20.

LECTURE 20: GRAND CANONICAL ENSEMBLE AND IDEAL QUANTUM SYSTEMS239

20

Lecture 20: Grand canonical ensemble and ideal

quantum systems

Summary
Grand canonical partition function/ensemble is introduced.
Noninteracting quantum systems are discussed with the aid of grand partition
function.
Pressures of fermions and bosons are compared.
P V = 2E/3 for any ideal gas.
Key words
grand canonical partition function, grand canonical ensemble, fermion, boson, BoseEinstein distribution, Fermi-Dirac distribution
What you should be able to do
Be explain why P V is directly obtained from the grand canonical partition function.
Intuitively understand low temperature fermi and bose systems.
In particular, compare the pressuresof boson and fermion systems intuitively.
Be able to derive Dt (). Note Dt .

hhGrand canonical ensemble/partition functionii

We now introduce another ensemble. We know microcanonical, canonical, and generalized canonical ensembles (e.g., pressure ensembles). The fourth law tells us (can
you directly derive this following the logic used in the derivation of the Gibbs-Duhem
relation?)
A = E T S = P V + N.
(20.1)
Therefore,
P V = A + N = ST E + N,

(20.2)

That is,
PV
E

=S + N
(20.3)
T
T
T
This is a Legendre transformation of entropy, so there must be an ensemble that
directly gives P V /T or P V /kB T .

240
Compare the following formulas:
S = kB log w(E, V, X),
A
E
=S
= kB log Z(T, V, X).
T
T
We know with the aid of Boltzmanns principle
Z
Z
E/kB T
Z(T, V, X) = dE w(E, V, X)e
= dE e[S(E)E/T ]/kB .

(20.4)
(20.5)

(20.6)

Thus, we can easily mimic this to get

E N
PV
=S
= kB log (T, V, )
T
T

(20.7)

with
Z
(T, V, ) =

dE

w(E, V, N )e(EN )/kB T =

Z(T, V, N )eN .

(20.8)

N =0

is called the grand (canonical) partition function, which describes the system thermostatted and chemostatted with a reservoir at T and chemical potential . Recall
that is the needed work to push one molecule into the system, so by adjusting
you can regulate the average number of particles.
Let us summarize:
A N
PV
= +
= kB log (T, V, )
T
T
T
with
(T, V, ) =

X
N =0

Z(T, V, N )eN =

e(HN ) ,

(20.9)

(20.10)

microstates

where the summation over microstates means all the possible microstates allowed
to the system irrespective of the total number of particles.
The ensemble equivalence holds here as well: If N  log N , then you can use any
ensemble you wish. For example, if you have about a few thousand particles confined
in a trap, you may use the grand canonical formalism above to describe the system.
The Gibbs relation reads


PV
P

1
(20.11)
d
= Ed + dV + N d .
T
T
T
T

20. LECTURE 20: GRAND CANONICAL ENSEMBLE AND IDEAL QUANTUM SYSTEMS241
This has a more convenient form:
d log = Ed + P dV + N d().

(20.12)

hhExamples: adsorptionii
Suppose there is a gas mixture consisting of two distinct atomic species A and B. The
mixture is an ideal gas and the partial pressures of X is PX (X = A or B). The gas
is in equilibrium with an adsorbing metal surface on which there are N adsorption
sites. Atom X adsorbed at a site is with energy X (which is often negative) on the
average relative to the one in the gas phase, where X = A or B. Each surface site
can accommodate at most one A atom, and at most 2 B atoms. One adsorbed A
atom has 2 different states, one adsorbed B atom has 1 state, but if 2 are adsorbed,
then can together have 5 states. We wish to know the surface concentration of the
atoms when the surface is in equilibrium with the gas mixture. You may assume
the gas phase is huge, so you need not worry about its composition change due to
adsorption. That is, the gas phase is a chemical reservoir.

Figure 20.1: Adsorption of gas particles on a metal surface: A: green (2 internal states when
absorbed), B: red (if singly absorbed, with single internal state; if doubly absorbed with 5 internal
states).

We wish to know the average number of A and B atoms on the metal surface.
Since we do not know how many particles are on the surface, it must be convenient
to use the grand canonical ensemble. Assuming the chemical potentials of A and B as
A and B , respectively, write down the partition function of the metal surface:
N

= 1 + 2e(A A ) + e(B B ) + 5e2(B B ) .

