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# Chapter 3

## Microcanonical Ensemble: Formalism

of Statistical Mechanics

3.1 Introduction
The basic concepts of statistical mechanics will be discussed in this chapter. Statisti-
cal mechanics describes the thermodynamic behaviour of macroscopic systems from
the laws which govern the behaviour of the constituent elements at the microscopic
level. The microscopic elements can be atoms, molecules, magnetic or electric dipole
moments, etc. A macroscopic system, generally, is composed of a large number of
these elements (of the order of Avogadro number NA 6.0221023 per mole). Each
element may have a large number of internal degrees of freedom associated with dif-
ferent types of motion such as translation, rotation, vibration etc. The constituent
elements may interact with the external eld applied to the system. There can also
be very complex interaction among the constituent elements. In the thermodynamic
limit, the macroscopic properties of a thermodynamic system is thus determined
by the properties of the constituent molecules, their internal interactions as well as
interaction with external elds.

## The thermodynamic limit of a macroscopic system of density with volume V

and number of elements N is dened as
N
lim N , lim V but = = nite. (3.1)
V
In this limit, the extensive parameters (such as volume, entropy, internal energy
etc.) of the system become directly proportional to the size of the system (N or V ),
while the intensive parameters (such as pressure, temperature, chemical potential,
etc.) become independent of the size of the system.

## In statistical mechanics, the thermodynamic behaviour of macroscopic systems

at equilibrium will be described by the laws which are governed by the behaviour

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Chapter 3. Microcanonical Ensemble: Formalism of Statistical Mechanics

of the constituent elements of the system at the microscopic level. In the formalism
of statistical mechanics, a macroscopic property of a system is obtained by taking a
statistical average (or ensemble average) of the property over all possible mi-
crostates of the system at thermodynamic equilibrium. A microstate of a system
is obtained by specifying the states of all of its constituent elements. However, the
specication of microstates for classical and quantum particles are made dierently.
In this chapter, we will develop such a formalism for an isolated system for which
the internal energy E, volume V and number of particles N remain xed. The for-
malism will be extended to the closed and open systems in later chapters. First we
will describe the classical system and then the quantum system.

## 3.2 Specication of microstates for classical system

In classical mechanics, the state of a particle at any time instant is represented by
specifying its position coordinate q and the conjugate momentum p. In order to
specify the microstate of a system of classical particles, one then needs to specify
the position qi and the conjugate momentum pi of each and every constituent parti-
cles of the system where i varies from 1 to N for a N particle system. The state of a
N particle system is then completely and uniquely dened by 3N canonical coordi-
nates q1 , q2 , , q3N and 3N canonical momenta p1 , p, , p3N . These 6N variables
constitute a 6N -dimensional -space or phase space of the system. In other words,
each point in the phase space represents a microstate of the system. The volume
element of this 6N-dimensional -space is then given by
3N
d = dqi dpi . (3.2)
i=1

## Let us consider a few examples to demonstrate how to determine the number

microstates for classical systems.

## Example 1: Consider a free particle of mass m inside a one dimensional box of

length L. The position coordinate q will be within 0 q L. The Hamiltonian of
a free particle is given by
p2
H= (3.3)
2m
where p is the momentum of the particle. For a given value of E the phase space is
described by
p = 2mE (3.4)
for any value of q within 0 to L. The macroscopic state of the system is given by
(E, N, L) with N = 1. The phase diagram of the particle is given in Fig.3.1(a) and
the area of the phase space enclosed by the phase lines is given by

## (E) = 2L(2mE)1/2 , (3.5)

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Specication of microstates for classical system

p + (2mE) 1/2
p
E+ E
+ (2mE) 1/2

0 L q 0 L q

E
(2mE) 1/2
1/2
(2mE) E+ E
(a) (b)
Figure 3.1: (a) Accessible region of phase space for a free particle of mass m and energy
E in a one dimensional box of length L. (b) The same phase space for energy range E to
E + E.

the factor of two comes because p changes from 2mE to + 2mE. It is important
to note that the accessible region of phase space is represented by one dimensional
lines in a two dimensional phase space. In order to avoid this artifact a small width
E in energy E is considered which does not aect the nal results in the thermody-
namic limit. The particle then have energy between E and E + E. Consequently,
they will be conned in small strips of width p and the corresponding phase space
is shown in Fig.3.1(b). Therefore the accessible volume (in this case area) of the
phase space is given by
1/2
2m
(E, L; E) = E = L E (3.6)
E E

and the total number of microstates (E, L) must be proportional to the phase
space volume (E, L).

## Example 2: Consider a particle of mass m in one dimensional harmonic oscillator.

The Hamiltonian of the particle is given by

p2 1
H= + m 2 q 2 (3.7)
2m 2
where is the constant angular frequency of oscillation of the particle. For a given
energy E, the accessible region is given by the equation of an ellipse

q2 p2
+ =1 (3.8)
2E/(m 2) 2mE

as shown in Fig.3.2(a). The area of the phase space enclosed by the phase line is
given by
1/2
2E 2
(E) = 2
(2mE)1/2 = E (3.9)
m

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Chapter 3. Microcanonical Ensemble: Formalism of Statistical Mechanics

p p
+ (2mE) 1/2
E
E+ E

0
+ (2E/m 2) 1/2
q

E

q
(2E/m 2) 1/2 0
(2mE) 1/2

(a) (b)

Figure 3.2: (a) Accessible region of phase space for a one dimensional harmonic oscillator
with energy E, mass m and spring constant k. (b) The same phase space for energy range
E to E + E.

## corresponding to the macroscopic condition of xed energy E (since volume is im-

material here and N = 1). Once again the phase space is represented by a one
dimensional line in a 2-dimensional phase space. Hence, we consider energy between
E to E + E and the accessible region is an elliptical shell as shown in Fig.3.2(b).
The phase space volume (in this case area) is then given by

2
(E; E) = E = E. (3.10)
E
Note that the accessible phase space volume (area) in this case is independent of
energy E. Again, the total number of microstates (E) will be proportional to the
phase space volume (E).

## Example 3: Consider a free particle of mass m inside a three dimensional box of

volume V . The Hamiltonian of the particle is given by
1
H= p2 + p2y + p2z (3.11)
2m x
where px , py and pz are the three components of the momentum vector. The phase
space is a 6-dimensional space and it is not possible to draw. For xed energy E,
the momentum of the particle is given by

## p2 = p2x + p2y + p2z = 2mE (3.12)

and the constant energy surface will be the surface of a sphere of radius p in the
momentum space as it is shown in Fig.3.3. The phase space volume enclosed by the
constant energy surface is then given by
4 4
(E) = V p3 = V (2mE)3/2 . (3.13)
3 3
The volume of the accessible region of phase space for the energy between E and

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Specication of microstates for classical system

pz

p

p
y

E

px E+

Figure 3.3: Accessible region of momentum space for a free particle of mass m in three
dimensions.

