these conditions, since its free energy is lower. That means, if we wait long
enough for equilibrium to occur, the system at these conditions will evolve into a gaseous
state.
However, we could prepare a liquid at the higher density, if we wanted. We could be
very careful and heat a liquid above its boiling point without it actually boiling. At this
point, the liquid would be superheated. A superheated liquid remains in that state for
times long enough to make meaningful investigations of it. When it finally vaporizes,
however, the system transforms irreversibly to the stable gas phase, and there is a net
increase in entropy in the world.
How does a superheated liquid exist for finite periods of time? As one can see from
the free energy curve above, there is a barrier in free energy in between the liquid and gas
states. If the system is at , it has to temporarily increase its free energy in order to travel
over to the gas state at . This free energy barrier means that there is a finite rate at
which the liquid can turn to gas. If the barrier is high enough, the rate of spontaneously

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forming a gas will be slow enough that there is time to investigate the properties of the
superheated liquid.
The key to forming a superheated liquid is to heat it in a clean container that is not
agitated. Any dirt or agitation would kick the system over to the gaseous state by lowering
the free energy barrier between the two regions (by way of providing nucleation sites),
thus greatly increasing the rate of liquid-to-gas conversion. Superheating is actually quite
common: it is relatively easy to superheat liquid water in microwaves, where energy can be
added to the liquid without much disturbance. Adding sugar to or suddenly agitating a
clean container of water superheated in a microwave is dangerous and can cause
explosive boiling.
Superheated liquids are part of a more general class of metastable systems:
A system that resides at a local, but not a global, free energy minimum is
metastable. The existence of a free energy barrier between the metastable
and globally stable states of the system enables the former to exist for
periods of time that permit investigations of it. Ultimately, however,
metastable systems will attain global equilibrium in the rigorous limit of
infinite time.
Metastable systems include:
• superheated liquids – These are liquids heated above the boiling point, that will
eventually vaporize. Here, the system exists at a local minimum in free energy with
respect to density.

• supercooled liquids – These are liquids cooled below the melting line, that will
eventually freeze. Here, the system exists at a local minimum with respect to some
order parameter describing the degree of crystalline lattice structure.

• metastable crystals – These include superheated crystals, which will eventually

melt, and crystals with metastable lattice structures, that will eventually transform
from one crystalline phase to another. In both cases, the local free energy minimum
depends on one or more crystalline order parameters.

• supersaturated solutions – These include systems where the amount of dissolved

solute exceeds the equilibrium concentration, which will eventually phase-separate
by precipitation. Here, the system exists at a local minimum with respect to
concentration.

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11.2 Common tangent line perspective on phase equilibrium
We now derive general thermodynamic conditions for metastability, in terms of properties
of the free energy. We will continue with the example of a superheated liquid, but the
concepts and principles discussed here apply generally to all of the metastable systems
described above.
We first take a slightly different view of the free energy curve above. This time,
rather than examine the constant pressure case, we will look at constant volume
conditions. At constant volume, a system can phase separate by spontaneously forming
two separate regions within the fixed system boundaries. In contrast, at constant pressure,
the total volume is not fixed and will instead adjusts to the corresponding volume of the
stable phase, leaving only a single phase existing at one time. By switching to constant
volume conditions, we will be able to examine how far we can push a metastable system
before it spontaneously phase separates.
Here, we examine how much we can “stretch” or expand a superheated liquid before
it spontaneously decomposes into an equilibrium gas and liquid phase. The constant-
volume Helmholtz free energy curve looks like:

There is a difference between this curve and the last: here, we can specify the volume of
our system exactly, since we are considering the case of constant and conditions (the
natural variables of ). In the previous graph, we specified and and found the volume
(or density) that led to the global free energy minimum.
This free energy curve has some features:
• There are two minima, corresponding to the liquid and gas regimes.

• At intermediate volumes, the free energy increases.

3
 • In the region where the free energy increases, the system can separate into two
phases in order to lower its free energy. By doing so, it moves from the free energy
curve to a common tangent line between the liquid and gas minima.