(20.13)

242
The needed chemical potentials can be computed with the aid of the ideal gas statistical mechanics. We have done that calculation, so let us copy the needed results:
A = kB T log(PA /nQA ), B = kB T log(PB /nQB )

(20.14)

Here, nQX is the quantum density depending on T and the mass (see above (??)),
and PQX = nQX kB T may be called the quantum pressure. We know (we ignore the
volume (or the area) change)
d log = Ed + NA d(A ) + NB d(B ),

(20.15)

so we obtain
NA = N

2e(A A )
1 + 2e(A A ) + e(B B ) + 5e2(B B )

(20.16)

NB = N

e(B B ) + 10e2(B B )
.
1 + 2e(A A ) + e(B B ) + 5e2(B B )

(20.17)

and

hhMicrostates for non-interacting indistinguishable particle systemsii

Let us consider a system consisting of non-interacting particles. Suppose the states
of a single particle are numbered as i = 1, 2, . If we assume that all the particles
are indistinguishable, then to specify a microstate of a system consisting of such
particles, we have only to count the number ni of particles in the i-th one particle
state (ni is also called the occupation number of the ith one particle state; do NOT
confuse the microstate of the whole system and the one particle states). Or, we have
only to make a table of the occupation numbers {n1 , n2 , }; we may identify this
table and the microstate.
To study the thermodynamics of such a system, we should use the grand canonical
ensemble, because we have not specified the total number of particles.

Grand partition function of indistinguishable particle system

Let i be the energy of the i-th one particle state. The total energy E and the total
number of particles N of the microstate {n1 , n2 , } can be written as
X
E=
i n i ,
(20.18)
i=1

20. LECTURE 20: GRAND CANONICAL ENSEMBLE AND IDEAL QUANTUM SYSTEMS243
and
N =

ni .

(20.19)

i=1

Then, the grand canonical partition function must be

(, ) =

eE+N .

(20.20)

n1 ,n2 ,

Using the microscopic descriptions of E and N ((20.18) and (20.19)), we can rearrange
the summation as
Y
=
i ,
(20.21)
i

where
i

exp[(i )ni ].

(20.22)

ni

This quantity may be called the grand canonical partition function for the one particle
state i.
hhBoson and fermionsii
In the world it seems that there are only two kinds of particles:
bosons: there is no upper bound for the occupation number;
fermions: the occupation number can be at most 1 (the Pauli exclusion principle).
This is an empirical fact. Electrons, protons, 3 He, etc., are fermions, and 4 He, D,
etc., are bosons.
There is the so-called spin-statistics relation that the particles with half odd integer spins are fermions, and those with integer spins are bosons. The rule applies also
to compound particles such as hydrogen atoms. Thus, H and T are bosons, but their
nuclei are fermions. D and 3 He are fermions. 4 He is a boson, and so is its nucleus.
For a neutral system consisting of + and charged particles (e.g., the usual
electron-nucleus system) it is proved that at least + or species must be all fermions
for the system to be stable. Here, stable means that there is a positive number B
such that the system energy E satisfies E > N B, where N is the number of particles in the system. That is, for the world to be stable, we desperately need fermions.

hhIdeal boson systemsii

244
For bosons, any number of particles can occupy the same one particle state, so
i =

e(i )n = 1 e(i )

1

(20.23)

n=0

The mean occupation number of the i-th state is given by

hni i =

ni e(i )n /i ,

(20.24)

n=0

so we conclude

hni i =

log i


= kB T

log i


=
T

1
e(i )

(20.25)

This distribution is called the Bose-Einstein distribution.

If the ground-state energy is zero, then the ground state occupancy is
hnground i =

1
e 1

(20.26)

but this should not be negative, so 0. That is, notice that the chemical potential must be smaller than the ground state energy to maintain the positivity of the
average occupation number.

hhIdeal fermion systemsii

For fermions, at most one particles can occupy the same one particle state, so
i =

1
X

e(i )n = 1 + e(i ) .

(20.27)

n=0

The mean occupation number of the i-th state is given by

hni i =

1
X

ni e(i )n /i ,

(20.28)

n=0

so we conclude

hni i =

log i


= kB T

log i


=
T

1
e(i )

+1

(20.29)

20. LECTURE 20: GRAND CANONICAL ENSEMBLE AND IDEAL QUANTUM SYSTEMS245
This distribution is called the Fermi-Dirac distribution.
Notice that
1
.
hnground i =
(20.30)
e
+1
It is important to recognize the qualitative features of this Fermi-Dirac distribution
function (see Fig. 20.2). The distribution has a cliff of width of order kB T . In the
T 0 limit, it has a vertical cliff at = , which is called the Fermi energy (Fermi
level).201 Notice that > 0 is required, if the temperature is low enough.
expected
occupation
number

kBT
symmetric around this point

1/2
0

Figure 20.2: The cliff has a width of order kB T . is called the Fermi potential. The symmetry
noted in the figure is the so-called particle-hole symmetry

hhClassical limitii
In order to obtain the classical limit, we must take the occupation number 0 limit to
avoid quantum interference among particles. The chemical potential is a measure
of the strength of the chemostat to push particles into the system. Thus, we must
make the chemical potential extremely small: & .
In this limit both Bose-Einstein (20.26) and Fermi-Dirac distributions (20.30)
reduce to the Maxwell-Boltzmann distribution as expected:
hni i N ei ,

(20.31)

where N = e is the normalization constant determined by the total number of

particles in the system.
Notice that is far away from the situation where quantum effects are
important ' 0 for bosons and > 0 for fermions.

