A Modern Course in

Statistical Physics
2nd Edition

L. E. REICHL

A Wiley-Interscience Publication
JOHN WILEY & SONS, INC.
New York Chichester Weinheim Brisbane Singapore Toronto

CONTENTS

Preface
1.

xix

Introduction

1 .A.
l.B.
l.C.

1
2
5

Overview
Plan of Book
Use as a Textbook

PART ONE
2.

THERMODYNAMICS

Introduction to Thermodynamics
2.A.

Introductory Remarks

2.B.
2.C.

State Variables and Exact Differentials

Some Mechanical Equations of State
Ideal Gas Law
2.C1.
2.C.2.
Virial Expansion
2.C.3.
Van der Waals Equation of State
2.C.4.
Solids
2.C.5.
Elastic Wire or Rod
2.C.6.
Surface Tension
2.C.7.
Electric Polarization
2.C.8.
Curie's Law
The Laws of Thermodynamics
2.D.I.
Zeroth Law
2.D.2.
First Law
2.D.3.
Second Law
2.D.4.
Third Law
Fundamental Equation of Thermodynamics
Thermodynamic Potentials
2.F.I.
Internal Energy
2.F.2.
Enthalpy
2.F.3.
Helmholz Free Energy
2.F.4.
Gibbs Free Energy
2.F.5.
Grand Potential

2.D.

2.E.
2.F.

9
9

11
16
16
17
18
19
19
20
20
21
21
22
22
23
31
33
36
37
40
42
45
48

viii

CONTENTS
2.G.

2.H.

S2.A.

S2.B.
S2.C.
S2.D.

S2.E.
References
Problems

Response Functions
2.G. 1.
Thermal Response Functions (Heat Capacity)
2.G.2.
Mechanical Response Functions
Stability of the Equilibrium State
2.H. 1.
Conditions for Local Equilibrium
in a PVT System
2.H.2.
Conditions for Local Stability in a PVT System
2.H.3.
Implications of the Stability Requirements for
the Free Energies
Cooling and Liquefactions of Gases
S2.A.1. The Joule Effect: Free Expansion
S2.A.2. The Joule-Kelvin Effect: Throttling
Entropy of Mixing and the Gibbs Paradox
Osmotic Pressure in Dilute Solutions
The Thermodynamics of Chemical Reactions
S2.D.1. The Affinity
S2.D.2. Stability
The Thermodynamics of Electrolytes

3. The Thermodynamics of Phase Transitions

3.A.
3.B.
3.C.
3.D.

3.E.
3.F.

3.G.

Introductory Remarks
Coexistence of Phases: Gibbs Phase Rule
Classification of Phase Transitions
Pure PVT Systems
3.D.I.
Phase Diagrams
3.D.2.
Coexistence Curves: Clausius-Clapyron
Equation
3.D.3.
Liquid-Vapor Coexistence Region
3.D.4.
The van der Waals Equation
Superconductors
The Helium Liquids
3.F.I.
Liquid He 4
3.F.2.
Liquid He 3
3.F.3.
Liquid He 3 -He 4 Mixtures
Landau Theory
3.G.I.
Continuous Phase Transitions
3.G.2.
First-Order Transitions

50
50
53
55
55
57
63
66
66
68
72
74
78
78
82
86
89
90
96
96
98
100
103
103
105
110
115
118
123
123
124
126
128
128
134

CONTENTS
3.H.

S3.A.
S3.B.
S3.C.
S3.D.
S3.E.

S3.F.
References
Problems

ix
Critical Exponents
3.H.I.
Definition of Critical Exponents
3.H.2.
The Critical Exponents for Pure PVT Systems
Surface Tension
Thermomechanical Effect
The Critical Exponents for the Curie Point
Tricritical Points
Binary Mixtures
S3.E.1. Stability Conditions
S3.E.2. Equilibrium Conditions
S3.E.3. Coexistence Curve
The Ginzburg-Landau Theory of Superconductors

135
136
137
142
146
149
151
153
154
155
160
162
166
167

PART TWO CONCEPTS FROM PROBABILITY THEORY

4.

