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U. Penn.

Chemistry 521. Statistical Mechanics I.

Fall 1998

J. G. Saven

Thermodynamics
References: Chandler, chapters 1 and 2 [1]; McQuarrie, chapters 1-4 [2]; mostly from Callen,
chapters 1-8 [3].

Heat, work, and some other definitions


Macroscopic measurements are slow and coarse on the atomic scale. Typically, we end up
averaging over a huge number ~1023 of molecular degrees of freedom in determining macroscopic
quantities. We can treat matter as being essentially continuous and for the most part ignore the
fact that molecules exist.
We will consider systems that are homogeneous, isotropic, uncharged, and we neglect surface
effects.
Thermodynamics describes only static states of macroscopic systems. That is, those states that
are time-independent.
We will specify the amount of stuff (matter) by chemical composition or by mole numbers, N.
Extensive parameters are those parameters that depend on the amount of stuff we have. More
specifically, if a system can be broken up into subsystems, the value of an extensive quantity is
equal to the sum of the values it has in each of the subsystems.
N 1 , V1

N 2 , V2

N m , Vm

Examples include the volume V and the mole number N.


m

N=

Ni

i=1
m

V=

Vi

i=1

Macroscopic systems have well-defined energies that are conserved and extensive.
Equilibrium: Tendency to evolve to states that depend only on intrinsic factors and not on the
past history of the system. An equilibrium state may also be called a time-independent state (at
least with regard to macroscopic variables).
Equilibrium states are characterized by relatively few variables, e.g., U, V, Ni
We will use the somewhat circular definition that a system is at equilibrium if it obeys the laws and
equations of thermodynamics. We note that thermodynamics is also useful for describing
metastable (long lived, but unstable) states
Possible constraints on system
adiabatic: no heat flow
diathermal or diabatic: heat flow permitted

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U. Penn.

Chemistry 521. Statistical Mechanics I.

Fall 1998

J. G. Saven

closed: no matter flow


isolated system: no heat flow, no matter flow
Lets consider a piston in a system with adiabatic walls.

N, V, U

N', V', U'

If the process happens really slowly and is reversible, the work done is the difference in internal
energy U between the two states. The internal energy depends only on the initial and final states
and not on the path between them. The internal energy is said to be a state variable.
For a quasistatic (reversible) process:

dW = - PdV = dU

Note that if dV < 0, work is done on system and its energy increases (hence dW = PdV).
Let the number of moles of a substance be fixed (constant N). The heat flux dQ is the difference in
U between two states diminished by the work done:
dQ = dU dW = dU + PdV
We must emphasize that neither Q nor W are state functions. In general, their values depend on the
path taken between to points that specify the state of a system. Only when a process is quasi-static
or reversible, can we equate these quantities with state functions.

Central problem of thermodynamics


What is equilibrium state after the removal of internal
constraints on a closed or isolated system?
N ,V ,U

For example, what happens to U1, U2, etc. if the


piston is allowed to move? made diathermal? made
permeable to N1?

N ,V ,U

piston

Postulate I
(empirically verified ) S, the entropy, is a state function of U and other extensive variables
S(U,V,N...). The equilibrium values of the unconstrained intrinsic variables are those that
maximize S in the absence of internal constraints S(U, V, N) = max S(U, V, N,X1,...,Xn), where
we maximize with respect to the variables X.
Implies the second law of thermodynamics since S without the constraint is at a maximum.
Therefore any other state of the system, including one where a constraint is imposed, must be of
equal or lower entropy. After the removal of an internal constraint,
Sfinal Sinit 0

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U. Penn.

Chemistry 521. Statistical Mechanics I.

Fall 1998

J. G. Saven

Postulate II
Entropy is extensive and is a monotonically increasing
function of the energy.
S/ N

Homogeneous functions
Consider a system that is broken up into m subsystems.
N 1 , V1

U/ N

N 2 , V2

N m , Vm

Let all the subsystems be equivalent and identical: Si=So for each i.
m

S = S(U,V,N) =

(Ui, Ni, Vi)

m different subsystems
S (U,V,N) = m So (Uo No, Vo)
S (mUo mNo, mVo) = m S(Uo No, Vo)
(turns out this is true for any value of m)

S is an extensive function

Or we could just scale system:


S (U,V, N) = S (U , V, N)
same entropy function in each case
S (U,V, N) = S (U , V, N)
Let = N-1
N-1 S (U,V, N) = S (N-1 U, N-1 V, 1)
S (U,V, N) = NS U , V, 1
N N
= NS (u, v, 1) = N s(u,v)
Thus S scales like size of system. s(u, u) is entropy per mole.
S = Ns, V = Nv, U = Nu
S = (mu, mv, m) = m s (u, v)
S (and the other extensive variables) are said to be a homogeneous function of order 1.

