Final Exam

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1. (a) Explain why a system in thermal equilibrium with a reservoir at a [3]

temperature T has fluctuations in its energy E.
(b) The quantity σE is given by
12
2
E =  E − E  .
 
[3]
Why is σE a measure of the energy fluctuations?
(c) Show that

[2]
σ 2E = E 2 − E .
2
(d) The mean energy of a system in thermal equilibrium at a temperature T

may be written as
1
∑ − E / kT
E = E je j .
Z j
[3]
Explain the meaning of this expression, defining the quantity Z.
(e) By considering the expression for the mean square energy E 2 show
that the size of the energy fluctuations may be written as
σ E = kT 2 CV
[6]
where CV is the thermal capacity of the system.
(f) Discuss how the energy fluctuations depend on the size (number of
particles N ) of the system and show that the fractional energy fluctuations
tend to zero as N −1/2. [3]
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2. (a) What is Brownian motion? [2]
(b) The force on a Brownian particle may be written as [4]
1
F (t ) = f (t ) − v
µ
where f (t ) is a randomly fluctuating force, v is the velocity and µ the

mobility of the particle. Discuss the separation of the force into these two
parts.
(c) Show that the equation of motion for the Brownian particle may be [3]
written as
dv (t )
+ γv(t ) = A(t )
dt
and identify the terms.
(d) The solution to the equation of motion may be written [3]
t
v(t ) = v(0)e −γ t
+ ∫ eγ (u −t ) A(u )du .
0
Describe how this solution arises and explain its implications.
(e) The autocorrelation function for the random force is defined by the [3]
average
A(t ) A(t + τ) .
Discuss the physical meaning of this expression and explain why it is

independent of the time t.
(f) Show how the motion of the Brownian particle depends on the [5]
autocorrelation function of the velocity, and show how this leads to
diffusive behaviour. Give an expression for the diffusion coefficient in
terms of the velocity autocorrelation function.
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3. (a) A binary alloy contains two atomic species A and B with relative
proportions x and 1 − x of different concentrations x1 and x2. The Gibbs
free energy for this system has the form shown in the figure:
lo w T
h ig h T
0 x 1
In the low temperature case explain how, for some values of x, the system [3]
may lower its free energy by separating into two phases of different
concentrations.
(b) If the fraction of the system at concentration x1 is denoted by α then the

fraction at the other concentration x2 is 1 − α . Show that the fractions
α and 1 − α are given by the lever rule:
x2 − x0 x0 − x1
α= , 1−α =
x2 − x1 x2 − x1
where x0 is the initial concentration of A atoms. [3]
(c) Sketch, on a T – x graph, the phase separation curve and the spinodal [5]
curve. How are these determined from the above figure? What is the
meaning of the spinodal curve?
(d) Identify, on the phase separation curve, the critical point. [2]
(e) It may be said that the first order transition becomes second order at the [3]
critical point. Explain this.
(f) Why are fluctuations important in the vicinity of the critical point? [4]
Describe the nature of the fluctuations in this system.
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4. (a) Explain what is meant by the order parameter in the context of phase
transitions and describe the difference in the behaviour of the order
parameter for first order and second order transitions. [3]
(b) When the Landau theory of phase transitions is applied to the ferroelectric
transition the free energy is expressed by a polynomial of the form
F = F0 + F2ϕ 2 + F4ϕ 4 + F6ϕ 6
What is the order parameter ϕ for this system? Give arguments for the [3]
structure of this free energy expression.
(c) By varying an external parameter, such as the strain, the ferroelectric

transition can be either first order or second order. Sketch the possible
variations of the free energy as a function of the order parameter that can [4]
account for the first order and the second order transitions respectively.
(d) Explain qualitatively how the order of the transition depends on the sign
of the F4 coefficient and why the F6 term may be neglected when the
transition is second order. [3]
(e) When the transition is first order show that the discontinuity in the order
parameter at the transition is given by
− F4
∆ϕ =
2 F6
and discuss the behaviour of the discontinuity as the transition becomes [3]
second order.
(f) Within the spirit of the Landau theory it is conventional to approximate

the temperature dependence of the F2 coefficient by
F2 = α (T − Tc ) .
Explain this by reference to the second order case. Using this temperature
dependence show that the latent heat at the first order transition is given
by
F4
L = αTtr
2 F6
and discuss the behaviour of L as the transition becomes second order. [4]
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5. (a) Outline the sequence of arguments by which one shows that two isolated
systems, when brought into thermal contact, end up in the thermodynamic
state for which
∂ ln Ω1 ∂ ln Ω 2
=
∂E ∂E
and define the terms Ω1 , Ω 2 and E in this expression. [4]
(b) Write down an expression for entropy in terms of Ω. How does the above [4]
equation imply the equalisation of the temperatures of the two systems?
(c) Now consider a small sub-system of a large isolated system. The total
energy of the isolated system is Et . The sub-system can exchange
thermal energy with the large system. When the sub-system is in a
microstate of energy E the entropy of the combined system may be
expressed as
∂S E 2 ∂ 2 S
S = S ( Et ) − E + − ....
∂E 2 ∂E 2
Justify the structure of this expression. [4]
(d) Show how the above result leads to the Boltzmann distribution function [4]
(otherwise known as the Boltzmann factor).
(e) The equilibrium state of an isolated system corresponds to a maximum of

the entropy. Discuss, in terms of the second derivative of S, how the
existence of an entropy maximum has a consequence for the heat capacity [4]
of the system.
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1. The Helmholtz free energy of mixing of a binary alloy, a regular mixture

of two different atomic species, may be written as
Fm = Nk ⎡⎣ 2Tc x (1 − x ) + T { x ln x + (1 − x ) ln (1 − x )}⎤⎦
where x is the concentration of one of the species and
s ⎧ 1 ⎫
Tc = ⎨ε ab − ( ε aa + ε bb ) ⎬ .
2k ⎩ 2 ⎭
(a) Define the terms and explain the structure of these equations. Under what
constraints is the equilibrium state of such a system determined by
minimising the Helmholtz free energy F = E − TS ? [4]
(b) Discuss how the zero-temperature state of this system depends upon the
sign of the energy parameter ε ab − ( ε aa + ε bb ) 2 . [2]
(c) When this energy parameter is positive, the form of Fm for temperatures
below and above Tc is shown in the figure below.
Fm
0 x 1
Which curve corresponds to which case? [2]
(d) Explain why, in the low-temperature case, the system may lower its free
energy by assuming an inhomogeneous state and discuss the nature of this
state. [4]
(e) Show that the phase separation temperature as a function of x is given by

Tps Tc = 2 (1 − 2 x ) ln ( (1 − x ) x ) . Sketch and label this curve. [4]
(f) In a solid mixture of the isotopes 3He and 4He, Tc is 300mK. At what
temperature will a homogeneous mixture of concentration x0 = 0.01 phase
separate? There is another initial concentration of mixture that is
predicted to phase separate at the same temperature. What is this
concentration? In reality, for these two initial concentrations the phase
separation temperatures are observed to be somewhat different. What
could be the explanation of this? [4]
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2. (a) The ferromagnetic transition and the ferroelectric transition have

similarities and differences. For each case:
i) What is the order parameter?
ii) Is the order parameter conserved or non-conserved?
iii) What symmetry is broken at the transition?
iv) Is the broken symmetry continuous or discrete?
v) What can be the order of the transition? [10]
(b) Outline the arguments by which the Heisenberg Hamiltonian

H = − J ∑ Si .S j
i, j
neighbours
is approximated, in mean field theory, by a local magnetic field

b = λM
where M is the magnetisation and λ is a constant. [4]
(c) The magnetisation of a non-interacting assembly of N spin ½ non-

interacting magnetic moments µ is given by
M ⎛M B ⎞
= tanh ⎜ 0 ⎟
M0 ⎝ N kT ⎠
where the saturation magnetisation is M 0 = N µ and the directions of M
and the applied magnetic field B are parallel.
Show that in the presence of a Heisenberg interaction between the spins,

but no applied field, the spontaneous magnetisation in the mean field
approximation, is given by
M ⎛ M Tc ⎞
= tanh ⎜ ⎟
M0 ⎝ M0 T ⎠
where Tc = λ M 02 Nk . What is the interpretation of Tc? [4]
(d) Sketch the behaviour of the spontaneous magnetisation as a function of

temperature and discuss the order of the transition. [2]
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3. (a) State the ‘law’ of corresponding states for a liquid-gas system. Discuss
how this law arises from a consideration of the van der Waals equation of
state and explain the microscopic basis for the law. [5]
(b) Liquid-gas coexistence data for a number of substances are plotted in the
figure below, showing reduced temperature against reduced density. The
dashed line is that calculated from the van der Waals equation of state. Tc
and ρc are the critical temperature and critical density.
1.00
gas liquid
T/Tc
0.90
0.80 3
He
4
He
Ne
A
Kr
0.70 Xe
N2
O2
CO
CH4
0.60
0.0 0.2 0.4 0.6 0.8 1.0 1.2 1.4 1.6 1.8 2.0 2.2 2.4 2.6
ρ/ρc
For the moment, ignore the helium data. Discuss the extent to which the
other data support the law of corresponding states. Discuss why the van
der Waals curve is not in agreement with the data, and why the critical
exponent β is closer to 1/3 than the mean field value of 1/2. [5]
(c) There are no data very close to the critical point, because of experimental
difficulties. However, the general behaviour of most of the materials is
well-described by the continuous ‘universal’ curve. Discuss the behaviour
of the helium isotopes very close to the critical point. In particular, to
what extent do you expect them to give data falling on the universal curve
and what do you expect the critical exponent β to be? Justify your [5]
speculations.
(d) The thermal de Broglie wavelength is given by
2π
Λ== .
mkT
Explain the significance of this quantity. Discuss the importance of Λ in

relation to the helium data in the figure that deviate from the universal
curve. Why are the helium data on the right hand side of the curve falling
away from the universal curve, but not on the left hand side? [5]
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4. The force on a Brownian particle in one dimension may be written as

F ( t ) = f ( t ) − v µ where f ( t ) is a randomly fluctuating force, v is the
velocity and µ the mobility of the particle.
(a) Discuss the separation of the force into the two parts. In particular,
explain qualitatively how the damping force, proportional to the velocity,
arises as a consequence of the random motion of the background fluid
atoms. [5]
(b) Show that the equation of motion for the Brownian particle of mass M
(the Langevin equation) may be written as
dv ( t ) 1
M + v (t ) = f (t ) . [2]
dt µ
(c) The solution to the Langevin equation is given by

t
1
v ( t ) = v ( 0 ) e −t M µ + ∫ e ( u − t ) M µ f ( u ) du .
M 0
Show, using appropriate approximations, that the equilibrium mean

