Review of Statistical Mechanics

3.1 Microcanonical, Canonical, Grand Canonical

Ensembles
In statistical mechanics, we deal with a situation in which even the quantum state
of the system is unknown. The expectation value of an observable must be averaged
over:
X
hOi = wi hi |O| ii (3.1)
i

where the states |ii form an orthonormal basis of H and wi is the probability of being
in state |ii. The wi ’s must satisfy
P
wi = 1. The expectation value can be written in
a basis-independent form:
hOi = T r {ρO} (3.2)

i wi |iihi|.
P
where ρ is the density matrix. In the above example, ρ = The condition,
P
wi = 1, i.e. that the probabilities add to 1, is:

T r {ρ} = 1 (3.3)

We usually deal with one of three ensembles: the microcanonical emsemble, the
canonical ensemble, or the grand canonical ensemble. In the microcanonical ensemble,

18
Chapter 3: Review of Statistical Mechanics 19

we assume that our system is isolated, so the energy is fixed to be E, but all states
with energy E are taken with equal probability:

ρ = C δ(H − E) (3.4)

C is a normalization constant which is determined by (3.3). The entropy is given by,

S = − ln C (3.5)

In other words,
 
S(E) = ln # of states with energy E (3.6)

Inverse temperature, β = 1/(kB T ):

!
∂S
β≡ (3.7)
∂E V

Pressure, P : !
P ∂S
≡ (3.8)
kB T ∂V E
where V is the volume.
First law of thermodynamics:

∂S ∂S
dS = dE + dV (3.9)
∂E ∂V

dE = kB T dS − P dV (3.10)

Free energy:
F = E − kB T S (3.11)

Differential relation:
dF = −kB S dT − P dV (3.12)

or, !
1 ∂F
S=− (3.13)
kB ∂T V
Chapter 3: Review of Statistical Mechanics 20

!
∂F
P =− (3.14)
∂V T
while

E = F + kB T S !
∂F
= F −T
∂T V
∂ F
= −T2 (3.15)
∂T T
In the canonical ensemble, we assume that our system is in contact with a heat
reservoir so that the temperature is constant. Then,

ρ = C e−βH (3.16)

It is useful to drop the normalization constant, C, and work with an unnormalized

density matrix so that we can define the partition function:

Z = T r {ρ} (3.17)

or,
e−βEa
X
Z= (3.18)
a

The average energy is:

1X
E = Ea e−βEa
Z a
∂
= − ln Z
∂β
∂
= − kB T 2 ln Z (3.19)
∂T
Hence,
F = −kB T ln Z (3.20)

The chemical potential, µ, is defined by

∂F
µ= (3.21)
∂N
Chapter 3: Review of Statistical Mechanics 21

where N is the particle number.

In the grand canonical ensemble, the system is in contact with a reservoir of heat
and particles. Thus, the temperature and chemical potential are held fixed and

ρ = C e−β(H−µN ) (3.22)

We can again work with an unnormalized density matrix and construct the grand
canonical partition function:
e−β(Ea −µN )
X
Z= (3.23)
N,a

The average number is:

∂
N = −kB T ln Z (3.24)
∂µ
while the average energy is:
∂ ∂
E=− ln Z + µkB T ln Z (3.25)
∂β ∂µ

3.2 Bose-Einstein and Planck Distributions

3.2.1 Bose-Einstein Statistics

For a system of free bosons, the partition function

e−β(Ea −µN )
X
Z= (3.26)
Ea ,N

can be rewritten in terms of the single-particle eigenstates and the single-particle

energies i :
Ea = n0 0 + n1 1 + . . . (3.27)

P P
e−β ( n  −µ n )
X
Z = i i i i i

{ni }
!
−β(ni i −µni )
Y X
= e
i ni
Chapter 3: Review of Statistical Mechanics 22

Y 1
= (3.28)
i 1 − e−β(i −µ)
1
hni i = (3.29)
eβ(i −µ) − 1
The chemical potential is chosen so that
X
N = hni i
i
X 1
= (3.30)
i eβ(i −µ) −1
The energy is given by
X
E = hni i i
i
X i
= β( −µ)
(3.31)
i e i −1

N is increased by increasing µ (µ ≤ 0 always). Bose-Einstein condensation occurs

when
X
N> hni i (3.32)
i6=0

In such a case, hn0 i must become large. This occurs when µ = 0.

