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Problem Sheet 1

1.1 Demonstrate that entropy, as given by the Boltzmann expression S = k ln Ω , is an

extensive property. The best way to do this is to argue clearly that Ω is multiplicative.

1.2 Demonstrate that gravitational energy is not extensive: show that the gravitational

energy of a sphere of radius r and uniform density varies with volume as Vn and find

the exponent n.

1.3 In investigating the conditions for the establishment of equilibrium through the

transfer of thermal energy the fundamental requirement is that the entropy of the

equilibrium state should be a maximum. Equality of temperature was established

from the vanishing of the first derivative of S. What follows from a consideration of

the second derivative?

1.4 Do particles flow from high µ to low µ or vice versa? Explain your reasoning.

1.5 In the derivation of the Boltzmann factor the entropy of the bath was expanded in

powers of the energy of the ‘system of interest’. The higher order terms of the

expansion are neglected. Discuss the validity of this.

1.6 The Boltzmann factor could have been derived by expanding Ω rather than by

expanding S. In that case, however, the expansion cannot be terminated. Why not?

N

0

n . By approximating this sum by an integral obtain

Stirling’s approximation: ln N ! ≈ N ln N − N .

1.8 Show that the Gibbs expression for entropy: S = − k ∑ j Pj ln Pj , reduces to the

Boltzmann expression S = k ln Ω in the case of an isolated system.

1.9 What is the condition that the geometric progression in the derivation of the

Bose-Einstein distribution is convergent?

1.10 Show that the trajectory of a 1d harmonic oscillator is an ellipse in phase space.

What would the trajectory be if the oscillator were weakly damped.

1.11 Why can’t the evolutionary curve in phase space intersect? You need to

demonstrate that the evolution from a point is unique.

1.12 Starting from the expression for the Gibbs factor for a many-particle system,

write down the grand partition function Ξ and show how it may be expressed as the

product of Ξk, the grand partition function for the subsystem comprising particles in

the kth single-particle state.

1.13 (Difficult) This problem considers the probability distribution for the energy

fluctuations in the canonical ensemble. The moments of the energy fluctuations are

defined by

σn = ∑(Ej −ε ) e j

1 n βE

Z j

where β = − 1 kT and ε is an arbitrary (at this stage) energy.

Show that

∂n

n {

Zσ n = e βε Z e − βε }

∂β

and use this to prove that the fluctuations obey a normal distribution around ε. (You

really need to use a computer algebra system to do this problem.)

1.14 For a single-component system with a variable number of particles, the Gibbs

free energy is a function of temperature, pressure and number of particles:

G = G (T , p, N ) . Since N is the only extensive variable upon which G depends, show

that the chemical potential for this system is equal to the Gibbs free energy per

particle: G = Nµ.

1.15 Use the definition of the Gibbs free energy together with the result of the

previous question to obtain the Euler relation of Appendix 1.

quadratic in both position and momentum – thus, classically, equipartition should

apply. The energy levels of the quantum harmonic oscillator are given by

ε n = ( 12 + n ) =ω . Show that the partition function of this system is given by

1 =ω

Z= cosech

2 2kT

and that the internal energy is given by

1 =ω =ω =ω

E = =ω coth = =ω kT + .

2 2kT e −1 2

Show that at high temperatures E may be expanded as

= 2ω 2

E = kT + +"

12kT

Identify the terms in this expansion.

PH4211 Statistical Mechanics

Problem Sheet 2

2.1 In Section 2.1 we saw that the density of free-particle states for a three

dimensional volume V was shown to be

1 V

g (ε ) = 2 3(

2m ) ε 1 2 .

32

4π

This followed from counting the number of states in the octant of radius

R = nx2 + n y2 + nz2 .

By similar arguments show that in two dimensions, by counting the number of states

in the quadrant of radius

R = nx2 + n y2 ,

the density of states is given by

mA

g (ε ) =

2π 2

where A is the area. Note in two dimensions the density of states is independent of

energy.

12

L ⎛ m ⎞ −1 2

g (ε ) = ε .

π ⎜⎝ 2 ⎟⎠

2.2 In Sections 2.3.1 and 2.3.2 the ideal gas partition function was calculated

quantum-mechanically and classically. Although the calculations were quite different,

they both resulted in (different) Gaussian integrals. By writing the Gaussian integral

of the classical case as

∞ ∞ ∞

(

− x2 + y 2 + z 2 )

∫ dx ∫ dy ∫ dz e

−∞ −∞ −∞

and transforming to spherical polar coordinates, you can perform the integration over

θ and ϕ trivially. Show that the remaining integral can be reduced to that of the

quantum case.

3

S = Nk ln V − Nk ln N + Nk ln T + Nks0

2

is often interpreted as indicating different contributions to the entropy: the volume

contribution is in the first term, the number contribution in the second term and the

temperature contribution in the third term. Show that such an identification is

fallacious, by demonstrating that the various contributions depend on the choice of

units adopted – even though the total sum is independent. Discuss the origin of the

fallacy.

2.4 Show that the Fermi energy for a two-dimensional gas of Fermions is

2π 2 N

εF =

αm A

where A is the area of the system.

2.5 Show that the chemical potential of a two-dimensional gas of fermions may be

expressed analytically as

µ = kT ln {eε F kT − 1}

fermions by the Sommerfeld expansion method of Section 2.4.3. Observe that the

temperature series expansion terminates. Compare this result with the exact result of

the previous question. Discuss the difference between the two results.

2.7 The general formula for the Fermi integrals In of Section 2.4.3 was quoted as

∞

ex

In = ∫ x n dx

−∞ ( e + 1)

x 2

= ( 2 − 22− n ) ζ ( n ) n !

Derive this result. (You might find the discussion in Landau and Lifshitz, Statistical

Physics, helpful.)

2.8 Obtain the chemical potential µ, the internal energy E and the heat capacity Cv for

system with general density of states g(ε) as in Section 2.4.4. I.e. show that these are

given in terms of the behaviour of the density of states at the Fermi surface.

2.9 Consider the Bose gas at low temperatures. You saw in Section 2.5.2 and 2.5.3

that when the occupation of the ground state is appreciable then the chemical potential

µ is very small and it may be ignored, compared with ε in the integral for the number

of excited states.

Show that when the ground state occupation N0 is appreciable then µ may be

approximated by

µ ~ − kT N 0 .

Now consider the more stringent requirement that µ may be neglected in comparison

with ε in the integral for the number of excited states. This will be satisfied if µ is

much less than the energy ε1 of the first excited state. The expression for ε1 is

π2 2

ε1 ~ .

2mV 2 3

Where does this expression come from?

considering 1cm3 of 4He (molar volume 27cm3) at a temperature of about 1K.

⎧⎪ ⎛ T ⎞3 2 ⎫⎪

N 0 = N ⎨1 − ⎜ ⎟ ⎬

⎩⎪ ⎝ c ⎠ ⎭⎪

T

is then valid to temperatures below Tc right up to within ∼ 10−8Tc of the critical

temperature.

2.10 Liquid 4He has a molar volume at saturated vapour pressure of 27cm3. Treating

the liquid as an ideal gas of bosons, find the temperature at which Bose-Einstein

condensation will occur. How will this temperature change as the pressure on the fluid

is increased?

2.11 The superfluid transition temperature of liquid helium decreases with increasing

pressure. Very approximately ∂Tc ∂p ~ −0.015 K bar −1 . How does this compare with

the behaviour predicted from the Bose-Einstein condensation?

2.12 Show that below the transition temperature the entropy of a Bose gas is given by

32

5 I3 2 ⎛ T ⎞

S = Nk ⎜ ⎟ .

3 I1 2 ⎝ Tc ⎠

Since the number of excited particles is given by

32

⎛T ⎞

N ex = N ⎜ ⎟ ,

⎝ Tc ⎠

show that the entropy per excited particle is given by

S 5 I3 2

= k ≈ 1.28k .

N ex 3 I1 2

Discuss the connection between this result and the two fluid model of superfluid 4He.

2.13 Show that the Bose-Einstein transition temperature of a gas of bosons and the

Fermi temperature for a gas of ‘similar’ fermions are of comparable magnitude.

Discuss why this should be.

distinguishable magnetic moments. If we were to consider a (classical) gas of

indistinguishable magnetic moments, how would the partition function be modified?

What would the observable consequences of this modification?

2.15 Show, using arguments similar to those in Section 2.1.3, that the energy levels of

an ultra-relativistic or a massless particle with energy-momentum relation E = cp are

given by

cπ

ε = 1 3 ( nx2 + n y2 + nz2 ) .

12

V

Hence show that the pressure of a gas of such particles is one third of the (internal)

energy density.

2.16 Evaluate the Fermi temperature for liquid 3He, assuming it to be a Fermi “gas”.

Its molar volume is 36 cm3. Calculate the de Broglie wavelength at T = TF and

show that it is comparable to the interparticle spacing as expected.

2.17 In Problem 2.1 we found the expression for the energy density of states g(ε) for

a gas of fermions confined to two dimensions and we saw that it was independent of

energy. What surface density of electrons is necessary in order that TF = 100 mK?

Show that, for a given area, the heat capacity is independent of the number of

electrons.

2.18 Use the Sommerfeld expansion method of Section 2.4.3 to show that the Fermi-

Dirac distribution function may be approximated, at low temperatures, by

1 π2

Θ ( µ − ε ) − ( kT ) δ ′ (ε − µ ) + …

2

( ε − µ ) kT

~

e +1 6

where Θ is the unit step function and δ ′ is the first derivative of the Dirac delta

function.

PH4211 Statistical Mechanics

Problem Sheet 3

3.1 Show that the Joule-Kelvin coefficient is zero for an ideal gas.

3.2 Derive the second virial coefficient expression for the Joule-Kelvin coefficient

µJ =

RS b g

2T dB2 T

− 2

B T b g UV

5k TdT T W

and find the inversion temperature for the square well potential gas.

a 2a

3.3 For the van der Waals gas show that TB = and TI = .

bk bk

3.4 Show that for a van der Waals fluid the critical parameters are given by

a 8a

Vc = 3 Nb, pc = 2

, kTc = . Express these critical quantities in terms of the

27b 27b

microscopic interaction (Lennard-Jones) parameters ε and σ.

3.5 Show that, for a van der Waals fluid, the combination of critical parameters

PcVc/NkTc takes the universal value 3/8.

3.6 Show that for the Dieterici fluid the critical parameters are given by

a a

Vc = 2 Nb, pc = 2 2 , kTc = , and the universal combination PcVc/NkTc has the

4b e 4b

value 2/e2 = 0.271.

3.7 Show that the partition function for an interacting gas may be expressed as

− ∑U ( qi ,q j ) kT

1

Z = Z id N ∫ e i< j d3N q

V

where Zid is the partition function for a non-interacting gas. In terms of this expression

explain why the partition function of a hard sphere gas might be approximated by.

⎛ V − Nb ⎞

N

Z = Z id ⎜ ⎟ .

⎝ V ⎠

3.8 Show that the approximate partition function for the hard sphere gas in the

previous question leads to the equation of state p (V − Nb ) = NkT . This is sometimes

called the Clausius equation of state. Give a physical interpretation of this equation.

B4 (T ) = b3 , etc. These virial coefficients are independent of temperature. Discuss

whether this is a fundamental property of the hard sphere gas, or whether it is simply

a consequence of the approximated partition function.

3.9 For a general interatomic interaction potential U(r) we may define an effective

hard core dimension d by U(d) = kT. What is the significance of this definition?

Show that for the Lennard-Jones potential of Section 3.2.4, d is given by

16

⎧⎪ 2 ⎫⎪

d =σ ⎨ ⎬ .

⎪⎩1 + 1 + kT ε ⎭⎪

Plot this to demonstrate that d is a very slowly varying function of temperature.

show that at low temperatures

⎛ 1 kT 19 ⎛ kT ⎞

2

⎞

d ~ σ ⎜1 − + ⎜ ⎟ −…⎟ .

⎜ 24 ε 1152 ⎝ ε ⎠ ⎟

⎝ ⎠

So how high must the temperature be so that d differs appreciably from its zero

temperature value?

How does d vary for the hard core and the square well potentials of Sections 3.2.2 and

3.2.3?

3.10 The one dimensional analogue of the hard sphere gas is an assembly of rods

constrained to move along a line (the Tonks model). For such a gas of N rods of

length l confined to a line of length L, evaluate the configuration integral QN. Show

that in the thermodynamic limit the equation of state is

f ( L − Nl ) = NkT

where f is the force, the one dimensional analogue of pressure.

Comment on the similarities and the differences from the hard sphere equation of

state mentioned in Problem 3.8 (Clausius equation) and the van der Waals equation of

state.

3.11 Compare the square well and the van der Waals expressions for the second virial

coefficient. Show that they become equivalent when the range of the square well

potential tends to infinity while its depth tends to zero.

PH4211 Statistical Mechanics

Problem Sheet 4

4.1 Obtain an expression for the Helmholtz free energy for the Weiss model in zero

b g

external magnetic field, in terms of the magnetisation. Plot F M for T > TC ,

T = TC and T < TC .

Nk RSb g T

T − TC m2 + C m4 +

UV

2 T 6 W

for the Weiss model ferromagnet in

4.3 Show that d 2 F dϕ 2 > 0 below Tc at the two roots ϕ = ± − F2 2 F4 in the Landau

model. Show that d 2 F dϕ 2 < 0 below Tc and d 2 F dϕ 2 > 0 above Tc at the single root

ϕ = 0. What is the physical meaning of this?

4.4 In the Landau theory of second order transitions calculate the behaviour of the

bg

order parameter below the critical point, ϕ T , when the sixth order term in the free

energy expansion is not discarded. What influence does this term have on the critical

exponent β ? Comment on this.

b g

F = α T − Tc P 2 + bP 4 + cP 6 + DxP 2 + Ex 2

where P is the electric polarisation and x represents the strain. Minimise the system

with respect to x. Under what circumstances is there a first order phase transition for

this system?

varies slowly in space: x = x(z). Show that the spatial variation of x results in an

additional term in the free energy per bond of 3a 2ε ( dx dz ) 2 , where a is the spacing

2

4.7 Show that in the vicinity of the critical point the free energy of the binary alloy

may be written as

⎧ 2 16 ⎫

Fm = F0 + 2 Nk ⎨(T − Tc ) ( x − 12 ) + Tc ( x − 12 ) + Tc ( x − 12 ) + …⎬

2 4 6

⎩ 3 15 ⎭

Discuss the Landau truncation of this expression; in particular, explain at what term

the series may/should be terminated.

4.8 Plot some isotherms of the Clausius equation of state p (V − Nb ) = NkT . How do

they differ from those of an ideal gas? Does this equation of state exhibit a critical

point? Explain your reasoning.

4.9 The scaling expression for the reduced free energy is given in Section 4.1.9 by

⎛ B ⎞

f (T , B ) = A t

2 −α

Y ⎜D ∆ ⎟.

⎜ t ⎟

⎝ ⎠

Show that the heat capacity is given by

d2 f (t, B )

C~

dt 2

and hence identify α as the heat capacity critical exponent.

4.10 Using the scaling expression for the reduced free energy in the previous section,

show that the magnetisation is given by

df ( t , B )

M~

dB

and hence show that the order parameter exponent β is given by

β = 2 −α − ∆ .

Show that the magnetic susceptibility is given by

d2 f (t, B )

χ~

dB 2

and hence show that the susceptibility exponent g is given by

γ = 2 − α − 2∆ .

4.11 Show that the Landau free energy has the scaling form of Problem 4.9 above,

with α = 0.

PH4211 Statistical Mechanics

Problem Sheet 5

bg b g

5.1 A random quantity has an exponential autocorrelation function G t = G 0 e −γt .

Calculate its correlation time using the usual definition.

m ( t ) = m cos ωt is given by

m2

G (t ) = cos ωt .

2

Show that the autocorrelation function is independent of the phase of m(t). In other

words, show that if m ( t ) = m cos (ωt + ϕ ) , then G(t) is independent of ϕ.

5.3 The dynamical response function X(t) must vanish at zero times, as shown in

Fig. 5.13. What is the physical explanation of this? What is the consequence for the

step response function Φ(t)? Is this compatible with an exponentially decaying Φ(t)?

5.4 In Section 5.3 we examined the form of the dynamical susceptibility χ(ω) that

followed from the assumption that the step response function Φ(t) decayed

exponentially. In this question consider a step response function that decays with a

gaussian profile, Φ ( t ) = χ 0 e −t 2τ . Evaluate the real and imaginary parts of the

2 2

dynamical susceptibility and plot them as a function of frequency. The real part of the

susceptibility is difficult to evaluate without a symbolic mathematics system such as

Mathematica. Compare and discuss the differences and similarities between this

susceptibility and that deduced from the exponential step response function (Debye

susceptibility).

1

χ ′ (ω ) = χ 0

1 + ω 2τ 2

ωτ

χ ′′ (ω ) = χ 0 .

1 + ω 2τ 2

Plot the real part against the imaginary part and show that the figure corresponds to a

semicircle. This is known as a Cole-Cole plot.

5.6 Plot the Cole-Cole plot (Problem 5.5) for the dynamical susceptibility considered

in Problem 5.4. How does it differ from that of the Debye susceptibility.

5.7 The full quantum-mechanical calculation of the Johnson noise of a resistor gives

hf

v2 = 4 R hf kT ∆f .

∆f e −1

Show that this reduces to the classical Nyquist expression at low frequencies. At what

frequency will there start to be serious deviations from the Nyquist value? Estimate

the value of this frequency.

1 χ ′′ (ω )

∞

χ0 = ∫ dω

π −∞

ω

holds. Demonstrate that χ ′′ vanishes sufficiently fast at ω = 0 so there is no pole in the

integral and there is thus no need to take the principal part of the integral in the

Kramers-Kronig relations.

based on a circuit comprising an inductor and a resistor. In this problem we shall

examine a different analogue: a circuit of a capacitor and a resistor. Show that the

equation analogous to the Langevin equation, in this case, is

dV ( t ) 1

C + V (t ) = I (t ) .

dt R

Hence show that the fluctuation-dissipation result relates the resistance to the current

fluctuations through

∞

1 1

=

R 2kT ∫ I ( 0) I (t )

−∞

dt .

PH4210 Statistical Mechanics

Problem Sheet 1 — Answers

property. The best way to do this is to argue clearly that Ω is multiplicative.

We must prove that if one system has entropy S1 and another has S2 then when considered

together they have entropy S = S1 + S2. Note that we are not considering bringing the two

systems into contact, so the energy levels and their populations are not changed. We are

considering a composite system of two separate parts.

A microstate of the composite system is specified when the microstate of each of the systems is

specified. If the macrostate of system 1 has Ω1 microstates and the macrostate of system 2 has

Ω2 microstates, then when system 1 is in one of its microstates then system 2 can be in any one

of its Ω2 microstates. For every microstate of system 1 there are Ω2 microstates. But since

system 1 can exist in any of its Ω1 microstates it follows that there must be Ω1Ω2 microstates in

the macrostate of the composite system:

Ω = Ω1Ω 2

so that the entropy of the composite system is

S = kT ln Ω

= kt ln Ω1Ω 2

= kT ln Ω1 + kT ln Ω 2

= S1 + S 2 .

We have shown that the entropy for two isolated systems is additive, which means that entropy

is an extensive quantity.

2 Demonstrate that gravitational energy is not extensive: show that the gravitational energy of a

sphere of radius r and uniform density varies with volume as Vn and find the exponent n.

We shall calculate the work done against the force of gravity in assembling a sphere of matter

by bringing together the constituent parts from infinity. When all the matter is off at infinity we

take the gravitational energy to be zero. The gravitational energy of the body is the work done

in bringing the matter together.

We consider an intermediate state of the system: we have a spherical mass M of radius R and

we evaluate the work done in bringing up an extra mass dm from infinity to the surface.

The force between masses M and m separated by a distance r is given by Newton’s law of

gravitation

Mm

F = −G 2 .

r

Answers 1.1

Then the work done in moving a mass dM from infinity to distance R is

R

dE = − ∫ Fdr ,

∞

where the minus sign means that we are doing work by applying a force against the force of

gravitation. So integrating up the Newton expression we obtain

GM

dE = − dM .

R

But in adding this extra mass the radius will have increased slightly. Since

4

M = π R3 ρ ,

3

where ρ is the density, it follows that

dM = 4π R 2 ρ dR .

We substitute for M and dM in the work expression:

G 4

dE = − π R 3 ρ 4π R 2 ρ dR

R 3

16

= −G π 2 ρ 2 R 4 dR .

3

The total gravitational energy is found by assembling the complete system, by building the

radius up from zero to its final value. Upon integration we find

16

E = −G π 2 ρ 2 R 5 .

15

Finally we must express this energy in terms of the volume of the sphere

4

V = π R3 ,

3

so that

13

⎛ 3 ⎞

R=⎜ V⎟ .