E + E is then

(E; E) = E = 2V (2m)3/2 E 1/2 E. (3.14)
E
The number of microstates (E, V ) again will be proportional to the phase space
volume (E, V ).
One may now consider several such examples. However, beyond two dimensions
it is dicult to draw the accessible region of phase space as demonstrated in Exam-
ple.3. Moreover, it would not be easy to calculate the hyper-volumes of accessible
region of higher dimensional phase space. For example, for a system of N free par-
ticles enclosed in a volume V one needs to calculate the volume of 3N-dimensional
sphere in the momentum space. We will discuss such cases in the next chapter.
However, the Hamiltonian of N free particles in a 3d box is
3N
p2i
H= (3.15)
i=1
2m

and the phase space volume within constant energy surfaces E and E + E will be
3N
3N 3N
(E, N ) = d qd p= dqi dpi . (3.16)
EHE+E i=1EHE+E

## The number of microstates (E, N, V ) will always be proportional to the phase

space volume (E, N, V ) and can be written as

## where 0 is the constant of proportionality whose dimensionality is such that it

makes a pure number. The constant 0 represents the volume required to specify
a single microstate in a 6N dimensional phase space. From dimensional analysis, it
could be seen that o should have dimension of [ML2 T 1 ]3N for a 6N dimensional
phase space. At the same time, [ML2 T 1 ] is the dimension of Planck constant h. We

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Chapter 3. Microcanonical Ensemble: Formalism of Statistical Mechanics

then assign 0 = 1/h3N for a 6N dimensional phase space. Thus, there exists a large
number of microscopic states corresponding to a macroscopic state (E, N, V ) of an
isolated system. Since a macrostate corresponds to a large number of microstates,
it can be represented by the volume of a region in the phase space.

## 3.3 Time evolution of phase points

In order to study the time evolution of a phase point, consider a particular microstate
of the system and follow how it evolves in time. Finally one obtains a phase trajec-
tory. The time evolution of qi (t) and pi (t) is governed by the Hamiltons equations
of motion
H (q, p) H (q, p)
qi = and pi = , i = 1, 2, , 3N (3.18)
pi qi

where H(q, p) is the classical Hamiltonian of the system, q represents all 3N po-
sition coordinates, p represents all 3N momenta for a system of N particles in
3-dimensions. The locus of all the points in phase space satisfying the condition
H(q, p) = E, total xed energy of the system, denes the energy surface. However,
specication of such a large number of trajectories is virtually impossible. Instead,
let us specify the probability Pt of nding a trajectory in an element of phase space
volume d. The probability Pt can be obtained as
t
Pt = lim (3.19)
T T

where t is the time the system spends in d and T is the total time over which
the trajectory is tracked. If we consider any quantity X[q(t), p(t)] measured along
the trajectory, then its average should be given by
T
1
X = Xt Pt = lim X(t)dt. (3.20)
T T 0
t

The time average of a physical quantity is all one obtains by making a measurement
of that quantity on the given system, i.e.; the value one expects to obtain through
experiments.

## 3.4 Statistical ensemble and ensemble average

An alternative statistical description of the above situation can be obtained by
considering various points in the relevant region of the phase space as representation
of dierent copies of the same system. The same system means systems which are
with the same macroscopic state (E, N, V ). Such collection of a large number of
replicas (or mental copies) of the system is called an ensemble. In an ensemble, all
its members then correspond to the given macrostate (E, N, V ) but to arbitrarily

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Principle of ergodicity

dierent microstates (q, p). During time evolution of a system at a given macrostate,
the microstates of the system are supposed to pass through all these phase points,
the elements of the ensemble.
Now, we would like to calculate average value of a physical quantity X(q, p) of the
macroscopic system in hand. In order to do so, let us dene a density (or probability)
distribution function (q, p) for the phase space. (q, p) is the probability to nd
the system at a given point (q, p) of the phase space. Thus the distribution function
(q, p) integrated over the relevant region of the phase space must be given by

## 0 (q, p)d3N qd3N p = 1 (3.21)

where the constant 0 is the same constant as dened in Eq.3.15 to make the value
of the integral a pure number. The average value of the physical quantity X(q, p)
then can be obtained as

## 3N 3N X(q, p)(q, p)d3N qd3N p

X = 0 X(q, p)(q, p)d qd p= (3.22)
(q, p)d3N qd3N p

assuming that the distribution function (q, p) is an equilibrium distribution and has
no time dependence. Such an average is known as statistical or ensemble average.
The ensemble dene above is for xed E, N and V and hence for an isolated
system. Such an ensemble is known as microcanonical ensemble. For a closed
system which exchanges energy (not matter) with its surroundings will be described
by a dierent ensemble called canonical ensemble for which the corresponding
macrostate is given either by xed (N, V, T ) or by xed (N, P, T ). Similarly, for a
open system in which both energy and matter are exchanged between the system
and the surroundings will be described by an ensemble called grand canonical
ensemble for which the corresponding macrostate is given by (, V, T ). Later two
ensembles will be considered in appropriate later chapters.

## 3.5 Principle of ergodicity

From the above discussion, we have learnt that, given a dynamics and statistical
description, there are two dierent ways of calculating averages. If the evolution
dynamics is given, one obtains a time average given by
T
1
X = lim X(t)dt.
T T 0

## On the other hand, if the statistical description, the equilibrium distribution of

(q, p), is known, one obtains a statistical or ensemble average

## X = 0 X(q, p)(q, p)d3N qd3N p.

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Chapter 3. Microcanonical Ensemble: Formalism of Statistical Mechanics

## In fact, in the t limit, one obtains an equilibrium distribution of (q, p) and

the two averages are indeed equal. That is known as ergodic hypothesis. Thus the
assertion of ergodicity hypothesis is that the statistical average and the time average
are equal:
X = X. (3.23)
Therefore, by calculating ensemble average of a physical quantity one obtains the
experimentally measured value of the same physical quantity.

## 3.6 Statistical equilibrium

In order to understand the implications of a time independent density distribution
(q, p), we need to study the time development of (q, p, t). The principle for deter-
mining the dynamics of is a conservation law, the conservation of the number of
phase points. In a given volume element d3N qd3N p around a phase point (q, p), the
number of phase points is given by

## d3N qd3N p. (3.24)

This number can change only if in the course of evolution some points enter or leave
the volume element across the surface which bounds it. Therefore, in absence of any
source and sink in the phase space, one has a local conservation law

d3N qd3N p = (v n)d = (v)d3N qd3N p (3.25)
t

where v = (q, p) is the velocity of the representative points in the phase space around
(q, p), represents the constant energy surface that encloses the relevant region of
phase space and n is the outwardly unit normal vector to the surface . Thus,
along a phase trajectory the continuity equation is given by

+ (v) = 0 (3.26)
t
where
3N
qi pi
(v) = qi + pi + +
i=1
qi pi qi pi
3N 3N
H H 2H 2H
= +
i=1
qi pi pi qi i=1
qi pi pi qi
3N
H H
= = {, H} (3.27)
i=1
qi pi pi qi

## where {, H} is the classical Poisson bracket of the density distribution function

and the Hamiltonian H of the system. The total time derivative of the phase point

44
Equal a priori probability

## density distribution (q, p) is then given by

d
= + {, H} = 0 (3.28)
dt t
that vanishes along the phase space trajectories. This is the Liouvilles theorem.
For a stationary ensemble which does not explicitly depend on time i.e.; /t =
0, it follows that
3N
H H
{, H} = = 0. (3.29)
i=1
qi pi pi qi
This means that is a constant of motion and depends only on conserved quantities.
The dependence of on (q, p) comes only through the explicit dependence on the
Hamiltonian, i.e.; = [H(q, p)]. In the present ensemble, the total energy E is the
conserved quantity. Hence, depends only on E and becomes independent of p and
q. That is,
(q, p) = constant. (3.30)
The condition of statistical equilibrium then requires no explicit time dependence
of the phase point density distribution (q, p) as well as a uniform distribution of
(q, p) over the relevant region of phase space. The value of (q, p) will, of course,
be zero outside the relevant region of phase space. However, note that in other
ensemble in which E is not constant it may have dierent explicit dependence on
Hamiltonian. For example for a canonical ensemble it can be shown that (q, p)
exp[H(q, p)/kB T ].