3.2.2 The Planck Distribution

Suppose N is not fixed, but is arbitrary, e.g. the numbers of photons and neutrinos
are not fixed. Then there is no Lagrange multiplier µ and
1
hni i = (3.33)
eβi − 1
Consider photons (two polarizations) in a cavity of side L with k = h̄ωk = h̄ck and
2π
k= (mx , my , mz ) (3.34)
L
X D E
E = 2 ωmx ,my ,mz nmx ,my ,mz (3.35)
mx ,my ,mz
Chapter 3: Review of Statistical Mechanics 23

We can take the thermodynamic limit, L → ∞, and convert the sum into an
integral. Since the allowed ~k’s are 2π
L
(mx , my , mz ), the ~k-space volume per allowed ~k
is (2π)3 /L3 . Hence, we can take the infinite-volume limit by making the replacement:

1 X ~
f (~k) = f (k) (∆~k)3
X

k
~ 3
(∆k) k
L3 Z 3~ ~
= d k f (k) (3.36)
(2π)3

Hence,
Z
d3 k
kmax h̄ωk
E = 2V
0 (2π)3 eβh̄ωk − 1
Z kmax 3
dk h̄ck
= 2V 3 βh̄ck
0 (2π) e −1
4 Z βh̄ckmax 3
V kB 4 x dx
= T (3.37)
π 2 (h̄c)3 0 ex − 1

For βh̄ckmax  1,
4 Z ∞ 3
V kB 4 x dx
E= 2 3
T (3.38)
π (h̄c) 0 ex − 1

and
4 Z ∞ 3
4V kB 3 x dx
CV = 2 3
T (3.39)
π (h̄c) 0 ex − 1

For βh̄ckmax  1 ,
3
V kmax
E= kB T (3.40)
3π 2
and
3
V kmax kB
CV = (3.41)
3π 2

3.3 Fermi-Dirac Distribution

For a system of free fermions, the partition function

e−β(Ea −µN )
X
Z= (3.42)
Ea ,N
Chapter 3: Review of Statistical Mechanics 24

can again be rewritten in terms of the single-particle eigenstates and the single-particle
energies i :
Ea = n0 0 + n1 1 + . . . (3.43)

but now
ni = 0, 1 (3.44)

so that
P P
e−β ( n  −µ n )
X
Z = i i i i i

{ni }
 
1
e−β(ni i −µni ) 
Y X
= 
i ni =0
Y 
= 1 + e−β(i −µ) (3.45)
i

1
hni i = (3.46)
eβ(i +µ) +1
The chemical potential is chosen so that
X 1
N= (3.47)
i eβ(i +µ) + 1

The energy is given by

X i
E= β( +µ)
(3.48)
i e i +1

3.4 Thermodynamics of the Free Fermion Gas

Free electron gas in a box of side L:

h̄2 k 2
k = (3.49)
2m

with

2π
k= (mx , my , mz ) (3.50)
L
Chapter 3: Review of Statistical Mechanics 25

Then, taking into account the 2 spin states,

X D E
E = 2 mx ,my ,mz nmx ,my ,mz
mx ,my ,mz
h̄2 k2
Z kmax d3 k 2m 
= 2V 
0 (2π)3 β h̄2 k2
2m
−µ
e +1
(3.51)

Z kmax d3 k 1
N = 2V  
0 (2π)3 β h̄2 k2
2m
−µ
e +1
(3.52)

At T = 0,
h̄2 k 2
!
1
  =θ µ− (3.53)
β h̄2 k2
2m
−µ 2m
e +1
All states with energies less than µ are filled; all states with higher energies are empty.
We write √
2mµT =0
kF = , F = µT =0 (3.54)
h̄
Z kF 3
N dk kF3
=2 = (3.55)
V 0 (2π)3 3π 2

E Z kF 3
d k h̄2 k 2
= 2
V 0 (2π)3 2m
2 5
1 h̄ kF
=
π 2 10m
3N
= F (3.56)
5 V
3 1
Z
d3 k m2 22 Z 1
2 3
= 2 3 d  2 (3.57)
(2π) π h̄
For kB T  eF ,
3 1
N m2 22 Z ∞ 1 1
= 3 d  2
V π 23h̄ 1 0 eβ(−µ) +1
3 1 Z 3 1
m 2 Z µ
m 2 µ 1 m2 22 Z ∞ 1
 
2 2 1 2 2 1 1
= 2 3 d  + 2 3
2 d  2
β(−µ)
−1 + 2 3 d  2 β(−µ)
π h̄ 0 π h̄ 0 e +1 π h̄ µ e +1
Chapter 3: Review of Statistical Mechanics 26

3 3 1 3 1
(2m) 2 3 m 2 2 2 Z µ 1 1 m2 22 Z ∞ 1 1
= µ 2 − d  2 + d  2
3 3 3
3π 2 h̄ π 2 h̄ 0 e−β(−µ) + 1 π 2 h̄ µ eβ(−µ) + 1
3 3 1 Z
(2m) 2 3 m 2 2 2 ∞ kB T dx  1 1  
2 − (µ − k T x) 2 −βµ
= µ 2 + (µ + k B T x) B + O e
3π 2 h̄3 π 2 h̄3 0 ex + 1    
3 3 ∞ 3
(2m) 2 3 (2m) 2 X 3 1 Γ 2
Z ∞
x 2n−1
= µ2 + 2 3 (kB T )2n µ 2 −2n dx x 
3π 2 h̄3
 
