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Statistical Physics

Joseph-Louis Lagrange 1736-1813 James Clerk Maxwell 1831-1879
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Leó Szilárd (1898-1964)
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Physics 301, Thermal Physics by Ed. Groth (Princeton University).
Equipartition of Energy | The Ergodic Hypothesis
Ergodic Theory by Cosma Rohilla Shalizi, Ph.D. (CMU).
Einstein's Random Walk by Mark Haw (Physics World, January 2005).
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Statistical Physics, Thermal Physics


(2006年09月29日) The method of Lagrange multipliers
Maximizing under one constraint, or several constraints.

Consider a smooth function S of W variables: S ( x1 , x2 , ... , xW ).

We seek to maximize S subject to the constraint that some other function F of those same variables is a given constant. Lagrange's method associates a parameter l to such a constraint and introduces a new function L :

L = S + l F

The key point is that the constrained maximum we seek (assuming there is one) occurs at a saddlepoint of L (i.e., dL = 0) for a specific value of l.

Proof: At the constrained maximum, any displacement which maintains the constraint entails a vanishing variation of S (i.e., dF = 0 Þ dS = 0).

" dx1 , ... , dxW { å i ¶F dxi = 0 } Þ { å i ¶S dxi = 0 }
vinculum vinculum
¶xi ¶xi

Thus, any W-dimensional vector which is perpendicular to [¶F/¶xi] is also perpendicular to [¶S/¶xi]. Therefore, these two are proportional:

$ l , " i , ¶S + l ¶F = 0 QED
vinculum vinculum
¶xi ¶xi

The parameter l thus obtained is called a Lagrange multiplier. One such Lagrange multiplier corresponds to each of several simultaneous constraints. Any constrained saddlepoint (possibly a maximum) of S is an unrestricted saddlepoint of the following function L , and vice-versa.

L = S + ån ln Fn

$ l1, l2 ... " i , ¶S + ån ln ¶F = 0
vinculum vinculum
¶xi ¶xi

The (constant) value of each Fn can be retrieved as ¶L / ¶ln.


(2006年09月29日) Micro-Canonical Distribution
For an isolated system, entropy is maximal with equiprobable states.

Let's apply the above to Claude Shannon's definition of statistical entropy in terms of the respective probabilities of the W possible states:


S ( p1 , p2 , ... , pW ) =
W
å
n =1

- k pn Log (pn )

The basic constraint of completeness ( p1 + p2 + ... + pW = 1 ) is the only constraint for the probabilities in a completely isolated system.

L = S + l F = S + l ( p1 + p2 + ... + pW )

0 = ¶L / ¶pi = l - k [ 1 + Log(pi ) ]

Therefore, all values of pi are equal to exp( l/k-1) = 1/W

Plugging this equiprobability into the expression of S, yields Boltzmann's relation for a microcanonical ensemble (i.e., an isolated system).

Boltzmann's Relation (1877)
S = k Log(W)

(2013年02月21日) Equipartition of Energy ( Newtonian mechanics )
Every degree of freedom gets an equal share (½ kT) of thermal energy.

The particular forms of the formulas in classical mechanics are such that the total energy of every component in a large system is the sum of the energies corresponding to all its degrees of freedom: Each of those is proportional either to the square of a velocity or to the square of a displacement (using the nonrelativistic expression of kinetic or rotational energy and the approximation of Hooke's law for potential energy).

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Wikipedia : Equipartition of energy


(2006年09月29日) Canonical Distribution
In a heat bath, probabilities are proportional to Boltzmann factors.

Let Ei be the energy of state i. Putting the system in thermal equilibrium with a "heat bath" makes its average energy å pi Ei constant. This can be viewed as an additional "constraint" corresponding to a new Lagrange multiplier b.

L = S + l å pi + b å pi Ei

b turns out to be inversely proportional to the temperature of the bath.

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Canonical: Average energy å pi Ei is constant for the system in contact with a heat bath. Lagrange multiplier is inversely proportional to temperature.

Micro-canonical: Given energy for the system... Special case is equipartion of energy between loosely connected degrees of freedom.

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(2006年09月29日) Grand-Canonical Distribution
Taking into account the possibility of chemical exchanges.

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(2012年07月17日) Bose-Einstein Statistics (1924)
Many particles (bosons) may occupy the same state.

For masssless bosons (photons) at thermal equilibrium, the occupation number per quantum state is:

1
vinculum
exp ( hn / kT ) - 1

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Elementary particles with whole-integer spins are called Bosons because they obey Bose-Einstein statistics (the term was coined by Paul Dirac).

Bose Audio : A younger relative of Satyendra Bose was Amar Gopal Bose (1929-2013) the electrical engineer who became a billionnaire after founding Bose corporation in 1964. Amar Bose was a graduate of MIT where he kept teaching from 1956 to 2001. He donated a majority of his company to MIT in 2011, in the form of non-voting shares.

Bose-Einstein statistics | Satyendra Nath Bose (1894-1974)
Test of Bose-Einstein statistics for photons (animation)


(2012年07月17日) Fermi-Dirac Statistics (1926)
All particles (fermions) are in different states.

An elementary particle whose spin isn't a whole multiple of the quantum pf spin must have half-integer spin. Such particles obey the Fermi-Dirac statistics described below and they're known as Fermions.

A composite particle containing an even number of fermions (possibly none) is a boson. Otherwise, it's a fermion. The electron is an elementary fermion, the proton and the neutron are composite fermions.

As fermions obey the Pauli exclusion principle, no two identical fermions can occupy the same quantum state of energy e. When there many fermions, the average number found in a given state of energy e is:

1
vinculum
exp ( [e-m] / kT ) + 1

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Fermi-Dirac statistics | Fermi energy | Fermi level


(2006年09月29日) Boltzmann's Statistics (for either bosons or fermions)
The low occupancy limit applies when almost all states are unoccupied.

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(2006年09月30日) Maxwell-Boltzmann distribution of speeds
Boltzmann statistics applied to the molecules in a classical perfect gas.

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(2006年09月29日) Partition Function
Thermal summary of a distribution.

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(2014年03月24日) Fock Space ( Konfigurationsraum )
Fock basis for the tensor product of many identical Hilbert spaces.

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Wikipedia : Fock Space (Konfigurationsraum, 1932) | Vladimir Aleksandrovich Fock (1898-1974)

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