Elementary Probability Theory and Limit Theorems

173

4. A.
4.B.
4.C.
4.D.

173
174
175
177
178
180
182
183
188
188
191
192
194
197
197
198
199
200
203

Introduction
Permutations and Combinations
Definition of Probability
Stochastic Variables and Probability
4.D.I.
Distribution Functions
4.D.2.
Moments
4.D.3.
Characteristic Functions
4.D.4.
Jointly Distributed Stochastic Variables
4.E.
Binomial Distributions
4.E.I.
The Binomial Distribution
4.E.2.
The Gaussian (For Normal) Distribution
4.E.3.
The Poisson Distribution
4.E.4.
Binomial Random Walk
4.F.
A Central Limit Theorem and Law of Large Numbers
4.F.I.
A Central Limit Theorem
4.F.2.
The Law of Large Numbers
S4.A. Lattice Random Walk
S4.A.1. One-Dimensional Lattice
S4.A.2. Random Walk in Higher Dimension

CONTENTS

S4.B. Infinitely Divisible Distributions

S4.B.1. Gaussian Distribution
S4.B.2. Poisson Distribution
S4.B.3. Cauchy Distribution
S4.B.4. Levy Distribution
S4.C. The Central Limit Theorem
S4.C.1. Useful Inequalities
S4.C.2. Convergence to a Gaussian
S4.D. Weierstrass Random Walk
S4.D.1. Discrete One-Dimensional Random Walk
S4.D.2. Continuum Limit of One-Dimensional Discrete
Random Walk
S4.D.3. Two-Dimensional Discrete Random Walk
(Levy Flight)
S4.E. General Form of Infinitely Divisible Distributions
S4.E.1. Levy-Khintchine Formula
S4.E.2. Kolmogorov Formula
References
Problems

218
221
222
223
225
225

5.

Stochastic Dynamics and Brownian Motion

229

5. A.
5.B.
5.C.

229
231
234
234
240
241
242
244
247
250
251
254
258
260
260
261
265

Introduction
General Theory
Markov Chains
5.C1.
Spectral Properties
5.C.2.
Random Walk
5.D. The Master Equation
5.D.I.
Derivation of the Master Equation
5.D.2.
Detailed Balance
5.D.3.
Mean First Passage Time
5.E.
Brownian Motion
5.E.I..
Langevin Equation
5.E.2.
The Spectral Density (Power Spectrum)
S5.A. Time Periodic Markov Chain
S5.B. Master Equation for Birth-Death Processes
S5 .B. 1. The Master Equation
S5.B.2. Linear Birth-Death Processes
S5.B.3. Nonlinear Birth-Death Processes

207
208
209
209
210
211
212
213
214
215
217

CONTENTS

xi

S5.C. The Fokker-Planck Equation

S5.C.1. Probability Flow in Phase Space
S5.C.2. Probability Flow for Brownian Particle
S5.C.3. The Strong Friction Limit
S5.C.4. Solution of Fokker-Planck Equations with
One Variable
S5.D. Approximations to the Master Equation
References
Problems

271
276
278
279

6.

285

The Foundations of Statistical Mechanics

6.A.
6.B.
6.C.
6.D.
S6.A.
S6.B.
S6.C.
S6.D.
S6.E.
S6.F.
References
Problems

Introduction
The Liouville Equation of Motion
Ergodic Theory and the Foundation of Statistical Mechanics
The Quantum Probability Density Operator
Reduced Probability Densities and the BBGKY Hierarchy
Reduced Density Matrices and the Wigner Distribution
Microscopic Balance Equations
Mixing Flow
Anharmonic Oscillator Systems
Newtonian Dynamics and Irreversibility

PART THREE
7.

266
266
267
270

285
286
296
303
310
314
319
321
326
334
335
336

EQUILIBRIUM STATISTICAL MECHANICS

Equilibrium Statistical Mechanics

341

7.A.
7.B.
7.C.

341
343
349
349
351
354
354
357
362
364

7.D.

7.E.

Introduction
The Microcanonical Ensemble
Einstein Fluctuation Theory
7.C.I.
General Discussion
7.C.2.
Fluid Systems
The Canonical Ensemble
7.D.I.
Probability Density Operator
7.D.2.
Systems of Indistinguishable Particles
7.D.3.
Systems of Distinguishable Particles
Heat Capacity of a Debye Solid

xii

CONTENTS
7.F.