## 3.7 Equal a priori probability

As the statistical equilibrium requires that the density distribution is uniform over
the relevant region of phase space and zero otherwise, it can be stated as

0 for E H(q, p) E + E
= (3.31)
0 otherwise

EH(q,p)E+E

## Thus, the uniform distribution of can be written as

1

for E H(q, p) E + E
(E)

= (3.33)

0 otherwise.

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Chapter 3. Microcanonical Ensemble: Formalism of Statistical Mechanics

Therefore, every state in the relevant region of phase space dened by the xed
energy E and E + E has equal probability 1/(E). The relevant region of phase
space enclosed by the constant energy surfaces at E and E + E for an arbitrary
system is shown in Fig.3.4. In other words, any member of the ensemble is equally
likely to be found in any one of the large number of possible microstates. This
is known as the postulate of equal a priori probabilities for the various possible
microstates in a microcanonical ensemble.

p

E+ E

E

q
Figure 3.4: The shaded area represents the relevant region of phase space enclosed by
the constant energy surfaces at E and E + E.

The ensemble average of a physical quantity X(q, p) given in Eq.3.22 now can
be written as
X(q, p)(q, p)d3N qd3N p X(q, p)d3N qd3N p
X = = (3.34)
(q, p)d3N qd3N p d3N qd3N p

## 3.8 Boltzmanns hypothesis

At statistical equilibrium corresponding to a uniform density distribution the
state of system must correspond to a state for which the number of microstates
(E, N, V ) maximizes as a function of its arguments. A physical system, left to
itself, proceeds naturally in a direction that enables it to assume an ever increasing
number of microstates until nally it settles down in a macrostate that aords the
largest possible number of microstates. This assertion has important consequences.
Consider two physical systems, 1 and 2 as shown in Fig.3.5. The systems 1 and
2 are independently in thermodynamic equilibrium at the macrostates (E1 , N1 , V1 )
and (E2 , N2 , V2 ) respectively. The number of microscopic states of the correspond-
ing systems are 1 (E1 , N1 , V1 ) and 2 (E2 , N2 , V2 ). Now the two systems are kept
in contact with each other but the combined system remains an isolated system.
Though the systems can exchange all three parameters energy, volume or number
of particles, the total energy, volume or number of particles remain constant for the
combined system. Thus the energy, the volume and the number of particles of the

46
Boltzmanns hypothesis

( E1 , V1 ,N1 ) ( E 2 , V2 , N 2)

1 ( E1 , V1 ,N1 ) 2 ( E 2 , V2 , N 2 )

Figure 3.5: Two physical systems 1 and 2 of volume V1 and V2 , number of particles N1
and N2 , and internal energy E1 and E2 respectively are in contact. However, the combined
system is isolated.

## E = E1 + E2 = const., V = V1 + V2 = const., N = N1 + N2 = const. (3.35)

At any time t, the subsystem 1 is equally likely in any of the microstates 1 (E1 )
and the subsystem 2 is equally likely in any of the microstate 2 (E2 ). The combined
system is then equally likely to be in any of the microstate (E1 , E2 ) which must
be given by
= 1 (E1 , N1 , V1 )2 (E2 , N2 , V2 ). (3.36)
Let us suppose that an innitesimal amount of energy, volume and particles are
exchanged between the two subsystems keeping the total energy E, volume V and
number of particles N constant. Then, the dierential changes in these parameters
must vanish as given below

## dE = dE1 + dE2 = 0, dV = dV1 + dV2 = 0, dN = dN1 + dN2 = 0, (3.37)

for an isolated system. If the combined system is now at equilibrium, the value of
will be maximum. Then the total derivative of (E, N, V ) is given by

1 2
d = 2 dE1 + 1 dE2
E1 V1 ,N1 E2 V2 ,N2
1 2
+ 2 dV1 + 1 dV2
V1 E1 ,N1 V2 E2 ,N2
1 2
+ 2 dN1 + 1 dN2 = 0. (3.38)
N1 E1 ,V1 N2 E2 ,V2

## Considering Eq.3.37, the above equation reduces to

1 2 1 2
2 1 dE1 + 2 1 dV1
E1 V1 ,N1 E2 V2 ,N2 V1 E1 ,N1 V2 E2 ,N2

1 2
+ 2 1 dN1 = 0. (3.39)
N1 E1 ,V1 N2 E2 ,V2

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Chapter 3. Microcanonical Ensemble: Formalism of Statistical Mechanics

## We could extract three dierent conditions for three dierent situations:

1 1 1 2
For xed (N1 , V1 ) & (N2 , V2 ) : =
1 E1 V1 ,N1 2 E2 V2 ,N2
ln 1 ln 2
or, = . (3.40)
E1 V1 ,N1 E2 V2 ,N2

1 1 1 2
For xed (E1 , N1 ) & (E2 , N2 ) : =
1 V1 E1 ,N1 2 V2 E2 ,N2
ln 1 ln 2
or, = . (3.41)
V1 E1 ,N1 V2 E2 ,N2

1 1 1 2
For xed (E1 , V1 ) & (E2 , V2 ) : =
1 N1 V1 ,E1 2 N2 V2 ,E2
ln 1 ln 2
or, = . (3.42)
N1 V1 ,E1 N2 V2 ,E2

## Let us dene the following three quantities

ln ln ln
= , = and = . (3.43)
E N,V V N,E N V,E

## Thus, at equilibrium of two systems one has

1 = 1 , 1 = 2 and 1 = 2 (3.44)

when energy, volume and number of particles of both the systems vary keeping the
total values of them constant.
Recalling the dierential form of the rst law of thermodynamics, one has
1 P
dS = dE + dV dN, (3.45)
T T T
and the thermodynamic parameters are given by

1 S P S S
= , = , = . (3.46)
T E V,N T V E,N T N E,V

## In order to establish a correspondence between the thermodynamic entropy

S(E, N, V ) and a statistical quantity (E, N, V ), Boltzmann proposed

## where kB is the Boltzmann constant, 1.38 1023 JK1 . It is known as Boltz-

48
Classical ideal gas

manns hypothesis. Comparing Eq.3.43 with Eq.3.46, the parameters , and are
identied as
1 P
= , = and = . (3.48)
kB T kB T kB T
Therefore, if the exchange is such that all three macroscopic parameter of both the
systems vary to achieve equilibrium then the conditions of equilibrium are given by

T1 = T2 , P 1 = P2 and 1 = 2 , (3.49)

