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Statistical Mechanics: Theory and Molecular
Simulation
Statistical Mechanics:
Theory and Molecular
Simulation
SECOND EDITION
M A R K E . T U C K ER M A N
Department of Chemistry and Courant Institute of Mathematical Sciences
New York University
Great Clarendon Street, Oxford, OX2 6DP,
United Kingdom
Oxford University Press is a department of the University of Oxford.
It furthers the University’s objective of excellence in research, scholarship,
and education by publishing worldwide. Oxford is a registered trade mark of
Oxford University Press in the UK and in certain other countries
© Mark E. Tuckerman 2023
The moral rights of the author have been asserted
First Edition published in 2010
Second Edition published in 2023
All rights reserved. No part of this publication may be reproduced, stored in
a retrieval system, or transmitted, in any form or by any means, without the
prior permission in writing of Oxford University Press, or as expressly permitted
by law, by licence or under terms agreed with the appropriate reprographics
rights organization. Enquiries concerning reproduction outside the scope of the
above should be sent to the Rights Department, Oxford University Press, at the
address above
You must not circulate this work in any other form
and you must impose this same condition on any acquirer
Published in the United States of America by Oxford University Press
198 Madison Avenue, New York, NY 10016, United States of America
British Library Cataloguing in Publication Data
Data available
Library of Congress Control Number: 2023930434
ISBN 978–0–19–882556–2
DOI: 10.1093/oso/9780198825562.001.0001
Printed and bound by
CPI Group (UK) Ltd, Croydon, CR0 4YY
Links to third party websites are provided by Oxford in good faith and
for information only. Oxford disclaims any responsibility for the materials
contained in any third party website referenced in this work.
To Jocelyn and all my group members, past, present, and yet to join
Preface
The field of statistical mechanics is evolving with stunning rapidity. Practitioners are
actively developing theoretical and computational tools for solving complex problems
and those tools are being deployed in increasingly novel applications to real systems
of physical, chemical, biological, and engineering import. The first edition of this book
provided a solid foundation in the theoretical underpinnings and computational tech-
nologies that allow the classical and quantum statistical mechanics of particles to be
formally understood and practically implemented. These core concepts will forever
remain central to the field and indispensable learning for anyone wishing to enter it.
However, the intervening ten-plus years have witnessed advances of such significance
that I felt a new edition of the book was needed to incorporate these developments into
the book’s framework. These incorporations and revisions caused the book’s length to
swell by over 150 additional pages.
In the last decade, the application of models and methods from the subarea of
artificial intelligence known as machine learning has transformed the landscape of
computational statistical mechanics. Large-scale computer simulations in statistical
mechanics often generate output data sets of such enormity and heterogeneity that
they could be regarded as “big data” within a “chemical” scope (broadly speaking).
These data sets often represent multiple systems containing heterogeneous environ-
ments evolving under a variety of external conditions. The techniques of machine
learning allow these data sets to be mined for hidden patterns, patterns that can be
further leveraged to construct simplified models of the data. Owing to their low com-
putational overhead, these models can be employed in subsequent simulations that
reach longer length and time scales, reveal meaningful reaction coordinates for spe-
cific processes, and even drive rare-event simulations leading to highly featured free-
energy hypersurfaces. Because machine learning has become such an impactful tool
in statistical mechanics, a substantial new chapter (Chapter 17) has been added that
introduces basic machine learning concepts and model types, including kernel-ridge
methods, support-vector machines, neural networks, weighted-neighbor models, and
data-clustering algorithms, and demonstrates the application of these models, in both
regression and classification modes, in statistical mechanical simulation problems.
Other important developments have shaped the second edition significantly. The
discussions of collective variables and free-energy based rare-event sampling techniques
in Chapter 8 have been overhauled to capture the impressive innovations in these meth-
ods and to highlight how novel techniques such as well-tempered metadynamics and
driven adiabatic free-energy dynamics are connected and can be synergistically com-
bined, both with each other and with simpler methods like umbrella sampling. The
treatment of Feynman path integrals in Chapter 12 has been enhanced to clarify the
meaning of imaginary time, to include methods for simulating systems of N identical
viii Preface
bosons and fermions via path integrals and to incorporate an elegant technique for
reducing the computational overhead of path integral simulations. The discussion of
approaches for approximating quantum time correlation functions in Chapter 14 has
been augmented to include a formally exact open-chain formulation. Functionals also
make a more prominent appearance in the second edition, being used to construct a
classical entropy maximization principle in Chapters 4 through 6 to derive ensemble
distributions, and an additional appendix on the calculus of functions has also been
provided. Proofs of the Henderson Theorem on radial distribution functions and the
Potential Distribution Theorem on excess chemical potentials can be found in these
chapters as well. Resonances in multiple time-scale integration are dealt with in much
greater depth in Chapters 4 and 15 and algorithms for circumventing these numer-
ical artifacts and allowing very large time steps in molecular dynamics simulations
are presented. Other added material includes an expanded discussion of numerical
integrators for deterministic and stochastic thermostats in molecular dynamics, more
exactly solvable models and numerical applications, resonance-free multiple time-scale
algorithms, and more end-of-chapter exercises. The overall structure of the book has
not been changed from the first edition: equilibrium classical statistical mechanics
precedes equilibrium quantum statistical mechanics, and both precede discussions of
classical and quantum time-dependent statistical mechanics. Stochastic dynamics, dis-
crete models, and machine learning make up the final three chapters of the book. As in
the original edition, computational methods are presented side-by-side with the theo-
retical developments, and, to the extent possible, mathematical complexity gradually
increases within each chapter.
As I did in the first edition, I wish to close this preface with a list of acknowl-
edgments. I am, as ever, truly grateful to all of the teachers, mentors, colleagues, and
coworkers acknowledged in the first edition’s preface, which will immediately follow. In
addition, content for the second edition would not have been possible without highly
fruitful collaborations with Benedict Leimkuhler, Charlles Abreu, Jutta Rogal, Ondrej
Marsalek, Serdal Kirmizialtin, and Joseph Cendagorta. I must also express my contin-
ued thanks to the National Science Foundation, the U.S. Department of Energy, and
the Army Research Office for the ongoing support I have received from these agencies.
Finally, I owe, once again, a tremendous debt of gratitude to my wife Jocelyn Leka
who lent me her considerable talents as a substantive editor. As with the first edition,
her skills were employed only for the textual parts of the book; any mathematical
errors remain mine and mine alone.
M.E.T.
New York
December, 2022
Preface ix
Preface to the first edition

Statistical mechanics is a theoretical framework that aims to predict the observable
static and dynamic properties of a many-body system starting from its microscopic
constituents and their interactions. Its scope is as broad as the set of “many-body”
systems is large: as long as there exists a rule governing the behavior of the fun-
damental objects that comprise the system, the machinery of statistical mechanics
can be applied. Consequently, statistical mechanics has found applications outside of
physics, chemistry, and engineering, including biology, social sciences, economics, and
applied mathematics. Because it seeks to establish a bridge between the microscopic
and macroscopic realms, statistical mechanics often provides a means of rationalizing
observed properties of a system in terms of the detailed “modes of motion” of its basic
constituents. An example from physical chemistry is the surprisingly high diffusion
constant of an excess proton in bulk water, which is a single measurable number.
However, this single number belies a strikingly complex dance of hydrogen bond re-
arrangements and chemical reactions that must occur at the level of individual or
small clusters of water molecules in order for this property to emerge. In the physical
sciences, the technology of molecular simulation, wherein a system’s microscopic in-
teraction rules are implemented numerically on a computer, allow such “mechanisms”
to be extracted and, through the machinery of statistical mechanics, predictions of
macroscopic observables to be generated. In short, molecular simulation is the com-
putational realization of statistical mechanics. The goal of this book, therefore, is to
synthesize these two aspects of statistical mechanics: the underlying theory of the
subject, in both its classical and quantum developments, and the practical numerical
techniques by which the theory is applied to solve realistic problems.
This book is aimed primarily at graduate students in chemistry or computational
biology and graduate or advanced undergraduate students in physics or engineering.
These students are increasingly finding themselves engaged in research activities that
cross traditional disciplinary lines. Successful outcomes for such projects often hinge
on their ability to translate complex phenomena into simple models and develop ap-
proaches for solving these models. Because of its broad scope, statistical mechanics
plays a fundamental role in this type of work and is an important part of a student’s
toolbox.
The theoretical part of the book is an extensive elaboration of lecture notes I devel-
oped for a graduate-level course in statistical mechanics I give at New York University.
These courses are principally attended by graduate and advanced undergraduate stu-
dents who are planning to engage in research in theoretical and experimental physical
chemistry and computational biology. The most difficult question faced by anyone
wishing to design a lecture course or a book on statistical mechanics is what to in-
clude and what to omit. Because statistical mechanics is an active field of research, it
comprises a tremendous body of knowledge, and it is simply impossible to treat the
entirety of the subject in a single opus. For this reason, many books with the words
“statistical mechanics” in their titles can differ considerably. Here, I have attempted
to bring together topics that reflect what I see as the modern landscape of statisti-
cal mechanics. The reader will notice from a quick scan of the table of contents that
x Preface
the topics selected are rarely found together in individual textbooks on the subject;
these topics include isobaric ensembles, path integrals, classical and quantum time-
dependent statistical mechanics, the generalized Langevin equation, the Ising model,
and critical phenomena. (The closest such book I have found is also one of my favorites,
David Chandler’s Introduction to Modern Statistical Mechanics.)
The computational part of the book joins synergistically with the theoretical part
and is designed to give the reader a solid grounding in the methodology employed to
solve problems in statistical mechanics. It is intended neither as a simulation recipe
book nor a scientific programmer’s guide. Rather, it aims to show how the develop-
ment of computational algorithms derives from the underlying theory with the hope
of enabling readers to understand the methodology-oriented literature and develop
new techniques of their own. The focus is on the molecular dynamics and Monte
Carlo techniques and the many novel extensions of these methods that have enhanced
their applicability to, for example, large biomolecular systems, complex materials,
and quantum phenomena. Most of the techniques described are widely available in
molecular simulation software packages and are routinely employed in computational
investigations. As with the theoretical component, it was necessary to select among the
numerous important methodological developments that have appeared since molecu-
lar simulation was first introduced. Unfortunately, several important topics had to be
omitted due to space constraints, including configuration-bias Monte Carlo, the ref-
erence potential spatial warping algorithm, and semi-classical methods for quantum
time correlation functions. This omission was not made because I view these methods
as less important than those I included. Rather, I consider these to be very powerful
but highly advanced methods that, individually, might have a narrower target audi-
ence. In fact, these topics were slated to appear in a chapter of their own. However,
as the book evolved, I found that nearly 700 pages were needed to lay the foundation
I sought.
In organizing the book, I have made several strategic decisions. First, the book is
structured such that concepts are first introduced within the framework of classical
mechanics followed by their quantum mechanical counterparts. This lies closer perhaps
to a physicist’s perspective than, for example, that of a chemist, but I find it to be a
particularly natural one. Moreover, given how widespread computational studies based
on classical mechanics have become compared to analogous quantum investigations
(which have considerably higher computational overhead), this progression seems to
be both logical and practical. Second, the technical development within each chapter
is graduated, with the level of mathematical detail generally increasing from chapter
start to chapter end. Thus, the mathematically most complex topics are reserved
for the final sections of each chapter. I assume that readers have an understanding of
calculus (through calculus of several variables), linear algebra, and ordinary differential
equations. This structure hopefully allows readers to maximize what they take away
from each chapter while rendering it easier to find a stopping point within each chapter.
In short, the book is structured such that even a partial reading of a chapter allows
the reader to gain a basic understanding of the subject. It should be noted that I
attempted to adhere to this graduated structure only as a general protocol. Where I
felt that breaking this progression made logical sense, I have forewarned the reader
Preface xi
about the mathematical arguments to follow, and the final result is generally given at
the outset. Readers wishing to skip the mathematical details can do so without loss
of continuity.
The third decision I have made is to integrate theory and computational methods
within each chapter. Thus, for example, the theory of the classical microcanonical
ensemble is presented together with a detailed introduction to the molecular dynamics
method and how the latter is used to generate a classical microcanonical distribution.
The other classical ensembles are presented in a similar fashion as is the Feynman
path integral formulation of quantum statistical mechanics. The integration of theory
and methodology serves to emphasize the viewpoint that understanding one helps in
understanding the other.
Throughout the book, many of the computational methods presented are accom-
panied by simple numerical examples that demonstrate their performance. These ex-
amples range from low-dimensional “toy” problems that can be easily coded up by the
reader (some of the exercises in each chapter ask precisely this) to atomic and molecu-
lar liquids, aqueous solutions, model polymers, biomolecules, and materials. Not every
method presented is accompanied by a numerical example, and in general I have tried
not to overwhelm the reader with a plethora of applications requiring detailed expla-
nations of the underlying physics, as this is not the primary aim of the book. Once
the basics of the methodology are understood, readers wishing to explore applications
particular to their interests in more depth can subsequently refer to the literature.
A word or two should be said about the problem sets at the end of each chapter.
Math and science are not spectator sports, and the only way to learn the material is
to solve problems. Some of the problems in the book require the reader to think con-
ceptually while others are more mathematical, challenging the reader to work through
various derivations. There are also problems that ask the reader to analyze proposed
computational algorithms by investigating their capabilities. For readers with some
programming background, there are exercises that involve coding up a method for a
simple example in order to explore the method’s performance on that example, and
in some cases, reproduce a figure from the text. These coding exercises are included
because one can only truly understand a method by programming it up and trying
it out on a simple problem for which long runs can be performed and many different
parameter choices can be studied. However, I must emphasize that even if a method
works well on a simple problem, it is not guaranteed to work well for realistic systems.
Readers should not, therefore, naı̈vely extrapolate the performance of any method they
try on a toy system to high-dimensional complex problems. Finally, in each problem
set, some problems are preceded by an asterisk (∗ ). These are problems of a more chal-
lenging nature that require deeper thinking or a more in-depth mathematical analysis.
All of the problems are designed to strengthen understanding of the basic ideas.
Let me close this preface by acknowledging my teachers, mentors, colleagues, and
coworkers without whom this book would not have been possible. I took my first
statistical mechanics courses with Y. R. Shen at the University of California Berkeley
and A. M. M. Pruisken at Columbia University. Later, I audited the course team-
taught by James L. Skinner and Bruce J. Berne, also at Columbia. I was also privileged
to have been mentored by Bruce Berne as a graduate student, by Michele Parrinello
xii Preface
during a postdoctoral appointment at the IBM Forschungslaboratorium in Rüschlikon,

