VI.

D Quantum microstates
In the previous sections we indicated several failures of classical statistical mechanics,
which were heuristically remedied by assuming quantized energy levels, while still calculat­
P
ing thermodynamic quantities from a partition sum Z = n exp (−βEn ). This implicitly
assumes that the micro-states of a quantum system are specified by its discretized energy
levels, and governed by a probability distribution similar to a Boltzmann weight. This
‘analogy’ to classical statistical mechanics needs to be justified. Furthermore, quantum
mechanics is itself inherently probabilistic, with uncertainties unrelated to those that lead
to probabilities in statistical mechanics. Here, we shall construct a quantum formulation
of statistical mechanics by closely following the steps that lead to the classical formulation.
Micro-states of a classical system of particles are described by the set of coordinates
and conjugate momenta {p~i , ~qi }; i.e. by a point in the 6N –dimensional phase space. In
quantum mechanics {~qi } and {p~i } are not independent observables. Instead:
• The (micro-) state of a quantum system is completely specified by a unit vector |Ψi, which
belongs to an infinite dimensional Hilbert space. The vector |Ψi can be written in terms
of its components hn|Ψi, which are complex numbers, along a suitable set of ortho-normal
basis vectors |ni. In the convenient notation introduced by Dirac, this decomposition is
written as
X
|Ψi = hn|Ψi |ni. (VI.62)
n

The most familiar basis is that of coordinates | {~qi }i, and h{q~i } |Ψi ≡ Ψ(~q1 , . . . , ~qN ) is the
wave-function. The normalization condition is
X
hΨ|Ψi = hΨ|ni hn|Ψi = 1, where hΨ|ni ≡ hn|Ψi∗ . (VI.63)
n

For example, in the coordinate basis, we must require

N
Z Y
hΨ|Ψi = dd q~i |Ψ(~q1 , . . . , ~qN )|2 = 1. (VI.64)
i=1

• Classically, various observables are functions O({p~i , ~qi }), defined in phase space. In
quantum mechanics, these functions are replaced by Hermitian matrices (operators) in
Hilbert space, obtained by substituting operators for {~qi } and {p~i } in the classical ex­
pression (after proper symmetrization of products, e.g. pq → (pq + qp)/2). These basic
operators satisfy the commutation relations,
h̄
[ pj , qk ] ≡ pj qk − qk pj = δj,k . (VI.65)
i
132

For example, in the coordinate basis | {q~i }i, the momentum operators are

¯h ∂
pj = . (VI.66)
i ∂qj

(Note that classical Poisson brackets satisfy {pj , qk } = −δj,k . Quite generally, quantum
commutation relations are obtained by multiplying the corresponding classical Poisson
brackets by ih̄.)
• Unlike in classical mechanics, the value of an operator O is not uniquely determined for
a particular micro-state. It is instead a random variable, whose average in a state |Ψi is
given by
X
hOi ≡ hΨ|O|Ψi ≡ hΨ|mihm|O|nihn|Ψi. (VI.67)
m,n

For example,
N
Z Y
hU ({~q })i = d3 q~i Ψ∗ U ({~q })Ψ, and,
i=1
N  
h̄ d
Z Y
3 ∗
hK({p~ })i = d q~i Ψ K Ψ.
i=1
i d~q

To ensure that the expectation value hOi is real, the operators O must be Hermitian, i.e.
satisfy
O † = O, where hm|O† |ni ≡ hn|O|mi∗ . (VI.68)

When replacing p~ and q~ in a classical operator O({p~i , ~qi }) by corresponding matrices,

proper symmetrization of various products is necessary to ensure the above Hermiticity.
Time evolution of micro-states is governed by the Hamiltonian H({p~i , ~qi }). A clas­
sical microstate evolves according to Hamilton’s equations of motion, while in quantum
mechanics the state vector changes in time according to

∂
ih̄ |Ψ(t)i = H|Ψ(t)i. (VI.69)
∂t

A convenient basis is one that diagonalizes the matrix H. The energy eigen-states satisfy
P
H|ni = E n |ni, where E n are the eigen-energies. Substituting |Ψ(t)i = n hn|Ψ(t)i|ni in
eq.(VI.69), and taking advantage of the ortho-normality condition hm|ni = δm,n , yields
 
d iE n t
ih̄ hn|Ψ(t)i = E n hn|Ψ(t)i, =⇒ hn|Ψ(t)i = exp − hn|Ψ(0)i. (VI.70)
dt h̄