The interpretation of the common tangent line is the following: at any point on it, it gives
the free energy of a system that has phase separated into two subsystems, one liquid with
molar volume and one gas with . Notice that these two values come from the
endpoints of the tangent line. The overall molar volume ∗ accounts for the total volume of
the system, including both liquid and gas phases, such that ∗
= + , where
and are the numbers of molecules in the gas and vapor phases, constrained by
+ = . Thus, as one moves along the tangent line from liquid to gas, the amount of
the gas phase ( ) increases at the expense of the liquid ( ).
Why does the tangent line represent the free energy of the phase-separated state?
First, we will show that any line connecting two points on the curve gives the free energy
that would be obtained if the system phase separated into the two densities at the line
endpoints. Consider an intermediate value of volume ∗ . The total volume is ∗
. If the
system is phase separated, we can write the phase-separated free energy PS as the sum
over the two phases:
PS = +
where and are the relative numbers of molecules in the gas and liquid phases, with
+ = . The volumes of the phases must sum to be the total volume:
∗
= +
Defining ≡ / , we can solve the second equation to give = ∗
− / − .
Substituting this into the first, we arrive at:
−
PS
∗
= ∗
− +
−
This is the equation for a line where the x-coordinate is ∗ and the y-coordinate is PS . The
line connects the points , and , in the free energy graph. The line
shows how the free energy changes for a phase separated system as one moves along
values of ∗ :
∗
• Higher values of , near , mean that there is more of the gas phase present.
∗
• Lower values of , near , mean more liquid is present.

• At any value of ∗ along the line, there are only two densities present in the system,
and . Only the relative amounts of liquid and gas change as ∗ is varied.

Any line connecting two points in this Helmholtz free energy diagram gives
the free energy for the case in which the system spontaneously phase

4
 separates into two subsystems described by the endpoints of the line. The
relative amounts of each phase for a specified overall system molar volume
∗
related to the proximity of ∗ to each of the line endpoints.
We now must consider how one picks the values and that are used in the
determination of the equilibrium line. These are the molar volumes of the gas and liquid
phases at the equilibrium state. Since phase separation occurs so as to minimize the free
energy, the lowest line we can draw on this graph that still connects two points along the
original free energy curve is the line that is tangent to the two minima. This can also be
shown mathematically by minimizing PS as a function of and .
The tangent condition requires that the slope of the free energy be equal at and
. Thus

= (11.1)

or using our knowledge of the partial derivatives of ,

− =− (11.2)

Thus, we simply find that at equilibrium, the pressures of the two phases must be equal.
Notice that the temperatures are automatically equal between the two phases since the
Helmholtz free energy curve has as an independent variable. What about the chemical
potentials? The slope at either tangent point is also equal to the slope of the line
connecting them,
−
= =− = (11.3)
−
Simplifying the rightmost equality,

− − = − (11.4)

Using the integrated relation = + , we find

= (11.5)

as we would expect from the equilibrium condition. Thus we find,

A common tangent line separating two minima in the Helmholtz free
energy, with respect to molar volume or density , gives the free energy of
a state in which the system has phase separated into two regions. The
properties of those regions are given by the intersection of the tangent line
with the free energy curve. The tangent line ensures equality of pressures
and chemical potentials between the two phases.

5
11.3 Limits of metastability
Now we will consider a slightly different case:

B
A

At point A, the liquid is the stable state. There is no way to draw a line between any two
points on the free energy diagram that has the same global density but results in a new
state lower in free energy than A. Therefore, there is no phase equilibrium at A.
Consider expanding the liquid by increasing the volume, such that the system moves
from point A to point B. At B, the system could attain a lower free energy state by splitting
into two phases with densities and , which would drop the free energy to the tangent
line. If one is careful enough, however, we can keep the system at the metastable state B
without it phase separating. Why? Let’s zoom in on state B:

=
D

B
− +

! "

