Chapter 10

Grand canonical ensemble

10.1 Grand canonical partition function

The grand canonical ensemble is a generalization of the canonical ensemble where the
restriction to a definite number of particles is removed. This is a more realistic represen-
tation of physical systems than the canonical ensemble since one can rarely fix the total
number of particles in a macroscopic system.

Consider a system A1 in a heat and particle reservoir A2 :

The two systems are in thermal equilibrium at temperature T and chemical potential .

We assume that the system A2 is much larger than the system A1 , i.e., that

E2 >> E1 ,

N2 >> N1 ,
with
N1 + N2 = N = const
and
E1 + E2 = E = const,
where N and E are the particle number and the energy of the total system A = A1 + A2 .
The total Hamiltonian is defined as the sum of the Hamiltonians of A1 and A2 :

H(q, p) = H1 (q(1), p(1), N1 ) + H2 (q(2), p(2), N2 ).

121
122 CHAPTER 10. GRAND CANONICAL ENSEMBLE

For the above assumption to be valid, we neglect interactions among particles in A1 and
A2 :
H12 = 0.

Since the total system A is isolated, its distribution function is given in the microcanonical
ensemble as
1
(q, p) = (E H1 H2 ),
(E, N )
with Z
(E, N ) = d3N q d3N p (E H1 H2 ).

We are now interested in the system A1 . As we did in the canonical ensemble, we integrate
the total probability density (q, p) over the phase space of the reservoir A2 :
Z
1 (q(1), p(1), N1 ) = d2 (q, p)
R
d2 (E H1 H2 , N ) 2 (E H1 , N N1 )
= = .
(E, N ) (E, N )

Since E1 << E and N1 << N , we can approximate the slowly varying logarithm of
2 (E2 , N2 ) around E2 = E and N2 = N and thus obtain:

S2 (E E1 , N N1 ) = kB ln 2 (E E1 , N N1 )
     
S2 S2
= S2 (E, N ) E1 N1 .
 
E2 N2  N2
 
E2 = E E2
 E2 = E
N2 = N N2 = N

The derivatives are now substituted by

 
S2 1
=
E2 N2 = N T
E2 = E

and  
S2
= ,
N2 N2 = N T
E2 = E

and finally we get for S2 the following expression:

E1
S2 (E E1 , N N1 ) = S2 (E, N ) + N1 + . . .
T T
The probability distribution function is then

1 (q(1), p(1), N1 ) e[H1 (q(1),p(1))N1 ] .

10.2. FUGACITY 123

The constant of proportionality is given by the grand canonical partition function Z(T, V ),
which normalizes the distribution function to 1:
Z
X d3N1 q(1) d3N1 p(1) H1 (q(1),p(1),N 1 )N1
Z= 3N 1N !
e kB T
.
N =0
h 1
1

With Z, the probability distribution function is written as

1 1 H1 (q(1),p(1),N 1 )N1
1 (q(1), p(1), N1 ) = e kB T
h3N1 N1 ! Z

so that Z
X
d3N1 q(1) d3N1 p(1) 1 (q(1), p(1), N1 ) = 1
N1 =0

holds indeed.

After this derivation we can proceed without carrying the index (1). We only have to
keep in mind that we are describing a system in contact with a reservoir, where heat and
particles exchange is allowed.

10.2 Fugacity
By using the definition of the partition function in the canonical ensemble,
1
Z
ZN = 3N d3N q d3N p eH ,
h N!
we can rewrite the partition function in the grand canonical ensemble as

X
X
N
Z(T, ) = e ZN (T ) = z N ZN (T ) , (10.1)
N =0 N =0

where z = e/kB T is denoted as the fugacity. Equation (10.1) shows that Z(T, ) is the
discrete Laplace transform of ZN (T ). Obviously,
N

X z N ZN (T ) X e kB T ZN (T )
= = 1.
N =0
Z(T, ) N =0
Z(T, )

We define N
e kB T ZN (T )
wN =
Z(T, )
as the probability that the system at temperature T and with chemical potential contains
N particles.
124 CHAPTER 10. GRAND CANONICAL ENSEMBLE

10.3 Particle distribution function

In the canonical ensemble the particle number N was a parameter. In the grand canonical
ensemble, since particles among the system and the reservoir are exchanged, N is a
variable. It is to be expected that the canonical and grand canonical ensembles will
become equivalent when almost all the system copies in the grand canonical ensemble
acquire the same particle number. That means that the particle distribution function
should have a sharp maximum at the average value < N > given by
N
P
N =0 N z ZN (T, V )
X
< N >= P N
= N wN (T, V ).
N =0 z ZN (T, V ) N =0

By considering the definition of Z(T, V, ), we get for < N > that

 
1
< N >= ln Z(T, V, ) . (10.2)
T,V

From the average particle number < N >, we can calculate the chemical potential

= (T, V, < N >).

By using the definition of fugacity z, we obtain:

 

< N >= z ln Z(T, V, ) .
z T,V

From the previous chapter we know that pressure P is given as

   
H 1
P = = ln Z(T, V, ) (10.3)
V V T,

and the total energy U as

 

U =< H >= ln Z(T, V, ) + < N > , (10.4)

where we used the definition of Z and the same procedure as the one we followed for the
canonical ensemble.

10.4 Grand canonical potential

In chapter 5 we defined the grand canonical potential as

(T, V, ) = F (T, V, N ) N ; = P V.
10.4. GRAND CANONICAL POTENTIAL 125

Dont confuse the grand canonical potential (T, V, ) with the density of mi-
crostates (E)!!!

