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Lecture 17

(Q) Does the Liapunov exponent depend on the initial condition or
not?

\usetikzlibrary{arrows.meta,decorations.pathreplacing,calc,angles,quotes}
\begin{tikzpicture}[scale=1.1]
\draw[thick] plot [smooth cycle, tension=1] coordinates {(0,2) (1.8,2.4) (3.2,1.6) (3,-0.2) (1,-0.8) (-0.8,0.4)};
\draw[thick] plot [smooth cycle, tension=1] coordinates {(1.5,1.7) (2.2,1.6) (2.1,0.5) (1.4,0.7)};
\draw[thick] plot [smooth cycle, tension=1] coordinates {(0.3,1.1) (0.7,1.3) (0.6,0.4) (0.1,0.5)};
\node at (0.6,1.9) {$x_0$};
\draw[->,thick] (0.6,1.75) -- (0.55,1.15);
\node[right] at (2.6,1.9) {attractor$_1$};
\node[left] at (-0.3,0.7) {attractor$_2$};
\end{tikzpicture}

If the initial condition is such that the trajectory comes to an
arbitrary point in phase space, since the Liapunov exponent is
calculated by taking time steps to infinity, and the point has
explored the whole phase space, therefore in that sense the
Liapunov exponent should not depend on the initial
condition.

Though there could be multiple attractors, which suggests it
depends on \(x_0\), but generally, otherwise, wherever we start,
\(x_0\) is going to fill up the whole phase space. So the Liapunov
exponent now becomes the property of the trajectory
rather than of a point.

Baker's map

(measure (area, volume) is preserved; still the system is
chaotic), conservative system.

It is like the Bernoulli map where we have to cut the graph above
\(x_{n+1} = 1\) and put it back. We could have also folded the
piece back rather than cutting, to gain non-linearity. (analogy)

\[ x_{n+1} = 2x_n \bmod 1 \]
\usetikzlibrary{arrows.meta,decorations.pathreplacing,calc,angles,quotes}
\begin{tikzpicture}[scale=2.6]
\draw[->] (0,0) -- (1.2,0) node[right] {$x_n$};
\draw[->] (0,0) -- (0,1.2) node[above] {$x_{n+1}$};
\draw[thick] (0,0) -- (0.5,1) -- (1,0);
\node[below] at (0,0) {$0$};
\end{tikzpicture}

Tent map (non-linear, continuous)

\(\lambda(x_0) = \ln 2\), all rational numbers are periodic unstable
orbits.

So the idea is to stretch the interval, then put the second half
part on top of the first-half map.

\usetikzlibrary{arrows.meta,decorations.pathreplacing,calc,angles,quotes}
\begin{tikzpicture}[scale=1]
\draw[thick] (0,2) -- (4,2);
\node at (0,2.3) {$0$};
\node at (4,2.3) {$1$};
\draw[->] (2,1.6) -- (2,1.1);
\draw[thick] (0,0.5) -- (8,0.5);
\node at (0,0.8) {$0$};
\node at (4,0.8) {$1$};
\node at (8,0.8) {$2$};
\draw[->] (4,0.1) -- (2,-0.8);
\draw[thick] (0,-1.3) -- (4,-1.3);
\node at (0,-1) {$0$};
\node at (4,-1) {$1$};
\end{tikzpicture}

Baker's map takes one more dimension (increasing dimension by
one) in such a way that measure is preserved.

\[ x_{n+1} = 2x_n \bmod 1 \qquad (\forall) \] \[ y_{n+1} = \begin{cases} \dfrac{1}{2} y_n & (x_n < 1/2) \\[2mm] \dfrac{1}{2} + \dfrac{1}{2} y_n & (x_n > 1/2) \end{cases} \]

Let's draw \(x_{n+1}\) vs \(y_{n+1}\), and \(x_n\) vs \(y_n\).

\usetikzlibrary{arrows.meta,decorations.pathreplacing,calc,angles,quotes}
\begin{tikzpicture}[scale=1.6]
\draw[thick] (0,0) rectangle (1,1);
\node[left] at (0,0.5) {$y$};
\node[below] at (0.5,0) {$x$};
\node[below] at (0,0) {$0$};
\node[below] at (0.5,0) {$1/2$};
\node[below] at (1,0) {$1$};
\draw[dashed] (0.5,0) -- (0.5,1);
\fill (0.2,0.2) circle (0.02);
\fill (0.7,0.3) circle (0.02);
\node at (0.9,1.1) {$A = 1{\times}1 = 1$};
\draw[->] (1.2,0.5) -- (1.9,0.5) node[midway,above] {expanding $x$ by $2$} node[midway,below] {contracting $y$ by $1/2$};
\draw[thick] (2.1,0.25) rectangle (4.1,0.75);
\draw[dashed] (3.1,0.25) -- (3.1,0.75);
\node[below] at (2.1,0.25) {$0$};
\node[below] at (3.1,0.25) {$1$};
\node[below] at (4.1,0.25) {$2$};
\fill (2.4,0.35) circle (0.02);
\fill (3.4,0.4) circle (0.02);
\end{tikzpicture}

\((A = 1{\times}\tfrac12) = \tfrac12\), folded piece placed on top \(\Rightarrow\) total area
\((A_f) = 1\)

As long as measure is preserved, the sum of Liapunov exponents is
zero.

All Liapunov exponents are zero for integrable Hamiltonian
systems since it is integrable; none of \(\lambda(x_0)\) should be
\(+\)ve, \(-\)ve (expanding/contracting volume space), sum of these
also will be zero, (otherwise...).

For non-integrable Hamilton systems, Liapunov exponents occur in
pairs such that the total Liapunov exponent is zero. (\(-\)ve for
each \(+\)ve).

Note: unlike differential dynamics, in discrete time
dynamics we can write an explicit solution to a map, but it will
still be chaotic.

\[ x_{n+1} = 2x_n \bmod 1 \] \[ x_n = 2^n x_0 \bmod 1 \qquad \text{--- explicit function of time} \]

\(\hookrightarrow\) still chaotic.