201

Do not forget that for a fixed N is temperature dependent. at T = 0 is called the Fermi
energy.

246
hhIntuitive picturesii
Before going to the equations of state, let us to try to build our intuition. Suppose
there are only three one-particle states with energies 0, and 3, and there are three
particles. Make a table of all the microstates of the system for bosons and fermions.
total energy

2 4 6 3

Figure 20.3: identical particles in three states; fermion (leftmost) and boson cases.
Fermions first:
microstate 0 3 total energy
1
1 1 1
4
Bosons:
microstate
1
2
3
4
5
6
7
8
9
10

0
3
2
2
1
1
1
0
0
0
0

3 total energy
0 0
0
1 0

0 1
3
2 0
2
1 1
4
0 2
6
3 0
3
2 1
5
1 2
7
0 3
9

Suppose there are 100 identical spinless202 bosons or fermions whose s-th oneparticle state has an energy s = s (s N ). These particles do not interact. For
the boson case, at T = 0 all the particles are in the lowest energy one-particle state
(see Fig. 20.4). For fermions, all the low-lying one particle states are completely
filled up to some energy level (called the Fermi level) that corresponds to . Notice
that the ground state energy of the fermion and boson systems are quite different
compared with the single particle ground state energy.
The low-lying excited microstates are also in Fig. 20.4 (right). For the boson case
all the particles have equal chance to be excited, but in the case of fermions, only
the particles near the Fermi level can be excited (and excited particles leave holes).
202

Spinless implies that these particles do not have any internal degrees of freedom.

20. LECTURE 20: GRAND CANONICAL ENSEMBLE AND IDEAL QUANTUM SYSTEMS247
This should tell you something about the specific heat of these systems (later).
holes

Fermi level
100

100

fermion
case

boson
case

0
100 particles
ground microstate

boson
case

fermion
case

almost 100 particles

example of low energy excited microstate

Figure 20.4: Ground states and low-lying excited levels for fermions (left in each panel) and
bosons (right). Do not confuse one particle states and microstates. Here, the lowest energy (ground
state) microstate is described on the left, and one example of low-energy excited microstate is
illustrated on the right.

hhPressure of ideal systemsii

The distinction between fermions and bosons show up clearly in pressure:
X


PV
= log =
log 1 e(i ) .
kB T
i

(20.32)

If T, V, are the same, then the pressure of the system consisting of the particles
with the same single-particle energy states (i.e., the the same density of states)
shows the following ordering (BE = Bose-Einstein, MB = Maxwell-Boltzmann, FD
= Fermi-Dirac):
PBE > PM B > PF D .
(20.33)
To see PBE > PF D we use (20.32). Let x = e(i ) and we compare log(1 x)
and log(1 + x) (see Fig. 20.5). This figure must be enough. This is also easily seen
from 1/(1 x) = 1 + x + x2 + > 1 + x for x (0, 1).

248

44

3
22

+
log(1

x)

O
4
2
3 2
1
4
)
-x
-log(1

22

44

1
2

2
3

Figure 20.5: log(1 + x) is always below x. Now, log(1 x) is obtained from log(1 + x) by
making mirror images x x and than y y. Obviously, x < log(1 x).

In contrast, if T, V, N are the same (the usually more interesting case than the
above case), then
PF D > PM B > PBE .
(20.34)
To show this requires some trick, so a formal demonstration is below with fine letters,
but intuitively this can be understood by the extent of effective particle-particle
attraction as is illustrated in Fig. 20.6. The figure not only suggests the pressures,
but it also suggests the extent of particle number fluctuations. The particle density
fluctuations in a boson system are larger than those in a fermion system.