Entropy maximization and intensive variables

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U. Penn.

Chemistry 521. Statistical Mechanics I.

Fall 1998

J. G. Saven

Lets return to considering the internal energy U. Compute the first differential since we are
interested in small changes.
U
U
U
dU =
dS +
dV +
dN
S V , N
V S , N
N S , V
Define intensive parameters
U
S

=T

temperature

V,N

= P
V S , N

pressure

= chemical potential
N S , V
These definitions agree with our picture of each quantity, and this will be shown when we
discuss equilibria. Note that these quantities are independent of the amount of matter N. Such
quantities are called intensive properties or intensive variables.
The following is also known as the first law of thermodynamics: energy can be converted into
different forms but it is conserved.
dU = TdS - PdV + dN
Note for a quasi-static process with N = constant
dU = dQ + dW
dQ = TdS
reversible heat flow

= TdS - PdV
dW

Heat flow is associated with a change in the entropy S. Note that each intensive variable is
associated with a derivative with respect to an extensive variable e.g.,
1 S
=

T U V , N
U and T are said to be conjugate variables (in the entropy representation). We now apply the
entropy extremum principle (Postulate I) and note its implications.

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U. Penn.

Chemistry 521. Statistical Mechanics I.

Fall 1998

J. G. Saven

Equilibria
In maximizing S, we must find a state where
dS = 0.
N ,V ,U
1

The system is isolated so each of the natural


internal variables are conserved for any process

N ,V ,U

dN = 0, matter is conserved
piston
dV = 0, the total volume does not change
dU = 0, energy is conserved
S1
S1
S1
dS =
dU1 +
dV1 +
dN1
U 1 V1N1
V1 U1N1
N 1 V1N1
S2

S2

dU2 +

U 2

V2

V2N2

S2

dV2 +

N 2

U2N2

dN2
V2U2

Conservation Laws of the Composite System


U1 + U2 = constant. dU1 = - dU2
V1 + V2 = constant. dV1 = - dV2
N1 + N2 = constant. dN1 = - dN2
dS = (

S
U 1

+ (

S
N 1

S1
U 1

V1N1

S1
V1

V1N1

U 2

S
N 2

dU1 + (

V2N2

S
V1

)
U2V2

S
V2

)
U2N2

dN1

U2V2

= 1
T1

U1N1

=
U1V1

U1V1

S
N 1

S
U 1

U 1
V1N1

S1
U 1

V1

S1N1

= -1 (-P1) = P 1
T1
T1

U 1
V1N1

N 1

V1S1

= -1 1
T1

dS = (( 1 ) ( 1 ) dU1 + (P 1 P 2 ) dV1 + (( 1 + 2 )) dN1


T1
T2
T1 T2
T1
T2
Thermal Equilibrium
(dV1 = 0, dN1 = 0)

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dV1

U. Penn.

Chemistry 521. Statistical Mechanics I.

Fall 1998

J. G. Saven

We will assume the wall is adiabatic and switched to diathermal. By so doing, we remove an
internal constraint. What is final state of the system?
We have a system with a diathermal wall that permits heat flow between the two subsystems.
V and N can not change since the wall is fixed and impermeable.
diathermal wall

adiabatic wall

N2, V2, E2

N1, V1, E1

N2, V2, E2

N1, V1, E1

heat

adiabatic wall

adiabatic wall

Energy is conserved: U1 + U2 = constant = U


Therefore,

dU1 + dU2 = 0

dN1 = dN2 = 0 since there is no matter flow.


dV1 = dV2 = 0
No volume change
dS = 0 (entropy at maximum)
= d(S1 + S2)
dS =
But
So

S1
U 1 V5N1

dU1 +

S2
U 2 V2,N2

dU2

dU1 = -dU2
0 = 1 1 dU1
T1 T2

dS must vanish for arbitrary changes dU1. Thus


1 = 1
T1 T2
At equilibrium, the temperatures of the two subsystems are equal.
Initially let T1 > T2. When remove internal constraint, the entropy must increase S > 0. Entropy
will at a maximum for the new equilibrium conditions. Any other state must be of lower S, e.g,
the initial conditions.
S 1 1
T1 T2
<0
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U1
<0
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U. Penn.

