Lecture 5

The grand canonical ensemble.

Density and energy fluctuations in the grand
canonical ensemble: correspondence with other
ensembles.
Fermi-Dirac statistics.
Classical limit.
Bose-Einstein statistics.

1
The grand canonical
ensemble.
We now consider a subsystem s which can exchange particles
and energy with the heat reservoir r, the total system t being
represented by a microcanonical ensemble with constant
energy and constant number of particles.
We want the probability dws(Ns) of a state of the subsystem
in which the subsystem contains Ns particles and is found in
the element ds(Ns) of its phase space. The notation ds(Ns)
reminds us that the nature of phase space s changes with Ns:
the number of dimensions will change.
Rest ( r ) or heat Total system (t)
reservoir

Subsystem
(s)

2
We do not care about the state of the remainder of the system
provided only that
Es Er Et , N s N r N t (5.1)

Then, by analogy with the treatment of the canonical

ensemble,
dws (N s ) C d s (N s ) r (N t - N s ) (5.2)
or
dws Ce r ( Et E s ;Nt N s )ds ( N s ) (5.3)

We expend r in a power series:

r ( Et , N t ) ( E , N )
r ( Et Es ; N t N s ) r ( Et , N t ) Es r t t N s ...
Et `N t
(5.4)
E N
r ( Et , N t ) s s s

recalling
that 1
; - (5.5)
E N
V ,N E ,V
3
Dropping the subscript s, we
have
( N E ) / kT
dw( N ) Ae d ( N ) (5.5)

where A is normalization constant. Writing by convention

/ kT
Ae (5.6)

we have

dw( N ) e ( N E ) / kT d ( N ) ( N )d ( N ) (5.7)
where
(5.8)
( N ) e ( N E ) / kT
is the grand canonical ensemble.
ensemble
If several molecular species are present, N is replaced by
Nii. The quantity is called the grand potential.
4
Grand partition
function
The normalization is

N
( N ) d ( N ) e ( N E ) / kT

N
d( N ) 1 (5.9)

We define the grand partition

function
Z e / kT e N / kT e E / kT d ( N ) (classical) (5.10)
N

Z e
( N E N ,i ) / kT
(quantum) (5.11)
N i

5
Connection with
thermodynamic functions
Proceeding at the same way that in the case of the canonical
ensemble, we get for the entropy

ln ln ( N , E ) ( N E ) / kT (5.12)

or
E N F (5.13)

Let us prove now that N G, where G is the Gibbs free

= energy
G E pV (5.14)

dG dE - d d pdV Vdp (5.15)

Now by
dE d pdV dN (5.16)
whence
dG -d Vdp dN (5.17)
6
 G
(5.18
N p ,
)

Now G may be written as N times a function of p and along.

Both p and are intrinsic variables and do not change value
when two identical systems are combined in one. For fixed p
and , G is proportional to N and consequently
G Ng ( p , ) (5.19)

where g is the Gibbs free energy per particle.

particle In this case, we
have G
g(p , ) (5.20)
N p ,

whence
G N ( p , ) (5.21)

Then from (5.13)

(5.22)
E N F
G F pV (5.13) 7
and by comparing with (5.13) we see that

pV (5.23)

Other thermodynamic quantities may be calculated from .

We can easily get
E N (5.24)

d dE d d dN Nd pdV d Nd (5.25)

(5.26)
p
V ,

V ,
(5.27)

N
V ,
(5.28)
8
Fermi-statistics and Bose Statistics

The occupation numbers, or number of particles in each one-

particle state are strongly restricted by a general principle of
quantum mechanics. The wave function of a system of
identical particles must be either symmetrical (Bose) or
antisymmetrical (Fermi) in permutation of a particle of the
particle coordinates (including spin). It means that there can
be
foronly the following
Fermi-Dirac two cases:
Distribution (Fermi-statistics) n=0 or 1
for Bose-Einstein Distribution (Bose-statistics) n=0,1,2,3......
The differences between the two cases are determined by the
nature of particle. Particles which follow Fermi-statistics are
called Fermi-particles (Fermions) and those which follow
Bose-statistics are called Bose- particles (Bosones).

Electrons, positrons, protons and neutrons are Fermi-

particles, whereas photons are Bosons. Fermion has a spin
1/2 and boson has integral spin. Let us consider this two
9
types of statistics consequently.
10
 Fermi-Dirac Distribution

Enrico Fermi
Physicist
1901 - 1954
Born: 8 Aug 1902 in
Bristol, England
There are two possible outcomes: Died: 20 Oct 1984 in
If the result confirms the hypothesis, then Tallahassee, Florida,
you've made a measurement. USA

If the result is contrary to the hypothesis,

then you've made a discovery.

