Chemistry 220A Problem Set 1

(due September 4, 2014)

1. Consider a polymer chain with N units pictured in Figure 1. The position of the
ith unit is r
i
, i = 1, 2, ..., N, and the separation between adjacent units is given by
r
i+1
r
i
= n
i
, 1 i N 1 ,
where is a constant length and the components of n
i
change from one conguration
of the chain to another.
(a) Suppose that each Cartesian component of n
i
can take one of three possible
values. For the x-component these are
n
(x)
i
= 1, 0, 1,
and similarly for the other components. Suppose further that each of these
values are equally likely at equilibrium. Determine
r
2
=

|r
i+1
r
i
|
2
_
,
where the pointed brackets denote equilibrium average. Express your result as
a function of dimension d and . Similarly, determine

|r
i+1
r
i
|
4
_
.
Figure 1: Conguration of a random chain with N segments.
1
(b) Along with the suppositions of Part (a), assume n
i
and n
j
are uncorrelated
for all i = j. With this assumption, which neglects possible eects of inter-
segment interactions, determine the second and third moments of the end-to-
end distance distribution. That is, determine

|r
N
r
1
|
2
_
and
|r
N
r
1
|
4

as functions of N, d, and r.
(c) A Gaussian chain is one for which the end-to-end distribution has the form
P (R) exp
_

R
2
2
_
where R denotes the end-to-end distance, is a constant with respect to R,
and the proportionality constant is determined by normalization,
1 =
_

0
dRR
d1
P (R) .
For a Gaussian chain, compute

R
2
_
and R
4

and identify a value of for which the Gaussian chain results are the same
as those derived in Part (b) for large N. You should nd that N. [The
general connection between Gaussian statistics and that for a sum of many
uncorrelated variables is known as the central limit theorem.]
2. The statistics of the end-to-end separation of an ideal polymer chain is isomorphic
to that for the distance traveled in a time t by a random walker, |r(t) r(0)|. In
the mapping between the two, substitute r
n
r
n1
of the polymer for the change
in position of the walker at the nth time step, each step of time-duration t; the
position of the walker after n time steps is r(nt), and the total number of time
steps in a time t is N = t/t. Follow the procedures of Problem 1 to show that
|r(t) r(0)|
2
t. Determine the proportionality constant in terms of t, and
the dimensionality, d.
3. The central limit theorem says that the distribution function for a random variable,
X = x
1
+x
2
+...+x
M
, is a Gaussian distribution when dierent x
i
s are uncorrelated
and M . Here, you will consider why this theorem is true for the illustrative
example of P
v
(N) the probability of nding N molecules in a volume v. This
volume is composed of N microscopic volumes, and the number of molecules in the
2
ith sub-volume is n
i
. As such, for a given micro-state, the number of molecules in
the volume is N
v
= n
1
+ n
2
+ ... + n
N
, and
P
v
(N) =
_

_
N
N

i=1
n
i
_
_
, (1)
where the pointed brackets indicate an averaging operation, and
(x) = 1, for x = 0
= 0, for x = 0 .
Assuming the dierent n
i
s are uncorrelated, the joint probability for all the n
i
s is
then a product of separate probabilities for each of n
i
, i.e.,
P(n
1
, n
2
, ..., n
N
) =
N

i=1
p(n
i
) (2)
(a) Show that Equation (1) is indeed a general formula for the probability for N
v
by showing that

N
P
v
(N)g(N) gives the average value of any function g(N
v
).
(b) Use Equations (1) and (2) plus the identity for integer values of m
(m) =
1
2
_

d e
im
to show that
P
v
(N) =
1
2
_

d e
iN
[f()]
N
, (3)
where
f() = exp(i n
1
) =

n
p(n) e
in
(c) Note that f() 1, where the equality holds for = 0 only. Therefore, when
N 1, only small values of contribute to the integral of Eq.(3). Hence, an
asymptotic expression for f() is sucient to evaluate the integral. Derive the
following asymptotic expression:
f() exp[in
2
(n)
2
/2] , small , (4)
where n =

n
p(n)n and (n)
2
=

n
p(n)(n n)
2
.
(d) Use Eq.(4) to evaluate the integral in Eq.(3), noting that because only small
contribute, the upper and lower limits of the integration can be extended to
and , respectively. Show that the result gives the normalized Gaussian
distribution
P
v
(N) =
1
_
2(N
v
)
2

exp[(N
v
N
v
)
2
/2(N
v
)
2
] (5)
3
The derivation of Equation (5) is thus a derivation of the central limit theorem
for this particular system. Extending this derivation to apply to more general
cases is left to you to consider on your own.
4. Exercise 3.17 in Introduction to Modern Statistical Mechanics (IMSM).
4