Chemistry 521. Statistical Mechanics I.

Fall 1998

J. G. Saven

U1 < 0 energy flows from hot (high T1) to cold (low T2). Since V is fixed, energy must
flow in the foam of heat Q. Vice versa for T2 > T1 , (U1 > 0).
Mechanical Equilibrium
(dN1 = 0)
moveable, diathermal wall
fixed, adiabatic wall

N2, V2, E2

N1, V1, E1

N2, V2, E2

N1, V1, E1

heat

adiabatic wall

adiabatic wall

U1 + U2 = constant
V1 + V2 = constant
S i

dS =

U i ViWi

i=1

S i
Vi U iN i

dUi +

S i

S i
Vi UiNg

dVi

U i

U i NiVi Vi S iN i

= - ( 1 ) (- Pi)
Ti
dS = 1 1 dU1 + +P 1 + -P2 dV1 = 0
T1 T2
T1
T2
Since

dU1 = - dU2,

dV1 = - dV2

Since dU1 and dV1 are each independent and arbitrary, we have
1 = 1
T1 T2

and

P 1 = P2
T1 T2

T1 = T2
P1 = P2
Let

T1 = T2 and assume P1 > P2 initially

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U. Penn.

Chemistry 521. Statistical Mechanics I.

S = 1 (P1 P2) V1
T
>0
>0
>0

Fall 1998

J. G. Saven

S, V small

V1 must be V1 > 0. That is, the volume of 1 gets bigger due to its higher initial pressure P 1.
The volume of 2 gets smaller.
Equilibrium with respect to Matter Flow
Permeable, fixed wall:

dV1 = 0
fixed wall

fixed, impermeable wall

N2, V2, E2

N1, V1, E1

N1, V1, E1

adiabatic wall

dS = 1 1 dU1 +
T1 T2

N2, V2, E2

adiabatic wall

1
+ 2 dN1
T1
T2

dU1 and dN1 are independent. Thus

and

1 1 =0
T1
T2

1
+ 2
T1
T2

T1 = T 2

1 = 2
1 > 2

Assume initially what T1 = T2 = T and


S =

chemical potentials are equal

1
+ 2 dN1 = 1 (2 1) dN1
T
T
T
>0

<0

N1 < 0 if S > 0
Matter flows out of region 1. Matter flows from high to low .
Chemical Equilibrium

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U. Penn.

Chemistry 521. Statistical Mechanics I.

U, V are fixed.

Fall 1998

2 H2 + 1 02

- 1
- 2
(reactants: < 0)

Let separated species mix in a


closed, adiabatic container.
Turn on chemical reaction.

J. G. Saven

2 H2O

3
stoichiometric coefficients
(products > 0)

U = constant and V = constant


Let be a variable that measures the extent of the reaction. Given some small change d, the
stoichiometric coefficients provide the change in the number (of moles) of each type of species:
dN3 = 3 d then dN2 = + 2 d

and dN1 = + 1 d

The other temperature and pressure equilibria still hold. We then have
j
dNj
T
j=1
r

dS =

Let r be the number of different chemical species


r

d
j j
T j
=1
r

dS = 0

j j = 0

j=1

Energy Minimum Principle


Formal structure
U = U (S, V, N)

S = S (U, V, N)

we can also write


T = T (S, V, N),

P = P (S, V, N) .....

but the functions U and S contain more information since they dictate the equilibrium state of the
system.
Minimizing the energy is equivalent to maximizing the entropy
Let X denote other internal extensive variables of the system, such as the volume V.
The entropy maximization principle states that for fixed total internal energy U, the values of
any unconstrained internal parameters are those that maximize the entropy S.
Similarly, the energy minimization principle states that for constant entropy S, the values of
any unconstrained internal parameters are those that minimize the energy.

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U. Penn.

Chemistry 521. Statistical Mechanics I.