We can see how we do not see loss of information in Baker's map,
if we represent \(x_n, y_n, x_{n+1}, y_{n+1}\) in binary:

\[ x_n = 0.a_0 a_1 a_2 a_3 \cdots \] \[ y_n = 0.b_0 b_1 b_2 b_3 \cdots \] \[ \Big\downarrow \] \[ x_{n+1} = 0.a_1 a_2 a_3 \cdots \] \[ y_{n+1} = 0.(a_0 b_0)\, b_1 b_2 b_3 \cdots \qquad \text{so we do not lose } a_0. \]

Chaotic but (measure preserving and invertible).

(wow!)

Note: The general rule to produce chaos in a 1-D map is
that it has to be non-invertible; for 2 and higher dimensions,
invertible maps can also produce chaos.

Arnold's cat map

\[ x_{n+1} = (x_n + y_n) \bmod 1 \] \[ y_{n+1} = (x_n + 2y_n) \bmod 1 \] \[ \begin{pmatrix} x_{n+1} \\ y_{n+1} \end{pmatrix} = \begin{pmatrix} 1 & 1 \\ 1 & 2 \end{pmatrix} \begin{pmatrix} x_n \\ y_n \end{pmatrix} \]

determinant of transformation matrix \(= 1\) (orientation
preserving)

\usetikzlibrary{arrows.meta,decorations.pathreplacing,calc,angles,quotes}
\begin{tikzpicture}[scale=1.8]
\draw[thick] (0,0) rectangle (1,1);
\draw[thick,->] (0,0) -- (1,1);
\node[below] at (0,0) {$0$};
\node[below] at (1,0) {$1$};
\node[left] at (0,1) {$1$};
\node[left] at (0,0.5) {$y$};
\node[below] at (0.5,0) {$x$};
\node at (0.5,0.55) {\textit{[cat face sketch]}};
\end{tikzpicture}

The reason it is named Arnold's cat map is because he put the
face of a cat in this graph, and after a few iterations we can't
recognize the face of the cat.

\(\to\) every point is having a stretching direction and a
contracting direction.

Gauss (continued fraction) map

\[ x_0 = \cfrac{1}{a_0 + \cfrac{1}{a_1 + \cfrac{1}{a_2 + \cfrac{1}{a_3 + \cfrac{1}{a_4 + \cdots}}}}} \qquad \xrightarrow{\text{ease of writing}} \qquad \frac{1}{a_0} \dot{+} \frac{1}{a_1} + \frac{1}{a_2} + \frac{1}{a_3} + \cdots \]

\(\hookrightarrow\) notice the `\(+\)' sign is written down.

If the continued fraction terminates, \(x_0\) = rational; else
\(x_0\) is an irrational number.

\[ x_1 = \cfrac{1}{a_1 + \cfrac{1}{a_2 + \cfrac{1}{a_3 + \cfrac{1}{a_4 + \cdots}}}} \]

So to get \(x_1\): take the reciprocal of \(x_0\), throw away the
integer part \(a_0\). So,

\[ x_{n+1} = \frac{1}{x_n} - \left[\frac{1}{x_n}\right] \qquad \longrightarrow \text{integer part of } (1/x_n) \]
\usetikzlibrary{arrows.meta,decorations.pathreplacing,calc,angles,quotes}
\begin{tikzpicture}[scale=3.2]
\draw[->] (0,0) -- (1.15,0) node[right] {$x_n$};
\draw[->] (0,0) -- (0,1.15) node[above] {$x_{n+1}$};
\draw[dashed] (0,0) -- (1,1);
\foreach \a in {1,2,3,4}{
  \draw[thick,domain={1/(\a+1)}:{1/\a},samples=30] plot (\x,{1/\x - \a});
}
\node[below] at (0,0) {$0$};
\node[below] at (0.25,0) {$1/4$};
\node[below] at (0.333,0) {$1/3$};
\node[below] at (0.5,0) {$1/2$};
\node[below] at (0.75,0) {$3/4$};
\node[below] at (1,0) {$1$};
\end{tikzpicture}

for \(\left(\dfrac12 < x_n < 1\right)\), \(\left(1 < \dfrac{1}{x_n} < 2\right)\)

for any given \(x_{n+1}\) there lie infinite pre-images.

slope at each point \(|{\cdot}| > 1\)
\(\to\) unstable at each point.

8.1) Let's take any arbitrary number from \(0\) to \(1\). Take its
reciprocal, throw away the integer, and repeat the process for a
long time. What is the probability that the final number is less
than \(\alpha\), \((0,\alpha)\)?

\[ \left(\text{Ans: } \frac{\ln(1+\alpha)}{\ln 2}\right) \]

Before we calculate, let's find the fixed point of the Gauss map.

f.p\(_1\) \(\Rightarrow\) \(x = \dfrac{1}{x} - 1\)

\[ x^2 + x - 1 = 0 \qquad x = \frac{-1 \pm \sqrt{1+4}}{2} = \frac{-1\pm\sqrt5}{2} \]

So f.p\(_{1,2} = \dfrac{\sqrt5 - 1}{2}\) as \(0 < x < 1\)

\(\to x + 1 = \dfrac{1}{x} \;\Rightarrow\; x = \dfrac{1}{1+x}\)

Continued fraction can be written as

\[ x = \cfrac{1}{1 + \cfrac{1}{1 + \cfrac{1}{1 + \cdots}}} \]

For f.point 2, \(x = \dfrac{1}{x} - 2\)

\[ \Rightarrow x^2 + 2x - 1 = 0 \] \[ x = \frac{-2 \pm \sqrt{4+4}}{2} = \frac{-2 \pm 2\sqrt2}{2} \;\Rightarrow\; -1 \pm \sqrt2 \] \[ (x = \sqrt2 - 1) \]

continued fraction \(\Rightarrow\) \(\dfrac{1}{x} = x + 2\)

\[ \Rightarrow x = \frac{1}{x+2} \] \[ \Rightarrow x = \cfrac{1}{2 + \cfrac{1}{2 + \cfrac{1}{2 + \cdots}}} \]

Q.) What sort of number is this?

\[ x = \cfrac{1}{1 + \cfrac{1}{2 + \cfrac{1}{1 + \cfrac{1}{2 + \cdots}}}} \]

Ans. It would be the fixed point of one iteration of the map, or
a period-2 cycle.