Switzerland, and by Michael L. Klein while I was a National Science Foundation
postdoctoral fellow at the University of Pennsylvania. Under the mentorship of these
extraordinary individuals, I learned and developed many of the computational methods
that are discussed in the book. I must also express my thanks to the National Science
Foundation for their continued support of my research over the past decade. Many of
the developments presented here were made possible through the grants I received from
them. I am deeply grateful to the Alexander von Humboldt Foundation for a Friedrich
Wilhelm Bessel Research Award that funded an extended stay in Germany where I was
able to work on ideas that influenced many parts of the book. I am equally grateful
to my German host and friend Dominik Marx for his support during this stay, for
many useful discussions, and for many fruitful collaborations that have helped shape
the book’s content. I also wish to acknowledge my long-time collaborator and friend
Glenn Martyna for his help in crafting the book in its initial stages and for his critical
reading of the first few chapters. I have also received many helpful suggestions from
Bruce Berne, Giovanni Ciccotti, Hae-Soo Oh, Michael Shirts, and Dubravko Sabo. I
am indebted to the excellent students and postdocs with whom I have worked over the
years for their invaluable contributions to several of the techniques presented herein
and for all they have taught me. I would also like to acknowledge my former student
Kiryn Haslinger Hoffman for her work on the illustrations used in the early chapters.
Finally, I owe a tremendous debt of gratitude to my wife Jocelyn Leka, whose finely
honed skills as an editor were brought to bear on crafting the wording used throughout
the book. Editing me took up many hours of her time. Her skills were restricted to
the textual parts of the book; she was not charged with the onerous task of editing
the equations. Consequently, any errors in the latter are mine and mine alone.
M.E.T.
New York
July, 2010
Contents
1 Classical mechanics 1
1.1 Introduction 1
1.2 Newton’s laws of motion 1
1.3 Phase space: visualizing classical motion 5
1.4 Lagrangian formulation of classical mechanics: A general
framework for Newton’s laws 10
1.5 Legendre transforms 17
1.6 Generalized momenta and the Hamiltonian formulation of
classical mechanics 18
1.7 A simple classical polymer model 25
1.8 The action integral 29
1.9 Lagrangian mechanics and systems with constraints 32
1.10 Gauss’s principle of least constraint 35
1.11 Rigid body motion: Euler angles and quaternions 37
1.12 Non-Hamiltonian systems 47
1.13 Problems 50
2 Theoretical foundations of classical statistical mechanics 55
2.1 Overview 55
2.2 The laws of thermodynamics 57
2.3 The ensemble concept 63
2.4 Phase-space volumes and Liouville’s theorem 65
2.5 The ensemble distribution function and the Liouville equation 67
2.6 Equilibrium solutions of the Liouville equation 71
2.7 Problems 72
3 The microcanonical ensemble and introduction to molecular
dynamics 77
3.1 Brief overview 77
3.2 Basic thermodynamics, Boltzmann’s relation, and the
partition function of the microcanonical ensemble 78
3.3 The classical virial theorem 83
3.4 Conditions for thermal equilibrium 86
3.5 The free particle and the ideal gas 89
3.6 The harmonic oscillator and harmonic baths 95
3.7 Introduction to molecular dynamics 98
3.8 Integrating the equations of motion: Finite difference methods 101
3.9 Systems subject to holonomic constraints 106
3.10 The classical time evolution operator and numerical integrators 110
3.11 Multiple time-scale integration 116
xiv Contents
3.12 Symplectic integration for quaternions 122

3.13 Exactly conserved time-step dependent Hamiltonians 124
3.14 Illustrative examples of molecular dynamics calculations 127
3.15 Problems 134
4 The canonical ensemble 139
4.1 Introduction: A different set of experimental conditions 139
4.2 Thermodynamics of the canonical ensemble 140
4.3 The canonical phase-space distribution and partition function 141
4.4 Canonical ensemble via entropy maximization 146
4.5 Energy fluctuations in the canonical ensemble 148
4.6 Simple examples in the canonical ensemble 150
4.7 Structure and thermodynamics in real gases and liquids from
spatial distribution functions 159
4.8 Perturbation theory and the van der Waals equation 176
4.9 Molecular dynamics in the canonical ensemble: Hamiltonian
formulation in an extended phase space 186
4.10 Classical non-Hamiltonian statistical mechanics 191
4.11 Nosé-Hoover chains 198
4.12 Integrating the Nosé-Hoover chain equations 203
4.13 The isokinetic ensemble: A variant of the canonical ensemble 210
4.14 Isokinetic Nosé-Hoover chains: Achieving very large time steps 214
4.15 Applying canonical molecular dynamics: Liquid structure 218
4.16 Problems 220
5 The isobaric ensembles 231
5.1 Why constant pressure? 231
5.2 Thermodynamics of isobaric ensembles 232
5.3 Isobaric phase-space distributions and partition functions 233
5.4 Isothermal-isobaric ensemble via entropy maximization 239
5.5 Pressure and work virial theorems 240
5.6 An ideal gas in the isothermal-isobaric ensemble 242
5.7 Extending the isothermal-isobaric ensemble: Anisotropic cell
fluctuations 243
5.8 Derivation of the pressure tensor estimator from the canonical
partition function 247
5.9 Molecular dynamics in the isoenthalpic-isobaric ensemble 251
5.10 Molecular dynamics in the isothermal-isobaric ensemble I:
Isotropic volume fluctuations 254
5.11 Molecular dynamics in the isothermal-isobaric ensemble II:
Anisotropic cell fluctuations 258
5.12 Atomic and molecular virials 261
5.13 Integrating the Martyna-Tobias-Klein equations of motion 263
5.14 The isothermal-isobaric ensemble with constraints:
The ROLL algorithm 272
5.15 Problems 277
Contents xv
6 The grand canonical ensemble 281

6.1 Introduction: The need for yet another ensemble 281
6.2 Euler’s theorem 281
6.3 Thermodynamics of the grand canonical ensemble 283
6.4 Grand canonical phase space and the partition function 284
6.5 Grand canonical ensemble via entropy maximization 290
6.6 Illustration of the grand canonical ensemble: The ideal gas 291
6.7 Particle number fluctuations in the grand canonical ensemble 293
6.8 Potential distribution theorem 295
6.9 Molecular dynamics in the grand canonical ensemble 297
6.10 Problems 300
7 Monte Carlo 303
7.1 Introduction to the Monte Carlo method 303
7.2 The Central Limit theorem 304
7.3 Sampling distributions 308
7.4 Hybrid Monte Carlo 320
7.5 Replica exchange Monte Carlo 323
7.6 Wang-Landau sampling 327
7.7 Transition path sampling and the transition path ensemble 328
7.8 Problems 335
8 Free-energy calculations 339
8.1 Free-energy perturbation theory 339
8.2 Adiabatic switching and thermodynamic integration 342
8.3 Adiabatic free-energy dynamics 346
8.4 Jarzynski’s equality and nonequilibrium methods 350
8.5 The problem of rare events 357
8.6 Collective variables 359
8.7 The blue moon ensemble approach 363
8.8 Umbrella sampling and weighted histogram methods 370
8.9 Wang-Landau sampling 373
8.10 Driven adiabatic free-energy dynamics 374
8.11 Metadynamics 384
8.12 The committor distribution and the histogram test 390
8.13 Problems 392
9 Quantum mechanics 397
9.1 Introduction: Waves and particles 397
9.2 Review of the fundamental postulates of quantum mechanics 399
9.3 Simple examples 412
9.4 Identical particles in quantum mechanics: Spin statistics 419
9.5 Problems 422
10 Quantum ensembles and the density matrix 430
10.1 The difficulty of many-body quantum mechanics 430
10.2 The ensemble density matrix 431
xvi Contents
10.3 Time evolution of the density matrix 434

10.4 Quantum equilibrium ensembles 435
10.5 Problems 441
11 Quantum ideal gases: Fermi-Dirac and Bose-Einstein statistics 446
11.1 Complexity without interactions 446
11.2 General formulation of the quantum-mechanical ideal gas 446
11.3 An ideal gas of distinguishable quantum particles 450
11.4 General formulation for fermions and bosons 451
11.5 The ideal fermion gas 454
11.6 The ideal boson gas 471
11.7 Problems 481
12 The Feynman path integral 486
12.1 Quantum mechanics as a sum over paths 486
12.2 Derivation of path integrals for the canonical density matrix
and the time evolution operator 490
12.3 Thermodynamics and expectation values from path integrals 497
12.4 The continuous limit: Functional integrals 502
12.5 How to think about imaginary time propagation 511
12.6 Many-body path integrals 513
12.7 Quantum free-energy profiles 522
12.8 Numerical evaluation of path integrals 524
12.9 Problems 554
13 Classical time-dependent statistical mechanics 560
13.1 Ensembles of driven systems 560
13.2 Driven systems and linear response theory 562
13.3 Applying linear response theory: Green-Kubo relations for trans-
port coefficients 569
13.4 Calculating time correlation functions from molecular dynamics 579
13.5 The nonequilibrium molecular dynamics approach 583
13.6 Problems 594
14 Quantum time-dependent statistical mechanics 599
14.1 Time-dependent systems in quantum mechanics 599
14.2 Time-dependent perturbation theory in quantum mechanics 603
14.3 Time correlation functions and frequency spectra 613
14.4 Examples of frequency spectra 617
14.5 Quantum linear response theory 620
14.6 Approximations to quantum time correlation functions 626
14.7 Problems 641
15 The Langevin and generalized Langevin equations 646
15.1 The general model of a system plus a bath 646
15.2 Derivation of the generalized Langevin equation 649
15.3 Analytically solvable examples 656
15.4 Vibrational dephasing and energy relaxation in simple fluids 664
Contents xvii
15.5 Molecular dynamics with the Langevin equation 667

15.6 Designing memory kernels for specific tasks 676
15.7 Sampling stochastic transition paths 680
15.8 Mori-Zwanzig theory 682
15.9 Problems 688
16 Discrete models and critical phenomena 695
16.1 Phase transitions and critical points 695
16.2 The critical exponents α, β, γ, and δ 697
16.3 Magnetic systems and the Ising model 698
16.4 Universality classes 703
16.5 Mean-field theory 704
16.6 Ising model in one dimension 710
16.7 Ising model in two dimensions 712
16.8 Spin correlations and their critical exponents 719
16.9 Introduction to the renormalization group 720
16.10 Fixed points of the renormalization group equations in
greater than one dimension 727
16.11 General linearized renormalization group theory 729
16.12 Understanding universality from the linearized
renormalization group theory 731
16.13 Other uses of discrete models 733
16.14 Problems 734
17 Introduction to machine learning in statistical mechanics 740
17.1 Machine learning in statistical mechanics: What and why? 740
17.2 Three key probability distributions 741
17.3 Simple linear regression as a case study 743
17.4 Kernel methods 746
17.5 Neural networks 750
17.6 Weighted neighbor methods 764
17.7 Demonstrating machine learning in free-energy simulations 767
17.8 Clustering algorithms 782
17.9 Intrinsic dimension of a data manifold 784
17.10 Problems 787
Appendix A Properties of the Dirac delta-function 793
Appendix B Calculus of functionals 796
Appendix C Evaluation of energies and forces 802
Appendix D Proof of the Trotter theorem 815
Appendix E Laplace transforms 818
References 823
Index 849
1
Classical mechanics
1.1 Introduction
The first part of this book is devoted to the subject of classical statistical mechan-
ics, which is founded upon the fundamental laws of classical mechanics as originally
stated by Newton. Although the laws of classical mechanics were first postulated to
study the motion of planets, stars and other large-scale objects, they turn out to be
a surprisingly good approximation at the molecular level (where the true behavior is
correctly described by the laws of quantum mechanics). Indeed, an entire computa-
tional methodology, known as molecular dynamics, is based on the applicability of the
laws of classical mechanics to microscopic systems. Molecular dynamics has been re-
markably successful in its ability to predict macroscopic thermodynamic and dynamic
observables for a wide variety of systems using the rules of classical statistical mechan-
ics to be discussed in the next chapter. Many of these applications address important
problems in biology, such as protein and nucleic acid folding, in materials science, such
as surface catalysis and functionalization, in the structure and dynamics of glasses and
their melts, and in nanotechnology, such as the behavior of self-assembled monolayers
and the formation of molecular devices. Throughout the book, we will be discussing
both model and realistic examples of such applications.
In this chapter, we will begin with a discussion of Newton’s laws of motion and
build up to the more elegant Lagrangian and Hamiltonian formulations of classical
mechanics, both of which play fundamental roles in statistical mechanics. The origin
of these formulations from the action principle will be discussed. The chapter will
conclude with a first look at systems that do not fit into the Hamiltonian/Lagrangian
framework and the application of such systems in the description of certain physical
situations.
1.2 Newton’s laws of motion

