Exercises in Statistical Mechanics

Based on course by Doron Cohen, has to be proofed

Department of Physics, Ben-Gurion University, Beer-Sheva 84105, Israel
This exercises pool is intended for a graduate course in statistical mechanics. Some of the
problems are original, while other were assembled from various undocumented sources. In particular some problems originate from exams that were written by B. Horovitz (BGU), S. Fishman
(Technion), and D. Cohen (BGU).

====== [Exercise 0010]

Average distance between two particles in a box
In a one dimensional box with length L, two particles have random positions x1 , x2 . The particles do not know about
each other. The probability function for finding a particle in a specific location in the box is uniform. Let r = x1 x2
be the relative distance of the particles. Find h
ri and the dispertion r as follows:
(1) By using theorems for summing the expectation values and variances of independent variables.
(2) By calculating the probability function f (r) dr = P (r < r < r + dr).

====== [Exercise 0020]

Average length of a polymer
A polymer can be described as a chain of N monomers. Each monomer has the probability p to be positioned
horizontally, adding length a to the polymer, otherwise the monomer adds length b. Let L be the total length of the
n such that:
polymer. Define random variables X

Xn =

a, the monomer is horizontal

b, the monomer is vertical

using X
n . Using theorems for adding independent random variables find the average length hLi and
(a) Express L
the variance Var(L).
and Var(L).
(b) Define f (L) P (L = na + (N n) b). Find it using combinatorial considerations. Calculate hLi
p
(c) Define L = Var(L). What is the behavior of L /hLi as a function of N ?

====== [Exercise 0030]

Fluctuations in the number of particles
A closed box of volume V0 has N0 particles. The system is a subvolume V . The number of particles in V is a
n , that indicates weather the nth particle is located inside the
random variable N . Define the random variable X
system:


Xn =

1, the particle is in V
0, the particle is not in V

using X
n . Using theorems on adding independent random variables find hN i and Var(N ).
(a) Express N
and V ar(L).
(b) Find the probability function f (N ) using combinatorial considerations. Calculate from it hLi
(c) Assume |(V /V0 ) 21 |  1, and treat N as a continuous random variable. Apprximate the probability function
f (N ) as a Gaussian, and verify agreemet with the central limit theorem.

====== [Exercise 0050]

Changing random variables x = cos()
Assume that the random phase has a uniform distribution. Define a new random variable x = cos (). What is the
probability distribution of x ?

====== [Exercise 0060]

Oscillator in a microcanonical state
Assume that a harmonic oscillator with freqency and mass m is prepared in a microcanonical state with energy E.
(1) Write the probability distribution (x, p)
(2) Find the projected probability distribution (x)

====== [Exercise 0070]

The ergodic microcanonical density
Find an expression for (x) of a particle which is confined by a potential V (x), assuming that the its state is
microcannonical with energy E. Distinguish the special cases of d = 1, 2, 3 dimensions. In particular show that
in the in the d = 2 case the density forms a step function. Contrast your results with the canonical expression
(x) exp (V (x)).

====== [Exercise 0080]

The spreading of a free particle
2

p
Given a free classic particle H = 2m
, that has been prepared in time t = 0 in a state represented by the probability
function


2
2
t=0 (X, P ) exp a (X X0 ) b (p p1 )

(a) Normalize t=0 (X, P ).

(b) Calculate hXi, hP i, X , P , E
t , Pt with X
t=0 , Pt=0
(c) Express the random variables X
(d) Express t (X, P ) with t=0 (X, P ). (Hint: variables replacement).
(e) Mention two ways to calculate the sizes appeared in paragraph b in time t. use the simple one to express
x (t) , p (t) with x (t = 0) , p (t = 0) (that youve calculated in b).

====== [Exercise 0100]

Spectral functions
====== [Exercise 0105]
Spectral functions for a particle in a double well
Consider a particle that has a mass m in a double well. The potenial V (x) of the well is described in the figure.
V(x)

/2
/2
L\2

L\2

(a) Describe the possible trajectories of the particle in the double well.
(b) Calculate N (E) and the energy levels in the semi-classical approximation.
(c) Calculate Z() and show that it can be written as a product of kinetic term and spin term.

====== [Exercise 0120]

Spectral functions for N particles in a box
In this question one must evaluate Z () using the next equation
Z () =

En

Z
=

g (E) d (E) eE

P3 pi
(a) Particle in a three dimensional space H = i=1 2m
Calculate g (E) and through that evaluate Z ()
Guideline: for calculating N (E) one must evaluate some points (n1 n2 n3 )- each point represents a state - theres
in ellipse En1 n2 n3 E
(b) N particles with equal mass in a three dimensional space. assume that its possible to distinguish between those
3N
particles. Prove: N (E) = const E 2
Find the const. use Dirichlets integral (private case) for calculating the volume of an N dimensional Hyper-ball:
Z
Z
N
2
... dxi = N
RN
2 !
P 2
xi R 2
Calculate g (E) and from there evaluate Z ()

====== [Exercise 0122]

Spectral functions for N harmonic oscillators
Consider

an ensemble of N
n + 21 ~, n = 0, 1, 2, ...

harmonic oscillators with an energy spectrum of each oscillator being

(a) Evaluate the asymptotic expression for (E), the number of ways in which a given energy E can be distributed.
(a) Consider these oscillators as classical and find the volume in phase space for the energy E. Compare the result
to (a) and show that the phase space volume corresponding to one state is hN .

====== [Exercise 0130]

Spectral functions for general dispersion relation
Find the states density function g (E) and the distribution function Z () for a particle that moves in a d dimensional
space with volume V = Ld .
Assume the particle has dispersion relation

case a E = C|P
p |
case b E = m2 + p2
Make sure that you know how to get a result also in the quantal and the semiclassical way.

====== [Exercise 0140]

Spectral functions for two dimemsional box
What is two dimensional gas?
Given gas in a box with dimensions (L << L) L L L.
Determine what are the energies of the uniparticle states. Show that theres an energy range 0 < E < Emax where
its possible to relate the gas as a gas in a 2 D space with a states density function
g (E) = A

m
0E
2

A L2

====== [Exercise 0150]

Spectral functions for N spins
Consider an N spin system:

=
H

N
X
()

z
2
=1

Calculate ZN () in two different ways:

(1) The short way - Calculate ZN () by factoring the sum.
(2) The long way - Write the energy levels En of the system. Mark with n = 0 the ground level, and with
n = 1, 2, 3, ... the excited levels. Find the degeneracy gn of each level. Use these results to express ZN (),
and show the that the same result is obtained.

====== [Exercise 0160]

Partition function for AB and AA molecules
A diatomic molecule AB can be regrded as two atoms that are connected by a spring of length r0 , and vibration
frequency 0 . The total angular momentum is ` = 0, 1, 2, .... The masses of the atoms are mA and mB , and they have
spins SA and SB .
(a) Explian what are the conditions that allow to ignore all the excited vibrational levels, so you can treat the molecule
as a rigid body (rotor).
(b) Calculate the partition function of the diatomic molecule, assuming that it is like a classical rigid rotor. Define
the condition on the temperature for this approximation to hold.
(c) Calculate the partition function of the diatomic molecule, if the temperature is very low, taking only the ` = 0, 1
states into account.
(d) How the previous answers are modified for an AA molecule that is composed of two identical spin0 atoms?
(e) How the previous answers are modified for an AA molecule that is composed of two identical spin 1/2 atoms?
What is the probability to find the spin configuration in a triplet state? Relate to the two limits in (b) and (c).

====== [Exercise 1000]

Canonical formalism
====== [Exercise 1010]
State equations derived from Z(T)
Make sure your well aware of the basic equations of the canonical ensemble, and knows how to prove those equations
for the state functions.
X
() Z (, X)
eEr
r

E=

y=

ln Z

1 ln Z
X

F (T, X)

S=

1
ln Z (, X)

F
T

More definitions
(Heat capacity) Cx E
T |X
(Generalized susceptibility)

y
X

6
(*) for a classical particle
Z
X
dxdp
7
Er 7 H (XP )
2
r

====== [Exercise 1020]

Formula for the canonical fluctuations in energy
2
Prove that E
= T 2 CX
2
Where E hH 2 i hHi2
and CX E
T |X
2
Guideline: Express E
by the distribution function and use the result we got for E in order to get the requested
expression.

====== [Exercise 1025]

Fluctuations of N in the grand canonical ensemble
Show that
h4N 2 i =

2


ln Z = T


TV

From that prove the equation



h4N 2 i
T
V
=

hN i2
V 2 p N,T
The last step demands manipulation of equations in thermodynamics
Hints:



1

N
=
T,V
N T V

d = dp + SdT, =

V
S
,S=
N
N

p
|T = |T

====== [Exercise 1026]

Fluctuations in the grand canonical ensemble
A fluid in a volume V is held (by a huge reservoir) at a temperature T and chemical potential . Do not assume
3
an ideal gas. Find the relation between h(E hEi) i and the heat capacity CV (T, z) at constant fugacity z. Find
3
the relation between h(N hN i) i and the isothermal compressibility T (V, ) = (v/) |V,T where v = V /hN i.
[Hint: Evaluate 3rd derivatives of the grand canonical partition function.] Find explicitly results in case of a classical
ideal gas.

====== [Exercise 1027]

7
Fluctuations in the grand canonical ensemble
Fluctuations in the grand canonical ensemble: A fluid in a volume V is held (by a huge reservoir) at a temperature
T and chemical potential . Do not assume an ideal gas.
(a) Find the relation between h(E hEi)3 i and the heat capacity CV (T, ) at constant fugacity .
(b) Find the relation between h(N hN i)3 i and the isothermal compressibility kT (V, ) = (v/)V,T where
v = V /hN i
[Hint: Evaluate 3rd derivatives of the grand canonical partition function.]
(c) Find (a) and (b) explicitly for a classical ideal gas.

====== [Exercise 1030]

The Helmholtz function
We define F 1 ln Z
Prove:
E = F + TS


S = F
T
F
y = X

It is possible to rely on the expressions that express X, S, y by the distribution function and by the F definition.

====== [Exercise 1032]

The extensive property of the grand energy
Explain why F, are extensive functions in the thermodynamic limit, so that
F (; V, N ) = F (; V, N )
(; V ) = (; V )
Guideline: Note that if you split the system, then in neglecting surface interaction, the functions Z, Z will be
factorized.
Z ZA + ZB, F F A + F B
Result: therefore,
(; V ) = V (; 1)
Prove that from here, we can conclude that
(; V ) = V p ()
remark: Generalization of considerations such these were written by Euler.

====== [Exercise 1040]

Absolute temperature and entropy
In a general quasi static process we defined


E
E
dQ dE + dW =
d +
+ y dX

X
We expressed E and y by the distribution function Z ()
Using differential equations technic, for an integration factor to the non precise differential dQ,you learned in the
course, which is solely, a function of . Show that the integration factor you get is
T 1 () =
therefore Its possible to write dQ = T dS where dS is a precise differential.
Find the function S and show



1


S=
ln Z ()

1
By definition, S is an entropy function, and T is called in an absolute temperature.

====== [Exercise 1041]

The Shanon definition of the entropy
Show that its possible to write the entropy function expression as:
X
S=
pr ln (pr )
r

It is possible to acount this equation as a definition when we talk about other ensembles.

====== [Exercise 1043]

Entropy, additivity
Assume that the entropy S and the number of states in phase space of a physical system are related through an
arbitrary function, S = f (). Show that the additive character of S and the multiplicative character of necessarily
require that f () ln .

====== [Exercise 1045]

Entropy, mixing of two gases
Consider mixing of two gases with initial different temperatures, T1 , T2 , particle numbers N1 , N2 and volumes V1 , V2 ,
respectively. Evaluate the mixing entropy (i.e. the change of entropy upon mixing) in two cases: (i) the gases are
identical, (ii) the gases are distinct (but have equal mass). Show that the mixing entropy in case (ii) is larger and
argue for the reason.

