Graduate Texts in Contemporary Physics

Series Editors:

R. Stephen Berry
Joseph L. Birman
Jeffrey W. Lynn
Mark P. Silverman
H. Eugene Stanley
Mikhail Voloshin

Springer Science+Business Media, LLC

Graduate Texts in Contemporary Physics

S.T. Ali, J.P. Antoine, and J.P. Gazeau: Coherent States, Wavelets and
Their Generalizations
A. Auerbach: Interacting Electrons and Quantum Magnetism
T. S. Chow: Mesoscopic Physics of Complex Materials
B. Felsager: Geometry, Particles, and Fields
P. DiFrancesco, P. Mathieu, and D. Senechal: Conformal Field Theories
A. Gonis and W.H. Butler: Multiple Scattering in Solids
K.T. Hecht: Quantum Mechanics
J.H. Hinken: Superconductor Electronics: Fundamentals and
Microwave Applications
J. Hladik: Spinors in Physics
Yu.M. Ivanchenko and A.A. Lisyansky: Physics of Critical Fluctuations
M. Kaku: Introduction to Superstrings and M-Theory, 2nd Edition
M. Kaku: Strings, Conformal Fields, and M-Theory, 2nd Edition
H.V. Klapdor (ed.): Neutrinos
J.W. Lynn (ed.): High-Temperature Superconductivity
H.J. Metcalf and P. van der Straten: Laser Cooling and Trapping
R.N. Mohapatra: Unification and Supersymmetry: The Frontiers of
Quark-Lepton Physics, 2nd Edition
H. Oberhummer: Nuclei in the Cosmos
G.D.J. Phillies: Elementary Lectures in Statistical Mechanics
RE. Prange and S.M. Girvin (eds.): The Quantum Hall Effect
S.RA. Salinas: Introduction to Statistical Physics
B.M. Smirnov: Clusters and Small Particles: In Gases and Plasmas
M. Stone: The Physics of Quantum Fields
F.T. Vasko and A.V. Kuznetsov: Electronic States and Optical
Transitions in Semiconductor Heterostructures
A.M. Zagoskin: Quantum Theory of Many-Body Systems: Techniques and
Applications
Silvio R.A. Salinas

Introduction to
Statistical Physics

With 67 Illustrations

'Springer
Silvio R.A. Salinas
Instituto de Fisica
Universidade de Sao Paol0
Caixa Postal 66318
05315-970 Sao Paolo
Brazii
ssalinas@if.usp.br

Series Editors
R. Stephen Beny Joseph L. Birman Jeffery W. Lynn
Department of Chemistry Department of Physics Department of Physics
University of Chicago City College of CUNY University of Maryland
Chicago, IL 60637 New York, NY 10031 College Park, MD 20742
USA USA USA
Mark P. Silverman H. Eugene Stanley Mikhail Voloshin
Department of Physics Center for Polymer Studies Theoretical Physics Institute
Trinity College Physics Department Tate Laboratory of Physics
Hartford, CT 06106 Boston University The University of Minnesota
USA Boston, MA 02215 Minneapolis, MN 55455
USA USA

Library of Congress Cataloging-in-Publication Data

Salinas, Silvio R.A.
Introduction to statistical physics I Silvio R.A. Salinas.
p. cm. - (Graduate texts in contemporary physics)
IncJudes bibliographical references and index.
ISBN978-1-4419-2884-9 ISBN 978-1-4757-3508-6 (eBook)
DOI 10.1007/978-1-4757-3508-6
1. Statistical physics. 1. Title. II. Series.
QC174.8 .S35 2000
530. 13--dc21 00-059587
Printed on acid-free paper.

Translation from Introdu~o a FIslca Estatfstica (1997) published by Editora da Universidade de

Silo Paolo, BraziI.

2001 Springer Science+Business Media New York

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Preface

This book is based on the class notes for an introductory course on statisti-
cal physics that I have taught a number of times to the senior undergraduate
students in physics at the University of Siio Paulo. Most of the students
were motivated and quite well prepared. Usually, they had already gone
through the basic physics and calculus courses, and through some stan-
dard intermediate courses, including classical mechanics, electromagnetism
and an introduction to quantum physics. The first 10 chapters of this book
are a translation of the class notes that used to circulate among the stu-
dents as Xerox copies (before the publication of the original version of the
text in Portuguese by the University of Sao Paulo in 1997). I hope I have
preserved the informal and introductory features of the class notes.
Owing to the increasing relevance of the concepts and techniques of sta-
tistical mechanics, the standard undergraduate programs in physics usu-
ally include at least one semester of an introductory course on the subject.
However, there are no sharp distinctions between senior year undergradu-
ates and beginning graduate students. The first 10 chapters of this book,
with the exception of a few starred (more specialized) topics, but including
some highlights of the final chapters, may very well be taught to senior
undergraduates during just one semester. With less emphasis on the intro-
ductory points, and including most of the material from the final chapters,
the book can as well be used for a one-semester graduate course. Besides
the classical topics and examples in the area, which should be taught to all
students, I have included a few examples from solid-state physics. Also, I
have included some topics of more recent interest, such as an introduction
to phase transitions and critical phenomena, and two chapters on kinetic
vi Preface