∞
square velocity may be expressed as v 2 = ( µ 2 M ) ∫ f ( 0 ) f ( t ) dt and
−∞
invoking the equipartition theorem, it follows that
∞
1 1
=
µ 2kT ∫ f (0) f (t )
−∞
dt . [5]
(d) Discuss how this may be regarded as an example of the fluctuation-

dissipation theorem. [2]
(e) The voltage across an L-R circuit is given in terms of the current I(t) by
dI ( t )
L + RI ( t ) = V ( t )
dt
where V(t) may be regarded as a fluctuating voltage. By making the

appropriate identifications, show that the resistance may be related to the
voltage fluctuations through
∞
1
∫ V ( 0 )V ( t )
R= dt . [4]
2kT −∞
(f) How may such voltage fluctuations be observed? [2]
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5. (a) In the context of statistical mechanics explain the meaning of the term
ensemble. [4]
(b) Discuss and compare the Boltzmann and the Gibbs view of ensembles. [4]
(c) Explain the meaning of the term phase space, including a discussion of
the difference between Boltzmann’s view and that of Gibbs. [4]
(d) Liouville’s theorem implies that the flow of points in phase space is
incompressible. What assumptions go into the derivation of this theorem? [2]
(e) Paradoxically, Boltzmann’s H theorem seems to contradict Liouville’s

theorem. Give a statement of Boltzmann’s H theorem and explain the
paradox. Show how the paradox may be resolved. [6]
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1. The partition function for a single particle of mass m at temperature T, in

a box of volume V is given by
V
z=
Λ3
where the thermal de Broglie wavelength Λ is
2π 2
Λ= .
mkT
(a) Why is Λ known as the thermal de Broglie wavelength? [2]
(b) Explain why the partition function Z of a gas of N identical particles may
be written in terms of the partition function z of a single particle as
1 N
Z= z .
N!
In particular, discuss the origin of the N! term and the validity of this
expression. [5]
(c) Write down the Helmholtz free energy in terms of the partition function
and hence show that the free energy of the gas is given by
F = − NkT ln (Ve N Λ 3 ) . [5]
(d) What would the expression for the free energy be if the N! term in the
partition function were ignored? Why would such an expression be
physically unacceptable? (Hint: Think how F would change if both N and
V were doubled.) [4]
(e) Evaluate Λ for helium (4He) gas at a pressure of 1 bar for temperatures of
3 K and 300 K and compare it with the mean distance between atoms.
What physical meaning do you attach to these results? [4]
The mass of a 4He atom is 6.64×10–27 kg.

Stirling’s approximation: lnN! NlnN – N.
2. Write an essay on “The Arrow of Time”. You should include a

description of the problem in terms of phase space and you should
include a discussion of Liouville’s theorem and Boltzmann’s H theorem. [20]
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3. (a) The van der Waals equation of state for a fluid system is given by
⎛ aN 2 ⎞
⎜ p + ⎟ (V − Nb ) = NkT .
⎝ V2 ⎠
Explain the form of this equation; in particular discuss the significance of

the constants a and b, and how they account for the interactions between
the particles. [3]
(b) Sketch a van der Waals p - V isotherm corresponding to liquid-gas

coexistence. Indicate the stable, metastable and unstable regions of the
curve. Sketch, also, an isotherm that indicates the critical point. [3]
(c) Show that the temperature and volume at the critical point are given by
8a
kTc = , Vc = 3 Nb .
27b [4]
(d) Corrections to the ideal gas behaviour at low densities are conventionally
written in terms of the virial expansion
2 3
p N ⎛N⎞ ⎛N⎞
= + B2 (T ) ⎜ ⎟ + B3 (T ) ⎜ ⎟ + … .
kT V ⎝V ⎠ ⎝V ⎠
Show that, for the van der Waals gas the second virial coefficient is given
by B2 (T ) = b − a kT . [3]
(e) Experimental measurements of the second virial coefficient of Nitrogen

yield
B2 (T ) = −2.83 × 10−29 m3 at T = 300K

B2 (T ) = −5.03 × 10−30 m3 at T = 400K .
Calculate the critical temperature that is predicted from these values. [3]
(f) The experimental value for the critical temperature of Nitrogen is found to
be 126 K. Compare this with the value inferred from the second virial
coefficient measurements and account for any discrepancy. [2]
(g) At 77K liquid Nitrogen normally boils at a pressure of one atmosphere.

However it is possible, with care, to decrease the pressure below one
atmosphere without boiling the liquid. With reference to the p – V
diagram describe this process and explain, in outline, how one may
determine the minimum pressure at which this superheated liquid can
exist (you are not required to calculate this). [2]
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4. Write short notes on two of the following:
(a) Brownian motion; [10]
(b) universality and the classification of phase transitions; [10]
(c) the Ising model and its ubiquity. [10]
5. (a) What is meant by the term order parameter in the context of phase
transitions? [3]
(b) Describe the behaviour of the order parameter in a first order transition
and in a second order transition. [3]
(c) In the Landau treatment of phase transitions the appropriate free energy is
expanded in powers of the order parameter. Discuss what considerations
lead to the absence of terms from the expansion and what determines the
order at which the expansion will be terminated. [3]
(d) Sketch the form of the free energy as a function of order parameter for a
system exhibiting a second order transition, for temperatures above, equal
to and below the critical temperature. [3]
(e) Show that, within the framework of the Landau model, the critical
exponent, β, associated with the order parameter has the value 1/2. [6]
(f) How does this compare with real systems? [2]
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1. (a) The Boltzmann expression for entropy is written S  k ln  . Identify the

terms in the equation, taking care to explain the meaning of . [2]
(b) By considering an isolated system containing a constraint, such as a

dividing partition, explain clearly why the equilibrium state, upon
removal of the constraint, corresponds to that of maximum entropy. [2]
(c) Two systems are brought into contact so that they may exchange energy
through a fixed impermeable diathermal wall. By using the appropriate
definitions, show that the equilibrium state corresponds to that in which
the temperatures of the two systems are equalised.
Explain why the equilibrium energy of each system is not fixed, but
fluctuates. [5]
(d) The quantity E is given by
12
2
σ E   E  E  .
 
Why is E a measure of the energy fluctuations? [2]
(e) Show that
 2E  E 2  E . [2]
2
(f) The mean energy of a system in thermal equilibrium at a temperature T

may be written as
1

 E / kT
E  E je j .
Z j
[2]
Explain the meaning of this expression, defining the quantity Z.
(g) By considering the expression for the mean square energy E 2 show
that the size of the energy fluctuations may be written as
 E  kT 2 CV
where CV is the thermal capacity of the system. [3]
(h) Discuss how the energy fluctuations depend on the size (number of
particles N ) of the system and show that the fractional energy fluctuations
tend to zero as N 1/2. [2]
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2. (a) The partition function Z for a classical gas of N interacting atoms is given
by
 p2 
1 
  2 mi U  qi ,q j   kT
N !h 3 N 
Z e  i i j 
d3 N p d3 N q
where the symbols have their usual meaning. Explain the structure of this
expression [3]
(b) Show that Z may be expressed as
Z  ZidQN
where Zid is the partition function for an ideal (non-interacting) gas and
the configuration integral QN is
 U  qi , q j  kT
1
VN 
QN  e i j
d3 N q .
Be sure to explain the appearance of the VN factor. [4]
(c) Show that the pressure of this gas may be expressed as
  ln Zid  ln QN   N  ln QN 
p  kT     kT    . [4]
 V T ,N V T ,N  V V T ,N 
(d) The interaction potential for a pair of hard spheres with centres a distance
r apart is given by
U r    r 
0 r 
where  is the hard core diameter.
Explain why the configuration integral QN for a hard sphere gas is

independent of temperature. Hence show that for such a gas p/kT is solely
a function of the density N/V. [3]
(e) Argue that pV/NkT is a universal function of Nσ3/V and discuss ways that
this universal equation of state may be determined. [3]
(f) Would you expect this system to exhibit a transition to an ordered phase?
Discuss. [3]
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parameter for first-order and second-order transitions. [3]
(b) When the Landau theory of phase transitions is applied to the ferroelectric
transition the free energy is expressed by a polynomial of the form
F  F0  F2 2  F4 4  F6 6
What is the order parameter  for this system? Give arguments for the
structure of this free energy expression. [3]
(c) By varying an external parameter, such as the strain, the ferroelectric

transition can be either first-order or second-order. Sketch the possible
variations of the free energy as a function of the order parameter that can
account for the first-order and the second-order transitions respectively. [4]
(d) Explain qualitatively how the order of the transition depends on the sign
of the F4 coefficient and why the F6 term may be neglected when the
transition is second-order. [3]
(e) When the transition is first-order show that the discontinuity in the order
 F4
 
2 F6
and discuss the behaviour of the discontinuity as the transition becomes

second-order. [4]
(f) Within the spirit of the Landau theory it is conventional to approximate

the temperature dependence of the F2 coefficient by
F2   T  Tc  .
Explain this by reference to the second-order case. Using this

temperature dependence show that the latent heat at the first-order
transition is given by
F4
L  Ttr
2 F6
and discuss the behaviour of L as the transition becomes second-order. [3]
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4. (a) For the case of the ferromagnetic phase transition:

v) What is the order of the transition? [5]
(b) In the Weiss model of this transition it is assumed that the magnetic
moments are subject to an additional ‘mean’ magnetic field
b  M
where M is the magnetisation and  is a constant.
The magnetisation of a non-interacting assembly of N (per unit volume)

spin ½ non-interacting magnetic moments  is given by
M M B 
 tanh  0 
M0  N kT 
where the saturation magnetisation is M 0  N  and the directions of M

Show that the Weiss model, in the absence of an external magnetic field,
can lead to a spontaneous magnetisation given by
M  M Tc 
 tanh  
M0  M0 T 
where Tc   M 02 Nk . What is the interpretation of Tc? [9]
(c) Sketch the behaviour of the spontaneous magnetisation as a function of

temperature and relate this to the order of the transition. [2]
(d) In iron the transition to the ferromagnetic phase occurs at a temperature of

1043 K. Estimate the value of the Weiss field that would be responsible
for this. Could the electron dipole magnetic field be responsible? Discuss
other possible mechanisms for this field. [4]
The Bohr magneton μB = 9.27 × 10–24 A m2.
5. (a) Write an essay on the logical structure of statistical mechanics and the
connection between the microscopic and the macroscopic descriptions of
matter. You should include a description of the micro-canonical, the
canonical and the grand canonical approaches. [20]
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1. The Helmholtz free energy F for a binary alloy of two atomic species A
and B with relative proportions x and 1 − x is shown in the figure, at low
temperatures.
0 x 1
(a) The equilibrium state in this case is found by the double tangent
construction. In other systems the equilibrium state is found at the
minimum of the free energy curve. Explain the distinction and the [4]
circumstances in which each procedure is used.
(b) The free energy of mixing Fm for this system is given by
Fm = Nk ⎡⎣2Tc x (1 − x ) + T {x ln x + (1 − x ) ln (1 − x )}⎤⎦ .
Identify the energy and the entropy terms and explain the structure of this
equation. What is Tc?
Sketch the form of Fm as a function of x for high and low temperatures.