====== [Exercise 1047]

9
Negative temperature
Consider N particles, each fixed in position and having a magnetic moment , in a magnetic field H. Each particle
has then two energy states, H. Treat the particles as distinguishable.
(a) Evaluate the entropy of the system S (n) where n is the number of particles in the upper energy level; assume
n >> 1. Draw a rough plot of S (n).
(b) Find the most probable value of n and its mean square fluctuation.
(c) Relate n to the energy E of the system and find the temperature. Show that the system can have negative
temperatures. Why a negative temperature is not possible for a gas in a box?
(d) What happens if a system of negative temperature is in contact with a heat bath of fixed temperature T0 ?

====== [Exercise 1060]

Quasi-Static processes in a mesoscopic system
Write the basic level energy of a particle with mass m, which is in a
box with final volume V . (Take boundary
conditions zero in the limits of the box). In temperature zero, 1 = 0 , calculate explicitly the pressure caused by
the particle. Use the equation
X  Er 
pr
p=
V
r
Compare it to the equation developed in class for general temperature
P =

1 1

and explain why in the limit 1 0 we dont get the result you calculated. (Hint - notice the title of this question).

====== [Exercise 1510]

Boltzmann approximation from the canonical ensemble
Given N particle gas with uniparticle state density function g (E).
In the grand canonical ensemble, in Boltzman approximation, the results we get for the state functions N () , E ()
are
Z
N () =
g (E) dE f (E )
0

Z
E () =

g (E) dE E f (E )

Where f (E ) = e(E) is called the Boltzman occupation function.

In this exercise you need to show that you get those equations in the framework of the approximation ZN N1 ! Z1N .
For that, calculate Z, that you get from this proximity for ZN and derive the expressions for N () , E ().

====== [Exercise 1627]

Equipartition theorem
This is an MCE version of A23: An equipartition type relation is obtained in the following way:
Consider N particles with coordinates ~qi , and conjugate momenta p~i (with i = 1, ..., N ), and subject to a Hamiltonian
H(~
pi , ~qi ).

10
(a) Using the classical micro canonical ensemble (MCE) show that the entropy S is invariant under the rescaling
~qi ~qi and p~i p~i / of a pair of conjugate variables, i.e. S[H ] is independent of , where H is the
Hamiltonian obtained after the above rescaling.
P i )2
(b) Now assume a Hamiltonian of the form H = i (~p2m
+ V ({~qi }). Use the result that S[H ] is independent of
to prove the virial relation

 

V
(~
p1 )2
=
~q1
m
~q1
where the brackets denote MCE averages. Hint: S can also be expressed with the accumulated number of states
(E).
H
i = ij kB T , also yields the result (b). Note that this form may fail for
(c) Show that classical equipartition, hxi x
j
quantum systems.

(d) Quantum mechanical version: Write down the expression for the entropy in the quantum case. Show that it
is also invariant under the rescalings ~qi ~qi and p~i p~i / where p~i and ~qi are now quantum mechanical
operators. (Hint: Use Schr
odingers equation and p~i = i~/~qi .) Show that the result in (b) is valid also in
the quantum case.

====== [Exercise 1800]

Thermodynamic processes
====== [Exercise 1808]
Adiabatic law for generalized dispersion
Consider a gas of noninteracting particles with kinetic energy of the form (p) = |p|3(1) where is a constant;
p is the momentum quantized in a box of size L3 by px = hnx /L, py = hny /L, pz = hnz /L with nx , ny , nz integers.
Examples are nonrelativistic particles with = 5/3 and extreme relativistic particles with = 4/3.
(a) Use the microcanonical ensemble to show that in an adiabatic process (i.e. constant S, N ) P V =const.
(b) Deduce from (a) that the energy is E = N kB T / ( 1) and the entropy is S =
the most general form of the function f(N)?

kB N
1

ln (P V ) + f (N ). What is

(c) Show that Cp /Cv = .

(d) Repeat (a) by using the canonical ensemble.

====== [Exercise 1814]

Adiabatic versus sudden expansion of an ideal gas
N atoms of mass m of an ideal classical gas are in a cylinder with insulating walls, closed at one end by a piston. The
initial volume and temperature are V0 and T0 , respectively.
(a) If the piston is moving out rapidly the atoms cannot perform work, i.e. their energy is constant. Find the
condition on the velocity of the piston that justifies this result.
(b) Find the change in temperature, pressure and entropy if the volume increases from V0 to V1 under the conditions
found in (a).

11
(c) Find the change in temperature, pressure and entropy if the volume increases from V0 to V1 with the piston
moving very slowly, i.e. an adiabatic process.

====== [Exercise 1815]

Cooling by demagnetization
Consider a solid with N non-magnetic atoms and Ni non-interacting magnetic impurities with spin s. There is a weak
spin-phonon interaction which allows energy transfer between the impurities and the non-magnetic atoms.
(a) A magnetic field is applied to the system at a constant temperature T . The field is strong enough to line up
the spins completely. What is the change in entropy of the system due to the applied field? (neglect here the
spin-phonon interaction).
(b) Now the magnetic field is reduced to zero adiabatically. What is the qualitative effect on the temperature of
the solid? Why is the spin-phonon interaction relevant?
(c) Assume that the heat capacity of the solid is CV = 3N kB in the relevant temperature range. What is the
temperature change produced by the process (b)? (assume the process is at constant volume).

====== [Exercise 1816]

Cooling by adiabatic demagnetization
Consider a system of N spins on a lattice at temperature T , each spin has a magnetic moment . In presence of an
external magnetic field each spin has two energy levels, H.
(a) Evaluate the changes in energy E and in entropy S as the magnetic field increases from 0 to H. Derive the
magnetization M (H) and show that
Z H
E = T S
M (H 0 ) dH 0 .
0

Interpret this result.

(b) Show that the entropy S (E, N ) can be written as S(M, N ). Deduce the temperature change when H is reduced
to zero in an adiabatic process. Explain how can this operate as a cooling machine to reach T 104 K. (Note:
below 104 K in realistic systems spin-electron or spin-spin interactions reduce S (T, H = 0) 0 as T 0.
This method is known as cooling by adiabatic demagnetization.

====== [Exercise 1817]

Adiabatic cooling of spins
Consider an ideal gas whose N atoms have mass m, spin 1/2 and a magnetic moment . The kinetic energy of a
particle is p2 /(2m) and the interaction with the magnetic field B is B for up/down spins.
(a) Calculate the entropy as S(T, B) = Skinetic + Sspin .
(b) Consider an adiabatic process in which the magnetic field is varied from B to zero. Show that the initial and
final temperatures Ti and Tf are related by the equation:

ln

Tf
2
=
[Sspin (Ti , B) Sspin (Tf , 0)]
Ti
3N

12
(c) Find the solution for

Tf
Ti

in the large B limit.

(d) Extend (c) to the case of space dimensionality d and general spin S.

====== [Exercise 2000]

Canonical formalism, applications

====== [Exercise 2040]
Pressure of gas in a box with gravitation
Consider an ideal gas in a 3D box of volume V = L2 (Zb Za ). The box is placed in an external gravitational field
that points along
z.
a) Find the one-particle partition function Z1 (, Za , Zb ).
b) What is the N -particle partition function ZN (, Za , Zb ).
c) What are the forces Fa and Fb acting on the floor and on the ceiling of the box?
d) What is the difference between these forces? explain your result.
Z
Zb
Za

gravitation

====== [Exercise 2041]

Gas in gravitation confined between adhesive plates
A classical ideal gas that consists of N mass m particles is confined between two horizontal plates that have each
area A, while the vertical distance between them is L. The gravitational force is f oriented towards the lower plate.
In the calculation below fix the center of the box as the reference point of the potential.
The particles can be adsorbed by the plates. The adsorption energy is . The adsorbed particles can move along
the plates freely forming a two dimensional classical gas. The system is in thermal equilibrium, the temperature is T .
1. Calculate the one particle partition function Z(, A, L, f ) of the whole system.
Tip: express the answer using sinh and cosh functions.
2. Find the ratio NA /NV , where NA and NV are the number of adsorbed and non-adsorbed particles.
3. What is the value of this ratio at high temperatures.
Express the result using the thermal wavelength T .
4. Find an expression for FV in the formula dW = (NV FV + NA FA )dL.
Tip: the expression is quite simple (a single term).
5. Find a high temperature approximation for FV .
Tip: it is possible to guess the result without any computation.

13
6. Find a zero temperature approximation for dW .
Tip: it is possible to guess the result without any computation.

====== [Exercise 2042]

Pressure of an ideal gas in the atmosphere
An ideal classical gas of N particles of mass m is in a container of height L which is in a gravitational field of a
constant acceleration g. The gas is in uniform temperature T .
(a) Find the dependence P (h) of the pressure on the height h.
(b) Find the partition function and the internal energy. Examine the limits mgL  T and mgL  T .
(c) Find P (h) for an adiabatic atmosphere, i.e. the atmosphere has been formed by a constant entropy process in
which T, , are not equilibrated, but P n = const. The equilibrium is maintained within each atmospheric
layer. Find T (h) and n(h) at height h in terms of the density n0 and the temperature T0 at h = 0.

====== [Exercise 2044]

Boltzmann gas confined in capacitor
An ideal gas is formed of N spinless particles of mass m that are inserted between two parallel plates (Z direction).
The horizonatl confinement is due to a two dimensional harmonic potential (XY direction). Accordingly,

V (x, y, z) =

1
2 2
2 m (x

+ y2 )

z1 < z < z2
else

The diatance between the plates is L = z2 z1 . In the first set of questions (a) note that the partition function Z
can be factorized. In the second set of questions (b) an electric field E is added in the Z direction. Assume that the
particles have charge e. Express your answers using N, m, L, , e, E, T .
(a1) Calculate the classical partition function Z1 (; L) via a phase space integral. Find the heat capacity C(T ) of
the gas.
(a2) Calculate the quantum partition function for large L. Define what is large L such that the Z motion can be
regarded as classical.
(a3) Find the heat capacity C(T ) of the gas using the partition function of item (a2). Define what temperature is
required to get the classical limit.
(a4) Calculate the forces F1 and F2 that the particles apply on the upper and lower plates.
(b1) Write the one-particle Hamiltonian and calculate the classical partition function Z1 (; z1 , z2 , E)
(b2) Calculate the forces F1 and F2 that are acting on the upper and lower plates. What is the total force on the
system? What is the prefactor in (F1 F2 ) = N T /L.
(b3) Find the polarization P of the electron gas as a function of the electric field. Recall that the polarization is
= PdE.

defined via the formula dW

(b4) Find the susceptibility by expanding P(E) = (1/L)P = E + O(E 2 ). Determined what is a weak field E such
that the linear approximation is justified.

14

====== [Exercise 2046]

Gas in a centrifuge
A cylinder of of radius R rotates about its axis with a constant angular velocity . It contains an ideal classical gas of
N particles at temperature T . Find the density distribution as a function of the radial distance from the axis. Write
what is the pressure on the walls.
Note that the Hamiltonian in the rotating frame is H 0 (r, p; ) = H (r, p) L (r, p) where L (r, p) is the angular
momentum.
It is conceptually useful to realize that formally the Hamiltonian is the same as that of a charged particle in a magnetic
field (Coriolis force) plus centrifugal potential V (r). Explain how this formal equivalence can be used in order to
make a shortcut in the above calculation.

====== [Exercise 2050]

Pressure by a particle in a spring-box system
A spring that has an elastic constant K and natural length L is connected between a wall at x = 0 and a piston
at x = X. Consequently the force that acts of the piston is F0 = K(X L). A classical particle of mass m is
attached to the middle point of the spring. The system is at equilibrium, the temperature is T .
(1) Write the Hamiltonian (be careful).
(2) Write an expression for the partition function Z (, X). The answer is an expression that may contain a definite
integral.
(3) Write an expression for the force F on the piston. The answer is an expression that may contain a definite
integral.
(4) Find a leading order (non-zero) expression for F F0 in the limit of high temperature.
(5) Find a leading order (non-zero) expression for F F0 in the limit of low temperature.
Your answers should not involve exotic functions, and should be expressed using (X, L, K, m, T ).
F
m

====== [Exercise 2051]

Gas in a box with parbolic potential wall
Coansider N classical particles in a potential
 1 2
ax 0 < x, 0 < y < L, 0 < z < L
V (x, y, z) = 2

else
Calculate the partition function and detirve from it an expression for the pressure on the wall at x = 0. Note that
for this purpose you have to re-define the potential, such that it would depend on a paramter X that describes the
poition of the wall.