⎝ 4π ⎠

Then we obtain

53

16 ⎛ 3 ⎞

E = −G ⎜ ⎟ π ρV .

2 2 53

15 ⎝ 4π ⎠

Thus the gravitational energy varies as the 5/3 power of volume; the exponent n = 5/3. This

shows that gravitational energy is not extensive; extensivity requires energy to be proportional

to volume; the exponent n would be unity.

3 In investigating the conditions for the establishment of equilibrium through the transfer of

thermal energy the fundamental requirement is that the entropy of the equilibrium state should

be a maximum. Equality of temperature was established from the vanishing of the first

derivative of S. What follows from a consideration of the second derivative?

the first derivative of this to zero leads to the equality of the temperatures of the two systems.

Answers 1.2

The second derivative of the total entropy is easily expressed in terms of the first derivatives of

the temperatures of the two systems

d2S

=

d 1 FG IJ

+

d 1

.

FG IJ

dE 2

dE T1 H K

dE T2 H K

The requirement that in equilibrium the entropy be a maximum means that the second derivative

must be negative. If we evaluate the derivative of the reciprocals we find

1 dT 1 dT

− 2 1 − 2 2 <0

T1 dE T2 dE

or

1 1

+ >0,

C1 C2

since the temperatures are equal in equilibrium. Here the C are the thermal capacities of the

subsystems. The inequality must be satisfied for all allowed values of C1 and C2. In particular it

must be satisfied when either system becomes vanishingly small so that its heat capacity

approaches zero. Then the inequality requires that the thermal capacities must be positive.

4 Do particles flow from high µ to low µ or vice versa? Explain your reasoning.

⎛ ∂S ∂S ⎞

∆S = ⎜ 1 − 2 ⎟ ∆N1 ,

⎝ ∂N ∂N ⎠

which must be greater than or equal to zero by the Second Law. But since

∂S µ

=−

∂N T

it follows that

1

∆S = ( µ2 − µ1 ) ∆N1 ≥ 0

T

since temperature is the same in both systems.

We conclude that when µ2 > µ1 then ∆N1 will be positive; N1 will increase. In other words,

particles will flow from high µ to low µ.

5 In the derivation of the Boltzmann factor the entropy of the bath was expanded in powers of

the energy of the ‘system of interest’. The higher order terms of the expansion are neglected.

Discuss the validity of this.

We derived that

P ( E ) ∝ e S ( ET − E ) k

where E ET so that we expand S as a Taylor series:

∂S E 2 ∂ 2 S

S ( ET − E ) = S ( ET ) − E + −…

∂E 2 ∂E 2

Answers 1.3

The derivative in the second term is immediately identified as the inverse temperature

∂S 1

= .

∂E T

The derivative in the second term is then

∂2S ∂ 1

=

∂E 2

∂E T

1 ∂T

=− 2 .

T ∂E

But here ∂T ∂E is the inverse of the thermal capacity C (of the reservoir). Then the entropy

expansion becomes

E E2 1

S ( ET − E ) = S ( ET ) −− −…

T 2T 2 C

and the higher order terms involve derivatives of the thermal capacity.

The key point of the argument is that the thermal capacity of the reservoir is very large. The

assumption is that while the reservoir determines the properties of our “system of interest”, the

system of interest can have no effect on the reservoir. This is what we mean by a reservoir, and

it may be encapsulated by saying that its thermal capacity is essentially infinite. Another way

of looking at this is to say that since thermal capacity is an extensive quantity then in the limit

that the reservoir is large, its thermal capacity will be large. Then the inverse of the thermal

capacity will be small and then the third term in the entropy expansion can be neglected. The

higher-order terms involve derivatives of the thermal capacity so that these can also be ignored.

6 The Boltzmann factor could have been derived by expanding Ω rather than by expanding S.

In that case, however, the expansion cannot be terminated. Why not?

If we expand Ω we get

∂Ω E 2 ∂ 2Ω

Ω ( ET − E ) = Ω ( ET ) − E + −…

∂E 2 ∂E 2

Since S = k lnΩ, and ∂S ∂E = 1 T , it follows that

∂Ω Ω ∂ 2Ω Ω

= , = , etc.

∂E kT ∂E ( kT )

2 2

then

⎧⎪ E 1⎛ E ⎞

2

⎫⎪

Ω ( ET − E ) = Ω ( ET ) ⎨1 − + ⎜ ⎟ − … ⎬

⎩⎪ kT 2 ⎝ kT ⎠ ⎭⎪

or

⎪⎧ ⎪⎫

2

E 1⎛ E ⎞

P ( E ) ∝ ⎨1 − + ⎜ ⎟ − …⎬ .

⎩⎪ kT 2 ⎝ kT ⎠ ⎭⎪

So in this case you certainly can’t terminate the expansion. But you can sum the infinite series

(it is the exponential function) – and this gives the Boltzmann factor.

Answers 1.4

7 Show that ln N ! = ∑ n =1 ln n . By approximating this sum by an integral obtain Stirling’s

N

approximation: ln N ! ≈ N ln N − N .

N ! = 1× 2 × 3 × … × ( N − 1) × N

so that the logarithm is

ln N ! = ln {1× 2 × 3 × … × ( N − 1) × N }

= ln1 + ln 2 + ln 3 + … + ln ( N − 1) + ln N

N

= ∑ ln n ,

n =1

as required.

N N

∑ ln n ≈ ∫ ln n dn ;

n =1 0

lnx

1 2 3 4 5 6 7 8 x

N

∫ ln n dn = N ln N − N

0

ln N ! ≈ N ln N − N .

8 Show that the Gibbs expression for entropy: S = − k ∑ j Pj ln Pj , reduces to the Boltzmann

expression S = k ln Ω in the case of an isolated system.

Answers 1.5

The fundamental postulate of statistical mechanics states that for an isolated system all

microstates are equally likely. If this isolated system has Ω microstates then the probability of

any one of these microstates is 1/Ω. Then generalised entropy expression is then

S = − k ∑ Pj ln Pj

j

⎛1⎞ ⎛1⎞

= − k ∑ ⎜ ⎟ ln ⎜ ⎟

j ⎝Ω⎠ ⎝Ω⎠

⎛1⎞

= k ∑ ⎜ ⎟ ln Ω.

j ⎝Ω⎠

Now each term in the sum is a constant, and there will be Ω such terms. Thus the expression

for entropy becomes

S = k ln Ω

as required.

9 What is the condition that the geometric progression in deriving the Bose-Einstein

distribution is convergent?

( pV )k = kT ln ∑ {e−(ε −µ ) kT }

∞ nk

k

.

nk = 0

− ( ε k − µ ) kT

e <1.

In other words one requires

ε >µ

for all single-particle energies ε. Now the ground state energy will be zero (or very close to it),

so that the condition is on the chemical potential:

µ <0

the chemical potential must always be negative. Note that this requirement applies to Bose

particles; it does not apply to Fermions.

10 Show that the trajectory of a 1d harmonic oscillator is an ellipse in phase space. What

would the trajectory be if the oscillator were weakly damped.

x ( t ) = A sin (ωt + ϕ ) .

The momentum is given by

p = mx = Amω cos (ωt + ϕ ) .

The pair

x ( t ) = A sin (ωt + ϕ )

p ( t ) = B cos (ωt + ϕ )

Answers 1.6

are seen to specify an ellipse in x-p space (phase space), since ( x A ) + ( p B ) = 1 .

2 2

In the case of damping there will be an exponential decay superimposed on the sine and cosine.

So the phase point will approach the point x = 0, p = 0. In the case of weak damping the phase

point will trace out many cycles of the ellipse before the “radius” changes appreciably. The

effect of weak damping is thus to cause the phase point to gradually spiral into the origin.

The point about weak damping is that any single cycle is still observed to be essentially

elliptical.

11 Why can’t the evolutionary curve in phase space intersect? You need to demonstrate that the

evolution from a point is unique.

Newton’s equations of motion are second order differential equations – there are up to second

derivatives of the spatial coordinates. A complete solution to the equations thus involves two

constants of integration for each degree of freedom. And these constants could be the position

coordinate and the momentum component at a given instant in time. (Hamilton’s formulation of

dynamics then extends the idea to a generalised view of coordinates and momenta.) Such a

complete solution of the equations of motion gives a unique solution; the evolution in time is

completely determined. Now a ‘point’ in phase space represents a given value of position and

momentum. So the future (and past) evolution of the system, and thus the phase space

trajectory, is completely determined from this point. It then follows that the evolutionary path

through a point in phase space is unique. Then two paths cannot pass through the same phase

point and so the evolutionary curve in phase space cannot intersect itself.

12 Starting from the expression for the Gibbs factor for a many-particle system, write down the

grand partition function Ξ and show how it may be expressed as the product of Ξk, the grand

partition function for the subsystem comprising particles in the kth single-particle state.

1 −{ E ( N ,V ) − µ N } kT

PN , j (V , T , µ ) = e N,j .

Ξ (V , T , µ )

The normalization constant Ξ is the grand partition function:

−{ E ( N ,V ) − µ N }

Ξ (V , T , µ ) = ∑ e N , j

kT

N, j

th

where N, j specify the j quantum state of the system when it contains N particles.

N = ∑ nk

k

E = ∑ nk ε

k

and a given state of the system is specified by the occupation of the single-particle states k:

Answers 1.7

( n1 , n2 , n3 , …) ≡ {nk } .

So in this case the grand partition function is expressed as

− ∑ ( ε k − µ ) nk kT

Ξ (V , T , µ ) = ∑ e k

{nk }

= ∑∏ e

− ( ε k − µ ) nk kT

.

{nk } k

Ξ (V , T , µ ) = ∏ ∑ e

−( ε k − µ ) nk kT

.

k nk

Ξ k (V , T , µ ) = ∑ e

−( ε k − µ ) nk kT

,

nk

Ξ (V , T , µ ) = ∏ Ξ k (V , T , µ )

k

as required.

It is important to note the logic of this answer. It is not good enough to start from Ξk and then

to argue that it must be multiplicative since the (pV)k contributions must be additive; this is not

what is asked for. — That was the way things were argued in the text.

13 This problem considers the probability distribution for the energy fluctuations in the

canonical ensemble. The moments of the energy fluctuations are defined by

1

σn = ∑(Ej −ε ) e j

n βE

Z j

where β = − 1 kT and ε is an arbitrary (at this stage) energy.

Show that

βε ∂

n

n {

Zσ n = e Z e − βε }

∂β

and use this to prove that the fluctuations in an ideal gas obey a normal distribution around ε.

(You really need to use a computer algebra system to do this problem.)

Z = ∑e

βEj

so that

β ( E j −ε )

Ze − βε = ∑ e .

j

If we differentiate this n times with respect to β then this brings down n factors (Ej − ε) on the

right hand side:

Answers 1.8

∂n n β ( E −ε )

n {

Ze − βε } = ∑ ( E j − ε ) e j .

∂β j

∂n

n {

Ze − βε } = ∑ ( E j − ε ) e j

n βE

e βε

∂β j

whereupon we observe the right hand side to be Zσn. And thus we find

∂n

Zσ n = e βε

∂β n {

Z e − βε }

as required.

∂n

∂β n {

Z e − βε }

σn =

Z e − βε

and for the ideal gas the partition function Z is given by

3N 2 N

⎧ mkT ⎫ ⎧Ve ⎫

Z =⎨ 2⎬ ⎨ ⎬

⎩ 2π ⎭ ⎩N ⎭

3N 2

.

⎧ −m ⎫

N

⎧Ve ⎫

=⎨ ⎬ ⎨ ⎬ .

⎩ 2π β ⎭

2

⎩N ⎭

Then the nth moment may be written as

∂n

∂β n

{( −1/ β ) 3N 2

e − βε }

σn =

( −1/ β )

3N 2

e − βε

and, in particular, we find for the first moment

⎛ 3N ⎞

σ1 = − ⎜ ε + ⎟

⎝ 2β ⎠

3

NkT − ε . =

2

If we now choose the energy ε, about which the moments are evaluated, to be the mean energy

3NkT/2 then the first moment will vanish. Thus we adopt this value for ε. The moments may

then be evaluated as

σ0 =1

σ1 = 0

σ 2 = 3N 2β 2

σ 3 = −3N β 3

σ 4 = ( 27 N 2 + 36 N ) 4 β 2

etc.

Answers 1.9

The higher-order moments may be calculated in a straightforward, if tedious, manner.

The normal distribution (with zero mean) is characterised by the numerical value of the

dimensionless ‘reduced’ moments

mn = σ n σ 2n 2 .

In general these moments will be functions of the number of particles N. We find

m0 = 1

m1 = 0

m2 = 1

2 2

m3 = −

3N

4

m4 = 3 +

N

2⎛ 4 5 ⎞

m5 = −4 ⎜ 32 + 12 ⎟

3⎝N N ⎠

260 160

m6 = 15 + +

3N 3N 2

etc.

Then in the thermodynamic limit, N → ∞, we see that the odd reduced moments vanish while

the even ones tend to the values

m0 = 1

m2 = 1

m4 = 3

m6 = 15

m8 = 105

etc.

The even reduced moments of the normal distribution are given by

m2 n = 1× 3 × 5 × … × ( 2n − 1) .

We see that these evaluate to the numbers calculated above. And thus we conclude that in the

thermodynamic limit the energy fluctuations of an ideal gas obey a normal distribution.

14 For a single-component system with a variable number of particles, the Gibbs free energy is

a function of temperature, pressure and number of particles: G = G (T , p, N ) . Since N is the

only extensive variable upon which G depends, show that the chemical potential for this system

is equal to the Gibbs free energy per particle: G = Nµ.

If the system is increased by a factor x then the extensive variables G and N will be increased by

this factor:

xG (T , p, N ) = G (T , p, xN ) .

And in particular if x = 1/N then

Answers 1.10

G (T , p, N ) = NG (T , p,1) ;

the Gibbs free energy for a system of N particles is N times the Gibbs free energy per particle.

But the gibbs free energy per particle may be expresses as

∂

G (T , p,1) = G ( T , p, N ) .

∂N

However we identify the derivative of the Gibbs free energy as the chemical potential. Thus we

obtain the required result

G = Nµ .

15 Use the definition of the Gibbs free energy together with the result of the previous question

to obtain the Euler relation of Appendix 1.

G is defined as

G = E − TS + pV .

But the previous Problem gives G = Nµ. Thus we have

E − TS + pV = µ N

and the Euler relation

E = TS − pV + µ N

then follows immediately.

in both position and momentum – thus, classically, equipartition should apply. The energy

levels of the quantum harmonic oscillator are given by ε n = ( 12 + n ) ω . Show that the partition

function of this system is given by

1 ω

Z = cosech

2 2kT

and that the internal energy is given by

1 ω ω ω

E = ω coth = ω kT + .

2 2kT e −1 2

Show that at high temperatures E may be expanded as

2

ω2

E = kT + +

12kT

Identify the terms in this expansion.

∞

Z = ∑ e −ε n kT

.

n=0

Answers 1.11

∞

− ( 12 + n ) ω kT

Z = ∑e

n=0

∞

∑ (e )

ω 2 kT − ω kT n

= e− .

n=0

We observe the second sum here to be a geometric progression, which is easily summed:

∞

∑ ( e− ω kT ) = 1 − e1− ω kT .

n

n=0

Thus Z is given by

e − ω 2 kT

Z=

1 − e − ω kT

1

= ω 2 kT ω 2 kT

e − e−

which we identify to be

1 ω

Z = cosech ,

2 2kT

as required.

∂ ln Z

E = kT 2 .

∂T

Upon differentiation we find

∂ ln Z ω ω

= coth

∂T 2kT 2

2kT

so that

1 ω ω ω

E= ω coth = ω kT + .

2 2kT e −1 2

The high temperature expansion of this expression may be found using the expansion of the

hyperbolic cotangent:

1 x x3 2 x5

coth x = + − + +…,

x 3 45 945

giving

⎧⎪ 1 ω 1 ⎛ ω⎞

3

1 ⎛ ω⎞

5

⎫⎪

E = kT + ω ⎨ − ⎜ ⎟ + ⎜ ⎟ + … ⎬.

⎩⎪12 kT 720 ⎝ kT ⎠ 30240 ⎝ kT ⎠ ⎭⎪

The first term, kT, is the high-temperature equipartition contribution to the internal energy.

There follows a series in inverse powers of T. These give the corrections as the temperature gets

lower.

Answers 1.12

PH4211 Statistical Mechanics

1 In Section 2.1 we saw that the density of free-particle states for a three dimensional

volume V was shown to be

1 V

g (ε ) = 2 3(

2m ) ε 1 2 .

32

4π

This followed from counting the number of states in the octant of radius

R = nx2 + n y2 + nz2 .

By similar arguments show that in two dimensions, by counting the number of states

in the quadrant of radius

R = nx2 + n y2 ,

the density of states is given by

mA

g (ε ) =

2π 2

where A is the area. Note in two dimensions the density of states is independent of

energy.

12

L ⎛ m ⎞ −1 2

g (ε ) = ε .

π ⎜⎝ 2 ⎟⎠

In the two-dimensional case the energy states may be specified (similar to Eq. 2.2) by

π2 2

ε=

2mA

(n 2

x + n y2 ) ,

π2 2

ε= R2

2mA

where R = n + n .

2 2

x

2

y

Now the number of states of energy up to ε, denoted by N(ε), is given by the number

of points in the quadrant up to ε(R). (A quadrant is used since n x and n y are restricted

B B B B

to being positive). And the number of points in the quadrant is approximately equal

to the area of the quadrant:

1

N (ε ) = π R 2 .

4

But since

12

⎛ 2mA ⎞

R = ⎜ 2 2 ⎟ ε1 2 ,

⎝π ⎠

we then obtain

Answers 2-1

1 2mA

N (ε ) = π 2 2 ε

4 π

1 mA

= ε.

2π 2

Recall that the density of states g(ε) is defined by saying that the number of states

with energy between ε and ε + dε is g(ε). In other words

g ( ε ) dε = N ( ε + dε ) − N ( ε )

or, simply

dN ( ε )

g (ε ) = .

dε

So differentiating N(ε) we obtain, in two dimensions

mA

g (ε ) =

2π 2

which is the required expression for the density of states. And indeed we observe this

is a constant, independent of energy.

In the one-dimensional case the energy states are specified (similar to Eq. 2.2) by

π2 2

ε= 2

nx2 ,

2mL

where L is the length. This may be written as

π2 2

ε= 2

R2

2mL

where here R = n .

2 2

x

Now the number of states of energy up to ε, denoted by N(ε), is given by the number

of points in the positive line up to ε(R). (The positive line is used since n x is restricted

B B

to being positive). And the number of points in the line is approximately equal to the

length of the line:

N (ε ) = R .

But since

12

⎛ 2mL2 ⎞ 1 2

R=⎜ 2 2 ⎟ ε ,

⎝π ⎠

we then obtain

12

⎛ 2mL2 ⎞ 1 2

N (ε ) = ⎜ 2 2 ⎟ ε

⎝π ⎠

L

( 2m ) ε 1 2 .

12

=

π

Recall that the density of states g(ε) is defined by saying that the number of states

with energy between ε and ε + dε is g(ε). In other words

g ( ε ) dε = N ( ε + dε ) − N ( ε )

or, simply

Answers 2-2

dN ( ε )

g (ε ) = .

dε

So differentiating N(ε) we obtain, in one dimension

12

L ⎛m⎞

g (ε ) = ⎜ ⎟ ε

−1 2

π ⎝2⎠

which is the required expression for the density of states.

2 In Sections 2.3.1 and 2.3.2 the ideal gas partition function was calculated quantum-

mechanically and classically. Although the calculations were quite different, they both

resulted in (different) Gaussian integrals. By writing the Gaussian integral of the

classical case as

∞ ∞ ∞

(

− x2 + y 2 + z 2 )

∫ dx ∫ dy ∫ dz e

−∞ −∞ −∞

and transforming to spherical polar coordinates, you can perform the integration over

θ and ϕ trivially. Show that the remaining integral can be reduced to that of the

quantum case.

x = r sin θ cos ϕ

y = r sin θ sin ϕ

z = r cos θ

then the volume element is given by

dv = dx dy dz = r 2 sin θ dr dθ dϕ .

So the Gaussian integral is given by

∞ ∞ ∞ 2π π ∞

(

− x2 + y2 + z2 )=

∫ dx ∫ dy ∫ dz e ∫ dϕ ∫ sin θ dθ ∫ r e dr .

2

2 −r

I=

−∞ −∞ −∞ 0 0 0

∞

I = 4π ∫ r 2 e − r dr .

2

∞

I = 2π ∫ x1 2 e − x dx

0

and this is the integral that appeared in the quantum calculation of the partition

function.