Order-Disorder Transitions
7.F.I.
Exact Solution for a One-Dimensional Lattice
7.F.2.
Mean Field Theory for a d-Dimensional Lattice
7.G.
The Grand Canonical Ensemble
7.H. Ideal Quantum Gases
7.H.I.
Bose-Einstein Gases
7.H.2.
Fermi-Dirac Ideal Gases
S7.A. Heat Capacity of Lattice Vibrations on a OneDimensional LatticeExact Solution
S7.A.1. Exact ExpressionLarge N
S7.A.2. Continuum ApproximationLarge N
S7.B. Momentum Condensation in an Interacting Fermi Fluid
S7.C. The Yang-Lee Theory of Phase Transitions
References
Problems

401
404
406
407
418
422
423

8.

Order-Disorder Transitions and Renormalization Theory

427

8.A.
8.B.

Introduction
Static Correlation Functions and Response Functions
8.B.I.
General Relations
~
8.B.2.
Application to the Ising Lattice
8.C.
Scaling
8.C.I.
Homogeneous Functions
8.C.2.
Widom Scaling
8.C.3.
Kadanoff Scaling
8.D.
Microscopic Calculation of Critical Exponents
S8.A. Critical Exponents for the 5"* Model
S8.B. Exact Solution of the Two-Dimensional Ising Model
S8.B.1. Partition Function
S8.B.2. Antisymmetric Matrices and Dimer Graphs
S8.B.3. Closed Graphs and Mixed Dimer Graphs
S8.B.4. Partition Function for Infinite Planar Lattice
References
Problems

427
428
429
431
433
433
434
437
440
448
462
462
466
469
475
485
486

9.

Interacting Fluids

488

9.A.
9.B.

488
489

Introduction
Thermodynamics and the Radial Distribution Function

369
370
372
377
381
383
392

CONTENTS
9.C.

S9.A.

S9.B.
S9.C.

S9.D.
References
Problems

xiii
Virial Expansion of the Equation of State
9.C1.
Virial Expansions and Cluster Functions
9.C.2.
The Second Virial Coefficient
9.C.3.
Higher-Order Virial Coefficients
The Pressure and Compressibility Equations
S9.A.1. The Pressure Equation
S9.A.2. The Compressibility Equation
Ornstein-Zernicke Equation
Third Virial Coefficient
S9.C.1. Square-Well Potential
S9.C.2. Lennard-Jones 6-12 Potential
Virial Coefficients for Quantum Gases

PART FOUR

492
493
500
506
507
508
509
510
513
514
515
517
526
527

NONEQUILD3RIUM STATISTICAL MECHANICS

10. Hydrodynamic Processes Near Equilibrium

10.A. Introduction
10.B. Navier-Stokes Hydrodynamic Equations
10.B.1. Balance Equations
10.B.2. Entropy Source and Entropy Current
10.B.3. Transport Coefficients
10.C. Linearized Hydrodynamic Equations
10.C.1. Linearization of the Hydrodynamic Equations
10.C.2. Transverse Hydrodynamic Modes
10.C.3. Longitudinal Hydrodynamic Modes
10.D. Dynamic Equilibrium Fluctuations and Transport Processes
10.D.1. Onsager's Relations
10.D.2. Weiner-Khintchine Theorem
10.E. Linear Response Theory and the Fluctuation-Dissipation
Theorem
10.E.1. The Response Matrix
10.E.2. Causality
10.E.3. The Fluctuation-Dissipation Theorem
10.E.4. Power Absorption
10.F. Transport Properties of Mixtures
1 O.F.I. Entropy Production in Multicomponent Systems

531
531
533
534
537
541
544
545
549
550
552
553
557
561
562
563
568
570
574
574

xiv

CONTENTS

References
Problems

580
582
583
586
589
592
594
597
600
601
603
605
605
606
610
612
613
614
617
620
621
623
624
631
631
635
639
640
642
644
649
650

11. Transport Theory

656

S10.A.
S10.B.
S10.C.

S10.D.

S10.E.

S10.F.

S10.G.

S10.H.

SI0.1.