Fall 1998

J. G. Saven

B
B

n
xte
er e

oth

Energy

plane of constant S

sive

s
ble

ia
var

rgy

Ene

other extensive variables

for process A: S = 0, E < 0


for process B: S = q/T = E > 0

What if we didn't minimize the internal energy? Let's say U Umin for some point that is
consistent with a particular value of the entropy. If this were the case then, we could extract
energy as work without changing the entropy (process A in the figure) and then put that same
amount of energy back into the system as heat (process B) thereby increasing S without changing
the overall energy. S would not be at a maximum!
The equilibrium state must satisfy both extremum conditions. Thus we can work or either energy
on entropy representations and we have conditions (equalities) to guide us to equilibrium. Is there
a general way to transform to other useful representations for cases where other extensive or
intensive variables naturally describe the state of the system, e.g., T = constant.?

Legendre Transforms
Legendre transforms provide a useful way to convert a function of many variables f(X1 ..., Xn) to
one that is a function of some of the original variables and the derivatives of f with respect to the
others
f(X 1 ..., Xn ) g(X1,...,X i,U i+1,...,U n)
where Ui =

f
X i X j Xi

Ui is said to be the conjugate variable of Xi.


f = f (X1 ..., Xn)

(f is a natural function of X1 ..., Xn)

df = Ui dXi
i =1

Let

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U. Penn.

Chemistry 521. Statistical Mechanics I.

g= f

Fall 1998

J. G. Saven

U X
i

i = r +1

dg = df

(U dX
i

i = r +1
r

dg = Ui dXi +
i =1

+ Xi dUi )

X dU
i

i = r +1

g is the Legendre Transform of f.


g contains all the same information as f which we can recover by back-transforming the conjugate
variables.
Example I. Helmholtz free energy.
Given that we have a function (the internal energy) U(S, V, ni) that is a natural function of S,
V, ni , find a function A that is a natural function of T, V, ni
A = U (S, V, ni) ST = A (T, V, n)
A = U ST
dA = dU SdT TdS
= (TdS PdV + i dni) SdT TdS
i

dA = SdT PdV + i dni


i

A is known as the Helmholtz free energy. For a reversible process, it is equal to the
maximum possible work done by the system.
At constant T,

dA = dU TdS = dW

(reversible, quasi-static process)

Thus, at constant temperature, the Helmholtz free energy is the maximum amount of energy
we can usefully extract from the system. Note that we can also have bound energy that can
not be usefully extracted due to any entropy changes that might occur.
Example II. Gibbs free energy.
Transform A(T, V, ni) to a natural function G(T, P, ni), where P is the pressure of the
system (fixed pressure).
-P and V are conjugate are conjugate variables.
G = A (PV)
G = A + PV

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A
V T,ni

11

=P

U. Penn.

Chemistry 521. Statistical Mechanics I.

Fall 1998

J. G. Saven

dG = dA + PdV + VdP
= SdT PdV+ i dni + PdV + VdP
i

= SdT + i dni + VdP


i

G is the Gibbs free energy G(T,P,ni)


Example III (Transform back)
T, V, ni

V, ni, S

dA = SdT PdV+ i dni


i

S=

A
T V ,ni

U = A (S) T = A + ST
dU = dA + TdS + SdT
= SdT PdV+ i dni + TdS + SdT
i

dU = TdS PdV+ i dni


i

U = U (S, V, ni)
Note also that

dS = dU + P dV i dni,
T T
T
i
S=

AU
T

S = S (U, V, ni)

Recall energy entropy representations are equivalent.

Extrema Principles in Legendre Transformed Representations


We already have conditions that specify equilibrium in the entropy and energy representations.
(1) For constant entropy, we need to minimize the internal energy U

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dU = 0,

d2U > 0 (Hessian is positive)

U(S, V, Ni)

minimize energy at equilibrium

12

U. Penn.

Chemistry 521. Statistical Mechanics I.