## as expected for thermodynamic equilibrium of two systems. It is important to note

that these conditions are obtained here from statistical consideration. Therefore, if
we could calculate (E, N, V ), the number of microstates of an isolated system, one
could immediately derive the entropy S(E, N, V ), the fundamental thermodynamic
quantity, of the system and rest of the thermodynamic properties of the system can
be obtained just by taking dierent derivatives of S with respect to its arguments.
With the above denition of entropy (Eq.3.47) one can readily verify the exten-
sive property of entropy. Two isolated systems having microstates 1 and 2 , then
they have entropy S1 = kB ln 1 and S2 = kB ln 2 respectively. The two systems
are now combined together and they are allowed to interact keeping the combined
system as a whole isolated. The number of microstates of the combined system will
be = 1 2 and its entropy S will be given by

S = kB ln = kB ln 1 2 = kB ln 1 + kB ln 2 = S1 + S2 . (3.50)

The extensive property of entropy is thus built in there in the Boltzmanns hypoth-
esis. For natural processes in an isolated system the equilibrium corresponds to
maximum and hence the maximum of entropy S as required by the second law of
thermodynamics. It is important to note that the Boltzmann denition of entropy
does not contain any additive constant S0 . Therefore as T 0, the system is going
to be found in a unique state, its ground state, and the value of is going to be
1. Consequently, the entropy S 0. The statistical or Boltzmanns denition of
entropy thus provides a theoretical basis for the third law of thermodynamics.

## Consider an ideal gas of N molecules enclosed in a volume V with xed internal

energy E. The Hamiltonian of the system is given by
N
1
H= p2i = E (3.51)
2m i

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Chapter 3. Microcanonical Ensemble: Formalism of Statistical Mechanics

where m is the mass of each molecule and p is the momentum of a molecule. The
phase space volume for E H is given by

(E, N, V ) = d3 q1 d3 qN d3 p1 d3 pN . (3.52)
EH

## The integration over q will give V N . The integration

over p is equal to the volume
of a 3N dimensional sphere of radius R = 2mE. Therefore,

## where 3N (R) is the volume of a sphere of radius R in 3N dimensional momentum

space. It can be shown that the volume of an N-dimensional sphere of radius R is
given by
N/2
N (R) = N N RN . (3.54)
2
( 2
)
Following the denition of volume of an N-dimensional sphere, one has

V N 3N/2
(E, N, V ) = 3N 3N
(2mE)3N/2 . (3.55)
2
( 2
)

The accessible volume of the phase space in the energy range E to E + E is then
given by
V N 3N/2 E
(E, N, V ) = E = 3N
(2mE)3N/2 (3.56)
E ( 2 ) E
and the number of accessible microstates (E, N, V ) is given by
N
1 3N/2 V E
(E, N, V ) = 3N (E, N, V ) = 3N (2mE)3N/2 . (3.57)
h ( 2 ) h3 E

## For N , using Stirlings formula, ln (N) = N ln N N, and ln(E/E) = 0,

one could obtain the entropy as
3/2
4mE 3
S(E, N, V ) = kB ln (E, N, V ) = NkB ln V + NkB (3.58)
3h2 N 2

## Thermodynamic parameters of the system are then obtained as

1 S 3 NkB P S NkB
= = , = = (3.59)
T E N,V 2 E T V E,N V
3/2
S 4mE
and = = kB ln V (3.60)
T N E,V 3h2 N

50
Gibbs paradox and Over counting of microstates

Combining the relations in Eq.3.59, one could easily nd the equations of state
3 2
E = NkB T, P V = NkB T or P V = E. (3.61)
2 3
The equations of state are now derived from statistical mechanics. One also obtained
the expression for chemical potential without an unknown constant. However, note
the power of N in the expression of and compare with that of obtained in ther-
modynamics.

## 3.10 Gibbs paradox and Over counting of microstates

Consider an ideal gas in a chamber with a membrane separating the chamber in
two equal halves. Both the halves have equal volume V , internal energy E, and
number of molecules N. Now the membrane is removed and the system reaches
an equilibrium. What would be the change in entropy in this process? Since the
entropy of an ideal gas is given by
3/2
4mE 3
S = NkB ln V + NkB
3h2 N 2
V E 3/2 3 4m
= NkB ln + NS0 , S0 = kB 1 + ln , (3.62)
N 3/2 2 3h2

## the change in entropy will be

S = Sf Si
3 3
= (2N )kB ln(2V ) + (2N)kB ln(2E) (2N)kB ln(2N) + (2N)S0
2 2
3 3
2 NkB ln V + NkB ln E NkB ln N + NS0
2 2
= 2NkB ln 2. (3.63)

The entropy is thus extensive and the change S is positive. For removal of n such
membranes will lead to an increase in entropy by an amount S = nNkB ln 2 > 0.
However, this cannot be correct, since after the removal of the separating membranes
in the case of identical gases no macroscopically observable process happens at all.
Without any change we can bring back all the separating membranes again and
recover the initial situation. Thus, in the case of identical gases the removal of
the separating membranes is a reversible process and we must have S = 0. This
is known as Gibbs paradox. The paradox remains even after taking care of the
microscopic details in statistical mechanical approach of a microcanonical system in
estimating the entropy.
Since the gasses in the chambers are identical, the molecules during mixing can-
not be distinguished. However, we have calculated entropy presuming the particles

51
Chapter 3. Microcanonical Ensemble: Formalism of Statistical Mechanics

are distinguishable. Thus, we must have over counted the number of microstates in
evaluating (E, N, V ). Gibbs proposed a remedy to avoid over counting of states
and suggested that the number of accessible states should be
1 1
(E, N, V ) = d3N qd3N p (3.64)
N! h3N
EHE+E

where N! in the denominator would take care of the over counting of microstates and
eventually the indistinguishably of the gas molecules. Correspondingly, the entropy
of an isolated system of macrostate (E, N, V ) will be now
3/2 3/2
V 4mE 5 V E
S = NkB ln + NkB = NkB ln + NS0 , (3.65)
N 3h2 N 2 N N

with S0 = kB 52 + 23 ln 4m
3h2
. This is known as Sackur-Tetrode equation. Since
V /N and E/N both remain unchanged in this process, the change in entropy will
obviously be
S = 0.
Gibbs paradox is then resolved. However, note that the origin of Gibbs paradox is
associated with the indistinguishable property of the particles which is a property
of quantum particles.

## 3.11 Specication of microstates of quantum systems

The complete description of the state of a system in quantum mechanics is given by
the wave function |(r, t) , the solution of the Schrodinger equation

d|(r, t)
i = H|(r, t) (3.66)
dt

where H is the Hamilton operator of the system in a suitable Hilbert space. The
wave function |(r, t) is thus the quantum-mechanical analogue of the point in phase
space of classical statistical mechanics. Any dynamical state or the wave function
|(r, t) of the system can be expressed as a linear combination of the stationary
eigenstates |n as
|(r, t) = cn |n eiEn t/ (3.67)
n

where the coecients cn (t) dene a point in the (Hilbert) space of stationary eigen-
states |n . The stationary eigenstates |n are the solutions of the time independent
Schrodinger equation and is given by

H|n = En |n (3.68)

## where En is the energy of the system corresponding to the eigenstate state |n .

52
Specication of microstates of quantum systems

Let us consider a few examples and identify the microstates when the system is
composed of many quantum particles. Moreover, we need to calculate the number
of all possible such microstates.