In 1687, the English physicist and mathematician Sir Isaac Newton published the
Philosophiae Naturalis Principia Mathematica, wherein three simple and elegant laws
governing the motion of interacting objects are given. These may be stated briefly as
follows:
1. In the absence of external forces, a body will either be at rest or execute motion
along a straight line with a constant velocity v.
2. The action of an external force F on a body produces an acceleration a equal to
the force divided by the mass m of the body:
2 Classical mechanics
F
a= , F = ma. (1.2.1)
m
3. If body A exerts a force on body B, then body B exerts an equal and opposite
force on body A. That is, if FAB is the force body A exerts on body B, then the
force FBA exerted by body B on body A satisfies
FBA = −FAB . (1.2.2)
In general, two objects can exert attractive or repulsive forces on each other, depending
on their relative spatial location, and the precise dependence of the force on the relative
location of the objects is specified by a particular force law.1
Although Newton’s interests largely focused on the motion of celestial bodies in-
teracting via gravitational forces, most atoms are massive enough that their motion
can be treated reasonably accurately within a classical framework. Hence, the laws
of classical mechanics can be approximately applied at the molecular level. Naturally,
there are numerous instances in which the classical approximation breaks down, and
a proper quantum mechanical treatment is needed. For the present, however, we will
assume the approximate validity of classical mechanics at the molecular level and
proceed to apply Newton’s laws as stated above.
The motion of an object can be described quantitatively by specifying the Carte-
sian position vector r(t) of the object in space at any time t. This is tantamount to
specifying three functions of time, the components of r(t),
r(t) = (x(t), y(t), z(t)). (1.2.3)
Recognizing that the velocity v(t) of the object is the first time derivative of the
position, v(t) = dr/dt, and that the acceleration a(t) is the first time derivative of the
velocity, a(t) = dv/dt, the acceleration is easily seen to be the second derivative of
position, a(t) = d2 r/dt2 . Therefore, Newton’s second law, F = ma, can be expressed
as a second-order differential equation
d2 r
m = F. (1.2.4)
dt2
(We shall henceforth employ the overdot notation for differentiation with respect to
time. Thus, ṙ = dr/dt and r̈ = d2 r/dt2 .) Since eqn. (1.2.4) is a second-order equation,
it is necessary to specify two initial conditions, these being the initial position r(0)
and initial velocity v(0). The solution of eqn. (1.2.4) subject to these initial conditions
uniquely specifies the motion of the object for all time.
The force F that acts on an object is capable of doing work on the object. In order
to see how work is computed, consider Fig. 1.1, which shows a force F acting on a
1 Throughout the book, vector quantities will be designated using boldface type. Thus, in three
spatial dimensions, a vector u has three components ux , uy , and uz , and we will
q represent the vector
as the ordered triple u = (ux , uy , uz ). The vector magnitude u = |u| = u2x + u2y + u2z will be
denoted using normal type.
Newton’s laws of motion 3
Fig. 1.1 Example of mechanical work. Here dW = F · dl = F cos θdl.
system along a particular path. The work dW performed along a short segment dl of
the path is defined to be
dW = F · dl = F cos θdl. (1.2.5)
The total work done on the object by the force between points A and B along the
path is obtained by integrating over the path from A to B:
Z B
WAB (path) = F · dl. (1.2.6)
A
In general, the work done on an object by a force depends on the path taken between A
and B. For certain types of forces, called conservative forces, the work is independent
of the path and only depends on the endpoints of the path. We shall describe shortly
how conservative forces are defined.
Note that the definition of work depends on context. Equation (1.2.6) specifies the
work done by a force F. If this force is an intrinsic part of the system, then we refer to
this type of work as work done by the system. If we wish to calculate the work done
against such a force by some external agent, then this work would be the negative of
that obtained using eqn. (1.2.6), and we refer to this as work done on the system. An
example is the force exerted by the Earth’s gravitational field on an object of mass m.
If the mass falls under the Earth’s gravitational pull through a distance h, we can think
of the object and the gravitational force as defining the mechanical system. In this
case, the system does work, and eqn. (1.2.6) would yield a positive value. Conversely,
if we applied eqn. (1.2.6) to the opposite problem of raising the object to a height h,
it would yield a negative result. This is simply telling us some external agent must
do work on the system against the force of gravity in order to raise it to a height h.
Generally, it is obvious what sign to impart to work, yet the distinction between work
done on and by a system will become important in our discussions of thermodynamics
and classical statistical mechanics in Chapters 2 through 6.
Given the form of Newton’s second law in eqn. (1.2.4), it can be easily shown that,
in a flat or Euclidean space, Newton’s first law is redundant. According to Newton’s
first law, an object initially at a position r(0) moving with constant velocity v will
move along a straight line described by
r(t) = r(0) + vt. (1.2.7)
This is an example of a trajectory, that is, a specification of the object’s position as a
function of time and initial conditions. If no force acts on the object, then, according
to Newton’s second law, its position will be the solution of
r̈ = 0. (1.2.8)
The straight line motion of eqn. (1.2.7) is, in fact, the unique solution of eqn. (1.2.8)
for an object whose initial position is r(0) and whose initial (and constant) velocity is
v. Thus, Newton’s second law embodies Newton’s first law.
Statistical mechanics is concerned with the behavior of large numbers of objects
that can be viewed as the fundamental constituents of a particular microscopic model
of the system, whether they are individual atoms or molecules, or even groups of atoms
in a macromolecule (for example, the amino acids in a protein). We shall, henceforth,
refer to these constituents as “particles” (or, in some cases, “pseudoparticles”). The
classical behavior of a system of N particles in three dimensions is given by the gener-
alization of Newton’s second law to the system. In order to develop the general form
of Newton’s second law, note that particle i, i ∈ [1, N ], will experience a force Fi due
to all of the other particles in the system and possibly the external environment or ex-
ternal agents as well. Denoting the position vectors of the N particles as r1 , ..., rN , the
forces Fi are generally functions of these positions, and if frictional forces are present,
Fi could also be a function of the particle’s velocity ṙi . We denote this functional
dependence as Fi = Fi (r1 , ..., rN , ṙi ). For example, if the force Fi depends only on
individual contributions from every other particle in the system, we say that the forces
are pairwise additive. In this case, the force Fi can be expressed as
X
Fi (r1 , ..., rN , ṙi ) = fij (ri − rj ) + f (ext) (ri , ṙi ). (1.2.9)
j6=i
The first term in eqn. (1.2.9) describes forces that are intrinsic to the system and are
part of the definition of the mechanical system, while the second term describes forces
that are entirely external to the system. For a general N -particle system, Newton’s
second law for particle i takes the form
mi r̈i = Fi (r1 , ..., rN , ṙi ). (1.2.10)
These equations, referred to as the equations of motion of the system, must be solved
subject to a set of initial positions, {r1 (0), ..., rN (0)}, and velocities, {ṙ1 (0), ..., ṙN (0)}.
In any realistic system, the interparticle forces are highly nonlinear functions of the N
particle positions so that eqns. (1.2.10) possess enormous dynamical complexity, and
obtaining an analytical solution is hopeless. Moreover, even if an accurate numerical
solution could be obtained, for macroscopic matter, where N ∼ 1023 , the computa-
tional resources required to calculate and store the solutions for each and every particle
at a large number of discrete time points would exceed by many orders of magnitude
all those presently available, making such a task equally untenable. Given these con-
siderations, how can we ever expect to calculate physically observable properties of
realistic systems starting from a microscopic description if the fundamental equations
governing the behavior of the system cannot be solved?
The rules of statistical mechanics provide the necessary connection between the
microscopic laws and macroscopic observables. These rules, however, cannot circum-
vent the complexity of the system. Therefore, several approaches can be considered
for dealing with this complexity: A highly simplified model for a system that lends
Phase space 5
itself to an analytical solution could be introduced. Although often of limited util-

ity, important physical insights can sometimes be extracted from a clever model, and
it is usually possible to study the behavior of the model as external conditions are
varied, such as the number of particles, containing volume, applied pressure, and so
forth. Alternatively, one can consider a system, not of 1023 particles, but of a much
smaller number, perhaps 102 –109 particles, depending on the nature of the system,
and solve the equations of motion numerically subject to initial conditions and the
boundary conditions of a containing volume. Fortunately, many macroscopic proper-
ties are well-converged with respect to system size for such small numbers of particles!
The rules of statistical mechanics are then used to analyze the numerical trajectories
thus generated. This is the essence of the technique known as molecular dynamics. Al-
though the molecular dynamics approach is very powerful, a significant disadvantage
exists: in order to study the dependence on external conditions, a separate calculation
must be performed for every choice of these conditions, hence a very large number of
calculations is needed, for example, in order to map out a phase diagram. In addi-
tion, the “exact” forces between particles cannot be determined and, hence, models
for these forces must be introduced. Usually, the more accurate the model, the more
computationally intensive the numerical calculation, and the more limited the scope
of the calculation with respect to time and length scales and the properties that can
be studied. Often, time and length scales can be bridged by combining models of dif-
ferent accuracy, including even continuum models commonly used in engineering, to
describe different aspects of a large, complex system, and devising clever numerical
solvers for the resulting equations of motion. Numerical calculations (typically referred
to as simulations) have become an integral part of modern theoretical research, and
since many of these calculations rely on the laws of classical mechanics, it is impor-
tant that this subject be covered in some detail before advancing to a discussion of
the rules of statistical mechanics. The remainder of this chapter will, therefore, be
devoted to introducing the concepts from classical mechanics that will be needed for
our subsequent discussion of statistical mechanics.
1.3 Phase space: visualizing classical motion

Newton’s equations specify the complete set of particle positions {r1 (t), ..., rN (t)} and,
by differentiation, the particle velocities {v1 (t), ..., vN (t)} at any time t, given that
the positions and velocities are known at one particular instant in time. For reasons
that will be clear shortly, it is often preferable to work with the particle momenta,
{p1 (t), ..., pN (t)}, which, in Cartesian coordinates, are related to the velocities by
pi = mi vi = mi ṙi . (1.3.1)
Note that, in terms of momenta, Newton’s second law can be written as
dvi dpi
Fi = mai = mi = . (1.3.2)
dt dt
Therefore, the classical dynamics of an N -particle system can be expressed by specify-
ing the full set of 6N functions, {r1 (t), ..., rN (t), p1 (t), ..., pN (t)}. Equivalently, at any
instant t in time, all of the information about the system is specified by 6N numbers
(or 2dN in d dimensions). These 6N numbers constitute the microscopic state of the
system at time t. That these 6N numbers are sufficient to characterize the system
follows entirely from the fact that they are all that is needed to seed eqns. (1.2.10),
from which the complete time evolution of the system can be determined.
Suppose, at some instant in time, the positions and momenta of the system are
{r1 , ..., rN , p1 , ..., pN }. These 6N numbers can be regarded as an ordered 6N -tuple or
a single point in a 6N -dimensional space called phase space. Although the geometry
of this space can, under certain circumstances, be nontrivial, in its simplest form, a
phase space is a Cartesian space that can be constructed from 6N mutually orthogonal
axes. We shall denote a general point in the phase space as
x = (r1 , ..., rN , p1 , ..., pN ) (1.3.3)
also known as the phase-space vector. (As we will see in Chapter 2, phase spaces play
a central role in classical statistical mechanics.) Solving eqns. (1.2.10) generates a set
of functions
x(t) = (r1 (t), ..., rN (t), p1 (t), ..., pN (t)) ≡ xt , (1.3.4)
which describe a parametric path or trajectory in the phase space. Therefore, classical
motion can be described by the motion of a point along a trajectory in phase space.
Although phase-space trajectories can only be visualized for a one-particle system in
one spatial dimension, it is, nevertheless, instructive to study several such examples.
Consider, first, a free particle with coordinate x and momentum p, described by
the one-dimensional analog of eqn. (1.2.7), i.e., x(t) = x(0) + (p/m)t, where p is the
particle’s (constant) momentum. A plot of p vs. x is simply a straight horizontal line
starting at x(0) and extending in the direction of increasing x if p > 0 or decreasing x
if p < 0. This is illustrated in Fig. 1.2. The line is horizontal because p is constant for
all x values visited on the trajectory.
Fig. 1.2 Phase space of a one-dimensional free particle.

Phase space 7
Another important example of a phase-space trajectory is that of a simple Har-

monic oscillator, for which the force law is given by Hooke’s law, F (x) = −kx, where
k is a constant known as the force constant. In this case, Newton’s second law takes
the form
mẍ = −kx. (1.3.5)
For a given initial condition, x(0) and p(0), the solution of eqn. (1.3.5) is
p(0)
x(t) = x(0) cos ωt + sin ωt, (1.3.6)
mω
p
where ω = k/m is the natural frequency of the oscillator. Equation (1.3.6) can be
verified by substitution into eqn. (1.3.5). Differentiating once with respect to time and
multiplying by the mass gives an expression for the momentum
p(t) = p(0) cos ωt − mωx(0) sin ωt. (1.3.7)
Note that p(t) and x(t) are related by
(p(t))2 1
+ mω 2 (x(t))2 = C, (1.3.8)
2m 2
where C is a constant determined by the initial condition according to
(p(0))2 1
C= + mω 2 (x(0))2 . (1.3.9)
2m 2
(This relation is known as the conservation of energy, which we will discuss in greater
detail in the next few sections.) From eqn. (1.3.8), it can be seen that the phase-space
plot, p vs. x, specified by p2 /2m + mω 2x2 /2 = C is an ellipse with axes (2mC)1/2 and
(2C/mω 2 )1/2 as shown in Fig. 1.3. The analysis also indicates that different initial
Fig. 1.3 Phase space of the one-dimensional harmonic oscillator.

conditions give rise to different values of C, which changes the size of the ellipse.
Changing the mass and frequency changes the shape of the ellipse. Phase-space plots
determine the values of position and momentum the system will visit along a trajectory
for a given set of initial conditions. These values constitute the accessible phase space.
For a free particle, the accessible phase space is unbounded since x lies in the interval
x ∈ [x(0), ∞) for p > 0 or x ∈ (−∞, x(0)] for p < 0. The harmonic oscillator, by
contrast, provides an example of a phase space that is bounded.
Consider, finally, the example of a particle of mass m rolling over a hill under the
influence of gravity, as illustrated in Fig. 1.4(a). (This example is a one-dimensional
idealization of a situation that should be familiar to anyone who has ever played
miniature golf and also serves as a paradigm for chemical reactions.) We will assume
that the top of the hill corresponds to a position x = 0. The force law for this problem
is non-linear, so that a simple, closed-form, analytical solution to Newton’s second
law is not readily available. However, an analytical solution is not needed in order to
visualize the motion using a phase-space picture. Several kinds of motion are possible
depending on the initial conditions. First, if the particle is not rolled quickly enough,
it cannot roll completely over the hill. Rather, it will climb part way up the hill and
then roll back down the same side. This type of motion is depicted in the phase-space
plot of Fig. 1.4(b). Note that the plot only shows the motion in a region close to the
hill. A full phase-space plot would extend to x = ±∞. On the other hand, if the initial
speed is high enough, the particle can reach the top of the hill and roll down the other
side as depicted in Fig. 1.4(d). The crossover between these two scenarios occurs for
Fig. 1.4 Phase space of a one-dimensional particle subject to the “hill” potential: (a) Two
particles approach the hill, one from the left, one from the right. (b) Phase-space plot if the
particles have insufficient energy to roll over the hill. (c) Same if the energy is just sufficient
for a particle to reach the top of the hill and come to rest there. (d) Same if the energy is
greater than that needed to roll over the hill.
Phase space 9
one particular initial rolling speed in which the ball can just climb to the top of the
hill and come to rest there, as is shown in Fig. 1.4(c). Such a trajectory clearly divides
the phase space between the two types of motion shown in Figs. 1.4(b) and 1.4(d) and
is known as a separatrix. If this example were extended to include a large number of
hills with possibly different heights, then the phase space would contain a very large
number of separatrices. Such an example is paradigmatic of the force laws that one
encounters in complex problems such as protein folding, one of the most challenging
computational problems in biophysics.
Visualizing the trajectory of a complex many-particle system in phase space is not
possible due to the high dimensionality of the space. Moreover, the phase space may
be bounded in some directions and unbounded in others. For formal purposes, it is
often useful to think of an illustrative phase-space plot, in which some particular
set of coordinates of special interest are shown collectively on one axis and their
corresponding momenta are shown on the other with a schematic representation of
a phase-space trajectory. This technique has been used to visualize the phase space of
chemical reactions in an excellent treatise by De Leon et al. (1991). In other instances,
it is instructive to consider a particular cut or surface in a large phase space that
represents a set of variables of interest. Such a cut is known as a Poincaré section
after the French mathematician Henri Poincaré (1854–1912), who, among other things,
contributed substantially to our modern theory of dynamical systems. In this case, the
values of the remaining variables will be fixed at the values they take at the location
of this section. The concept of a Poincaré section is illustrated in Fig. 1.5.
Fig. 1.5 A Poincaré section. The dark line represents a trajectory, and the collection of
points at which it crosses the plane is the Poincaré section.
1.4 Lagrangian formulation of classical mechanics: A general