3

S = Nk ln V − Nk ln N + Nk ln T + Nks0

2

is often interpreted as indicating different contributions to the entropy: the volume

contribution is in the first term, the number contribution in the second term and the

temperature contribution in the third term. Show that such an identification is

fallacious, by demonstrating that the various contributions depend on the choice of

Answers 2-3

units adopted – even though the total sum is independent. Discuss the origin of the

fallacy.

⎡⎛ mkT ⎞3 2 V 5 2 ⎤

S = Nk ln ⎢⎜ 2 ⎟

e ⎥ .

⎣⎢⎝ 2π ⎠ N ⎦⎥

The argument of the logarithm is dimensionless. This may be checked explicitly, but

note that in terms of the thermal de Broglie wavelength Λ,

⎡ V ⎤

S = Nk ln ⎢ 3 e5 2 ⎥

⎣Λ N ⎦

so the argument is a volume divided by a volume – dimensionless.

5

S = Nk ln V − Nk ln N − Nk ln Λ 3 + Nk .

2

Now imagine that we decide to measure length in centimetres instead of meters. Then

the numerical value of the argument in lnV will increase by a factor of 10 6 . So the

P P

calculated value of lnV will increase by 6ln10 = 13.82…. So the size of the ‘volume

contribution’ to the entropy will change if the unit of volume is changed.

Of course the total entropy does not change. Clearly if the length unit is changed in

this way then the thermal de Broglie wavelength term will also change – and in just

such a way to cancel the change from the V term. Thus it makes no sense to identify

NklnV as the volume contribution to the entropy.

Another way of looking at this matter is to recognise that for any function that

contains different powers of its arguments (recall the power series for the logarithm),

the argument of the function should be dimensionless. If not, the analysis of

dimensions becomes senseless. Thus we conclude that it is acceptable to write S as

V 5

S = Nk ln 3 − Nk ln N + Nk ,

Λ 2

but any further decomposition gives non-unique apportionments of the different

contributions.

2π 2 N

εF =

αm A

where A is the area of the system.

At zero temperature, where the Fermi distribution becomes a step function, the

number of particles in the system may be expressed as

εF

N = α ∫ g ( ε ) dε

0

Answers 2-4

mA

g (ε ) = ,

2π 2

independent of energy, N is given by

α mA

N= εF

2π 2

so that

2π 2 N

εF = ,

αm A

as required.

expressed analytically as

µ = kT ln eε F kT − 1 { }

At finite temperatures the number of particles is given by

α mA ∞ dε

2 ∫ ( ε − µ ) kT

N=

2π 0 e +1

and since

2π 2 N

εF =

αm A

the integral for N may be expressed

∞

dε

εF = ∫ (ε − µ ) kT

.

0 e +1

We shall change variables to x = ( ε − µ ) kT so that

∞

dx

ε F = kT

− µ

∫ kT

e +1

x

.

∞

dx µ

∫ = + ln {1 + e − µ kT }

− µ kT

e + 1 kT

x

however this may be simplified by writing the argument of the logarithm differently

µ

kT

+ ln {1 + e − µ kT

} = kTµ + ln {e − µ kT

(e µ kT

+ 1) }

µ

= + ln e − µ kT + ln {e µ kT

+ 1}

kT

= ln {e µ kT + 1} .

Thus we conclude

ε F = kT ln {e µ kT + 1} .

And this may be rearranged to give the chemical potential as

µ = kT ln {eε F kT − 1} ,

as required.

Answers 2-5

6 Calculate the low temperature chemical potential of a two-dimensional gas of

fermions by the Sommerfeld expansion method of Section 2.4.3. Observe that the

temperature series expansion terminates. Compare this result with the exact result of

the previous question. Discuss the difference between the two results.

We start from the expression for the Fermi energy for a two-dimensional system,

following from the expression for the total number of particles:

∞

ε F = ∫ n ( ε ) dε .

0

This may be integrated by parts (the other factor of the integrand in this case is unity):

∞

ε F = − ∫ ε n′ ( ε ) dε .

0

ε = µ + (ε − µ )

so the Fermi energy is given by

∞ ∞

ε F = − µ ∫ n′ ( ε ) dε − ∫ ( ε − µ ) n′ ( ε ) dε

0 0

with no higher order terms. The first integral is –I 0 of Section 2.4.3 and the second

B B

integral is –kTI 1 . Now I 0 = 1, which may be shown quite simply. And within the

B B B B

approximation of the Sommerfeld expansion, that the lower limit of the integral be

extended to –∞, I 1 vanishes, as do all the odd-order terms. Thus the Sommerfeld

B B

µ = εF ;

the expansion terminates (rather early) and it completely misses the temperature

dependence of µ away from T = 0.

The previous Problem showed in 2d the chemical potential may be expressed exactly

µ = kT ln {eε F kT − 1} .

This can also be written as

µ = kT ln eε { (1 − e

F kT −ε F kT

)}

= εF + ln {1 − e } −ε F kT

which is more convenient at low temperatures. Then the logarithm term is the part

missed by the Sommerfeld series. And at low temperatures the exponential is small

and so the logarithm can be expanded in powers of this exponential

1 1 1

ln {1 − e −ε F kT } = −e−ε F kT − e− 2ε F kT − e −3ε F kT − e− 4ε F kT − …

2 3 4

so that

1 1 1

µ = ε F − e−ε F kT − e− 2ε F kT − e −3ε F kT − e − 4ε F kT − … .

2 3 4

It is the exponential terms that are missed by the Sommerfeld expansion.

Answers 2-6

7 The general formula for the Fermi integrals I n of Section 2.4.3 was quoted as

B B

∞

ex

In = ∫ x n dx

−∞ ( e + 1)

x 2

= ( 2 − 22− n ) ζ ( n ) n !

Derive this result. (You might find the discussion in Landau and Lifshitz, Statistical

Physics, helpful.)

8 Obtain the chemical potential µ, the internal energy E and the heat capacity C v for B B

system with general density of states g(ε) as in Section 2.4.4. I.e. show that these are

given in terms of the behaviour of the density of states at the Fermi surface.

9 Consider the Bose gas at low temperatures. You saw in Section 2.5.2 and 2.5.3 that

when the occupation of the ground state is appreciable then the chemical potential µ is

very small and it may be ignored, compared with ε in the integral for the number of

excited states.

Show that when the ground state occupation N 0 is appreciable then µ may be

B B

approximated by

µ ~ − kT N 0 .

Now consider the more stringent requirement that µ may be neglected in comparison

with ε in the integral for the number of excited states. This will be satisfied if µ is

much less than the energy ε 1 of the first excited state. The expression for ε 1 is

B B B B

π 2 2

ε1 ~ .

2mV 2 3

Where does this expression come from?

considering 1cm 3 of 4 He (molar volume 27cm 3 ) at a temperature of about 1K.

P P P P P P

⎧⎪ ⎛ T ⎞3 2 ⎫⎪

N 0 = N ⎨1 − ⎜ ⎟ ⎬

⎪⎩ ⎝ Tc ⎠ ⎭⎪

is then valid to temperatures below T c right up to within ∼ 10 −8 T c of the critical

B B P P B B

temperature.

P P P P

the liquid as an ideal gas of bosons, find the temperature at which Bose-Einstein

condensation will occur. How will this temperature change as the pressure on the fluid

is increased?

Answers 2-7

2 23

⎧N ⎫

Tc = 3.313

⎨ ⎬ .

mk ⎩ V ⎭

The ‘atomic mass’ of helium is 4. And one atomic mass unit weighs 1.66 × 10 –27 kg P P

P P P P P P

N 6.02 × 1023

=

V 27 × 10−6

= 2.23 × 1028

We need the 2/3 power of this:

23

⎛N⎞

⎜ ⎟ = 7.92 ×10 .

18

⎝V ⎠

Then, using the values for Planck’s constant and Boltzmann’s constant, we obtain

Tc = 3.313

(1.05 ×10 ) −34 2

× 7.92 × 1018

−27 −23

6.64 × 10 × 1.38 ×10

= 3.15 K.

The temperature at which Bose-Einstein condensation occurs is 3.15 K.

Since the formula for T c indicates that it increases with density, N/V, and since

B B

increasing the pressure will increase the density, it follows that increasing the pressure

will increase the Bose-Einstein condensation temperature.

pressure. Very approximately ∂Tc ∂p ~ −0.015 K bar −1 . How does this compare with

the behaviour predicted from the Bose-Einstein condensation?

2 23

⎧N ⎫

Tc = 3.313

⎨ ⎬ ;

mk ⎩ V ⎭

this predicts that T c will increase with pressure (density). So the observed reduction

B B

B B

12 Show that below the transition temperature the entropy of a Bose gas is given by

32

5 I3 2 ⎛ T ⎞

S = Nk ⎜ ⎟ .

3 I1 2 ⎝ Tc ⎠

Since the number of excited particles is given by

32

⎛T ⎞

N ex = N ⎜ ⎟ ,

⎝ Tc ⎠

show that the entropy per excited particle is given by

Answers 2-8

S 5 I3 2

= k ≈ 1.28k .

N ex 3 I1 2

Discuss the connection between this result and the two fluid model of superfluid 4 He.

P P

The entropy is most conveniently found from the heat capacity C V . Since

B B

∂S

CV = T

∂T v

it follows that

CV

S=∫ dT .

T

And since the heat capacity is given from Eq. 2.54 as

32

5 I3 2 ⎛ T ⎞

CV = Nk ⎜ ⎟ ,

2 I 5 2 ⎝ Tc ⎠

upon integration we find

32

5 I3 2 ⎛ T ⎞

S = Nk ⎜ ⎟

3 I1 2 ⎝ Tc ⎠

as required.

Now the number of particles out of the ground state, the number of excited particles,

is

32

⎛T ⎞

N ex = N ⎜ ⎟ ,

⎝ Tc ⎠

so dividing the total entropy we obtain the entropy per excited particle as

S 5 I3 2

= k ≈ 1.28k .

N ex 3 I1 2

This indicates that the entropy per excited particle is a constant, independent of

temperature. Now the two fluid model argues that the system is comprised of two

interpenetrating fluids – the ‘normal’ component and the ‘superfluid’ component. And

it asserts that the superfluid component carries no entropy. Here we see that the

entropy may indeed all be associated with the ‘normal’ or excited component, each

excited particle carrying the same ‘unit’ of entropy.

13 Show that the Bose-Einstein transition temperature of a gas of bosons and the

Fermi temperature for a gas of ‘similar’ fermions are of comparable magnitude.

Discuss why this should be.

23

2π 2 ⎧ N ⎫

Tc = ⎨ ⎬

mk ⎩ 2.612V ⎭

2 23

⎧N ⎫

= 3.313 ⎨ ⎬ .

mk ⎩ V ⎭

Answers 2-9

The Fermi temperature of a gas of spin ½ fermions (α = 2), ε F k , is given by

23

2

⎧ 6π 2 N ⎫

TF = ⎨ ⎬

2mk ⎩ 2 V ⎭

2 23

⎧N ⎫

= 4.785 ⎨ ⎬ .

mk ⎩ V ⎭

Thus the Bose condensation temperature and the Fermi temperature are very similar.

They certainly depend on all the system variables in the same way and the the Fermi

temperature of a gas of spin ½ fermions is approximately 1.4 times the Bose-Einstein

transition temperature for a gas of spin 0 bosons.

The reason they are similar is because both temperatures are characterised by the

thermal deBroglie wavelength for the particles becoming comparable with the inter-

particle spacing. This is the condition for quantum effects to become important.

distinguishable magnetic moments. If we were to consider a (classical) gas of

indistinguishable magnetic moments, how would the partition function be modified?

What would the observable consequences of this modification?

kinetic energy. However if we neglect this then the only modification to the partition

function would be the inclusion of the N! term for indistinguishability. Then we

would have

{2 cosh ε kT }

N

Z=

N!

and since F = − kT ln Z the free energy is

F = − NkT ln {2 cosh ε kT } + NkT ln N − NkT .

The first term is the free energy calculated for the distinguishable solid case and the

second and third terms are the corrections for indistinguishability.

∂F ∂F

M =− and S = − .

∂B ∂T

This means that while the magnetisation of the system will be the same as that of the

distinguishable system, there will be extra contributions to the entropy (and thus to the

heat capacity etc.).

15 Show, using arguments similar to those in Section 2.1.3, that the energy levels of

an ultra-relativistic or a massless particle with energy-momentum relation E = cp are

given by

cπ

ε = 1 3 ( nx2 + n y2 + nz2 ) .

12

V

Hence show that the pressure of a gas of such particles is one third of the (internal)

energy density.

Answers 2-10

16 Evaluate the Fermi temperature for liquid 3 He, assuming it to be a Fermi “gas”. Its

P P

P P B B

23

2

⎧ 6π 2 N ⎫

TF = ⎨ ⎬

2mk ⎩ 2 V ⎭

2 23

⎧N ⎫

= 4.785 ⎨ ⎬ .

mk ⎩ V ⎭

The ‘atomic mass’ of 3 He is 3. And one atomic mass unit weighs 1.66 × 10 –27 kg so a

P P P P

P P P P P P

N 6.02 ×1023

=

V 36 ×10−6

= 1.67 ×1028

so that

23

⎛N⎞

⎜ ⎟ = 6.53 ×10 .

18

⎝V ⎠

Then, using the values for Planck’s constant and Boltzmann’s constant, we obtain

TF = 4.785 ×

(1.05 ×10 ) −34 2

× 6.53 × 1018

−27 −23

4.98 × 10 × 1.38 × 10

= 5.01 K.

Thus the Fermi temperature is calculated as 5.01 K.

17 In Problem 2.1 we found the expression for the energy density of states g(ε) for a

gas of fermions confined to two dimensions and we saw that it was independent of

energy. What surface density of electrons is necessary in order that T F = 100 mK? B B

Show that, for a given area, the low temperature heat capacity is linear in T and

independent of the number of electrons.

At zero temperature, where the Fermi distribution becomes a step function, the

number of particles in the system may be expressed as

εF

N = α ∫ g ( ε ) dε

0

mA

g (ε ) = ,

2π 2

independent of energy, N is given by

α mA

N= εF

2π 2

Answers 2-11

so that

2π 2 N

εF = ,

αm A

and the Fermi temperature TF = ε F k is

2π 2 N

TF = .

α mk A

The areal density corresponding to a given Fermi temperature is

N α mkTF

= .

A 2π 2

For electrons we have α = 2, m = 9.11×10 –31 kg, so for a Fermi temperature of 0.1 K

P P

we have

N 2 × 9.11× 10−31 × 1.38 ×10−23 × 0.1

=

2π × (1.06 × 10−34 )

2

A

= 3.56 ×1013.

So the number density is 3.56×10 13 electrons per square meter.

P P

The simple treatment of the next part is to use the argument that at low temperatures

only a fraction T/T F of the electrons will be excited so that the internal energy is

B B

essentially this fraction of the classical (equipartition) internal energy NkT in two

dimensions. Thus

T2

E ~ Nk

TF

and so, upon differentiation,

T

CV ~ Nk .

TF

Thus in the low-temperature limit the heat capacity is linear in T, as in the 3-d case.

The point here is that in 2-d the Fermi temperature is proportional to N (over A) so

this N cancels with that in the expression for C V , making the heat capacity

B B

independent of N:

2π 2 N

TF =

α mk A

so that

T

CV ~ Nk

TF

α mk 2 A

~ T

2π 2

and thus we see that the low-temperature heat capacity of a 2-d electron gas is

independent of the number of electrons.

A better treatment of the low-temperature heat capacity would use the Sommerfeld

expansion. This gives the internal energy as

Answers 2-12

π2 kT 2

E = const + N

6 TF

and the heat capacity is then

π2 T

CV = Nk .

6 TF

This is the correct low temperature limiting behaviour, but as we saw in Problem 2.6,

the Sommerfeld method is incapable of treating the higher-order terms in 2-d.

Observe this result demonstrated that the previous approximation gives the correct

result to within a numerical correction factor. Then that argument about the N from

the Fermi temperature cancelling still applies and again we find that the heat capacity

will be independent of N.

18 Use the Sommerfeld expansion method of Section 2.4.3 to show that the Fermi-

Dirac distribution function may be approximated, at low temperatures, by

1 π2

~ Θ ( µ − ε ) − ( kT ) δ ′ ( ε − µ ) + …

2

(ε − µ ) kT

e +1 6

where Θ is the unit step function and δ ′ is the first derivative of the Dirac delta

function.

∞

ϕ (ε )

I =∫ (ε − µ ) kT

dε ,

0 e +1

where φ(ε) is an arbitrary function, are approximated by

( kT )

n

∞

d nψ

I = ∑ In .

n=0 n ! dε n ε =µ

ψ ( ε ) = ∫ ϕ ( ε ) dε .

We have the expression for the Sommerfeld expansion as

ϕ (ε ) ( kT )

∞ n

∞

d nψ

∫ e( ε − µ ) kT

dε = ∑ I n

0 +1 n=0 n ! dε n ε =µ

ϕ (ε ) ( kT ) dϕ ( kT ) ( kT )

∞ µ 2 4 n

d 3ϕ d n −1ϕ

∫ e(ε −µ ) kT + 1 ∫

dε = ϕ ( ε ) dε + I2 + I4 3 + … + I n n −1 + … .

0 0

2 dε 4! dε n! dε

The right hand side could be written as

( kT )

∞ 2 ∞

∫ Θ ( µ − ε ) ϕ (ε ) dε +

0

2

I 2 ∫ δ ′ ( ε − µ )ϕ ( ε ) dε +

0

( kT ) ( kT )

4 ∞ n ∞

I 4 ∫ δ ′′′ ( ε − µ )ϕ ( ε ) dε + … + In ∫ δ ( (ε − µ )ϕ (ε ) dε + …

n −1)

+

4! 0

n! 0

Answers 2-13

where Θ is the step function and δ (n) is the nth derivative of the delta function. Then

P P

since this result holds for arbitrary functions φ(ε) we can equate the insides of the

integral to give

( kT ) ( kT )

2 4

1

= Θ(µ −ε ) + I 2δ ′ ( ε − µ ) + I 4δ ′′′ ( ε − µ ) + … +

e(

ε − µ ) kT

+1 2 4!

( kT )

n

+ (ε − µ ) + …

I nδ (

n −1)

n!

If we substitute for the values of I n in the first few terms we obtain

B B

1 π2 7π 4

= Θ(µ −ε ) + ( kT ) δ (ε − µ ) + ( kT ) δ ′′′ (ε − µ ) + … ,

2 4

( ε − µ ) kT

′

e +1 6 360

as required. And the general term of the expansion is given by

In

( kT ) δ ( n−1) (ε − µ ) = ( 2 − 22−n ) ζ ( n )( kT ) δ ( n−1) ( ε − µ ) .

n n

n!

Observe that the first term of the expansion, the step function, is the zero-temperature

distribution function. The higher order terms give the finite-temperature corrections to

this.

Answers 2-14

PH4211 Statistical Mechanics

1 Show that the Joule-Kelvin coefficient is zero for an ideal gas.

⎧⎪ ∂V

1 ⎫⎪

µJ = ⎨T −V ⎬ .

⎩⎪ ∂T p

cp ⎭⎪

For an ideal gas we have pV = NkT, so upon differentiating:

∂V Nk

=

∂T p p

so that

1 ⎧ Nk ⎫

µJ = ⎨T −V ⎬ .

cp ⎩ p ⎭

And since pV = NkT, the bracket is zero. Thus the Joule-Kelvin coefficient is zero.

2 Derive the second virial coefficient expression for the Joule-Kelvin coefficient

µJ =

2T dB2 T RS b g

− 2

B Tb g UV

5k dT T T W

and find the inversion temperature for the square well potential gas.

In the limit of small B 2 (T) we have the equivalent expression for the virial expansion

B B

NkT

V= + NB2 (T ) .

p

And we have

1 ⎧⎪ ∂V ⎫⎪

µJ = ⎨T −V ⎬ .

c p ⎪⎩ ∂T p ⎭⎪

So differentiating the expression for V gives

∂V Nk dB (T )

= +N 2 .

∂T p p dT

We substitute this into the expression for µ J to give

B B

NT ⎧ dB2 (T ) B2 (T ) ⎫

µJ = ⎨ − ⎬.

c p ⎩ dT T ⎭

Now for an ideal gas the thermal capacity at constant volume is given by

5

c p = Nk

2

and we adopt this as an acceptable approximation in this weakly interacting case. We

then obtain the result

Answers 3-1

2T ⎧ dB2 (T ) B2 (T ) ⎫

µJ = ⎨ − ⎬.

5k ⎩ d T T ⎭

The second virial coefficient for the square well gas is given by

2

{

B2 (T ) = πσ 3 1 − ( R 3 − 1)( eε kT − 1) .

