MSAE3111, Thermodynamics and Statistical Mechanics

MSAE3111,
Thermody-
namics and
Statistical
Mechanics
Prof. William
Bailey
MSAE3111, Thermodynamics and Statistical
The entropy
of a binary
Mechanics
system
Prof. William Bailey
Sep 8, 2011
MSAE3111, Thermodynamics and Statistical Mechanics, Prof. William Bailey

Introduction
MSAE3111,
Thermody-
namics and
Statistical
Mechanics
Prof. William
Bailey
N particles
The entropy
of a binary
system

Introduction
MSAE3111,
Thermody-
namics and
Statistical
Mechanics
Prof. William
Bailey
N particles
The entropy
of a binary indistinguishable
system

Introduction
MSAE3111,
Thermody-
namics and
Statistical
Mechanics
Prof. William
Bailey
N particles
The entropy
system
Two states: up or down; they are all either up or down.

Introduction
MSAE3111,
Thermody-
namics and
Statistical
Mechanics
Prof. William
Bailey
N particles
The entropy
system
Two states: up or down; they are all either up or down.
So
N = N↑ + N↓ (1)

Enumerating states
MSAE3111,
Thermody-
namics and
Statistical
Description s g States
Mechanics
4 ”heads” (4 ↑) 2 1 ↑↑↑↑
Prof. William
Bailey 3 ”heads” (3 ↑, 1 ↓) 1 4 ↓↑↑↑, ↑↓↑↑, ↑↑↓↑, ↑↑↑↓
2 ”heads” (2 ↑, 2 ↓) 0 6 ↓↓↑↑, ↑↑↓↓, ↑↓↑↓, ↓↑↓↑, ↑↑↑↑, ↓↓↓↓
The entropy
of a binary
1 ”head” (1 ↑, 3 ↓) -1 4 ↓↓↓↑, ↓↓↑↓, ↓↑↓↓, ↑↓↓↓
system all tails (4 ↓) -2 1 ↓↓↓↓
State table for binary system: four coins or four spins

(N = 4).

Enumerating states
MSAE3111,
Thermody-
namics and
Statistical
Mechanics
4 ”heads” (4 ↑) 2 1 ↑↑↑↑
Prof. William
Bailey 3 ”heads” (3 ↑, 1 ↓) 1 4 ↓↑↑↑, ↑↓↑↑, ↑↑↓↑, ↑↑↑↓
2 ”heads” (2 ↑, 2 ↓) 0 6 ↓↓↑↑, ↑↑↓↓, ↑↓↑↓, ↓↑↓↑, ↑↑↑↑, ↓↓↓↓
The entropy
of a binary
1 ”head” (1 ↑, 3 ↓) -1 4 ↓↓↓↑, ↓↓↑↓, ↓↑↓↓, ↑↓↓↓

(N = 4).
Define spin excess s
N N
2s ≡ N ↑ − N ↓ N↑ = +s N↓ = −s (2)
2 2

Enumerating states
MSAE3111,
Thermody-
namics and
Statistical
Mechanics
4 ”heads” (4 ↑) 2 1 ↑↑↑↑
Prof. William
Bailey 3 ”heads” (3 ↑, 1 ↓) 1 4 ↓↑↑↑, ↑↓↑↑, ↑↑↓↑, ↑↑↑↓
2 ”heads” (2 ↑, 2 ↓) 0 6 ↓↓↑↑, ↑↑↓↓, ↑↓↑↓, ↓↑↓↑, ↑↑↑↑, ↓↓↓↓
The entropy
of a binary
1 ”head” (1 ↑, 3 ↓) -1 4 ↓↓↓↑, ↓↓↑↓, ↓↑↓↓, ↑↓↓↓

(N = 4).
Define spin excess s
N N
2s ≡ N ↑ − N ↓ +sN↑ = N↓ = −s (2)
2 2
many more possibilities to create zero net alignment.
MSAE3111,
Thermody-
namics and
Statistical
Mechanics
Can list the possible states
Prof. William
Bailey
↑↑↑↑ +4 ↑↑↑↓ +6 ↑↑↓↓ +4 ↑↓↓↓ + ↓↓↓↓ (3)