framework for Newton’s laws
Statistical mechanics is concerned with characterizing the number of microscopic states
available to a system and, therefore, requires a formulation of classical mechanics
that is more closely connected to the phase-space description than the Newtonian
formulation. Since phase space provides a geometric description of a system in terms of
positions and momenta, or equivalently in terms of positions and velocities, it is natural
to look for an algebraic description of a system in terms of these variables. In particular,
we seek a “generator” of the classical equations of motion that takes the positions and
velocities or positions and momenta as its inputs and produces, through some formal
procedure, the classical equations of motion. The formal structure we seek is embodied
in the Lagrangian and Hamiltonian formulations of classical mechanics (Goldstein,
1980), named for Joseph-Louis Lagrange (1736–1813) and William Rowan Hamilton
(1805–1865), respectively. The introduction of such a formal structure places some
restrictions on the form of the force laws. Specifically, the forces are required to be
conservative. Conservative forces are defined to be vector quantities that are derivable
from a scalar function U (r1 , ..., rN ), known as a potential energy function, via
Fi (r1 , ..., rN ) = −∇i U (r1 , ..., rN ), (1.4.1)
where ∇i = ∂/∂ri . Consider the work done by the force Fi in moving particle i from
points A to B along a particular path. This work is
Z B
WAB = Fi · dl. (1.4.2)
A
Since Fi = −∇i U is conserved, the line integral simply becomes the difference in
potential energy between path endpoints A and B, WAB = UA − UB , independent of
the path taken. Because the work is independent of the path, it follows that along a
closed path I
Fi · dl = 0. (1.4.3)
Given the N particle velocities, ṙ1 , ..., ṙN , the kinetic energy of the system is given
by
N
1X
K(ṙ1 , ..., ṙN ) = mi ṙ2i . (1.4.4)
2 i=1
The Lagrangian L of a system is defined as the difference between the kinetic and
potential energies expressed as a function of positions and velocities:
L(r1 , ..., rN , ṙ1 , ..., ṙN ) = K(ṙ1 , ..., ṙN ) − U (r1 , ..., rN ). (1.4.5)
The Lagrangian serves as the generator of the equations of motion via the Euler-
Lagrange equation:
d ∂L ∂L
− = 0. (1.4.6)
dt ∂ ṙi ∂ri
Lagrangian formulation 11
It can be easily verified that substitution of eqn. (1.4.5) into eqn. (1.4.6) gives eqn.
(1.2.10):
∂L
= mi ṙi
∂ ṙi

d ∂L
= mi r̈i
dt ∂ ṙi
∂L ∂U
=− = Fi
∂ri ∂ri

d ∂L ∂L
− = mi r̈i − Fi = 0, (1.4.7)
dt ∂ ṙi ∂ri
which is just Newton’s second law of motion.

As an example of the application of the Euler-Lagrange equation, consider the
one-dimensional harmonic oscillator discussed in the previous section. The Hooke’s
law force F (x) = −kx can be derived from a potential
1 2
U (x) = kx , (1.4.8)
2
so that the Lagrangian takes the form
1 1
L(x, ẋ) = mẋ2 − kx2 . (1.4.9)
2 2
Thus, the equation of motion is derived as follows:
∂L
= mẋ
∂ ẋ

d ∂L
= mẍ
dt ∂ ẋ
∂L
= −kx
∂x

d ∂L ∂L
− = mẍ + kx = 0, (1.4.10)
dt ∂ ẋ ∂x
which is the same as eqn. (1.3.5).

It is important to note that when the forces in a particular system are conserva-
tive, then the equations of motion satisfy an important conservation law, namely the
conservation of energy. The total energy is given by the sum of kinetic and potential
energies:
N
X 1
E= mi ṙ2i + U (r1 , ..., rN ). (1.4.11)
i=1
2
In order to verify that E is a constant, we need only show that dE/dt = 0. Differen-
tiating eqn. (1.4.11) with respect to time yields
N N
dE X X ∂U
= mi ṙi · r̈i + · ṙi
dt i=1 i=1
∂ri
N
X ∂U
= ṙi · mi r̈i +
i=1
∂ri
N
X
= ṙi · [mi r̈i − Fi ]
i=1
= 0, (1.4.12)
where the last line follows from the fact that Fi = mi r̈i .
The power of the Lagrangian formulation of classical mechanics lies in the fact that
the equations of motion in an arbitrary coordinate system, which might not be easy to
write down directly from Newton’s second law, can be derived straightforwardly via the
Euler-Lagrange equation. Often, the standard Cartesian coordinates are not the most
suitable coordinate choice for a given problem. Suppose, for a given system, there exists
another set of 3N coordinates, {q1 , ..., q3N }, that provides a more natural description
of the particle locations. These coordinates are known as generalized coordinates, and
they can be related to the original Cartesian coordinates, r1 , ..., rN , via a coordinate
transformation
qα = fα (r1 , ..., rN ), α = 1, ..., 3N. (1.4.13)
Thus, each coordinate qα is generally a function of the N Cartesian coordinates,

r1 , ..., rN . It is assumed that the coordinate transformation eqn. (1.4.13) has a unique
inverse
ri = gi (q1 , ..., q3N ), i = 1, ..., N. (1.4.14)
In order to determine the Lagrangian in terms of generalized coordinates, eqn. (1.4.14)

is used to compute the velocities via the chain rule:
3N N
X ∂ri X ∂gi
ṙi = q̇α = q̇α , (1.4.15)
α=1
∂qα α=1
∂qα
where ∂ri /∂qα is computed from ∂gi /∂qα . Substituting eqn. (1.4.15) into eqn. (1.4.4)
gives the kinetic energy in terms of the new velocities q̇1 , ..., q̇3N :
3N 3N
"N #
1 XX X ∂ri ∂ri
K̃(q, q̇) = mi · q̇α q̇β
2 α=1 i=1
∂qα ∂qβ
β=1
3N 3N
1 XX
≡ Gαβ (q1 , ..., q3N )q̇α q̇β , (1.4.16)
2 α=1
β=1
where
N
X ∂ri ∂ri
Gαβ (q1 , ..., q3N ) = mi · (1.4.17)
i=1
∂qα ∂qβ
is called the mass metric matrix or mass metric tensor. The matrix Gαβ is a function
of some or all of the generalized coordinates, depending on the form of the transfor-
mations in eqn. (1.4.14). The Lagrangian in generalized coordinates then takes the
form
3N 3N
1 XX
L= Gαβ (q1 , ..., q3N )q̇α q̇β − U (g1 (q1 , ..., q3N ), ..., gN (q1 , ..., q3N )), (1.4.18)
2 α=1
β=1
where the potential U is expressed as a function of the generalized coordinates through

the transformation in eqn. (1.4.14). Substitution of eqn. (1.4.18) into eqn. (1.4.6), the
Euler-Lagrange equation, gives the equations of motion for each generalized coordi-
nate, qγ , γ = 1, ..., 3N :
3N 3N X
3N
X X ∂Gγβ 1 ∂Gαβ ∂U
Gγβ (q1 , ..., q3N )q̈β + − q̇α q̇β = − . (1.4.19)
α=1 β=1
∂qα 2 ∂qγ ∂qγ
β=1
Here, ∂U/∂qγ can be obtained from the chain rule

N
∂U X ∂U ∂ri
= · . (1.4.20)
∂qγ i=1
∂ri ∂qγ
Equation (1.4.19) can be recast in a form that manifestly reveals the geometric struc-
ture of the generalized coordinate space. Noting that the dyad q̇α q̇β is symmetric with
respect to an exchange of α and β, we can rewrite the second term on the left in eqn.
(1.4.19) as
∂Gγβ 1 ∂Gαβ 1 ∂Gγβ ∂Gγα ∂Gαβ
− = + − . (1.4.21)
∂qα 2 ∂qγ 2 ∂qα ∂qβ ∂qγ
If we substitute eqn. (1.4.21) into eqn. (1.4.19), multiply through by the inverse of the
mass-metric tensor G−1λγ , and sum over γ, we obtain an equation of motion of the form
3N X
3N 3N
X X ∂U
q̈λ + Γλαβ q̇α q̇β = − G−1
λγ , (1.4.22)
α=1 β=1 γ=1
∂qγ
where
3N
X 1 −1 ∂Gγβ ∂Gγα ∂Gαβ
Γλαβ = G + − (1.4.23)
γ=1
2 λγ ∂qα ∂qβ ∂qγ
is known as the affine connection in the generalized coordinate space. On a general
manifold, an affine connection is a geometric structure that provides a way to connect
nearby tangent spaces. In the absence of forces, eqn. (1.4.22) gives the equations of
motion of geodesics (free-particle motion) in terms of the generalized coordinates. The
remainder of this section will present several examples of the use of the Lagrangian
formalism.
1.4.1 Example: Motion in a central potential

Consider a single particle in three dimensions subject to a potential U (r) that depends
only on the p particle’s distance from the origin. This means U (r) = U (|r|) = U (r),
where r = x2 + y 2 + z 2 and is known as a central potential. The most natural
coordinates are not the Cartesian coordinates (x, y, z) but rather spherical polar co-
ordinates (r, θ, φ) given by
p
p
−1 x2 + y 2 y
2
r = x +y +z , 2 2 θ = tan , φ = tan−1 , (1.4.24)
z x
which can be inverted to give
x = r sin θ cos φ, y = r sin θ sin φ, z = r cos θ. (1.4.25)
The mass metric tensor is a 3×3 diagonal matrix given by
G11 (r, θ, φ) = m
G22 (r, θ, φ) = mr2
G33 (r, θ, φ) = mr2 sin2 θ
Gαβ (r, θ, φ) = 0 α 6= β. (1.4.26)
Returning to our example of a single particle moving in a central potential, U (r), we

find that the Lagrangian obtained by substituting eqn. (1.4.26) into eqn. (1.4.18) is
1
L = m ṙ2 + r2 θ̇2 + r2 sin2 θφ̇2 − U (r). (1.4.27)
2
In order to obtain the equations of motion from the Euler-Lagrange equations, eqn.
(1.4.6), derivatives of L with respect to each of the variables and their time derivatives
are required. These are given by:
∂L ∂L dU
= mṙ, = mrθ̇2 + mr sin2 θφ̇2 −
∂ ṙ ∂r dr
∂L ∂L
= mr2 θ̇, = mr2 sin θ cos θφ̇2
∂ θ̇ ∂θ
∂L ∂L
= mr2 sin2 θφ̇, = 0. (1.4.28)
∂ φ̇ ∂φ
Note that in eqn. (1.4.28), the derivative ∂L/∂φ = 0. The coordinate φ is an example
of a cyclic coordinate. In general, if a coordinate q satisfies ∂L/∂q = 0, it is called
cyclic. It is also possible to make θ a cyclic coordinate by recognizing that the quantity
l = r × p, called the orbital angular momentum, is a constant (l(0) = l(t)) when the
potential only depends on r. (Angular momentum will be discussed in more detail in
Section 1.11.) Thus, the quantity l is conserved by the motion and, therefore, satisfies
dl/dt = 0. Because l is constant, it is always possible to simplify the problem by
choosing a coordinate frame in which the z axis lies along the direction of l. In such a
frame, the motion occurs solely in the xy plane so that θ = π/2 and θ̇ = 0. With this
simplification, the equations of motion become
dU
mr̈ − mrφ̇2 = −
dr
mr2 φ̈ + 2mrṙ φ̇ = 0. (1.4.29)
The second equation can be expressed in the form

d 1 2
r φ̇ = 0, (1.4.30)
dt 2
which expresses another conservation law known as the conservation of areal velocity,
defined as the area swept out by the radius vector per unit time. Setting the quantity,
mr2 φ̇ = λ, where λ is constant, the first equation of motion can be written as
λ2 dU
mr̈ − =− . (1.4.31)
mr3 dr
Since the total energy
1 2 1 λ2
E= m ṙ + r2 φ̇2 + U (r) = mṙ2 + + U (r) (1.4.32)
2 2 2mr2
is conserved, eqn. (1.4.32) can be inverted to give an integral expression
dr
dt = q
2 λ2

m E − U (r) − 2mr 2
r
dr′
Z
t= q , (1.4.33)
2 λ2
r(0)
m E − U (r′ ) − 2mr ′2
which, for certain choices of the potential, can be integrated analytically and inverted
to yield the trajectory r(t).
1.4.2 Example: Two-particle system