3

}

To find the inversion temperature we require to solve the equation

dB2 (T ) B2 (T )

− =0

dT T

for T. Now using the square-well expression for B will result in an insoluble

equation. A numerical solution can be found if R is specified, or an approximate

solution may be found. We shall look for a solution for the inversion temperature in

the (realistic) limiting case where there is a long-range, but weak interaction. In other

words we are considering the case where R is large and ε is small. When R is very

much greater than unity then B may be approximated by

2

{

B2 (T ) = πσ 3 1 − R 3 ( eε kT − 1)

3

}

and if ε is small then we may expand the exponential so that

2 ⎧ R 3ε ⎫

B2 (T ) = πσ 3 ⎨1 − ⎬.

3 ⎩ kT ⎭

This expansion is valid for temperatures T much greater than ε/k. This will be justified

a posteriori.

This expression for B 2 (T) is actually equivalent to that obtained for the van der Waals

B B

a

B2 (T ) = b − .

kT

We can then quote the result (derived in the next Problem)

2a

TI =

bk

2

= R 3ε .

k

This satisfies the requirement on the expansion of the exponential, that kT >> ε since

R is assumed to be large.

a 2a

3 For the van der Waals gas show that TB = and TI = .

bk bk

We obtained the second virial coefficient for the van der Waals gas to be

a

B2 (T ) = b − .

kT

The Boyle temperature is that for which B 2 (T) = 0. So solving the above expression

B B

Answers 3-2

a

TB = .

bk

The inversion temperature is that for which

dB2 (T ) B2 (T )

− =0.

dT T

Now differentiating B 2 (T) gives

B B

dB2 (T ) a

= 2

dT kT

so that we now require to solve

a b a

2

= − 2.

kT T kT

This has solution

2a

TI = .

bk

4 Show that for a van der Waals fluid the critical parameters are given by

a 8a

Vc = 3 Nb, pc = 2

, kTc = . Express these critical quantities in terms of the

27b 27b

microscopic interaction (Lennard-Jones) parameters ε and σ.

⎛ N2 ⎞

⎜ p + a ⎟ (V − Nb ) = NkT

⎝ V2 ⎠

and this can be rearranged to give

NkT N2

p= −a 2 .

(V − Nb ) V

Then differentiating this gives

∂p 2aN 2 NkT

= − =0

∂V (V − Nb )

3 2

V

∂2 p 2 NkT 6aN 2

= − 4 =0.

∂V 2 (V − Nb )3 V

Solve the simultaneous equations to give T c and V c : kTc = 8a 27b, Vc = 3 Nb and then

B B B B

2

In the mean field discussion the repulsive and the attractive parts of the inter-particle

interaction were treated separately. Within the spirit of this let us consider how the

two parameters of the van der Waals equation might be related to the two parameters

of the Lennard-Jones inter-particle interaction potential. The repulsion is strong;

particles are correlated when they are very close together. We accounted for this by

saying that there is zero probability of two particles being closer together than σ.

Then, as in the hard core discussion of Section 3.2.1, the region of co-ordinate space

is excluded, and the form of the potential in the excluded region (U(r) very large)

does not enter the discussion. Thus just as in the discussion of the hard core model,

the excluded volume will be

Answers 3-3

2

Vex = Nπσ 3 ,

3

one half of the total hard core volume.

The attractive part of the potential is weak. Here there is very little correlation

between the positions of the particles; we therefore treat their distribution as

approximately uniform. The mean interaction for a single pair of particles E1 is then

∞

1

E1 = ∫ 4π r 2U ( r ) dr

Vσ

1

∞

⎧⎪⎛ σ ⎞12 ⎛ σ ⎞6 ⎫⎪ 8πσ 3

= ∫ 4π r 4ε ⎨⎜ ⎟ − ⎜ ⎟ ⎬ dr = −

2

ε.

Vσ ⎩⎪⎝ r ⎠ ⎝ r ⎠ ⎭⎪ 3V

Now there are N(N – 1)/2 pairs, each interacting through U(r), so neglecting the 1, the

total mean energy per particle is

E = E1 N 2

4πσ 3 N

ε. =−

3 V

In the van der Waals equation it is the derivative of this quantity we require. Thus we

find

2

d E 4 3⎛ N ⎞

N = πσ ⎜ ⎟ ε .

dV 3 ⎝V ⎠

These results give the correct assumed N and V dependence of the parameters used in

the previous section. So finally we identify the van der Waals parameters a and b as

4

a = πσ 3ε

3

2

b = πσ 3 .

3

5 Show that, for a van der Waals fluid, the combination of critical parameters

p c V c /NkT c takes the universal value 3/8.

B B B B B B

The critical parameters for the van der Waals equation are given by

a 8a

Vc = 3 Nb, pc = 2

, kTc = .

27b 27b

Then p c V c /NkT c is given by

B B B B B B

pcVc a 1 27b

= 2

3 Nb

NkTc 27b N 8a

= 3 8.

6 Show that for the Dieterici fluid the critical parameters are given by

a a

Vc = 2 Nb, pc = 2 2 , kTc = , and the universal combination p c V c /NkT c has the

4b e 4b

B B B B B B

Answers 3-4

The Dieterici equation of state is

Na

−

p (V − Nb ) = NkTe kTV

Na

−

NkTe kTV

p= .

V − Nb

Then differentiating this gives

Na

−

∂p

2 {

aN (V − Nb ) − kTV 2 }

Ne kTV

= 2

∂V V (V − Nb )

and

Na

−

∂2 p

∂V 2

=

Ne kTV

kTV (V − Nb )

4 3 {

2k 2T 2V 4 + N 2 a 2 (V − Nb ) − 2 NakTV ( N 2b 2 − 3 NbV + 2V 2 ) .

2

}

For the critical point, these must be set equal to zero and the equations solved to give

T c and V c . Solution of the equations thus gives

B B B B

a

kTc = , Vc = 2 Nb

4b

and we then substitute these into the equation of state to give:

a

pc = 2 2 .

4b e

Using these values for the critical parameters we than find p c V c /NkT c is given byB B B B B B

pcVc a 1 4b

= 2 2 2 Nb

NkTc 4b e N a

= 2 e 2 ≈ 0.271.

7 Show that the partition function for an interacting gas may be expressed as

− ∑U ( qi ,q j ) kT

1

Z = Z id N ∫ e i< j d3N q

V

where Z id is the partition function for a non-interacting gas. In terms of this

B B

expression explain why the partition function of a hard sphere gas might be

approximated by

⎛ V − Nb ⎞

N

Z = Z id ⎜ ⎟ .

⎝ V ⎠

⎛ 2 ⎞

−⎜ ∑ i + ∑U ( qi , q j ) ⎟ kT

p

1 ⎜ i 2 m i< j ⎟

3N ∫

Z= e ⎝ ⎠

d 3 Np d 3 Nq .

N !h

This may be factorised, separating the p and q integrations:

Answers 3-5

⎛ ⎛ ⎞

pi2 ⎞

1 −⎜ ∑

⎜

⎟

⎟

kT ∑ (

− ⎜ U qi , q j

⎜ i< j

) ⎟⎟ kT

3N ∫

Z= e ⎝ i 2m ⎠

d p ∫e

3N ⎝ ⎠

d 3 Np d 3 Nq .

N !h

But the ideal gas partition function is

pi2

−∑

VN

3N ∫

2 mkT 3 N

Z id = e i

d p,

N !h

so that Z may then be written as

− ∑U ( qi , q j ) kT

1

N ∫

Z = Z id e i< j

d3 N q .

V

If the interaction energy U(q i , q j ) were zero, then the integral would become V N as

B B B B P P

one is simply integrating (unity) over the 3N dimensional space. Now for the hard

sphere interaction the integrand is unity so long as the particles do not approach closer

than the dimension σ. But if the particles did approach closer then the interaction

energy would be infinite and the integrand would be zero. So when the q integrals are

performed over all space the effect of this interaction appears simply to remove the

hard core volume. And in this way the integral would be (V − Nb ) so that the

N

⎛ V − Nb ⎞

N

Z = Z id ⎜ ⎟ .

⎝ V ⎠

8 Show that the approximate partition function for the hard sphere gas in the previous

question leads to the equation of state p (V − Nb ) = NkT . This is sometimes called

the Clausius equation of state. Give a physical interpretation of this equation.

B4 (T ) = b3 , etc. These virial coefficients are independent of temperature. Discuss

whether this is a fundamental property of the hard sphere gas, or whether it is simply

a consequence of the approximated partition function.

To find the equation of state we must differentiate kTlnZ with respect to volume. Now

the logarithm of approximate partition is

ln Z = ln Z id + N ln (V − Nb ) − N ln V .

For the ideal gas partition function we have

⎡⎛ mkT ⎞3 2 Ve ⎤

ln Z id = N ln ⎢⎜ 2 ⎟ ⎥,

⎢⎣⎝ 2π ⎠ N ⎥⎦

which may be written as

ln Z id = N ln V + terms independent of V .

Then

ln Z = N ln (V − Nb ) + terms independent of V

as the NlnV terms cancel. We then have for the pressure

Answers 3-6

∂ ln Z NkT

p = kT = ,

∂V T ,N V − Nb

so that

p (V − Nb ) = NkT

as required.

The physical interpretation of this is as an the equation of state for an ideal gas, but

with a reduced volume available, because of the finite volume of the (otherwise non-

interacting) particles.

In order to find the virial coefficients we must expand p/kT in powers of N/V. Now

p N

= .

kT V − Nb

(Observe that the right hand side is independent of temperature, so we know that the

virial coefficients will be temperature-independent before we start.)

We write p/kT as

−1

p N⎛ N⎞

= ⎜1 − b ⎟

kT V ⎝ V ⎠

and this is then expanded as

p N⎛ ⎞

2 3

N 2⎛ N ⎞ 3⎛ N ⎞

= ⎜1 + b + b ⎜ ⎟ + b ⎜ ⎟ + … ⎟ .

kT V ⎜⎝ V ⎝V ⎠ ⎝V ⎠ ⎟

⎠

From this we identify directly

B2 (T ) = b, B3 (T ) = b 2 , B4 (T ) = b3 , etc .

The argument about excluded volume in obtaining the partition function for the hard

sphere gas is an approximation. In reality imposing the boundary condition

qi − q j > σ for all i and j is more complex. However, by examining the structure of

the configuration integral

⎛ ⎞

−⎜ ∑U ( qi , q j ) ⎟ kT

1 ⎜ ⎟

QN = N ∫ e ⎝ i< j ⎠

d3N q

V

we note that the exponent is independent of temperature since U/kT is either zero or

infinite. Thus Q N is independent of temperature and from this it follows that the virial

B B

for the hard sphere gas will be temperature-independent, irrespective of any

approximations made.

⎡A full calculation of the virial coefficients of the hard sphere gas gives

B2 (T ) = b, B3 (T ) = 85 b 2 , B4 (T ) = 0.29b3

where b = 2πσ 3 3 . So the precise values of the virial coefficients are not quite those

predicted from the approximated Claussius equation of state. ⎦

Answers 3-7

9 For a general interatomic interaction potential U(r) we may define an effective hard

core dimension d by U(d) = kT. What is the significance of this definition? Show

that for the Lennard-Jones potential of Section 3.2.4, d is given by

16

⎧⎪ 2 ⎫⎪

d =σ ⎨ ⎬ .

⎪⎩1 + 1 + kT ε ⎭⎪

Plot this to demonstrate that d is a very slowly varying function of temperature.

show that at low temperatures

⎛ 1 kT 19 ⎛ kT ⎞

2

⎞

d ~ σ ⎜1 − + − … ⎟ .

⎜ 24 ε 1152 ⎜⎝ ε ⎟⎠ ⎟

⎝ ⎠

So how high must the temperature be so that d differs appreciably from its zero

temperature value?

How does d vary for the hard core and the square well potentials of Sections 3.2.2 and

3.2.3?

With d defined by U(d) = kT, this corresponds to the distance of closest approach of

particles with kinetic energy kT. So from equipartition, this is essentially the mean

distance of closest approach of particles of a gas at the temperature T.

⎪⎧⎛ σ ⎞ ⎛ σ ⎞ ⎪⎫

12 6

4ε ⎨⎜ ⎟ − ⎜ ⎟ ⎬ = kT .

⎪⎩⎝ d ⎠ ⎝ d ⎠ ⎪⎭

This may be solved for d by setting x = (σ d ) . Then x satisfies

6

x 2 − x − kT 4ε = 0 ,

which has solution

1 ± 1 + kT ε

x= .

2

We must keep the positive square root since this gives a positive value for x. Then we

find that

16

⎧⎪ 2 ⎫⎪

d =σ ⎨ ⎬

⎪⎩1 + 1 + kT ε ⎭⎪

as required. This is plotted below.

dês

kT

ÅÅÅÅÅÅ ÅÅ

20 40 60 80 100 e

0.95

0.9

0.85

0.8

0.75

Answers 3-8

The figure shows that d varies quite slowly, particularly at high temperatures.

⎛ 1 kT 19 ⎛ kT ⎞

2

⎞

d ~ σ ⎜1 − + ⎜ ⎟ −…⎟

⎜ 24 ε 1152 ⎝ ε ⎠ ⎟

⎝ ⎠

so that T must be many times greater than ε/k for d to differ appreciably from its zero

temperature value of σ.

For both the hard core and the square well potentials the effective hard core

dimension d is a constant, equal to the actual the hard core dimension σ, independent

of temperature.

10 The one dimensional analogue of the hard sphere gas is an assembly of rods

constrained to move along a line (the Tonks model). For such a gas of N rods of

length l confined to a line of length L, evaluate the configuration integral Q N . Show B B

f ( L − Nl ) = NkT

where f is the force, the one dimensional analogue of pressure.

Comment on the similarities and the differences from the hard sphere equation of

state mentioned in Problem 3.8 (Clausius equation) and the van der Waals equation of

state.

⎛ ⎞

− ⎜ ∑U ( xi , x j ) ⎟ kT

1 ⎜ ⎟

QN = N ∫ e ⎝ i< j ⎠

dx1dx2 … dxN .

L

This may be simplified through the change of variables X i = x i – x i–1 . This gives

B B B B B B

⎛ ⎞

1 −⎜

⎜ ∑ U ( X i ) ⎟ kT

⎟

N ∫

QN = ⎝

e i ⎠

dX 1dX 2 … dX N

L

with an appropriate choice of boundary conditions (cyclic boundary conditions). But

in this form the integrals over the different variables are independent; the exponential,

and thus the integral, can be factorised. And since the integral over each X will be the

same, we obtain

N

⎛1 ⎞

QN = ⎜ ∫ e −U ( X ) kT dX ⎟

⎝L ⎠

When X > l we have U = 0 so that the exponential is unity. And when X < l then U is

infinite so that the exponential is zero. So in this case the excluded volume argument

holds true and

−U ( X ) kT

∫e dX = L − Nl

so that

⎛ L − Nl ⎞

N

QN = ⎜ ⎟ .

⎝ L ⎠

Answers 3-9

The partition function for the ideal one-dimensional gas is

N

1 ⎛L⎞

Z id = ⎜ ⎟

N !⎝ Λ ⎠

Then using the calculated configuration integral the partition function is

1 ⎛ L − Nl ⎞

N

Z= ⎜ ⎟ .

N !⎝ Λ ⎠

The logarithm of Z is

ln Z = N ln ( L − Nl ) + terms independent of L .

The force in the one dimensional gas is given by

∂ ln Z

f = kT

∂L T ,N

NkT

f =

L − Nl

or

f ( L − Nl ) = NkT .

This is the 1d analogue of the Clausius equation of state for the hard sphere gas in 3d.

However this is an exact equation of state; the Clausius equation is an approximation.

The van der Waals equation is similar. But in that case the long-distance attractive

interactions also are taken into account by modifying the pressure.

11 Compare the square well and the van der Waals expressions for the second virial

coefficient. Show that they become equivalent when the range of the square well

potential tends to infinity while its depth tends to zero.

2

{

B2sq (T ) = πσ 3 1 − ( R 3 − 1)( eε

3

kT

}

− 1) ,

a

B2VW (T ) = b − .

kT

When ε is small the exponential of the square well second virial coefficient can be

expanded:

2 ⎧⎪ ⎛ ε 1 ⎛ ε ⎞2 ⎞ ⎫⎪

B2sq (T ) ≈ πσ 3 ⎨1 − ( R 3 − 1) ⎜ + ⎜ ⎟ + …⎟⎬

3 ⎜ kT 2 ⎝ kT ⎠ ⎟

⎪⎩ ⎝ ⎠ ⎭⎪

at the same time the range of the well become large so that the 1 may be neglected in

comparison with the R 3 . Then

P P

2 ⎧⎪ ⎛ ε 1 ⎛ ε ⎞2 ⎞ ⎫⎪

B2 (T ) ≈ πσ 3 ⎨1 − R 3 ⎜ + ⎜ ⎟ + … ⎟⎬ .

3 ⎜ kT 2 ⎝ kT ⎠ ⎟

⎩⎪ ⎝ ⎠ ⎭⎪

In the limit that ε → 0, R → ∞, while R 3 σ remains finite this then becomes

P P

Answers 3-10

2 ⎧ ε ⎫

B2 (T ) ≈ πσ 3 ⎨1 − R 3 ⎬.

3 ⎩ kT ⎭

And this has the form of the square well second virial coefficient, where

2 2

b = πσ 3 , a = πσ 3 R 3ε .

3 3

Thus we have shown that the second virial coefficient of van der Waals equation of

state is equivalent to that arising from the square well interaction in the limit of a

long-range but weak attraction.

Answers 3-11

PH4211 Statistical Mechanics

1 Obtain an expression for the Helmholtz free energy for the Weiss model in zero

b g

external magnetic field, in terms of the magnetisation. Plot F M for T > TC ,

T = TC and T < TC .

F = E − TS .

The internal energy is given by

E = − ∫ B.dM .

The magnetic field, in the Weiss model, is the sum of the applied field and the local

(mean) field

B = B0 + b .

We shall write the local field in terms of the critical temperature:

Nk

b = 2 Tc M .

M0

Integrating up the internal energy we obtain

2

NkTc ⎛ M ⎞

E = − B0 M − ⎜ ⎟ .

2 ⎝ M0 ⎠

For the present we will consider the case where there is no external applied field.

Then B0 = 0 , and in terms of the reduced magnetisation m = M M 0 (the order

parameter) the internal energy is

NkTc 2

E=− m .

2

Now we turn to the entropy. This is most easily obtained from the definition

S = − Nk ∑ p j ln p j

j

where p j are the probabilities of the single-particle states. It is simplest to treat spin

B B

one half, which is appropriate for electrons. Then there are two states to sum over:

S = − Nk ⎡⎣ p↑ ln p↑ + p↓ ln p↓ ⎤⎦ .

Now these probabilities are simply expressed in terms of m, the fractional

magnetisation

1+ m 1− m

p↑ = and p↓ =

2 2

so that the entropy becomes

Nk

S= ⎡ 2ln 2 − (1 + m ) ln (1 + m ) − (1 − m ) ln (1 − m ) ⎤⎦ .

2 ⎣

We now assemble the free energy F = E − TS , to obtain

Answers 4-1

Nk

F =−

2

{

Tc m 2 + T ⎡⎣ 2ln 2 − (1 + m ) ln (1 + m ) − (1 − m ) ln (1 − m ) ⎤⎦ . }

This is plotted for temperatures less than, equal to and greater than the critical

temperature.

Landau

free F T/Tc = 1.2 T /T c = 1

energy

T/Tc = 0.8

m

−1

−0.5

0.5 1

The occurrence of the ferromagnetic phase transition can be seen quite clearly from

this figure. For temperatures above T c we see there is a single minimum in the Landau

B B

free energy at m = 0, while for temperatures below T c there are two minima either

B B

side of the origin. The symmetry changes precisely at T c . There the free energy has

B B

flattened, meaning that m may make excursions around m = 0 with negligible cost of

free energy – hence the large fluctuations at the critical point.

2 Show that F =

Nk RSb gT

T − TC m2 + C m4 +

UV

for the Weiss model ferromagnet in

2 T 6 W

the limit of small m. Explain the appearance of T C in the m 4 term.

B B P P

Nk

F =−

2

{

Tc m 2 + T ⎡⎣ 2 ln 2 − (1 + m ) ln (1 + m ) − (1 − m ) ln (1 − m ) ⎤⎦ . }

In order to expand this in powers of m we must expand the logarithms:

m 2 m3 m 4

log (1 ± m ) = ± m − ± − ±….

2 3 4

By expanding and collecting terms we obtain

Nk ⎧ T 4 T 6 ⎫

F= ⎨−2T ln 2 + (T − TC ) m + m + m + …⎬ .

2

2 ⎩ 6 15 ⎭

In the vicinity of the critical point the first term may be approximated by 2T C ln2; this B B

is a constant and so it may be ignored. By a similar argument the T in the m 4 and the P P

P P B B

Answers 4-2

Nk ⎧ TC 4 ⎫

F= ⎨(T − TC ) m + m + …⎬

2

2 ⎩ 6 ⎭

as required.