[4]
Why is Fm more convenient than F for the double tangent construction?
(c) Show that the phase separation, or binodal, curve is given by
2 (1 − 2 x )
Tps = Tc .
ln ( (1 − x ) x )
[4]
Sketch and label this curve.
(d) By reference to the phase separation curve, explain what happens as one
cools through the phase separation transition. [4]
(e) How would one determine the order parameter critical exponent β from
the phase separation curve? What value is predicted by the result in (c),
and what value is found experimentally? Discuss the difference. [4]
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2. (a) Write down the virial expansion for the equation of state of a non-ideal
gas. Under what circumstances would an expansion up to only the second
virial coefficient be appropriate? [3]
(b) A gas of particles interacts with a square-well potential
U (r ) = ∞ 0< r <σ
= −ε σ < r < ασ
=0 ασ < r < ∞.
Sketch this and explain the significance of the parameter σ, ε and α. [3]
(c) The second virial coefficient for a gas interacting with a potential U(r) is
given by
∞
( )
B2 (T ) = −2π ∫ r 2 e −U ( r ) kT − 1 dr .
0
Show that for a square-well gas B2 is given by
2
{ (
B2 (t) = πσ 3 1− α 3 − 1 eε
3
)( kT
−1 .)} [6]
In the limit that the range of the interaction becomes very large, while the
depth of the attractive potential becomes very small, show that B2 takes
the form
2 ⎛ α 3ε ⎞
B2 (T ) = πσ 3 ⎜1 − ⎟.
3 ⎝ kT ⎠ [3]
Continued over
TURN OVER
− page 3 − PH4211A
PART
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Measurements of B2(T) for argon are plotted (as a function of inverse

temperature) in the figure below.
8.0
6.0
4.0
B2(T ) × 1029 in m3
2.0
0.0
–2.0
–4.0
–6.0
–8.0
–10.0
–12.0
0.000 0.001 0.002 0.003 0.004 0.005 0.006
–1
1/T in K
What can you deduce, from this, about the inter-atomic interaction
potential of argon? [5]
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PART
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3. (a) Give a statement of the Third Law of Thermodynamics. [3]
Discuss the microscopic origin of this law, paying particular attention to

the question of the degeneracy of the ground state. [4]
(b) Show that the Third Law requires the heat capacity of bodies to go to zero
as temperature T → 0. The equipartition theorem implies a constant heat
capacity. Explain the reason for this contradiction. [3]
(c) By writing the heat capacity (at constant volume) as CV = TdS/dT, where S
is the entropy, show that a constant heat capacity implies S varying as the
logarithm of T. What would this imply about the T → 0 entropy? [3]
Explain how this result may be understood in terms of the accessible

regions of phase space. Then show how the incorporation of Quantum
Mechanics recovers the Third Law of Thermodynamics. [3]
(d) It is sometimes stated that the Third Law of Thermodynamics implies the
un-attainability of Absolute Zero. Show how a hypothetical system,
violating the Third Law, can be used to reduce the temperature to T = 0 in
a finite number of steps. Show how this is no longer possible if the system [4]
obeys the Third Law.
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4. (a) The Ising model and the Heisenberg model are both models of
ferromagnetism. In one case the transition corresponds to the breaking of
a discrete symmetry, while in the other it corresponds to the breaking of a
continuous symmetry. Explain this distinction, with particular reference to
the nature of the order parameter of each model. [4]
(b) The essential qualitative features of these transitions are accounted for by
the free energy
⎧⎪⎛ T ⎞ 1 ⎫⎪
F = const × ⎨⎜ − 1⎟ ϕ 2 + ϕ 4 ⎬ .
⎪⎩⎝ Tc ⎠ 6 ⎪⎭
(i) Sketch this free energy for different values of T/Tc, indicating how the
system evolves as the transition proceeds.
(ii) What is the significance of Tc? [4]
(c) How is the free energy expression above modified in the presence of an
applied magnetic field? [2]
(d) In the presence of an applied magnetic field one model exhibits hysteretic
behaviour and the other does not. Explain this difference, particularly
considering the fact that the free energy expression is formally the same
for the two cases. [6]
(e) Explain, in principle, with the aid of diagrams, how one determines the
limits of stability or the spinodal points in the hysteretic case. [4]
5. Write an essay on the Landau theory of phase transitions. You should

include a discussion of: how this provides a common description of phase
transition phenomena; the central assumptions of the theory; the
application to both second order and first order transitions; and the [20]
limitations of the theory.
TURN OVER
PH4211A
PART
MARKS
1. (a) The Boltzmann expression for entropy [4]
S  k ln 
makes a connection between the microscopic and the macroscopic
descriptions of matter. Explain the meaning of the terms in this
expression and discuss how it is related to the law of entropy increase.
(b) Show that when two isolated systems are brought into thermal contact, [4]
they end up in the thermodynamic state for which
d ln 1 d ln 2
 ,
dE dE
defining the terms 1 ,  2 and E in this expression. How does this relate
to temperature?
(c) Now consider a small sub-system of a large isolated system. The total [4]
energy of the isolated system is Et . The sub-system can exchange
thermal energy with the large system. Show that when the sub-system is
in a microstate of energy E the entropy of the combined system may be
expressed as
dS E 2 d 2 S
S  S  Et   E   ....
dE 2 dE 2
(d) Show how the above result leads to the Boltzmann distribution function [4]
(otherwise known as the Boltzmann factor or canonical distribution
function). Include a clear justification for the truncation of the above
series at the first-order term.
(e) Instead of expanding S in powers of E one might expand Ω. Discuss why, [4]
in this case, the series cannot be truncated.
2. Write an essay on the breaking of symmetry in phase transitions. You should give [20]
at least two different examples of symmetry-breaking transitions, indicating the
order parameter and the symmetry broken for each. Include a discussion of
Goldstone’s theorem and identify the Goldstone Bosons for your examples. The
Bosons of Goldstone’s theorem are said to have zero mass. You should discuss the
meaning of this statement and explain how such Bosons may acquire mass
through the Higgs mechanism.
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3. (a) The partition function for a single particle moving freely in a box of
volume V may be written as
 2 mkT 
32
V
z V    ,
 h
2
 3
where the symbols have their usual meaning.
i) The quantity Λ is known as the thermal de Broglie wavelength. Explain [3]
the meaning of this quantity.
ii) Explain why the partition function Z for a gas of N classical [4]
indistinguishable particles is related to the partition function z of a single
particle by
1 N
Z z .
N!
Show that the pressure of a gas of N indistinguishable such particles is
related to z by
 ln z
p  NkT .
V T
iii) Evaluate the pressure for this system, hence deriving the equation of state [2]
of an ideal gas.
(b) In the van der Waals approach to an interacting gas the single particle
partition function may be approximated by
V  Vex  E
z
kT
e .
3
i) Sketch the expected variation with separation of the inter-particle [5]

interaction potential. Discuss how the various features of the interaction
are incorporated into the above expression for z through the quantities
Vex and E .
ii) Sketch the way the Helmholtz free energy of the van der Waals gas [3]
varies with volume. Indicate regions of the curve that are not stable and
explain how the equilibrium state of the system is determined using the
double tangent construction.
iii) Explain the connection between the double tangent construction and the [3]
equal areas construction of Maxwell.
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4. (a) What is Brownian motion? [2]
(b) The force on a Brownian particle may be written as [4]
bg bg
F t  f t 

1
v
where f(t) is a randomly fluctuating force, v is the velocity and  the

mobility of the particle. Discuss the separation of the force into these
two parts.
(c) Show that the equation of motion for the Brownian particle may be [3]
written as
bg bg bg
dv t
v t  A t
dt
and identify the terms.
(d) The solution to the equation of motion may be written [3]
bg b g
v t  v 0 e t  z
0
t
bg
e b ut g A u du
.
Describe how this solution arises and explain its implications.
(e) The autocorrelation function for the random force per unit mass is [3]
defined by the average
bg b g .
A t A t 
Discuss the physical meaning of this expression and explain why it is

independent of the time t.
(f) A galvanometer is an instrument for measuring very small electric [5]
currents. It consists of a coil attached to a mirror and suspended by a
torsion fibre between the poles of a magnet. Angular deflections of the
coil, caused by flowing current are measured by the deflection of a light
beam reflected by the mirror.
The mirror may be regarded as a Brownian particle, obeying
equipartition. What determines the mean square magnitude of the
Brownian fluctuations?
Such fluctuations are understood to arise from impacts between air
molecules and the mirror. What happens to the Brownian fluctuations of
the mirror if the air is pumped out of the galvanometer while the mirror’s
temperature remains constant?
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5. When the mean field theory of phase transitions is applied to the ferromagnetic
transition in the absence of a magnetic field, the free energy is given
approximately, in the vicinity of the transition, by
Nk Nk
F T  Tc  m2  Tc m4
2 12
(a) Explain the structure of this expression and indicate what the various [4]
quantities are. Why are there no higher powers of m?
(b) By sketching the form of this expression, explain how the paramagnetic [4]
to ferromagnetic transition occurs as the temperature is lowered through
Tc and discuss the magnitude of the fluctuations at Tc.
(c) Using the above expression show that in the vicinity of the transition [5]
m
b
3 Tc  T g
Tc
and sketch this behaviour.
(d) What is the order of this transition? Explain your reasoning. [2]
(e) Show that below the transition there is a contribution to the entropy [5]
given by
3Nk
T  Tc  Tc
2
and that this leads to a jump in the thermal capacity on cooling through
the transition of
3Nk
C  .
2
END
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PH4211
PART
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1. The relationship between statistical mechanics and thermodynamics may be [20]

understood in different ways. According to Landau ‘All the concepts and
quantities of thermodynamics follow most naturally, simply and rigorously from
the concepts of statistical physics’, while Einstein’s view was that
thermodynamics was a fundamental discipline whose results were independent of
the particular microscopic models used in statistical mechanics.
Write an essay discussing these contrary views; give examples supporting the
Landau view, and examples supporting Einstein’s view. Discuss the extent to
which the work of both Landau and Einstein were actually more in line with the
philosophy of the other. You should include mention of emergence as the key
concept that resolves the Landau-Einstein conflict.
PART
MARKS
2. In the Landau theory of phase transitions one expands an appropriate free energy
in powers of the order parameter, to a finite number of terms.
(i) What is meant by the term order parameter? [3]
(ii) Why is the Landau expansion terminated, and what determines the [4]
highest power in the expansion?
(iii) In the case of the ferromagnetic transition and the ferroelectric transition
[2]
there are no odd-power terms in the expansion. Why is this?
(iv) In the ferroelectric case the Landau expansion has terms up to sixth [3]
power. Show, with the aid of diagrams, why such an expansion can
describe a first-order transition.
(v) This expansion will also allow a second-order transition. Discuss what [5]
requirements this puts on the sign of the terms in the Landau expansion
and explain the occurrence of the second-order transition with the aid of
diagrams.
(vi) Explain, in general terms, how the heat capacity in the vicinity of a phase [3]
transition can be understood from the perspective of the Landau theory.
In particular, make the connection between the order of the transition and
the existence or absence of latent heat.
TURN OVER
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PH4211
PART
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3. (a) The interaction between the molecules of a gas may be modelled by the [4]
hard core potential:
U r    r 
0 r  .
Make a labelled plot of this function and discuss the extent to which this
potential gives a realistic description of such interactions.
(b) The second virial coefficient of a gas is related to the inter-atomic [4]
potential by