and stochastic methods dealing with non-equilibrium phenomena. The in-

structor will be able to select enough new material to stimulate the more
advanced students.
Thermodynamics is a phenomenological branch of physics that organizes
in a systematic way the empirical laws governing the thermal behavior of
macroscopic bodies. One of the main goals of statistical physics consists of
explaining the thermodynamic laws from considerations about the behavior
of the enormous number of constituent particles of the macroscopic bodies.
The microscopic world of particles in motion is governed by the laws of
mechanics - to be more precise, by the laws of quantum mechanics, but
to a good approximation, in many cases of interest, by classical mechanics
itself (or by some simplified schemes, which give rise to very relevant statis-
tical models). In principle, the behavior of the macroscopic bodies can be
explained by a straightforward application of the laws of mechanics (either
classical or quantum). However, as the number of particles is excessively
large, of the order of the Avogadro number (A>::::: 6 x 1023 ), this program
is unfeasible, and maybe even useless. Indeed, the immense number of mi-
croscopic particles gives rise to new and distinct regularities, the statistical
laws. Therefore, the basic ingredients of statistical physics are the laws of
mechanics and the principles of the theory of probabilities.
With the exception of the last two chapters (15 and 16), this book is
dedicated to the consideration of systems in thermodynamical equilibrium
(characterized by macroscopic parameters that do not change with time).
Statistical mechanics in equilibrium, as formulated in terms of Gibbs en-
sembles, is a well-established theory, with many important applications in
condensed matter physics. The methods of equilibrium statistical mechan-
ics, including the formulation and the treatment of microscopic models,
have been used in many different contexts (from more abstract problems
of theoretical physics, to more concrete situations of chemical or biological
interest). Therefore, Gibbsian statistical mechanics should be a highly im-
portant element in the scientific education of all students in physics (and
also in modern areas of chemistry, mathematics and biology).
Unfortunately, there is no satisfactory "Gibbsian description" of non-
equilibrium phenomena. The historical investigations of Boltzmann on the
origins of irreversible behavior (as we know, the laws of mechanics are
time reversible!) are still very much up-to-date. In recent years, there has
been quite a deal of interest in the applications of stochastic methods,
including different types of numerical simulations, to analyze systems out
of thermodynamical equilibrium. I then decided to write the final chapters,
as an introduction to Boltzmann's kinetic method and to some stochastic
techniques derived from the earlier treatments of Brownian motion.
The initial chapters of this book were written under the influence of an
introductory text by F. Rei (see the bibliography) that was an important
contribution to the innovation of the teaching of thermal physics. In Chap-
 Preface vii

ter 1, the problem of the one-dimensional random walk is used to present

the basic ideas and concepts of the theory of probabilities. Chapter 3, based
on the classical text of H. B. Callen (see the bibliography) presents a sum-
mary of the Gibbsian formulation of classical thermodynamics. This is far
from the more intuitive way of teaching thermodynamics, but it is certainly
the most adequate way to recall the theory and make the necessary con-
nections with statistical physics. Chapters 1 and 3 may be omitted by the
students with a better background, with no difficulty for understanding the
text. The formulation of equilibrium statistical mechanics is presented in
Chapters 2, 4, 5, 6, and 7, which are the backbone of any introductory text.
I have tried to use simple language, with many examples. The theory is for-
mulated in the microcanonical ensemble, and some heuristic arguments are
used to construct additional ensembles {which are in general much more
useful). I make a point to introduce modern ideas {thermodynamic limit,
equivalence between ensembles) through a sequence of simple models (gas
of classical particles, Einstein solid, ideal paramagnet), keeping the math-
ematical manipulations at a relatively limited level. Some more specific
sections {which may demand some extra mathematical effort) are marked
by a star and may be deferred for a second reading. Some mathematical
topics of frequent use are presented in the appendices. It should be em-
phasized that the collection of exercises at the end of each chapter is an
essential part of an introductory course, and that some topics are clarified
by these exercises {hints and answers to selected exercises may be found at
r
www.fge.if. usp. br ssalinas).
Chapters 8, 9, and 10 deal with ideal quantum gases, a standard topic in
all courses of statistical physics. The required level of quantum mechanics
is elementary {for example, I avoid the language of second quantization).
In Chapter 8, besides the introduction of the quantum statistics (of Bose-
Einstein and Fermi-Dirac), I also discuss the Maxwell-Boltzmann statistics
and the conditions for the validity of the classical limit. Chapter 9 refers
to the ideal Fermi gas, with some examples from solid state physics (elec-
tronic specific heat, paramagnetism, and diamagnetism). The first part of
Chapter 10 is dedicated to the ideal Bose gas, with emphasis on the phe-
nomenon of Bose-Einstein condensation. In the second part of Chapter 10,
I use the problem of black body radiation to illustrate the relationships
among different branches of physics (from the spectral decomposition of
the electromagnetic field, I obtain the classical Rayleigh-Jeans law; then,
the quantization of the electromagnetic field is used to obtain Planck's
formula for the black body radiation).
In Chapter 11, I decided to include some additional examples from solid-
state physics: phonons and magnons, with a discussion of spin waves and
the Heisenberg model. All of these topics, which of course reflect my own
preferences, are treated at a simple level, and many times I resort to the
analysis of one-dimensional model systems. During a full semester of a
regular undergraduate course in physics, the instructor should make an
viii Preface