Consider a two-particle system with masses m1 and m2 , positions r1 and r2 , and
velocities ṙ1 and ṙ2 subject to a potential U that is a function of only the distance
|r1 − r2 | between them. Such would be the case, for example, in a diatomic molecule.
The Lagrangian for the system can be written as
1 1
L= m1 ṙ21 + m2 ṙ22 − U (|r1 − r2 |). (1.4.34)
2 2
Although such a system can easily be treated directly in terms of the Cartesian posi-
tions r1 and r2 , for which the equations of motion are
r1 − r2
m1 r̈1 = −U ′ (|r1 − r2 |)
|r1 − r2 |
r1 − r2
m2 r̈2 = U ′ (|r1 − r2 |) , (1.4.35)
|r1 − r2 |
a more natural set of coordinates can be chosen. To this end, we introduce the center-
of-mass and relative coordinates defined by
m1 r1 + m2 r2
R= , r = r1 − r2 , (1.4.36)
M
respectively, where M = m1 + m2 . The inverse of this transformation is
m2 m1
r1 = R + r, r2 = R − r. (1.4.37)
M M
When eqn. (1.4.37) is substituted into eqn. (1.4.34), the Lagrangian becomes
1 1
L= M Ṙ2 + µṙ2 − U (|r|), (1.4.38)
2 2
where µ = m1 m2 /M is known as the reduced mass. Since ∂L/∂R = 0, we see that
the center-of-mass coordinate is cyclic, and only the relative coordinate needs to be
considered. After elimination of the center of mass, the reduced Lagrangian is L =
µṙ2 /2 − U (|r|) which gives a simple equation of motion
r
µr̈ = −U ′ (|r|) . (1.4.39)
|r|
Alternatively, one could transform r into spherical-polar coordinates as described in

the previous subsection, and solve the resulting one-dimensional equation for a single
particle of mass µ moving in a central potential U (r).
We hope that the reader is now convinced of the elegance and simplicity of the
Lagrangian formulation of classical mechanics. Primarily, it offers a framework in which
the equations of motion can be obtained in any set of coordinates. Beyond this, in
Section 1.8, we will see how it connects with a more general concept, the action
extremization principle, which allows the Euler-Lagrange equations to be obtained
by extremization of a particular mathematical form known as the classical action, an
object of fundamental importance in quantum statistical mechanics to be explored in
Chapter 12.
Legendre transforms 17
1.5 Legendre transforms

We shall next derive the Hamiltonian formulation of classical mechanics. Before we
can do so, we need to introduce the concept of a Legendre transform.
Consider a simple function f (x) of a single variable x. Suppose we wish to express
f (x) in terms of a new variable s, where s and x are related by
s = f ′ (x) ≡ g(x) (1.5.1)
with f ′ (x) = df /dx. Can we determine f (x) at a point x0 given only s0 = f ′ (x0 ) =
g(x0 )? The answer to this question, of course, is no. The reason, as Fig. 1.6 makes
clear, is that s0 , being the slope of the line tangent to f (x) at x0 , is also the slope
of f (x) + c at x = x0 for any constant c. Thus, f (x0 ) cannot be uniquely determined
Fig. 1.6 Depiction of the Legendre transform.
from s0 . However, if we specify both the slope, s0 = f ′ (x0 ), and the y-intercept, b(x0 ),
of the line tangent to the function at x0 , then f (x0 ) can be uniquely determined. In
fact, f (x0 ) will be given by the equation of the line tangent to the function at x0 :
f (x0 ) = f ′ (x0 )x0 + b(x0 ). (1.5.2)
Equation (1.5.2) shows how we may transform from a description of f (x) in terms of
x to a new description in terms of s. First, since eqn. (1.5.2) is valid for all x0 , it can
be written generally in terms of x as
f (x) = f ′ (x)x + b(x). (1.5.3)

Then, recognizing that f ′ (x) = g(x) = s and x = g −1 (s), and assuming that s = g(x)
exists and is a one-to-one mapping, it is clear that the function b(g −1 (s)), given by
b(g −1 (s)) = f (g −1 (s)) − sg −1 (s), (1.5.4)
contains the same information as the original f (x) but expressed as a function of s
instead of x. We call the function f˜(s) = b(g −1 (s)) the Legendre transform of f (x).
The function f˜(s) can be written compactly as
f˜(s) = f (x(s)) − sx(s), (1.5.5)
where x(s) serves to remind us that x is a function of s through the variable transfor-
mation x = g −1 (s).
The generalization of the Legendre transform to a function f of n variables x1 , ..., xn
is straightforward. In this case, there will be a variable transformation of the form
∂f
s1 = = g1 (x1 , ..., xn )
∂x1
..
.
∂f
sn = = gn (x1 , ..., xn ). (1.5.6)
∂xn
Again, it is assumed that this transformation is invertible so that it is possible to
express each xi as a function xi (s1 , ..., sn ) of the new variables. The Legendre transform
of f will then be
n
f˜(s1 , ..., sn ) = f (x1 (s1 , ..., sn ), ..., xn (s1 , ..., sn )) −
X
si xi (s1 , ..., sn ). (1.5.7)
i=1
Note that it is also possible to perform the Legendre transform of a function with
respect to any subset of the variables on which the function depends.
1.6 Generalized momenta and the Hamiltonian formulation of

classical mechanics
For a first application of the Legendre transform technique, we will derive a new
formulation of classical mechanics in terms of positions and momenta rather than
positions and velocities. The Legendre transform will appear again numerous times
in subsequent chapters. Recall that the Cartesian momentum of a particle pi is just
pi = mi ṙi . Interestingly, the momentum can also be obtained as a derivative of the
Lagrangian with respect to ṙi :
 
N
∂L ∂  X 1
pi = = mj ṙ2j − U (r1 , ..., rN ) = mi ṙi . (1.6.1)
∂ ṙi ∂ ṙi j=1 2
For this reason, it is clear how the Legendre transform method can be applied. We
seek to derive a new function of positions and momenta as a Legendre transform of
Hamiltonian formulation 19
the Lagrangian with respect to the velocities. Note that, by way of eqn. (1.6.1), the
velocities can be easily expressed as functions of momenta, ṙi = ṙi (pi ) = pi /mi . There-
fore, substituting the transformation into eqn. (1.5.7), the new Lagrangian, denoted
L̃(r1 , ..., rN , p1 , ..., pN ), is given by
N
X
L̃(r1 , ..., rN , p1 , ..., pN ) = L(r1 , ..., rN , ṙ1 (p1 ), ..., ṙN (pN )) − pi · ṙi (pi )
i=1
N 2 N
1X pi X pi
= mi − U (r1 , ..., rN ) − pi ·
2 i=1 mi i=1
m i
N
X p2i
=− − U (r1 , ..., rN ). (1.6.2)
i=1
2mi
The function −L̃(r1 , ..., rN , p1 , ..., pN ) is known as the Hamiltonian H:

N
X p2i
H(r1 , ..., rN , p1 , ..., pN ) = + U (r1 , ..., rN ). (1.6.3)
i=1
2mi
The Hamiltonian is simply the total energy of the system expressed as a function of
positions and momenta and is related to the Lagrangian by
N
X
H(r1 , ..., rN , p1 , ..., pN ) = pi · ṙi (pi ) − L(r1 , ..., rN , ṙ1 (p1 ), ...., ṙN (pN )). (1.6.4)
i=1
The momenta given in eqn. (1.6.1) are referred to as conjugate to the positions
r1 , ..., rN .
The relations derived above also hold for a set of generalized coordinates. The
momenta p1 , ..., p3N conjugate to a set of generalized coordinates q1 , ..., q3N are given
by
∂L
pα = , (1.6.5)
∂ q̇α
and the Hamiltonian becomes
3N
X
H(q1 , ..., q3N , p1 , ..., p3N ) = pα q̇α (p1 , ..., p3N )
α=1
− L(q1 , ..., q3N , q̇1 (p1 , ..., p3N ), ..., q̇3N (p1 , ..., p3N )). (1.6.6)
Now, according to eqn. (1.4.18), since Gαβ is a symmetric matrix, the generalized
conjugate momenta are
3N
X
pα = Gαβ (q1 , ..., q3N )q̇β . (1.6.7)
β=1
Inverting this, we obtain the generalized velocities as

3N
X
q̇α = G−1
αβ (q1 , ..., q3N )pβ , (1.6.8)
β=1
where the inverse of the mass-metric tensor is

N
X 1 ∂qα ∂qβ
G−1
αβ (q1 , ..., q3N ) = · . (1.6.9)
i=1
mi ∂ri ∂ri
It follows that the Hamiltonian in terms of a set of generalized coordinates is

3N 3N
1 XX
H(q1 , ..., q3N , p1 , ..., p3N ) = pα G−1
αβ (q1 , ..., q3N )pβ
2 α=1
β=1
+ U (r1 (q1 , ..., q3N ), ..., rN (q1 , ..., q3N )). (1.6.10)
Given the Hamiltonian (as a Legendre transform of the Lagrangian), one can obtain
the equations of motion for the system from the Hamiltonian using
∂H ∂H
q̇α = , ṗα = − . (1.6.11)
∂pα ∂qα
Equations (1.6.11) are known as Hamilton’s equations of motion. Whereas the Euler-
Lagrange equations constitute a set of 3N second-order differential equations, Hamil-
ton’s equations constitute an equivalent set of 6N first-order differential equations.
When subject to the same initial conditions, the Euler-Lagrange and Hamiltonian
equations of motion must yield the same trajectory.
Hamilton’s equations must be solved subject to a set of initial conditions on the
coordinates and momenta, {q1 (0), ..., q3N (0), p1 (0), ..., p3N (0)}. Equations (1.6.11) are
completely equivalent to Newton’s second law of motion. In order to see this explicitly,
let us apply Hamilton’s equations to the simple Cartesian Hamiltonian of eqn. (1.6.3):
∂H pi
ṙi = =
∂pi mi
∂H ∂U
ṗi = − =− = Fi (r). (1.6.12)
∂ri ∂ri
Taking the time derivative of both sides of the first equation and substituting the
result into the second yields
ṗi
r̈i =
mi
ṗi = mi r̈i = Fi (r1 , ..., rN ), (1.6.13)

which shows that Hamilton’s equations reproduce Newton’s second law of motion. The
reader should check that the application of Hamilton’s equations to a simple harmonic
oscillator, for which H = p2 /2m + kx2 /2, yields the equation of motion mẍ + kx = 0.
Hamilton’s equations conserve the total Hamiltonian:

dH
= 0. (1.6.14)
dt
Since H is the total energy, eqn. (1.6.14) is just the law of energy conservation. In
order to see that H is conserved, we simply compute the time derivative dH/dt via
the chain rule in generalized coordinates:
3N
dH X ∂H ∂H
= q̇α + ṗα
dt α=1
∂qα ∂pα
3N
X ∂H ∂H ∂H ∂H
= −
α=1
∂qα ∂pα ∂pα ∂qα
= 0, (1.6.15)
where the second line follows from Hamilton’s equation, eqns. (1.6.11). We will see
shortly that conservation laws, in general, are connected with physical symmetries of
a system and, therefore, play an important role in the analysis of the dynamics.
Hamilton’s equations of motion describe the unique evolution of the coordinates
and momenta subject to a set of initial conditions. In the language of phase space, they
specify a trajectory xt = (q1 (t), ..., q3N (t), p1 (t), ..., p3N (t)) in the phase space starting
from an initial point x0 . The energy conservation condition
H(q1 (t), ..., q3N (t), p1 (t), ..., p3N (t)) = const
is expressed as a condition on a phase-space trajectory. It can also be expressed as a
condition directly on the coordinates and momenta H(q1 , ..., q3N , p1 , ..., p3N ) = const,
which defines a 6N − 1 dimensional surface in the phase space on which a trajectory
must remain. This surface is known as the constant-energy hypersurface or simply the
constant-energy surface. An important theorem, known as the work-energy theorem,
follows from the law of conservation of energy. Consider the evolution of the system
from a point xA in phase space to a point xB . Since energy is conserved, the energy
HA = HB . But since H = K + U , it follows that
K A + UA = K B + UB , (1.6.16)
or
K A − K B = UB − UA . (1.6.17)
The right side expresses the difference in potential energy between points A and B and
is, therefore, equal to the work, WAB , done on the system in moving between these
two points. The left side is the difference between the initial and final kinetic energy.
Thus, we have a relation between the work done on the system and the kinetic energy
difference
WAB = KA − KB . (1.6.18)
Note that if WAB > 0, net work is done on the system, which means that its potential
energy increases, and its kinetic energy must decrease between points A and B. If
WAB < 0, work is done by the system, its potential energy decreases, and its kinetic
energy must, therefore, increase between points A and B.
In order to understand the formal structure of a general conservation law, consider
the time evolution of any arbitrary phase-space function, a(x). Viewing x as a function
of time xt , the time evolution can be analyzed by differentiating a(xt ) with respect to
time:
da ∂a
= · ẋt
dt ∂xt
3N
X ∂a ∂a
= q̇α + ṗα
α=1
∂qα ∂pα
3N
X ∂a ∂H ∂a ∂H
= −
α=1
≡ {a, H}. (1.6.19)

The last line is known as the Poisson bracket between a(x) and H(x). The general
definition of a Poisson bracket between two functions a(x) and b(x) is
3N
X ∂a ∂b ∂a ∂b
{a, b} = − . (1.6.20)
α=1
Note that the Poisson bracket is a statement about the dependence of functions on
the phase-space vector and no longer refers to time. This is an important distinction,
as it will often be necessary for us to distinguish between quantities evaluated along
trajectories generated from the solution of Hamilton’s equations and quantities that
are evaluated at arbitrary (static) points in the phase space. From eqn. (1.6.19), it
is clear that if a(x) is a conserved quantity, then da(xt )/dt = 0 along a trajectory,
and, therefore, {a(x), H(x)} = 0 in the phase space. Conversely, if the Poisson bracket
between any quantity a(x) and the Hamiltonian of a system vanishes, then the function
a(xt ) is conserved along a trajectory generated by Hamilton’s equations.
As an example of the Poisson bracket formalism,
P suppose a system has no external
forces acting on it. In this case, the total force N F = 0, since all internal forces
PNi
i=1
are balanced by Newton’s third law. The condition i=1 Fi = 0 implies that
N N
X X ∂H
Fi = − = 0. (1.6.21)
i=1 i=1
∂ri
PN
Now, consider the total momentum P = i=1 pi . Its Poisson bracket with the Hamil-
tonian is
N N N
X X ∂H X
{P, H} = {pi , H} = − = Fi = 0. (1.6.22)
i=1 i=1
∂ri i=1
Hence, the total momentum P is conserved. When a system has no external forces
acting on it, its dynamics will be the same no matter where in space the system lies.
That is, if all of the coordinates were translated by a constant vector a according
to r′i = ri + a, then the Hamiltonian would remain invariant. This transformation
defines the so-called translation group. In general, if the Hamiltonian is invariant with
respect to the transformations of a particular group G, there will be an associated
conservation law. This fact, known as Noether’s theorem, is one of the cornerstones of
classical mechanics and also has important implications in quantum mechanics.
Another fundamental property of Hamilton’s equations is known as the condi-
tion of phase-space incompressibility. To understand this condition, consider writing
Hamilton’s equations directly in terms of the phase-space vector as
ẋ = η(x), (1.6.23)
where η(x) is a vector function of the phase-space vector x. Since
x = (q1 , ..., q3N , p1 , ..., p3N ),
it follows that
∂H ∂H ∂H ∂H
η(x) = , ..., ,− , ..., − . (1.6.24)
∂p1 ∂p3N ∂q1 ∂q3N
Equation (1.6.23) illustrates the fact that the general phase-space “velocity” ẋ is a
function of x, suggesting that motion in phase space described by eqn. (1.6.23) can
be regarded as a kind of “flow field” as in hydrodynamics, where the flow pattern
of a fluid is described by a velocity field v(r). Thus, at each point in phase space,
there will be a velocity vector ẋ(x) equal to η(x). In hydrodynamics, the condition
for incompressible flow is that there be no sources or sinks in the flow, which means
that the flow field is divergence free: ∇ · v(r) = 0. In phase-space flow, the analogous
condition is ∇x · ẋ(x) = 0, where ∇x = ∂/∂x is the phase-space gradient operator.
Hamilton’s equations of motion guarantee that the incompressibility condition in phase
space is satisfied. To see this, consider the compressibility in generalized coordinates
3N
X ∂ ṗα ∂ q̇α
∇x · ẋ = +
α=1
∂pα ∂qα
3N
X ∂ ∂H ∂ ∂H
= − +
α=1
∂pα ∂qα ∂qα ∂pα
3N
∂2H ∂2H
X
= − +
α=1
∂pα ∂qα ∂qα ∂pα
= 0, (1.6.25)
where the second line follows from Hamilton’s equations of motion.