B2 T   2  r 2 e
U  r  kT
 1 dr .
0
Show that for the hard core interaction the second virial coefficient is
given by
2
B2 T    3 .
3
Demonstrate how this may be interpreted as an ‘excluded volume’ [4]
(c) The Sutherland potential is specified by: [3]
U r    r 
 
6
    r  .
r
Sketch and label this potential. How realistic is this model as an
approximation of a real inter-atomic interaction i) at short distances, and
ii) at large distances?
(d) 1 Hard sphere [5]
B2 (T )
Lennard-Jones
3 σ
2 3
0
T
–1
–2 Sutherland
–3
The figure shows the second virial coefficient corresponding to the hard
sphere potential, the Sutherland potential and the Lennard-Jones 6-12
potential. Discuss and explain the differences and similarities.
Page 4 of 6
2009 - 10
PH4211
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PART
MARKS
4. The free energy of mixing of a binary alloy may be written as [3]
Fm  Nsx 1  x    NkT x ln x  1  x  ln 1  x  .
Explain the meaning of the various terms and the structure of this equation.
What are the equilibrium (stable) states of this system i) at high temperatures, and [5]
ii) at low temperatures?
How does one determine the equilibrium state of this system?
Explain why one may use the free energy of mixing rather than the full free
energy.
Make a clearly labelled sketch of the transition between the homogeneous and the [2]
inhomogeneous phases in the x – T plane. Indicate on this curve how the system
evolves from a homogeneous high-temperature phase to an inhomogeneous low-
temperature phase.
Show that this system has a critical temperature given by [4]
s
Tc 
2k
and state the value of the critical concentration xc.
Explain why the point ( xc, Tc ) is called a critical point. [2]
Sketch the heat capacity for such a system as a function of temperature in the [4]
vicinity of the phase transition (i) for a mixture of critical concentration xc, and (ii)
for a mixture of concentration x << xc.
These heat capacity signatures indicate there is no latent heat. What feature of the
heat capacity indicates this?
It appears paradoxical that this first-order transition involves no latent heat. Why
is this?
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PH4211
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5. (a) In an isolated system the probability P( x) that a fluctuating quantity has the [3]
value x is given by the Einstein expression
P  x   eS  x k
where S is the entropy and k is Boltzmann’s constant. Give a justification for

this formula.
Sketch and explain the functional form of S ( x) in the vicinity of the mean [3]
value x .
Hence discuss qualitatively why the fluctuations in x may follow a normal [3]
distribution.
(b) The autocorrelation function of the fluctuating quantity x is given by [4]
G t   x t  x  0
Where the angled bracket indicates an average. Explain how G(t) describes the
‘average’ decay of the fluctuations. (Here the mean value x is taken to be
zero).
The correlation time of the fluctuations is defined by [4]

1
G  t  dt .
G  0  0
c 
What feature of the fluctuating quantity x(t) does the correlation time
describe? Give an explanation of this.
(c) Now consider the case where the fluctuations in x are normally distributed [3]
(and again the mean value x is taken to be zero). Then P(x) is given by
1
P  x 
 x2 2 x2
e .
2 x 2
Show how the probability distribution function P(x) is related to the

autocorrelation function G(t).
END
Page 6 of 6
2009 - 10
PH4211
PART
MARKS
1. (a) The partition function for a single particle of mass m at temperature T, in

a box of volume V is given by
3/2
 mkT  V
z V  2 
 .
 2   3
Why is the quantity Λ referred to as the thermal de Broglie wavelength? [3]
(b) Explain why the partition function for a collection of N similar but
distinguishable objects, each with partition function z, is given as
Z  zN . [5]
(c) On the assumption that (b) is correct for a gas of particles, show that the
Helmholtz free energy for such a gas would be given by
  mkT 3/ 2 
F  NkT ln V  2  .
  2    [3]
(d) This expression gives a Helmholtz free energy that is not extensive.
Explain what this means, and explain why this is a problem. [4]
(e) Discuss in detail how this problem may be resolved and give the
resultant expression for F. [5]
parameter for first-order and second-order transitions. [3]
(b) What is the order parameter for the ferroelectric transition? [2]
(c) When the Landau theory of phase transitions is applied to the
ferroelectric transition the free energy is expressed by a polynomial of
the form
F  F0  F2 2  F4 4  F6 6 ,
where φ is the order parameter.
Explain why the power series is terminated and explain why there are no
odd powers of φ in the expansion. [4]
(d) Show, by the use of sketches, how the above polynomial for the free
energy can lead to a first-order transition. [4]
(e) Under what circumstances would the transition become second-order? [3]
(f) When the transition is first-order, show that the discontinuity in the order
F4
  ,
2F6
and discuss what happens to this as the transition becomes second-
order. [4]
NEXT PAGE
Page 3 of 5
PH4211
PART
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3. (a) The virial expansion for a gas is given by

2 3
p N N N 
    B2    B3   ;
kT V  V  V 
here the Bn are the virial coefficients and the other symbols have their
usual meaning. Under what conditions may the higher-order terms be
ignored? [2]
(b) The van der Waals equation of state is written, in conventional form, as
 N2 
 p  a  v  Nb   NkT .
 V2 
Show that the second virial coefficient corresponding to this equation of
state is
a
B2  b  .
kT [4]
(c) Measurements of the second virial coefficient of neon are shown in the
figure below.
20
15
B2 in cm3 mol-1
10
-5
0.000 0.002 0.004 0.006 0.008 0.010
1/T in K-1
Estimate the values of the van der Waals parameters a and b. Be sure
to state your units. Explain any approximations or assumptions. [6]
(d) The interaction between neon atoms is conventionally represented by
the Lennard-Jones 6-12 potential
12 6
      
U ( r )         ;
 r   r  
what are ε and σ in this expression? [2]
(e) Outline briefly the arguments by which one makes the identification
4 3 2
a   and b   3
3 3
and hence estimate ε and σ for argon. [6]
Page 4 of 5
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PH4211
PART
MARKS
4. (a) Under what circumstances is the equilibrium state of a system

determined by the minimum of the Helmholtz free energy, and under
what circumstances is it determined by the minimum of the Gibbs free
energy? [2]
(b) Discuss how a system may reduce its free energy by separating into
regions of different density. What condition must the free energy satisfy
for such a separation to occur? Is the system’s order parameter
conserved or non-conserved? [3]
(c) How does one determine the equilibrium state of such a system? [3]
(d) What is meant by the term critical point? [2]
(e) The free energy of mixing of a binary alloy may be written as
F  Nsx 1  x    NkT  x ln x  1  x  ln 1  x  .
Explain the meaning of the various terms and the structure of this
equation. [2]
(f) Show that this system has a critical temperature given by
s
Tc  .
2k [3]
(g) What is the value of xc corresponding to this? [2]
(h) In what ways are the coexistence curves for the binary alloy and the
liquid-gas system different; and in what ways are they similar? [3]
5. Write an essay on The Second Law of Thermodynamics, contrasting the

ways that Einstein and Landau understood the Law. You should include
a discussion of the relationship between the microscopic and the
macroscopic approaches to the Law, and the importance of probability,
mean values and fluctuations. [20]
END
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PH4211
PART
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1. (a) Two isolated systems are brought into contact so that they may exchange
energy, but without doing work on each other or exchanging particles
between them. Show that the law of entropy increase leads to the concept of
temperature and that the above systems will reach a state of equilibrium
where their temperatures are equal. You must explain what is meant by
equilibrium in this context. [10]
(b) The derivation in part (a) required that the entropy of the composite isolated
system was an extremum but there was no need for the extremum to be a
maximum. Show that the behaviour of the heat capacity is influenced by
requiring the entropy to be a maximum. [10]
(c) Consider again the two systems in part (a), but now allow them to exchange
particles as well as thermal energy. Show that in equilibrium the chemical
potentials of the systems will become equal. Explain clearly whether
particles flow from regions of high chemical potential to regions of low
chemical potential or vice versa. [10]
(d) A system can exchange thermal energy and particles with a reservoir
characterized by a temperature T and a chemical potential µ. Show that the
probability of funding the system in a microstate with energy E and number
of particles N is proportional to e−( E − µ N ) kT . [10]
2. (a) Explain what is meant by phase space in the context of classical Statistical
Mechanics and contrast the Gibbs and Boltzmann conception of phase space. [8]
(b) The density of representative points in phase space is denoted by ρ . Give an
expression for the entropy of a classical system in terms of ρ . [8]
(c) Liouville’s theorem states that as a system evolves in time the density of
points in phase space remains constant. Explain clearly why this theorem is
incompatible with the Second Law of thermodynamics. [8]
(d) Give an outline of the resolution of this paradox by the use of coarse
graining and show how quantum mechanics may be invoked to justify the
procedure. [8]
(e) Quantum mechanics is also important in understanding the Third Law of
thermodynamics. Explain why this is, and discuss how the Third Law would
be stated in a purely classical (non-quantum) world. [8]
3. (a) For the case of the ferromagnetic phase transition:

v) What is the order of the transition? [10]
(b) In the Weiss model of this transition it is assumed that the magnetic moments [18]
Page 3 of 5
PH4211
are subject to an additional ‘mean’ magnetic field

b = λM
where M is the magnetisation and λ is a constant.
The magnetisation of a non-interacting assembly of N spin ½ non-
interacting magnetic moments µ is given by
M ⎛M B ⎞
= tanh ⎜ 0 ⎟
M0 ⎝ N kT ⎠
where the saturation magnetisation is M 0 = N µ and the directions of M and
the applied magnetic field B are parallel.
Show that the Weiss model, in the absence of an external magnetic field, can
lead to a spontaneous magnetisation given by
M ⎛M T ⎞
= tanh ⎜ 0 c ⎟
M0 ⎝M T⎠
where Tc = λ M 02 Nk . What is the interpretation of Tc?
(c) Sketch the behaviour of the spontaneous magnetisation as a function of

temperature and relate this to the order of the transition. [4]
(d) In iron the transition to the ferromagnetic phase occurs at a temperature of
1043 K. Estimate the value of the Weiss field that would be responsible for
this. Could the electron dipole magnetic field be responsible? Discuss other
possible mechanisms for this field. [8]
(You should take µ for the electron to be 9.27 × 10–24 A m2.)
4. Write an essay on ‘Brownian Motion’. You should include a clear discussion

of how Einstein’s interpretation of this phenomenon leads to the conclusion
that atoms really exist, and how frictional effects arise from fluctuations. [40]
5. (a) In the Landau theory of phase transitions the free energy is expanded in
terms of the order parameter. What does the term order parameter mean in
this context? [6]
(b) It is an essential feature of the Landau theory that the free energy expansion
is terminated. The argument that the order parameter is small may be used to
justify why the expansion may be terminated. However Landau theory
requires that the expansion must be terminated. Explain this. [7]
(c) What determines the order at which the expansion is terminated? [5]
(d) Show that when the Landau theory is applied to the conventional
ferromagnetic transition it predicts a second order transition and that the
order parameter critical exponent β will be ½. [8]
(e) It is frequently observed that the β critical exponent takes the value 1/3.
Discuss the disagreement between the theory and experiment. [6]
(f) When the Landau theory is applied to the ferroelectric transition it can lead [8]
Page 4 of 5
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to different behaviour: the transition may be first order. Give an outline of

how this comes about.
END
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PH4211
1. The energy states of a quantum harmonic oscillator are given by