effort to cover most of the topics up to the end of Chapter 10. Depending
on the interests of students and instructor, some of the subsequent topics
may be covered as special seminars.
In Chapters 12, 13, and 14, I offer an introduction to the modern theo-
ries of phase transitions and critical phenomena. In Chapter 12, I discuss
some phenomenological aspects of critical phenomena (van der Waals and
Curie-Weiss equations; order parameters; the Landau theory of second-
order phase transitions). I also introduce the definition, and point out the
universal character, of the main critical exponents. Chapter 13 is dedicated
to the Ising model: exact solution in one dimension, mean-field approxima-
tions, and some comments on the Onsager solution of the Ising ferromagnet
on the square lattice. The modern phenomenological scaling theories and
the renormalization-group techniques, including a number of simple exam-
ples, are presented in Chapter 14. From the 1960s, the understanding of
critical phenomena is one of the triumphs of equilibrium statistical physics,
with repercussions in several areas of science.
In Chapters 15 and 16, I discuss some methods and techniques of non-
equilibrium statistical physics. Chapter 15 is devoted to kinetic methods,
including the deduction of Boltzmann's transport equation and the famous
H-theorem. In order to give an illustration of the statistical character of
Boltzmann's ideas, I discuss the well-known urn model proposed by Ehren-
fest. In Chapter 16, I initially derive the Langevin and Fokker-Planck equa-
tions for Brownian motion, and then present a heuristic deduction of the
master equation for stochastic Markovian processes. As an example, there is
a discussion of Glauber's kinetic Ising model. I then use the master equation
to justify the Monte Carlo simulations of statistical models (whose increas-
ing relevance is directly related to the widespread availability of electronic
computer facilities). Again, the choice of topics is a matter of personal
taste and limitations: some important advances in non-equilibrium and
non-linear problems have not been mentioned.
I thank many students and colleagues for pointing out obscure para-
graphs (and mistakes) in the original version of this book. I have already
mentioned the influence of earlier texts of statistical mechanics (Reif, Huang)
and thermodynamics (the classical book by Callen). Also, I benefitted from
very good teachers in Sao Paulo (Mario Schoenberg) and at Carnegie-
Mellon University (Robert B. Griffiths). The publication of this English
version of the text is entirely due to the efforts of Marcia Barbosa and H.
Eugene Stanley, to whom I am mostly grateful.

Sao Paulo, Brazil, February 2000 Silvio R.A. Salinas

Contents

Preface v

1 Introduction to Statistical Methods 1

1.1 The random walk in one dimension . 2
1.2 Mean values and standard deviations . . . . 4
1.3 Gaussian limit of the binomial distribution 6
1.4 Distribution of several random variables.
Continuous distributions . . . . . . . . . . . 9
1.5 *Probability distribution for the generalized random walk in
one dimension. The Gaussian limit 12
Exercises . . . . . . . . . . . . . . . . . . . . 15

2 Statistical Description of a Physical System 19

2.1 Specification of the microscopic states of a quantum system 20
2.2 Specification of the microscopic state of a classical system
of particles . . . . . . . . . . . . . . . . . . . . . . . . . . . 25
2.3 Ergodic hyphotesis and fundamental postulate of
statistical mechanics . . . . . . . . . . . . . . . . . . . . . . 29
2.4 *Formulation of statistical mechanics for quantum systems . 33
Exercises . . . . . . . . . . . . . . . . . 35

3 Overview of Classical Thermodynamics 39

3.1 Postulates of equilibrium thermodynamics 39
3.2 Intensive parameters of thermodynamics . 41
x Contents

3.3 Equilibrium between two thermodynamic systems. 44

3.4 The Euler and Gibbs-Duhem relations . . . . . 47
3.5 Thermodynamic derivatives of physical interest 47
3.6 Thermodynamic potentials . . . . . . . . 48
3. 7 The Maxwell relations . . . . . . . . . . . 52
3.8 Variational principles of thermodynamics 56
Exercises . . . . . . . . . . . . . . . . . . 59