BE

2/3

MB

2/4=1/2

FD

Figure 20.6: Two-particle two box illustration of statistics. The numbers in the right denote the
relative weights of the states for which effective attraction can be seen. (BE = Bose-Einstein, MB
= Maxwell-Boltzmann, FD = Fermi-Dirac)

As seen from the effective attraction weights in the above figure, the fermion system

20. LECTURE 20: GRAND CANONICAL ENSEMBLE AND IDEAL QUANTUM SYSTEMS249
exhibits the largest pressure; fermions avoid each other (Paulis exclusion principle),
so they hit the wall more often.
may be demonstrated as follows: Classically, P V = N kB T , so we wish to demonstrate (N and hN i
need not be distinguished, since we consider macrosystems)
log F D > hN i > log BE .
Let us see the first inequality:

203

(20.35)

(j )

Writing xj = e
, we have


X
xj
log F D hN i =
log(1 + xj )
,
1 + xj
j

where xj = e(j ) . We are done, because for x > 0204

x
log(1 + x)
> 0.
1+x

(20.36)

(20.37)

Similarly, we can prove the second inequality in (20.35).

hhUniversal P -E relation: introductionii

Let D() denote the number of single particle states whose energy is between and
+ d. This quantity is called the one-particle state density (or density of states of
one-particle system). If we know this, the pressure (20.32) can be rewritten as
Z


P V = kB T d D() log 1 e() .
(20.38)
We know for a classical ideal gas
2
(20.39)
P V = E,
3
where E is the internal energy. In this case D() is the density of state for a particle
confined in a 3D box of volume V , which we will denote by Dt (), where the suffice
t implies the translational degrees of freedom. Miraculously, this is true for noninteracting fermions and bosons (and their mixtures as well). The formulas for P V
and E are quite different from the classical case. Here,
Z
Z

.
E = d Dt ()hn()i = d Dt () ()
(20.40)
e
1
203

The reader might wonder why we cannot use M B to demonstrate the formula; the reason
is that in this grand partition function and that in F D or BE are distinct. Remember that
we keep N ; inevitably depends on statistics, so we cannot easily compare the Boltzmann factor
e() in each term.
204
Consider the derivatives.

250
hhDensity of statesii
To demonstrate this, we need Dt (). I explain a quick way to derive the formula
appropriate in a statistical mechanics course. We count the number of microscopic
states for a single particle up to some energy . To do this we use the classicalquantum mechanics correspondence: the number of quantum state in the phase volume
element dpdq is given by dpdq/h3 . Then, the total number of quantum states for a
single particle whose energy is less than or equal to must be give by
Z
Z
Z
1
dq
dp =
d Dt (),
(20.41)

h3 q V
0
|p|< 2m
that is,

Z 2m
4
p2 dp.
d Dt () = 3 V
h
0
0
Differentiating this with , we get

3/2

2m
2m
4
2
1/2 .
Dt () = 3 V ( 2m) = 2V
h
h2
2
Z

(20.42)

(20.43)

You can easily extend this approach to higher or lower dimensional spaces, and to
the cases with other p- relations (dispersion relations). Dt () 1/2 is important
(worth memorizing).
That is, Dt () = V 1/2 , where = 2(2m/h2 )3/2 is a constant. This can be
obtained by a dimensional analytical idea as well. Dt ()h3 d must have the dimension of the phase volume whose dimension is L3 times [momentum]3 , so Dt ()h3
3
V / = V 1/2 .

Note the following relation that can easily be seen from

(2/3)1/2 )
Z
2
dDt () = Dt ().
3
0

1/2 d = (2/3)3/2 =
(20.44)

hhUniversal P -E relation: demonstrationii

Let us return to our problem. The pressure can be rewritten as (the fundamental
theorem of calculus)
Z
0
Z


0
0
P V = kB T d
d Dt ( ) log 1 e() .
(20.45)
0

20. LECTURE 20: GRAND CANONICAL ENSEMBLE AND IDEAL QUANTUM SYSTEMS251
Performing an integration by parts, we get
Z

Z

Z




d
0
0
()
0
0
log 1 e() .
P V = kB T
d Dt ( ) log 1 e
kB T d
d Dt ( )
d
0
0
0
(20.46)
205
The first term vanishes (you must check this ), so
Z

Z


d
0
0
P V = kB T d
log 1 e()
(20.47)
d Dt ( )
d
0
Z


d
2
= kB T d Dt () log 1 e() ,
(20.48)
3
d
Z
2
e()
= kB T d Dt ()
(20.49)
3
1 e()
Z
2

2
=
(20.50)
d Dt () ()
= E.
3
e
1
3

Now, a bomb making question. There is an isolated metal container of volume V and
energy E with N fermions whose chemical potential is = 10 eV. These bosons are
adiabatically converted into bosons. Can we use this mechanism to make a bomb?
Notice that since E and V are unchanged, the pressure does not change. [Hint: You
must know 1 eV is roughly equivalent to 105 K.]

205

0 for the boson case is only slightly tricky, but 1/2 log 0 saves the day.