10.F.2. Fick's Law for Diffusion

10.F.3. Thermal Diffusion
10.F.4. Electrical Conductivity and Diffusion in Fluids
Onsager's Relations When a Magnetic Field is Present
Microscopic Linear Response Theory
Light Scattering
S10.C.1. Scattered Electric Field
S10.C.2. Intensity of Scattered Light
Thermoelectricity
S10.D.1. The Peltier Effect
S10.D.2. The Seebeck Effect
S10.D.3. Thomson Heat
Entropy Production in Discontinuous Systems
SI O.E.I. Volume Flow Across a Membrane
S10.E.2. Ion Transport Across a Membrane
Stochastic Hydrodynamics
SI O.F.I. Stochastic Hydrodynamic Equations
S10.F.2. Properties of Equilibrium Correlation Functions
S10.F.3. Random Current Correlation Functions
Long-Time Tails
S10.G.1. Fluid Flow Around the Brownian Particle
S10.G.2. Drag Force on the Brownian Particle
S10.G.3. Velocity Autocorrelation Function
Superfluid Hydrodynamics
S10.H.1. Superfluid Hydrodynamic Equations
S10.H.2. Sound Modes
General Definition of Hydrodynamic Modes
510.1.1. Projection Operators
510.1.2. Conserved Quantities
S 10.1.3. Hydrodynamic Modes Due to Broken Symmetry

11 .A. Introduction
ll.B. Elementary Transport Theory
11.B.I. The Maxwell-Boltzmann Distribution
11.B.2. The Mean Free Path

656
657
657
658

CONTENTS

xv
11.B.3.
ll.B .4.
11.B.5.

ll.C.

ll.D.

ll.E.

ll.F.

ll.G.

Sll.A.
References
Problems

The Collision Frequency

Self-Diffusion
The Coefficients of Viscosity and
Thermal Conductivity
ll.B.6. The Rate of Reaction
The Boltzmann Equation
11.C.I. Two-Body Scattering
11.C.2. Derivation of the Boltzmann Equation
11.C.3. Boltzmann's H Theorem
Linearized Boltzmann and Lorentz-Boltzmann Equations
ll.D.l. Kinetic Equations for a Two-Component Gas
11.D.2. Collision Operators
Coefficient of Self-Diffusion
11.E.I. Derivation of the Diffusion Equation
11.E.2. Eigenfrequencies of the LorentzBoltzmann Equation
Coefficients of Viscosity and Thermal Conductivity
11 .F. 1. Derivation of the Hydrodynamic Equations
11.F.2. Eigenfrequencies of the Boltzmann Equation
11.F.3. Shear Viscosity and Thermal Conductivity
Computation of Transport Coefficients .
11.G.I. Sonine Polynomials
11.G.2. Diffusion Coefficient
11.G.3. Thermal Conductivity
11.G.4. Shear Viscosity
Beyond the Boltzmann Equation

12. Nonequilibrium Phase Transitions

12.A. Introduction
12.B. Nonequilibrium Stability Criteria
12.B.1. Stability Conditions Near Equilibrium
12.B.2. Stability Conditions Far From Equilibrium
12.C. The Schlogl Model
12.D. The Brusselator
12.D.1. The BrusselatorA Nonlinear
Chemical Model
12.D.2. Boundary Conditions

659
661
664
666
670
671
679
680
682
682
684
688
688
690
691
692
697
700
701
702
703
704
708
710
717
718
721
721
722
723
726
732
735
736
737

xvi

CONTENTS

12.D.3. Linear Stability Analysis

12.E. The Rayleigh-Benard Instability
12.E.1. Hydrodynamic Equations and
Boundary Conditions
12.E.2. Linear Stability Analysis
SI2.A. Fluctuations Near a Nonequilibrium Phase Transition
S12.A.1. Fluctuations in the Rayleigh-Benard System
S12.A.2. Fluctuations in the Brusselator
S12.A.3. The Time-Dependent Ginzburg-Landau Equation
References
Problems

739
742
743
747
753
753
760
764
765
767

APPENDICES
A. Balance Equations

768

A.I.
General Fluid Flow
A.2.
General Balance Equation
References

768
771
773

B.

Systems of Identical Particles

774

B.I.

774
775
776

B.2.

B.3.

Position and Momentum Eigenstates

B.I.I.
Free Particle
B.I.2.
Particle in a Box
Symmetrized A?-Particle Position and
Momentum Eigenstates
B.2.1.
Symmetrized Momentum Eigenstates for
Bose-Einstein Particles
B.2.2.
Antisymmetrized Momentum Eigenstates
for Fermi-Dirac Particles
B.2.3.
Partition Functions and Expectation Values
The Number Representation
B.3.1.
The Number Representation for Bosons
B.3.2.
The Number Representation for Fermions
B.3.3.
Field Operators

References
C.

Stability of Solutions to Nonlinear Equations

C.I.

Linear Stability Theory

777
778

CONTENTS

xvii

C.2. Limit Cycles

C.3. Liapounov Functions and Global Stability
References

795
796
798

Author Index

799

Subject Index

804