The entropy
of a binary
system

MSAE3111,
Thermody-
namics and
Statistical
Mechanics
Can list the possible states
Prof. William
Bailey
↑↑↑↑ +4 ↑↑↑↓ +6 ↑↑↓↓ +4 ↑↓↓↓ + ↓↓↓↓ (3)

The entropy
of a binary
system represent
↑↑↑=↑3 (4)
recognize the coefficients as arising from a binomial
expansion:
(↑ + ↓)4 (5)

Binomial expansion
MSAE3111,
Thermody-
namics and
Statistical
Mechanics
For arbitrary N,
Prof. William
1
Bailey
(↑ + ↓)N = ↑N +N ↑N−1 ↓ + N(N − 1) ↑N−2 ↓2 + .(6)
..
2
The entropy
N
of a binary X N!
system = ↑N−t ↓t (7)
(N − t)! t!
t=0

Binomial expansion
MSAE3111,
Thermody-
namics and
Statistical
Mechanics
For arbitrary N,
Prof. William
1
Bailey
(↑ + ↓)N = ↑N +N ↑N−1 ↓ + N(N − 1) ↑N−2 ↓2 + .(6)
..
2
The entropy
N
of a binary X N!
(N − t)! t!
t=0
t runs from 0 to N; s runs from −N/2 to N/2

Binomial expansion
MSAE3111,
Thermody-
namics and
Statistical
Mechanics
For arbitrary N,
Prof. William
1
Bailey
(↑ + ↓)N = ↑N +N ↑N−1 ↓ + N(N − 1) ↑N−2 ↓2 + .(6)
..
2
The entropy
N
of a binary X N!
(N − t)! t!
t=0
t runs from 0 to N; s runs from −N/2 to N/2

multiplicity g (N, s) is
N! N!
g (N, s) = = (8)
( N2 N
+ s)! ( 2 − s)! (N )! (N ↓ )!
↑

Large multiplicities
MSAE3111,
Thermody-
namics and
Statistical
Mechanics Take the logarithm for large number multiplicity
Prof. William
Bailey
ln g (N, s) = ln N! − ln N ↑ − lnN ↓ (9)
The entropy
of a binary
system

MSAE3111,
Thermody-
namics and
Statistical
Prof. William
Bailey
ln g (N, s) = ln N! − ln N ↑ − lnN ↓ (9)
The entropy
of a binary
system That’s the entropy!
σ = ln g (10)

MSAE3111,
Thermody-
namics and
Statistical
Prof. William
Bailey
ln g (N, s) = ln N! − ln N ↑ − lnN ↓ (9)
The entropy
of a binary
system That’s the entropy!
σ = ln g (10)
Need a way to handle N!. Stirling approximation:
1 1
ln N! ' ln 2π + (N + ) ln N − N (11)
2 2
valid for large N.

Evaluating
MSAE3111,
Thermody-
namics and
Statistical
Mechanics Substitute the Sterling approx in:
Prof. William
Bailey
1 1
The entropy
of a binary
ln g (N, s) = ln 2π + (N + ) ln N − N (12)
system
2 2
1 1
− ( ln 2π + (N ↑ + ) ln N ↑ − N ↑ ) (13)
2 2
1 1
− ( ln 2π + (N + ) ln N ↓ − N ↓ ) (14)
↓
2 2

Evaluating
MSAE3111,
Thermody-
namics and
Statistical
Mechanics Substitute the Sterling approx in:
Prof. William
Bailey
1 1
The entropy
of a binary
ln g (N, s) = ln 2π + (N + ) ln N − N (12)
system
2 2
1 1
− ( ln 2π + (N ↑ + ) ln N ↑ − N ↑ ) (13)
2 2
1 1
− ( ln 2π + (N + ) ln N ↓ − N ↓ ) (14)
↓
2 2
Expand: N = N ↑ + N ↓ ; add ±(1/2) ln N to the first
equation (highlighted),

MSAE3111,
Thermody-
namics and
Statistical
Mechanics

Prof. William 1 1 1
Bailey ln g (N, s) = ln 2π + (N + ) + (N + ) ln N − N ↑ − N ↓ −
↑ ↓
2 2 2
The entropy