B B

model. Show that d 2 F dϕ 2 < 0 below T c and d 2 F dϕ 2 > 0 above T c at the single

B B B B

F = F2ϕ 2 + F4ϕ 4

so that its second derivative is

d2 F

= 2 F2 + 12 F4ϕ 2 .

dϕ 2

For the two roots ϕ = ± − F2 2 F4 below the transition

ϕ 2 = − F2 2 F4

so that

d2 F F

= 2 F2 + 12 F4 2

dϕ 2

2 F4

= −4 F2 .

Now F 2 is negative for temperatures below the transition:

B B

F2 = a (T − TC ) ,

so we see that below the transition the second derivative of F is positive for the two

roots ϕ = ± − F2 2 F4 .

d2 F

= 2 F2 .

dϕ 2

And since F 2 is negative then the second derivative is negative for the root at ϕ = 0 .

B B

From this we conclude that below the critical temperature the roots ϕ = ± − F2 2 F4

are minima while the root at ϕ = 0 is a maximum.

d2 F

= 2 F2

dϕ 2

but now F 2 is positive. So above the critical point the single root at ϕ = 0 is a

B B

minimum.

4 In the Landau theory of second order transitions calculate the behaviour of the

bg

order parameter below the critical point, ϕ T , when the sixth order term in the free

Answers 4-3

energy expansion is not discarded. What influence does this term have on the critical

exponent β ? Comment on this.

F = F2ϕ 2 + F4ϕ 4 + F6ϕ 6 .

The equilibrium state is determined by minimising F: differentiate and set equal to

zero

dF

= 2 F2ϕ + 4 F4ϕ 3 + 6 F6ϕ 5 = 0 .

dϕ

One root of this equation is φ = 0. The other roots are roots of the equation

F2 + 2 F4ϕ 2 + 3F6ϕ 4 = 0 .

And these roots are

− F4 ± F42 − 3F2 F6

ϕ =

2

,

3F6

but we must take the positive square root since φ 2 must be positive – note that F 2 is

P P B B

− F4 + F42 − 3F2 F6

ϕ =± .

3F6

The singular behaviour arises from the temperature dependence of F 2 , which goes B B

F2 = a (T − Tc ) .

Then the (singular part of the) temperature variation of the order parameter is given

by

− F4 + F42 − 3a (T − Tc ) F6

ϕ =± .

3F6

To find the order parameter critical exponent we must expand φ in powers of F 2 or B B

T – Tc:

B B

F2 3F6 F 3 63F6 F5

ϕ= − + − 25 + − 2 9 +….

2 F4 8 2 F4 128 2 F4

(This expansion may be obtained using a symbolic algebra system such as

Mathematica or Maple, or it may be evaluated by hand as indicated below.) The

temperature dependence of the order parameter is then given by

a (T − Tc ) 3F6 a 3 (T − Tc ) a 5 (T − Tc )

3 5

63F6

ϕ= − + − + − +… .

2 F4 8 2 F45 128 2 F49

The first term gives the leading order singularity. We see that it gives the order

parameter critical exponent as β = ½. Observe that this leading order term is

independent of F 6 ; indeed the series is seen to be an expansion in powers of F 6 . So

B B B B

B B

⎡ In order to perform the power series expansion of φ by hand we write the inner

square root as

Answers 4-4

12

⎛ 3F F ⎞

F − 3F2 F6 = F4 ⎜ 1 − 2 2 6 ⎟

4

2

⎝ F4 ⎠

⎛ 3F F 9 F 2 F 2

= F4 ⎜ 1 − 2 26 − 2 4 6 + …

⎝ 2 F4 8 F4

2 2

3F F 9 F F

= F4 − 2 6 − 2 3 6 + …

2 F4 8 F4

The expression for φ is then

F2 3F22 F6 9 F23 F62

ϕ =± − − − −…

2 F4 8F43 16 F45

F2 3F F

=± − 1 + 2 26 + … .

2 F4 4 F4

In the case that F 6 is zero we have the familiar expression

B B

F

ϕ =± − 2

2 F4

a (T − Tc )

=±

2 F4

so we obtain the critical exponent β = ½ .

F 3F F

ϕ = ± − 2 1 + 2 26 +… . ,

2 F4 4 F4

and since F 2 is small we can expand the second square root:

B B

F ⎛ 3F F

ϕ = ± − 2 ⎜1 + 2 2 6 + … .

2 F4 ⎝ 8 F4

⎦

b g

F = α T − Tc P 2 + bP 4 + cP 6 + DxP 2 + Ex 2

where P is the electric polarisation and x represents the strain. Minimise the system

with respect to x. Under what circumstances is there a first order phase transition for

this system?

variations in x:

∂F

= DP 2 + 2 Ex = 0 ,

∂x

the solution of which is

DP 2

x=− .

2E

Then

Answers 4-5

D2 P4 D2 P4

DxP 2 = − , Ex 2 =

2E 4E

and at the equilibrium strain the Landau free energy is

⎛ D2 ⎞ 4

F = α (T − Tc ) P 2 + ⎜ b − ⎟ P + cP .

6

⎝ 4E ⎠

There will be a first order transition when the coefficient of P 4 becomes negative, that

P P

is when

D2

>b.

4E

slowly in space: x = x(z). Show that the spatial variation of x results in an additional

term in the free energy per bond of a 2ε ( dx dz ) , where a is the spacing between

2

When the system is inhomogeneous then the concentration of A atoms varies in space.

In this case the calculation of the bond energy is a little more complicated. The

direction from the left atom to the right atom is chosen to be along the z axis and the

‘position’ of the bond is taken as its mid point.

z − a/2 z z + a/2

Taylor expansion is appropriate.

2

a ∂x 1 ⎛ a ⎞ ∂ 2 x

xl = x − + ⎜ ⎟ −…

2 ∂z 2 ⎝ 2 ⎠ ∂z 2

2

a ∂x 1 ⎛ a ⎞ ∂ 2 x

xr = x + + ⎜ ⎟ +… .

2 ∂z 2 ⎝ 2 ⎠ ∂z 2

where l and r stand for left and right. The expression for elr is then given by

2 2

a 2 ⎛ ∂x ⎞ a 2 ∂2 x a4 ⎛ ∂2 x ⎞

elr = e0 + ε ⎜ ⎟ + ( ε aa − ε bb + 2ε (1 − 2 x ) ) 2 − ε ⎜ 2 ⎟ + …

2 ⎝ ∂z ⎠ 8 ∂z 8 ⎝ ∂z ⎠

where e0 is the energy per bond in the homogeneous case.

other words, the spatial derivatives are small. The terms in a 2 are second order in

P P

smallness; these contain the leading order contributions from the spatial variation in x.

The term in a 4 is fourth order in smallness; this may be ignored. Both terms in a 2

P P P P

must be considered as these are of the same order. However it is possible to transform

Answers 4-6

the term in ∂ 2 x ∂z 2 through integration by parts, to a term in ( ∂x ∂z ) plus a surface

2

The key point is that the expression for elr is a function of position z through the

dependence of x upon position. Thus elr is an energy density and the total energy is

found by integrating over the system, and since we are considering variations in the z

direction, this means integrating over z. The contribution to the total energy from

the ∂ 2 x ∂z 2 term is then

z2

∂2 x

E = ∫ f ( z) dz

z1

∂z 2

where

a2

f ( z) =

8

(

ε aa − ε bb + 2ε (1 − 2 x ( z ) ) )

and z 1 and z 2 are the extremities. Now the expression for E is integrated by parts to

B B B B

give

z2 z2

∂x ∂f ∂x

E = f ( z) −∫ dz .

∂z z1 z1

∂z ∂z

The first term is the surface term. This will be zero if we chose the extremities to be

away from any spatial variation in concentration. In the second term the first

derivative may be re-expressed using the chain rule for differentiation

∂f ∂f ∂x

=

∂z ∂x ∂z

and then E is given by

z2 2

∂f ⎛ ∂x ⎞

E = −∫ ⎜ ⎟ dz .

z1

∂x ⎝ ∂z ⎠

The integrand is the energy density. We see it has been transformed into a term in

( ∂x ∂z ) . Then since

2

∂f a2

=− ε

∂x 2

it follows that

z 2

a 2ε 2 ⎛ ∂x ⎞

2 ∫z1 ⎝ ∂z ⎠

E= ⎜ ⎟ dz ,

2

a 2ε ⎛ ∂x ⎞

⎜ ⎟ .

2 ⎝ ∂z ⎠

We add this to the original term in ( ∂x ∂z ) to give the result

2

2

⎛ ∂x ⎞

elr = e0 + a ε ⎜ ⎟ . 2

⎝ ∂z ⎠

Answers 4-7

We now relax the restriction that the variation in concentration is in the z direction.

Then the derivative ∂x ∂z becomes the gradient of x and the second derivative

becomes the Laplacian, thus

elr = e0 + a 2ε ( ∇x ) .

2

This gives the additional free energy per bond when there is a spatial variation in the

concentration.

7 Show that in the vicinity of the critical point the free energy of the binary alloy may

be written as

⎧ 2 16 ⎫

Fm = F0 + 2 Nk ⎨(T − Tc ) ( x − 12 ) + Tc ( x − 12 ) + Tc ( x − 12 ) + …⎬

2 4 6

⎩ 3 15 ⎭

Discuss the Landau truncation of this expression; in particular, explain at what term

the series may/should be terminated.

We shall write the free energy (of mixing) for the binary alloy as

Fm ( x) = Nk {2 x(1 − x)Tc + T [ x ln x + (1 − x) ln(1 − x) ]} .

This is rather like the expression for the magnet treated in Problem 2. Now we must

expand the logarithms about the point x = ½.

log x = − log 2 + 2 ( x − 12 ) − 2 ( x − 12 ) + …

2

log (1 − x ) = − log 2 − 2 ( x − 12 ) − 2 ( x − 12 ) + …

2

⎧1 4 32 ⎫

Fm = Nk ⎨ Tc + T ln 2 + 2 (T − Tc ) ( x − 12 ) + T ( x − 12 ) + T ( x − 12 ) + …⎬

2 4 6

⎩2 3 15 ⎭

Except in the T – T c term, we may replace T by the constant T c as we are considering

B B B B

⎧1 4 32 ⎫

Fm = Nk ⎨ Tc + Tc ln 2 + 2 (T − Tc ) ( x − 12 ) + Tc ( x − 12 ) + Tc ( x − 12 ) + …⎬ .

2 4 6

⎩2 3 15 ⎭

We now identify the constant F 0 as B B

⎧1 ⎫

F0 = Nk ⎨ Tc + Tc ln 2 ⎬

⎩2 ⎭

and this enables us to write the free energy in the vicinity of the critical point as

⎧ 2 16 ⎫

Fm = F0 + 2 Nk ⎨(T − Tc ) ( x − 12 ) + Tc ( x − 12 ) + Tc ( x − 12 ) + …⎬ .

2 4 6

⎩ 3 15 ⎭

Observe that the coefficient of the fourth order term is positive. This means that the

transition is second order (for the critical concentration) and the series may be

truncated at this term. That is, because the coefficient of the fourth order term is

positive, we do not need any higher order terms.

they differ from those of an ideal gas? Does this equation of state exhibit a critical

point? Explain your reasoning.

Answers 4-8

9 The scaling expression for the reduced free energy is given in Section 4.1.9 by

⎛ B ⎞

f (T , B ) = A t Y ⎜ D ∆ ⎟ .

2 −α

⎜ t ⎟

⎝ ⎠

Show that the heat capacity is given by

d2 f (t, B )

C~

dt 2

and hence identify α as the heat capacity critical exponent.

10 Using the scaling expression for the reduced free energy in the previous section,

show that the magnetisation is given by

df ( t , B )

M~

dB

and hence show that the order parameter exponent β is given by

β = 2 −α − ∆ .

Show that the magnetic susceptibility is given by

d2 f (t, B )

χ~

dB 2

and hence show that the susceptibility exponent g is given by

γ = 2 − α − 2∆ .

11 Show that the Landau free energy has the scaling form of Problem 4.9 above, with

α = 0.

Answers 4-9

PH4211 Statistical Mechanics

bg b g

1 A random quantity has an exponential autocorrelation function G t = G 0 e −γt .

Calculate its correlation time using the usual definition.

The correlation time is the ‘width’ of the correlation function – the area divided by the

height. Thus the definition

∞

1

G ( t ) dt .

G ( 0 ) ∫0

τc =

∞

τ c = ∫ e −γ t dt

0

∞

e −γ t 1

= = .

−γ 0

γ

The correlation time is simply 1/γ – the time constant of the exponential.

m ( t ) = m cos ωt is given by

m2

G (t ) = cos ωt .

2

Show that the autocorrelation function is independent of the phase of m(t). In other

words, show that if m ( t ) = m cos (ωt + ϕ ) , then G(t) is independent of ϕ.

G ( t ) = m (τ ) m (τ + t ) .

It is convenient here to regard the average as a time average. That is, we average over

τ so that G(t) is calculated as

T

1

G (t ) = m (τ ) m (τ + t ) dτ .

2T −∫T

But actually we don’t need to do any integration, as we shall see. We star from

m ( t ) = m cos ωt , so that

G ( t ) = m (τ ) m (τ + t )

= m cos (ωτ ) m cos ω (τ + t ) .

We use the trig identity cos ( x + y ) = cos x cos y − sin x sin y , so that

G ( t ) = m 2 cos 2 ωτ cos ωt + m 2 cos ωτ sin ωτ sin ωt .

The average is evaluated over τ, thus

G ( t ) = m 2 cos ωt cos 2 ωτ + m 2 sin ωt cos ωτ sin ωτ .

Answers 5-1

The average of cos 2 is ½; the function varies smoothly between 0 and 1. The average

P P

of cos sin is zero; this function varies smoothly between –1 and +1. Thus we conclude

that

m2

G (t ) = cos ωt

2

as required.

G ( t ) = m (τ ) m (τ + t )

= m cos (ωτ + ϕ ) m cos (ωτ + ϕ + ωt ) .

We use the same trig identity to obtain

G ( t ) = m 2 cos 2 (ωτ + ϕ ) cos ωt + m 2 cos (ωτ + ϕ ) sin (ωτ + ϕ ) sin ωt .

The average is evaluated over τ, thus

G ( t ) = m 2 cos ωt cos 2 (ωτ + ϕ ) + m 2 sin ωt cos (ωτ + ϕ ) sin (ωτ + ϕ ) .

Then, once again, the average of cos 2 is ½ and the average of cos sin is zero. And so

P P

m2

G (t ) = cos ωt ;

2

this shows that G(t) is independent of φ as required.

3 The dynamical response function X(t) must vanish at zero times, as shown in

Fig. 5.13. What is the physical explanation of this? What is the consequence for the

step response function Φ(t)? Is this compatible with an exponentially decaying Φ(t)?

The step response function Φ(t) is proportional to the autocorrelation function of the

response variable

Φ (t ) ∝ M ( 0) M (t ) ,

from the Onsager hypothesis or the linear response derivation. Since, certainly in the

classical case, M(0) and M(t) commute, we may swap these around so that

Φ ( t ) = Φ ( −t ) .

Thus Φ(t) is an even function and its odd derivatives must vanish at t = 0. And then

since X(t) is the first derivative of Φ(t), it follows that X(0) = 0 as required.

If the odd derivatives of Φ(t) vanish at the origin, this is clearly incompatible with an

exponential decay. More precisely Φ(t) cannot decay exponentially in the vicinity of

t = 0; it can elsewhere.

4 In Section 5.3 we examined the form of the dynamical susceptibility χ(ω) that

followed from the assumption that the step response function Φ(t) decayed

exponentially. In this question consider a step response function that decays with a

gaussian profile, Φ ( t ) = χ 0 e−t 2τ . Evaluate the real and imaginary parts of the

2 2

dynamical susceptibility and plot them as a function of frequency. The real part of the

susceptibility is difficult to evaluate without a symbolic mathematics system such as

Answers 5-2

Mathematica. Compare and discuss the differences and similarities between this

susceptibility and that deduced from the exponential step response function (Debye

susceptibility).

The response function X(t) is given by minus the derivative of Φ(t), thus

d

X ( t ) = − χ 0 e −t 2τ

2 2

dt

t 2 2

= χ 0 2 e −t 2τ .

τ

The dynamical susceptibility is the Fourier transform of this

∞

χ (ω ) = ∫ X (t ) e

iωt

dt

−∞

so that

∞

χ

χ (ω ) = 20 ∫ te

− t 2 2τ 2 iωt

e dt .

τ −∞

⎧⎪ π ωτ ⎫⎪

χ ′ (ω ) = χ 0 ⎨1 −

2 2

ωτ e −ω τ 2 erfi ⎬

⎩⎪ 2 2 ⎭⎪

π

χ ′′ (ω ) = χ 0

2 2

ωτ e−ω τ 2 .

2

These are plotted in the figure.

χ /χ 0

1 χ'(ω)

0.8

0.6

χ''(ω)

0.4

0.2

1 2 3 4 ωτ

- 0.2

considerations. In this case the real part of the susceptibility goes negative. This is in

contrast to that of the Debye susceptibility, that remains positive at all frequencies.

Answers 5-3

5 The Debye form for the dynamical susceptibility is

1

χ ′ (ω ) = χ 0

1 + ω 2τ 2

ωτ

χ ′′ (ω ) = χ 0 .

1 + ω 2τ 2

Plot the real part against the imaginary part and show that the figure corresponds to a

semicircle. This is known as a Cole-Cole plot.

χ''(ω)

0.4

0.2

- 0.2

- 0.4

The upper half circle corresponds to positive frequencies and the lower half

corresponds to negative frequencies.

The real and imaginary parts pf the Debye susceptibility are seen to satisfy the

equation

2 2 2

⎛ χ ′′ ⎞ ⎛ χ ′ 1 ⎞ ⎛ 1 ⎞

⎜ ⎟ +⎜ − ⎟ = ⎜ ⎟ .

⎝ χ0 ⎠ ⎝ χ0 2 ⎠ ⎝ 2 ⎠

This is corresponds to a circle of radius ½ centred on χ ′ χ 0 = 1 2 .

6 Plot the Cole-Cole plot (Problem 5.5) for the dynamical susceptibility considered in

Problem 5.4. How does it differ from that of the Debye susceptibility.

In Problem 5.4 we obtained the expressions for the real and the imaginary parts of the

dynamical susceptibility

⎧⎪ π ωτ ⎫⎪

χ ′ (ω ) = χ 0 ⎨1 −

2 2

ωτ e −ω τ 2 erfi ⎬

⎪⎩ 2 2 ⎭⎪

π

χ ′′ (ω ) = χ 0

2 2

ωτ e−ω τ 2 .

2

Answers 5-4

From these we can make the Cole-Cole plot:

χ''(ω)

0.6

0.4

0.2

- 0.2

- 0.4

- 0.6

The main difference from the Debye form is that this curve passes to the left of the y

axis (high frequencies), where the real part of the susceptibility becomes negative.

Since in the high frequency limit the real and imaginary parts of the susceptibility

must both vanish, this gives the cardioid shape to the plot.

hf

v 2 = 4 R hf kT ∆f .

∆f e −1

Show that this reduces to the classical Nyquist expression at low frequencies. At what

frequency will there start to be serious deviations from the Nyquist value? Estimate

the value of this frequency.

At low frequencies such that hf << kT we can expand the exponential so that

hf

v2 = 4R ∆f

∆f 1 + hf kT + … − 1

hf

= 4R ∆f

hf kT + …

and in the low frequency limit the hf cancels, giving

v2 = 4kTR∆f ,

∆f

For the Nyquist expression to be valid we require the frequency to satisfy f << kT/h,

so at room temperature (T ~ 300K) this means

Answers 5-5

1.4 ×10−23 × 300

f << −34

= 6.4 ×1012 Hz .

6.6 × 10

1 χ ′′ (ω )

∞

χ0 = ∫ dω

π −∞

ω

holds. Demonstrate that χ ′′ vanishes sufficiently fast at ω = 0 so there is no pole in the

integral and there is thus no need to take the principal part of the integral in the

Kramers-Kronig relations.

ωτ

χ ′′ (ω ) = χ 0

1 + ω 2τ 2

so that the integrand is

χ ′′ (ω ) τ

= χ0 .

ω 1 + ω 2τ 2

The ω in the denominator has been cancelled by the ω in the numerator. Thus there is

no pole in the integral.

1

∞

χ ′′ (ω ) 1

∞

τ

I= ∫

π −∞ ω

dω = χ 0 ∫

π −∞ 1 + ω 2τ 2

dω .

∞

1 dx

I = χ0

π ∫ 1+ x

−∞

2

.