133

The quantum states at two different times can be related by a time evolution operator, as

|Ψ(t)i = U (t, t0 )|Ψ(t0 )i, (VI.71)

which satisfies i¯h∂t U (t, t0 ) = HU (t, t0 ), with the boundary condition U (t0 , t0 ) = 1. If H
is independent of t, we can solve these equations to yield
 
i
U (t, t0 ) = exp − H(t − t0 ) . (VI.72)
h̄

VI.E Quantum macrostates

Macro-states of the system depend on only a few thermodynamic functions. We can
form an ensemble of a large number N , of micro-states µα , corresponding to a given macro­
state. The different micro-states occur with probabilities pα . (For example pα = 1/N in
the absence of any other information.) When we no longer have exact knowledge of the
microstate, it is said to be in a mixed state.
Classically, ensemble averages are calculated from

X N
Z Y
d3 ~pi d3 q~i O ({p~i , ~qi }) ρ ({p~i , ~qi }, t) ,


O({p~i , ~qi })t = pα O µα (t) = (VI.73)
α i=1

where
X N
Y
ρ ({p~i , ~qi }, t) = pα δ 3 (q~i − ~qi (t)α ) δ 3 (p~i − p~i (t)α ) , (VI.74)
α i=1

is the ensemble density.

Similarly, a mixed quantum state is obtained from a set of possible states {|ψα i}, with
probabilities {pα }. The ensemble average of the quantum mechanical expectation value in
eq.(VI.67) is then given by
X X
hOi = pα hΨα |O|Ψα i = pα hΨα |mihn|Ψα ihm|O|ni
α α,m,n
X (VI.75)
= hn|ρ|mihm|O|ni = tr(ρO),
m,n

where we have introduced a basis {|ni}, and defined the density matrix
X
hn|ρ(t)|mi ≡ pα hn|Ψα (t)ihΨα (t)|mi. (VI.76)
α

134
Classically, the probability (density) ρ(t) is a function defined on phase space. As all
operators in phase space, it is replaced by a matrix in quantum mechanics. Stripped of
the choice of basis, the density matrix is
X
ρ(t) = pα |Ψα (t)ihΨα (t)|. (VI.77)
α

Clearly, ρ corresponds to a pure state if and only if ρ2 = ρ.

The density matrix satisfies the following properties:
(i) Normalization: Since each |Ψα i is normalized to unity,
X X X
h1i = tr(ρ) = hn|ρ|ni = pα |hn|Ψα i|2 = pα = 1. (VI.78)
n α,n α

(ii) Hermiticity: The density matrix is Hermitian, i.e. ρ† = ρ, since

X
hm|ρ† |ni = hn|ρ|mi∗ = pα hΨα |mihn|Ψα i = hn|ρ|mi, (VI.79)
α

ensuring that the averages in eq.(VI.76) are real numbers.

(iii) Positivity: For any |Φi,
X X
hΦ|ρ|Φi = pα hΦ|Ψα ihΨα |Φi = pα |hΦ|Ψα i|2 ≥ 0. (VI.80)
α α

Thus ρ is positive definite, implying that all its eigenvalues must be positive.
• Liouville’s theorem governs the time evolution of the classical density as
dρ ∂ρ
= − {H, ρ} = 0. (VI.81)
dt ∂t
It is most convenient to examine the evolution of the quantum density matrix in the basis
of energy eigen-states, where according to eq.(VI.70)

∂ ∂ X
ih̄ hn|ρ(t)|mi = ih̄ pα hn|Ψα (t)ihΨα (t)|mi
∂t ∂t α
(VI.82)
X
= pα [(E n − E m )hn|Ψα ihΨα |mi]
α
= hn|(Hρ − ρH)|mi.

The final result is a tensorial identity, and hence, independent of the choice of basis
∂
ih̄ ρ = [H, ρ]. (VI.83)
∂t
135
 Equilibrium requires time independent averages, and suggests ∂ρ/∂t = 0. This con­
dition is satisfied in both eqs.(VI.81) and (VI.83) by choosing ρ = ρ(H). (As discussed
in chapter III, ρ may also depend on conserved quantities such that [H, L] = 0.) Vari­
ous equilibrium quantum density matrices can now be constructed in analogy to classical
statistical mechanics.
• Microcanonical ensemble: As the internal energy has a fixed value E, a density matrix
that includes this constraint is
δ(H − E)
ρ(E) = . (VI.84)
Ω(E)
In particular, in the basis of energy eigen-states,


X  Ω1 if E n = E, and m = n,

hn|ρ|mi = pα hn|Ψα ihΨα |mi = (VI.85)

0 if E n =6 E, or m =6 n.