1
εn = + n ~ω
2
(a) Show that the partition function, Z, for this system may be written
1 ~ω
Z = cosech .
2 2kT
[5]
(b) By writing β = 1/kT , show that the internal energy may be obtained from Z
as
∂ ln Z
E=− .
∂β
[5]
(c) Hence obtain the following expression for E:
~ω ~ω
E= + ~ω/kT .
2 e −1
and comment on the structure of this expression. [5]
(d) The energy of the classical harmonic oscillator may be written
1 2 k 2
ε(p, x) = p + x.
2m 2
By integrating e−ε/kT over p and x show that the partition function for the
classical oscillator is
Z = kT /~ω
and explain what ω is. [5]
(e) Show that the internal energy for the classical oscillator is
E = kT.
[5]
(f) Show that at high temperatures the internal energy of the quantum oscillator
may be expanded as
~2 ω 2
E = kT + + ∙∙∙ .
12kT
[5]
Page 3 of 6 NEXT PAGE

PH4211
(g) i. Sketch the classical and quantum internal energies as a function of tem-
perature, indicating carefully where they agree and where they differ. [4]
ii. What would the figures look like if the quantum zero point motion were
neglected. [3]
iii. It is sometimes stated that the zero point motion may be ignored as it
has no measurable consequences. Comment on this in the light of the
quantum-classical correspondence. [3]
You may find the following mathematical results helpful:

X ∞ Z ∞
1 2 √
n
x = , e−x dx = π,
n=0
1−x −∞
d 1 1 1 x
ln(cosech z) = − coth z, x ∼ − + + ∙∙∙
dz e −1 x 2 12
2. In the Landau theory of phase transitions one expands the appropriate free en-
ergy F in powers of the order parameter ϕ, to a finite number of terms:
F (ϕ) = F0 + F1 ϕ + F2 ϕ2 + F3 ϕ3 + F4 ϕ4 + . . . .
(a) What is meant by the term order parameter ? [4]
(b) What is the order parameter for i) the ferromagnetic transition, and ii) the
ferroelectric transition? [4]
(c) In both the ferromagnetic transition and the ferroelectric transition the odd-
order terms of the series are discarded. Why? [4]
(d) Why is the Landau expansion terminated, and what determines the highest
power of the expansion? [4]
(e) In the ferromagnetic case show that there are three stationary points of F (ϕ):
p p
ϕ+ = + −F2 /2F4 , ϕ− = − −F2 /2F4 , ϕ0 = 0.
[4]
(f) By choosing an appropriate temperature-dependence for F2 , show (i) that
below the critical temperature Tc , d2 F/dϕ2 > 0 at the two roots ϕ+ and ϕ− ,
and (ii) that d2 F/dϕ2 < 0 at the root ϕ0 . Show (iii) that above Tc only the root
ϕ0 exists and (iv) that at this root d2 F/dϕ2 > 0.
Explain the physical significance of these points [20]

PH4211
3. (a) Show that the partition function Z for a classical gas of N interacting particles
may be written as
Z = Zid QN
where Zid is the partition function for an ideal gas of non-interacting particles
and the configuration integral QN is given by
Z
1 P
QN = N e− i<j U (qi ,qj )/kT d3N q.
V
The symbols have their usual meanings. Be sure to explain the appearance
of the V N factor. [8]
(b) Show that the pressure of this gas may be expressed as
! !
∂ ln Zid ∂ ln QN N ∂ ln QN
p = kT + = kT +
∂V T,N ∂V T,N V ∂V T,N
[8]
(c) The interaction potential for a pair of hard spheres with centres a distance r
apart is given by
U (r) = ∞ r<σ
=0 r>σ
where σ is the hard core diameter.

Explain why the configuration integral QN for a hard-sphere gas is inde-
pendent of temperature. Hence show that for such a gas p/kT is solely a
function of the density N/V . What consequence does this have for the virial
coefficients? [8]
(d) Argue that pV /N kT is a universal function of σ 3 N/V and discuss ways that
this universal equation of state may be determined. [8]
(e) Would you expect this gaseous system to exhibit a transition to an ordered
phase? Explain your reasoning. [8]
4. Write an essay on ‘The Arrow of Time’. You should include a discussion of the law
of entropy increase, the nature of Liouville’s theorem, the seeming incompatibility
between these, and the resolution through coarse-graining. [40]

PH4211
5. The partition function Z for an ideal classical gas of N identical particles of mass
m at a temperature T is given by
r
1 N V 2π~2
Z= z where z = 3 and Λ = .
N! Λ mkT
Here z is the partition function for a single particle.
In the van der Waals approximation to the interacting classical gas the single-
particle partition function is approximated by
V − Vex −ε/kT
z= e .
Λ3
(a) By reference to a sketch of the inter-particle interaction, explain the rationale
for the van der Waals approximation to z. [8]
(b) Show that the Helmholtz free energy for this system may be written
z
F = −N kT ln
Ne
and that, following from this the equation of state is

N2
p+a 2 V − N b = N kT
V
where
V 2 dε
a= and b = Vex /N.
N dV
[8]
(c) Sketch p as a function of V for a number of different temperatures indicating
the liquid-gas coexistence region, the critical point and the gaseous region. [8]
(d) At the critical point the distinction between the gas and the liquid vanishes.
The critical volume, pressure and temperature are given by
a a
Vc = 2N b, pc = 2 e−2 , kTc =
4b 4b
Explain how these expressions are obtained from the equation of state. [8]
(e) Thomas Andrew predicted the liquefaction temperature of carbon dioxide
purely from measurements on the gas in the vicinity of room temperature.
Discuss how he was able to do this. [8]
END
Page 6 of 6 BPC
PH4211/PH5211/PH5911/PH5211R/PH5911R
1. (a) The ferromagnetic transition and the ferroelectric transition have similarities
and differences. For each case:
i. What is the order parameter? [4]
ii. Is the order parameter conserved or non-conserved? [4]
iii. What symmetry is broken at the transition? [4]
iv. Is the broken symmetry continuous or discrete? [4]
v. What is the order of the transition? [4]
(b) Outline the arguments by which the Heisenberg Hamiltonian
X
H = −J Si ∙ Sj
ij
is approximated, in mean field theory, by a local magnetic field
b = λM
where M is the magnetization and λ is a constant. [8]

(c) The magnetization of a non-interacting assembly of N spin 1/2 magnetic
moments μ is given by
M M0 B
= tanh
M0 N kT
where the saturation magnetisation is M0 = N μ and the directions of M and
the applied magnetic field B are parallel.
Show that, in the presence of a Heisenberg interaction between the spins,
in the mean field approximation the spontaneous magnetization is given by

M M Tc
= tanh
M0 M0 T
where Tc = λM02 /N k. What is the interpretation of Tc ? [8]

(d) Sketch the behaviour of the spontaneous magnetization as a function of
temperature and discuss the order of the transition. [4]

PH4211/PH5211/PH5911/PH5211R/PH5911R
2. (a) The Boltzmann expression for entropy
S = k ln Ω
makes a connection between the macroscopic and the microscopic descrip-

tions of matter. Explain the meaning of the terms in this expression and
discuss how it is related to the law of entropy increase. [8]
(b) Show that when two isolated systems are brought into thermal contact they
end up in the thermodynamic state for which
∂ ln Ω1 ∂ ln Ω2
= ,
∂E1 ∂E2
defining the terms Ω1 , Ω2 , E1 and E2 in this expression. How does this relate
to temperature? [8]
(c) Now consider a small sub-system of a large isolated system. The total en-
ergy of the isolated system is Et . The sub-system can exchange thermal
energy with the large system. Show that when the sub-system is in a mi-
crostate of energy E the entropy of the combined system may be expressed
as
∂S E 2 ∂ 2S
S = S(Et ) − E + + ∙∙∙
∂E 2 ∂E 2
[8]
(d) Show how the above result leads to the Boltzmann distribution function
P ∝ e−E/kT ,
explaining the meanings of the terms in this expression. You should include
a clear justification for the truncation of the series at the first-order term. [8]
(e) Instead of expanding S in powers of E one might expand Ω. Discuss why, in
this case, the series cannot be truncated. [8]

PH4211/PH5211/PH5911/PH5211R/PH5911R
3. The free energy of mixing of a binary alloy may be written as
Fm = 2N kTc x(1 − x) + N kT {x ln x + (1 − x) ln(1 − x)} .
(a) Explain the meaning of the various terms and the structure of this equation. [6]
(b) Sketch the typical variation of Fm as a function of x at low and high temper-
atures. [6]
(c) How does one determine the equilibrium state of this system? Indicate this
on the sketch from Part (b). [6]
(d) Show that the phase separation, or binodal, curve is given by
2(1 − 2x)
Tps = Tc .
ln[(1 − x)/x]
Sketch and label this curve. [6]

(e) By reference to the phase separation curve explain what happens as the
system is cooled through the phase separation transition. [6]
(f) The point on the phase separation curve at T = Tc is known as the critical
point. Why is it called this? [4]
(g) How would one determine the order parameter critical exponent β from the
phase separation curve? What value is predicted by the expression in (d),

PH4211/PH5211/PH5911/PH5211R/PH5911R
4. (a) The partition function for a single particle of mass m at temperature T , in a

box of volume V is given by
3/2
mkT V
z=V = .
2πˉh2 Λ3

(b) Explain why the partition function for a collection of N similar but distinguish-
able objects, each with partition function z, is expressed as
Z = zN .
[10]
(c) On the assumption that Z = z N is correct for a gas of particles, show that
the Helmholtz free energy for such a gas would be given by
( 3/2 )
mkT
F = −N kT ln V .
2πˉh2
[6]
(d) This expression gives a Helmholtz free energy that is not extensive. Explain
what this means, and explain why this is a problem. [8]
(e) Discuss in detail how this problem may be resolved and give the resultant
expression for F . [10]
5. Write an essay on the Third Law of Thermodynamics. You should include a dis-
cussion of how the Law was discovered, the microscopic origins of the Law and
its macroscopic consequences. You should also discuss whether negative tem-
peratures are compatible with the Third Law. [40]
END
Page 6 of 6 BPC
PH4211
1. The van der Waals equation of state