The integral is standard; its value is π. Thus we have shown that I = χ 0 ; we have

B B

demonstrated that the Kramers-Krönig sum rule holds in the Debye case.

based on a circuit comprising an inductor and a resistor. In this problem we shall

examine a different analogue: a circuit of a capacitor and a resistor. Show that the

equation analogous to the Langevin equation, in this case, is

dV ( t ) 1

C + V (t ) = I (t ) .

dt R

Hence show that the fluctuation-dissipation result relates the resistance to the current

fluctuations through

∞

1 1

=

R 2kT −∞ ∫ I ( 0 ) I ( t ) dt .

Answers 5-6

UNIVERSITY OF LONDON

Royal Holloway

PH4211A/40

© Royal Holloway and Bedford New College 2000

GENERAL PHYSICAL CONSTANTS

Permittivity of vacuum ε0 = 8.85 × 10-12 F m-1

1/4πε0 = 9.0 × 109 m F-1

Speed of light in vacuum c = 3.00 × 108 m s-1

Elementary charge e = 1.60 × 10-19 C

Electron (rest) mass me = 9.11 × 10-31 kg

Unified atomic mass constant mu = 1.66 × 10-27 kg

Proton rest mass mp = 1.67 × 10-27 kg

Neutron rest mass mn = 1.67 × 10-27 kg

Ratio of electronic charge to mass e/me = 1.76 × 1011 C kg-1

Planck constant h = 6.63 × 10-34 Js

Stefan-Boltzmann constant σ = 5.67 × 10-8 W m-2 K-4

Gas constant R = 8.31 J mol-1 K-1

Avogadro constant NA = 6.02 × 1023 mol-1

Gravitational constant G = 6.67 × 10-11 N m2 kg-2

Acceleration due to gravity g = 9.81 m s-2

Volume of one mole of an ideal gas at STP = 2.24 × 10-2 m3

One standard atmosphere P0 = 1.01 × 105 N m-2

MATHEMATICAL CONSTANTS

− page 1 − PH4211A

PART

MARKS

interacting particles is often approximated by

1 N

Z= z

N!

F = − kT ln Z

where the symbols have their usual meanings, show that the pressure is

given by

∂ ln Z

p = kT . [3]

∂V T ,N

(c) The partition function for a single particle moving freely in a box of

volume V may be written as

32

2π mkT V

z =V =

h

2

Λ3

particles, show that the equation of state corresponds to that for an ideal

gas. [3]

(d) In the van der Waals approach to an interacting gas the single particle

partition function may be approximated by

V − Vex − E

z=

kT

e

Λ3

interaction potential. Discuss how the various features of the interaction

are incorporated into the above expression for z through the quantities

Vex and E . [5]

(f) Sketch the general form for a van der Waals isotherm and identify the

stable, metastable, and unstable regions. [4]

TURN OVER

− page 2 − PH4211A

PART

MARKS

2. (a) Outline the sequence of arguments by which one finds that two isolated

systems, when brought into thermal contact, end up in the thermodynamic

state for which

∂ ln Ω1 ∂ ln Ω 2

=

∂E ∂E

(b) Write down an expression for entropy in terms of Ω. How does the above

equation imply the equalisation of the temperatures of the two systems? [4]

(c) Now consider a small sub-system of a large isolated system. The total

energy of the isolated system is Et . The sub-system can exchange

thermal energy with the large system. When the sub-system is in a

microstate of energy E the entropy of the combined system may be

expressed as

∂S E 2 ∂ 2 S

S = S ( Et ) − E + − ....

∂E 2 ∂E 2

(d) Show how the above result leads to the Boltzmann distribution function

(otherwise known as the Boltzmann factor). [4]

the entropy. Discuss, in terms of the second derivative of S, how the

existence of an entropy maximum has a consequence for the heat capacity

of the system. [4]

TURN OVER

− page 3 − PH4211A

PART

MARKS

3. (a) A binary alloy contains two atomic species A and B with relative

proportions x and 1 − x . The Gibbs free energy for this system has the

form shown in the figure:

lo w T

h ig h T

0 x 1

In the low temperature case explain how, for some values of x, the system

may lower its free energy by separating into two phases of different

concentrations. [3]

fraction at the other concentration x2 is 1 − α . Show that the fractions

α and 1 − α are given by the lever rule:

x −x x −x

α= 2 0, 1−α = 0 1

x2 − x1 x2 − x1

(c) Sketch, on a T – x graph, the phase separation curve and the spinodal

curve. How are these determined from the above figure? What is the

meaning of the spinodal curve? [4]

(d) Identify, on the phase separation curve, the critical point. [2]

(e) It may be said that the first order transition becomes second order at the

critical point. Explain this. [3]

(f) Why are fluctuations important in the vicinity of the critical point?

Describe the nature of the fluctuations in this system. [4]

TURN OVER

− page 4 − PH4211A

PART

MARKS

4. (a) Explain what is meant by the order parameter in the context of phase

transitions and describe the difference in the behaviour of the order

parameter for first order and second order transitions. [3]

(b) When the Landau theory of phase transitions is applied to the ferroelectric

transition the free energy is expressed by a polynomial of the form

What is the order parameter ϕ for this system? Give arguments for the

absence of odd-order terms in the expression. [3]

transition can be either first order or second order. Sketch the possible

variations of the free energy as a function of the order parameter that can

account for the first order and the second order transitions respectively. [4]

(d) Explain qualitatively how the order of the transition depends on the sign

of the F4 coefficient and why the F6 term may be neglected when the

transition is second order. [3]

(e) When the transition is first order show that the discontinuity in the order

parameter at the transition is given by

− F4

∆ϕ =

2 F6

second order. [3]

the temperature dependence of the F2 coefficient by

F2 = α (T − Tc ) .

Explain this by reference to the second order case. Using this temperature

dependence show that the latent heat at the first order transition is given

by

F4 [4]

L = αTtr

2 F6

TURN OVER

− page 5 − PH4211A

PART

MARKS

of time. Define Gv (τ ) , the autocorrelation function for the velocity and

explain its physical significance. [4]

(b) Show that the mean square displacement of the particle is given by

t

[3]

x 2 (t ) = 2 ∫ (t − τ ) Gv (τ ) dτ .

0

behaviour of the mean square displacement for times shorter than, and

longer than the correlation time. In particular, show that in the long time

limit the mean square displacement is proportional to time whereas in the

short time limit the mean square displacement is proportional to time

[4]

squared.

(d) Give a physical explanation of the behaviour in the short and long time

limits. [4]

(e) Using the above results, show that the diffusion coefficient of the

Brownian particle may be expressed in terms of the area under Gv (τ ) . [3]

END BPC/JS

UNIVERSITY OF LONDON

Royal Holloway

PH4211A

© Royal Holloway and Bedford New College 2001

GENERAL PHYSICAL CONSTANTS

Permittivity of vacuum ε0 = 8.85 × 10-12 F m-1

1/4πε0 = 9.0 × 109 m F-1

Speed of light in vacuum c = 3.00 × 108 m s-1

Elementary charge e = 1.60 × 10-19 C

Electron (rest) mass me = 9.11 × 10-31 kg

Unified atomic mass constant mu = 1.66 × 10-27 kg

Proton rest mass mp = 1.67 × 10-27 kg

Neutron rest mass mn = 1.67 × 10-27 kg

Ratio of electronic charge to mass e/me = 1.76 × 1011 C kg-1

Planck constant h = 6.63 × 10-34 Js

Stefan-Boltzmann constant σ = 5.67 × 10-8 W m-2 K-4

Gas constant R = 8.31 J mol-1 K-1

Avogadro constant NA = 6.02 × 1023 mol-1

Gravitational constant G = 6.67 × 10-11 N m2 kg-2

Acceleration due to gravity g = 9.81 m s-2

Volume of one mole of an ideal gas at STP = 2.24 × 10-2 m3

One standard atmosphere P0 = 1.01 × 105 N m-2

MATHEMATICAL CONSTANTS

− page 1 − PH4211A

PART

MARKS

dividing partition, explain clearly why the equilibrium state, upon

removal of the constraint, corresponds to that of maximum entropy.

(b) Two systems are brought into contact so that they may exchange thermal [8]

energy, mechanical energy and particles. By using the appropriate

definitions, show that the equilibrium state corresponds to that in which

the temperatures, pressures and chemical potentials of the two systems are

equalised.

(c) Since the equilibrium state has maximum entropy, discuss the implications [6]

of the behaviour of the second derivative of the entropy with respect to

energy of the composite system in terms of the heat capacity.

ferromagnetic transition in the absence of a magnetic field, the free

energy in the vicinity of the transition is given approximately by

Nk Nk

F= (T − Tc )m 2 + Tc m 4 .

2 12

(a) Explain the structure of this expression and indicate what the various [4]

quantities are.

(b) By sketching the form of this expression, explain how the transition [4]

occurs as the temperature is lowered through Tc and discuss the

magnitude of the fluctuations in the vicinity of Tc.

(c) Using the above expression show that in the vicinity of the transition [5]

3(Tc − T )

m=± for T < Tc

Tc

=0 for T > Tc .

(d) What is the order of this transition? Explain your reasoning. [3]

(e) Show that below the transition there is a contribution to the entropy given [4]

by

3 Nk T − Tc

2 Tc

and that this leads to a jump in the thermal capacity on cooling through

the transition of

3

∆C = Nk .

2

TURN OVER

− page 2 − PH4211A

PART

MARKS

= −J ∑

neighbours

S zi S zj

i, j

b = λ M z zˆ

Where ẑ is the unit vector in the z direction, λ is a constant and Mz is the [4]

component of magnetisation in the z direction.

moments, µ, is given by

M B

M = M 0 tanh 0

N kT

and the applied magnetic field B are parallel.

Show that when the Ising interaction mean field is incorporated, there can

be a spontaneous magnetisation given by

Mz M T

= tanh z c

M0 M0 T

behaviour of the Mz as a function of temperature and discuss the order of

the transition.

(c) Now consider the transition in the presence of a transverse magnetic field [2]

B = Bx xˆ . Write down the magnitude and the direction of the total

magnetic field.

(d) Hence show that the magnetisation in the z direction is given, within this

model, by

−1 2

M T [4]

Mz Bx2 B2

= 1 + 2 2 tanh z c 1 + 2 x 2 .

M0 λ M z M0 T λ M z

(e) By rearranging this expression and considering the case where M z → 0 , [3]

obtain an expression for the locus of spontaneous Mz in the T–Bx plane

and sketch this.

to as a quantum phase transition?

TURN OVER

− page 3 − PH4211A

PART

MARKS

of time. Define Gv (τ ) , the auto-correlation function for the velocity and

explain its physical significance.

(b) Show that the mean square displacement of the particle is given by

t

[4]

x (t ) = 2 ∫ (t − τ ) Gv (τ ) dτ .

2

(c) What is meant by the correlation time of Gv (τ ) ? Discuss the limiting [4]

behaviour of the mean square displacement for times shorter than, and

longer than the correlation time. In particular, show that in the long time

limit the mean square displacement is proportional to time whereas in the

short time limit the mean square displacement is proportional to time

squared.

(d) Give a physical explanation of the behaviour of the particle in the short [3]

and long time limits.

(e) Using the above results, show that the diffusion coefficient of the [3]

Brownian particle may be expressed in terms of the area under Gv (τ ) .

TURN OVER

UNIVERSITY OF LONDON

Royal Holloway

PH4211A/31

© Royal Holloway and Bedford New College 2002

GENERAL PHYSICAL CONSTANTS

Permittivity of vacuum ε0 = 8.85 × 10-12 F m-1

1/4πε0 = 9.0 × 109 m F-1

Speed of light in vacuum c = 3.00 × 108 m s-1

Elementary charge e = 1.60 × 10-19 C

Electron (rest) mass me = 9.11 × 10-31 kg

Unified atomic mass constant mu = 1.66 × 10-27 kg

Proton rest mass mp = 1.67 × 10-27 kg

Neutron rest mass mn = 1.67 × 10-27 kg

Ratio of electronic charge to mass e/me = 1.76 × 1011 C kg-1

Planck constant h = 6.63 × 10-34 Js

Stefan-Boltzmann constant σ = 5.67 × 10-8 W m-2 K-4

Gas constant R = 8.31 J mol-1 K-1

Avogadro constant NA = 6.02 × 1023 mol-1

Gravitational constant G = 6.67 × 10-11 N m2 kg-2

Acceleration due to gravity g = 9.81 m s-2

Volume of one mole of an ideal gas at STP = 2.24 × 10-2 m3

One standard atmosphere P0 = 1.01 × 105 N m-2

MATHEMATICAL CONSTANTS

− page 1 − PH4211A

PART

MARKS

temperature T has fluctuations in its energy E.

12

2

E = E − E .

[3]

Why is σE a measure of the energy fluctuations?

[2]

σ 2E = E 2 − E .

2

may be written as

1

∑ − E / kT

E = E je j .

Z j

[3]

Explain the meaning of this expression, defining the quantity Z.

(e) By considering the expression for the mean square energy E 2 show

that the size of the energy fluctuations may be written as

σ E = kT 2 CV

[6]

where CV is the thermal capacity of the system.

(f) Discuss how the energy fluctuations depend on the size (number of

particles N ) of the system and show that the fractional energy fluctuations

tend to zero as N −1/2. [3]

TURN OVER

− page 2 − PH4211A

PART

MARKS

1

F (t ) = f (t ) − v

µ

mobility of the particle. Discuss the separation of the force into these two

parts.

(c) Show that the equation of motion for the Brownian particle may be [3]

written as

dv (t )

+ γv(t ) = A(t )

dt

t

v(t ) = v(0)e −γ t

+ ∫ eγ (u −t ) A(u )du .

0

(e) The autocorrelation function for the random force is defined by the [3]

average

A(t ) A(t + τ) .

independent of the time t.

(f) Show how the motion of the Brownian particle depends on the [5]

autocorrelation function of the velocity, and show how this leads to

diffusive behaviour. Give an expression for the diffusion coefficient in

terms of the velocity autocorrelation function.

TURN OVER

− page 3 − PH4211A

PART

MARKS

3. (a) A binary alloy contains two atomic species A and B with relative

proportions x and 1 − x of different concentrations x1 and x2. The Gibbs

free energy for this system has the form shown in the figure:

lo w T

h ig h T

0 x 1

In the low temperature case explain how, for some values of x, the system [3]

may lower its free energy by separating into two phases of different

concentrations.

fraction at the other concentration x2 is 1 − α . Show that the fractions

α and 1 − α are given by the lever rule:

x2 − x0 x0 − x1

α= , 1−α =

x2 − x1 x2 − x1

(c) Sketch, on a T – x graph, the phase separation curve and the spinodal [5]

curve. How are these determined from the above figure? What is the

meaning of the spinodal curve?

(d) Identify, on the phase separation curve, the critical point. [2]

(e) It may be said that the first order transition becomes second order at the [3]

critical point. Explain this.

(f) Why are fluctuations important in the vicinity of the critical point? [4]

Describe the nature of the fluctuations in this system.

TURN OVER

− page 4 − PH4211A

PART

MARKS

4. (a) Explain what is meant by the order parameter in the context of phase

transitions and describe the difference in the behaviour of the order

parameter for first order and second order transitions. [3]

(b) When the Landau theory of phase transitions is applied to the ferroelectric

transition the free energy is expressed by a polynomial of the form

What is the order parameter ϕ for this system? Give arguments for the [3]

structure of this free energy expression.

transition can be either first order or second order. Sketch the possible

variations of the free energy as a function of the order parameter that can [4]

account for the first order and the second order transitions respectively.

(d) Explain qualitatively how the order of the transition depends on the sign

of the F4 coefficient and why the F6 term may be neglected when the

transition is second order. [3]

(e) When the transition is first order show that the discontinuity in the order

parameter at the transition is given by

− F4

∆ϕ =

2 F6

and discuss the behaviour of the discontinuity as the transition becomes [3]

second order.

the temperature dependence of the F2 coefficient by

F2 = α (T − Tc ) .

Explain this by reference to the second order case. Using this temperature

dependence show that the latent heat at the first order transition is given

by

F4

L = αTtr

2 F6

and discuss the behaviour of L as the transition becomes second order. [4]

TURN OVER

− page 5 − PH4211A

PART

MARKS

5. (a) Outline the sequence of arguments by which one shows that two isolated

systems, when brought into thermal contact, end up in the thermodynamic

state for which

∂ ln Ω1 ∂ ln Ω 2

=

∂E ∂E

(b) Write down an expression for entropy in terms of Ω. How does the above [4]

equation imply the equalisation of the temperatures of the two systems?

(c) Now consider a small sub-system of a large isolated system. The total

energy of the isolated system is Et . The sub-system can exchange

thermal energy with the large system. When the sub-system is in a

microstate of energy E the entropy of the combined system may be

expressed as

∂S E 2 ∂ 2 S

S = S ( Et ) − E + − ....

∂E 2 ∂E 2

(d) Show how the above result leads to the Boltzmann distribution function [4]

(otherwise known as the Boltzmann factor).

the entropy. Discuss, in terms of the second derivative of S, how the

existence of an entropy maximum has a consequence for the heat capacity [4]

of the system.

TURN OVER

UNIVERSITY OF LONDON

Royal Holloway

PH4211A/33

© Royal Holloway and Bedford New College 2003

GENERAL PHYSICAL CONSTANTS

Permittivity of vacuum ε0 = 8.85 × 10-12 F m-1

1/4πε0 = 9.0 × 109 m F-1

Speed of light in vacuum c = 3.00 × 108 m s-1

Elementary charge e = 1.60 × 10-19 C

Electron (rest) mass me = 9.11 × 10-31 kg

Unified atomic mass constant mu = 1.66 × 10-27 kg

Proton rest mass mp = 1.67 × 10-27 kg

Neutron rest mass mn = 1.67 × 10-27 kg

Ratio of electronic charge to mass e/me = 1.76 × 1011 C kg-1

Planck constant h = 6.63 × 10-34 Js

η = h/2π = 1.05 × 10-34 Js

Boltzmann constant k = 1.38 × 10-23 J K-1

Stefan-Boltzmann constant σ = 5.67 × 10-8 W m-2 K-4

Gas constant R = 8.31 J mol-1 K-1

Avogadro constant NA = 6.02 × 1023 mol-1

Gravitational constant G = 6.67 × 10-11 N m2 kg-2

Acceleration due to gravity g = 9.81 m s-2

Volume of one mole of an ideal gas at STP = 2.24 × 10-2 m3

One standard atmosphere P0 = 1.01 × 105 N m-2

MATHEMATICAL CONSTANTS

− page 1 − PH4211A

PART

MARKS

1. (a) When the liquid and the gas phase of a fluid coexist in equilibrium the

temperature, pressure and chemical potential are the same in both phases.

Explain why this is the case. [3]

determined by minimising the Helmholtz free energy F = E − TS ? [3]

the equilibrium state and show that the volume fractions α1 and α2 of the

two coexisting phases may be written

V2 − V0 V0 − V1

α1 = , α2 =

V2 − V1 V2 − V1

[6]

where the symbols have their usual meaning.

(d) A van der Waals p-V isotherm, for a temperature less than the critical

temperature, is shown in the figure.

p

the result

∂F

p=−

∂V T

show how the coexistence pressure may be determined from the double

tangent construction. [5]

(e) Explain the connection with Maxwell’s ‘equal area’ construction. [3]

TURN OVER

− page 2 − PH4211A

PART

MARKS

similarities and differences. For each case:

H = − J ∑ Si .S j

i, j

b = λM

where M is the magnetisation and λ is a constant. [4]

moments µ is given by

M ⎛M B ⎞

= tanh ⎜ 0 ⎟

M0 ⎝ N kT ⎠

where the saturation magnetisation is M 0 = N µ and the directions of M

and the applied magnetic field B are parallel.

in the mean field approximation, the spontaneous magnetisation is given

by

M ⎛ M Tc ⎞

= tanh ⎜ ⎟

M0 ⎝ M0 T ⎠

where Tc = λ M 02 Nk . What is the interpretation of Tc? [4]

temperature and discuss the order of the transition. [2]

TURN OVER

− page 3 − PH4211A

PART

MARKS

3. (a) Show that when two isolated systems are brought into thermal contact,

they end up in the thermodynamic state for which

∂ ln Ω1 ∂ ln Ω 2

=

∂E ∂E

(b) Write down the Boltzmann expression for entropy in terms of Ω. How

does the above equation imply the equalisation of the temperatures of the

two systems? [4]

(c) Now consider a small sub-system of a large isolated system. The total

energy of the isolated system is Et . The sub-system can exchange

thermal energy with the large system. When the sub-system is in a

microstate of energy E the entropy of the combined system may be

expressed as

∂S E 2 ∂ 2 S

S = S ( Et ) − E + − ....

