Statistical Mechanics: Lecture 1

Tabish Qureshi

Thermodynamics and microscopic laws

Thermodynamics describes the macroscopic prop-
erties of matter phenomenologically with the aid of
equations of state which are derived empirically. For
thermodynamics it is of no importance, how a cer-
tain equation of state comes about. This, of course,
is consistent with the large universality of thermody-
namics, namely that same laws of thermodynamics
hold for different materials. However, this doesnt tell
us what makes, say, the specific heat of one material
different from the other. It is intuitively obvious that
specific heat of one material is different from that of
the other because microscopically the materials are
different. The macroscopic quantities in materials
must obviously be resulting from the microscopics
properties. For example, the pressure of a gas is
due to the collisions of the molecules with a surface,
whereas temperature is directly given by the mean
kinetic energy of the particles.
On the other end, the microscopic laws of physics
describe the behaviour of individual particles with
their interaction, very well. For classical particles we
use Newtons equations of motion, and for quantum

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particles we use the Schrdinger equation. Although
microscopics laws describe the behavior of particles
accurately, they do not tell us how a huge collection
of particles, of the order of 1023 , would behave on
the average.
It is the task of statistical mechanics to answer this
question, namely how microscopic behavior of parti-
cles or small constituents, leads to a particular macro-
scopic property of the material. Thus, statistical me-
chanics provides a connection between microscopic
physics and thermodynamics.
One may take the view that microscopic laws de-
scribe the physics of one particles, and hence, they
should describe the behavior of an assembly of par-
ticles (however large). A gas of N classical particles
can be described by a set of coupled equations of
motion
d2~r1 1 ~
= F1 (~r1 , ~r2 ...~rN )
dt2 m1
d2~r2 1 ~
= F2 (~r1 , ~r2 ...~rN )
dt2 m2
... = ...
d2~rN 1 ~
= FN (~r1 , ~r2 ...~rN ) (1)
dt2 mN
where ~ri is the position vector of the ith particle, with
mass mi , and F ~i is the force acting on it because of
interaction with all other particles, and any external

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influence. A solution of these equations would allow
us to know exact position and velocity of each par-
ticle at any future time. That information allows us
to know the microscopic state (which we will hence-
forth call microstate) of the gas at every instant of
time. Solving these coupled equations analytically
is generally not possible. However, one can solve
such equations numerically, using computers. How-
ever, for a realistic situation N is of the order of 1023 ,
and solving such a large number of equations nu-
merically is beyond the capacity of any existing com-
puter.
One should realize that for describing the macro-
scopic state of a gas, characterized by pressure, vol-
ume, temperature (which we will henceforth call macro
we do not need information on every microscopic de-
tail which these coupled equations could provide. A
huge number of microstates may correspond to the
same, single macrostate. We would, for instance, be
interested in knowing the pressure of the gas, and
not bother about what a particular atom of the gas
is doing at every instance. In other words, we only
need some average macroscopic quantities, and not
every microscopic detail. So, solving these coupled
differential equations would anyway be an overkill, if
at all we were able to solve them. We need a con-
ceptually different approach to this problem.

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Phase space
Let us first be more specific about the the concept
of microstates. For a classical system it is sufficient
to know at a time t all generalized coordinates qi (t)
and momenta pi (t) to uniquely specify the state of
motion of the system. Thus for a mechanical sys-
tem we can interpret the set {qi , pi , i = 1, 2, ...N } as
the microstate of this system. For a single particle
in one dimension, there is only one position variable
x and one momentum variable px . If we plot x on
the x-axis and px on the y-axis, a point on the graph
will represent one state of the particle. As the par-
ticle moves in time, the point will follow a trajectory.
We will call the space described by x and px , phase
space, the point representing a particular value of
x and px , a phase point, and the trajectory followed
by the point, the phase trajectory. In this particular
case, the phase space is 2-dimensional. If a sin-
gle particle moves in 3 dimensions, we would need
6 coordinate axes for x, y, z, px , py , pz . For N parti-
cles in 3-dimensions, the phase space will be 6N-
dimensional. So, the set {qi , pi } can now be under-
stood as a point in a 6N-dimensional phase space. A
point in this phase space describes particular value
of position and momentum values of all N particles.
Hence, a definite point in this phase space exactly
corresponds to one microscopic state of motion of
the whole system.

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 PHASE TRAJECTORIES

p
2mE

2mE
2E 2E p
m2 m2

0 x 0 x L

2mE
2mE

Harmonic Oscillator Particle in a box

The trajectory in phase space is governed by Hamil-

tons equations

H H
qi = , pi =
pi qi
where the Hamiltonian H(q,(t), p,(t)) corresponds to
the (possibly time-dependent) total energy of the sys-
tem. It is a function of the phase-space point (q, p),
and of time. In a closed global system, in which the
Hamiltonian does not depend explicitly on time, the
total energy
E = H(p(t), q(t))
is a conserved quantity. Thus, the phase trajectory
always moves on a constant-energy curve or multi-
dimensional surface.