1 ↑ 1
of a binary
system − ln 2π + −(N + ) ln N ↑ + N ↑
2 2

1 1
− ln 2π + − (N + ) ln N ↓
↓
+ N↓
2 2
1 1 N 1 N
= ln √ + (N ↑ + ) ln ↑ + (N ↓ + ) ln ↓
2πN 2 N 2 N
Next, simplify ln NN↑ , ln NN↓ using s/N:

Evaluating
MSAE3111,
Thermody- Simplifies as:
namics and
Statistical
Mechanics
!
N N
Prof. William
Bailey
ln ↑ = ln N (19)
N 2 +s
The entropy
N + 2s −1

of a binary
system = ln 2 (20)
N

Evaluating
MSAE3111,
namics and
Statistical
Mechanics
!
N N
Prof. William
Bailey
ln ↑ = ln N (19)
N 2 +s
The entropy
N + 2s −1

of a binary
system = ln 2 (20)
N
Defining
2s
x≡ (21)
N

Evaluating
MSAE3111,
namics and
Statistical
Mechanics
!
N N
Prof. William
Bailey
ln ↑ = ln N (19)
N 2 +s
The entropy
N + 2s −1

of a binary
system = ln 2 (20)
N
Defining
2s
x≡ (21)
N
gives
N
ln = ln 2 − ln (1 + x) (22)
N↑
N
ln ↓ = ln 2 − ln (1 − x) (23)
N
Evaluating
MSAE3111,
Thermody-
namics and
under the small x expansion of ln 1 + x ' x − x 2 /2:
Statistical
Mechanics
Prof. William
Bailey N x2
ln = ln 2 − x + (24)
N↑ 2
The entropy
of a binary N x2
system ln ↓ = ln 2 + x + (25)
N 2

Evaluating
MSAE3111,
Thermody-
namics and
under the small x expansion of ln 1 + x ' x − x 2 /2:
Statistical
Mechanics
Prof. William
Bailey N x2
ln = ln 2 − x + (24)
N↑ 2
The entropy
of a binary N x2
system ln ↓ = ln 2 + x + (25)
N 2
simplify the second two terms in eq. 18 as follows:

1 N 1 1 2
(N ↑ + ) ln ↑ = (N ↑ + ) ln 2 + x − x (26)
2 N 2 2

1 N 1 1 2
+(N ↓ + ) ln ↓ ↓
= (N + ) ln 2 + x + x (27)
2 N 2 2

MSAE3111,
Thermody-
namics and
Statistical
Mechanics
Prof. William
Bailey
x2

= (N + 1) ln 2 + − (N ↑ − N ↓ )x (28)
The entropy
of a binary
2
system
" #
1 2s 2 2s
' N ln 2 + − (2s)( ) + ln 2 (29)
2 N N
s2 s2

N+1
= N ln 2 − 2 + ln 2 = ln 2 −2 (30)
N N

MSAE3111,
Thermody- finally:
namics and
Statistical
s2

Mechanics 1
ln g (s, N) = ln √ + ln 2N+1 − 2 (31)
Prof. William
Bailey 2πN N
The entropy
of a binary
system

MSAE3111,
Thermody- finally:
namics and
Statistical
s2

Mechanics 1
ln g (s, N) = ln √ + ln 2N+1 − 2 (31)
Prof. William
Bailey 2πN N
and:
The entropy
of a binary
system
r
2s 2 2 N
g (s, N) = g (0, N) exp − g (0, N) = 2
N πN
(32)

MSAE3111,
Thermody- finally:
namics and
Statistical
s2

Mechanics 1
ln g (s, N) = ln √ + ln 2N+1 − 2 (31)
Prof. William
Bailey 2πN N
and:
The entropy
of a binary
system
r
2s 2 2 N
g (s, N) = g (0, N) exp − 2g (0, N) =
N πN
(32)
That’s the result! It’s a Gaussian distribution. Recognize
through the formula
2
g (s, N) = g (0, N)e −(s/β) (33)
p
if β = N/2.
MSAE3111,
Thermody-
namics and
Statistical
Mechanics Which state of spin excess s is most probable, then?
Prof. William Applying the ”fundamental assumption,” we have
Bailey
g (s, N)
The entropy
of a binary
P(s, N) = R ∞ (34)
system −∞ g (s, N) ds