From the relation

d = S dT P dV < N > d,
we have:
 
1
d = 2
dT (S dT + P dV + < N > d)
kB T kB T kB T
U <N > 1
= 2
dT (P dV + < N > d).
kB T kB T
Now, we make use of eqs. (10.2), (10.3) and (10.4):
   

d = ln Z(T, V, ) dT
kB T T ,V
 

ln Z(T, V, ) dV
V ,T
 

ln Z(T, V, ) d
T,V
= d(ln Z(T, V, ))

(T, V, ) = kB T ln Z(T, V, )

Z = e

To summarize, in order to obtain the thermodynamical properties of our system in contact

with a heat and particle reservoir, we do the following:
1 - calculate the grand canonical partition function:
Z
X d3N q d3N p (HN )
Z= 3N N !
e ;
N =0
h

2 - calculate the grand canonical potential:

= kB T ln Z = P V ;

3 - calculate the remaining thermodynamical properties through the equations:

 

S = ,
T N,
 

P = = ,
T T, V
 

N = ,
T,V
and the remaining thermodynamical potentials through Legendre transformations.
126 CHAPTER 10. GRAND CANONICAL ENSEMBLE

10.5 Particle fluctuations

The mechanical stability condition for a system implies that its compressibility T cannot
take negative values, i.e.,  
1 V
T = 0.
V P T
In fact, this can be proven in statistical physics in the same way as it was proven that
the energy fluctuations in the canonical ensemble fulfill the thermal stability criterium:

CV = kB 2 (H < H >)2 0.



Let us calculate < N 2 > given as

2 N
1 1 2
P
2 N =0 N z ZN (T, V )
< N >= P N
= Z

N =0 z ZN (T, V ) Z 2 2

where we used the definition of the grand canonical partition function.

In the previous section, we found that

< N >= ln Z.

We consider now the second derivative of ln Z with respect to the chemical potential:
2
2 1 2

1
ln Z = Z + Z
2 Z 2 Z 2
= 2 < N >2 + 2 < N 2 >

2
   
2 1 2 1
<N ><N > = 2 ln Z = <N > .
2 T,V T,V

We want to show now that

    "  #2
<N > V P
= .
T,V P T,<N > T,V

Proof :
We use the chain rule:
     
<N > V <N >
=
T,V
T,<N > V T,
     
V P <N >
= . (10.5)
P T,<N > T,<N > V T,
10.5. PARTICLE FLUCTUATIONS 127
   
P P
Note that P = P (T, ) and therefore
=
T,<N > T,V
The particle number and pressure can be obtained as derivatives of the grand canon-
ical potential:

 

<N > = ,
T,V
 

P = .
V T,

By using the continuity of ,

2 2
= ,
V V
we get the Maxwell relation:
   
<N > P
= . (10.6)
V T, T,V

We introduce eq. (10.6) into eq. (10.5) and get

    "  #2
<N > V P
=
T,V P T,<N > T,V

 
V
= T V,
P T,<N >
   
P kB T <N >
= ln Z = .
T,V V T,V V

Then,  
<N > T
= < N >2
T,V V
T h(N < N >)2 i
= 0.
V < N >2
The thermal compressibility is a measure of the particle number fluctuations.
For macroscopic systems, the particle fluctuations are negligible: for N >> 1, almost
all system copies in the grand canonical ensemble have the same particle number <
N >. Therefore, we have statistical equivalence between the grand canonical and the
canonical ensembles. Out of these considerations together with the energy fluctuations
considerations that we had in chapter 9, we conclude that for macroscopic systems the
three ensembles are equivalent.
128 CHAPTER 10. GRAND CANONICAL ENSEMBLE

10.6 Example: ideal gas in the grand canonical en-

semble
We consider a monoatomic gas system in a volume V in contact with a heat and particle
reservoir at temperature T and chemical potential .

1 - Calculate the grand canonical partition function out of the partition function in the
canonical ensemble, which we found in chapter 9 to be equal to
 N
1 V
ZN (T, V, N ) = .
N ! 3T

V
Z1 (T, V, 1) = ,
3T
h
T = ,
2 m kB T

X N
Z = e kB T ZN (T )
N =0
 N  N  
X N 1 V X 1 /kB T V /kB T V
= e kB T
= e = exp e .
N =0
N! 3T N =0
N! 3T 3T

2 - The grand canonical potential is then

V
(T, V, ) = kB T ln Z(T, V, ) = kB T e/kB T .
3T

We can obtain now the remaining equations of state:

   
/kB T V 5
= S(T, V, ) = e kB , (10.7)
T V, 3T 2 kB T
 
1
= P (T, V, ) = kB T e/kB T 3 , (10.8)
V T, T
 
V
= N (T, V, ) = e/kB T 3 . (10.9)
T,V T

We introduce equation (10.9) into equations (10.7) and (10.8):

3T
e/kB T = N ,
V
N 3T 1
P = kB T 3,
V T
10.6. EXAMPLE: IDEAL GAS IN THE GRAND CANONICAL ENSEMBLE 129

V P = kB T N equation of state,
and
3T V N 3T
 
5
S=N kB ln .
V 3T 2 V
 
V 5
S = kB N ln + Sackur-Tetrode equation.
N 3T 2

Summary ensembles

Phase space integration Thermodynamic potential

Z
Microcanonical (E, V, N ) = d3N q d3N p
E<H<E+
ensemble  

S(E, V, N ) = kB ln 3N
h N!

(E, V, N ) =
ZE
= d3N q d3N p (E H)

d3N q d3N p H
Z
Canonical ZN (T, V ) = e F (T, V, N ) = kB T ln ZN (T, V )
h3NZ N!
1
ensemble = 3N dE (E) eH ZN = eF
h N! 0

eN ZN (T )
P
Grand canonical Z(T, ) = N =0 (T, V, ) = kB T ln Z(T, V, )
PV
ensemble Z = e = e kB T