Example 1: Consider localized magnetic ion of spin 1/2 and magnetic moment
in an external magnetic eld H. The energy of a single magnetic ion placed in an
external magnetic eld H, is given by

## H for spin () parallel to H

= H = (3.69)
+H for spin () anti parallel to H

Every ion then has two eigenstates each and can be represented as

1 0
= and = (3.70)
0 1

## corresponding to parallel orientation with H () and to anti-parallel orientation with

H () respectively. The single ion Hamiltonian operator in the energy basis is then
given by
1 0
H = H . (3.71)
0 1
Thus there are one microstate corresponding to E = H and one microstate
corresponding to +H.

## Now consider a system of three such localized non-interacting magnetic ions in

an external magnetic eld H. The total Hamiltonian of the system will be

H = H1 + H2 + H3 (3.72)

where Hi is the single ion Hamiltonian. The eigenstates of the individual ions are:
i and i , i = 1, 2, 3. Since each ion has two states, there will be total eight spin
congurations: one conguration with all three up () with E = 3H, three
congurations with two up and one down () with E = H, three congurations
with two down and one up () with E = +H and one conguration with all
three down () with E = +3H. The wave function corresponding to a spin
conguration is just product of single ion eigenstates. Three up conguration is
given by 1 2 3 , three congurations with two up spins and one down spin are given
by 1 2 3 , 1 2 3 and 1 2 3 and similarly for other congurations. The energy
eigenvalues corresponding to these congurations can easily be veried by applying
the total Hamiltonian on the product state. All the congurations are schematically
represented in Fig.3.6 with their respective energy values and corresponding wave
functions. The number of macrostate corresponding to E/H = 3, 1, +1, +3 are
represented by .

## It is easy to check that the number of microstates (spin congurations) corre-

53
Chapter 3. Microcanonical Ensemble: Formalism of Statistical Mechanics

H
3! 3!
= =
2! 1! 1! 2!

1 2 3 1 2 3

3! 1 2 3 1 2 3 =
3!
= 0! 3!
3! 0!

1 2 3 1 2 3 1 2 3 1 2 3
E/ H = 3 1 +1 +3

## sponding to a given energy value E is given by

N!
(E, N) = (3.73)
n1 (E)!n2 (E)!

where N is the total number of ions and n1 , n2 are the number of ions in the up
state and the number of ions in the down state respectively. Here, N = 3 but
n1 and n2 have dierent values depending on the value of E. For E/H = 3,
n1 = 3, n2 = 0; for E/H = 1, n1 = 2, n2 = 1; for E/H = +1, n1 = 1, n2 = 2;
and for E/H = +3, n1 = 0, n2 = 3. Therefore, one has

E = n1 1 + n2 2 and N = n1 + n2 (3.74)

## where 1 = H and 2 = +H are the energy eigenvalues corresponding to up and

down states of a single ion respectively. Thus for a system of N such ions and xed
energy E, the number of ions in the up and down states are given by

1 E 1 E
n1 = N and n2 = N+ . (3.75)
2 H 2 H

N!
(E, N) = (3.76)
1 E 1 E
2
N H
! 2
N+ H
!

## for N magnetic ions of spin-1/2 with total energy E.

The denition of number of microstates can be generalized for a system having
many single particle eigenstates with xed energy E and total number of particle N

54
Specication of microstates of quantum systems

given by
E= nk k and N = nk (3.77)
k k

where nk is the number of particles on the kth eigenstate and k is the energy
eigenvalue of the kth state. The number of microstates will be then given by
N!
(E, N) = . (3.78)
nk !
k

## Example 2: Consider a localized one dimensional quantum harmonic oscillator of

mass m and frequency . The energy eigenvalues of such an oscillator is given by

1
n = n+ , where n = 0, 1, 2, (3.79)
2

## and the corresponding eigenfunctions are

1
n (x) = (a+ )n 0 (x),
n!
1 m 1/4 m 2
with a+ = (mx ip) and 0 (x) = e 2 x . (3.80)
2m

Thus, each value of n (including zero) there is then one microstate and for a xed
value of total energy E (compatible with Eq.3.79) there will be only one microstate.

Let us now consider a system of three such localized non-interacting one dimen-
sional quantum harmonic oscillators. If the total energy of the system is now xed
to, say, E = 27 , there will be two possible congurations. One is with one oscil-
lator in the ground (n = 0) state and two other oscillators in the rst excited state
and the second is with two oscillators in the ground (n = 0) state and one oscillator
in the second excited state. The microstates corresponding to these congurations
are given below

(1) (2) (3)
0 1 1

E

= 1 21 + 2 23 = 72 , = 1!2!
3!
= 3, microstates : (2) (1) (3)
0 1 1
(3) (1) (2)

0 1 1

(3.81)
(1) (2) (3)
0 0 2

E

= 2 2 + 1 2 = 2 , = 2!1! = 3, microstates : (1)
1 5 7 3! (3) (2)
0 0 2
(3) (2) (1)

0 0 2

However, for higher value of xed energy and large number of oscillators it is dicult
to keep track of microstates in this way. For N such oscillators, the total xed energy

55
Chapter 3. Microcanonical Ensemble: Formalism of Statistical Mechanics

E can be written as
1 1 1
E= n1 + + n2 + + + nN +
2 2 2
N
= (n1 + n2 + + nN ) +
2
N
= M + (3.82)
2
where M = n1 + n2 + + nN , ni = 0, 1, 2, , and i is the index for oscillators.
The integer M represents the total number of quanta of energy in the system.
The number of degenerate states can be obtained by calculating the number of ways
these M quanta are distributed among N localized oscillators. This is analogous
to the calculation of the distribution of M identical balls in N boxes as shown in
Fig.3.7.

1 2 3 4 N2 N1

walls.

(M + N 1)!
(3.83)
M!(N 1)!

## where M + N 1 is the total number of elements, M number of balls and N 1

separating walls, normalization is made by M! and (N 1)! because both the balls
and the separating walls are identical. For xed energy E and number of oscillators
N, the number of quanta is given by M = E/ N/2 and hence the number of
microstates is given by
E N

+ 2
1 !
(E, N) = E N
. (3.84)

2
!(N 1)!

7
2
+ 23 1 ! 4!
(E, N) = 7 3
= =6 (3.85)
2
2 !(3 1)! 2!2!

as expected.

## Example 3: Consider a quantum free particle of mass m in a one dimensional

potential well extended from x = 0 to x = L with zero potential inside the well and

56
Specication of microstates of quantum systems

## innite potential outside the well. The Schrodinger equation is given by

2 d2 n (x)
= n n (x). (3.86)
2m dx2
The normalized eigenfunctions corresponding to the single particle states are given
by
2 nx
n (x) = sin (3.87)
L L
with the energy eigenvalues

h2 n2
n = with n = 1, 2, 3, . (3.88)
8mL2
So, corresponding to each value of n, there is a microstate. The microstates can be
represented by discrete points along the line n.
Let us now consider three such non-interacting particles in similar one dimen-
sional potential wells such that 0 x1 L, 0 x2 L, 0 x3 L. The
Schrodinger equation is given by

## 2 d2 n1 ,n2 ,n3 (x1 , x2 , x3 )

= n1 ,n2 ,n3 n1 ,n2 ,n3 (x1 , x2 , x3 ) (3.89)
2m dx2
whose solution is given by the product

## with the energy eigenvalues

h2
n1 ,n2 ,n3 = n1 + n2 + n3 = n2 + n22 + n23 with ni = 1, 2, 3, (3.91)
8mL2 1
where i is the index of a particle. Thus each microstate will be specied by specifying
the values of (n1 , n2 , n3 ).