MSAE3111,
Thermody-
namics and
Statistical
Bailey
g (s, N)
The entropy
of a binary
P(s, N) = R ∞ (34)
2
e −(s/β)
P(s, N) = R ∞ (35)
−(s/β)2
−∞ e ds

MSAE3111,
Thermody-
namics and
Statistical
Bailey
g (s, N)
The entropy
of a binary
P(s, N) = R ∞ (34)
2
e −(s/β)
P(s, N) = R ∞ (35)
−(s/β)2
−∞ e ds
Z ∞ 2 √
dx e −(x/β) = |β| π (36)
−∞

MSAE3111,
Thermody-
namics and
Statistical
Mechanics
Prof. William
Bailey
2
The entropy e −(s/β)
of a binary P(s, N) = √ (37)
system β π

MSAE3111,
Thermody-
namics and
Statistical
Mechanics
Prof. William
Bailey
2
The entropy e −(s/β)
of a binary P(s, N) = √ (37)
system β π
r
2 2s 2
P(s, N) = exp − (38)
πN N

MSAE3111,
Thermody-
Plotted in Figure 1 for N = 100.
namics and
Statistical
Mechanics
Prof. William
Bailey
The entropy
of a binary
system
Figure: Multiplicity function for N = 100.

MSAE3111,
Thermody-
Plotted in Figure 1 for N = 100.
namics and
Statistical
Mechanics
Prof. William
Bailey
The entropy
of a binary
system
Figure: Multiplicity function for N = 100.
The excess s which is most probable–that which has the

maximum number of possible configurations–is s = 0.
MSAE3111,
Thermody-
namics and
Statistical
Mechanics
Prof. William
Bailey
Sharp peak: drops off quickly with |s| > 0.
The entropy
of a binary
system

MSAE3111,
Thermody-
namics and
Statistical
Mechanics
Prof. William
Bailey
Sharp peak: drops off quickly with |s| > 0.
The entropy
of a binary Full width at half maximum: g is 12 its maximum at
system √
s = ± 21 N ln 2, so defining a half-width of the peak ∆s,
√
∆s = N ln 2 (39)

MSAE3111,
Thermody-
namics and
Statistical
Mechanics
In a relative sense for the size of the system, the
Prof. William
Bailey probability of a spin excess s can be defined as ∆s/N, the
mean fractional fluctuation that one would observe on
The entropy
of a binary measurement:
system
√
∆s ln 2
= √ (40)
N N

MSAE3111,
Thermody-
namics and
Statistical
Mechanics
In a relative sense for the size of the system, the
Prof. William
Bailey probability of a spin excess s can be defined as ∆s/N, the
mean fractional fluctuation that one would observe on
The entropy
of a binary measurement:
system
√
∆s ln 2
= √ (40)
N N
N = 100 electron spins about half as likely to have a net
excess of ∼8 spin moments (8µB ) as it is to be equally
balanced. (At any instant.)

MSAE3111,
Thermody-
namics and
Statistical
Mechanics
Prof. William
Bailey Tend to observe a fractional deviation of about 9% from
measurement to measurement (noise!)
The entropy
of a binary
system

MSAE3111,
Thermody-
namics and
Statistical
Mechanics
Prof. William
The entropy
of a binary
system
Consider a macroscopic volume of a paramagnet, say one
cc of Pd with roughly N =1022 electron spins. Fractional
deviation ∆s −11 !
N about s = 0 becomes ∼ 10

MSAE3111,
Thermody-
namics and
Statistical
Mechanics
Prof. William
The entropy
of a binary
system
Consider a macroscopic volume of a paramagnet, say one
cc of Pd with roughly N =1022 electron spins. Fractional
deviation ∆s −11 !
N about s = 0 becomes ∼ 10
For all intents and purposes, this system has a single value
of magnetization, M = 0.