15
Show that the result for the perssure can be optionally obtained by assuming that the pressure is the same as that of
an ideal gas. For this purpose evalute the density of the particles in the vicinity of the wall.

X =0

X
X

====== [Exercise 2052]

Pressure in a box with V (x) potenial
A particle is confined by hard walls to move inside a box [0, L]. There is an added external potential U (x). Find the
force (Pressure) on the wall at x = L.
(1) The short way - evalute the density of the particles in the vicinity of the wall, and assume that the pressure there
is the same as that of an ideal gas.
(2) The long way - using the Virial theorem relate the force at x = L to the expectation function of xU 0 (x).
(3) Explain why the Virial based derivation gives the force on the x = L and not on the x = 0 wall.

====== [Exercise 2065]

Classical gas with general dispersion relation
Consider a gas of N non-interacting particles in a d dimensional box.
The kinetic energy of a particle is p = c|p|s .
(a) Find the partition function of the gas for a given temperature is T .
(b) Define = 1 + (s/d) and using (a) show that the energy is E =
(c) Show that the entropy is S =

N
1

ln (P V ) + f (N ).

(d) Deduce that in an adiabatic process P V = const.

(e) Show that the heat capacity ratio is CP /CV = .

NT
1 .

16

====== [Exercise 2100]

Systems subjected to electric or magnetic fields

====== [Exercise 2160]
Particle on a ring with electric field
A particle of mass m and charge e is free to move on a ring of radius R. The ring is located in the (x, y) plan. The
position of the particle on the ring is x = R cos () and y = R sin (). There is an electric field E is the x direction.
The temperature is T .
(1) Write the Hamiltonian H (, p) of the particle.
(2) Calculate the partition function Z (, E).
(3) Write an expression for the probability distribution ().
(4) Calculate the mean position hxi and hyi.
(5) Write an expression for the probability distribution (x). Attach a schematic plot.
(6) Write an expression for the polarization. Expand it up to first order in E, and determine the susceptibility.

1
2

exp (z cos ()) d = I0 (z)

0

I00 (z) = I1 (z)

 
 
1
1
2
I0 (z) = 1 +
z +
z 4 + ...
4
64
y

x
R

====== [Exercise 2170]

Polarization of two-spheres system inside a tube

17
Given two balls in a very long, hollow tube, with length L. The mass of each ball is m, The charge of one ball is q
and the charge of the other one is +q. The balls radius is negligible, and the electrostatic attraction between the
balls is also negligible. The balls are rigid and cant pass through each other. The balls are attached to a drop, whose
surface tension causes its gravity constant to work on the balls toward each other. (The force does not depend on
the distance between the balls). The system is in an external electric uniform field =
x and in thermic balance in
temperature T .
(a) Write the hamiltonian of the system H (p1 , p2 , x1 , x2 ) = Ek + V (x) when Ek is the kinetic energy. Define
properly V (x) when x = x2 x1 and write a diagram of V (x).
(b) Calculate the distribution function Z (, ).
(c) Find the probability function of x, (x) and the average distance hxi between the balls. Express again (x) by
hxi.
(d) Find the polarization p as a function of . Use the distribution function.


(e) Develop p () up to first order in the field: P () = p0 + + O 2 .
This development is valid in a weak field, Define what is a weak field. Express your answers with L, m, q, , T, .

+q
x1

x2

====== [Exercise 2173]

Polarization of classical polar molecules
Find the polarization P () and the electric susceptibility for gas of N classical molecules with dipole moment ,
The systems temperature is T .

====== [Exercise 2180]

Magnetization of spin 1/2 system
Find the state functions E (T, B) , M (T, B) , S (T, B) for N spins system:
H = B

N
X

ta

a=1

Write the results for a weak magnetic field B << T . Especially find the magnetic susceptibility and S (B 0)

====== [Exercise 2182]

Magnetization of spin1 system
Find the magnetic susceptibility for gas of N , uncharged, particles . with spin 1. The systems temperature is T .
H1 =

P2
BSz
2m

====== [Exercise 2190]

18
Electron gas in a magnetic field, Landau levels
Calculate the partition function for electrons in a 3D box subject to a homogeneous magnetic field in the z direction.
Use the known results for the Landua levels and their degeneracy. Assume the Boltzmann approximation.
Find the magnetization for arbitrary field, and the susceptibility at zero field. Distinguish the orbital (Landau) and
spin (Pauli) contributions.
Disregarding the spin, explain why there is no magnetism in the classical limit.
Note: The zero temperature case is treated in a different exercise, and requires to take the Pauli exclusion into
account.

====== [Exercise 2200]

Harmonic Oscillators
====== [Exercise 2210]
Harmonic oscillator, Heat capacity
Find the energy and the heat capacity of the next system:
2
= p + 1 mw2 X
2
H
2m 2

This system can be a model to a particle adsorbed to the surface of a solid. Compare to the result you get in a
classical treatment.





 

====== [Exercise 2215]

Heat capacity of solids
Consider a piece of solid whose low laying excitations are bosonic modes that have spectral density g() = C 1
up to a cutoff frequency c , as in the well-known Debye model (items 1-5). Similar description applies for magnetic
materials (item 6). In items 7-8 assume that the solid is a glass, whose low laying excitations are like two level
entities that have a spectral density g().
(1) Write a general expression for the energy E(T ) of the system. This expression may involve a numerical prefactor
that is defined by an dependent definite integral.
(2) Write a general expression for the heat capacity C(T ).
(3) Write a general expression for the variance Var(r) of an atom that reside inside the solid.
(4) Determine what are and C and c for a piece of solid that consists of N atoms that occupy a volume Ld in
d = 1, 2, 3 dimensions, assuming a dispersion relation = c|k|, as for phonons.
(5) Write explicitly what are C(T ) and Var(r) for d = 1, 2, 3. Be careful with the evaluation of Var(r). In all cases
consider both low temperatures (T  c ), and high temperatures (T  c ).

19
(6) Point out what would be if the low laying excitations had a dispersion relation = a|k|2 as for magnons.
(7) What is the heat capacity of a glass whose two level entities have excitation energies = , where has a
uniform distribution with density C.
(8) What is the heat capacity of a glass whose two level entities have excitation energies = c exp(), where
the barrier > 0 has a uniform distribution with density D.

====== [Exercise 2230]

Harmonic oscillators, Photons
Find the state equations of photon gas in 1D/2D/3D cavity within the framework of the canonical formalism, regarding
the electromagnetic modes as a collection of harmonic oscillators. The volume of the cavity is Ld with d = 1, 2, 3.
The temperature is T .
(1) Write the partition function for a single mode .
(2) Find the mode average occupation f ().
(3) Find the spectral density of modes g().
(4) Find the energy E(T ) of the photon gas.
(5) Find the free energy F (T ) of the photon gas.
(6) Find an expression for the pressure P (T ) of the photon gas.
Note: additional exercises on photon gas and blackbody radiation can be found in the context of quantum gases.
Formally, photon gas is like Bose gas with chemical potential = 0. Note that the same type of calculation appears
in Debye model (acoustic phonons instead of transverse photons).

====== [Exercise 2300]

Misc mechanical constructs

====== [Exercise 2311]
Imperfect lattice with defects
A perfect lattice is composed of N atoms on N sites. If n of these atoms are shifted to interstitial sites (i.e. between
regular positions) we have an imperfect lattice with n defects. The number of available interstitial sites is M and is
of order N . Every atom can be shifted from lattice to any defect site. The energy needed to create a defect is . The
temperature is T . Define x e/T .
(a) Write the expression for the partition function Z(x) as a sum over n.
(b) Using Stirling approximation (see note) determine what is the most probable n, and write for it the simplest
approximation assuming x  1.
(c) Explian why your result for n
merely reproduces the law of mass action.
(d) Evaluate Z(x) using a Gaussian integral.
(e) Derive the expressions for the entropy and for the specific heat.
(f) What would be the result if instead of Gaussian integration one were taking only the largest term in the sum?
Note: Regarding n as a continuous variable the derivative of ln(n!) is approximately ln(n).

20

====== [Exercise 2320]

Tension of rotating device
The system in the drawing is in balance (Temperature T ). Find Tension F in the axis.
m
L\2

L\2

====== [Exercise 2340]

Tension of a chain molecule
A chain molecule consists of N units, each having a length a, see figure. The units are joined so as to permit free
rotation about the joints. At a given temperature T , derive the relation between the tension f acting between both
ends of the three-dimensional chain molecule and the distance L between the ends.

====== [Exercise 2351]

Tension of a rubber band
The elasticity of a rubber band can be described by a one dimensional model of a polymer. The polymer consists of
N monomers that are arranged along a straight line, hence forming a chain. Each unit can be either in a state of
length a with energy Ea , or in a state of length b with energy Eb . We define f as the tension, i.e. the force that is
applied while holding the polymer in equilibrium.
(1) Write expressions for the partition function ZG (, f ).
()

()

(2) For very high temperatures FG (T, f ) FG (T, f ), where FG (T, f ) is a linear function of T . Write the explicit
()
expression for FG (T, f ).
()

(3) Write the expression for FG (T, f ) FG (T, f ). Hint: this expression is quite simple - within this expression f
should appear only once in a linear combination with other parameters.
(4) Derive an expression for the length L of the polymer at thermal equilibrium, given the tension f . Write two
separate expressions: one for the infinite temperature result L(, f ) and one for the difference L(T, f ) L(, f ).
(5) Assuming Ea = Eb , write a linear approximation for the function L(T, f ) in the limit of weak tension.
(6) Treating L as a continuous variable, find the probability distribution P (L), assuming Ea = Eb and f = 0.
(7) Write an expression that relates the function f (L) to the probability distribution P (L). Write also the result that

21
you get from this expression.
(8) Find what would be the results for ZG (, f ) if the monomer could have any length [a, b]. Assume that the
energy of the monomer is independent of its length.
(9) Find what would be the results for L(T, f ) in the latter case.
Note: Above a linear function means y = Ax + B.
Please express all results using (N, a, b, Ea , Eb , f, T, L).

====== [Exercise 2353]

Tension of a stretched chain
A rubber band is modeled as a single chain of N  1 massless non-interacting links, each of fixed length a. Consider
a one-dimensional model where the links are restricted to point parallel or anti-parallel to a given axis, while the
endpoints are constraint to have a distance X = (2n N )a, where n is an integer. Later you are requested to use
approximations that allow to regard X as a continuous variable. Note that the body of the chain may extend beyond
the length X, only its endpoints are fixed. In items (c,d) a spring is pushed between the two endpoints, such that the
additional potential energy KX 2 favors large X, and the system is released (i.e. X is free to fluctuate).

(a) Calculate the partition function Z(X). Write the exact combinatorial expression. Explain how and why it is
related trivially to the entropy S(X).
(b) Calculate the force f (X) that the chain applies on the endpoints. Use the Stirling approximation for the
derivatives of the factorials.
(c) Determine the temperature Tc below which the X = 0 equilibrium state becomes unstable.
(d) For T < Tc write an equation for the stable equilibrium distance X(T ). Find an explicit solution by expanding
f (X) in leading order.

====== [Exercise 2360]

The zipper model for DNA molecule
The DNA molecule forms a double stranded helix with hydrogen bonds stabilizing the double helix. Under certain
conditions the two strands get separated resulting in a sharp phase transition in the thermodynamic limit. As a
model for this unwinding, use the zipper model where the DNA is modeled as a polymer with N parallel links that
can be opened from one end (see figure).

The energy cost of an open link is . A possible state of the DNA is having links 1, 2, 3, ..., p open, and the rest
are closed. The last link cannot be opened. Each open link can have g orientations, corresponding to the rotational
freedom about the bond. Assume a large number of links N .