π h̄ n=1 (2n − 1)! Γ 5 − 2n 0 e +1
 2
3 !2
(2m) 2 3  3 kB T  
= 2 3 µ
2 1+ I1 + O T 4  (3.58)
3π h̄ 2 µ

with
Z ∞ xk
Ik = dx (3.59)
0 ex + 1
We will only need
π2
I1 = (3.60)
12
Hence,
 !2 
3 3 3 kB T  
(F ) = µ 1 +
2 2 I1 + O T 4  (3.61)
2 µ

To lowest order in T , this gives:

 !2 
kB T
µ =  F 1 − I1 + O(T 4 )
F
 !2 
π2 kB T
=  F 1 − + O(T 4 ) (3.62)
12 F

3 1
E m2 22 Z ∞ 3 1
= 3 d  2
β(−µ)
V π 23h̄ 1 0 e 3 1+ 1 3 1
m 2 Z µ
m2 22 Z µ 1 m2 22 Z ∞ 1
 
2 2 3 3 3
= 2 3 d  + 2 3
2 d  2
β(−µ)
−1 + 2 3 d  2 β(−µ)
π h̄ 0 π h̄ 0 e +1 π h̄ µ e +1
3 3 1 3 1
(2m) 2 5 m 2 2 2 Z µ 3 1 m2 22 Z ∞ 3 1
= µ2 − 2 3 d  2 −β(−µ) + 2 3 d  2 β(−µ)
5π 2 h̄3 π h̄ 0 e +1 π h̄ µ e +1
3 3 1 Z
(2m) 2 5 m 2 2 2 ∞ kB T dx  3 3   
2 − (µ − k T x) 2 −βµ
= µ 2 + (µ + k B T x) B + O e
5π 2 h̄3 π 2 h̄3 0 ex + 1    
3 3 ∞ 5
(2m) 2 5 (2m) 2 X 5 1 Γ 2
Z ∞
x 2n−1
= µ2 + 2 3 (kB T )2n µ 2 −2n dx x 
5π 2 h̄3
 
π h̄ n=1 (2n − 1)! Γ 7 − 2n 0 e +1
2
Chapter 3: Review of Statistical Mechanics 27

3
 !2 
(2m) 2 5  15 kB T 4
= 2 3µ
2 1+ I1 + O(T )
5π h̄ 2 µ
 !2 
3N 5π 2 kB T
= F 1 + + O(T 4 ) (3.63)
5 V 12 F

Hence, the specific heat of a gas of free fermions is:

π2 kB T
CV = N kB (3.64)
2 F
Note that this can be written in the more general form:

CV = (const.) · kB · g (F ) kB T (3.65)

The number of electrons which are thermally excited above the ground state is ∼
g (F ) kB T ; each such electron contributes energy ∼ kB T and, hence, gives a specific
heat contribution of kB . Electrons give such a contribution to the specific heat of a
metal.

3.5 Ising Model, Mean Field Theory, Phases

Consider a model of spins on a lattice in a magnetic field:

Siz ≡ 2h Siz
X X
H = −gµB B (3.66)
i i

with Siz = ±1/2. The partition function for such a system is:
!N
h
Z = 2 cosh (3.67)
kB T
The average magnetization is:
1 h
Siz = tanh (3.68)
2 kB T
The susceptibility, χ, is defined by
!
∂ X z
χ= S (3.69)
∂h i i h=0
Chapter 3: Review of Statistical Mechanics 28

For free spins on a lattice,

1 1
χ= N (3.70)
2 kB T
A susceptibility which is inversely proportional to temperature is called a Curie suc-
septibility. In problem set 3, you will show that the susceptibility is much smaller for
a system of electrons.
Now consider a model of spins on a lattice such that each spin interacts with its
neighbors according to:
1X z z
H=− JS S (3.71)
2 hi,ji i j
This Hamiltonian has a symmetry

Siz → −Siz (3.72)

For kB T  J, the interaction between the spins will not be important and the
susceptibility will be of the Curie form. For kB T < J, however, the behavior will be
much different. We can understand this qualitatively using mean field theory.
Let us approximate the interaction of each spin with its neighbors by an interaction
with a mean-field, h:
hSiz
X
H=− (3.73)
i

with h given by
JhSiz i = JzhSiz i
X
h= (3.74)
i

where z is the coordination number. In this field, the partition function is just
2 cosh kBhT and
h
hS z i = tanh (3.75)
kB T
Using the self-consistency condition, this is:

JzhS z i
hS z i = tanh (3.76)
kB T
Chapter 3: Review of Statistical Mechanics 29

For kB T < Jz, this has non-zero solutions, S z 6= 0 which break the symmetry
Siz → −Siz . In this phase, there is a spontaneous magnetization. For kB T > Jz,
there is only the solution S z = 0. In this phase the symmetry is unbroken and the
is no spontaneous magnetization. At kB T = Jz, there is a critical point at which a
phase transition occurs.