3 6 9 12 15 18 21 E/

## Say, the total energy of the system is xed to E/ = 6 where = h2 /(8mL2 ).

This is only possible if two particles are in the ground state (n = 1) and one particle
is in the rst excited state (n = 2). The number of possible congurations and

57
Chapter 3. Microcanonical Ensemble: Formalism of Statistical Mechanics

## corresponding degenerate microstates are given by

3! 1 (1)1 (2)2 (3)
2 2 2
E/ = 1 +1 +2 = 6, = = 3, (x1 , x2 , x3 ) = 1 (1)1 (3)2 (2) (3.92)
2!1!
1 (3)1 (2)2 (1)

The value of for 3 particles in one dimensional potential well is evaluated at a few
dierent values of E/ and they are presented in Fig.3.8. It can be seen that is a
very irregular function of the energy E. The eect will be more prominent in higher
dimensions and for large number of particles. The irregularities in is due to the
fact that the system can absorb or emit energy only in discrete quanta and can not
have arbitrary energy state.

## Example 4: Consider a free particle of mass m inside a three dimensional innite

potential well of sides Lx = Ly = Lz = L. The stationary states are given by
3/2
2 nx x ny y nz z
nx ,ny ,nz (x, y, z) = sin sin sin (3.93)
L L L L

## and the energy eigenvalues are given by

h2
nx ,ny ,nz = n2 + n2y + n2z with nx , ny , nz = 1, 2, 3, (3.94)
8mL2 x
A microstate will be dened by a point in the (nx , ny , nz ) space. For xed energy
E, the vector n is given by

8mL2
n2 = n2x + n2y + n2z = E (3.95)
h2
and the constant energy surface will be the surface of a sphere of radius n. In Fig.3.9,
the grid points represent the microstates. The boundary of the constant energy
surface is shown by curved lines. The n-space volume enclosed by the constant

Figure 3.9: Grid points represent the microstates. The constant energy surface is
bounded by the curved lines.

58
Distinguishable and indistinguishable particles

## energy surface for positive nx , ny , nz is then given by

3/2
1 4 1 4 8mL2
(E) = n3 = E . (3.96)
8 3 8 3 h2

## The density of states for the energy between E and E + E is then

1
g(E)E = E = 3 2V (2m)3/2 E 1/2 E. (3.97)
E h
This is nothing but the number of microstates within the energy range E to E + E.
Note that
1
g(E)E = 3 (E), (3.98)
h
where (E) is the classical phase space volume. Hence, the number of microstates
in classical statistics will be
1
(E) = 0 (E) = (E), (3.99)
h3
and the constant 0 is then given by 1/h3 for a 6-dimensional phase space. Thus, in
general, 0 = 1/hf for a 2f dimensional phase space.
In counting the number of microstates here it is presumed that the quantum
identical particles are distinguishable. However, this not correct quantum mechani-
cally. In general quantum particles are indistinguishable. Therefore it is necessary to
know how to classify the quantum particles as distinguishable or indistinguishable.

## 3.12 Distinguishable and indistinguishable particles

Two particles are identical if their intrinsic physical properties are exactly same. Po-
sition of a particle is a dynamical variable and hence not an intrinsic property rather
it is an extrinsic property. Therefore, two particles separated by a distance having
same intrinsic physical property are to be considered as identical particles. Identical
particles are distinguishable classically but indistinguishable quantum mechanically
when the wave packets of the particles are overlapping. But identical particles are
distinguishable also quantum mechanically when they are far apart (wave packets do
not overlap) or when there is some constant of motion by which the particles can be
distinguished. For example localized quantum particles are always distinguishable.
Quantum systems can reasonably be approximated as a classical system only
when the eect of Plancks constant h is negligible. That is,

qp h. (3.100)

## If p denotes the average momentum of a molecule in an ideal gas of identical

molecules and r its mean separation from other identical molecules, then a clas-

59
Chapter 3. Microcanonical Ensemble: Formalism of Statistical Mechanics

## sical description is valid when

rp h. (3.101)
Using the de Broglie wavelength, p = h/, one can dene the classical limit as

r . (3.102)

since is a measure of the spread of a molecule in space, it means that when the
above condition holds, the molecular wave functions do not overlap and they are
distinguished by their position.

The condition for the classical limit can be approximately represented in terms
of thermodynamic parameters. Consider that each molecule occupies a tiny cube of
side r and these tiny cubes ll the volume of the gas of N molecules,
1/3
V
r 3 N = V, r = . (3.103)
N

## On the other hand, for an ideal gas,

p2 3 h
= kB T, p = 3mkB T or, = (3.104)
2m 2 3mkB T
where kB is the Boltzmann constant. Detailed calculation shows that the thermal
h
wavelength = 3mk BT
. The condition for the classical limit Eq.3.102 can be
written as
1/3
V h 3mkB T
or, 1 (3.105)
N 3mkB T h1/3
where = N/V , the density of the gas. Thus the classical description is valid at
low density or at high temperature.

Under such conditions, the wave functions of N quantum particles are given by
product of individual wave functions. On the other hand, in the quantum limit
when the particles are indistinguishable, such description of product wave func-
tion fails. In this limit, the wave functions are either symmetric wave function or
anti-symmetric wave function. Distinguishable particles having product wave func-
tions follow Maxwell-Boltzmann statistics. Indistinguishable particles with sym-
metric wave function follow Bose-Einstein statistics whereas those are having anti-
symmetric wave function follow Fermi-Dirac statistics. The statistical mechanics of
indistinguishable particles will be discussed in a later chapter. Presently we will
consider distinguishable particles and develop statistical mechanical formalism for
them which eventually provide results of thermodynamic systems at low density or
at high temperature.

60
Quantum statistical average

## 3.13 Quantum statistical average

Let us assume that the system is ergodic and the time average can be replaced by an
ensemble average over many quantum systems at the same instance. The state of a
quantum system can be prepared in many dierent ways. We will discuss dierent
situations one by one.

## 3.13.1 System in a denite state:

Say, the state of the system is given by a wave function in terms of a complete
ortho-normal basis states,
| = cm (t)|m (3.106)
m

where cm (t) are the complex amplitudes and | = 1. The quantum mechanical
expectation of an observable X is given by

## X = |X| = cn (t)cm (t) n|X|m . (3.107)

m,n

Note that averaging here is performed over a very large number of measurements,
each performed on a system whose state |(r, t) is precisely specied by its known
amplitudes. The collection of such states in quantum mechanics is called a pure
ensemble. The quantum expectation can be rewritten as,

## X = 0mn n|X|m . (3.108)

m,n

where 0mn = cn (t)cm (t). At the same time, let us dene a quantity 0 , the density
matrix operator for the pure ensemble, as

m,n m,n

m n

## X = m|0 |n n|X|m = m|0 X|m = Tr(0 X) (3.110)

m,n m

for a pure ensemble. The properties of a density matrix 0 for a pure ensemble are
listed below:

## 2. Tr0 = m 0mm = m |cm |2 = 1, since | = 1.

61
Chapter 3. Microcanonical Ensemble: Formalism of Statistical Mechanics

## 3. 20 = | || | = | | = 0 . If for a given basis, 0 is diagonal then all

elements of it will be zero except one element along the diagonal is 1.