22
(1)
(2)
(3)
(4)
(5)
(6)
(7)

Define x = ge/T and find the canonical partition function Z(, x).
Find the average number of open links hpi as a function of x.
Find the linear approximation for hpi.
Approximate hpi
N for large x.
Describe the dependence of hpi
N on x.
Find expressions for the entropy S(x) and the heat capacity C(x) at x = 1.
What is the order of the phase transition?

====== [Exercise 3000]

Quantum gases
====== [Exercise 3010]
Heat capacity of an ideal Bose gas
Consider a volume V that contains N mass m bosons. The gas is in a thermal equilibrium at temperature T .
1. Write an explicit expression for the condenstation temperature Tc .
2. Calculate the chemical potential, the energy and the pressure in the Boltzmann approximation T  Tc .
3. Calculate the chemical potential, the energy and the pressure in the regime T < Tc .
4. Calculate Cv for T < Tc
5. Calculate Cv for T = Tc
6. Calculate Cv for T  Tc
7. Express the ratio Cp /Cv using the polylogaritmic functions. Explain why Cp in the condensed phase?
8. Find the in the adiabatic equation of state. Note that in general it does not equal Cp /Cv .

CV

Tc

====== [Exercise 3020]

Bose gas in a strong magnetic field
Consider gas of N bosons with spin 1 in a box with volume V . A strong magnetic field B is present. Assume that
the temperature T is low, so the gas is in a state of condensation. Find the occupation of the spin states
(N1 + N0 + N+1 = N )

23
Define what is strong magnetic field.
H1 =

p2
BSz
2m

====== [Exercise 3021]

Bosons with Spin in magnetic field
N Bosons that have mass m and spin1 are placed in a box that has volume V . A magnetic field B is applied, such that
the interaction is BSz , where Sz = 1, 0, 1, and is the gyromagnetic ratio. In items (c-f) assume the Boltzmann
approximation for the occupation of the Sz 6= 1 states.
(a) Find an equation for the condensation temperature Tc .
(b) Find the condensation temperature Tc (B) for B = 0 and for B .
(c) Find the critical B for condensation if T is set in the range of temperatures that has been defined in item(b).
(d) Describe how Tc (B) depends of B in a qualitatively manner. Find approximate expressions for moderate and
large fields.
(e) Find the condensate fraction as a function of T and B.
(f) Find the heat capacity of the gas assuming large but finite field.

====== [Exercise 3030]

Charged Bose gas in a divided box
Consider N bozons with mass m, positive charge e and spin 0. The particles are in a tank in thermic equilibrium,
and temperature T . The tank has two zones A and B, The volume of each zone is L3 .A battery creates potential
difference V between the zones. The potential in every zone is homogenous.
Find the condition on N , so if V = 0 then theres no condensation, but if V = then theres condensation.



23



23
< N < 2L3 32 mT
answer: L3 23 mT
2
2
Below, assume that the particles in zone A are in a condensation state and the particles in zone B can be described
in the Boltzman proximity frame.
(a) What is the number of the particles in zone B. What is the condition for V , so that Boltzman proximity will
be valid
(b) What is the number of the particles in zone A. How many of them are in condensation state?
(c) Show that the condensation in zone A as long as Vc < V . Find an explicit expression for Vc .
remark: This problem is formally identical to the bozons problem with spin
[zone B] down, [zone A] up, and potential difference eV B.

====== [Exercise 3040]

isolation
ring

1
2

in magnetic field.

24
Quantum Bose Gas with an oscillating piston
A cylinder of length L and cross section A is divided into two compartments by a piston. The piston has mass M
and it is free to move without friction. Its distance from the left basis of the cylinder is denoted by x. In the left side
of the piston there is an ideal Bose gas of Na particles with mass ma . In the right side of the piston there is an ideal
Bose gas of Nb particles with mass mb . The temperature of the system is T .
(*) Assume that the left gas can be treated within the framework of the Boltzmann approximation.
(**) Assume that the right gas is in condensation.
(a) Find the equilibrium position of the piston.
(b) What is the condition for (*) to be valid?
(c) Below which temperature (**) holds?
(d) What is the frequency of small oscillations of the piston.
Express your answers using L, A, Na , Nb , ma , mb , T, M .
L
x

Na

ma

N b mb

====== [Exercise 3042]

Oscillations of a piston in a cylinder filled with gas
Consider a vertically aligned cylinder whose basis has an area A. A piston that has mass M is pushed from above.
The piston is held by a spring that has an elastic constant K. If the cylinder is empty the piston is down at zero
height (x = 0). The cylinder is filled with N gas particles. Each particle has mass m and the temperature is T .
Consequently the the piston goes up a distance x, such that the gas occupies a volume Ax.
Consider the following 3 cases:
(a) The temperature is high, such that Boltzmann approximation can be applied.
(b) The particles are condensed Bosons, T is lower than the condensation temperature.
(c) The particles are spinless Fermions, and the temperature is zero.
Answer the following questions, relating to each case separately.
1. What is the equilibrium position xeq of the piston?
2. What is the frequency of small oscillations?
3. Plot schematic drawing of versus T .
Express answers using A, M , K, N , T . The schematic drawing is required to be be clearly displayed.

25

====== [Exercise 3230]

Heat Capcity of He4 system, energy gap
The specific heat of He4 at low temperatures has the form
Cv = A(T ) + B(T )e/T
This is explained by the having a dispersion relation that give rise to long wavelength phonons = c|k| and short
wavelength rotons (k) = + b(|k| k0 )2 , where k0 = 1/a is comparable to the mean interparticle separation.
(a) Find explcity expressions for the coeficients A(T ) and B(T )
(b) What would be the power in the T dependence of the coefficients if the the system were two dimensional?

====== [Exercise 3240]

Bose gas in a uniform gravitational field
Consider an ideal Bose gas of particles with mass m in a uniform gravitational
field of acceleration
ig. Show that the
h




 mgL 
8
3
1/2 , where L is the
critical temperature for the Bose-Einstein condensation is Tc = Tc0 1 + 9 1/ 2
Tc0
height of the tank, mgL << kBTc0 and Tc0 = Tc0 (g = 0).
1
Hint: g 32 (z) = g 23 (1) 2 ( ln (z)) 2 + O (ln (z)).
Show that the condensation
is accompanied by a discontinuity in the specific heat at Tc with the result

3
 mgL 
9
4CV = 16 2 N T c0 1 .
2


z
Hint: 4CV is due to discontinuity in T
N,V

====== [Exercise 3336]

Condesation for general dispersion
An ideal Bose gas consists of particles that ahve the dispersion relation  = c|p|s with s > 0. The gas is contained in
a box that has volume V in d dimentions. The gas is maintained in a uniform temperature T .
(1) Calculate the single particle density of states.
(2) Find a condition involving s and d for the existence of Bose-Einstein condensation. In particular relate to
relativistic (s = 1) and nonrelativistic (s = 2) particles in two dimensions.
(3) Find the dependence of the number of particles N on the chemical potential .
(4) Find the dependence of the total energy E on the chemical potential, and show how the pressure P is obtained
from this result.
(5) Find an expression for the heat capacity Cv . Show how this result can be expressed using N in the limit of infinite
temperature.
(6) Repeat item1 for relativistic gas whose particles have finite mass such that their dispersion relation is  =
p
m2 c4 + c2 p2 .
(7) Consider a relativistic gas in 2D. Find expressions for N and E and P . Should one expect Bose-Einstein
condensation?

====== [Exercise 3338]

26
Bose gas in graviation
Consider an ideal Bose gas of particles with mass m in a uniform gravitational field of accelaration g.

(a) Find the condensation temperature to leading order in g. [Hint: g3/2 () = g3/2 (1) 2 ln + O(ln ).]
(b) Show that the condensation is accompanied by a discontinuity in the specific heat at Tc . Calculate this
discontinuity to leading order. [Hint: CV is due to discontinuity in (/T )N,V ].

====== [Exercise 3341]

Bose in 2D harmonic trap
Consider a two dimensional bose gas in a harmonic potential with energy eigenvalues (1 + n1 + n2 ), where n1 , n2
are integers. This reflects a conventional setup in actual experiments. Assume that the temperature T is below the
Bose-Einstein condensation temperature Tc .
(a) Find the average number Ne (T ) of particles in the excited states. Assume T  so that summations can be
replaced by integrals.
(b) Given that the total number of particles is N what is the Bose-Einstein condensation temperature Tc .
(c) Deduce that the number of condensed particles is n0 = N [1 (T /Tc )2 ]

Z
0

ex

2
x
dx =
1
6

====== [Exercise 3342]

Black body radiation in the universe
The universe is pervaded by a black body radiation corresponding to a temperature of 3K. In a simple view, this
radiation was produced from the adiabatic expansion of a much hotter photon cloud which was produced during the
big bang.
(a) Why is the recent expansion adiabatic rather than, for example, isothermal? It is also known that the expansion
velocity is sufficiently small. Smallness compared with what is needed? explain.
(b) If in the next 1010 years the volume of the universe increases by a factor of two, what then will be the temperature
of the black body radiation?
(c) By what factor does the energy change in the process (b)? Explain the process by which the energy changes
and show that this specific process indeed reproduces the change in energy.

====== [Exercise 3344]

BEC in harmonic potential
The current experimental realizations of Bose Einstein condensation rely on trapping cold atoms in a potential. Close
to its minimum, the potential can be expanded to second order, and has the form
X
U (~r) = 21 m
2 x2

where = 1, ..., d, d is the space dimensionality and the trapping potential may have different frequencies in
different directions.

27
(a) We are interested in the limit of wide traps such that ~  kB T , and the discreteness of the allowed energies
can be largely ignored. Show that in this limit, the number of states N (E) with energy less than or equal to E,
and the density of states (E) = dN (E)/dE are given by

d 
1 Y
E
N (E) =
d! =1 ~

(E) =

1
E d1
Qd
(d 1)! =1 ~

[Hint: The volume of the hyper-pyramid defined by

Pd

i=1

xi R and xi 0, in d dimensions is Rd /d! .]

(b) Show that in a grand canonical ensemble, the number of particles in the trap is
hN i = gd ()


d 
Y
kB T
=1

where gn () is the usual Bose function.

(c) Find the chemical potential in the high temperature limit.
(d) Find the temperature Tc for BE condensation (no need to evaluate the gd integrals). At which dimensions there
is no solution with finite Tc ?
[Note that the condensate is confined by the trap to a finite size so that the system does not have a proper
thermodynamic (N ) limit. Nonetheless, there is a reasonable sharp crossover temperature Tc , at which a
macroscopic fraction of particles condenses to the ground state.]

====== [Exercise 3500]

Fermi systems
====== [Exercise 3510]
State equations for ideal Fermi gas
N fermions with 21 spin and mass m are in a tank with volume V . The gas is in thermic equilibrium in temperature
T.
Assume its possible to relate to the temperature as a low one, and find explicit expressions, up to second order in
temperature, for the state equations


N
= T;
V
E = E (T, V ; N )
P = P (T, V ; N )
Define what is a low temperature. Use only N, m, V, T . Write expressions also for the heat capacity Cv and the
compressibility KT .


1 V
KT
V P T


Guideline: Write an expression for N = N () and find (, N/V ) while keeping terms up to O T 2
Similar to the calculation of N () it is possible to calculate E () up to second order in temperature.

28


Now theres to place the expression for T ; N
you found earlier, and write the result as a development of T while
V
keeping terms op to second order only! This is the trickiest phase..., Youll have to use the development

(1 + ) = 1 + +

( 1) 2
+ 3
2

several times and to make sure not to losing the first and the second order terms during the algebra process.

====== [Exercise 3515]

Ideal Fermi gas in 1D space
Consider N electrons that are kept between the plates of a capacitor.
 1


m 2 x2 + y 2 0 z L
V (x, y, z) = 2

else
The system is in thermal equilibrium at zero temperature. Find the force that the gas exerts of the plates assuming
that it can be treated as one-dimensional.
Write the condition on N for having this assumption valid.
Tip: Find first the one particle states, and illustrate them using a schematic drawing. Express your results using
N, L, m, only.