Fall 1998

J. G. Saven

(2) For constant energy, we need to maximize the entropy S


dS = 0,

d2 S < 0

S(U, V, Ni)

at equilibrium

maximize entropy at equilibrium

Note that for any arbitrary function f (Xi, ..., Xn) the total derivative and Hessian are
n

df =

i= 1

f
dXi
X i

d2f =

i= 1 j= 1
n

Generally

dn f =

i=1

dXi

2f
dXi dXj
X iX j

X i

From vector calculus we know we're at a minimum if d2f > 0, df = 0 and it max if df = 0,
d2f < 0.
Helmholtz Potential
Consider a system contained in a very large heat bath or reservoir. The system can exchange heat
with the reservoir. The reservoir is so large that for any energy exchange with the system, the
temperature of the reservoir remains constant T = TR; this property defines a thermal reservoir.
The system is subdivided in to two compartments 1 and 2. The value of any extensive
thermodynamic quantity is the sum for the two compartments:
S(U,V,N) = S1(U 1,V1,N1) + S2(U 2,V2,N2)
The total values of the internal energy and the entropy are the sum of those for both the system and
the reservoir.
UTOT = U + UR,

STOT = S + SR

(Quantities without subscripts refer to those of the composite system.)

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U. Penn.

Chemistry 521. Statistical Mechanics I.

Fall 1998

J. G. Saven

Bath or Reservoir
T=TR
System
N1, V1, U1

N2, V2, U2

At equilibrium dUtot = 0,
d2Utot > 0,

dStot = 0
d2Stot < 0

dS1 + dS2 + dSR = 0


dUtot = 0 implies that
T1dS1 + T2dS2 + TRdSR = T1dS1 + T2dS2 TR (dS1 + dS2) = 0
T1 = TR and T2 = TR
We already showed that at equilibrium the system and the reservoir have same temperature:
T = TR.
dUtot = dU + (T dSR PR dVR +

Ri
i

= dU + T dSR
but since
dStot = 0 = dS + dSR,
we have that

dS = dSR

dUtot = dU TdS = 0 , at equilibrium


= d (U TS) = 0
Similarly,
d2Utot = d (dUtot) = d (dU TdS)
= d2U Td2S , since T = constant.
Since we must minimize UTOT,

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dNRi )

U. Penn.

Chemistry 521. Statistical Mechanics I.

Fall 1998

J. G. Saven

d2 (U TS) > 0

d2Utot > 0

Thus we can define a new function whose natural variables are T, V, N, that is at a minimum for
equilibrium values of these quantities.
A U TS,

dA = 0,

d2A > 0

Helmholtz Potential Minimum Principle: For a system at constant temperature T (e.g, in


contact with heat reservoir), the internal (unconstrained) variables are those that minimize A, the
Helmholtz free energy.
Note that reservoir fixes T. N and V are also fixed.
Enthalpy minimum principle
For fixed P, N, V
H U + PV
dH = 0,

d2 H > 0

at equilibrium

For systems in contact with a pressure reservoir, the values of unconstrained internal
parameters are those that minimize the enthalpy.
Gibbs Potential Minimum Principle
N, P, T are fixed
G U TS + PV
dG = 0

d2G > 0

at equilibrium

At constant pressure and temperature, the values of unconstrained internal parameters are
those that minimize the Gibbs free energy.
General thermodynamic potential extremum principle
For system in contact with reservoirs that fix intensive variables (1R, 2R, ...), the values of
internal unconstrained parameters are those that minimize the thermodynamic potential U (1R,
2R, ...) at constant. (1R, 2R ...).
In other words, to determine the equilibrium values of unconstrained internal variables, minimize
the thermodynamic potential that is a natural function of those thermodynamic variables we want
fixed.

Masseiu Functions
Up till now we've just looked at Legendre transforms of the energy U. We could also Legendre
transforms of the entropy. These are known as Masseiu functions
For given N, V, we know that we need to maximize S at constant. U. What about at constant 1
T
(which is the conjugate variable of U). Let B be some new Legendre transform of the entropy.
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U. Penn.

Chemistry 521. Statistical Mechanics I.

B=S

S 1 U
T

NV

d(- A ) = 0
T

dSTot = 0
d2STot < 0

-A
T

J. G. Saven

(this is the Masseiu function)

dA = 0
T = constant due to reservoir

d 2 S 1 d2 U < 0
T

d2 > 0
T = constant

or
d2(- A ) < 0
T

Fall 1998

Thus transforming the entropy gives us the Helmholtz minimization principle.