4. n|0 |n = 0nn = |cn |2 0 for all n. Hence, 0 is positive denite (all positive
eigenvalues).

5. The time evolution of the density operator can be obtain considering time
dependent Schrodinger equation of the states,

| |
i = H| or i = |H (3.111)
t t

## where H is Hamiltonian operator. The partial time derivative of 0 is given

by

0 | | 1
= | | = | + | = H| | | |H
t t t t i
1 1
= H0 0 H = H, 0 . (3.112)
i i

Example: Consider a beam of electrons. Each electron has two spin eigenstates
either up | state or down | state, eigenstates of Sz .
(a) Say, the electrons are in the up | state with probability 1. Hence,

1 0
= | | = . (3.113)
0 0

Hence, the system is in a pure state. Obviously, Tr() = 1. All other properties can
also be tested easily.

(b) Say, the electrons are in the state 1 {| + | } state with probability 1. The
2
density matrix is given by

1 1
= {| + | } { | + |}
2 2
1 1 1 1
= | |+ | |+ | |+ | |
2 2 2 2
1/2 1/2
= . (3.114)
1/2 1/2

## Check that, Tr() = 1. The diagonal representation in the basis of 1 {| | },

2
is given by
1 0
= . (3.115)
0 0
Hence, the system is in a pure state.

62
Quantum statistical average

## 3.13.2 System in mixed state:

One may wish to consider cases where the system is in any of number of dierent
states, with various probabilities. The system may be in state |1 with probability
P1 , in state |2 with probability P2 , and so forth. However, one must have

Ps = 1 and 1 Ps 0 (3.116)
s

for all s. These states may not be orthogonal and their number may exceed the di-
mensionality of the systems Hilbert space. Note that the situation is not equivalent
to say | = P1 |1 + P2 |2 + .
Let us assume that the system is in a state |s with probability Ps and it still
can be expressed as a linear combination of some complete basis {|m }. The state
|s then can be expressed as

## |s = csm (t)|m (3.117)

m

where csm (t)s are complex amplitudes. Then the quantum expectation of an observ-
able X is given by

## X = s |X|s = csn (t) csm (t) n|X|m . (3.118)

m,n

Now, the system can be in many such possible states |s . The ensemble average of
the quantum expectation of an observable X is then given by

X = Ps s |X|s
s

## = Ps csn (t) csm (t) n|X|m

m,n s

= mn n|X|m (3.119)
m,n

where mn = s Ps csn (t) csm (t). Now, dene the density matrix as

m,n s m,n

## = Ps csm (t)|m csn (t) n|

s m n
(s)
= Ps |s s | = Ps 0 (3.120)
s s

(s)
where 0 is the pure state density matrix and mn = m||n . Then, the quantum

63
Chapter 3. Microcanonical Ensemble: Formalism of Statistical Mechanics

## X = m||n n|X|m = m|X|m = Tr X , (3.121)

m,n m

the same denition as one obtained in the case of pure ensemble but with a dierent
density matrix. This formulation is advantageous in the sense that the density
matrix completely denes an ensemble of microstates of a quantum system and it
carries all the information that is available for a quantum statistical ensemble. Also,
we are free to choose the basis in which to work, so usually one can choose a basis
where either or X or both are diagonal. Let us now verify the properties of the
density matrix.
(s)
1. Since 0 is Hermitian, Ps is real, is Hermitian; = .
2. The trace of is
(s) (s)
Tr() = Tr Ps 0 = Ps Tr(0 ) = Ps = 1. (3.122)
s s s

## This is analogous to 0 d = 1 for classical system.

3. The value of 2 is
(s) (s )
2 = Ps Ps 0 0
s s

= Ps Ps |s s |s s |
s s
= , (3.123)

in general.
4. The trace of 2 is

Tr(2 ) = Ps Ps | s |s |2
s s

Ps Ps s |s s |s
s s

Ps Ps
s s
1. (3.124)

## If = |s s | then only Tr(2 ) = 1 as for pure states.

5. The diagonal matrix elements nn of

nn = Ps n|s s |n = Ps |c(s)
n |
2
(3.125)
s s

64
Quantum statistical average

is the probability to nd the system in state |n , one of the basis states of the
systems Hilbert space. Hence, nn = n||n 0 or is non-negative. As
in classical systems, one has (q, p) 0. Note that the number of diagonal
terms is just the dimension of the systems Hilbert space but index s may have
arbitrarily dierent value. Similarly, the o-diagonal elements are

mn = Ps c(s)
m cn
(s)
(3.126)
s

are the coherences. If in any basis, is diagonal then in such basis all coher-
ences are zero.

## Example: Consider the example of electron beam again.

(a) Say, the electrons in the beam are in the pure state | with probability 1/2
and in the pure state | with probability 1/2. The density matrix is then given by
1 1
= | |+ | |
2 2
1/2 0
= . (3.127)
0 1/2

The matrix is already diagonal and all diagonal elements are non zero. Hence, the
system is in a mixed state.

(b) Say, the electrons in the beam are in the state | with probability 1/2 and in
the state 12 {| + | } with probability 1/2. Then the density matrix is given by

1 1 1 1
= | | + {| + | } { | + |}
2 2 2 2
3 1 1 1
= | |+ | |+ | |+ | |
4 4 4 4
3/4 1/4
= . (3.128)
1/4 1/4

1/2 + 2/4 0
= (3.129)
0 1/2 2/4

## in the basis | 1 | , where are the eigenvalues. Again, all

diagonal elements are non zero and it represents mixed state.

65
Chapter 3. Microcanonical Ensemble: Formalism of Statistical Mechanics

## 3.14 Time evolution of density matrix

The time development of the classical density distribution function (q, p) is given
by Liouville theorem. In order to have the time evolution of the density operator,
let us recall the time dependent Schrodinger equation of the states,

|s s |
i = H|s or i = s |H
t t

where H is Hamiltonian operator. Let us check the time evolution of the density
matrix for both pure and mixed states. The partial time derivative of is given by

= Ps |s s |
t t s
|s s |
= Ps s | + |s
s
t t
1
= Ps H|s s | |s s |H
i s
1
= H H
i

or, i = H, . (3.130)
t
This is the quantum analog of classical Liouville theorem and is known as von
Neumann equation. Therefore, as /t = 0 at equilibrium, one has

H, = 0. (3.131)

Thus, the equilibrium density operator has simultaneous eigenstates of the Hamil-
tonian. It also commutes with other operators which commutes with the Hamilto-
nian.
Now in the case of microcanonical ensemble, the internal energy E is xed. The
density matrix that include this constraint is given by

(H E)
(E) = (3.132)
(E)

## where (E) is the number of degenerate microstates. In particular, in the basis of

energy eigenstates,
1

if En = E, and m = n
n||m = Ps n|s s |m = (3.133)

s
0 if En = E, or m = n.