====== [Exercise 3520]

Ideal Fermi gas in 2D space
Consider N mass m spin 1/2 Fermions, that are are held in a two dimensional box that has an area A. Show that:



m
N (, ) = A T ln 1 + e T



R dx
1
= ln 1+X
.
Tip: Define X = e(E) and use the integral 1 x(x+1)
X1
Write and explain what is the T = 0 result.
Find the chemical potential (T, N ).
Find the Fermi energy EF (T 0, N ).
Show that at low temperatures
(T ) EF T e

Er
T

Show that at high temperatures the result is consistent with the Boltzmann approximation.
Find E (, ) and P (, ) at zero temperature.
Derive the following results:
 2
 2
1 N
1 N
,
P =
E=A
m2 A
m2 A
Clarify why at zero temperature P 1/A2 , while at high temperatures P 1/A.

====== [Exercise 3530]

29
Ideal Fermi gas in 2D box
N fermions with mass m and spin 12 are in a box , its dimensions are L L , ( << L). The system is kept in low
temperature T . Find the pressure on the box walls and the heat capacity of the gas in conditions where its possible
to consider as 2 dimensional. The one particle states are |npx py i
Enpx py =

1
2m

2
+

p2y
p2x
+
2m 2m

Its possible to consider the gas as a 2 dimensional as long as the occupation of the levels 1 < n is negligible.
g (E) = 2 A

m 1
,
2 2m

 2
 2

<E <4

2m

 2

1
like an attribute level to the uniparticles state energy, but
Its convenient to take in to calculation the E = 2m

theres a need to be careful when you calculate the pressure on the upper and lower walls.
E

1
2
2m ( l )
0
n=1

n=2

n=3

n=4

====== [Exercise 3540]

Ideal Fermi gas in semiconductor
Consider a gas of electrons in a semiconductor, the temperature is T , and the chemical potential is . The single particle density of states g(E) = gv (E) + gc (E) consists of valence and conduction bands, separated by a gap
Eg = Ec Ev . In the vicinity of the energy gap, one can use the following approximation:

gc (E) 2

gv (E) 2

(2mc ) 2 (E Ec ) 2

(2mv ) 2 (Ev E) 2

(2)
V

(2)

The electron has Fermi occupation f (E ), optionally it is customary to define an occupations function
f(E ) = 1 f for the holes.
(a) What are the occupation functions of the electrons in the conduction band, and of the holes in the valance band,
in the Boltzmann approximation.
(b) What is the condition for the validity of this approximation? Assume that this condition is satisfies in the following
items.
(c) Derive expressions for the number of electrons Nc (, ) and for the number of holes Nv (, ). in the conductance

30
and valence band respectively. Explain how the product Nc Nv could be optionally deduced from the law of mass
action.
(d) Consider a closed system, such that at T = 0 the valence band is fully occupied, while the conductance band is
empty. The temperature is raised to T . Find the chemical potential and evaluate Nc (T ) and Nv (T ).




























































E=E r

gap

E=Ev
E=0

====== [Exercise 3550]

Fermions in magnetic field - Pauli
N electrons with mass m and spin 12 are placed in a box at zero temperature. A magnetic field B is applied, such
that the interaction is Bz where is the gyromagnetic ratio. Consider the following cases:
(a) one-dimensional box with length L.
(b) two-dimensional box with area A.
(c) three dimensional box with volume V .
Answer the following questions. Express your results using , m, N , L, A, V .
(1) What is the single particle density of states. Distinguish between a spin up and spin down particles.
(2) Which is the graph that describes the magnetization M (B) of each case (a),(b),(c). Complete the missing details:
what are Ms , Bc ,.

Ms

Ms

Bc

====== [Exercise 3555]

Fermions in magnetic field - Landau

Ms

Bc

Bc

31
Consider N spinless electrons that have mass m and charge e in a 2D box that has an area A at zero temperature. A
perpendicular magnetic field B is applied. The purpose of this question is to find the magnetization of the system.
(1) What are the threshold value Bn for which there are exactly n filled Landau levels.
(2) Find the energy E(B) and the magnetization M (B) for strong field B > B1 . Give an optional semicalssical
derivation to the result assuming that each electron is doing a cyclotron motion with minimal one-particle energy.
(3) Find the energy E(B) and the magnetization M (B) for Bn+1 < B < Bn . In particular find E(Bn ) and explain
why they are all equal to E(0). Write what is the value of the magnetization at the endpoints of each interval.
(4) Give a semicalssical derivation to the drops of M (B) at the threshold values Bn , using the Hall formula for the
current along the Edge.
Keywords: Landau levels; Landau magnetism; The de Haas van Alphen (dHvA) oscillations; The quantum Hall effect.

====== [Exercise 3570]

Fermi gas in 2D+3D connected boxes with gravitation
Consider a mesoscopic box that has dimensions L L `, such that `  L. In the box there are N spin 1/2 electrons.
The mass of an electron is m. In items (a-d) assume that the temperature is T = 0. In items (d-e) the box is attached
to a tank that has dimensions L L L, that is placed at height D relative to the box, and you have to take into
account the gravitational field g. Express your answers using m, L, `, g, T .
(a) Describe the single particle density of states. Specify the energy range over which it is the same as for a two
dimensional box.
(b) Find the fermi energy EF assuming that it is in the range defined above. What is the maximum number Nmax
of electrons that can be accommodated without violating the 2D description?
(c) Assuming N < Nmax find the pressure P on the side walls of the box, and the force F on the horizontal walls.
(d) Assume N = Nmax . What is the minimum height Dmin to place the tank such that all of the electrons stay in
the box?
(e) Assume N = Nmax and D > Dmin . The temperature of the system is raised a little bit. As a result some of
the particles that were in the 2D box are transferred to the tank. Estimate their number N 0 . You are allowed
to use any reasonable approximation.
tank

L
L
D
box

32

====== [Exercise 3710]

Fermions in gravitation field of a star
Consider an artificial model of neutron star where the gas of N neutrons is held together by a gravitational potential
U = GM m/r generated by the solid core M of the star, where G is the gravitation constant, and m is mass of a
neutron. The core has a radius r 0.
(a) Assume the neutron gas as Fermi gas. Find the density n(r) for T = 0, and determine the Fermi energy
f = W (N ).
(b) What is the radius R that is occupied by neutrons?
(c) Find the flux of particles that escape the gravitational field assuming a low temperature T . Use the analogy to
thermionic emission.
(d) Write a differential equation for the number N (t) of remaining particles, assuming that the temperature is not
changing.
(e) The calculation of the flux in item (c) involves a Boltzmann approximation. Write the condition on T for the
validity of this assumption. Additionally, point out what is the systematic error that follows from the constant
T assumption.
Note: In item (a) your answer depends on a numerical constant C that you have to define in terms of an elementary
definite integral.

====== [Exercise 3711]

Fermions in gravitation field of a star
Consider a neutron star as non-relativistic gas of non-interacting neutrons of mass m in a spherical symmetric equilibrium configuration. The neutrons are held together by a gravitational potential mM G/r of a heavy object of
mass M and radius r0 at the center of the star (G is the gravity constant and r is the distance from the center).
(a) Assume that the neutrons are classical particles at temperature T and find their density n (r) at r > r0 for a
given n(r0 ). Is the potential confining, i.e. is there a solution with n (r) 0 at r ?
(b) Consider the neutrons as fermions at T = 0 and find n (r). Is the potential confining? [Hint: classify solutions
according to their chemical potential .]
(c) Is the potential confining for fermions at T 6= 0? when is the result (a) valid?

====== [Exercise 3745]

Fermions in a gravitational field

33
Consider fermions of mass m and spin 1/2 in a gravitational field with constant acceleration g and at uniform
temperature T . The density of the Fermions at zero height is n(0) = n0 . In item (3) assume that at zero height the
fermions form a degenerate gas with Fermi energy 0F that is much larger compared with T .
1. Assume that the fermions behave as classical particles and find their density n(h) as function of the height.
2. Assume T = 0. Find the local Fermi momentum pF (h) and the density n(h) as function of the height.
3. Assume low temperatures. Estimate the height hc such that for h  hc the fermions are non-degenerate.
4. In the latter case find n(h) for h  hc , given as before n0 at zero height.

====== [Exercise 4000]

Chemical equilibrium
====== [Exercise 4001]
Two level system with N particles
Consider N particles in a two level system. The one-particle energies of the two levels are E1 and E2. Consider
separately the two following cases: (i) The particles can be distinguished; (ii) The particles are identical Bosons. Find
the expectation values n1 and n2 of the occupation numbers. Discuss the special limits N = 1 and N infinity. Explain
the connection with Fermi/Bose occupation statistics.

====== [Exercise 4012]

Classical gas in volume-surface phases equilibrium
An ideal gas composed of point particles with mass m, moves between parallel boards of a capacitor. The surface of
each one of them is A and the distance between them is L, as described in the figure.
Force f~ operates on the particles, in vertical direction to the boards, which pushes the particles to the lower board.
particles can be adsorbed to the boards. the adsorbed particles move over them freely, and adsorbed potential E
operates on them (when E > 0)in addition to force f~.
The system is in balance, in temperature T . Moreover, Its given that the average number of the particles that move
between the boards and are not adsorbed over them is N , and their average density is n
.
Assume that the gas particles maintain Maxwell-Boltzman statistics and therefore its possible to carry out the
calculations in the classical statistical mechanics frame.
Express all of your answers with E, L, n
, T, f = |f~|, m and through physical and mathematical constants only.
(a) Calculate n (x, y, z), The density of the particles per volume unit in some point between the boards. Define the
coordinate system you use.
(b) Calculate the ratio

between the flow that hits the upper board and the flow that hits the lower board.

(c) Calculate and which are the densities of the particles adsorbed over the upper board and the lower board
respectively. Moreover,calculate the ratio .
Guideline: Its possible to make the calculation through the chemical potentials of the gas between the boards
and over them.

34

====== [Exercise 4014]

Chemical equilibrium volume-surface
Consider a tank with water volume V ,and over it oil is floating.The surface contact between the water and the oil is
S. In the water and over the contact surface between the water and the oil, large molecules with mass m are moving.
Assume that the potential energy of each molecule is E1 when its in the water, and E2 when its on the boundary
between the water and the oil (E2 > 0, E1 > 0) E2 E1 = E0 > 0.
Assume that the large molecules are classical ideal gas (which means theres no interaction between the large
molecules).What is is the systems temperature T ?
a Calculate the chemical potential l of the large molecules in the water.
b Calculate the chemical potential s of the large molecules on the boundary between the water and the oil.
c What is the ratio between the large molecules density in the water, and their density on the boundary between
the water and the oil in equilibrium?
d What is the total energy of the large molecules?

====== [Exercise 4015]

Adsorbtion of polar molecules to a surface
A large number n of identical mass m atoms are bounded within a surface that has M adsorbtion centers. Each
adsorbtion center can connect one atom, such that a polar molecule AB is created. The dipole moment of each
molecule is d, and it can be oriented either vertically (1 possible orientation) or horizontally (4 possible orientations).
The binding energy is 0 . Additionally a vertical electric field E is applied. The interaction energy between the field
~ The polarization of the system is defined via the expression for the work, dW = DdE.
and the dipole is E~ d.
(1) Find the canonical partition function Zn () of the system.
(2) Derive an expression for the chemical potential (T ; n).
(3) Given , deduce what is the coverage hni.
(4) Re-derive the expression for hni using the grand canonical partition function Z(, ).
(5) Calculate the polarization D(E) of the system.

35
Remarks: In items (1-2) it is assumed the the system is closed with a given number n of adsorbed atoms. Hence
it is treated within the framework of the canonical ensemble. In items (3-4) the system is in equilibrium with a
gas of atoms: the chemical potential is given, and the average hni should be calculated using the grand-canonical
formalism. In item (5) it is requested to verify that the same result is obtained in the canonical and in the grandcanonical treatments.
A

non adsorped
atoms

absorption
surface

A
A

adsorption where
d=di y

XB

empty
absorption site

adsorption where
d=di z

====== [Exercise 4016]

Adsorption of polar molecules to a surface
Consider a 2D adsorbing surface in equilibrium with a 3D gas of atoms that have a temperature T and a chemical
potential . On the surface there are M sites. Each site can absorb at most one atom. At the adsorption site an atom
forms an electric dipole d that can be oriented at any direction away from the surface (see figure). In the presence of
a perpendicular electric field E the dipole has energy is Ed cos(), where || < /2 is the angle between d and E.
(a) Calculate the grand partition function Z(, , E)
(b) Derive the average number N of absorbed atoms.
(c) Use the formal approach to define the average polarization D as the expectation value of a system observable.
Derive the state equation for D.
(d) What are the results in the limit E 0, and in particular what is the ratio D/N . Explain how this result can be
obtained without going through the formal derivation.