Imagine the system is a homogeneous liquid at point B and it begins to phase

separate. During the very initial steps of the phase separation, the densities of the liquid

6
and the gas are ! − and ! + , where is a small change. If we evaluate the free
energy of this initial part of the phase separation process, it lies above the value at point B
(the homogeneous state). Only as the liquid and gas densities evolve to their final states,
given by the common tangent line, is the system able to reach a state of net lower free
energy. That is, the system must pass through a free energy barrier to phase separate. This
makes point B stable with respect to small perturbations in density, even though it is
metastable in a global sense.
This is not always the case, however. Consider point D in the graph. If a system at D
begins to phase separate, the initial small perturbations to density in the two phases will
always lower the free energy. Therefore, D will spontaneously phase separate into two
components because there is no free energy barrier it must overcome in order to phase
separate. That is, D is unstable.
Unstable states of the system correspond to conditions where small
perturbations to the system result in a decrease in free energy and thus,
there is no barrier in evolving towards equilibrium.
Considering the curvature in the graph above, it is clear that the condition for stability is
$
# $
% >0 for stable phases (11.6)
&

But since =− / ,

4 5 <0 for stable phases (11.7)

&

This is a general stability condition. Systems which do not obey this relation are not at
equilibrium and are not stable—they will spontaneously decompose into one or more
stable phases. From the free energy curve, we see that the stability condition is first
violated at point C, where
$
# $
% =4 5 =0 at the limit of stability (11.8)
& &

This limit of stability, which lies within the metastable region of the liquid, is called the
spinodal. We can also calculate a spinodal density for the gas phase as well, by moving
from the gas free energy minimum to higher densities until the second derivative of the
free energy reaches zero. Recall that this is performed at a single temperature. Looking at
multiple temperatures, we might get something like:

7
 spinodal
7

$ > 7

" > $

If we calculate the spinodal densities at all temperatures for which the gas is in equilibrium
with the vapor, we can plot them on a phase diagram like so:

critical point

binodal

spinodal
gas liquid

liquid
+ gas

Here, the bimodal is the liquid-gas equilibrium line. If we were to wait forever,
until global equilibrium, any point inside the blue line would correspond to a phase-
separated system. However, if we are interested in the conditions that permit metastable
states, such as a superheated liquid, we must consider the green spinodal line. The shows
the maximum density to which we can compress a metastable gas at constant temperature,
before it spontaneously phase-separates into a liquid-gas mixture. Similarly, it shows the
minimum density to which we can expand a metastable liquid before it spontaneously
phase-separates. Any point within the green line is unstable as a single homogeneous
phase and will always spontaneously decompose into two separate phases.

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 A spinodal is a locus of state conditions that represent the limit of
metastability. Inside a spinodal envelope, a system is unstable and will
spontaneously phase separate.
Notice some interesting features of the critical point:
• The liquid and gas phases become indistinguishable above ".

• The free energy barrier separating the liquid and gas regimes vanishes to zero at ".

• It lies both on the spinodal and bimodal line. Therefore it is both an equilibrium
coexistence point as well as a limit of stability.

• The critical point is a limit of a limit of stability.

At the critical point, the point of inflection in the free energy curve vanishes.
Mathematically,
8
# 8
% =0 (11.9)
&

We can write this as:

$
# $
% =0 (11.10)
&

One way to find the critical point in a model system is find the conditions at which both:
• ⁄ & = 0 since the critical point is on the spinodal line

• $ ⁄ $
& = 0 since the critical point is a limit of the spinodal line

It turns out that the critical point is a kind of singularity in the thermodynamic functions of
liquid-gas systems. As a result, it is non-analytic, meaning that it is impossible to correctly
Taylor-expand thermodynamic properties around this point, since their derivatives can
have discontinuities. Instead, to understand how one approaches the critical point, one
needs a molecular model. Though it seems simple, the Ising model (lattice gas) discussed
in the last lecture captures quantitatively the properties of most substances at their critical
points. The reason this simple model works so well is that the critical point is a location in
the phase diagram where substances have a kind of universal behavior. This was the
subject of much statistical mechanical research in the 1960s and 1970s.
A critical point lies at the terminus of both a binodal and spinodal curve,
where two phases in equilibrium become indistinguishable. It represents a
non-analytic point in the phase diagram where the properties of substances
can be scaled (appropriately non-dimensionalized) in a manner that shows
universal behavior.