N2
p + a 2 (V − N b) = N kT,
V
where the symbols have their usual meanings, is found to provide a reasonable
approximation to the behaviour of both the liquid and the gas phase of many
substances.
(a) Make a labelled sketch of the interaction potential between two atoms. By
reference to this sketch, outline briefly the arguments by which one may
arrive at the van der Waals equation of state. [8]
(b) Sketch some isotherms of the van der Waals equation and identify gas and
liquid regions. What is the critical point? Identify this point on your sketch. [5]
(c) Outline the arguments by which one identifies the critical temperature, pres-
sure and volume as kTc = 8a/27b, pc = a/27b2 , Vc = 3N b. [5]
(d) The virial expansion for a gas is given by
2 3
p N N N
= + B2 + B3 + ∙ ∙ ∙
kT V V V
where the Bn are the virial coefficients and the other symbols have their
usual meanings. Under what conditions may the higher-order terms be ig-
nored? [4]
(e) Show that the second virial coefficient for the van der Waals gas is
a
B2 = b −
kT
and sketch the variation of B2 with temperature. [6]
(f) The Boyle temperature TB is the temperature at which B2 (T ) goes through
zero. Identify TB on your sketch of B2 (T ). Show that, according to the van
8
der Waals equation of state, Tc = 27 TB . [5]
(g) The Boyle temperature of Argon is found to be 413 K. From this observa-
tion, what would the critical temperature be predicted to be? Argon’s critical
temperature is found to be 151 K. Compare your predicted value with this.
Comment on the accuracy of the prediction and discuss possible reasons
for any discrepancy. [7]

PH4211
2. (a) What is Brownian motion? It has been stated that Brownian motion provides
the definitive confirmation that atoms and molecules actually exist. Explain
this statement. [7]
(b) In modelling the dynamics of a Brownian particle, Langevin wrote the force
on the Brownian particle as
1
F (t) = f (t) − v
μ
where f (t) is a randomly fluctuating force, v is the velocity and μ is the

mobility of the particle. Discuss the separation of the force into these two
parts. [6]
(c) Langevin’s equation of motion for a Brownian particle of mass M may be
written as
dv(t) 1
M + v(t) = f (t)
dt μ
and it has solution
Z∞
1
v(t) = v(0)e−t/M μ + e−(t−τ )/M μ f (τ ) dτ.
M
0
Describe how this solution arises and explain its implications. [7]
(d) The mean square velocity of the Brownian particle is given by
Z∞
2 μ
v = hf (0)f (t)i dt.
M
0
The expression hf (0)f (t)i is the autocorrelation function of the random force.
What information about the random force is given by the autocorrelation
function? Explain this. [7]
(e) The equipartition theorem gives hv 2 i = kT /M , a classical result. This is true
even if the Brownian particle is immersed in a quantum fluid. Why is this so? [6]
(f) Use of the equipartition expression allows one to write the mobility as a
function of the force autocorrelation function and the temperature. Derive
this expression. This is an example of the Fluctuation-Dissipation theorem.
Explain what this means. [7]

PH4211
3. In the Landau theory of phase transitions the free energy is expanded in powers
of the order parameter to a finite number of terms.
(a) In the context of phase transitions what is meant by the term order parame-
ter ? [4]
(b) Why is the Landau expansion terminated, and what determines the highest
power in the expansion? [6]
(c) What is the distinction between a conserved order parameter and a non-
conserved order parameter? Give an example of each. Describe how one
determines the equilibrium state of the system in these two cases. [6]
(d) Make a labelled sketch of the free energy for a binary alloy. Show curves for
the temperature above and below the critical temperature. [6]
(e) The free energy of mixing for the binary alloy may be written
Fm = 2N kTc x(1 − x) + N kT [x ln x + (1 − x) ln(1 − x)] .
Explain the structure of this expression. [6]

(f) The expansion of Fm may be written as
( 2 4 6
1 2 1 16 1
Fm = F0 +2N k (T − Tc ) x − + Tc x − + Tc x − + ∙∙∙ .
2 3 2 15 2
Discuss the Landau truncation of this expression; in particular explain at

which term the series should be terminated. Why is the expansion written in
powers of x − 12 ? [6]
(g) Within this model the order parameter critical exponent β has the value 1/2.
Show how this follows from the Landau free energy. The value β = 1/2 does
not agree with experiment. Why is this? [6]
4. Write an essay on negative temperatures. You should include a description of

what negative temperatures are, and the constraints on a system necessary for
occurrence of negative temperatures. You should also describe how negative
temperatures may be achieved, and give an example of a practical use of negative
temperatures. [40]

PH4211
5. (a) Boltzmann’s expression for entropy, S = k ln Ω relates the macroscopic and

the microscopic descriptions of the state of a system. Explain the meaning of
the terms in this expression and discuss how it relates to the law of entropy
increase. [10]
(b) Two isolated systems are brought into contact so that they may exchange
energy, but without exchanging particles or doing work on each other. Show
that the law of entropy increase leads to the concept of temperature; specif-
ically demonstrate that systems will reach a state of equilibrium where their
temperatures are equal, and explain what is meant by equilibrium in this
context. [10]
(c) The demonstration in the previous part required that the entropy of the sys-
tem be an extremum but there was no need for this extremum to be a max-
imum. Show that the requirement for the entropy to be a maximum has an
important consequence for the heat capacity. [10]
(d) The Third Law of thermodynamics may be regarded as saying that as the
temperature of a body goes to zero, the entropy goes to zero. Discuss how
this may be understood from the perspective of the Boltzmann entropy ex-
pression. It is said that the Third Law follows as a consequence of quantum
mechanics. Explain this. [10]
END
Page 6 of 6
PH4211/PH5911/PH5911R
1. (a) The partition function Z for a system of N indistinguishable non-interacting

particles may be approximated by
1 N
Z= z
N!
where z is the partition function for a single particle.
Explain the arguments that lead to this approximation. [6]
(b) The Helmholtz free energy F = E − T S is given by
F = −kT ln Z
where the symbols have their usual meanings. Show that the pressure p is
given by
∂ ln Z
p = kT .
∂V T,N
[6]
(c) The partition function for a single particle moving freely in a volume V is
given by
3/2
mkT
z=V .
2πˉh2
By evaluating the pressure for an assembly of N such indistinguishable par-
ticles, show that this results in the equation of state for an ideal gas. [6]
q
(d) The quantity Λ = 2πˉh2 /mkT is known as the thermal de Broglie wave-
length. Explain the physical interpretation of this. [6]
(e) In the van der Waals description of an interacting gas the single particle
partition function is approximated by
V − Vex −hEi/kT
z= e .
Λ3
Discuss how the various features of the interparticle interaction are accounted
for through the quantities Vex and hEi . [6]
(f) Why is this approach referred to as a mean field approximation? [4]
(g) Sketch a number of van der Waals p − V isotherms and identify the stable,
metastable, and unstable regions. [6]

PH4211/PH5911/PH5911R
2. (a) In the Weiss model of ferromagnetism it is assumed that the magnetic mo-
ments are subject to an additional ‘mean’ magnetic field
b = λM
where M is the magnetization and λ is a constant.

Explain briefly the origin of this field. [8]
1
(b) The magnetization of a collection of N non-interacting spin 2
magnetic mo-
ments μ is given by
μB
M = M0 tanh
kT
where M0 is the saturation magnetization M0 = N μ and the directions of M
Show that the Weiss model leads to a spontaneous magnetization, in the
absence of an external magnetic field, given by

M M Tc
= tanh
M0 M0 T
where Tc = λM02 /N k. [8]

(c) i. Sketch the behaviour of the spontaneous magnetization as a function of
temperature. [4]
ii. What is the interpretation of Tc ? [2]
iii. Discuss the order of the transition. [2]
(d) When T is very close to Tc then M/M0 is very small. By expanding the tanh
(tanh x ≈ x − x3 /3 + . . . ) show that, in the vicinity of Tc , the magnetization
behaves as 1/2
M T
∝ 1− .
M0 Tc
[8]
(e) How does this result compare with the behaviour of real systems? Discuss
the difference. [8]

PH4211/PH5911/PH5911R
3. (a) i. What is the order parameter in a phase transition? [2]

ii. Sketch and describe the difference in the order parameter for a first order
and a second order phase transition. [4]
(b) The ferroelectric transition is a displacive transition.
i. What does this mean? [2]
ii. What symmetry is broken in this transition? [2]
iii. What is the order parameter for this transition? [2]
(c) When the Landau theory of phase transitions is applied to the ferroelectric
transition the free energy is written as a polynomial of the form
F = F 0 + F 2 φ 2 + F 4 φ4 + F 6 φ 6
where φ is the order parameter.

i. Explain why the power series is terminated. [2]
ii. Discuss why there are no odd powers of φ in the expansion. [2]
(d) Show, by the use of sketches, how the above polynomial for the free energy
can lead to a first order transition. [6]
(e) Under what circumstance would the transition become second order? [4]
(f) When the transition is first order show that the discontinuity in the order
r
−F4
Δφ =
2F6
and discuss what happens to this as the transition becomes second order. [8]
(g) The Landau theory is not well-suited to the treatment of first order transitions.
i. Explain why this is. [3]
ii. Discuss the conditions under which it might be a reasonable approximation. [3]

PH4211/PH5911/PH5911R
4. (a) Explain what is meant by phase space in the context of classical Statistical
Mechanics and contrast the Boltzmann and the Gibbs conception of phase
space. [6]
(b) Sketch and contrast the trajectories of an undamped harmonic oscillator and
a damped harmonic oscillator in phase space. [6]
(c) Give an expression for the entropy of a classical system in terms of ρ, the
density of points in phase space. [5]
(d) Liouville’s theorem states that as a system evolves in time the density of
points in phase space remains constant. This is incompatible with the Sec-
ond Law of thermodynamics. Explain clearly this contradiction. [7]
(e) Outline the resolution of this paradox by the use of coarse graining and dis-
cuss how quantum mechanics may be invoked to justify the procedure. [8]
(f) Quantum mechanics is also important in understanding the Third Law of
thermodynamics. Explain why this is, and discuss how the Third Law would
be stated in a purely classical, non-quantum, world. [8]

PH4211/PH5911/PH5911R
5. Albert Einstein wrote:
A theory is the more impressive the greater the simplicity of its premises
is, the more different kinds of things it relates, and the more extended
is its area of applicability.
Therefore the deep impression which classical thermodynamics made
upon me; it is the only physical theory of universal content concerning
which I am convinced that, within the framework of the applicability of
its basic concepts, will never be overthrown.
And Lev Landau wrote:
Statistical physics and thermodynamics together form a unit.