The S-representation at constant U can be transformed to the A-representation at constant T.
Masseiu function

Representation

Thermodynamic Potential

S (U, N, V)

Microcanonical

Entropy

A (T, N,V) or F (T, N, V)

Canonical

Helmholtz free energy

(T, , V) or U (T, , V) or
J(T, , V)

Grand Canonical

Grand potential

Maxwell Relations
Many different possible partial derivatives in thermodynamics, but they're not all independent. We
can develop relations among them. For the Maxwell relations, we use the simple equality among
mixed second partial derivatives.
dU =

U
S

dS +
NV

( )

U
V

dV +
SN

U
N

dN = TdS PdV + dN
SV,S

( )

U = U
S V
V S

S
Similarly

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P
V,N

T
P

=
S V , N V N , S

(T)
N,S

2 U

=
=
=
S N
S
S
2
U

=
=
N S
N

S
U
S

16

T
N

U. Penn.

Chemistry 521. Statistical Mechanics I.

Fall 1998

J. G. Saven

T

=
N S , V S N , V

So

Similarly, we can also obtain

P
N

=
V,S

S,N

We get a different set of Maxwell relations for each thermodynamic potential.


For example, if T, V, and N are the natural variables, then
dA = SdT PdV + dN
and
S
P
P

S
=
;

=
;

V N,T T V,N
N T,V V N,T
N

=
TV

N,V

Maxwell relations allow us to transform derivatives that involve A, U, S to those involving V, P


and T.

Relation of Derivatives to Properties of Physical Interest


(N=constant.)
Coefficient of Thermal Expansion
V
=1
V T

Isothermal Compressibility

Adiabatic Compressibility
(constant. heat, no heat flow)
TdS = dQ = 0

V
= 1
V P

V
s = 1
V P

dQ
S
CP T =
T P dT P

Heat Capacity at Constant Pressure

dQ is quasi-static, reversible change in heat


dQ
S
CV T =
T V dT V

Heat Capacity at Constant Volume

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U. Penn.

Chemistry 521. Statistical Mechanics I.

Fall 1998

J. G. Saven

We can show that CV is also equal to a derivative of the internal energy. Vary the internal energy
in such a way that the total volume is kept fixed: dUV
dUV = TdSV PdV = TdSV

since the volume is fixed, dV=0

dUV = T dSV
dTV
dTV
Thus,

U
S

= T = CV
T V
T V

for N=constant

We can also show this another way.


CV = T

S
T

=T

S (U (T, V),V)

Note that CV applies when T, V are the "natural" variables.


S
T

=
V

S (U (T, V),V)

we can write each thermodynamic function in terms of the new variables


U = U (T, V),

S = S (U (T, V), V) = S (T, V).

(Change of variables)
0

S
T

=
V

S
U

U
T

U
=1
T T

CV =

U
T

In general, we can use the Maxwell relations to


(a) "simplify" derivatives so that they are expressed in easily determined quantities, e.g., ,
CV, T. (Quantities such as G, A, and S are difficult to measure directly)
(b) Find relationships among physical parameters

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U. Penn.

Chemistry 521. Statistical Mechanics I.

Fall 1998

J. G. Saven

Example:
TV 2
CP C =
T
V

for solids and liquids CP is easier to


measure than CV. This gives easy way
to measure CV.

(Show this as a homework problem.)

Stability Revisited
At equilibrium S is at extremum and S is at a maximum
Stability also has physical consequences, just as

dS = 0, d2S < 0.

dS = 0 did.

Now we will show that S must be a concave-down function of the internal energy U. Let us do
this by considering a case where S is at somepoint a concave-up function of U. We will show that
for a homogeneous system (not in the vicinity of a phase transition) that this is not physically
reasonable.
Consider 2 identical systems separated by an adiabatic
wall
N ,V ,U

In what follows, we will assume that the amount of


stuff N is fixed and that the adiabatic piston is fixed (it
does not move). If the two subsystems are identical,
then the total entropy of the system is

N ,V ,U
2

S = 2S1(U1, V1, N1)


Let us suppose that the entropy of each subsystem was at some point a concave-up function of U.
We could take U out of one side and add it to the other. New entropy is
S' = S1 (U + U) + S2 (U U)

Si

S
S'/2
S1 or S2

S/2

U-U
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U
19

U+U

U. Penn.

Chemistry 521. Statistical Mechanics I.