Lecture 20: Classical Statistical Mechanics

of systems which involve a large number of degrees of freedom
(which are interacting non-linearly with one another).

largest/longest length scales and time scales.

that: are there any steady states (equilibrium states) which the
system will finally settle down to? If there is, how does it
behave, and so on?

length scales and time-scales.

scales and time scales are neglected, and we look at things at
very long time scales and very long length scales.

Let us start with the Hamiltonian of a system. The system
contains many particles and is isolated from the rest of the
universe.

Isolated system

(exchange of matter & energy are prohibited).

\usetikzlibrary{arrows.meta,decorations.pathreplacing,calc,angles,quotes}
\begin{tikzpicture}[scale=1.1]
\draw[thick] plot [smooth cycle, tension=1] coordinates {(0,1.6) (1.6,2) (2.6,1) (2.2,-0.6) (0.6,-0.8) (-0.8,0.4)};
\draw[thick,domain=0:540,samples=100,variable=\t]
  plot ({0.9*cos(\t)/(1+0.02*\t)+0.7},{0.9*sin(\t)/(1+0.02*\t)+0.6});
\end{tikzpicture}
\[ H(q,p) \]

If the rules are time-translation invariant, then we know that
the Hamiltonian is a constant of motion. \(\left(\dfrac{dH}{dt}=0\right)\)

\[ H(q,p) = E \quad \text{(total energy of system)}. \]

{with uncertainty \(\delta E\)}

Phase space becomes \(6N\)-dimensional for \(N\) particles. So we
need to know \(3N\) constants of motion which are in involution
with each other.

\(\{C_i, C_j\} = 0\) if \(i \neq j\) [?]

Constants of motion will be:

  1. \(H\) \(1\)
  2. total linear momentum (\(P\)) \(3\)
  3. Total angular momentum (\(L\)) \(3\)
  4. C.O.M position (\(\vec R\)) \(3\)

Total \(10\) c.o.m [constants of motion].

To specify the state of the system we need a point in phase space
\((q_1,q_2,\ldots,q_N,\,p_1,p_2,\ldots,p_N)\).

And that point will move on some \(6N\)-dimensional hypersurface.

which are in involution with each other, we know that the
differential equation of motion is not integrable, and the system
of such kind is going to show chaotic behaviour with some
positive Liapunov exponents. It is likely to wander around
completely in a strange fashion, such that the system is ergodic
on the energy surface.

great deal of mixing (exponential separation of the volume
element).

Any way, exponential separation \(\Rightarrow\) mixing \(\Downarrow\)
ergodicity (implies)

Ergodicity

every point of phase space in a given sufficient time. {definition
of ergodicity}.

Fundamental Assumption/postulate of equilibrium statistical mechanics

_"This single statement is enough to derive all equations of stat. mech, whereas thermal eq\(^m\) turns out to be a special case of it."_

Thermal equilibrium

Two systems are said to be in thermal equilibrium if there is no heat flow between them when they are connected to each other.

A system is said to be in thermodynamic eq\(^m\) if it is in mechanical, physical and thermal equilibrium.

_"All physical macroscopic quantities are time independent in a system of thermal eq\(^m\) state."_

Note:-

micro state:-
Specifying the state of every constituent of the system. The set \((q_1 \cdots q_n,\, p_1 \cdots p_n)\) is the microstate of the system, or we can say that position in phase space is microstate, whereas the total momentum (avg) of all particles is macrostate.

By accessible microstate we restrict the velocity a particle can have, i.e. \(H(q,p) = E_{\text{total}}\).

So a particle of such an isolated system can not have \(K.E > E\). So some microstates are not accessible anymore.

"All those micro-states which are compatible with all restrictions applied on the system are termed as accessible micro-state."

"microstate tells what each and every particle is doing and macrostate is giving some gross/overall information."

If microstate energy is the only parameter of the microstate \(\to\) (in quantum stat. mech.)

_"If an isolated system has 10 J of total energy then we can have a single particle which has energy close to 10 J and rest of all are close to zero Energy. (microstate) This is equally probable as other states; followed from postulate of eq\(^m\) stat. mech."_

In phase-space, probability density obeys

\[ \frac{\partial f}{\partial t} = \{H, f\} \qquad \left( \begin{aligned} f &= \text{const.\ of motion} \\ \frac{df}{dt} &= \{f,H\} + \frac{\partial f}{\partial t} = 0 \\ \frac{\partial f_{eq}}{\partial t} &= \{H, f_{eq}\} \end{aligned} \right) \]

if probability distribution is independent of time

\[ \frac{\partial f_{eq}}{\partial t} = 0 = \{H, f_{eq}\} \implies \text{implies } \underline{f_{eq} = f(H)}. \]

remember \(f_{eq}\) is not a physical observable.

\[ f_{eq} = f_{eq}(H) = \delta(H(q,p) - E) \]

Since such an isolated system uses microstates, such an ensemble is termed as the microcanonical ensemble. A stat. ensemble with \(f_{eq} = \delta(H(q,p)-E)\), which corresponds to an isolated system in thermal eq\(^m\), is called the microcanonical ensemble (in phase space).

for 1 particle, volume element

\[ (\Delta q_1 \Delta p_1)(\Delta q_2 \Delta p_2)(\Delta q_3 \Delta p_3) \sim h^3 \text{ or } \hbar^3 \]

for \(N\) particles the volume element would be \(\sim h^{3N}\).

If volume of accessible phase space is \(M\),

\[ \#\text{ of microstates} = \frac{M}{h^{3N}} = \Omega(E) \quad \text{(finite \& large)} \]

let probability of any microstate \(= P\), \(\sum_i P_i = 1\)

\[ P \cdot (\text{no.\ of microstates}) = 1 \quad \implies \quad \left\{ \begin{aligned} P &= \frac{1}{\Omega} \\ &= \frac{h^{3N}}{M} \end{aligned} \right. \]

Toy model

Set of \(N\) coins, where each coin (distinguishable/identifiable) has \(\{H,T\}\) two states.

\[ \{2^N \text{ microstates}\} \qquad \underbrace{h t t \cdots h h h \cdots t t h \cdots h h h}_{\text{`N' letters}} \;\to\; \text{microstate} \]

(still a state of the system as a whole, but describes what each object is doing.)