All the concepts and quantities of thermodynamics follow most naturally,
simply and rigorously from the concepts of statistical physics.
Although the general statements of thermodynamics can be formulated
non-statistically, their application to specific cases always requires the
use of statistical physics.
Write an essay discussing these contrary views. You should:
• give examples supporting the Landau view, and examples supporting Ein-
stein’s view; [15]
• discuss the extent to which the work of both Landau and Einstein were ac-
tually more in line with the philosophy of the other; [15]
• include mention of emergence as a key concept that resolves the Landau-
Einstein conflict. [10]
END
Page 7 of 7
PH4211/PH5211/PH5911
1. (a) By the use of probability arguments explain why the equilibrium state of an
isolated system corresponds to that of maximum entropy. [12]
(b) Two systems are brought into contact so that they may exchange thermal
energy, volume (mechanical energy), and particles. By using the appropri-
ate definitions, show that the equilibrium state corresponds to that in which
the temperature, pressure and chemical potential of the two systems are
equalised. [16]
(c) Application of the above arguments to two systems exchanging only me-
chanical energy leads to the equality of p/T for the systems, whereas con-
siderations of simple mechanical equilibrium would require just the equality
of pressure. This is paradoxical.
i. What is the paradox? [3]
ii. Discuss the resolution of this paradox. [9]
2. The partition function Z for an ideal classical gas of N identical particles of mass
m at a temperature T , in volume V is given by
s
1 N V 2πˉh2
Z= z where z = 3 and Λ = .
N! Λ mkT
Here z is the partition function for a single particle.
In the van der Waals approximation to the interacting classical gas the single-
particle partition function is approximated by
V − Vex −ε/kT
z= e .
Λ3
(a) By reference to a sketch of the inter-particle interaction, explain the rationale
for the van der Waals approximation to z. [8]
(b) Show that the Helmholtz free energy for this system may be written
ze
F = −N kT ln .
N
where e = 2.718 . . . . [8]
. . . . . continued over the page

PH4211/PH5211/PH5911
(c) Show that, following from this expression for the free energy, the equation of
state is

N2
p+a 2 V − Nb = N kT
V
where
V 2 dε
a= and b = Vex /N.
N dV
[8]
(d) Over a certain range of temperatures F has the following form.
You should draw a sketch of this and explain, using this sketch, how/why the
system undergoes a phase transition to a coexisting state of fluid and gas. [8]
(e) In terms of the free energy curve, what determines the critical point? [8]

PH4211/PH5211/PH5911
3. (a) Explain why a system in thermal equilibrium with a reservoir at tempera-

ture T has fluctuations in its energy E. [6]
(b) A measure of the size of the energy fluctuations is given by
1/2
σE = (E − hEi)2 .
What does this expression mean? [6]

(c) Show that the mean square energy fluctuations are given by
σE2 = E 2 − hEi2 .
[4]
(d) The mean energy of a system in thermal equilibrium at a temperature T may
be written as
1X
hEi = Ej e−Ej /kT .
Z j
In terms of probabilities, explain where this expression comes from. [6]

(e) By considering the expression for the mean square energy hE 2 i show that
the size of the energy fluctuations may be written as
p
σE = kT 2 CV
where CV is the thermal capacity of the system. [12]

(f) Discuss how the fluctuations depend on the size (number of particles) of the
system. Thus show why, usually, fluctuations may be ignored, and give an
example with explanation, where they are significant. [6]

PH4211/PH5211/PH5911
4. When the mean field theory of phase transitions is applied to the ferromagnetic
transition in the absence of a magnetic field, the free energy is given approxi-
mately, in the vicinity of the transition, by
Nk Nk
F = (T − Tc )m2 + Tc m4 .
2 12
(a) Explain the structure of this expression and indicate what the various quan-
tities are. [8]
(b) By sketching the form of this expression, explain how the transition occurs
as the temperature is lowered through Tc and discuss the magnitude of the
fluctuations in the vicinity of Tc . [8]
(c) Using the above expression show that in the vicinity of the transition
s
3(Tc − T )
m=
Tc
and sketch this behaviour. [10]
(d) What is the order of this transition? Explain your reasoning. [6]
(e) Show that below the transition there is a contribution to the entropy given by
3 T − Tc
Nk
2 Tc
and that this leads to a jump in the thermal capacity on cooling through the
transition of
3
ΔC = N k.
2
[8]
5. The microscopic laws of physics are reversible; this is exemplified by Liouville’s
theorem. But the macroscopic laws of physics are irreversible; this is exemplified
by the Second Law of thermodynamics.
Write an essay discussing this apparent contradiction. You should discuss the
reversibility of microscopic physics and the irreversibility of macroscopic physics.
You should explain how the contradiction may be resolved by a consideration of
the nature of the flow in phase space and you might also mention the possible
role of quantum mechanics.
[40]
END
Page 6 of 6
PH4211/PH5911
1. In the Landau theory of phase transitions one expands an appropriate free energy
in powers of the order parameter, to a finite number of terms.
(a) What is meant by the term order parameter ? [6]

(c) There are no odd-power terms in the expansion, for both the ferromagnetic
transition and the ferroelectric transition. Why is this? [6]
(d) In the ferromagnetic case the Landau expansion has terms up to fourth
power. Show, with the aid of diagrams, why such an expansion describes a
second-order transition. [6]
(e) In the ferroelectric case the Landau expansion has terms up to sixth power.
Show, with the aid of diagrams, why such an expansion can describe a first-
order transition. [6]
(f) The ferroelectric transition can also become second-order. Discuss what
requirements this puts on the sign of the terms in the Landau expansion. [8]
2. (a) By considering an isolated system containing a constraint, such as a dividing

partition, explain using probabilistic arguments why the equilibrium state,
upon removal of the constraint, corresponds to that of maximum entropy. [12]
(b) Two systems are brought into contact so that they may exchange thermal en-
ergy, mechanical energy and particles. By using the appropriate definitions,
show that the equilibrium state corresponds to that in which the tempera-
tures, pressures and chemical potentials of the two systems are equalised.
[16]
(c) Since the equilibrium state has maximum entropy, this has implications for
the second derivative of the entropy with respect to energy. Discuss the
consequence of this for the heat capacity of the composite system. [12]

PH4211/PH5911
3. The free energy of mixing of a binary alloy may be written as

Fm = 2N kTc x(1 − x) + N kT x ln x + (1 − x) ln(1 − x) .
(a) Explain the meaning of the various terms and the structure of this equation. [6]
(b) Sketch the typical variation of Fm as a function of x at low and high temper-
atures. [6]
(c) How does one determine the equilibrium state of this system? Indicate this
on the sketch from Part (b). [6]
(d) Show that the phase separation, or binodal, curve is given by
2(1 − 2x)
Tps = Tc .
ln[(1 − x)/x]
Sketch and label this curve. Identify the critical point. [6]
(e) By reference to the phase separation curve explain what happens as the
system is cooled through the phase separation transition. [6]
(f) The point on the phase separation curve at T = Tc is known as the critical
point. Why is it called this? [4]
(g) How would one determine the order parameter critical exponent β from the
phase separation curve? What value is predicted by the expression in (d),
4. Write an essay on the Brownian Motion. You should include a discussion of the
observations of Robert Brown, and his inferences. You should go on to discuss
Einstein’s understanding of Brownian motion and his conclusions about the mi-
croscopic nature of matter. [40]

PH4211/PH5911
5. The partition function Z for a gas of N interacting atoms is given by

Z
P p2 P
1 − i
i 2m + i<j U (qi ,qj ) kT
Z= e d3Np d3Nq
N !h3N
(a) Show that Z may be expressed as

Z P
1
Z = Zid N e− i<j U (qi ,qj )/kT d3Nq (Eq. 5.1)
V
where Zid is the partition function for an ideal (non-interacting) gas.
Be sure to explain the appearance of the V N factor. [8]
(b) The interaction potential for a pair of hard spheres with centres a distance r
apart is given by
U (r) = ∞ r < σ
=0 r>σ
where σ is the hard core diameter.

Sketch and label this interaction potential and relate σ to the radius of an
atom in the gas. [4]
(c) The partition function for a gas of hard spheres might be approximated by
N
V − Nb
Z = Zid .
V
Give a justification for this from the structure of Eq. 5.1. [6]
(d) The above approximation for the partition function leads to the equation of
state
p(V − N b) = N kT.
Express this equation in terms of the virial expansion
2 3
p N N N
= + B2 (T ) + B3 (T ) + ... .
kT V V V
Hence find expressions for B2 and B3 and write down the general Bn . [8]
Question continued on next page

PH4211/PH5911
(e) The virial coefficients for the hard sphere gas are independent of tempera-
ture. Why is this? [6]
(f) Exact calculations of the first few virial coefficients for the hard sphere gas
give:
B2 = b, B3 = 58 b2 , B4 = 0.29b3
where b = 2πσ 3 /3.
What do you conclude, by comparing these values with those you obtained
in part (d) above? [8]
—————————-
You may find this expansion useful in part (d)
1
= 1 + x + x2 + x3 + . . . .
1−x
END
Page 6 of 6
PH4211/PH5211/PH5911
1. (a) The partition function for a single particle of mass m at temperature T , in a

box of volume V is given by
3/2
mkT V
z=V = .
2πˉh2 Λ3

(b) Explain why the partition function for a collection of N similar but distinguish-
able objects, each with partition function z, is expressed as
Z = zN .
[10]
(c) On the assumption that Z = z N is correct for a gas of particles, show that
the Helmholtz free energy for such a gas would be given by
( 3/2 )
mkT
F = −N kT ln V .
2πˉh2
[6]
(d) This expression gives a Helmholtz free energy that is not extensive. Explain
what this means, and explain why this is a problem. [8]
(e) Discuss in detail how this problem may be resolved and give the resultant
expression for F . [8]
(f) The resolution relies on the thermodynamic limit; explain. [2]

PH4211/PH5211/PH5911
2. (a) In the Weiss model of ferromagnetism it is assumed that the magnetic mo-
ments are subject to an additional “mean” magnetic field b
b = λM
where M is the magnetization and λ is a constant.

Explain briefly the origin of this field. [8]
1
(b) The magnetization of a collection of N non-interacting spin 2
magnetic mo-
ments μ at a temperature T is given by

μB
M = M0 tanh
kT
where M0 is the saturation magnetization M0 = N μ and the directions of M

Show that the Weiss model leads to a spontaneous magnetization, in the
absence of an external magnetic field, given by

M M Tc
= tanh
M0 M0 T
where Tc = λM02 /N k. [8]

(c) i. Sketch the behaviour of the spontaneous magnetization as a function of
temperature. [4]
ii. What is the interpretation of Tc ? [2]
iii. Discuss the order of the transition. [2]
(d) When T is very close to Tc then M/M0 is very small. By expanding the tanh
(tanh x ≈ x − x3 /3 + . . . ) show that, in the vicinity of Tc , the magnetization
behaves as 1/2
M T
∝ 1− .
M0 Tc
[8]
(e) How does this result compare with the behaviour of real systems? Discuss
the difference. [8]

PH4211/PH5211/PH5911
3. In the Landau theory of phase transitions the free energy is expanded in powers
of the order parameter to a finite number of terms.
(a) In the context of phase transitions what is meant by the term order parame-
ter ? [4]
(c) What is the distinction between a conserved order parameter and a non-
conserved order parameter? Give an example of each. Describe how one
determines the equilibrium state of the system in these two cases. [6]
(d) Make a labelled sketch of the free energy for a binary alloy. Show curves for
the temperature above and below the critical temperature. [6]
(e) The free energy of mixing for the binary alloy may be written
Fm = 2N kTc x(1 − x) + N kT [x ln x + (1 − x) ln(1 − x)] .
Explain the structure of this expression. [6]