This means that only eigenstates of the correct energy can appear in the wave

66
Entropy in terms of density matrix

function, and such states on average have the same amplitude, | n| |2 = 1/. This
is equivalent to the classical assumption of equal a priori probabilities. The o-
diagonal terms are zero means that degenerate eigenstates of energy E are combined
in a typical microstate with independent random phases. Note that the density
matrix is constructed on the single particle Hilbert space and the eigenstates are
the basis vectors. The number of diagonal elements are just the dimensionality of
the Hilbert space.
In quantum theory, the density matrix is necessary for any nontrivial calculation.
Since in certain representation the entropy solely depends on the diagonal elements of
the density matrix which are the probabilities of nding the system in certain states,
one can as well consider any problem with discrete probabilities {p1 , p2 , , pn }
which has nothing to do with quantum theory (they might refer to a problem even
in economics), and dene a matrix with the pi along the main diagonal:

p1 0 0
0 p2 0
= .. .. . . .. , (3.134)

. . . .
0 0 pn

## in a suitable representation. Then one can do everything with the probabilities

{p1 , p2 , , pn } that one does with the density matrix . Thus the formalism devel-
oped for quantum theory can be used as well for any problem with discrete proba-
bilities. The expectation of any quantity Q = {q1 , q2 , , qn } can now be written
as Q = Tr(Q), where Q is a vector.
In microcanonical ensemble of distinguishable particles which are distributed
over discrete energy levels, one could construct a matrix with probability 1/ along
the diagonal for all the microstates corresponding to a given energy value since all
the states appear with equal a priori probability p = 1/. For example, the system
of three localized spin-1/2 magnetic ions has three microstates {| , | , | }
for a given energy value E = H where is the magnetic moment of each ion and
H is the external magnetic eld. The density matrix in the basis of these microstates
can be written as
1/3 0 0
= 0 1/3 0 . (3.135)
0 0 1/3

## Let us rst obtain entropy in terms of density (probability) distribution of classi-

cal phase space. Let us calculate average of kB ln . Following the denition of

67
Chapter 3. Microcanonical Ensemble: Formalism of Statistical Mechanics

## ensemble average in microcanonical ensemble one has

1
kB ln = 3N
{kB ln } d3N qd3N p
h
E+E
1 1 1
= 3N d3N qd3N p kB ln
h E
1
= kB ln

= kB ln
=S (3.136)

## Therefore, the denition of entropy in microcanonical ensemble can be taken as

S = kB ln where is the density distribution in the classical phase space.

## Following a similar argument, let us dene entropy S as average of kB ln

where is the density matrix for a quantum systems.

S = kB ln = kB Tr( ln ). (3.137)

## In order to evaluate logarithm of a matrix A, one could expand log A in a Taylor

series. It is convenient here to expand about A = 1 than about A = 0. Then one
can evaluate log A in terms of powers of A. Specically,

(1 )n
ln = (3.138)
n=1
n

## However, in the energy representation, the density matrix is diagonal. In that

representation, and ln are given by

1 0 0 ln 1 0 0
0 2 0 0 ln 2 0
= .. .. . . .. and ln = .. .. .. (3.139)

. .
. . . . . . . .
0 0 n 0 0 ln n

where n s are the eigenvalues of the density matrix. Hence the entropy S is obtained
as n
S = kB k ln k (3.140)
k=1

where the sum is over the energy eigenstates of a quantum system, n is dimension-
ality of its Hilbert space and k s are the eigenvalues of the density matrix .

Again, the denition of entropy can be generalized for the density matrix con-
structed for a discrete system where the microstates appear with denite probability.

68
Classical system versus quantum system

## The entropy can be obtained as

S = kB Tr( ln ) = kB s ln s (3.141)
s

where s = 1/ for all states s. But note that the sum here runs over all possible
states corresponding to a given energy and it is dierent from that given in Eq.3.140
where the sum runs over the eigenstates of a quantum system. Since s = 1/ in a
microcanonical ensemble, the entropy can as well be obtained as

ln
S = kB = kB ln , (3.142)
n=1

## the same denition as obtained for classical systems.

Example: Say, the ensemble of a system in some basis is represented by the density
matrix
1 0
= . (3.143)
0 0
The entropy of the system is given by

k

## Note that lim x ln x = 0. Hence, for a pure state, entropy is zero.

x0
Let us consider a system with mixed states. Say, the ensemble of such a system
in some basis is represented by the density matrix

1/2 0
= . (3.145)
0 1/2

## The entropy of the system is given by

1 1 1 1
S = kB k ln k = kB ln + ln = kB ln 2. (3.146)
2 2 2 2
k

Hence, entropy for a mixed state is nite and it will be always nite.

## 3.16 Classical system versus quantum system

Finally let us put the denitions of statistical quantities of classical and quantum
systems together and have a comparison.

69
Chapter 3. Microcanonical Ensemble: Formalism of Statistical Mechanics

## 1. Microstate: {qi , pi }, i = 1, , 3N. 1. Microstate: |i , i = 1, 2, , . A

A point in the phase space. point in the Hilbert space.

## 2. Probability density: = h d , for a 2. Density matrix: = Ps |s s |,

3N
s
in the Hilbert space.
6N dimensional phase space.
1 3. Normalization: Tr() = 1.
3. Normalization: h3N
d = 1.
4. Number of microstates: = N ! .
d i ni
4. Number of microstates: = h3N
.

Xd 5. Ensemble average: X = Tr(X).
5. Ensemble average: X = h3N
.
6. Time evolution: i t = H, .
6. Time evolution: t
= {H, }.

## 7. Equilibrium: {H, } = 0 or = 7. Equilibrium: H, = 0 or and H

f (H). have simultaneous eigenstates.
8. Fixed energy E: = 1/ if E 8. Fixed energy E: m||n = 1/ if
H E + E and zero otherwise. m = n, & En = E, otherwise zero.
9. Entropy: S = kB ln or 9. Entropy: S = kB Tr( ln ) or
S = kB ln . S = kB ln .

Therefore, calculating the number of microstates and obtaining entropy one can
study thermodynamic properties of an isolated system. Now we discuss a few ex-
amples.

## 3.17 Ideal Paramagnet

Consider an isolated system of N localized non-interacting spin-1/2 magnetic ions
of magnetic moment in an external magnetic eld H. If the total energy of the
system is xed to E and under such condition n1 ions are in the up state (parallel
to H) and n2 ions are in the down state (anti-parallel to H). Thus, one has

E = n1 H + n2 H and N = n1 + n2 . (3.147)

## The number of microstates (spin congurations) corresponding to the given condi-

tion is given by
N! N!
(E, N) = = . (3.148)
n1 (E)!n2 (E)! 1
N E
! 1
N+ E
!
2 H 2 H

70
Ideal Paramagnet

## The entropy of the system is then given by

S(E, N) = kB ln
kB E 1 E
= NkB ln N N ln N
2 H 2 H
kB E 1 E
N+ ln N+ (3.149)
2 H 2 H

## after Stirling approximation. Temperature of the system can be obtained as

1 S kB 1 E kB 1 E
= = ln N ln N+ . (3.150)
T E N 2H 2 H 2H 2 H

## The total energy E can be expressed as

1 exp( 2H
kB T
) H
E = NH = NH tanh . (3.151)
1 + exp( 2H
kB T
) kB T

## The total energy is also given by E = MH where M is the total magnetization.

Thus, the total magnetization M is given by

H
M = N tanh . (3.152)
kB T

## The magnetic susceptibility can be obtained as

M N2 H
T = = cosh2 (3.153)
H T kB T kB T

## and the zero eld susceptibility is given by

C
T (H = 0) = (3.154)
T
where C = N2 /kB , a positive constant.

71