Let, Total no. of heads \(= H\)

Total no. of tails \(= T\)

\[ H + T = N \]

Let, \(H - T = M\).

\((N,M)\) or \((N,H)\) or \((H,T)\) are macrostate of the system.

For given \(N\),

\[ \#\text{ of macrostates} = N+1. \]

ex for \(N=3\), let \((N,H)\) represent macrostate; we have \((3,0),(3,1),(3,2),(3,3)\) — 4 macrostates.

no. of microstates are much larger than no. of macrostates.

\[ 2^N \geq N+1 \qquad N = \text{d.o.f.} \]

Suppose the coin is biased, then

\[ P(h) = p, \qquad P(t) = 1-p = q \]

then,

\[ P(H) = {}^N C_H\, p^H q^{N-H} \] \[ \sum_{H=0}^{N} P(H) = (p+q)^N = 1^N = 1 \qquad \text{binomial expansion.} \]

Generating function for the binomial distribution

\[ f(x) = \sum_{H=0}^{N} P(H)\, x^H = (px+q)^N = \sum_{H=0}^{N} \left({}^N C_H\, p^H q^{N-H}\right) x^H. \]

\(P(H) = \) coefficient of \(x^H\) in the "expanded" generating function.

Property of G.F.:-

\[ f(1) = 1 \; ; \quad (p+q)^N = 1 \] \[ \langle H \rangle = ? \quad \text{(avg.\ no.\ of Heads)} \] \[ \langle H \rangle = \frac{\sum_{H=0}^{N} P(H) H}{\sum_{H=0}^{N} P(H)} = \sum_{H=0}^{N} P(H) H \]

to find \(\langle H \rangle = \sum_{H=0}^{N} P(H) H\) we differentiate the G.F.

\[ f'(x) = \sum_{H=0}^{N} P(H)\, H\, x^{H-1} \] \[ f'(1) = \sum_{H=0}^{N} P(H) H = \Big(N (px+q)^{N-1} \cdot p\Big)_{x=1} \]

so,

\[ \langle H \rangle = \sum_{H=0}^{N} P(H) H = N (p+q)^{N-1} \cdot p = Np \] \[ \boxed{\langle H \rangle = Np} \] \[ \langle H^2 \rangle = ? \]

find

\[ f''(1) = \Big(N p^2 (N-1)(px+q)^{N-2}\Big)_{x=1} = p^2 N(N-1) \tag{1} \] \[ f''(x) = \left(\sum_{H=0}^{N} P(H)\, H(H-1)\, x^{H-2}\right)_{x=1} = \langle H(H-1) \rangle = \langle H^2 - H \rangle = \langle H^2 \rangle - \langle H \rangle \tag{2} \]

equating (1) and (2)

\[ p^2 N(N-1) = \langle H^2 \rangle - \langle H \rangle \] \[ \implies \langle H^2 \rangle = p^2 N^2 - p^2 N + \langle H \rangle \] \[ \implies \langle H^2 \rangle = p^2 N^2 - p^2 N + Np \]

Also, now we can find variance,

\[ \text{variance} := \text{mean square} - \text{square of mean} \] \[ \text{var}(H) = \langle H^2 \rangle - \langle H \rangle^2 \quad \left(= \langle (H - \langle H \rangle)^2 \rangle \right) \] \[ = N^2 p^2 - p^2 N + Np - N^2 p^2 \] \[ \text{var}(H) = Np(1-p) \] \[ \sigma^2 = \text{var}(H) = Npq, \qquad \text{as } (q = 1-p) \]

Therefore \(\Delta H = \) std. deviation \(=\) uncertainty \(= \sqrt{Npq}\)

\[ \boxed{\Delta H = \sigma = \sqrt{Npq}} \]

Therefore relative fluctuation will be:-

\[ \text{fluctuation about mean} = \frac{\Delta H}{\langle H \rangle} = \frac{\sqrt{Npq}}{Np} = \sqrt{\frac{q}{Np}} \] \[ \text{Relative scatter (dispersion about mean)} = \frac{1}{\sqrt{N}}\sqrt{\frac{q}{p}} \]

In thermodynamics we deal with \(\sim 10^{23}\) d.o.f, so relative fluctuations become very small. This is the main reason "why thermodynamics works".

_"In statistical mechanics the generating function is called the partition function (\(\sim\) laplace transformation / green fn.)"_

Note:-

out of 100 coin tosses, \(P(50H)\) or \(P(50T)\) is most probable, because \({}^{100}C_{50}\) is biggest for all \(H\) in \(\left({}^{100}C_H\right)\).

each microstate is equally probable, but \(P(1H \,\&\, 99T)\) has contribution — but each macrostate is made up of many microstates. So attaining \(1H\) and \(99T\) has a lesser no. of microstates than that of \(50H, 50T\); so one example is that one molecule can have nearly all the total energy and rest of all are nearly at rest; indeed such microstates are equally probable, but the macrostate has contribution from very few microstates, so such a macrostate is less likely to exist than other possible macrostates.

Lecture 21

\(N\) coins, \(H\) heads, \(T\) tails

\[ P(H) = {}^N C_H\, p^H q^{N-H} \qquad p = \text{prob of heads}, \quad q = \text{prob of tails} \] \[ f(x) = (px+q)^N \qquad\qquad f(x) = \sum_{n=0}^{N} P(n)\, x^n = \sum {}^N C_n\, p^n q^{N-n} x^n = (px+q)^N \] \[ \langle H \rangle = Np \qquad\qquad \Delta H = \sqrt{Npq} \]

What does this distribution look like?