Fall 1998

J. G. Saven

Note that S' > S ; the entropy increases upon redistributing the energy.
If we removed the adiabatic wall, energy would spontaneously flow from one side to the other.
Similar things would also happen within a homogeneous system. The system would be unstable.
[In some cases, e.g. near phase transition points, stability isn't satisfied and the system breaks up
into different phases or different types of matter (chemical reactions).]
In order for the system to be stable, we must have that
S (U + U) + S (U U) 2S (U, V, N)

V = constant.
N = constant.

Or, if we consider infinitesimal displacements of the energy (U 0), then


2

S
U

0 ,

2
V, N

Similarly

S
V

2
U, N

Otherwise, we could squeeze one side and


increase the entropy S.

S
2
0
20

20
15

15
10

10

Convexity of the entropy


S (U, + U, V + V) + S (U U, V V) 2 (S (U, V))

N constant.

V 0, U 0
At a maximum, we must satisfy the above inequalities on the second derivatives of S as well as
2

S
U

9/16/98

S
V

S
UV

20

U. Penn.

Chemistry 521. Statistical Mechanics I.

Fall 1998

J. G. Saven

(See any text on vector or multivariable calculus)


2

S
U

U U

V,N

=
V,N

1
U T

=
V,N

1 T
T2 U

=
N,V

1
0
T2 CV

CV 0
5

Internal Energy

S2
1

Energy must be convex function of extensive


variables
2

U
S

2
V,N

T
S

40

0;

30

VN
20

U
V

2
N,S

P
V

10

0
2
4

Helmholtz Free Energy

dA = SdT PdV
U

T=

S=

A
T

N,V
2

S
T

N,V

=
N,V

A
T

2
N,V

T
S

=
N,V

U
S S

-1

= +
N,V

U
S

-1

2
NV

9/16/98

21

U. Penn.

Chemistry 521. Statistical Mechanics I.

Fall 1998

J. G. Saven

If U is a concave up function of S, A is a concave down function if T. Note also that since


C
S
= V 0, A must be a concave down function of T. (Similarly with the other conjugate
T V
T
variables.)
(T, V, N) are the natural variables

A
T

-50

2
NV

-100

A
2 0
V T , N
2

-150

-200
0

30

15

20

10

10

(P, S, N) are the natural variables


600

2 H
0
2
S P, N

400

H
P

SN
200

10

7.5

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5
2.5

0
10

U. Penn.

Chemistry 521. Statistical Mechanics I.

Fall 1998

J. G. Saven

(P, T, N) are the natural variables

G
T

-20
-2

PN

G
P

-40
-4

2
TN

-60
2
4
6
8

10

Thermodynamic potentials: concave down functions of intensive variables; concave up functions


of extensive variables.
Here by thermodynamic potential, we mean the appropriate Legendre transform of the internal
energy U.
Physical Consequences of Stability
2 A
1
P
0
2 = =
V T
V T V T
0
CP easier to measure than CV for solids.
Condense with
TV 2
CP CV =
T
CV 0, T 0

C P CV 0

Le Chatelier's Principle
One way of stating Le Chateliers principle is to say that the system evolves so as to remove
inhomogeneities.
From microscopic (molecular) "chaos" we know that fluctuations induce local inhomogenity in
energy density, entropy density, particle density, etc.

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U. Penn.

Chemistry 521. Statistical Mechanics I.

Fall 1998

J. G. Saven

Thermodynamic potentials provide a guiding force back to equilibrium (Le Chatelier).


density fluctuation

The thermodynamic potentials act as a sort of restoring force against inhomogeneous fluctuations
in the system.

Thermodynamics summary
From the postulates we see that we must either maximize S on minimize U at equilibrium.
The concept of equilibrium leads to equalities among intensive variables
Using the Legendre Transform, we can obtain a thermodynamic potential for any representation or
set of macroscopic intrinsic variables, e.g. G(T,P,N).
The Maxwell Relations provide useful relationships among the derivatives of thermodynamic
quantities.
From the concept of thermodynamic stability, we can obtain useful bounds and inequalities:
CP > CV > 0, T > S > 0

References
[1]
D. Chandler, Introduction to Modern Statistical Mechanics. New York: Oxford
University Press, 1987.
[2]
D. A. McQuarrie, Statistical Mechanics. New York: Harper & Row, 1976.
[3]
H. B. Callen, Thermodynamics and an Introduction to Thermostatistics, Second ed.
New York: John Wiley & Sons, 1985.

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