====== [Exercise 4017]

Adsorbsion and fractal dimension
Surfactant Adsorption: A dilute solution of surfactants can be regarded as an ideal three dimensional gas. As
surfactant molecules can reduce their energy by contact with air, a fraction of them migrate to the surface where

36
they can be treated as a two dimensional ideal gas. Surfactants are similarly adsorbed by other porous media such
as polymers and gels with an affinity for them.
(a) Consider an ideal gas of classical particles of mass m in d dimensions, moving in a uniform potential of strength
d . Show that the chemical potential at a temperature T and particle density nd , is given by
d = d + kB T ln[nd d ]

where

h
2mkB T

(b) If a surfactant lowers its energy by 0 in moving from the solution to the surface, calculate the concentration of
coating surfactants as a function of the solution concentration n (at d = 3).
(c) Gels are formed by cross-linking linear polymers. It has been suggested that the porous gel should be regarded
as fractal, and the surfactants adsorbed on its surface treated as a gas in df dimensional space, with a
non-integer df . Can this assertion be tested by comparing the relative adsorption of surfactants to a gel, and
to the individual polymers (assuming it is one dimensional) before cross-linking, as a function of temperature?

====== [Exercise 4018]

Adsorbsion of molecules that have internal degrees of freedom
A surface having N0 adsorption centers has N (< N0 ) non-interacting gas molecules adsorbed on it. The partition
function of a single adsorbed molecule is a(T ) = i ei where i are internal energy levels of each molecule.
(a) Evaluate the chemical potential of the adsorbed molecules.
(b) The adsorbed molecules are in equilibrium with those in the gas phase. The molecules in the gas phase are
0
non-interacting and each has internal energy levels 0i with a0 (T ) = i ei and a mass m. Evaluate the gas
pressure and density.

====== [Exercise 4019]

Chemical equilibrium volume-polymer
Consider a polymer composed with M monomers. The polymer is in a gas with temperature and chemical potential
. The gas molecules can absorb the polymers monomers. The connection energy of the gas molecule to the monomer
is . The natural length of a monomer is a, when a gas molecule is absorbed to it, its length is b.
(a) Calculate ZN for the polymer, and from that, calculate Z.
(b) Calculate Z by the factorization.
Guideline: in paragraph b write the polymers states in this form |nr (r = 1...M ) > when nr = 0, 1. Accordingly,
if there is or there is no absorption. Write N(nr ) E(r) , and show the sum you need to calculate for Z is factorized.
(c) Calculate the average length L of the polymer.
through N
. Calculate N hN
i in two ways:
Guideline: Express L
Way I - to derive from Z (page
through n
Way II - Express N
r and then use the probability theory and the result for h
nr i.

====== [Exercise 4200]

37

The law of mass action

====== [Exercise 4211]
The law of mass action for C==A+B
Consider ideal gases of atoms A, atoms B and atoms C undergoing the reaction C A + B, where is an integer.
nA , and nB and nC are the respective densities of the atoms. The law of mass action states that
naA nbB ncC = K(T )
(1) Determine what are the exponents a, b and c, and the equilibrium constant K(T ).
(2) Write explicit expression for K(T ) for the reaction H2 + D2 2HD, given the masses mH , mD , and the the
vibrational frequency 0 of the HD bond. Assume the temperature is high enough to allow classical approximation
of the rotational motion.
(3) What is K()?

====== [Exercise 4213]

Chemical equilibrium for A==A+e
N0 atoms of type A are placed in an empty box of volume V , such that their initial density is n0 = N0 /V . The
ionization energy of the atoms is 0 . The box is held in temperature T , and eventually a chemical equilibrium
A  A+ + e is reached. The fraction of ionized atoms is x = N + /N0 . The masses of the particles are me for the
electron, and mA+ mA for the atoms and the ions.
(1) Define temperature T0 such that T  T0 is a sufficient condition for treating the gas of atoms in the Boltzmann
approximation.
(2) Assuming the Boltzmann approximation for both the atoms and the electrons, write an equation for x. Write its
approximate solution assuming x  1. Write the condition for the validity of the latter assumption.
(3) Assuming that x  1, write a condition on the density n0 , that above T0 it was legitimate to treat the electrons in
the Boltzmann approximation. Note: the condition is a simple inequality and should be expressed using (me , mA , 0 ).
Assume that the condition in (3) breaks down. It follows that there is a regimes T0  T  T1 where the atoms can
be treated in the Boltzmann approximation, while the electrons can be treated as a low temperature quantum gas.
(4) Write an equation for x assuming that the electrons can be treated approximately as a zero temperature Fermi
gas. Exotic functions should not appear. You are not expected to solve this transcendental equation.
(5) What would be the equation for x if the electrons were Bosons instead of Fermions.
Note: Express all the final answers using (me , mA , n0 , 0 , T ), and elementary functions.
Exotic functions should not appear. It is allowed to use the notation e (T ) = (2/me T )1/2 .

====== [Exercise 4215]

Equilibrium of condensed Bosons and atoms B==2A
N Boson molecules of type B are inserted into a box with volume V . The system temperature is T . Each molecule
is composed from two atoms of type A. The mass of each atom is m, and the binding energy of the molecules is .
Assume that there are molecules in condensation, and that the atoms can be treated within the framework of the
Boltzmanns approximation.

38
1. With regard to the atoms - what is the condition for the Boltzmann approximation.
2. How many free atoms occupy the the box?
3. How many molecules occupy excited states?
4. What is the minimal N that is required to have condensation as assumed?
5. What is the pressure on the walls?
6. Who dominates the pressure - molecules or atoms?

====== [Exercise 4220]

Chemical equilibrium: H2[3D]==2H[2D]
An H2 molecule (mass 2mH ) decomposes into H atoms when it is absorbed upon a certain metallic surface with an
energy gain per H atom due to binding on the surface. This binding is not to particular sites on the surface: the
H atoms are free to move on the surface. Consider the H2 as an ideal gas, and express the surface density of the H
atoms as a function of the H2 pressure.

====== [Exercise 4410]

Chemical equilibrium for Fermions in a box
p2
Fermions are locked in a box of volume V . The energy of a single Fermion is Ep = 2m
+ mc2 . Pretending that there is
no conservation law for the number of Fermions, calculate the average energy density and the average particle density.
Discuss the consequences of having conservation law for the number of Fermions.

====== [Exercise 4420]

Chemical equilibrium for F==A+B
Consider the reaction F > A + B, where F and A are spin 21 Fermions, and B are spin 0 Bosons. The masses
are mF , mA , mB respectively, and the energy gain of the reaction is . Given N , and assuming ideal gases at high
temperature T , write the equations that determine the densities nF , nA , nB in equilibrium. Write the equations at
T = 0 and plot (qualitatively) the densities as functions of .

====== [Exercise 4430]

Chemical equilibrium for gamma == e and gamma == pi
The reaction + . .e+ + e occurs inside a star, where is a photon and e are the positron and electron (mass m).
In general e are relativistic. Assume overall charge neutrality, and that the system is in equilibrium at temperature
T . Find an expression for the densities of e. Also find these densities in the limit T << mc2 . Solve the same problem
for the reaction + .. + + where are bosons with mass M . Can these bosons become Bose-condensed
if the temperature is sufficiently lowered? Explain the result physically.

====== [Exercise 4440]

Chemical equilibrium for gamma==e
Consider the reaction + . .e+ + e , where is a photon ande are the positron and electron (mass m). Assume a
constant density difference n0 = n n+ , and that the system is in equilibrium at temperature T . Derive equations
from which the densities n andn+ can be determined in terms of n0 .

39
(Hint: Find first an expression for the product n n+ ). Find the Fermi momentum pF at T = 0 in the nonrelativistic
case. Specify the condition on n0 that allows a nonrelativistic limit. Extend the results to the finite temperature
pF 2
2
2m << T << mc

====== [Exercise 4441]

Equilibrium for gamma==e
Consider the reaction
+ e+ + e
where the net charge of the system is fixed by the density difference n0 = n+ n ; is a photon and e are the
positron and electron, respectively.
(a) Derive equations from which the densities n+ and n can be determined in terms of n0 , temperature T , and
the mass m of either e+ or e .
(b) Find the Fermi momentum pF at T = 0 for non-relativistic e+ , e and the condition on n0 that allows a
non-relativistic limit.
(c) Solve (a) for p2F /2m << kB T << mc2 . (Hint: Find first an expression for the product n+ n ).

====== [Exercise 4445]

Adsorbtion and decomposition
(a) Evaluate the chemical potential of a classical ideal gas in two dimensions in terms of the temperature and the
density per unit area.
(b) An H2 molecule decomposes into H atoms when it is absorbed upon a certain metallic surface with an energy
gain  per H atom due to binding on the surface. (This binding is not to a particular site on the surface, i.e.
the H atoms are free to move parallel to the surface). Consider H2 as an ideal gas with mass 2mH and derive
the density adsorbed per unit area as function of , temperature and the H2 pressure.
[Hint: Chemical equilibrium is obtained by minimizing the total free energy with respect to one of the densities.]

====== [Exercise 4446]

Relative abundance of isotopes
The partition functions of a diatomic molecules AB or A2 (within an ideal gas) has the form
fAB = gAB (T )(mA mB )3/2

or

fA2 = 21 gA2 (T )m3A

where mA , mB are atomic masses and B is an isotope of A; gAB and gA2 are independent of the isotope masses.
(a) a) Explain the origin of the factor 21 .
(b) In the reaction H2 +Cl2 2HCl the Cl atom has two isotopes Cl35 and Cl37 . Write the relevant four reactions
and their laws of mass action.
(c) Show that the relative abundance of Cl35 and Cl37 in Cl2 is the same as in HCl, i.e. the various densities n
satisfy
2nCl237 + nCl35 Cl37
2nCl235 + nCl35 Cl37

nHCl37
nHCl35

40

====== [Exercise 4450]

Chemical equilibrium for n==p+e+nu
In a certain medium, there were at the beginning N neutrons per volume unit. Some of them decomposed according
to
n p + e +
All of the particles are fermions with spin 12 . Their masses are mn , mp , me , andm = 0. Assume temperature T .
Denote by N 0 density of the neutrons in a thermal equilibrium. Write the equation for N 0 in four cases:
(1) The particles are non-relativistic (except the nutrino)
(2) The particles are hyper relativistic (negligible mass).
(3) The temperature is zero.
(4) The temperature is high (Boltzmann approximation).
Define the conditions for the assumptions to be valid. Write the equations using the data only. There is no need to
solve the equations.

====== [Exercise 4546]

Quantum statistics of reactions
(a) The following reaction occurs inside a star
+ e+ + e
where is a photon and e are the positron and electron, respectively. Assume overall charge neutrality and
that the system is in equilibrium at temperature T . Find an expression for the densities of e . (In general e
with mass m are relativistic). Find an explicit result for these densities in the limit kB T << mc2 . (Hint: no
conservation law for photons).
(b) Repeat (a) for the reaction
+ + +
where are bosons with mass m . Can these bosons become Bose-condensed if the temperature is sufficiently
lowered? What are the densities at T = 0?
(c) The photons in (b) are now eliminated from the system, but the density of the bosons is maintained. If these
bosons are cooled, is there a temperature at which Bose condensation is possible? [Assume that the initial
temperature satisfies kB T << m c2 ]. What are the densities at T = 0?
(d) Consider initial equal densities n
for e+ and for e . The e are allowed to equilibrate with via the reaction
e+ + e + +
Write equations that determine the chemical potentials at T 6= 0. Consider now T = 0 and determine if Bose
Einstein condensation is possible and if so what is the condition for that. Consider both me > m and me < m
situations.

