Review of Statistical Mechanics

3.1 Microcanonical, Canonical, Grand Canonical

Ensembles
In statistical mechanics, we deal with a situation in which even the quantum state
of the system is unknown. The expectation value of an observable must be averaged
over:
O) =

i
w
i
i [O[ i) (3.1)
where the states [i) form an orthonormal basis of H and w
i
is the probability of being
in state [i). The w
i
s must satisfy

w
i
= 1. The expectation value can be written in
a basis-independent form:
O) = Tr O (3.2)
where is the density matrix. In the above example, =

i
w
i
[i)i[. The condition,

w
i
= 1, i.e. that the probabilities add to 1, is:
Tr = 1 (3.3)
We usually deal with one of three ensembles: the microcanonical emsemble, the
canonical ensemble, or the grand canonical ensemble. In the microcanonical ensemble,
18
Chapter 3: Review of Statistical Mechanics 19
we assume that our system is isolated, so the energy is xed to be E, but all states
with energy E are taken with equal probability:
= C (H E) (3.4)
C is a normalization constant which is determined by (3.3). The entropy is given by,
S = ln C (3.5)
In other words,
S(E) = ln
_
# of states with energy E
_
(3.6)
Inverse temperature, = 1/(k
B
T):

_
S
E
_
V
(3.7)
Pressure, P:
P
k
B
T

_
S
V
_
E
(3.8)
where V is the volume.
First law of thermodynamics:
dS =
S
E
dE +
S
V
dV (3.9)
dE = k
B
T dS P dV (3.10)
Free energy:
F = E k
B
TS (3.11)
Dierential relation:
dF = k
B
S dT P dV (3.12)
or,
S =
1
k
B
_
F
T
_
V
(3.13)
Chapter 3: Review of Statistical Mechanics 20
P =
_
F
V
_
T
(3.14)
while
E = F +k
B
TS
= F T
_
F
T
_
V
= T
2

T
F
T
(3.15)
In the canonical ensemble, we assume that our system is in contact with a heat
reservoir so that the temperature is constant. Then,
= C e
H
(3.16)
It is useful to drop the normalization constant, C, and work with an unnormalized
density matrix so that we can dene the partition function:
Z = Tr (3.17)
or,
Z =

a
e
E
a
(3.18)
The average energy is:
E =
1
Z

a
E
a
e
E
a
=

ln Z
= k
B
T
2

T
ln Z (3.19)
Hence,
F = k
B
T ln Z (3.20)
The chemical potential, , is dened by
=
F
N
(3.21)
Chapter 3: Review of Statistical Mechanics 21
where N is the particle number.
In the grand canonical ensemble, the system is in contact with a reservoir of heat
and particles. Thus, the temperature and chemical potential are held xed and
= C e
(HN)
(3.22)
We can again work with an unnormalized density matrix and construct the grand
canonical partition function:
Z =

N,a
e
(E
a
N)
(3.23)
The average number is:
N = k
B
T

ln Z (3.24)
while the average energy is:
E =

ln Z +k
B
T

ln Z (3.25)
3.2 Bose-Einstein and Planck Distributions
3.2.1 Bose-Einstein Statistics
For a system of free bosons, the partition function
Z =

E
a
,N
e
(E
a
N)
(3.26)
can be rewritten in terms of the single-particle eigenstates and the single-particle
energies
i
:
E
a
= n
0

0
+n
1

1
+. . . (3.27)
Z =

{n
i
}
e

i
n
i

i
n
i)
=

i
_

n
i
e
(n
i

i
n
i
)
_
Chapter 3: Review of Statistical Mechanics 22
=

i
1
1 e
(
i
)
(3.28)
n
i
) =
1
e
(
i
)
1
(3.29)
The chemical potential is chosen so that
N =

i
n
i
)
=

i
1
e
(
i
)
1
(3.30)
The energy is given by
E =

i
n
i
)
i
=

i
e
(
i
)
1
(3.31)
N is increased by increasing ( 0 always). Bose-Einstein condensation occurs
when
N >

i=0
n
i
) (3.32)
In such a case, n
0
) must become large. This occurs when = 0.
3.2.2 The Planck Distribution
Suppose N is not xed, but is arbitrary, e.g. the numbers of photons and neutrinos
are not xed. Then there is no Lagrange multiplier and
n
i
) =
1
e

i
1
(3.33)
Consider photons (two polarizations) in a cavity of side L with
k
= h
k
= hck and
k =
2
L
(m
x
, m
y
, m
z
) (3.34)
E = 2

m
x
,m
y
,m
z

m
x
,m
y
,m
z
_
n
m
x
,m
y
,m
z
_
(3.35)
Chapter 3: Review of Statistical Mechanics 23
We can take the thermodynamic limit, L , and convert the sum into an
integral. Since the allowed

ks are
2
L
(m
x
, m
y
, m
z
), the

k-space volume per allowed

k
is (2)
3
/L
3
. Hence, we can take the innite-volume limit by making the replacement:

k
f(

k) =
1
(

k)
3

k
f(

k) (

k)
3
=
L
3
(2)
3
_
d
3

k f(

k) (3.36)
Hence,
E = 2 V
_
k
max
0
d
3
k
(2)
3
h
k
e
h
k
1
= 2 V
_
k
max
0
d
3
k
(2)
3
hck
e
hck
1
=
V k
4
B