∂E 2 ∂E 2

(d) Show how the above result leads to the Boltzmann distribution function

(otherwise known as the Boltzmann factor). [4]

the entropy. Discuss, in terms of the second derivative of S, how the

existence of an entropy maximum implies that the heat capacity of the

system is positive. [4]

TURN OVER

− page 4 − PH4211A

PART

MARKS

4. (a) The partition function for a single particle moving freely in a box of

volume V may be written as

⎛ 2π mkT ⎞

32

V

z =V ⎜ ⎟ =

⎝ h

2

⎠ Λ3

the meaning of this quantity. [3]

related to z by

∂ ln z

p = NkT . [4]

∂V T

(c) Evaluate the pressure for this system, hence deriving the equation of state

of an ideal gas. [3]

(d) In the van der Waals approach to an interacting gas the single particle

partition function may be approximated by

V − Vex − E

z=

kT

e

Λ3

with separation. Discuss how the various features of the interaction are

incorporated into the above expression for z through the quantities Vex and

E . [5]

(f) Discuss qualitatively how this approach to the interacting gas is connected

with the law of corresponding states. [3]

TURN OVER

− page 5 − PH4211A

PART

MARKS

by

G (t ) = x (0) x (t )

G ( t ) describes the mean decay of the fluctuations of x ( t ) . [4]

∞

1

G ( t ) dt .

G ( 0 ) ∫0

τc =

describe? [3]

G ( t ) = G ( 0 ) e−t τ .

(d) For an isolated system the probability P ( x ) that a fluctuating quantity has

the value x is given by the Einstein expression

P ( x ) ∝ eS( x) k

(e) Sketch and explain the functional form of S ( x ) in the vicinity of the mean

value x . [3]

(f) Hence discuss qualitatively why the fluctuations in x may follow a normal

distribution. [3]

(g) Discuss the way the diffusion coefficient of a particle is related to its

velocity autocorrelation function. [2]

END BPC

UNIVERSITY OF LONDON

Royal Holloway

PH4211A/34

© Royal Holloway and Bedford New College 2004

2003-04

GENERAL PHYSICAL CONSTANTS

Permittivity of vacuum ε0 = 8.85 × 10-12 F m-1

1/4πε0 = 9.0 × 109 m F-1

Speed of light in vacuum c = 3.00 × 108 m s-1

Elementary charge e = 1.60 × 10-19 C

Electron (rest) mass me = 9.11 × 10-31 kg

Unified atomic mass constant mu = 1.66 × 10-27 kg

Proton rest mass mp = 1.67 × 10-27 kg

Neutron rest mass mn = 1.67 × 10-27 kg

Ratio of electronic charge to mass e/me = 1.76 × 1011 C kg-1

Planck constant h = 6.63 × 10-34 Js

Stefan-Boltzmann constant σ = 5.67 × 10-8 W m-2 K-4

Gas constant R = 8.31 J mol-1 K-1

Avogadro constant NA = 6.02 × 1023 mol-1

Gravitational constant G = 6.67 × 10-11 N m2 kg-2

Acceleration due to gravity g = 9.81 m s-2

Volume of one mole of an ideal gas at STP = 2.24 × 10-2 m3

One standard atmosphere P0 = 1.01 × 105 N m-2

MATHEMATICAL CONSTANTS

− page 1 − PH4211A

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terms in the equation, taking care to explain the meaning of Ω. [3]

dividing partition, explain clearly why the equilibrium state, upon

removal of the constraint, corresponds to that of maximum entropy. [5]

(c) Two systems are brought into contact so that they may exchange thermal

energy, mechanical energy and particles. By using the appropriate

definitions, show that the equilibrium state corresponds to that in which

the temperatures, pressures and chemical potentials of the two systems are

equalised [7]

(d) Using the fact that the equilibrium state has maximum entropy, state what

you can about the second derivative of the entropy with respect to energy

of the composite system. Derive the implications for the heat capacity. [5]

2. (a) What is meant by the term order parameter in a phase transition ? [2]

parameter. Give an example of each. [4]

(c) In the Landau theory of phase transitions, the free energy is expanded in

powers of the order parameter. A key feature of this approach is the

truncation of the power series. Discuss what determines the power at

which the series is terminated. [2]

(d) Expansions (in even powers) up to fourth order can describe second order

transitions while expansions up to sixth order can describe first order

transitions. Explain qualitatively why this is. [4]

(e) In the vicinity of the critical point of a ferromagnetic transition the free

energy is expressed as a function of the order parameter ϕ as

F = F0 + F2ϕ 2 + F4ϕ 4 .

Sketch the form of this function for temperatures above, equal to, and

[4]

below the critical temperature.

(g) Show that below the critical temperature the order parameter has the form

ϕ ~ Tc − T . [2]

TURN OVER

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PART

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⎛ p2 ⎞

−⎜ ∑ i + ∑U ( qi ,q j ) ⎟ kT

1 ⎜ ⎟

3N ∫

2 m i< j

Z= e⎝i ⎠

d3 N p d3 N q

N !h

− ∑U ( qi ,q j ) kT

1

Z = Z id N ∫ e i< j d3N q Eq. 3.1

V

[4]

Be sure to explain the appearance of the VN factor.

(b) The interaction potential for a pair of hard spheres with centres a distance

r apart is given by

U (r ) = ∞ r <σ

=0 r >σ

Sketch and label this interaction potential and relate σ to the radius of an [2]

atom in the gas.

(c) The partition function for a gas of hard spheres might be approximated by

⎛ V − Nb ⎞

N

Z = Z id ⎜ ⎟ .

⎝ V ⎠

Give a justification for this from the structure of Eq. 3.1. [3]

TURN OVER

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PART

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(d) The above approximation for the partition function leads to the equation

of state

p (V − Nb ) = NkT .

2 3

p N ⎛N⎞ ⎛N⎞

= + B2 (T ) ⎜ ⎟ + B3 (T ) ⎜ ⎟ + .

kT V ⎝V ⎠ ⎝V ⎠

Hence find expressions for B2 and B3 and write down the general Bn.

[4]

(e) The virial coefficients for the hard sphere gas are independent of

temperature. Why is this? [3]

(f) Exact calculations of the first few virial coefficients for the hard sphere

gas give:

B2 (T ) = b, B3 (T ) = 85 b 2 , B4 (T ) = 0.29b3

where b = 2πσ 3 3 .

obtained in part (d) above? [4]

1

= 1 + x + x 2 + x3 + …

1− x

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4. (a) Describe the essential features of the Ising Model for a ferromagnet. What [4]

is the order parameter for the Ising transition? To what extent is it a

suitable model to describe the behaviour of real materials?

considering the free energy for this system in the thermodynamic limit,

explain why this is so. [4]

(c) In two dimensions the Ising model has a phase transition at finite

temperatures. Sketch the temperature dependence of the order parameter

and the heat capacity. Describe and explain how these differ from the [5]

results of mean field / Landau theory.

(d) When a transverse high magnetic field is applied to the system it exhibits

a quantum phase transition. What is a quantum phase transition? Describe

the nature of the ordered phase a) in the case of low magnetic field and b)

high magnetic field. [3]

(e) Sketch the temperature – transverse magnetic field phase diagram and

label the phases. What would be the effect of a parallel field on the [4]

transition?

TURN OVER

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PART

MARKS

bg bg

F t = f t −

1

µ

v

bg

where f t is a randomly fluctuating force, v is the velocity and µ the

mobility of the particle.

(b) Discuss the separation of the force into the two parts. In particular,

explain qualitatively how the friction force, proportional to the velocity,

arises as a consequence of the random motion of the background fluid

atoms. [5]

(c) Show that the equation of motion for the Brownian particle may be

written as

dv ( t )

+ γ v (t ) = A(t )

dt

[4]

and identify the terms.

(d) The autocorrelation function for the velocity is defined by the average

G (τ ) = v ( t ) v ( t + τ )

independent of the time t. Comment on the relative time scales of G (τ ) [4]

and v ( t ) .

(e) Show how the mean square displacement of the Brownian particle

depends on the velocity autocorrelation function. How does this lead to

the description of the motion as diffusive? [5]

END

UNIVERSITY OF LONDON

Royal Holloway

PH4211A/29

© Royal Holloway and Bedford New College 2005

2004-05

GENERAL PHYSICAL CONSTANTS

Permittivity of vacuum ε0 = 8.85 × 10-12 F m-1

1/4πε0 = 9.0 × 109 m F-1

Speed of light in vacuum c = 3.00 × 108 m s-1

Elementary charge e = 1.60 × 10-19 C

Electron (rest) mass me = 9.11 × 10-31 kg

Unified atomic mass constant mu = 1.66 × 10-27 kg

Proton rest mass mp = 1.67 × 10-27 kg

Neutron rest mass mn = 1.67 × 10-27 kg

Ratio of electronic charge to mass e/me = 1.76 × 1011 C kg-1

Planck constant h = 6.63 × 10-34 Js

Stefan-Boltzmann constant σ = 5.67 × 10-8 W m-2 K-4

Gas constant R = 8.31 J mol-1 K-1

Avogadro constant NA = 6.02 × 1023 mol-1

Gravitational constant G = 6.67 × 10-11 N m2 kg-2

Acceleration due to gravity g = 9.81 m s-2

Volume of one mole of an ideal gas at STP = 2.24 × 10-2 m3

One standard atmosphere P0 = 1.01 × 105 N m-2

MATHEMATICAL CONSTANTS

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of two different atomic species, may be written as

Fm = Nk ⎡⎣ 2Tc x (1 − x ) + T { x ln x + (1 − x ) ln (1 − x )}⎤⎦

s ⎧ 1 ⎫

Tc = ⎨ε ab − ( ε aa + ε bb ) ⎬ .

2k ⎩ 2 ⎭

(a) Define the terms and explain the structure of these equations. Under what

constraints is the equilibrium state of such a system determined by

minimising the Helmholtz free energy F = E − TS ? [4]

(b) Discuss how the zero-temperature state of this system depends upon the

sign of the energy parameter ε ab − ( ε aa + ε bb ) 2 . [2]

(c) When this energy parameter is positive, the form of Fm for temperatures

below and above Tc is shown in the figure below.

Fm

0 x 1

(d) Explain why, in the low-temperature case, the system may lower its free

energy by assuming an inhomogeneous state and discuss the nature of this

state. [4]

Tps Tc = 2 (1 − 2 x ) ln ( (1 − x ) x ) . Sketch and label this curve. [4]

(f) In a solid mixture of the isotopes 3He and 4He, Tc is 300mK. At what

temperature will a homogeneous mixture of concentration x0 = 0.01 phase

separate? There is another initial concentration of mixture that is

predicted to phase separate at the same temperature. What is this

concentration? In reality, for these two initial concentrations the phase

separation temperatures are observed to be somewhat different. What

could be the explanation of this? [4]

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PART

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similarities and differences. For each case:

H = − J ∑ Si .S j

i, j

neighbours

b = λM

where M is the magnetisation and λ is a constant. [4]

interacting magnetic moments µ is given by

M ⎛M B ⎞

= tanh ⎜ 0 ⎟

M0 ⎝ N kT ⎠

where the saturation magnetisation is M 0 = N µ and the directions of M

and the applied magnetic field B are parallel.

but no applied field, the spontaneous magnetisation in the mean field

approximation, is given by

M ⎛ M Tc ⎞

= tanh ⎜ ⎟

M0 ⎝ M0 T ⎠

where Tc = λ M 02 Nk . What is the interpretation of Tc? [4]

temperature and discuss the order of the transition. [2]

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3. (a) State the ‘law’ of corresponding states for a liquid-gas system. Discuss

how this law arises from a consideration of the van der Waals equation of

state and explain the microscopic basis for the law. [5]

(b) Liquid-gas coexistence data for a number of substances are plotted in the

figure below, showing reduced temperature against reduced density. The

dashed line is that calculated from the van der Waals equation of state. Tc

and ρc are the critical temperature and critical density.

1.00

gas liquid

T/Tc

0.90

0.80 3

He

4

He

Ne

A

Kr

0.70 Xe

N2

O2

CO

CH4

0.60

0.0 0.2 0.4 0.6 0.8 1.0 1.2 1.4 1.6 1.8 2.0 2.2 2.4 2.6

ρ/ρc

For the moment, ignore the helium data. Discuss the extent to which the

other data support the law of corresponding states. Discuss why the van

der Waals curve is not in agreement with the data, and why the critical

exponent β is closer to 1/3 than the mean field value of 1/2. [5]

(c) There are no data very close to the critical point, because of experimental

difficulties. However, the general behaviour of most of the materials is

well-described by the continuous ‘universal’ curve. Discuss the behaviour

of the helium isotopes very close to the critical point. In particular, to

what extent do you expect them to give data falling on the universal curve

and what do you expect the critical exponent β to be? Justify your [5]

speculations.

2π

Λ== .

mkT

relation to the helium data in the figure that deviate from the universal

curve. Why are the helium data on the right hand side of the curve falling

away from the universal curve, but not on the left hand side? [5]

TURN OVER

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F ( t ) = f ( t ) − v µ where f ( t ) is a randomly fluctuating force, v is the

velocity and µ the mobility of the particle.

(a) Discuss the separation of the force into the two parts. In particular,

explain qualitatively how the damping force, proportional to the velocity,

arises as a consequence of the random motion of the background fluid

atoms. [5]

(b) Show that the equation of motion for the Brownian particle of mass M

(the Langevin equation) may be written as

dv ( t ) 1

M + v (t ) = f (t ) . [2]

dt µ

t

1

v ( t ) = v ( 0 ) e −t M µ + ∫ e ( u − t ) M µ f ( u ) du .

M 0

∞

square velocity may be expressed as v 2 = ( µ 2 M ) ∫ f ( 0 ) f ( t ) dt and

−∞

invoking the equipartition theorem, it follows that

∞

1 1

=

µ 2kT ∫ f (0) f (t )

−∞

dt . [5]

dissipation theorem. [2]

(e) The voltage across an L-R circuit is given in terms of the current I(t) by

dI ( t )

L + RI ( t ) = V ( t )

dt

appropriate identifications, show that the resistance may be related to the

voltage fluctuations through

∞

1

∫ V ( 0 )V ( t )

R= dt . [4]

2kT −∞

TURN OVER

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5. (a) In the context of statistical mechanics explain the meaning of the term

ensemble. [4]

(b) Discuss and compare the Boltzmann and the Gibbs view of ensembles. [4]

(c) Explain the meaning of the term phase space, including a discussion of

the difference between Boltzmann’s view and that of Gibbs. [4]

(d) Liouville’s theorem implies that the flow of points in phase space is

incompressible. What assumptions go into the derivation of this theorem? [2]

theorem. Give a statement of Boltzmann’s H theorem and explain the

paradox. Show how the paradox may be resolved. [6]

END

UNIVERSITY OF LONDON

Royal Holloway

PH4211A/25

2005-06

GENERAL PHYSICAL CONSTANTS

Permittivity of vacuum ε0 = 8.85 × 10-12 F m-1

1/4πε0 = 9.0 × 109 m F-1

Speed of light in vacuum c = 3.00 × 108 m s-1

Elementary charge e = 1.60 × 10-19 C

Electron (rest) mass me = 9.11 × 10-31 kg

Unified atomic mass constant mu = 1.66 × 10-27 kg

Proton rest mass mp = 1.67 × 10-27 kg

Neutron rest mass mn = 1.67 × 10-27 kg

Ratio of electronic charge to mass e/me = 1.76 × 1011 C kg-1

Planck constant h = 6.63 × 10-34 Js

Stefan-Boltzmann constant σ = 5.67 × 10-8 W m-2 K-4

Gas constant R = 8.31 J mol-1 K-1

Avogadro constant NA = 6.02 × 1023 mol-1

Gravitational constant G = 6.67 × 10-11 N m2 kg-2

Acceleration due to gravity g = 9.81 m s-2

Volume of one mole of an ideal gas at STP = 2.24 × 10-2 m3

One standard atmosphere P0 = 1.01 × 105 N m-2

MATHEMATICAL CONSTANTS

− page 1 − PH4211A

PART

MARKS

a box of volume V is given by

V

z=

Λ3

2π 2

Λ= .

mkT

(b) Explain why the partition function Z of a gas of N identical particles may

be written in terms of the partition function z of a single particle as

1 N

Z= z .

N!

In particular, discuss the origin of the N! term and the validity of this

expression. [5]

(c) Write down the Helmholtz free energy in terms of the partition function

and hence show that the free energy of the gas is given by

(d) What would the expression for the free energy be if the N! term in the

partition function were ignored? Why would such an expression be

physically unacceptable? (Hint: Think how F would change if both N and

V were doubled.) [4]

(e) Evaluate Λ for helium (4He) gas at a pressure of 1 bar for temperatures of

3 K and 300 K and compare it with the mean distance between atoms.

What physical meaning do you attach to these results? [4]

Stirling’s approximation: lnN! NlnN – N.

description of the problem in terms of phase space and you should

include a discussion of Liouville’s theorem and Boltzmann’s H theorem. [20]

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3. (a) The van der Waals equation of state for a fluid system is given by

⎛ aN 2 ⎞

⎜ p + ⎟ (V − Nb ) = NkT .

⎝ V2 ⎠

the constants a and b, and how they account for the interactions between

the particles. [3]

coexistence. Indicate the stable, metastable and unstable regions of the

curve. Sketch, also, an isotherm that indicates the critical point. [3]

(c) Show that the temperature and volume at the critical point are given by

8a

kTc = , Vc = 3 Nb .

27b [4]

(d) Corrections to the ideal gas behaviour at low densities are conventionally

written in terms of the virial expansion

2 3

p N ⎛N⎞ ⎛N⎞

= + B2 (T ) ⎜ ⎟ + B3 (T ) ⎜ ⎟ + … .

kT V ⎝V ⎠ ⎝V ⎠

Show that, for the van der Waals gas the second virial coefficient is given

by B2 (T ) = b − a kT . [3]

yield

B2 (T ) = −5.03 × 10−30 m3 at T = 400K .

Calculate the critical temperature that is predicted from these values. [3]

(f) The experimental value for the critical temperature of Nitrogen is found to

be 126 K. Compare this with the value inferred from the second virial

coefficient measurements and account for any discrepancy. [2]

However it is possible, with care, to decrease the pressure below one

atmosphere without boiling the liquid. With reference to the p – V

diagram describe this process and explain, in outline, how one may

determine the minimum pressure at which this superheated liquid can

exist (you are not required to calculate this). [2]

TURN OVER

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5. (a) What is meant by the term order parameter in the context of phase

transitions? [3]

(b) Describe the behaviour of the order parameter in a first order transition

and in a second order transition. [3]

(c) In the Landau treatment of phase transitions the appropriate free energy is

expanded in powers of the order parameter. Discuss what considerations

lead to the absence of terms from the expansion and what determines the

order at which the expansion will be terminated. [3]

(d) Sketch the form of the free energy as a function of order parameter for a

system exhibiting a second order transition, for temperatures above, equal

to and below the critical temperature. [3]

(e) Show that, within the framework of the Landau model, the critical

exponent, β, associated with the order parameter has the value 1/2. [6]

END

Royal Holloway

UNIVERSITY OF LONDON

MSci EXAMINATION

SUMMER 1999

Answer THREE questions only. No credit will be given for attempting a further

question.

Each question carries 20 marks. The mark provisionally allocated to each section

is indicated in the margin.

PH4211A/35

©Royal Holloway and Bedford New College 1999

GENERAL PHYSICAL CONSTANTS

Permeability of vacuum µ0 = 4π × 10-7 H m-1

MATHEMATICAL CONSTANTS

- page 1 - CP4211A

PART

MARKS

1. (a) By the use of probability arguments explain why the equilibrium state of an isolated

system corresponds to that of maximum entropy. [6]

(b) Two systems are brought into contact so that they may exchange thermal energy,

mechanical energy and particles. By using the appropriate definitions, show that the

equilibrium state corresponds to that in which the temperature, pressure and

chemical potential of the two systems are equalised. [8]

(c) Since the equilibrium state has maximum entropy, discuss the second derivative of [6]

the entropy of the composite system.

2. When the mean field theory of phase transitions is applied to the ferromagnetic

transition in the absence of a magnetic field, the free energy is given approximately,

in the vicinity of the transition, by

F=

Nk

2

$

T − Tc m2 +

Nk

12

Tc m4 .

(a) Explain the structure of this expression and indicate what the various quantities are. [4]

(b) By sketching the form of this expression, explain how the transition occurs as the

temperature is lowered through Tc and discuss the magnitude of the fluctuations in

[4]

the vicinity of Tc.

(c) Using the above expression show that in the vicinity of the transition

m= ±

3 Tc − T $

Tc

(d) What is the order of this transition? Explain your reasoning. [3]

(e) Show that below the transition there is a contribution to the entropy given by

3 Nk

2

T − Tc $

and that this leads to a jump in the thermal capacity on cooling through the transition

[4]

of

3 NkTc

∆C = .