One final important property of Hamilton’s equations that merits comment is the
so-called symplectic structure of the equations of motion. Given the form of the vector
function, η(x), introduced above, it follows that Hamilton’s equations can be recast as
∂H
,
ẋ = M (1.6.26)
∂x
where M is a matrix expressible in block form as

0 I
M= , (1.6.27)
−I 0
where 0 and I are the 3N × 3N zero and identity matrices, respectively. Dynami-
cal systems expressible in the form of eqn. (1.6.26) are said to possess a symplectic
structure. Consider a solution xt to eqn. (1.6.26) starting from an initial condition x0 .
Because the solution of Hamilton’s equations is unique for each initial condition, xt
will be a unique function of x0 , that is, xt = xt (x0 ). This dependence can be viewed
as defining a variable transformation on the phase space from an initial set of phase
space coordinates x0 to a new set xt . The Jacobian matrix J of this transformation,
whose elements are given by
∂xkt
Jkl = , (1.6.28)
∂xl0
satisfies the following condition:
M = JT MJ, (1.6.29)
where JT is the transpose of J. Equation (1.6.29) is known as the symplectic property.
We will have more to say about the symplectic property in Chapter 3. At this stage,
however, let us illustrate the symplectic property in a simple example. Consider, once
again, the harmonic oscillator H = p2 /2m + kx2 /2 with equations of motion
∂H p ∂H
ẋ = = ṗ = − = −kx. (1.6.30)
∂p m ∂x
The general solution to these for an initial condition (x(0), p(0)) is
p(0)
x(t) = x(0) cos ωt + sin ωt
mω
p(t) = p(0) cos ωt − mωx(0) sin ωt, (1.6.31)
p
where ω = k/m is the frequency of the oscillator. The Jacobian matrix is, therefore,
 ∂x(t) ∂x(t)  1
 
∂x(0) ∂p(0) cos ωt mω sin ωt
J= = . (1.6.32)
  
∂p(t) ∂p(t) −mω sin ωt cos ωt
∂x(0) ∂p(0)
For this two-dimensional phase space, the matrix M is given simply by

0 1
M= . (1.6.33)
−1 0
Thus, performing the matrix multiplication JT MJ, we find
1
   
cos ωt −mω sin ωt 0 1 cos ωt mω sin ωt
JT MJ =    
1
mω sin ωt cos ωt −1 0 −mω sin ωt cos ωt
Polymer model 25
  
cos ωt −mω sin ωt −mω sin ωt cos ωt
=  
1 1
mω sin ωt cos ωt − cos ωt − mω sin ωt
 
0 1
= 
−1 0
= M, (1.6.34)
showing that the symplectic condition is satisfied.
1.7 A simple classical polymer model

Before moving on to more formal developments, we present a simple classical model
for a free polymer chain that can be solved analytically. This example, known as the
Rouse model (Rouse, 1953), not only serves as a basis for more complex models of
biological systems presented later but will also reappear in our discussion of quantum
statistical mechanics. The model is illustrated in Fig. 1.7. It consists of a set of N point
particles connected by nearest neighbor harmonic springs for which the Hamiltonian
is
N N −1
X p2i 1 X
H= + mω 2 (|ri − ri+1 | − bi )2 , (1.7.1)
i=1
2m 2 i=1
where bi is the equilibrium bond length. For simplicity, all of the particles are assigned
Fig. 1.7 The harmonic polymer model.

the same mass, m. Consider a one-dimensional analog of eqn. (1.7.1) described by

N N −1
X p2i 1 X
H= + mω 2 (xi − xi+1 − bi )2 . (1.7.2)
i=1
2m 2 i=1
In order to simplify the problem, we begin by making a change of variables of the form
ηi = xi − xi0 , (1.7.3)
where xi0 − x(i+1)0 = bi . The Hamiltonian in terms of the new variables and their
conjugate momenta is given by
N N −1
X p2ηi 1 X
H= + mω 2 (ηi − ηi+1 )2 . (1.7.4)
i=1
2m 2 i=1
The equations of motion obeyed by this simple system can be obtained directly from
Hamilton’s equations and take the form
pηi
η̇i =
m
ṗη1 = −mω 2 (η1 − η2 )
ṗηi = −mω 2 (2ηi − ηi+1 − ηi−1 ), i = 2, ..., N − 1
2
ṗηN = −mω (ηN − ηN −1 ), (1.7.5)
which can be expressed as second-order equations
η̈1 = −ω 2 (η1 − η2 )
η̈i = −ω 2 (2ηi − ηi+1 − ηi−1 ), i = 2, ..., N − 1
2
η̈N = −ω (ηN − ηN −1 ). (1.7.6)
In eqns. (1.7.5) and (1.7.6), it is understood that the η0 = ηN +1 = 0, since these have
no meaning in our system. Equations (1.7.6) must be solved subject to a set of initial
conditions {η1 (0), ..., ηN (0), η̇1 (0), ..., η̇N (0)}.
The general solution to eqns. (1.7.6) can be written in the form of a Fourier series
N
X
ηi (t) = Ck aik eiωk t , (1.7.7)
k=1
where ωk is a set of frequencies, aik is a set of expansion coefficients, and Ck is a

complex scale factor. Substitution of this ansatz into eqns. (1.7.6) gives
N
X N
X
Ck ωk2 a1k eiωk t = ω 2 Ck eiωk t (a1k − a2k )
k=1 k=1
N
X N
X
Ck ωk2 aik eiωk t = ω 2 Ck eiωk t (2aik − ai+1,k − ai−1,k )
k=1 k=1
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dancing ceased, and four young ladies of exquisite beauty, who had
appeared during the evening to assume more consequence than the
others, stood alone on the floor. For a moment their arch glances
wandered over the company who stood silently around, when one of
them advancing to a young gentleman led him into the circle, and
taking a large bouquet from her own bosom, pinned it upon the left
breast of his coat, and pronounced him “KING!” The gentleman kissed
his fair elector, and led her to a seat. Two others were selected almost
at the same moment. The fourth lady hesitated for an instant, then
advancing to the spot where I stood, presented me her hand, led me
forward and placed the symbol on my breast, before I could recover
from the surprise into which the incident had thrown me. I regained my
presence of mind, however, in time to salute my lovely consort; and
never did king enjoy with more delight the first fruits of his elevation; for
the beautiful Gabrielle, with whom I had just danced, and who had so
unexpectedly raised me, as it were, to the purple, was the freshest and
fairest flower in this assemblage.
The ceremony was soon explained to me. On the first day of the
Carnival, four self-appointed kings, having selected their queens, give
a ball, at their own proper costs, to the whole village. In the course of
that evening the queens select, in the manner described, the kings for
the ensuing day, who choose their queens, in turn, by presenting the
nosegay and the kiss. This is repeated every evening in the week, the
kings for the time being giving the ball at their own expense, and all the
inhabitants attending without invitation. On the morning after each ball,
the kings of the preceding evening make small presents to their late
queens, and their temporary alliance is dissolved. Thus commenced
my acquaintance with Gabrielle Menou, who, if she cost me a few
sleepless nights, amply repaid me in the many happy hours for which I
was indebted to her friendship.
I remained several weeks at this hospitable village. Few evenings
passed without a dance, at which all were assembled, young and old;
the mothers vying in agility with their daughters, and the old men
setting examples of gallantry to the young. I accompanied their young
men to the Indian towns, and was hospitably entertained. I followed
them to the chase, and witnessed the fall of many a noble buck. In
their light canoes I glided over the turbid waters of the Mississippi, or
through the labyrinths of the morass, in pursuit of water fowl. I visited
the mounds where the bones of thousands of warriors were
mouldering, overgrown with prairie violets and thousands of nameless
flowers. I saw the moccasin snake basking in the sun, the elk feeding
on the prairie; and returned to mingle in the amusements of a circle,
where, if there was not Parisian elegance, there was more than
Parisian cordiality.
Several years passed away before I again visited this country. The
jurisdiction of the American government was now extended over this
immense region, and its beneficial effects were beginning to be widely
disseminated. The roads were crowded with the teams, and herds, and
families of emigrants, hastening to the land of promise. Steamboats
navigated every stream, the axe was heard in every forest, and the
plough broke the sod whose verdure had covered the prairie for ages.
It was sunset when I reached the margin of the prairie on which the
village is situated. My horse, wearied with a long day’s travel, sprang
forward with new vigour, when his hoof struck the smooth, firm road
which led across the plain. It was a narrow path, winding among the
tall grass, now tinged with the mellow hues of autumn. I gazed with
delight over the beautiful surface. The mounds, and the solitary trees,
were there, just as I had left them; and they were familiar to my eye as
the objects of yesterday. It was eight miles across the prairie, and I had
not passed half the distance when night set in. I strained my eyes to
catch a glimpse of the village; but two large mounds and a clump of
trees, which intervened, defeated my purpose. I thought of Gabrielle,
and Jeannette, and Baptiste, and the priest—the fiddles, dances, and
French ponies; and fancied every minute an hour, and every foot a
mile, which separated me from scenes and persons so deeply
impressed on my imagination.
At length I passed the mounds, and beheld the lights twinkling in
the village, now about two miles off, like a brilliant constellation in the
horizon. The lights seemed very numerous—I thought they moved;
and at last discovered that they were rapidly passing about. “What can
be going on in the village?” thought I—then a strain of music met my
ear—“they are going to dance,” said I, striking my spurs into my jaded
nag, “and I shall see all my friends together.” But as I drew near, a
volume of sounds burst upon me such as defied all conjecture.
Fiddles, flutes and tambourines, drums, cow-horns, tin trumpets, and
kettles mingled their discordant notes with a strange accompaniment
of laughter, shouts and singing. This singular concert proceeded from
a mob of men and boys, who paraded through the streets, preceded
by one who blew an immense tin horn, and ever and anon shouted,
“Cha-ri-va-ry! Charivary!” to which the mob responded “Charivary!” I
now recollected having heard of a custom which prevails among the
American French of serenading at the marriage of a widow or widower,
with such a concert as I now witnessed; and I rode towards the crowd,
who had halted before a well known door, to ascertain who were the
happy parties.
“Charivary!” shouted the leader.
“Pour qui?” said another voice.
“Pour Mons. Baptiste Menou. Il s’est marié!”
“Avec qui?”
“Avec Mam’selle Jeannette Duval—Charivary!”
“Charivary!” shouted the whole company, and a torrent of music
poured from the full band—tin kettles, cow-horns and all.
The door of the little cabin, whose hospitable threshold I had so
often crossed, now opened, and Baptiste made his appearance,—the
identical, lank, sallow, erect personage with whom I had parted several
years before, with the same pipe in his mouth. His visage was as long
and as melancholy as ever, except that there was a slight tinge of
triumph in its expression, and a bashful casting down of the eye,
reminding one of a conqueror, proud but modest in his glory. He gazed
with an embarrassed air at the serenaders, bowed repeatedly, as if
conscious that he was the hero of the night, and then exclaimed,
“For what make you this charivary?”
“Charivary!” shouted the mob; and the tin trumpets gave an
exquisite flourish.
“Gentlemen!” expostulated the bridegroom, “for why you make this
charivary for me? I have never been marry before—and Mam’selle
Jeannette has never been marry before!”
Roll went the drum!—cow-horns, kettles, tin trumpets and fiddles
poured forth volumes of sound, and the mob shouted in unison.
“Gentlemen! pardonnez moi—” supplicated the distressed
Baptiste. “If I understan dis custom, which have long prevail vid us, it is
vat I say—ven a gentilman, who has been marry before, shall marry de
second time—or ven a lady have de misfortune to lose her husban,
and be so happy to marry some odder gentilman, den we make de
charivary—but ’tis not so wid Mam’selle Duval and me. Upon my honor
we have never been marry before dis time!”
“Why, Baptiste,” said one, “you certainly have been married and
have a daughter grown.”
“Oh, excuse me sir! Madame Ste. Marie is my niece. I have never
been so happy to be marry, until Mam’selle Duval have do me dis
honneur.”
“Well, well! it’s all one. If you have not been married, you ought to
have been, long ago—and might have been, if you had said the word.”
“Ah, gentilmen, you mistake.”
“No, no! there’s no mistake about it. Mam’selle Jeanette would
have had you ten years ago, if you had asked her.”
“You flatter too much,” said Baptiste, shrugging his shoulders; and
finding that there was no means of avoiding the charivary, he with
great good humour accepted the serenade, and according to custom
invited the whole party into his house.
I retired to my former quarters, at the house of an old settler—a
little shrivelled, facetious Frenchman, whom I found in his red flannel
nightcap, smoking his pipe, and seated like Jupiter in the midst of
clouds of his own creating.
“Merry doings in the village!” said I, after we had shaken hands.
“Eh, bien! Mons. Baptiste is marry to Mam’selle Jeannette.”
“I see the boys are making merry on the occasion.”
“Ah Sacré! de dem boy! they have play hell to-night.”
“Indeed! how so?”
“For make dis charivary—dat is how so, my friend. Dis come for
have d’ Americain government to rule de countrie. Parbleu! they make
charivary for de old maid, and de old bachelor!”
* * * * *
ALBERT PIKE
1809–1891
Albert Pike was a pioneer and a free lance. From school-teaching in old
Newburyport he broke away in 1831 to the new Southwest. Successively explorer,
editor, and lawyer in New Mexico and Arkansas for some fifteen years, he found
time also to gratify a strong literary impulse. On his journey out he sent to the
American Monthly Magazine (1831) both prose and verse, and to the same journal
five years later his Letters from Arkansas. Meantime (1834) he had published in
Boston the thin volume from which is taken the following tale. Hymns to the Gods
appeared in Blackwood for June, 1839 (volume xlv, page 819; see also volume
xlvii, page 354), with a letter dated at Little Rock, August 15, 1838. (The American
Cyclopedia puts the original publication of these at Boston, 1831.) After serving
against Mexico and in the Confederacy, he gave himself mainly to the practice of
the law. But he edited the Memphis Appeal, 1867–1868, published volumes of his
verse in 1854, 1873, and 1882, and wrote extensively, as an adept, on
freemasonry.
Though Pike has more narrative directness than Hall, he is usually loose in
narrative structure. Plot seems of smaller concern to him than setting. The
abundance of vivid detail and some nervous force in the phrase make his sketches
permanently convincing as description.
THE INROAD OF THE NABAJO
[From “Prose Sketches and Poems written in the Western
Country,” Boston, 1834. The preface is dated Arkansas Territory,
May, 1833]
IT was a keen, cold morning in the latter part of November, when I