2
( hc)
3
T
4
_
hck
max
0
x
3
dx
e
x
1
(3.37)
For hck
max
1,
E =
V k
4
B

2
( hc)
3
T
4
_

0
x
3
dx
e
x
1
(3.38)
and
C
V
=
4V k
4
B

2
( hc)
3
T
3
_

0
x
3
dx
e
x
1
(3.39)
For hck
max
1 ,
E =
V k
3
max
3
2
k
B
T (3.40)
and
C
V
=
V k
3
max
k
B
3
2
(3.41)
3.3 Fermi-Dirac Distribution
For a system of free fermions, the partition function
Z =

E
a
,N
e
(E
a
N)
(3.42)
Chapter 3: Review of Statistical Mechanics 24
can again be rewritten in terms of the single-particle eigenstates and the single-particle
energies
i
:
E
a
= n
0

0
+n
1

1
+. . . (3.43)
but now
n
i
= 0, 1 (3.44)
so that
Z =

{n
i
}
e

i
n
i

i
n
i)
=

i
_
_
1

n
i
=0
e
(n
i

i
n
i
)
_
_
=

i
_
1 +e
(
i
)
_
(3.45)
n
i
) =
1
e
(
i
+)
+ 1
(3.46)
The chemical potential is chosen so that
N =

i
1
e
(
i
+)
+ 1
(3.47)
The energy is given by
E =

i
e
(
i
+)
+ 1
(3.48)
3.4 Thermodynamics of the Free Fermion Gas
Free electron gas in a box of side L:

k
=
h
2
k
2
2m
(3.49)
with
k =
2
L
(m
x
, m
y
, m
z
) (3.50)
Chapter 3: Review of Statistical Mechanics 25
Then, taking into account the 2 spin states,
E = 2

m
x
,m
y
,m
z

m
x
,m
y
,m
z
_
n
m
x
,m
y
,m
z
_
= 2 V
_
k
max
0
d
3
k
(2)
3
h
2
k
2
2m
e

_
h
2
k
2
2m

_
+ 1
(3.51)
N = 2 V
_
k
max
0
d
3
k
(2)
3
1
e

_
h
2
k
2
2m

_
+ 1
(3.52)
At T = 0,
1
e

_
h
2
k
2
2m

_
+ 1
=
_

h
2
k
2
2m
_
(3.53)
All states with energies less than are lled; all states with higher energies are empty.
We write
k
F
=

2m
T=0
h
,
F
=
T=0
(3.54)
N
V
= 2
_
k
F
0
d
3
k
(2)
3
=
k
3
F
3
2
(3.55)
E
V
= 2
_
k
F
0
d
3
k
(2)
3
h
2
k
2
2m
=
1

2
h
2
k
5
F
10m
=
3
5
N
V

F
(3.56)
2
_
d
3
k
(2)
3
=
m
3
2
2
1
2

2
h
3
_
d
1
2
(3.57)
For k
B
T e
F
,
N
V
=
m
3
2
2
1
2

2
h
3
_

0
d
1
2
1
e
()
+ 1
=
m
3
2
2
1
2

2
h
3
_

0
d
1
2
+
m
3
2
2
1
2

2
h
3
_

0
d
1
2
_
1
e
()
+ 1
1
_
+
m
3
2
2
1
2

2
h
3
_

d
1
2
1
e
()
+ 1
Chapter 3: Review of Statistical Mechanics 26
=
(2m)
3
2
3
2
h
3

3
2

m
3
2
2
1
2

2
h
3
_

0
d
1
2
1
e
()
+ 1
+
m
3
2
2
1
2

2
h
3
_

d
1
2
1
e
()
+ 1
=
(2m)
3
2
3
2
h
3

3
2
+
m
3
2
2
1
2

2
h
3
_

0
k
B
T dx
e
x
+ 1
_
( +k
B
Tx)
1
2
( k
B
Tx)
1
2
_
+O
_
e

_
=
(2m)
3
2
3
2
h
3

3
2
+
(2m)
3
2

2
h
3

n=1
(k
B
T)
2n
_
_

3
2
2n
1
(2n 1)!