(f) The expansion of Fm may be written as
( 2 4 6
1 2 1 16 1
Fm = F0 +2N k (T − Tc ) x − + Tc x − + Tc x − + ∙∙∙ .
2 3 2 15 2
Discuss the Landau truncation of this expression; in particular explain at

which term the series should be terminated. Why is the expansion written in
powers of x − 12 ? [6]
(g) Within this model the order parameter critical exponent β has the value 12 .
Show how this follows from the Landau free energy. The value β = 12 does
not agree with experiment. Why is this? [6]
4. Write an essay on the logical foundations of Statistical Mechanics and its con-
nection with Thermodynamics. You should include a discussion of the nature of
equilibrium states, the emergence of the concept of temperature, and the impor-
tance of the thermodynamic limit. [40]

PH4211/PH5211/PH5911
5. The force on a Brownian particle in one dimension may be written as F (t) =

f (t) − v/μ where f (t) is a randomly fluctuating force, v is the velocity and μ the
mobility of the particle.
(a) Discuss the separation of the force into the two parts. In particular, explain
qualitatively how the damping force, proportional to the velocity, arises as a
consequence of the random motion of the background fluid atoms. [10]
(b) Show that the equation of motion for the Brownian particle of mass M (the
Langevin equation) may be written as [4]
dv(t) 1
M + v(t) = f (t).
dt μ
(c) The solution to the Langevin equation is given by
Zt
−t/M μ 1
v(t) = v(0)e + e(s−t)/M μ f (s) ds.
M
0
i. Show, using appropriate approximations, that the equilibrium mean square

μ
R∞
velocity may be expressed as hv 2 i = 2M hf (0)f (t)idt, and [8]
−∞
ii. by invoking the equipartition theorem, show it follows that the mobility
R∞
may be expressed μ1 = 2kT
1
hf (0)f (t)i dt. [2]
−∞
(d) Discuss how this may be regarded as an example of the fluctuation-dissipation
theorem. [4]
(e) The voltage across an L − R circuit is given in terms of the current I(t) by
dI(t)
L + RI(t) = V (t)
dt
where V (t) may be regarded as a fluctuating voltage. By making the appro-
priate identifications, show that the resistance may be related to the voltage
fluctuations through [8]
Z∞
1
R= hV (0)V (t)i dt.
2kT
−∞
(f) How may such voltage fluctuations be observed? [4]
END
Page 6 of 6
PH4211/PH5211/PH5911
1. (a) The Boltzmann expression for entropy is written S = k ln Ω. Identify the

terms in the equation, taking care to explain the meaning of Ω. [6]
(b) By considering an isolated system containing a constraint, such as a divid-
ing partition, explain clearly why the equilibrium state, upon removal of the
constraint, corresponds to that of maximum entropy. [10]
(c) Two systems are brought into contact so that they may exchange thermal
energy, mechanical energy and particles. By using the appropriate defini-
tions, show that the resultant equilibrium state corresponds to that in which
the temperatures, pressures and chemical potentials of the two systems are
equalized. [14]
(d) Using the fact that the equilibrium state has maximum entropy, state what
you can about the second derivative of the entropy with respect to energy of
the composite system. Derive the implications for the heat capacity. [10]

PH4211/PH5211/PH5911
2. (a) Write down the virial expansion for the equation of state of a non-ideal gas.
Under what circumstances would an expansion up to only the second virial
coefficient be appropriate? [6]
(b) The van der Waals equation of state for a non-ideal gas is given by
aN 2
p+ 2 V − N b = N kT
V
Show that the second virial coefficient for this gas is given by
a
B2 (T ) = b −
kT
and sketch this. [4]
(c) A gas of particles interacts with a square-well potential
U (r) = ∞ 0<r<σ
= −ε σ < r < ασ
=0 ασ < r < ∞ .
Sketch this and explain the significance of the parameter σ, ε and α. [6]
(d) The second virial coefficient for a gas interacting with a potential U (r) is
given by
Z∞

B2 (T ) = −2π r2 e−U (r)/kT − 1 dr .
0
Show that for a square-well gas B2 is given by

2 n o
B2 (T ) = πσ 3 1 − α3 − 1 eε/kT − 1 .
3
[12]
(e) In the limit that the range of the interaction becomes very large, while the
depth of the attractive potential becomes very small, show that B2 takes the
form
2 3 α3 ε
B2 (T ) = πσ 1 − .
3 kT
[6]
(f) By comparing this result with the van der Waals B2 (T ), discuss the interpre-
tation of the van der Waals model in terms of the square well interaction.
[6]

PH4211/PH5211/PH5911
3. (a) Explain what is meant by the order parameter in the context of phase transi-
tions and describe the difference in the behaviour of the order parameter for
first-order and second-order transitions. [6]
(b) What is the order parameter for the ferroelectric transition? [4]
(c) When the Landau theory of phase transitions is applied to the ferroelectric
transition the free energy is expressed as a polynomial of the form
F = F0 + F 2 ϕ2 + F 4 ϕ 4 + F 6 ϕ6
where ϕ is the order parameter.

Explain why the power series is terminated and explain why there are no
odd powers of ϕ in the expansion. [8]
(d) Show, by the use of sketches, how the above polynomial for the free energy
can lead to a first-order transition. [8]
(e) Under what circumstances would the transition become second-order? [6]
(f) When the transition is first-order, show that the discontinuity in the order
r
−F4
Δϕ =
2F6
and discuss what happens to this as the transition becomes second-order. [8]

PH4211/PH5211/PH5911
4. Albert Einstein wrote:
A theory is the more impressive the greater the simplicity of its premises
is, the more different kinds of things it relates, and the more extended
is its area of applicability.
Therefore the deep impression which classical thermodynamics made
upon me; it is the only physical theory of universal content concerning
which I am convinced that, within the framework of the applicability of
its basic concepts, will never be overthrown.
And Lev Landau wrote:
Statistical physics and thermodynamics together form a unit.

All the concepts and quantities of thermodynamics follow most naturally,
simply and rigorously from the concepts of statistical physics.
Although the general statements of thermodynamics can be formulated
non-statistically, their application to specific cases always requires the
use of statistical physics.
Write an essay discussing these contrary views. You should:
• give examples supporting the Landau view, and examples supporting Ein-
stein’s view; [15]
• discuss the extent to which the work of both Landau and Einstein were ac-
tually more in line with the philosophy of the other; [15]
• include mention of emergence as a key concept that resolves the Landau-
Einstein conflict. [10]

PH4211/PH5211/PH5911
5. (a) The partition function Z for a system of N indistinguishable non-interacting

particles may be approximated by
1 N
Z= z
N!
where z is the partition function for a single particle.
Explain the arguments that lead to this approximation. [6]
(b) The Helmholtz free energy F = E − T S is given by
F = −kT ln Z
where the symbols have their usual meanings. Show that the pressure p is
given by
∂ ln Z
p = kT .
∂V T,N
[6]
(c) The partition function for a single particle moving freely in a volume V is
given by
3/2
mkT
z=V .
2πˉh2
By evaluating the pressure for an assembly of N such indistinguishable par-
ticles, show that this results in the equation of state for an ideal gas. [6]
q
(d) The quantity Λ = 2πˉh2 /mkT is known as the thermal de Broglie wave-
length. Explain the physical interpretation of this. [6]
(e) In the van der Waals description of an interacting gas the single particle
partition function is approximated by
V − Vex −hEi/kT
z= e .
Λ3
Discuss how the various features of the interparticle interaction are accounted
for through the quantities Vex and hEi . [6]
(f) Why is this approach referred to as a mean field approximation? [4]
(g) Sketch a number of van der Waals p − V isotherms and identify the stable,
metastable, and unstable regions. [6]
END
Page 7 of 7

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− page 1 − PH4211A

1. (a) Explain why a system in thermal equilibrium with a reservoir at a [3]

(b) The quantity σE is given by

(c) Show that

(d) The mean energy of a system in thermal equilibrium at a temperature T

2. (a) What is Brownian motion? [2]

(b) The force on a Brownian particle may be written as [4]

where f (t ) is a randomly fluctuating force, v is the velocity and µ the

and identify the terms.

(d) The solution to the equation of motion may be written [3]

Describe how this solution arises and explain its implications.

Discuss the physical meaning of this expression and explain why it is

(b) If the fraction of the system at concentration x1 is denoted by α then the

where x0 is the initial concentration of A atoms. [3]

F = F0 + F2ϕ 2 + F4ϕ 4 + F6ϕ 6

(c) By varying an external parameter, such as the strain, the ferroelectric

(f) Within the spirit of the Landau theory it is conventional to approximate

and define the terms Ω1 , Ω 2 and E in this expression. [4]

Justify the structure of this expression. [4]

(e) The equilibrium state of an isolated system corresponds to a maximum of

1. The Helmholtz free energy of mixing of a binary alloy, a regular mixture

where x is the concentration of one of the species and

Which curve corresponds to which case? [2]

(e) Show that the phase separation temperature as a function of x is given by

2. (a) The ferromagnetic transition and the ferroelectric transition have

i) What is the order parameter?

ii) Is the order parameter conserved or non-conserved?

iii) What symmetry is broken at the transition?

iv) Is the broken symmetry continuous or discrete?

v) What can be the order of the transition? [10]

(b) Outline the arguments by which the Heisenberg Hamiltonian

is approximated, in mean field theory, by a local magnetic field

(c) The magnetisation of a non-interacting assembly of N spin ½ non-

Show that in the presence of a Heisenberg interaction between the spins,

(d) Sketch the behaviour of the spontaneous magnetisation as a function of

(d) The thermal de Broglie wavelength is given by

Explain the significance of this quantity. Discuss the importance of Λ in

4. The force on a Brownian particle in one dimension may be written as

(c) The solution to the Langevin equation is given by

Show, using appropriate approximations, that the equilibrium mean

(d) Discuss how this may be regarded as an example of the fluctuation-

where V(t) may be regarded as a fluctuating voltage. By making the

(f) How may such voltage fluctuations be observed? [2]

(e) Paradoxically, Boltzmann’s H theorem seems to contradict Liouville’s

1. The partition function for a single particle of mass m at temperature T, in

where the thermal de Broglie wavelength Λ is

(a) Why is Λ known as the thermal de Broglie wavelength? [2]

F = − NkT ln (Ve N Λ 3 ) . [5]

The mass of a 4He atom is 6.64×10–27 kg.

2. Write an essay on “The Arrow of Time”. You should include a

Explain the form of this equation; in particular discuss the significance of

(b) Sketch a van der Waals p - V isotherm corresponding to liquid-gas

(e) Experimental measurements of the second virial coefficient of Nitrogen

B2 (T ) = −2.83 × 10−29 m3 at T = 300K

(g) At 77K liquid Nitrogen normally boils at a pressure of one atmosphere.

4. Write short notes on two of the following:

(a) Brownian motion; [10]

(b) universality and the classification of phase transitions; [10]

(c) the Ising model and its ubiquity. [10]

(f) How does this compare with real systems? [2]

1. (a) The Boltzmann expression for entropy is written S  k ln  . Identify the

(b) By considering an isolated system containing a constraint, such as a

(d) The quantity E is given by

Why is E a measure of the energy fluctuations? [2]