wound out of the narrow, rocky cañon or valley, in which I had for
some time been travelling, and came in sight of the village of San
Fernandez, in the valley of Taos. Above, below, and around me, lay
the sheeted snow, till, as the eye glanced upward, it was lost among
the dark pines which covered the upper part of the mountains,
although at the very summit, where the pines were thinnest, it
gleamed from among them like a white banner spread between them
and heaven. Below me on the left, half open, half frozen, ran the little
clear stream, which gave water to the inhabitants of the valley, and
along the margin of which I had been travelling. On the right and left
the ridges which formed the dark and precipitous sides of the cañon,
sweeping apart, formed a spacious amphitheatre. Along their sides
extended a belt of deep, dull blue mist, above and below which was
to be seen the white snow, and the deep darkness of the pines. On
the right, these mountains swelled to a greater and more precipitous
height, till their tops gleamed in unsullied whiteness over the plain
below. Still farther to the right was a broad opening, where the
mountains seemed to sink into the plain; and afar off in front were
the tall and stupendous mountains between me and the city of Santa
Fé. Directly in front of me, with the dull color of its mud buildings
contrasting with the dazzling whiteness of the snow, lay the little
village, resembling an oriental town, with its low, square, mud-roofed
houses and its two square church towers, also of mud. On the path
to the village were a few Mexicans, wrapped in their striped blankets,
and driving their jackasses heavily laden with wood towards the
village. Such was the aspect of the place at a distance. On entering
it, you found only a few dirty, irregular lanes, and a quantity of mud
houses.
To an American the first sight of these New Mexican villages is
novel and singular. He seems taken into a different world. Everything
is new, strange, and quaint: the men with their pantalones of cloth,
gaily ornamented with lace, split up on the outside of the leg to the
knee, and covered at the bottom with a broad strip of morocco; the
jacket of calico; the botas of stamped and embroidered leather; the
zarape or blanket of striped red and white; the broad-brimmed hat,
with a black silk handkerchief tied round it in a roll; or in the lower
class, the simple attire of breeches of leather reaching only to the
knees, a shirt and a zarape; the bonnetless women, with a silken
scarf or a red shawl over their heads; and, added to all, the continual
chatter of Spanish about him—all remind him that he is in a strange
land.
On the evening after my arrival in the village I went to a
fandango. I saw the men and women dancing waltzes and drinking
whiskey together; and in another room I saw the monti-bank open. It
is a strange sight, a Spanish fandango. Well dressed women—they
call them ladies—priests, thieves, half-breed Indians—all spinning
round together in a waltz. Here a filthy, ragged fellow with half a shirt,
a pair of leather breeches, long, dirty woollen stockings, and Apache
moccasins, was whirling round with the pretty wife of Pedro Vigil. I
was soon disgusted; but among the graceless shapes and more
graceless dresses at the fandango I saw one young woman who
appeared to me exceedingly pretty. She was under the middle size,
slightly formed; and, besides the delicate foot and ancle and the
keen black eye common to all the women in that country, she
possessed a clear and beautiful complexion, and a modest,
downcast look not often to be met with among the New Mexican
females.
I was informed to my surprise that she had been married several
years before, and was now a widow. There was an air of gentle and
deep melancholy in her face which drew my attention to her; but
when one week afterward I left Taos, and went down to Santa Fé,
the pretty widow was forgotten.
Among my acquaintances in Santa Fé was one American in
particular by the name of L——. He had been in the country several
years, had much influence there among the people, and was
altogether a very talented man. Of his faults, whatever they were, I
have nothing to say. It was from him, some time after my arrival, and
when the widow had ceased almost to be a thing of memory, that I
learned the following particulars respecting her former fortunes. I
give them in L’s own words as nearly as I can, and can only say that
for the truth of them he is my authority. True or not, such as I
received them do I present them to my readers.
“You know,” said he, “that I have been in this country several
years. Six or eight years ago I was at Taos, upon business, and was
lodging in the house of an old acquaintance, Dick Taylor. Early the
next morning I was suddenly awakened by Dick, who, shaking me
roughly by the shoulder, exclaimed, ‘Get up, man—get up—if you
wish to see sport, and dress yourself.’ Half awake and half asleep, I
heard an immense clamor in the street. Cries, yells, oaths, and
whoops resounded in every direction. I knew it would be useless to
ask an explanation of the matter from the sententious Dick; and I
therefore quietly finished dressing and, taking my rifle, followed him
into the street. For a time I was at a loss to understand what was the
matter. Men were running wildly about, some armed with fusees,
with locks as big as a gunbrig, some with bows and arrows, and
some with spears. Women were scudding hither and thither, with
their black hair flying, and their naked feet shaming the ground by
their superior filth. Indian girls were to be seen here and there, with
suppressed smiles, and looks of triumph. Men, women, and children,
however, seemed to trust less in their armor than in the arm of the
Lord and of the saints. They were accordingly earnest in calling upon
Tata Dios! Dios bendito! Virgen purisima! and all the saints of the
calendar, and above all, upon Nuestra Señora de Guadalupe, to aid,
protect, and assist them. One cry, at last, explained the whole
matter,—‘Los malditos y picaros que son los Nabajos.’ The Nabajos
had been robbing them. They had entered the valley below, and
were sweeping it of all the flocks and herds; and this produced the
consternation. You have never seen any of these Nabajos. They
approach much nearer in character to the Indians in the south of the
Mexican Republic than any others in this province. They are whiter;
they raise corn; they have vast flocks of sheep and large herds of
horses; they make blankets, too, and sell them to the Spaniards.
Their great men have a number of servants under them; and in fact
their government is apparently patriarchal. Sometimes they choose a
captain over the nation; but even then they obey him or not, just as
they please. They live about three days’ journey west of this, and
have about ten thousand souls in the tribe. Like most other Indians,
they have their medicine men, who intercede for them with the Great
Spirit by strange rites and ceremonies.
“Through the tumult we proceeded towards the outer edge of the
town, whither all the armed men seemed to be hastening. On
arriving in the street which goes out towards the cañon of the river,
we found ourselves in the place of action. Nothing was yet to be
seen out in the plain, which extends to the foot of the hills and to the
cañon. Some fifty Mexicans had gathered there, mostly armed, and
were pressing forward towards the extremity of the street. Behind
them were a dozen Americans with their rifles, all as cool as might
be; for the men that came through the prairie then were all braves.
Sundry women were scudding about, exhorting their husbands to
fight well, and praising ‘Los Señores Americanos.’ We had waited
perhaps half an hour when the foe came in sight, sweeping in from
the west, and bearing towards the cañon, driving before them
numerous herds and flocks, and consisting apparently of about one
hundred men. When they were within about half a mile of us, they
separated. One portion of them remained with the booty, and the
other, all mounted, came sweeping down upon us. The effect was
instantaneous and almost magical. In a moment not a woman was to
be seen far or near; and the heroes who had been chattering and
boasting in front of the Americans, shrunk behind them, and left
them to bear the brunt of the battle. We immediately extended
ourselves across the street, and waited the charge. The Indians
made a beautiful appearance as they came down upon us with their
fine looking horses, and their shields ornamented with feathers and
fur, and their dresses of unstained deer-skin. At that time they knew
nothing about the Americans. They supposed that their good allies,
the Spaniards, would run as they commonly do, that they should
have the pleasure of frightening the village and shouting in it and
going off safely. As they neared us, each of us raised his gun when
he judged it proper, and fired. A dozen cracks of the rifle told them
the difference. Five or six tumbled out of their saddles, and were
immediately picked up by their comrades, who then turned their
backs and retreated as swiftly as they had come. The Americans,
who were, like myself, not very eager to fight the battles of the New
Mexicans, loaded their guns with immense coolness; and we stood
gazing at them as they again gathered their booty and prepared to
move towards the cañon. The Mexicans tried to induce us to mount
and follow; but we, or at least I, was perfectly contented. In fact, I did
not care much which whipped. The Nabajos seemed thus in a very
good way of going off with their booty unhindered, when suddenly
the scene was altered. A considerable body, perhaps sixty, of the
Pueblo of Taos, civilized Indians who are Catholics, and citizens of
the Republic, appeared suddenly under the mountains, dashing at
full speed towards the mouth of the cañon. They were all fine looking
men, well mounted, large, and exceedingly brave.
[Here is omitted a digression upon the Pueblos, which,