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Statistical Ensembles
Each microstate of a N-particle gas is represented
by a point in the 6N-dimensional phase space. So,
if one considers all possible microstates which the
gas can have, one will have a huge collection of
points in the phase space. This collection of points
in the phase space, of all possible microstates of the
system, is called an ensemble. Or one can imag-
ine each point in the phase space representing an
imaginary copy of the system, each in a different
microstate. This collection of imaginary copies of
the system, each in a different microstate, is called
an ensemble. When the gas evolves in time, in the
phase space it basically goes from one phase point
to the next, in a specific sequence. Any macroscopic
quantity of the gas which we measure, is not mea-
sured instantaneously. Rather it is measured over a
finite time, which is very long compared to the time-
scale of motion of the particles of the gas. So, the
measured quantity is actually a time-averaged quan-
tity.
The basic idea of statistical mechanics is the follow-
ing. In doing a time-average of a quantity, one is ba-
sically looking at different values the quantity takes,
as it goes from one microstate to the other, during
its time evolution. And then one takes an average
of all the values of the quantity. As far as taking the

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average is concerned, it is not important what the se-
quence in going from one microstate to the other is.
One can just take the phase points of the ensemble,
over which the system goes, and take the average.
In other words, the time average can be replaced by
the average over the whole ensemble.
To enable one to replace time-average by ensemble-
average, some conditions have to be satisfied. First
of all, average over the ensemble implicitly assumes
that the system visits all phase points during its time
evolution. Not only that, it is also assumed that all
microstates are equally likely to be visited. So it bet-
ter happen so in reality. If the system spends more
time in certain microstates, and less in some others,
our assumption will break down. This assumption
constitutes, what is called, the ergodic hypothesis.
The ergodic hypothesis says that, over long periods
of time, the time spent by a system in some region
of the phase space of microstates with the same en-
ergy is proportional to the phase-volume of this re-
gion, i.e., all accessible microstates are equiproba-
ble over a long period of time. Ergodic hypothesis
is a pillar of statistical mechanics, however, it cannot
be proven in general. It is assumed to be true, and
finds justification in the fact that statistical mechan-
ics turns out to be a successful theory, in agreement
with experiments.

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We will first consider an isolated system, typically a
gas enclosed in a box, which is thermally insulated.
So, any time evolution of the system will be subject
to the constraint that the total energy remains con-
stant. Left for a long time, it is believed to be in equi-
librium. We further assume that given an isolated
system in equilibrium, it is found with equal probabil-
ity in each of its accessible microstates. This is the
postulate of equal a priory probability. This postulate
is at the very core of statistical mechanics. Now each
macrostate comprises of numerous microstates. For
example, all the gas confined to only one half of
the box, is a macrostate. There is a huge number
of ways this can happen, by various arrangements
of particles and their momenta. The gas uniformly
occupying the whole volume of the box, is another
macrostate. And again, there are a huge lot of mi-
crostates associated with this macrostate. Now each
microstate is equally probable, but we never actually
see a gas occupying only one half of its container.
Why does that happen? It happens because the
number of microstates associated with the gas oc-
cupying the whole volume are overwhelmingly large,
compared to the microstates associated with the gas
occupying only one half of the box.
One can get an idea of the numbers involved in such
situations, by a simple example. Let there be an ar-
ray of 4 noninteracting magnetic moments, each of

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which can only take values +1 or -1, in some suit-
able units. Now, assume that each magnetic mo-
ment is free to flip up and down, i.e., +1 or -1. We
can use the total magnetic moment of the array to
describe a macrostate. There is only one microstate
associated with the macrostate with total magnetic
moment 4, which is (+1+1+1+1). If one considers
the macrostate with total magnetic moment zero, the
microstates associated with it are (+1+1-1-1), (-1-
1+1+1), (+1-1+1-1), (+1-1-1+1), (-1+1+1-1), (-1+1-
1+1). So, there are 6 microstates associated with
total magnetic moment 0, while only 1 with magnetic
moment 4. One can easily see that if there were 10
magnetic moments, there would still be only one mi-
crostate associated with total magnetic moment 10.
However, the number of microstates associated with
total magnetic moment 0 in that case, will be over-
whelmingly large. So, in a system of 10 magnetic
moments which are freely flipping, one will almost
never see magnetic moment 10, and the magnetic
moment will appear to be zero or very small all the
time.
A close analogy can be drawn from probability the-
ory. Suppose there are different people doing 100
coin-tosses each. Almost all of them will get nearly
equal number of heads and tails. It is next to im-
possible for anyone to obtain 100 heads or 100 tails.
Probability of a 100 heads is (1/2)100 , which is in-

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finitisimally small. Probability of any single config-
uration is also exactly the same. For example, the
probability of getting alternate heads and tails for all
100 tosses is also (1/2)100 . However, the number
of configurations in which the number of heads and
tails are 50-50 is overwhelmingly large.
In the light of the above argument, we conclude that
equilibrium state is the one in which the number of
microstates is maximum. In reality, the system will
go over all microstates, as the ergodic hypothesis
states, but it will be mostly found in certain macrostates

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