11
 Fermi-Dirac
Distribution
We consider a system of identical independent non-interacting
particles sharing a common volume and obeying
antisymmetrical statistics: that is, the spin 1/2 and therefore,
according to the Pauli principle, the total wave function is
antisymmetrical on interchange of any two particles.
As the particles are assumed to be non-interacting it is
convenient to discuss the system in terms of the energy
states i of one particle in a volume V. We specify the system
by specifying the number of particles ni , occupying the
eigenstate i . We classify i in such way that i denotes a
single state, not the set of degenerate states which may have
On the above model the Pauli principle allows only the values
the same energy.
1,0 This is, of course, just the elementary statement of the
ni=1,0.
Pauli principle: a given state may not be occupied by more
than
The one identical
partition particle.
function of the system is
12
 Z e ni i
(5.29)
{ ni }

subject to ni N . We note that the in the exponent runs

i
over all one-particle states of the system; {ni} represents n

{n }

allowed set of values of the ni ; and runs over all such
sets. Each ni may be 0 ior 1.
Let us consider as an example a system with two states 1 and
2. The upper sum reads
( n11 n2 2 )
e (5.30)
the other sum reads
( 01 0 2 )
Z e e ( 11 0 2 ) e ( 01 1 2 )
( 11 1 2 )
e (5.31)

but we have not included the requirement n1+n2=N. If we

take N=1, we have
1 2
Ze e (5.32)
13
For a system with many states and many particles it is
difficult analytically to take care of the condition ni=N. It is
more convenient to work with grand canonical ensemble. We
have for the grand partition function

Z e ni nii ) e ( i )ni
{ ni }
(
{ ni }
(5.33)

so that

Z e ( i )ni (5.34)
{ ni } i
A simple consideration shows that we may reverse the order
of the and in (5.34). We note that the significance of the
changes entirely, from {ni}=0,1. Every term, which occurs,
for one order will occur for the other order
Z e ( i )ni
x ni
(5.35)
i ni 0 ,1 i ni 0 ,1

where
( i )
xi e (5.36)
14
Now from the definition of the grand partition function

Z e e ( N E ) (5.37)
N
we have

kT ln Z kT ln x i i (5.38)
ni

i ni i
where
i kT ln x i
ni
(5.39)
ni
For ni restricted to 0,1, we have
i kT ln( 1 x i ) (5.40)
Now
i
N (5.41)
,V i
15
 with N ni it appears reasonable to set
i

j 1
ni (5.42)
e ( i ) 1
The same result can be provided by direct use of averaging in
the grand canonical ensemble

n je
( i )ni

{ ni } (5.43)
nj

e

( i )ni

{ ni }
( i )
This may be simplified using the form (5.36):
i x e
x j ( 1 xi ) (5.44)
i j xj
nj
(1 x i ) 1 xj
i 16
Fermi-Dirac distribution
law.
or 1
ni ( i ) (5.45)
e 1
in agreement with (5.42).
This is the Fermi-Dirac distribution law. It is often written
in terms of f(), where f is the probability that a state of
energy is occupied:
1
f ( ) ( )
(5.46)
e 1
It is implicit in the derivation that is the chemical potential.
Often is called the Fermi level, or, for free electron gas, the
Fermi energy EF. 17
Classical limit

For sufficiently large we will have (-)/kT>>1,

and in this limit

( ) / kT
f( ) e (5.47)

This is just the Boltzmann distribution. The high-

energy tail of the Fermi-Dirac distribution is similar
to the Boltzmann distribution. The condition for the
approximate validity of the Boltzmann distribution
for all energies 0 is that
/ kT
e 1 (5.48)

18
Bose-Einstein
Distribution
19
Bose-Einstein
Distribution
Particles of integral spin (bosons) must have symmetrical
wave functions. There is no limit on the number of particles
in a state, but states of the whole system differing only by
the interchange of two particles are of course identical and
must not be counted as distinct. For bosons we can use the
results (5.38) and (5.39), but with ni=0,1,2,3,...., so that

1 ni
ln
i kT kT kT
ln Zx i kT
ni
lnln xi kT ln(
1i xi ) (5.38)
(5.49)
ni i 1 nx
i i
i

where xi e ( i )
j xj 1
Thus nj (5.50)
1 xj e
( j )
1
or 1
n( ) (5.51)
e ( ) 1
This is the Bose-Einstein 20
distribution
We can confirm (5.50) by a direct calculation on nj. Using the

Z e x
previous result ( i )ni ni

i ni 0 ,1 i ni 0 ,1
we have

nj
n x
j
nj
j
xj

ln x j x j
nj
ln
1
x nj
j
xj x j 1 x j (5.52)

or
1
nj ( j ) (5.53)
e 1
in agreement with (5.50).

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