α

The first condition states that only eigen-states of the correct energy can appear in the
quantum wave-function, and that (for pα = 1/N ) such states on average have the same
amplitude, |hn|Ψi|2 = 1/Ω. This is equivalent to the classical postulate of equal a priori
equilibrium probabilities. The second (additional) condition states that the Ω eigen-states
of energy E are combined in a typical micro-state with independent random phases. (Note
P
that the normalization condition tr ρ = 1, implies that Ω(E) = n δ(E −En ) is the number
of eigen-states of H with energy E.)
• Canonical ensemble: A fixed temperature T = 1/kB β, can be achieved by putting the
system in contact with a reservoir. By considering the combined system, the canonical
density matrix is obtained as
exp (−βH)
ρ(β) = . (VI.86)
Z(β)
The normalization condition tr(ρ) = 1, leads to the quantum partition function

Z = tr e−β H = e−β E n .
  X
(VI.87)
n

The final sum is over the (discrete) energy levels of H, and justifies the calculations per­
formed in the previous sections.
• Grand Canonical Ensemble: The number of particles N , is no longer fixed. Quantum
micro-states with indefinite particle number span a so called Fock space. The density
matrix is

e−β H+βµN
∞
−β H+βµN
  X
ρ(β, µ) = , where Q(β, µ) = tr e = eβµN ZN (β). (VI.88)
Q
N=0

136

 Example: Consider a single particle in a quantum canonical ensemble in a box of

volume V . The energy eigen-states of the Hamiltonian
p~ 2 h̄2 2
H1 = =− ∇ , (in coordinate basis) (VI.89)
2m 2m
obtained from H1 |~k i = E(~k )|~k i, are
~
eik ·~x ¯h2 k 2
h~x |~k i = √ , with E(~k) = . (VI.90)
V 2m
With periodic boundary conditions in a box of size L, the allowed values of ~k are
(2π/L)(ℓx, ℓy , ℓz ), where (ℓx , ℓy , ℓz ) are integers. A particular vector in this one-particle
Hilbert space is specified by its components along each of these basis states (infinite in
number). The space of quantum micro-states is thus much larger than the corresponding
6-dimensional classical phase space. The partition function for L → ∞,
βh̄2 k 2 d3~k βh̄2 k 2
X   Z  
Z1 = tr(ρ) = exp − =V exp −
2m (2π)3 2m
~
k
r !3 (VI.91)
V 2πmkB T V
= = 3,
(2π)3 h̄2 λ
√
coincides with the classical result, with λ = h/ 2πmkT (justifying the use of d3 p~ d3 ~q/h3
as the correct dimensionless measure of phase space). Elements of the density matrix in a
coordinate representation are
−β E (~ ~
V d3~k e−ik ·(~x −~x ) βh̄2 k 2
′
k)
λ3
 
′ ~ e
Z
~
X
′
h~x |ρ|x
~i= h~x |k i hk |x
~i= exp −
Z1 V (2π)3 V 2m
~
k (VI.92)
m(~x − ~x ′ )2 π(~x − ~x ′ )2
   
1 1
= exp − = exp − .
V 2βh̄2 V λ2
The diagonal elements, h~x |ρ|~x i = 1/V , are just the probabilities for finding a particle at
~x. The off-diagonal elements have no classical analog. They suggest that the appropriate
√
way to think of the particle is as a wave-packet of size λ = h/ 2πmkB T , the thermal
wavelength. As T → ∞, λ goes to zero, and the classical analysis is valid. As T → 0,
λ diverges and quantum mechanical effects take over when λ becomes comparable to the
size of the box.
Alternatively, we could have obtained eq.(VI.92), by noting that eq.(VI.86) implies
∂ h̄2 2
Zρ = −HZρ = ∇ Zρ. (VI.93)
∂β 2m
This is just the diffusion equation (for the free particle), which can be solved subject to
the initial condition ρ(β = 0) = 1 (i.e. h~x ′ |ρ(β = 0)|~x i = δ 3 (~x − ~x ′ )/V ) to yield the result
of eq.(VI.92).

137

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8.333 Statistical Mechanics I: Statistical Mechanics of Particles

Fall 2013

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