2

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PART

MARKS

3. (a) Explain why a system in thermal equilibrium with a reservoir at a temperature T has

fluctuations in its energy E. [3]

σE = E− E % 2 1/ 2

. [3]

(c) Show that the mean square energy fluctuations are given by

σ 2E = E 2 − E .

2

[2]

written as

1

∑

− E / kT

E = E je j .

Z j [3]

(e) By considering the expression for the mean square energy E 2 show that the size

of the energy fluctuations may be written as

σ E = kT 2 CV

[6]

(f) Discuss how the energy fluctuations depend on the size (number of particles) of the [3]

system.

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4. (a) What is ferroelectricity and what is the order parameter below the ferroelectric [2]

transition?

(b) By varying an external parameter, such as pressure, the ferroelectric transition can

be either first or second order.

Sketch the variation of the free energy as a function of the order parameter which

[3]

can account for the first order and the second order transitions.

(c) Explain how the features of the ferroelectric transition may be treated by an

expansion of the free energy in (even) powers of the order parameter up to the sixth

power.

[3]

Give arguments for the absence of odd terms in the expansion.

(d) Show how the order of the transition depends on the sign of the F4 coefficient. [2]

(e) When the transition is second order explain why the F6 term may be neglected and [3]

show that at the transition the F2 term vanishes.

(f) When the transition is first order show that the discontinuity in the order parameter

at the transition is given by

− F4

∆ϕ = .

2 F6

[5]

Discuss the behaviour of the discontinuity as the transition becomes second order.

(g) There is no latent heat involved in a second order transition. By considering the

temperature variation of the F coefficients, discuss the relationship between the

[2]

latent heat and the discontinuity in the order parameter.

TURN OVER

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PART

MARKS

$ $

F t = f t −

1

µ

v

$

[4]

where f t is a randomly fluctuating force, v is the velocity and µ the mobility of

the particle. Discuss the separation of the force into these two parts.

(c) Show that the equation of motion for the Brownian particle may be written as

$ $ $

dv t

+γv t = A t

dt

[3]

and identify the terms.

$ $

v t = v 0 e − γt + 1

0

t

$

e γ u − t $ A u du .

[3]

Describe how this solution arises and explain its implications.

(e) The autocorrelation function for the random force is defined by the average

$ $

A t A t +τ .

Discuss the physical meaning of this expression and explain why it is independent of [3]

the time t.

(f) Show how the motion of the Brownian particle depends on the autocorrelation

function of the velocity. Explain, in general terms, how the velocity autocorrelation

function follows from the solution to the Langevin equation and discuss how this

[5]

relates to the fluctuation- dissipation theorem.

END

PH4211 Outline Solutions 2005

Question 1

of nearest neighbours. εaa, εbb, εab: energy of aa, bb and ab bond. [1]

Structure of eqn for Fm: first term is energy of system, found by counting bonds and

their energies. Second term is entropy – has entropy of mixing form. Eqn for Tc – this

compares energy of an ‘unlike’ bond with the arithmetic mean for the two types of

‘like’ bonds. [2]

Helmholtz free energy is minimised at constant T and V. I.e. the system is being

considered at specified T and V. [1]

b) If the parameter is positive then aa and bb bonds are favoured over ab bonds at

T = 0. Then get phase separation at low temperatures. If the parameter is negative

then ab bonds are favoured over aa and bb bonds. In that case the low temperature

phase will be a ‘superlattice’ structure. [2]

c) Upper curve is high temperature case and lower curve is lower temperature case.

[2]

concave it is possible to lower the free energy by dropping below the curve – when

the chord falls below the curve.

F0

F1

x1 x0 x2

By dropping below the (homogeneous) curve the system of initial concentration x0

can lower its free energy from F0 to F1. This happens when the system becomes

inhomogeneous, comprising regions of concentration x1 and regions of x2.

Conservation of numbers of particles gives mol-fractions of each phase in terms of the

lever rule. [4]

set equal to zero:

Fm = Nk ⎡⎣ 2Tc x (1 − x ) + T { x ln x + (1 − x ) ln (1 − x )}⎤⎦

so

dFm

= Nk ⎡⎣ 2Tc (1 − 2 x ) + T {ln x − ln (1 − x )}⎤⎦ .

dx

Set this equal to zero:

2Tc (1 − 2 x ) + T {ln x − ln (1 − x )} = 0

and this may be solved for T as a function of x, giving

T 2 (1 − 2 x )

=

Tc ln (1 − x ) x

as required. [2]

phase separation curve

1

critical point

T/Tc

0

0 0.5 x 1 [2]

Symmetry of phase curve about x = ½ implies that the same transition temperature

will apply for a concentration x = 1 – 0.01 = 0.99. [1]

if the concentrations x = 0.01 and x = 0.99 have different transition temperatures, this

means that the curve is not symmetric and so may be our specimen is not a regular

solution. (In reality there are crystallographic transformations to consider – but the

students are not expected to know that!) [1]

Question 2

a)

ferromagnet ferroelectric

Order parameter Magnetisation Polarisation [2]

Cons / non-cons Non-conserved Non-conserved [2]

symmetry rotational / time rev. inversion [2]

Cont / discrete continuous discrete [2]

order 2nd order 1st or 2nd order [2]

i, j i

neighbours

j:neighbours

S j . However each spin sees a different field. In

of i

the mean field approximation we take the field to be the same at each site, being the

mean value. Then b ∝ S and so b is proportional to the magnetisation so we can

write b = λ M . [4]

M ⎛M B ⎞

c) = tanh ⎜ 0 ⎟ and B = λ M as there is no external field. Thus

M0 ⎝ N kT ⎠

M ⎛ M λM ⎞

= tanh ⎜ 0 ⎟,

M0 ⎝ N kT ⎠

which we can write as

M ⎛ M Tc ⎞

= tanh ⎜ ⎟ [3]

M0 ⎝ M0 T ⎠

where Tc = λ M 02 Nk . Here Tc is the critical temperature. [1]

d)

1.0

M/M0

0.5

0.0

0.0 0.5 1.0 T /T c [1]

behaviour of magnetisation

The transition is second order – the magnetisation goes to zero continuously at the

critical point. [1]

Question 3

V, T are scaled by their values at the critical point. [2]

If the variables of the van der Waals equation are scaled in this way then the equation

of state does indeed take on a universal form – the a and b parameters vanish (but

behaviour not in quantitative agreement with reality). [1]

On assumption that the law of interaction between molecules takes a universal form:

V ( r ) = ε f ( r σ ) – here f is a universal function and ε and σ scaling parameters,

different for different molecules, then in terms of reduced variables the partition

function, and thus all thermodynamic properties, would have universal form. This is

independent of the van der Waals equation of state. [2]

b) Apart from the heliums, the data do fall reasonably well on a single curve – this

supports the law of corresponding states.

The data do not fall on the van der Waals curve so this is not a good model for

describing the data. Thus corresponding states is not reliant on van der Waals.

[2]

Van der Waals is a mean field theory; thus the mean field β critical exponent of ½. If

the data exhibit a β critical exponent of ⅓, this is an indication of the inapplicability of

mean field theory. [3]

c) In the vicinity of the critical point the helium data should fall on the common

curve of the other data. This is because the critical behaviour is universal, not

depending on quantum effects. [3]

Thus the β critical exponent of for the helium data is expected to be ⅓. [2]

corresponding to the kinetic energy (of a free particle) kT. It represents the ‘quantum

size’, the extent of delocalisation of a particle due to quantum effects. [2]

The importance of this quantity is that when the mean inter-particle spacing is

comparable to or less than Λ then quantum effects are important. Then it is not

adequate to use classical mechanics in discussing such systems. This is true for the

helium liquids (and to a marginal extent to liquid neon – as can be seen in the data).

[2]

Data on right hand side are for liquids – there density is high, so if quantum effects

are important it will be there. Data on left hand side are for gas. There density is low

so quantum effects are not significant; data fall on universal curve. [1]

Question 4

a) A Brownian particle stationary in the centre of mass frame of the fluid experiences

random impacts from all directions; it experiences a random force of mean value zero.

A Brownian particle moving with respect to the centre of mass frame of the fluid

experiences impacts from the front which are more energetic than the ones from

behind. These have a greater momentum transfer. So in addition to the random force

there will be a mean force depending on the velocity of the Brownian particle (with

respect to the centre of mass frame of the fluid). Simple argument shows force

proportional to the velocity. [5]

c)

2

⎡ 1 t ( u −t ) M µ ⎤

v ( t ) = ⎢ v ( 0 ) e −t M µ +

2

∫ e f ( u ) du ⎥

⎣ M 0

⎦

2 t u −t M µ

= v 2 ( 0 ) e − 2 t M µ + v ( 0 ) e − t M µ ∫ e ( ) f ( u ) du

M 0

1 t t

+ 2 ∫ du1 ∫ du2 e( 1 ) e( 2 ) f ( u1 ) f ( u2 ) .

u −t M µ u − t M µ

M 0 0

2 t

v 2 ( t ) = v 2 ( 0 ) e − 2 t M µ + e − t M µ ∫ e ( u − t ) M µ v ( 0 ) f ( u ) du

M 0

[2]

1 t t

+ 2 ∫ du1 ∫ du2 e ( u1 −t ) M µ ( u2 −t ) M µ

e f ( u1 ) f ( u2 ) .

M 0 0

First term is mean transient response; this dies to zero at long times. In second term

v(0) is uncorrelated with f(t) so this term vanishes. So we are left with

e − 2t M µ t t

v2 (t ) = 2 ∫ du1 ∫ du2 e( u1 +u2 ) M µ f ( u1 ) f ( u2 ) .

M 0 0

∞

f2 =∫ f ( 0 ) f ( t ) dt . This assumption forces u1 = u2 when the integral is done:

−∞

f 2 e − 2t M µ t

v2 (t ) = ∫ du e 1

2 u1 M µ

M2 0

µ

= f 2 e − 2t M µ ( e 2t M µ − 1)

2M

µ

= f 2 (1 − e − 2t M µ ) .

2M

So at long times the equilibrium value is

µ

v2 = f2

2M

or

∞

µ

= ∫ f ( 0) f (t )

2

v dt . [2]

2M −∞

∞

kT µ

=

M 2M ∫ f ( 0) f (t )

−∞

dt

or

∞

1 1

=

µ 2kT ∫ f (0) f (t )

−∞

dt . [1]

d) Left hand side is a dissipation coefficient. Right hand side involves fluctuations.

So this is an equation relating fluctuations and dissipation. Generalisation called the

fluctuation-dissipation theorem. [2]

e) By direct analogy M → L (not needed), v(t) → I(t), 1/µ → R, f(t) → V(t). [2]

Then

∞

1

R=

2kT ∫ V ( 0 )V ( t )

−∞

dt . [2]

f) Can observe as the hiss (as opposed to the hum) from a loudspeaker when there is

no input connected to a hi-fi amplifier. [2]

Question 5

probabilistic calculations. The systems are envisaged as all manifesting the same

macrostate, while being in different microstates. [4]

the gas as being one element of the ensemble. To Gibbs the ensemble was a collection

of boxes of the gas. Boltzmann view breaks down when the interactions between the

particles becomes significant. The Gibbs approach is the more general and it does not

suffer from this limitation. Thus for Boltzmann the ensemble is real; for Gibbs it is

imaginary. [4]

microstate is specified as a point in phase space and its time evolution is specified as a

curve in phase space. According to the Boltzmann view a gas of N particles would be

specified by N points in a 6-dimensional phase space. According to the Gibbs view

the gas would be specified by a single point in 6N-dimensional phase space. An

ensemble would then be represented by a collection of points in the phase space. [4]

d) Assumption that goes into Liouville’s theorem is that the dynamics are governed

by Classical (Hamiltonian)mechanics – although an analogous result may be obtained

in quantum mechanics. Restriction on the flow of points in phase space is that no two

curves can intersect. [2]

of points in phase space decreases as time evolves. Strictly it is specified in terms of

ρ ln ρ which, when integrated gives the mean value of lnρ – connection with entropy.

[2]

The paradox is that while Liouville’s theorem states that ρ remains constant, the H

theorem states that ρ decreases. [2]

Paradox may be resolved by considering the dendritic nature of the flow in phase

space and coarse-graining:

evolves to which

appears as

1 2 3

Initial state represented by picture 1. Some time later this has evolved to picture 2.

The density of points in the enclosed ‘volume’ has remained the same – in accordance

with Liouville’s theorem. One erects a grid; the reasoning is that one cannot

practically discern detail in phase space on a scale finer than the grid. Thus one

considers the mean density in each cell– called coarse-graining. And then the

apparent density is as in picture 3; the density ρ appears to have reduced and the

volume occupied appears to have increased. Ultimately the Uncertainty Principle

would provide an appropriate scale for coarse-graining. [2]

PH4211 Outline Solutions 2006

Question 1

the kinetic energy corresponding to the temperature:

Λ ~ h p where p ~ 2mE where E ~ kT [2]

(b) For distinguishable objects one multiplies the individual partition functions so

that Z = z N . For indistinguishable objects one must take account of permutations,

which result in identical states. Thus we would have

n !n !… N

Z= 1 2 z

N!

where N is the number of particles, n1 is the number of particles in state 1 etc.

1 N

Z= z ,

N!

as required.

multiple occupancy may be ignored – when its probability is very small. [5]

F = − kT ln Z

But

ln Z = N ln z − ln N !

= N ln z − N ln N + N ln e

= N ln ( ze N )

using Stirling’s approximation.

Now use

z = V Λ3

so that

ln Z = N ln (Ve N Λ 3 )

and then

F = − NkT ln (Ve N Λ 3 ) . [5]

ln Z = N ln z

so that

F = − NkT ln (V Λ 3 ) .

This expression is unacceptable because the argument of the logarithm is extensive.

This means that F would increase with volume in a strange way; F would not be

extensive.

(e) given

2π 2

Λ=

mkT

Substitute values in to get

Λ (T = 3K ) = 5.02 ×10−10 m

Λ (T = 300 K ) = 5.02 × 10−11 m

λ ~ ( kT p )

13

λ (T = 3K ) = 7.45 ×10−10 m

λ (T = 300 K ) = 3.46 ×10−9 m

So at 300K the interparticle spacing is much greater than Λ so quantum effects can be

ignored (and multiple occupancy is not a problem). But at 3K λ and Λ are similar and

so quantum effects become important.

[4]

Total [20]

Question 2

• Connection with Second Law [2]

• Reversibility appearing to occur at the microscopic level [2]

• But irreversibility appearing to occur at the macroscopic level [2]

• Need for a statistical description [2]

• Discussion of a macrostate as a region in phase space [2]

• Evolution of the region determined by equations of motion [2]

• Liouville’s theorem saying that ‘volume’ in phase space is constant [2]

• Boltzmann’s H theorem arguing that ‘volume’ in phase space increases [2]

• Nature of the ‘flow’ in phase space [2]

• Resolution of paradox in terms of coarse graining. [2]

• Possible mention of cosmological connections.

Total [20]

Question 3

(a) Equation looks like ideal gas equation of state but pressure increased by

a N 2 V 2 and volume decreased by Nb. The a term relates to the long-distance

attractive tail of the inter-particle interaction. This has the effect of decreasing the

pressure on the walls of the container. The b term relates to the repulsive hard core of

the inter-particle interaction. This has the effect of reducing the allowed volume the

particles can occupy. [3]

(b)

p

critical

point

T1

liquid

T2

gas T3

forbidden

region

superheated supercooled V

liquid gas

Superheated and supercooled regions are metastable

Forbidden region is unstable [3]

∂p ∂V = 0 and ∂ p ∂V = 0 2 2

NkT N2

p= −a 2

V − Nb V

and differentiate (twice), set equal to zero and solve the equations. Working through

the algebra will give

8a

Tc = , Vc = 3Nb .

27kb

[4]

Alternative derivation (following H E Stanley): write the equation of state as

⎛ kT ⎞ 2 2 a 3 ab

V 3 − N ⎜b + ⎟V + N V − N =0.

⎝ p ⎠ p p

In general the solutions to this equation give three values for V (possibly two are

complex). At the critical point the three values coalesce – the 3 roots of

⎛ kT ⎞ a ab

V 3 − N ⎜ b + c ⎟V 2 + N 2 V − N 3 =0

⎝ pc ⎠ p c p c

(V − Vc ) = 0

3

or

V 3 − 3VcV 2 + 3Vc2 − Vc3 = 0 .

So equate coefficients of the two equations to get

⎛ kT ⎞ a ab

3Vc = N ⎜ b + c ⎟ , 3Vc2 = N 2 , Vc3 = N 3 .

⎝ pc ⎠ pc pc

Then these are easily solved to give

8a

Tc = , Vc = 3 Nb.

27 kb

−1 2

p N⎛ N⎞ a ⎛N⎞

= ⎜1 − b ⎟ − ⎜ ⎟

kT V ⎝ V ⎠ kT ⎝ V ⎠

and then expand the first term using the binomial series

2

p N⎛ N ⎞ a ⎛N⎞

= ⎜1 + b + … ⎟ − ⎜ ⎟

kT V ⎝ V ⎠ kT ⎝ V ⎠

2

N ⎛ a ⎞⎛ N ⎞

= + ⎜b − ⎟⎜ ⎟ +…

V ⎝ kT ⎠ ⎝ V ⎠

thus we identify the second virial coefficient as

⎛ a ⎞

B2 (T ) = ⎜ b − ⎟.

⎝ kT ⎠

[3]

B (T ) − B2 (T1 ) T B (T ) − T1 B2 (T1 )

a = kT1T2 2 2 , b= 2 2 2

T1 − T2 T1 − T2

and from the given data calculate

a = 3.86 × 10−49 J m3 , b = 6.48 × 10−29 m3

Then using Tc = 8a 27kb , this gives a Tc of 127.6.

[3]

(f) The ‘calculated’ value is 128K to 3 sig. figs, whereas the experimental value is

126K. This small discrepancy is related to the fact that the van der Waals equation is

only an approximation to the behaviour of a real gas. The fact that the discrepancy is

indeed small is an indication that the van der Waals equation is quite good. [2]

(g) This corresponds to moving along the curve of the ‘superheated liquid’ in the

figure above, rather than joining the (equilibrium) coexistence line. The curve is

described by the van der Waals equation of state. The limit of superheating (the

minimum pressure) is at the minimum of the isotherm. So knowing the parameters a

and b of the equation of state, one can find the pressure at which the derivative is a

minimum. (the algebra is a bit messy). [2]

Total [20]

Question 4

motion. Equipartition applies to a Brownian particle. Langevin equation – friction

proportional to velocity – fluctuation-dissiation relation. Diffusive motion –

expressions for diffusion coefficient. [10]

(b) Critical exponents – behaviour in the vicinity of the critical point. Scaling

arguments – a single length parameter. Law of corresponding states. Discussion of the

Ehrenfest classification of phase transitions and the idea that it is not really

appropriate/useful. [10]

parameter in this case. Mention of a scalar order parameter. Binary mixture can also

be expressed in this form. And lattice gas model of fluid systems. But both of these

have conserved order parameter. [10]

Total [20]

Question 5

(a) The order parameter is a measure of the order on the ordered phase. It is taken to

be zero in the disordered phase. The order parameter may be a real scalar, a complex

scalar, a vector or a tensor – depending on the nature of the order. [3]

second order transition the order parameter is continuous. [3]

(c) Symmetry might require odd terms to vanish. For instance if the order parameter

is a vector then you must take the dot product of it with itself to make the (scalar) free

energy.

The highest order term must be an even term and its coefficient must be positive so

the system is stable – the order parameter must be bounded; it can’t go off to infinity.

The order of the expansion must be sufficiently high that the free energy curve

exhibits the phenomena under investigation.

But the expansion must not go to higher order than strictly needed – the Landau free

energy is supposed to describe generic behaviour. And higher order terms would just

add superfluous detail. [3]

Landau

free F T/Tc = 1.2 T /T c = 1

energy

T/Tc = 0.8

m

-1 -0.5 0.5 1

[3]

F = F2ϕ 2 + F4ϕ 4 .

Equilibrium states found by finding minima of F:

dF

= 2 F2ϕ + 4 F4ϕ 3 = 0

dϕ

so that

− F2

ϕ =0 or ϕ =± .

2 F4

We know that F4 is positive. So when F2 < 0 there are three stationary points while

when F2 > 0 there is only one. The critical point is where the roots coalesce – so this

means the vanishing of F2 at the critical point. Simplest assumption is a linear

variation

F2 = a (T − Tc )

while F4 is a constant b. Then in the vicinity of the critical point

a (T − Tc )

ϕ =± .

2b

Thus the order parameter critical exponent has the value 1/2. [6]

(f) Real systems often have a beta closer to 1/3. Importance of the role of

fluctuations. [2]

Total [20]