\usetikzlibrary{arrows.meta,decorations.pathreplacing,calc,angles,quotes}
\begin{tikzpicture}[scale=0.9]
\draw[->] (0,0) -- (9,0) node[right] {$H$};
\draw[->] (0,0) -- (0,3) node[above] {$P(H)$};
\foreach \x/\y in {0.5/0.2,1.5/0.5,2.5/1.0,3.5/1.7,4.5/2.4,5.5/1.7,6.5/1.0,7.5/0.5,8.5/0.2}
  \draw (\x,0) -- (\x,\y);
\draw[dashed] (4.5,0) -- (4.5,2.6);
\node at (4.5,-0.4) {$N/2$};
\node at (8.5,-0.4) {$N$};
\end{tikzpicture}
\[ P(H) = {}^N C_H\, p^H q^{N-H} \]

we would like to find out what does \({}^N C_H\) do, at large no. of \(N\).

What is \(N!\) (for large \(N\)):-

Sterling formula:-

\[ N! = N(N-1)(N-2) \cdots 3.2.1 \] \[ = N^N \left(1 - \frac{1}{N}\right)\left(1-\frac{2}{N}\right) \cdots \] \[ = N^N e^{-N} \sqrt{2\pi N} \cdot \left\{1 + \frac{1}{12N} + \cdots \right\} \] \[ 1! = 1 \cdot e^{-1}\sqrt{2\pi} \qquad \text{so is } e \simeq \sqrt{2\pi}? \]

def:-

\(n!\) is defined as \(\displaystyle\int_0^{\infty} dx\, e^{-x} x^n = \Gamma(n+1) \;\; \textbf{[?]} \quad (n = 1,2,3,\dots)\)

\usetikzlibrary{arrows.meta,decorations.pathreplacing,calc,angles,quotes}
\begin{tikzpicture}[scale=1]
\draw[->] (-0.2,0) -- (5,0) node[right] {$x$};
\draw[->] (0,-0.2) -- (0,3) node[above] {};
\draw[blue, domain=0:5, samples=50] plot (\x, {2.5*exp(-\x)});
\node[blue] at (3.6,0.5) {$e^{-x}$};
\draw[blue, domain=0:2.3, samples=50] plot (\x, {0.35*\x*\x});
\node[blue] at (2.1,2.0) {$x^n$};
\draw[thick, domain=0.3:4.5, samples=80] plot (\x, {2.2*exp(-((\x-2)*(\x-2))/1.2)});
\draw[dashed] (2,0) -- (2,2.2);
\node at (2,-0.4) {$n$};
\end{tikzpicture}
\[ g(x) = e^{-x} x^n = e^{-x} e^{\ln x^n} = e^{-x + n \log_e x} = e^{-(x - n \ln x)} \] \[ g'(x) = e^{-(x-n\ln x)} \cdot (-1)\left(1 - \frac{n}{x}\right) = 0 \implies \boxed{g'(n) = 0} \]

let, \(f(x) = x - n\ln x\)

\[ f(n) = n - n \ln n \] \[ g'(x) = 1 - \frac{n}{x}, \qquad g''(x) = 0 + \frac{n}{x^2} \] \[ f(x) = f(n) + \frac{f'(n)(x-n)}{1!} + \frac{f''(n)(x-n)^2}{2!} + \cdots \] \[ f(x) = (n - n\ln n) + 0 + \frac{(x-n)^2}{2n} + \cdots \] \[ n! = \int_0^{\infty} e^{-x} x^n\, dx = \int_0^{\infty} e^{-(x-n\ln x)}\, dx \] \[ \implies n! = \int_0^{\infty} e^{-\left((n-n\ln n) + \frac{(x-n)^2}{2n} + \cdots\right)} dx \] \[ = \int_0^{\infty} \left(e^{-n} n^n\right) e^{-\frac{(x-n)^2}{2n}} \left\{1 + \cdots \right\} dx \]

for very large \(n\)

\[ n! = e^{-n} n^n \int_{-\infty}^{\infty} dx\, e^{-\frac{(x-n)^2}{2n}} \qquad \left(\int_{-\infty}^{\infty} e^{-t^2/A}\, dt = \sqrt{\pi A}\right) \] \[ = e^{-n} n^n \sqrt{2\pi n} \cdot \left\{1 + O\!\left(\frac{1}{n}\right)\right\} \]

Gaussian integral

\[ I = \int_{-\infty}^{\infty} e^{-ax^2}\, dx = \sqrt{\pi/a} \]

also

\[ I = \int_{-\infty}^{\infty} e^{-ay^2}\, dy \] \[ I^2 = \int_{-\infty}^{\infty}\int_{-\infty}^{\infty} e^{-a(x^2+y^2)}\, dx\, dy \qquad \left\{ \begin{aligned} x^2+y^2 &= r^2 \\ x &= r\cos\theta \\ y &= r\sin\theta \end{aligned} \right., \quad dA = (r\,d\theta)\,dr \] \[ = \int_0^{\infty}\int_0^{2\pi} e^{-ar^2}\, r\, dr\, d\theta = \int_0^{\infty} e^{-ar^2}\, r\, dr \int_0^{2\pi} d\theta = \left(\sqrt{\pi/a}\right)^2 \] \[ \left(I = \sqrt{\pi/a}\right) \]

So for large \(N\):

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Take an ideal gas contained in volume \(V\). \(N = \) total no. of particles.

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What is the probability that \(v\) contains \(n\) particles?

\(P(n) = \) Probability that \(v\) contains \(n\) particles.

Probability that a given particle is in volume \(v\) \(= v/V\).