====== [Exercise 4549]

Consevation law for the number of nucleons
A collection of free nucleons is enclosed in a box of volume V . The energy of a single nucleon of momentum p is
p = p2 /2m + mc2 where mc2 = 1000M eV .

41
(a) Pretending that there is no conservation law for the number of nucleons, calculate the partition function at
temperature T . (Nucleons are fermions).
(b) Calculate the average energy density and average particle density.
(c) In view of (a) and (b), discuss the necessety for a consevation law for the number of nucleons.

====== [Exercise 4550]

Equilibrium of Fermions and condensed Bosons F==A+B
N fermions of type F that have spin 1/2 are placed in a box of volume V . Each fermion can decay into a boson of
type B that have spin 0, and a fermion of type A that has spin 1/2. The reaction is F A + B, and it has an energy
gain 0 . This means that A + B has a lower binding energy than F . The masses of the particles are mF , mA , mB
respectively.
(1) Assuming ideal gases at temperature T , write the chemical equilibrium condition that determine the densities
nF , nA , nB at equilibrium.
(2) Write the chemical equilibrium condition at T = 0. Describe the dependece of the densities on 0 . Find c such
that for 0 > c the number of F fermions vanishes.
(3) Assume that the condensation of bosons B occurs at Tc such that Tc  p2F /(2mA ) < 0 , where pF is the Fermi
momentum of fermions A. Evaluate Tc and rewrite the condition on Tc in terms of the given parameters.

====== [Exercise 4551]

Velocity of sound of a degenerate Fermi gas
Determine the velocity of sound in a degenerate (T = 0) Fermi gas in terms of the Fermi velocity.

====== [Exercise 4552]

Liquid He3, cooling by adiabatic pressurization
If liquid 3 He is pressurized adiabatically, it becomes a solid and the temperature drops. This is a method of cooling
by pressurization. Develop the theory of this process in the following steps:
(a) Assume that the liquid state is an ideal Fermi liquid with a low temperature entropy S = 21 2 N kB T /TF where
N is the number of particles and TF 5 K is the Fermi temperature. Find the temperature-pressure relation
in an adiabatic process for T  TF .
(b) At low temperatures the entropy of solid 3 He comes almost entirely from the spins while below 103 K the
spins become antiferromagnetically ordered; assume that at T & 103 K the spins are independent. Draw
schematically the entropy of both solid and liquid 3 He as function of temperature and draw the adiabatic
trajectory for increasing pressure. Below which temperature T must the initial temperature be for the method
to work?
(c) Of what order is the liquid-solid transition? Evaluate the jump in the specific heat.
(d) Use Clapeyrons relation to deduce the shape of the P (T ) coexistence solid-liquid curve near T . Assume that
the difference v of the specific volumes is temperature independent and that the solid is denser.
(e) Consider an initial pressure that is below the P (T ) coexistence line. Draw schematically the adiabatic trajectory
on the P-T plane, using the result (a). What is now the condition on the initial temperature for the cooling
method to work, in terms of the initial (P, T ) and the coexistence line P (T )?

42

====== [Exercise 4553]

Beta decay n==p+e+nu
The neutrino is a massless fermion with spin 12 .
(a) Assuming neutrinos in thermal equilibrium, write the density in terms of the fugacity and the temperature
T (take in account the quantum nature of the neutrinos). Evaluate the integral in the limit of high T and at
T = 0. What is the condition for high T ?
(b) b. Given an initial density n0 of neutrons. Some of these neutrons decay to protons, electrons and antineutrinos
via the reaction
n p + e + .
All the particles are fermions with spin 21 . The masses mn , mp , me are given and the antineutrino is massless.
Assuming quantum ideal gases with p, n, e nonrelativistic, write the equilibrium equations for the proton
density np . Consider only the following two cases (i) a high temperature limit, and (ii) T = 0. In both cases
solve explicitly in the limit np  n0 .

====== [Exercise 4554]

Fermions in magnetic field, quantum phase transition
A d dimensional container (d = 1, 2, 3) contains fermions of density n, temperature T = 0, mass m and spin 12 , having
2

p
a magnetic moment m.
The container is placed in a magnetic field H/m
so that the fermion spectra is p = 2m
H
where p is the momentum. (Note that orbital effects are neglected, possible e.g. at d=2 with the field parallel to the
layer).

(a) Evaluate the chemical potential (H), for small H: Consider first an expansion to lowest order in H and then
evaluate d/dH to note the change at finite H.
(b) Beyond which Hc does the consideration in (a) fail? Find (H) at H > Hc and plot qualitatively (H)/0 as
function of H/0 (where 0 = (H = 0)) for d = 1, 2, 3, indicating the values of (H)/0 at Hc .
(c) Of what order is the phase transition at Hc , at either d = 1, 2, 3? Does the phase transition survive at finite T ?
(no need for finite T calculations just note analytic properties of thermodynamic functions).
(d) The container above, called A, with H 6= 0 is now attached to an identical container B (same fermions at density
n, T = 0), but with H = 0. In which direction will the fermions flow initially? Specify your answer for d = 1, 2, 3
at relevant ranges of H.

====== [Exercise 5000]

Interacting systems, phase transition

====== [Exercise 5010]
One dimensional hard sphere gas
N spheres with diameter a are threaded over a wire of length L. Assume N  1 but N a  L. The system is in
thermic equilibrium, temperature T . Find the force F that operates on the edges of the wire. Write the result in the
shape F = N T /Lef f . Express Lef f using the data and explain its physical meaning. Hints:

43
(a) While calculating the distribution function, notice that if the beads permutation were permitted, it was causing
Z N !Z.
(b) Assume that a typical distance between two beads is much bigger than a.
QN
(c) To calculate a product A = n=1 an look at the sum ln A, and use reasonable approximations.

====== [Exercise 5011]

Hard spheres in a box
Consider a gas of N hard spheres in a box. A single sphere occupies a volume , while its center of mass can explore
a volume V (if the rest of the space is empty). There are no other interactions between the spheres except for the
constraints of hard core exclusion.
(a) Calculate the partition function for this gas. You will need to integrate over the spatial part of phase space.
Use the approximation
Z
d3 x1 d3 x2 ...d3 xN V (V )(V 2)...(V (N 1))
|xi xj |>a

and explain under which physical circumstances this approximation is valid.

(b) Calculate the entropy. Use the approximation
(V a)(V (N a)) (V N /2)2
where a is an integer. When is this approximation valid?
(c) Find the equation of state.
(d) Show that the isothermal compressibility T = V1

V
P T

is always positive.

====== [Exercise 5012]

The Van der Waals equation
N spheres with radius R are contained in box volume V . The temperature is T . Find the pressure using a mean-field
one particle approximation. Extend the result if there is an extra potential u(r) between the particles. Show that
you get the Van der Waals equation. Define the term excluded volume in this context, and identify the a and b
coefficients.

====== [Exercise 5021]

virial/equi theorems
An equipartition type relation is obtained in the following way:
Consider N particles with coordinates ~qi , and conjugate momenta p~i (with i = 1, ..., N ), and subject to a Hamiltonian
H(~
pi , ~qi ).

44
(a) Write down the expression for the classical canonic partition function Z[H] and show that it is invariant under
the rescaling ~qi ~qi and p~i p~i / of a pair of conjugate variables, i.e. Z[H ] is independent of , where H
is the Hamiltonian obtained after the above rescaling.
P i )2
+ V ({~qi }). Use the result that Z[H ] is independent of
(b) Now assume a Hamiltonian of the form H = i (~p2m
to prove the virial relation

 

(~
p1 )2
V
=
~q1
m
~q1
where the brackets denote thermal averages.
H
i = ij kB T , also yields the result (b). Give an example of a quantum
(c) Show that classical equipartition, hxi x
j
system where classical equipartition fails.

(d) Quantum mechanical version: Write down the expression for the quantum partition function. Show that it
is also invariant under the rescalings ~qi ~qi and p~i p~i / where p~i and ~qi are now quantum mechanical
operators. (Hint: Use Schr
odingers equation and p~i = i~/~qi .) Show that the result in (b) is valid also in
the quantum case.

====== [Exercise 5022]

Pressure via the virial theorem
A gas of N particles is confined in a box of volume V at temprature of T . The two-body interaction between the
particles is u(r) r . Write the virial theoprem and deduce that the mean kinetic energy is
K

1
(3P V + E)
+2

where E = K + U is the total energy. What happens for = 2 ?

====== [Exercise 5023]

Pressure of hard spheres
Consider a one-dimensional classical gas of N particles in a length L at temperature T . The particles have mass m
and interact via a 2-body hard sphere interaction (xi is the position of the i-th particle):
V (xi xj ) =
= 0

|xi xj | < a
|xi xj | > a

(a) Evaluate the exact free energy F(T,L,N).

(b) Find the equation of state and identify the first virial coefficient; compare with its direct definition.
(c) Show that the energy is E = N kB T /2. Why is there no effect of the interactions on E ?

====== [Exercise 5024]

Pressure of Lenard Jones gas
A gas of N particles is confined in a box of volume V at temprature of T . The two-body interaction between the
particles is given by the Lenard Jones expression:
u(r) =

a
b
6
12
r
r

45
Note that this interaction is characterized by a length scale r0 and an energy scale 0 that correspond to the position
and the depth of the potential.
(a) Find an expression for the pressure via the Virial theorem, assuming that the moments hrn iT are known.
(b) Using the Virial expansion, find an explicit expression for the pressure assuming low temperatures.
(c) Using the Virial expansion, find an explicit expression for the pressure assuming high temperatures.
(d) Comparing your answers to items (a) and (c) deduce explicit expressions for the n = 6 and for the n = 12
moments. Express your result in terms of (V, r0 , 0 , T ).

====== [Exercise 5030]

Virial coefficients - standard examples
Find the second virial coefficient for: Ideal Bose gas; Ideal Fermi gas; Classical hard sphere gas.

====== [Exercise 5040]

Virial coeff - ideal Bose/Fermi
For a single
quantum particle of mass m, spectra p2 /2m in a volume V the partition function is Z1 (m) = gV /3 with

= h/ 2mkB T . The particle has a spin degeneracy g (g = 2s + 1 for spin s).

(a) Calculate the partition function of two such particles if they are either bosons or fermions.
(b) Calculate the corrections to the energy E, and the heat capacity C, due to Bose or Fermi statistics.
(c) Find the second virial coefficient a2 , defined as P V = N kT [1 + a2 n3 ] to leading order in the small parameter
n3 .

====== [Exercise 5400]

Ising type models, exact treatment

====== [Exercise 5420]
Correlation function for Ising model
Consider the Ising model in one dimension with periodic boundary condition and with zero external field.
(a) Consider an Ising spin i (i = 1) at site i and explain why do you expect hi i = 0 at any temperature T 6= 0.
Evaluate hi i by using the transfer matrix method. What is hi i at T = 0?
(b) Find the correlation function G (r) = h1 r+1 i and show that when N (N is the number of spins) G (r)
has the form G (r) er/ . At what temperature diverges and what is its significance?

====== [Exercise 5440]

46
One dimensional XY model
Polymer in two dimensions: Configurations of a polymer are described by a set of vectors ti of length a in two
dimensions (for i = 1,...,N), or alternatively by the angles i between successive vectors, as indicated in the figure
below. The energy of a configuration {i } is
H =

N
1
X

ti ti+1 = a2

i=1

N
1
X

cos i

i=1

(a) Show that the correlations htn tm i decay exponentially with distance and obtain an expression for the persistence length a; you can leave the answer in terms of simple integrals.
Hint: Show tn tm = a2 Re {ei

Pm1
j=n

}.

(b) The end-to-end distance R is defined as illustrated in the figure. Calculate hR2 i in the limit N  1.

====== [Exercise 5641]

Ising with long range interaction
Consider a cluster of N spins si = 1. The interaction between any two spins is si sj , with  > 0.
P The interaction
of each spin with the external magnetic field is Hsi . The total magnetization is defined as m =
si . The inverse
temperature is .