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11.4 Generalized stability criteria
We now return to stability conditions in order to describe them more generally. Though
here we considered only the variation of free energy with volume, which gave us a stability
condition for the pressure, similar arguments with other extensive variables can be used to
show that stable phases must obey many stability relations. There is a relation for each
second derivative of all of the thermodynamic potentials. The general form is
$
:
>0 (11.11)
;$
where : is any thermodynamic potential (any Legendre transform of <, for example) that
depends on more than one extensive variable and ; is an extensive independent variable.
In simple physical terms, a positive second derivative ensures these thermodynamic
potentials are all at a minimum, with respect to the extensive variables. The reason for the
connection to extensive variables, and not intensive, is that it is the extensive ones which
can be split between two phases. If ; is an intensive variable, then this relation is reversed
and the second derivative is less than, not greater than, zero. The reason that this does not
apply to potentials with only one extensive variable is that in those cases, the state of the
system is already fixed by the intensive parameters. For example,
$? A
$
= @ ,
# $
% =# $
% =0 (11.12)
&,> &,>

Some examples:
$
< $
F
>0→ 4 5 >0 >0→ 4 5 >0
B$ B ,D B$ B >,D
$
< $
F
$
>0→ 4 5 <0 $
>0→ 4 5 >0
E,D E,>
$
<
$
>0→ 4 5 >0
E,

$ $

$
>0→ 4 5 <0 $
>0→ 4 5 >0
&,D &,

Here, we examined second derivatives of the named thermodynamic potentials. Recall, we

can create other potentials by performing Legendre transforms in the particle numbers as
well. One such example is:

;=<− (11.13)

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 ;= B− −
Thus, using ;, we can show:
$
;
$
>0→ 4 5 <0 (11.14)
E,G

This looks like one of the criteria derived above from the Helmholtz free energy, with the
exception that now the derivative is taken at constant B and rather than constant and
.
All of these stability criteria can be traced back to the properties of the entropy, in
particular, the requirement that the entropy function is concave. There are also some
stability relations that come from the requirement that systems are stable with respect to
simultaneous perturbations between two extensive variables. One such example is:
$
$
H $
H $
H
# $% # % −# % >0 (11.15)
B ,D
$
E,D
B D

With all of the possible stability criteria, one question that arises is: if one stability
criterion is violated, are all of the other stability criteria also violated simultaneously? It
turns out that this is not necessarily the case. Some stability criteria are always violated
before others. For example, we can’t violate ⁄ B ,D > 0 without first violating
⁄ &,D < 0. In the example above, if we expand the metastable liquid, we will first hit
a density at which ⁄ &,D = 0 before ⁄ B ,D becomes negative.
Which stability criteria are always violated first? These are the ones in which there
is only a single extensive variable among the constant terms in the derivative. For a single-
component system, there are six of these:

4 5 >0 4 5 <0 4 5 >0

B >,D &,D &,

4 5 >0 4 5 <0 4 5 >0

B ,G E,G E,>

We won’t prove here why these are violated first, but it can be shown using mathematical
manipulations to interrelate the derivatives. One important point of note is that all of these
six criteria are violated simultaneously, i.e., if one is violated, then all of them are violated.
That means that, at the spinodal, all of these six derivatives go to zero.

EXAMPLE 11.1
Show that the isothermal compressibility, I & , is always positive.
11
The definition of I & is
1
I& = − 4 5
&

From stability, we know that

$
# $%
= −4 5 >0
& &

If / is always negative, then so must be its inverse, / . Therefore, the isothermal

compressibility is always positive.

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