4 Microcanonical Ensemble 61
4.1 Thermal interaction between two microscopic systems 62
4.2 Thermal and mechanical interaction between two systems 65
4.3 Connection between the microcanonical ensemble
and thermodynamics . . . . . 67
4.4 Classical monatomic ideal gas 79
Exercises . . . . . . . . . . . 82

5 Canonical Ensemble 85
5.1 Ideal paramagnet of spin 1/2 91
5.2 Solid of Einstein . . . . . . . 93
5.3 Particles with two energy levels 95
5.4 The Boltzmann gas . 97
Exercises . . . . . . . . . . . . 98

6 The Classical Gas in the Canonical Formalism 103

6.1 Ideal classical monatomic gas . . . . . . 105
6.2 The Maxwell-Boltzmann distribution .. 107
6.3 The theorem of equipartition of energy . 108
6.4 The classical monatomic gas of particles 109
6.5 *The thermodynamic limit of a continuum system 113
Exercises . . . . . . . . . . . . . . . . . . . . . . 117

7 The Grand Canonical and Pressure Ensembles 121

7.1 The pressure ensemble . . . . . 122
7.2 The grand canonical ensemble . 127
Exercises . . . . . . . . . . . . 137

8 The Ideal Quantum Gas 141

8.1 Orbitals of a free particle . . . . . . . 143
8.2 Formulation of the statistical problem 146
8.3 Classical limit . . . . . . . . . . . . 149
8.4 Diluted gas of diatomic molecules . 154
Exercises . . . . . . . . . . . . . . 157

9 The Ideal Fermi Gas 161

9.1 Completely degenerate ideal Fermi gas 164
 Contents xi

9.2 The degenerate ideal Fermi gas (T << Tp) 166

9.3 Pauli paramagnetism . 171
9.4 Landau diamagnetism 176
Exercises . . . . . . . 182

10 Free Bosons: Bose-Einstein Condensation; Photon Gas 187

10.1 Bose-Einstein condensation . 188
10.2 Photon gas. Planck statistics 199
Exercises . . . . . . . . . . . 208

11 Phonons and Magnons 211

11.1 Crystalline phonons . . . . . . . . 211
11.2 Ferromagnetic magnons . . . . . . 220
11.3 Sketch of a theory of superfiuidity 229
Exercises . . . . . . . . . . . . . . 232

12 Phase Transitions and Critical Phenomena:

Classical Theories 235
12.1 Simple fluids. Vander Waals equation . . . . . . . . . . . . 236
12.2 The simple uniaxial ferromagnet. The Curie-Weiss equation 244
12.3 The Landau phenomenology . 251
Exercises .. 254

13 The Ising Model 257

13.1 Exact solution in one dimension . . . . . . . . 260
13.2 Mean-field approximation for the Ising model 263
13.3 The Curie-Weiss model . . . . . . 266
13.4 The Bethe-Peierls approximation . 268
13.5 Exact results on the square lattice 271
Exercises . . . . . . . . . . . . . . 273

14 Scaling Theories and the Renormalization Group 277

14.1 Scaling theory of the thermodynamic potentials . 277
14.2 Scaling of the critical correlations . . . . . . . . . 281
14.3 The Kadanoff construction . . . . . . . . . . . . 283
14.4 Renormalization of the ferromagnetic Ising chain 285
14.5 Renormalization of the Ising model on the square lattice . 288
14.6 General scheme of application of the renormalization group 291
14.7 Renormalization group for the Ising ferromagnet on the
triangular lattice 295
Exercises . . . . . . . . . . . . . . . . . . . . . . . 301

15 Nonequilibrium Phenomena: I. Kinetic Methods 305

15.1 Boltzmann's kinetic method . 306
15.2 The BBGKY hierarchy . . . . . . . . . . . . . . . . 318
xii Contents

Exercises 326

16 Nonequilibrium phenomena: II. Stochastic Methods 331

16.1 Brownian motion. The Langevin equation 332
16.2 The Fokker-Planck equation . . . . . . . . . . 337
16.3 The master equation . . . . . . . . . . . . . . 340
16.4 The kinetic Ising model: Glauber's dynamics 344
16.5 The Monte Carlo method 352
Exercises 354

Appendices 357
A.1 Stirling's asymptotic series. 357
A.2 Gaussian integrals . . . . 359
A.3 Dirac's delta function . . 360
A.4 Volume of a hypersphere . 362
A.5 Jacobian transformations 363
A.6 The saddle-point method 365
A. 7 Numerical constants 368

Bibliography 371

Index 375