Assume that all the particles are moving independent of each other; therefore the probability that there are \(n\) of them inside \(v\) is

\[ = {}^N C_n \left(\frac{v}{V}\right)^n \left(1-\frac{v}{V}\right)^{N-n} \]

Here \(n\) is a random variable whose value can vary from \((0 \leq n \leq N)\).

here \(p = v/V\), \(q = 1 - v/V\).

this is the binomial distribution.

let's put \(\rho = N/V\)

\[ \implies \frac{1}{V} = \frac{\rho}{N} \]

so,

\[ P(n) = {}^N C_n \left(\frac{v\rho}{N}\right)^n \left(1-\frac{v\rho}{N}\right)^{N-n} \qquad \text{(binomial distribution)} \]

What happens to \(P(n)\), when \(N \to \infty\) and \(V \to \infty\) but keeping \(\rho\) fixed.

\[ P(n) \xrightarrow{N \to \infty} \frac{N!}{n!(N-n)!} \left(\frac{v\rho}{N}\right)^n \left(1-\frac{v\rho}{N}\right)^{N-n} \] \[ = \frac{N^N e^{-N}\sqrt{2\pi N}}{\left(n^n e^{-n}\sqrt{2\pi n}\right)\left((N-n)^{N-n} e^{-(N-n)}\sqrt{2\pi(N-n)}\right)} \left(\frac{v\rho}{N}\right)^n \left(1-\frac{v\rho}{N}\right)^{N-n} \]

_(we can't use \(n! = e^{-n}n^n\sqrt{2\pi n}\) as \(n\) can take \(0\) too)_

\[ P(n) \longrightarrow \frac{e^{-\bar n}(\bar n)^n}{n!} \qquad \text{where } n = 0,1,2,3,\dots \infty \] \[ \boxed{v\rho = \bar n} \]

and \(\bar n = \rho v\), \(=\) avg. no. of particles in sub-volume \(v\).

\[ (\bar n = Np = (N \cdot v/V)) = (\bar n = \rho v) \]

We have assumed that particles behave like Newtonian mech. particles and are distinguishable from one another.

In \(\left(P(n) = \dfrac{e^{-\rho v}(\rho v)^n}{n!}\right)\) formula, \((N,V)\) don't appear anymore, as \((N,V \to \infty)\) such that their ratio \(\rho = N/V\) is finite (this is called the thermodynamic limit of the system, when \(N \to \infty, V \to \infty\) such that \(\rho = N/V\) is finite). Statistical mech. reduces to thermodynamics in the thermodynamic limit.

Poisson Distribution

for random variable \(n = 0,1,2,\dots \infty\)

\[ P(n) = \frac{e^{-\lambda}\lambda^n}{n!} \qquad (\lambda = \langle n \rangle) \quad \lambda \text{ is avg.\ value of random variable} \]

Generating function

\[ f(x) = \sum_{n \geq 0} P(n) x^n = e^{\lambda(x-1)} \qquad \text{(How?)} \] \[ f(1) = 1 \qquad \text{for} \qquad \sum_{n\geq 0} P(n) = 1 \] \[ \text{variance} = \langle (n - \langle n \rangle)^2 \rangle = \lambda = \langle n \rangle = \langle n^2 \rangle - \langle n \rangle^2 \]

In poisson distribution, variance = mean.

\[ \text{Relative fluctuation} = \frac{\sigma}{\langle n \rangle} = \frac{\Delta n}{\langle n \rangle} = \frac{\sqrt{\langle n \rangle}}{\langle n \rangle} = \frac{1}{\sqrt{\langle n \rangle}} \]

for poisson's distribution, \(\langle n \rangle = \lambda\), \((\Delta n)^2 = \lambda\), & all higher moments \(=\lambda\), so it's a single-parameter distribution;

In gaussian distribution, except for \(\langle n \rangle\) & \((\Delta n)^2\), all higher moments vanish.

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\(\bar n = \) avg. no. of particles in subvolume \(v\).

If \(\bar n\) itself becomes very large, then the deviation from mean \((n - \bar n)\) takes a gaussian curve, and we call that a continuous variable if \(\bar n\) is very large.

from \(\displaystyle P(n) = \frac{e^{-\bar n}(\bar n)^n}{n!}\)

using Sterling's formula again, and replacing the variable to \(x = n - \bar n\)

\[ P(x) \propto \frac{e^{-x^2/2\sigma^2}}{\sqrt{2\pi}\,\sigma} \qquad \text{(Gaussian distribution)} \]

_"The whole point of the above discussion is that if we start with a binomial distribution of Bernoulli trials, and then from that we take the no. of particles (trials) to be very large such that \(p(H) \to 0\) (probability of success in a trial is vanishingly small), then the Binomial distribution goes over into the Poisson distribution. Then if the mean value of the Poisson distribution is very large compared to unity, the deviation from the mean \((n-\bar n)\) is approximately a continuous variable that has a Gaussian shape."_

So a probability distribution can shift over to another probability distribution.

Generating function:-

\[ f(x) = \sum_{n\geq0} P(n) x^n = P(0)x^0 + P(1)x^1 + P(2)x^2 + \cdots + P(n)x^n \] \[ f(x) = \sum_{n\geq0} P(n) x^n = \sum_{n\geq0} \frac{e^{-\lambda}\lambda^n}{n!} x^n \implies e^{-\lambda}\sum \frac{(\lambda x)^n}{n!} = e^{-\lambda}e^{\lambda x} \] \[ \boxed{f(x) = e^{\lambda(x-1)}} \]

let's go back to our problem of an isolated system in thermal equilibrium.

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Imagine the system is made of two sub-systems, in eq. thermal eq\(^m\) with each other, such that

\[ N + N' = N_{\text{tot}}, \qquad V+V' = V_{\text{tot}}, \qquad E+E' \cong E_{\text{tot}} \qquad \text{(Isolated, in thermal eq}^m\text{)} \]

(not necessarily: \(E+E' \neq E_{\text{tot}}\) always if pot. energy plays a role.)

\(E+E' \cong E_{\text{tot}}\) to a very good approximation.

_"as no. of d.o.f which are interacting near the partition is \(\left(\dfrac{1}{10^8}\right)\)th of the total d.o.f"_ (assuming short range forces).

Then at any instant of time, what is the probability that Energy of \(A\) is \(E\); \(P(E)\)

\(P(E) = \) no. of microstates of this entire system such that \(A\) has energy \(E\). \((\Omega(E))\) (also \(B\) has energy \(E'\).)

\[ = \frac{\Omega(E)\,\Omega'(E')}{\Omega_{\text{tot}}(E_{\text{tot}})} \qquad \text{(normalization)} \]

\(\Omega(E)\) & \(\Omega'(E')\) can have totally different functions [?].