MSAE3111, Thermodynamics and Statistical Mechanics

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MSAE3111,

Prof. William Bailey

MSAE3111, Thermodynamics and Statistical Mechanics, Prof. William Bailey

MSAE3111, Thermodynamics and Statistical Mechanics, Prof. William Bailey

MSAE3111, Thermodynamics and Statistical Mechanics, Prof. William Bailey

MSAE3111, Thermodynamics and Statistical Mechanics, Prof. William Bailey

MSAE3111, Thermodynamics and Statistical Mechanics, Prof. William Bailey

State table for binary system: four coins or four spins

MSAE3111, Thermodynamics and Statistical Mechanics, Prof. William Bailey

State table for binary system: four coins or four spins

MSAE3111, Thermodynamics and Statistical Mechanics, Prof. William Bailey

State table for binary system: four coins or four spins

↑↑↑↑ +4 ↑↑↑↓ +6 ↑↑↓↓ +4 ↑↓↓↓ + ↓↓↓↓ (3)

MSAE3111, Thermodynamics and Statistical Mechanics, Prof. William Bailey

↑↑↑↑ +4 ↑↑↑↓ +6 ↑↑↓↓ +4 ↑↓↓↓ + ↓↓↓↓ (3)

MSAE3111, Thermodynamics and Statistical Mechanics, Prof. William Bailey

MSAE3111, Thermodynamics and Statistical Mechanics, Prof. William Bailey

t runs from 0 to N; s runs from −N/2 to N/2

MSAE3111, Thermodynamics and Statistical Mechanics, Prof. William Bailey

t runs from 0 to N; s runs from −N/2 to N/2

MSAE3111, Thermodynamics and Statistical Mechanics, Prof. William Bailey

MSAE3111, Thermodynamics and Statistical Mechanics, Prof. William Bailey

MSAE3111, Thermodynamics and Statistical Mechanics, Prof. William Bailey

MSAE3111, Thermodynamics and Statistical Mechanics, Prof. William Bailey

MSAE3111, Thermodynamics and Statistical Mechanics, Prof. William Bailey

MSAE3111, Thermodynamics and Statistical Mechanics, Prof. William Bailey

Next, simplify ln NN↑ , ln NN↓ using s/N:

MSAE3111, Thermodynamics and Statistical Mechanics, Prof. William Bailey

MSAE3111, Thermodynamics and Statistical Mechanics, Prof. William Bailey

MSAE3111, Thermodynamics and Statistical Mechanics, Prof. William Bailey

MSAE3111, Thermodynamics and Statistical Mechanics, Prof. William Bailey

MSAE3111, Thermodynamics and Statistical Mechanics, Prof. William Bailey

MSAE3111, Thermodynamics and Statistical Mechanics, Prof. William Bailey

MSAE3111, Thermodynamics and Statistical Mechanics, Prof. William Bailey

MSAE3111, Thermodynamics and Statistical Mechanics, Prof. William Bailey

MSAE3111, Thermodynamics and Statistical Mechanics, Prof. William Bailey

MSAE3111, Thermodynamics and Statistical Mechanics, Prof. William Bailey

MSAE3111, Thermodynamics and Statistical Mechanics, Prof. William Bailey

MSAE3111, Thermodynamics and Statistical Mechanics, Prof. William Bailey

MSAE3111, Thermodynamics and Statistical Mechanics, Prof. William Bailey

Figure: Multiplicity function for N = 100.

MSAE3111, Thermodynamics and Statistical Mechanics, Prof. William Bailey

Figure: Multiplicity function for N = 100.

The excess s which is most probable–that which has the

MSAE3111, Thermodynamics and Statistical Mechanics, Prof. William Bailey

MSAE3111, Thermodynamics and Statistical Mechanics, Prof. William Bailey

MSAE3111, Thermodynamics and Statistical Mechanics, Prof. William Bailey

MSAE3111, Thermodynamics and Statistical Mechanics, Prof. William Bailey

MSAE3111, Thermodynamics and Statistical Mechanics, Prof. William Bailey

MSAE3111, Thermodynamics and Statistical Mechanics, Prof. William Bailey

MSAE3111, Thermodynamics and Statistical Mechanics, Prof. William Bailey

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