_
3
2
_

_
5
2
2n
_
_

0
dx
x
2n1
e
x
+ 1
_
_
=
(2m)
3
2
3
2
h
3

3
2
_
_
1 +
3
2
_
k
B
T

_
2
I
1
+O
_
T
4
_
_
_
(3.58)
with
I
k
=
_

0
dx
x
k
e
x
+ 1
(3.59)
We will only need
I
1
=

2
12
(3.60)
Hence,
(
F
)
3
2
=
3
2
_
_
1 +
3
2
_
k
B
T

_
2
I
1
+O
_
T
4
_
_
_
(3.61)
To lowest order in T, this gives:
=
F
_
_
1
_
k
B
T

F
_
2
I
1
+O(T
4
)
_
_
=
F
_
_
1

2
12
_
k
B
T

F
_
2
+O(T
4
)
_
_
(3.62)
E
V
=
m
3
2
2
1
2

2
h
3
_

0
d
3
2
1
e
()
+ 1
=
m
3
2
2
1
2

2
h
3
_

0
d
3
2
+
m
3
2
2
1
2

2
h
3
_

0
d
3
2
_
1
e
()
+ 1
1
_
+
m
3
2
2
1
2

2
h
3
_

d
3
2
1
e
()
+ 1
=
(2m)
3
2
5
2
h
3

5
2

m
3
2
2
1
2

2
h
3
_

0
d
3
2
1
e
()
+ 1
+
m
3
2
2
1
2

2
h
3
_

d
3
2
1
e
()
+ 1
=
(2m)
3
2
5
2
h
3

5
2
+
m
3
2
2
1
2

2
h
3
_

0
k
B
T dx
e
x
+ 1
_
( +k
B
Tx)
3
2
( k
B
Tx)
3
2
_
+O
_
e

_
=
(2m)
3
2
5
2
h
3

5
2
+
(2m)
3
2

2
h
3

n=1
(k
B
T)
2n
_
_

5
2
2n
1
(2n 1)!

_
5
2
_

_
7
2
2n
_
_

0
dx
x
2n1
e
x
+ 1
_
_
Chapter 3: Review of Statistical Mechanics 27
=
(2m)
3
2
5
2
h
3

5
2
_
_
1 +
15
2
_
k
B
T

_
2
I
1
+O(T
4
)
_
_
=
3
5
N
V

F
_
_
1 +
5
2
12
_
k
B
T

F
_
2
+O(T
4
)
_
_
(3.63)
Hence, the specic heat of a gas of free fermions is:
C
V
=

2
2
Nk
B
k
B
T

F
(3.64)
Note that this can be written in the more general form:
C
V
= (const.) k
B
g (
F
) k
B
T (3.65)
The number of electrons which are thermally excited above the ground state is
g (
F
) k
B
T; each such electron contributes energy k
B
T and, hence, gives a specic
heat contribution of k
B
. Electrons give such a contribution to the specic heat of a
metal.
3.5 Ising Model, Mean Field Theory, Phases
Consider a model of spins on a lattice in a magnetic eld:
H = g
B
B

i
S
z
i
2h

i
S
z
i
(3.66)
with S
z
i
= 1/2. The partition function for such a system is:
Z =
_
2 cosh
h
k
B
T
_
N
(3.67)
The average magnetization is:
S
z
i
=
1
2
tanh
h
k
B
T
(3.68)
The susceptibility, , is dened by
=
_

h

i
S
z
i
_
h=0
(3.69)
Chapter 3: Review of Statistical Mechanics 28
For free spins on a lattice,
=
1
2
N
1
k
B
T
(3.70)
A susceptibility which is inversely proportional to temperature is called a Curie suc-
septibility. In problem set 3, you will show that the susceptibility is much smaller for
a system of electrons.
Now consider a model of spins on a lattice such that each spin interacts with its
neighbors according to:
H =
1
2

i,j
JS
z
i
S
z
j
(3.71)
This Hamiltonian has a symmetry
S
z
i
S
z
i
(3.72)
For k
B
T J, the interaction between the spins will not be important and the
susceptibility will be of the Curie form. For k
B
T < J, however, the behavior will be
much dierent. We can understand this qualitatively using mean eld theory.
Let us approximate the interaction of each spin with its neighbors by an interaction
with a mean-eld, h:
H =

i
hS
z
i
(3.73)
with h given by
h =

i
JS
z
i
) = JzS
z
i
) (3.74)
where z is the coordination number. In this eld, the partition function is just
2 cosh
h
k
B
T
and
S
z
) = tanh
h
k
B
T
(3.75)
Using the self-consistency condition, this is:
S
z
) = tanh
JzS
z
)
k
B
T
(3.76)
Chapter 3: Review of Statistical Mechanics 29
For k
B
T < Jz, this has non-zero solutions, S
z
,= 0 which break the symmetry
S
z
i
S
z
i
. In this phase, there is a spontaneous magnetization. For k
B
T > Jz,
there is only the solution S
z
= 0. In this phase the symmetry is unbroken and the
is no spontaneous magnetization. At k
B
T = Jz, there is a critical point at which a
phase transition occurs.