As \(A\) can be a jar of a large container of oil and \(B\) can be our atmosphere. So \(A,B\) have different d.o.f.

Lecture 22

Note that Energy of \(A\) and \(B\) are not fixed. Because there are fluctuations.

\(E, V, N, N', V', E'\) are variable quantities.

What we were trying to do is to find, is

_"Given the postulate of equal a priori probabilities of all the accessible microstates of the total system, what can we say about the probability distribution of (for instance say) Energy in system \(A\)."_

\[ P(E) = \frac{\#\text{ of microstates of tot.\ system such that } A \text{ has energy } E \; (\&\ B \text{ has } E')}{\text{Total no.\ of microstates of total system such that } T.E = E_{\text{tot}}.} \]

If \(A\) & \(B\) are assumed as independent systems (they actually are not) then \(\Omega_{\text{tot}}(E) = \Omega(E)\cdot\Omega'(E')\)

\[ = \frac{\Omega(E)\cdot\Omega'(E')}{\Omega_{\text{tot}}(E_{\text{tot}})}. \] \[ P(A \,\&\, B) = P(A)\cdot P(B) \quad \text{only iff } A,B \text{ are independent events.} \]

In the above discussion we have assumed that the interaction Energy is fairly negligible.

\(\Omega(E)\) is actually a function of \(V,N\) also.

Remember always:

\[ \begin{cases} \Omega(E) = \Omega(E,V,N) \\[2pt] \Omega'(E') = \Omega'(E',V',N') \end{cases} \]

Let's see how big these numbers are:

Suppose we take a single particle and put it into volume \(V\), and the particle is moving around with some energy \(\leq E\). Let's calculate how many microstates it has.

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No. of microstates is the no. of shells in phase-space (true in any dimensions)

\[ \underbrace{E = \frac{p^2}{2m}}_{} \qquad |p| \leq \sqrt{2mE} \]

Let no. of such microstates be

\[ \phi(E) = \frac{1}{h^3}\int d^3q \int_{|p|\le \sqrt{2mE}} d^3p \]

where \(d^3p = 4\pi p^2\,dp\) is the volume element, and \(\dfrac{\text{phase space volume}}{\text{min. volume }(h^3)}\) gives the number of microstates.

\[ \begin{aligned} \phi(E) &= \frac{V}{h^3}\, 4\pi \int_0^{\sqrt{2mE}} p^2\,dp \ \propto\ \frac{V}{h^3} \qquad \{\text{no. of dimensions}\} \notag\\ &= \frac{V}{h^3}\,\frac{4\pi}{3}\, p^3\Big|_0^{\sqrt{2mE}} \notag\\ &= \frac{V}{h^3}\,\frac{4\pi}{3}\, \varepsilon^{3/2}\, 2m^{3/2} \qquad (p\propto E^{1/2}) \end{aligned} \]

Relation between \(E\) and \(p\) for a free particle is

\[ E^2 = c^2p^2 + m^2c^4 \]

\(m = \) rest mass always.

Mass does not increase with speed, it's just \(p = \gamma m v\) instead of \(mv\). \(\left(\gamma = \dfrac{1}{\sqrt{1-v^2/c^2}}\right)\)

\[ \varepsilon = (c^2p^2+m^2c^4)^{1/2} = c(p^2+m^2c^2)^{1/2} \]

If \(p \ll mc\) \(\{mc = \text{Compton momentum}\}\)

\[ \varepsilon = mc^2\left(1+\frac{p^2}{m^2c^2}\right)^{1/2} \]

In \(n\) dimensions, \((n-1)\) angles vary for \((0-\pi \text{ or } 0-2\pi)\).

In \(n\)-spatial dimensions,

\[ \phi(\varepsilon) \propto \int_0^{\sqrt{2m\varepsilon}} p^{n-1}\,dp \ \propto\ \varepsilon^{n/2} \] \[ \begin{aligned} \varepsilon &= mc^2\left(1+\frac{p^2}{2m^2c^2}-\frac{1}{8}\frac{p^4}{m^4c^4}+\cdots\right) \notag\\ &= mc^2 + \frac{p^2}{2m}+\cdots = \text{rest mass energy} + \frac{p^2}{2m} \end{aligned} \]

No. of microstates with energy in \((\varepsilon,\varepsilon+d\varepsilon) \sim \varepsilon^{1/2}d\varepsilon = d\phi(\varepsilon)\)

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\[ d\Omega = 4\pi p^2\,dp \qquad d\nu \simeq 8\pi\, m^{3/2}\varepsilon^{1/2}\,d\varepsilon \] \[ \omega(\varepsilon) \sim \varepsilon^{1/2}d\varepsilon = f(\varepsilon)\,d\varepsilon \]

Density of states \(f(\varepsilon) = \varepsilon^{1/2} = g_i\) (degeneracy at energy \(\varepsilon\)) {no. of microstates per unit energy interval at energy \(\varepsilon\)}

For \(n\)-D: \(\ \Omega \propto \displaystyle\int p^{n-1}dp\ \ (\Omega\propto \varepsilon^{n/2})\) for \((n\geq 2)\).

Case for 2-D container

\[ d\nu = 2\pi p\,dp = 2\pi\sqrt{2m\varepsilon}\,\frac{2m}{2\sqrt{\varepsilon}} = \text{constant} \]

density of states becomes constant \(\propto\) 2-D.

Case for 1-D

\[ \phi(\varepsilon) = \frac{d}{d\varepsilon}\left(\frac{V}{h^3}\varepsilon^{1/2}\right) = \frac{1}{2}\varepsilon^{-1/2}\frac{V}{h^3} \]

Density of states \(\uparrow\) as \(\varepsilon\downarrow\)

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As \(\varepsilon\uparrow\) no. of states increases [3-D case] (microscopic)

Now, we want to find \(\Omega(E)\), so we will like to assume again that particles are free
and

\[ E_{\text{tot}} = \varepsilon_1+\varepsilon_2+\varepsilon_3+\cdots+\varepsilon_N \]

Sum of energy of individual particles (with index \(i\)) = total energy.