though very interesting historically, is irrelevant to the story.]
“Upon seeing the Pueblo of Taos between them and the mouth
of the cañon, the Nabajos uttered a shrill yell of defiance, and moved
to meet them. Leaving a few men to guard the cattle, the remainder,
diverging like the opening sticks of a fan, rushed to the attack. Each
man shot his arrow as he approached, till he was within thirty or forty
yards, and then wheeling, retreated, shooting as he went. They were
steadily received by the Pueblo with a general discharge of fire-arms
and arrows at every charge, and were frustrated in every attempt at
routing them. Several were seen to fall at every charge; but they
were always taken up and borne to those who were guarding the
cattle. During the contest several Mexicans mounted and went out
from the village to join the Pueblos, but only two or three ventured to
do so; the others kept at a very respectful distance. At length, finding
the matter grow desperate, more men were joined to those who
guarded the cattle, and they then moved steadily towards the cañon.
The others, again diverging, rushed on till they came within fifty
yards, and then converging again, charged boldly upon one point;
and as the Pueblo were unprepared for this manœuvre, they broke
through and again charged back. Drawing them together in this way
to oppose, they drove nearly two thirds of the cattle through the line,
goaded by arrows and frightened by shouts. Many of the Nabajos,
however, fell in the mêlée by the long spears and quick arrows of the
Pueblo. In the mean time I had mounted, and approached within two
hundred yards of the scene of contest. I observed one tall and good-
looking Spaniard, of middle age, who was particularly active in the
contest. He had slightly wounded a large, athletic Nabajo with his
spear; and I observed that he was continually followed by him. When
this large chief had concluded that the cattle were near enough to
the mouth of the cañon to be out of danger, he gave a shrill cry; and
his men, who were now reduced to about sixty, besides those with
the cattle, gathered simultaneously between the Pueblo and the
cañon. Only the chief remained behind; and rushing towards the
Spaniard who had wounded him, he grasped him with one hand and
raised him from the saddle as if he had been a boy. Taken by
surprise, the man made no resistance for a moment or two, and that
moment or two sufficed for the horse of the Nabajo—a slightly made,
Arabian-looking animal—to place him, with two or three bounds,
among his own men. Then his knife glittered in the air, and I saw the
Spaniard’s limbs contract and then collapse. A moment more
sufficed for him to tear the scalp from the head. He was then
tumbled to the ground; and with a general yell the whole body
rushed forward, closely pursued by the Pueblo. In hurrying to the
cañon, the Nabajo lost several men and more of the cattle; but when
they had once entered its rocky jaws, and the Pueblo turned back,
still more than half the plunder remained with the robbers. Fifteen
Nabajos only were left dead; and the remainder were borne off
before their comrades. The Pueblos lost nearly one third of their
number.
“It was this fight, sir, this inroad of the Nabajos, which brought
me acquainted with the young widow of whom we have spoken
before. She was then an unmarried girl of fourteen; and a very pretty
girl too was La Señorita Ana Maria Ortega. I need not trouble you
with descriptions of her; for she has saved me the trouble by
appearing to your eyes in that sublime place, a fandango—when you
first saw the charms of New Mexican beauty, and had your eyes
ravished with the melody and harmony of a Spanish waltz—I beg
Spain’s pardon—a New Mexican waltz.”
“Which waltz,” said I, “I heard the next morning played over a
coffin at a funeral; and in the afternoon, in the procession of the
Host.”
“Oh! that is common. Melody, harmony, fiddle, banjo, and all—all
is common to all occasions. They have but little music, and they are
right in being economical with it; and the presence of the priest
sanctifies anything. You know the people of Taos?”
“Yes. The people were afraid to get drunk on my first fandango
night. I was astonished to find them so sober. The priest was there;
and they feared to get drunk until he had done so. That event took
place about eleven at night, and then aguadiente was in demand.”
“Yes, I dare say. That same priest once asked me if England was
a province or a state. I told him it was a province. He reads Voltaire’s
Philosophical Dictionary, and takes the old infidel to be an excellent
christian. Ana Maria was his god-daughter, I think, or some such
matter; and I became acquainted with her in that way. He wanted me
to marry her. She knew nothing of it, though; but I backed out. I did
not mind the marrying so much as the baptism and the citizenship. I
don’t exchange my country for Mexico, or the name American for
that of Mexican. Ana was in truth not a girl to be slighted. She was
pretty and rich and sensible. Her room was the best furnished mud
apartment in Taos. Her zarapes were of the best texture, some of
them even from Chihuahua; and they were piled showily around the
room. The roses skewered upon the wall were of red silk; and the
santos and other images had been brought from Mexico. There were
some half dozen of looking-glasses, too, all out of reach, and various
other adornments common to great apartments. The medal which
she wore round her neck, with a cross-looking San Pablo upon it,
was of beaten gold, or some other kind of gold. She had various
dresses of calico and silk, all bought at high prices of the new
comers; and her little fairy feet were always adorned with shoes.
That was a great extravagance in those days. Ana Maria had no
mother when I first saw her; and she had transferred all her affection
to her father. When the knife of the Nabajo made her an orphan, I
suppose she felt as if her last hold upon life were gone. She
appeared to, at least.
“Victorino Alasi had been her lover, and her favored one. He had
never thought of any other than Ana Maria as his bride, and he had
talked of his love to her a hundred times. But there came in a young
trapper who gave him cause to tremble lest he should lose his
treasure. Henry or, as he was most commonly called, Hentz Wilson,
was a formidable rival. Ana knew not, herself, which to prefer. The
long friendship and love of Victorino were almost balanced by the
different style of beauty, the odd manners, and the name American,
which recommended Hentz. Her vanity was flattered by the homage
of an American, and Victorino was in danger of losing his bride. The
bold, open bearing of Hentz, and his bravery, as well as his
knowledge, which, though slight at home, was wondrous to the
simple New Mexicans, had recommended him, likewise, to the
father, whose death suspended, for a time, all operations. They had
each of them made application by letter (the common custom) for the
hand of Ana Maria. In the course of a fortnight after the inroad of the
Nabajo, each of the lovers received, as answer, that she had
determined to give her hand to either of them who should kill the
murderer of her father. And with this they both were obliged to
content themselves for the present.
“Directly after the inroad, I came down to Santa Fé. The
Lieutenant Colonel of the Province, Viscara, was raising a body of
men to go out against the Nabajo, and repay them for this and other
depredations lately committed upon the people, and he was urgent
for me to accompany him—so much so that I was obliged to comply
with his requests, and promised to go. Troops were sent for from
below; and in the course of four months, the expedition was ready,
and we set out upon the Nabajo campaign. We were a motley set.
First there was a body of regular troops, all armed with British
muskets and with lances. Here was a grey coat and leathern
pantaloons; there, no coat and short breeches. But you have seen
the ragged, ununiformed troops here in the city, and I need not
describe them to you. Next there was a parcel of militia, all mounted,
some with lances, some with old fusees; and last, a body of Indians
of the different Pueblos, with bows and shields—infinitely the best
troops we had, as well as the bravest men. Among the militia of Taos
I observed the young Victorino. Hentz had likewise volunteered to
accompany the expedition, and lived with me in the General’s tent.
“It was in the driest part of the summer that we left Santa Fé, and
marched towards the country of the Nabajo. We went out by the way
of Xemes, and then, crossing the Rio Puerco, went into the
mountains of the Nabajo. We came up with them, fought them, and
they fled before us, driving their cattle and sheep with them into a
wide sand desert; and we, being now out of provisions, were obliged
to overtake them or starve. We were two days without a drop of
water, and nearly all the animals gave out in consequence. On the
third day Viscara, fifteen soldiers, and myself went ahead of the
army (which, I forgot to say, was thirteen hundred strong). Viscara
and his men were mounted. I was on foot, with no clothing except a
cloth round my middle, with a lance in one hand, and a rifle in the
other. That day I think I ran seventy-five miles, bare-footed, and
through the burning sand.”
“Viscara tells me that you ran thirty leagues.”
“Viscara is mistaken, and overrates it. Just before night we came
up with a large body of Nabajos, and attacked them. We took about
two thousand sheep from them, and three hundred cattle, and drove
them back that night to the army. The Nabajos supposed, when we
rushed on them, that the whole of our force was at hand, and they
were afraid to pursue us. But it is the battle in which you are most
concerned. When we attacked the Nabajo, they were drawn up,
partly on foot, and partly on horseback, in the bed of a little creek
which was dry. It was the common way of fighting—charge, fire and
retreat; and if you have seen one fight on horseback, you have seen
all. I observed particularly one Nabajo, upon whom three Pueblos
charged, all on foot. He shot two of them down before they reached
him. Another arrow struck the remaining one in the belly. He still
came on with only a tomahawk, and another arrow struck him in the
forehead. Yet still he braved his foe and they were found lying dead
together. I could have shot the Nabajo with great ease, at the time;
for the whole of this took place within seventy yards of me.
“In the midst of the battle I observed Victorino and Hentz
standing together in the front rank, seeming rather to be spectators
than men interested in the fight. They were both handsome men, but
entirely different in appearance. Victorino was a dark-eyed, slender,
agile young Spaniard, with a tread like a tiger-cat, and with all his
nerves indurate with toil. His face was oval, thin, and of a rich olive,
through which the blood seemed ready to break; and you could
hardly have chosen a better figure for a statuary as he stood, now
and then discharging his fusee, but commonly glancing his eyes
uneasily about from one part of the enemy to the other. Hentz, on the
contrary, was a tall and well-proportioned young fellow, of immense
strength and activity, but with little of the cat-like quickness of his
rival. His skin was fair even to effeminacy, and his blue eyes were
shaded by a profusion of chestnut hair. He, too, seemed expecting
some one to appear amid the enemy; for though he now and then
fired and reloaded, it was but seldom, and he spent more time in
leaning on his long rifle, and gazing about among the Nabajos.
“On a sudden, a sharp yell was heard, and a party of Nabajos
came dashing down the bank of the creek, all mounted, and headed
by the big chief who had killed the father of Ana Maria. Then the
apathy of the two rivals was at once thrown aside. Hentz quickly
threw his gun into the hollow of his arm, examined the priming, and
again stood quietly watching the motions of the chief; and Victorino
did the same. Wheeling round several times, and discharging a flight
of arrows continually upon us, this new body of Nabajo at length
bore down directly toward Hentz and Victorino. As the chief came
on, Victorino raised his gun, took a steady, long aim, and fired.
Another moment, and the Nabajo were upon them, and then
retreated again like a wave tossing back from the shore. The chief
still sat on his horse as before; another yell, and they came down
again. When they were within about a hundred yards, Hentz raised
his rifle, took a steady, quick aim, and fired. Still they came on; the
chief bent down over the saddle-bow, and his horse, seemingly
frightened by the strange pressure of the rider, bore down directly
towards Hentz, who sprang to meet him, and caught the bridle; the
horse sprang to one side, and the wounded chief lost his balance,
and fell upon the ground. The horse dashed away through friend and
foe, and was out of sight in a moment. The Nabajo rallied to save the
body of their chief, and Viscara himself rushed in with me to the
rescue of Hentz. But the long barrel of Hentz’s rifle, which he swayed
with a giant’s strength, the sword of Viscara, and the keen knife of
Victorino, who generously sprang in the aid of his rival, would all
have failed in saving the body, had not a band of the gallant Pueblo
attacked them in the rear and routed them. Hentz immediately
dispatched the chief, who was by this time half hidden by a dozen
Nabajos, and immediately deprived his head of the hair, which is
more valuable to an Indian than life.
“The Nabajos sued for peace, and we returned to Santa Fé.
Poor Victorino, I observed, rode generally alone, and had not a word
to say to any one. Although formerly he had been the most merry
and humorous, now he seemed entirely buried in sorrow. He kept
listlessly along, looking neither to the right hand nor to the left, with
his bridle lying on the neck of his mule. I tried to comfort him; but he
answered me gloomily, ‘Why should I cheer up? What have I to live
for? Had I lost her by any fault of my own, I would not have thought
so hardly of it; but by this cursed old fusee, and because another
man can shoot better than I—Oh! sir, leave me to myself, I pray you,
and make me no offers which do me no good. I think I shall be happy
again, but it will be in my grave, and Dios me perdone! I care not
how soon I am there.’
“As I fell back towards the rear, where I generally marched,
Hentz rode up by me and inquired what the young Spaniard had
said. I repeated it to him. ‘Do you think he is really that troubled?’
inquired he. ‘Yes,’ said I, ‘the poor fellow seems to feel all he says.’
Without a word, Hentz rode towards him, and reining up by him,
tapped him on the shoulder. Victorino looked fiercely up, and
seemed inclined to resent it; but Hentz, without regarding the glance,
proceeded with a mass of immensely bad Spanish, which I know not
how the poor fellow ever understood. ‘Here,’ said he, ‘you love Ana
better than I do, I know—you have known her longer, and will feel
her loss more; and after all, you would have killed the chief if you
could have done it—and you did help me save the body. Take this
bunch of stuff,’ holding out the hair, ‘and give me your hand.’
Victorino did so, and shook the offered hand heartily. Then taking the
scalp, he deposited it in his shot-pouch, and dashing the tears from
his eyes, rode off towards his comrades like a madman. So much for
the inroad of the Nabajos.”
“But what became of Victorino?” inquired I.
“He married Ana Maria after she had laid aside the luto
(mourning); and two years ago he died of the small-pox, in the
Snake country. Poor fellow—he was almost an American.”
PART II
THE PERIOD OF THE NEW

FORM
NATHANIEL HAWTHORNE
1804–1864
For an estimate of Hawthorne as a writer of short stories see pages

12–15 of the Introduction.
THE WHITE OLD MAID
[From “Twice-Told Tales.” The story was first published in
“The New England Magazine” for July, 1835]
THE moonbeams came through two deep and narrow windows, and
showed a spacious chamber richly furnished in an antique fashion.
From one lattice the shadow of the diamond panes was thrown upon
the floor; the ghostly light through the other slept upon the bed,
falling between the heavy silken curtains and illuminating the face of
a young man. But how quietly the slumberer lay! how pale his
features! And how like a shroud the sheet was wound about his
frame! Yes, it was a corpse in its burial-clothes.
Suddenly the fixed features seemed to move with dark emotion.
Strange fantasy! It was but the shadow of the fringed curtain waving
betwixt the dead face and the moonlight as the door of the chamber
opened and a girl stole softly to the bedside. Was there delusion in
the moonbeams, or did her gesture and her eye betray a gleam of
triumph as she bent over the pale corpse, pale as itself, and pressed
her living lips to the cold ones of the dead? As she drew back from
that long kiss her features writhed as if a proud heart were fighting
with its anguish. Again it seemed that the features of the corpse had
moved responsive to her own. Still an illusion. The silken curtains
had waved a second time betwixt the dead face and the moonlight
as another fair young girl unclosed the door and glided ghostlike to
the bedside. There the two maidens stood, both beautiful, with the
pale beauty of the dead between them. But she who had first
entered was proud and stately, and the other a soft and fragile thing.
“Away!” cried the lofty one. “Thou hadst him living; the dead is
mine.”

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Statistical Mechanics: Theory and

Molecular Simulation 2nd Edition Mark

Molecular kinetics in condensed phases: theory,

Statistical mechanics : entropy, order parameters, and

Molecular Dynamics Simulation 1st Edition Kun Zhou

An Introduction to Statistical Mechanics and

Foundations of Statistical Mechanics Roman Frigg

Introduction to Modeling and Simulation Mark W. Spong

Statistical Mechanics: Fourth Edition. Instructor's

Process Control: Modeling, Design, and Simulation 2nd

Preface to the first edition

during a postdoctoral appointment at the IBM Forschungslaboratorium in Rüschlikon,

3.12 Symplectic integration for quaternions 122

6 The grand canonical ensemble 281

10.3 Time evolution of the density matrix 434

15.5 Molecular dynamics with the Langevin equation 667

1.2 Newton’s laws of motion

FBA = −FAB . (1.2.2)

r(t) = (x(t), y(t), z(t)). (1.2.3)

Fig. 1.1 Example of mechanical work. Here dW = F · dl = F cos θdl.

mi r̈i = Fi (r1 , ..., rN , ṙi ). (1.2.10)

itself to an analytical solution could be introduced. Although often of limited util-

1.3 Phase space: visualizing classical motion

Note that, in terms of momenta, Newton’s second law can be written as

x = (r1 , ..., rN , p1 , ..., pN ) (1.3.3)

Fig. 1.2 Phase space of a one-dimensional free particle.

Another important example of a phase-space trajectory is that of a simple Har-

p(t) = p(0) cos ωt − mωx(0) sin ωt. (1.3.7)

Note that p(t) and x(t) are related by

Fig. 1.3 Phase space of the one-dimensional harmonic oscillator.

1.4 Lagrangian formulation of classical mechanics: A general

Fi (r1 , ..., rN ) = −∇i U (r1 , ..., rN ), (1.4.1)

which is just Newton’s second law of motion.

which is the same as eqn. (1.3.5).

Thus, each coordinate qα is generally a function of the N Cartesian coordinates,

In order to determine the Lagrangian in terms of generalized coordinates, eqn. (1.4.14)

where the potential U is expressed as a function of the generalized coordinates through

Here, ∂U/∂qγ can be obtained from the chain rule

1.4.1 Example: Motion in a central potential

x = r sin θ cos φ, y = r sin θ sin φ, z = r cos θ. (1.4.25)

The mass metric tensor is a 3×3 diagonal matrix given by

Returning to our example of a single particle moving in a central potential, U (r), we

mr2 φ̈ + 2mrṙ φ̇ = 0. (1.4.29)

The second equation can be expressed in the form

Since the total energy

is conserved, eqn. (1.4.32) can be inverted to give an integral expression

1.4.2 Example: Two-particle system

Alternatively, one could transform r into spherical-polar coordinates as described in

1.5 Legendre transforms

s = f ′ (x) ≡ g(x) (1.5.1)

Fig. 1.6 Depiction of the Legendre transform.

f (x0 ) = f ′ (x0 )x0 + b(x0 ). (1.5.2)

f (x) = f ′ (x)x + b(x). (1.5.3)

b(g −1 (s)) = f (g −1 (s)) − sg −1 (s), (1.5.4)

f˜(s) = f (x(s)) − sx(s), (1.5.5)

1.6 Generalized momenta and the Hamiltonian formulation of

The function −L̃(r1 , ..., rN , p1 , ..., pN ) is known as the Hamiltonian H:

Inverting this, we obtain the generalized velocities as

where the inverse of the mass-metric tensor is

It follows that the Hamiltonian in terms of a set of generalized coordinates is

ṗi = mi r̈i = Fi (r1 , ..., rN ), (1.6.13)

Hamilton’s equations conserve the total Hamiltonian:

≡ {a, H}. (1.6.19)