For any two particles having \(z\) states, together they occupy \(z^2 = q\) states.

\[ \Omega(E) \propto \varepsilon \propto E^{\alpha N} \]

If one particle can take \(\phi(\varepsilon)\) states with energy \(\varepsilon\) to \(\varepsilon+d\varepsilon\): \(= k\varepsilon^{3/2}\);
independent \(N\) particles will take \(\ -\ k\varepsilon^{(3/2)N}\).

If all \(\varepsilon_i\) are of same order of magnitude \(\varepsilon\) {approximation}

\[ E = N\varepsilon \]

So,

\[ \Omega(E) \propto \varepsilon^{\alpha N} \propto \left(\frac{E}{N}\right)^{\alpha N} \]

For very large \(N\), \(\Omega(E)\) is astronomically large number.

\(\alpha = \tfrac{3}{2}\, n\, \tfrac{1}{2}\, n\, \tfrac{5}{2}\cdots\)

lecture 22 (time 30:15)

Lecture 22

Note: For Most probable "macro" state i.e. \(P(E)\) is maximum \(\equiv \{\text{eqm state}\}\)

So the system which has largest no. of microstates, that macrostate is the most probable state.

For Most probable macrostate it implies:

\[ \frac{\partial P(E)}{\partial E} = 0 \qquad \left\{P(E)=\frac{\Omega(E)\,\Omega'(E')}{\Omega_{\text{tot}}(E_{\text{tot}})}\right\} \]

As \(P(E)\) is very large, let's take \(\log P(E)\) and differentiate.

\[ \frac{\partial}{\partial E}\big(\ln P(E)\big) = 0 \] \[ dP = \frac{\partial P}{\partial E}dE+\frac{\partial P}{\partial V}dV+\frac{\partial P}{\partial N}dN \qquad \left.\begin{aligned} \frac{\partial(\ln \Omega(E))}{\partial E}+\frac{\partial(\ln \Omega'(E'))}{\partial E}&=0 \end{aligned}\right\} \]

for eqm \(\left(\dfrac{\partial P(E)}{\partial E}=\dfrac{\partial P}{\partial V}=\dfrac{\partial P}{\partial N}=0\right)\)

\[ E+E' = E_{\text{tot}} \qquad E' = E_{\text{tot}}-E \ \Rightarrow\ dE' = -dE \]

therefore

\[ \boxed{\dfrac{\partial \ln(\Omega(E))}{\partial E} = \dfrac{\partial \ln \Omega'(E')}{\partial E'}} \]

cond. for thermal eqm./most probable macrostate.

\(A\,|\,B\) possible, among two different kinds of matter, fluid, (gas \(\to\) liquid)...

\[ \frac{\partial}{\partial E}\big(\ln\Omega(E)\big) = \frac{\partial}{\partial E'}\big(\ln\Omega'(E')\big) = [E^{-1}] \quad \text{(dimensions)} \]

or,

\[ \text{some property of A} = \text{some property of B} = \frac{1}{k_B\,\text{Temp}} \qquad \{\text{Imp.}\} \]

defn of temperature:

\[ \left(dE=TdS-PdV+\mu dN\right)\qquad T=\left.\frac{\partial E}{\partial S}\right|_{V,N}\ ,\quad S=k_B\ln\Omega \]

Let's define temp so for this property, a function \(\beta(E)\), of \(A/B\).

\[ \boxed{\ \beta(E)=\left.\dfrac{\partial \ln \Omega(E)}{\partial E}\right. = \dfrac{1}{k_B\,T(E)}\ } \]

By defn, in equilibrium

\[ \boxed{T_A = T_B} \]

"Any two parts have same temp in large isolated system under thermal equilibrium." (large d.o.f)

"Of course each part must be large enough to talk about temp, as temp. is not defined for a single particle."

If \(\Omega(E)\) is not strictly increasing function, and if so

\[ \frac{\partial \ln(\Omega(E))}{\partial E} < 0 \ \Rightarrow\ \text{negative temperature.} \]
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(+ve slope implies positive temp; -ve slope implies negative temp.) So possibility of \((-\text{ve})\) temp is built in our defn. of temp.

Since \(\Omega = \Omega(N,V,E)\), from \(\left(\dfrac{\partial \ln\Omega}{\partial V}=0,\ \dfrac{\partial \ln\Omega}{\partial N}=0\right)\)

\[ \frac{\partial \ln\Omega}{\partial V} = \frac{\partial \ln\Omega'}{\partial V'} \equiv \left\{\left(\frac{P_A}{T_A}=\frac{P_B}{T_B}\right)\Rightarrow (P_A=P_B)\right\} \] \[ \frac{\partial \ln\Omega}{\partial N} = \frac{\partial \ln\Omega'}{\partial N'} \equiv \left\{\left(\frac{\mu_A}{T_A}=\frac{\mu_B}{T_B}\right)\Rightarrow (\mu_A=\mu_B)\right\} \]

(in thermodynamic terms)

\[ E = TS-PV+\mu N \qquad S = \frac{E+PV-\mu N}{T} \] \[ \left(\frac{\partial S}{\partial N}=-\frac{\mu}{T}\right)\ ;\ \left(\frac{\partial S}{\partial V}=\frac{P}{T}\right) \]

Entropy

\[ S(E,V,N) = k_B \ln\big(\Omega(E,V,N)\big) \]

Thermodynamics in Nutshell

1st law of thermodynamics

\[ dQ = dU + dW \qquad \{dQ = \text{not a perfect differential}\} \] \[ dU = dQ - dW \] \[ = dU + PdV - \mu\,dN \qquad \text{(generalized fluxes)} \] \[ dQ = dU - \sum F_i\,dx_i \qquad \text{(generalized forces)} \]

(Entropy representation)

\[ dS = \frac{dE+PdV-\mu dN}{T} \qquad S=S(E,V,N) \]

(Energy representation)

\[ dE = TdS - PdV+\mu dN \ \Rightarrow\ E = E(S,V,N) \]
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