P
(a) Show that the partition function can be written as Z (, H) = m g (m) exp 21 Bm2 + hm . Express g (m) and
B and h using (N, , , H).
(b) Assume that
P B = b/N , and define the magnetization as M = m/N . Write the partition function as
Z (b, h) = M exp (N A (M )). Write the expressions for A (M ) and for its derivatives A0 (M ) and A00 (M ).
(c) Determine the critical temperature Tc , and write an equation for the mean field value of M . Make a qualitative
plot of A (M ) below and above the critical temperature.
(d) Write an approximation for A (M ) up to order M 4 . On the basis of this expression determine the temperature
range where mean filed theory cannot be trusted. Hint: you have to estimate the variance hM 2 i in the Gaussian
approximation. What happens with this condition in the thermodynamic limit (N )?
(e) Find an expression for the heat capacity in the mean field and in the Gaussian approximations.

====== [Exercise 5645]

Potts model in one dimension

47
A set of N atoms is arranged on a one-dimensional chain. Each atom has p possible orientations, labelled by
= 1, 2, ..., p. Two neighboring atoms i and j have a negative interaction energy if they are in the same
orientation, and zero otherwise. It is useful to define bond variables si = i+1 i mod (p).
(1) The partition function Zchain () of an open chain can be written as Z = Aq N 1 . Write what are A and q. Tip:
the partition sum factorizes in the bond representation.
(2) The partition function Zring () of a closed chain, with periodic boundary conditions, can be written as
Z = trace(T N ). Write what is the matrix T for p = 4.
(3) Find what are the eigenvalues of the transfer matrix T for general p, and deduce an explicit expression for Zring ().
Tip: The T matrix is diagonal in the momentum representation.
(4) Find the energy per atom at the N limit. Write the result as E(T )/N = f ( ). Provide expressions for
and for f () using p and the temperature T .

====== [Exercise 5650]

Ising spins with interaction that is mediated by atoms
Consider a one dimensional Ising model of spins i = 1, where i = 1, 2, 3, ..., N and N +1 = 1 . Between each two
spins there is a site for an additional atom, which if present changes the coupling J to J (1 ).
The Hamiltonian is then H = Ji i + 1 (1 ni ), where ni = 0 or 1. There are N 0 = ni atoms, so that N 0 < N .
Evaluate the partition sum by allowing all configurations of spins and of atoms. If the atoms are stationary impurities
one needs to evaluate the free energy F for some given random configuration of the atoms: Then one can average F
over all configurations. Evaluate the averaged F . Find the entropy difference between the two results and explain its
origin.

====== [Exercise 5651]

Ising spins with interaction that is mediated by atoms
Consider a one dimensional Ising model of spins i = 1 labeled i = 1, 2, 3, ..., M , with periodic boundary condition.
Between each two spins there is a site ni = 0, 1 that can be occupied by an atom. If the atom is present the
feromagnetic coupling is decreased from J to (1 )J.
(1) Evaluate the partition sum assuming that there are N atoms in the M sites. Allow all configurations of spins and
of atoms. Calculate the free energy F .
(2) If the atoms are stationary impurities one needs to evaluate the free energy F for some random configuration of
the atoms. What is the entropy difference between the results?

====== [Exercise 5660]

Ising spins mediated by adsorption sites
Consider a ring along which M absorption sites are arranged. The number of particles that can be absorbed at site i is
ni = 0, 1. Between every two absorption sites a spin i = 1 is located. The ring is surrounded by gas in temperature
T and chemical potential . The absorption energy is  > 0 if the two adjacent spins are in the same direction, and 
otherwise.
1. Write an expression for the energy E[i , ni ] of a given configuration.
2. Calculate the partition function Z(, ) using the transfer matrix method. Write what is Ti ,i+1 in this problem.
3. Find the Helmholtz function F (T, ) assuming M  1.
4. Write an expression for the average number of adsorbed particles N =

i hni i

as a function of (, ).

48
5. Write an expression for the correlation length that characterizes arrangement of the spins in the system.

====== [Exercise 5700]

Mean field theory

====== [Exercise 5710]
Mean field: ferromagnetism with classical spins
Apply the mean field approximation to the classical spin-vector model H = Jsi sj hsi where si is a unit vector
and i, j are neighboring sites on a lattice. The lattice has N sites and each site has z neighbors. Find the magnetization
M = hcosi i in the mean field approximation, where i is the angle relative to an assumed orientation of M . Find the
transition temperature Tc by solving for M at h = 0. Find M (T ) for T < Tc to lowest order in Tc T and identify

the exponent in M (Tc T ) . Of what order is the transition? Find the susceptibility (T ) at T > Tc and identify

the exponent in (Tc T ) .

====== [Exercise 5713]

Mean field approximation for a classical Heisenberg model
Apply the mean field approximation to the classical spin vector model
X
X
H = 
si sj h
si
hi,ji

where si is a unit vector and i, j are neighboring sites on a lattice with coordination number c. The lattice has N
sites and each site has c neighbors.
(a) Assume that h = (0, 0, h), define a mean field hef f , and evaluate the partition function Z in terms of hef f .
(b) Define i as the inclination angle of si with respect to h. Assume that at equilibrium si = (0, 0, M ), where
M = hcos i. Find the equation for M , and find the transition temperature Tc .
(c) Write an expression for the mean field energy of the system assuming that M (T ) is known.
(d) Identify exponents and that describe the susceptibility (T Tc ) above Tc , and the magnetization
M (Tc T ) below Tc .
(e) Find the jump in the heat capacity CV at Tc .

====== [Exercise 5715]

Ferromagnetism for cubic crystal
A cubic crystal which exhibits ferromagnetism at low temperatures, can be described near the critical temperature
Tc by an expansion of a Gibbs free energy G (H, T ) = G0 + 21 rM 2 + uM 4 + vMi4 HM , where H = (H1, H2, H3)
is the external field, and M = (M 1, M 2, M 3) is the total magnetization, and r = a (T Tc ). The other parameters,
namely G0 and a > 0 and u > 0 and v, are independent of H and T . The constant v is called the cubic anisotropy, and
can be either positive or negative. At H = 0 find the possible solutions of M which minimize G, and the corresponding
expressions for G (0, T ). These solutions are characterized by the magnitude and direction of M . Show that the
region of stability is u + v > 0. Determine the stable equilibrium phases when T < Tc for the different cases v > 0

49
and u < v < 0. Show that there is a second order phase transition at T = Tc , and determine the critical indices ,
and for this transition. These are defined by the expressions CV, H = 0 |T Tc | for both T > Tc and T < Tc ,

and |M |H = 0 (Tc T ) for T < Tc and ij = (Mi /Hj ) ij |T Tc | for T > Tc .

====== [Exercise 5716]

Ferromagnetism for cubic crystal
A cubic crystal which exhibits ferromagnetism at low temperature, can be described near the critical temperature Tc
by an expansion of a Gibbs free energy
G(H, T ) = G0 + 12 rM2 + uM4 + v

3
X

Mi4 H M

i=1

where H = (H1 , H2 , H3 ) is the external field and M = (M1 , M2 , M3 ) is the total magnetization; r = a (T T c) and
G0 , a, u and v are independent of H and T, a > 0, u > 0. The constant v is called the cubic anisotropy and can be
either positive or negative.
(a) At H = 0, find the possible solutions of M which minimize G and the corresponding values of G (0, T ) (these
solutions are characterized by the magnitude and direction of M. Show that the region of stability of G is
u + v > 0 and determine the stable equilibrium phases when T < Tc for the cases (i) v > 0, (ii) u < v < 0.
(b) Show that there is a second order phase transition at T = Tc , and determine the critical indices , and for
this transition, i.e. CV,H=0 |T Tc | for both T > Tc and T < Tc , |M|H=0 (T c T ) for T < Tc and
ij = Mi /Hj ij |T Tc | for T > Tc .

====== [Exercise 5720]

Mean field for antiferromagnetism
Antiferromagnetism is a phenomenon akin to ferromagnetism. The simplest kind of an antiferromagnet consists of
two equivalent antiparallel sublattices A and B such that terms of A have only nearest neighbors in B and vice versa.
Show that the mean field theory of this type of (Ising) antiferromagnetism yields a formula like the Curie-Weiss law
1
for the susceptibility (Tc T ) , except that T Tc is replaced by T + Tc where Tc ? is the transition temperature
into antiferromagnetism (Neels temperature). Below Tc of an antiferromagnet drops again. Show that in the above
?the susceptibility immediately below T mean field theory the rate of increase of c is twice the rate of decrease
immediately above. Assume that the applied field is parallel to the antiferromagnetic orientation.

====== [Exercise 5721]

Mean field for antiferromagnetism
Consider Ising model on a 2D lattice with antiferromagnetic interaction ( = 0 ). You can regard the lattice as
composed of two sublattices A and B, such that M = 21 (MA + MB ) is the averaged magnetization per spin, and
Ms = 21 (MA MB ) is the staggered magnetization
(a) Explain the claim: for zero field (h = 0), Ising antiferromagnet is the same as Ising ferromagnet, where Ms is the
order parameter. Write the expression for Ms (T ) for T Tc , based on the familiar solution of the ferromagnetic
case.
(b) Given h and 0 , find the coupled mean-field equations for MA and MB .
(c) Find the critical temperature Tc for h = 0, and also for small h. Hints: for h = 0 use the same procedure of
expanding arctanh(x) as in the ferromagnetic case; for small h you may use the most extreme simplification
that does not give a trivial solution.

50
(d) Find the critical magnetic field hc above which the system no longer acts as an antiferromagnet at zero temperature.
(e) Find an expression for the susceptibility (T ), expressed as a function of the staggered magnetization Ms (T ).
(f) In the region of T Tc give a linear approximation for 1/ as a function of the temperature T

====== [Exercise 5730]

Mean field ferroelectricity
Consider electric dipoles on sites of
along one of the crystal axes ph100i. The
 a simple cubic lattice which point


interaction between dipoles is U = p1 p2 3 (p1 r) (p2 r) /r2 / 4r3 where r is the distance between the dipoles and
r = |r|. Assume nearest neighbor interactions and find the ground state configuration. Consider either ferroelectric
(parallel dipoles) or anti-ferroelectric alignment (anti-parallel) between neighbors in various directions. Develop a
mean field theory for the ordering and for the average polarization P (T ) at a given site at temperature T . Find the
critical temperature Tc and the susceptibility at T > Tc assuming an electric field in the h100i direction.

====== [Exercise 5732]

Mean field for ferroelectricity
Consider electric dipoles p that are situated on sites of a simple cubic lattice, which point along the crystal axes h100i.
The interaction between dipoles is
U=

p1 p2 3(p1 r)(p2 r)/r2

4r3

where r is the distance between the dipoles, and r = |r|.

(a) Assume nearest neighbour interactions and find the ground state configuration. Consider either ferroelectric
(parallel dipoles) or anti-ferroelectric alignment (anti-parallel) between neighbours in various directions.
(b) Develop a mean field theory for the ordering in (a) for the average polarization P at temperature T . Write the
mean field equation for P (T ), and find the critical temperature Tc .
(c) Within the mean filed approximation find the susceptibility = (P /E)E=0 for T > Tc with respect to the
electric field E||h100i.

====== [Exercise 5740]

Correlation function for ferromagnet - mean field
Consider a ferromagnet with magnetic moments m (r) on a simple cubic lattice interacting with their nearest neighbors.
The ferromagnetic coupling is J and the lattice constant is a. Extend the mean field theory to the situation that the
magnetization is not uniform but is slowly varying: Find the mean field equation in terms of m (r) and its gradients
(to lowest order). Assume? an external magnetic field h (r), that in general can be a function of r. Consider T > Tc
where Tc is the critical temperature, so that only lowest order in m(r) is needed. For a small h(r) find the response
m (r), and evaluate it explicitly in two limits: (I) The response is characterized by the susceptibility for uniform h,
and (II) the response is characterized by the correlation function (why?) for h (r) 3 (r). In the latter case identify
the correlation length.

====== [Exercise 5741]

51
Correlation function for ferromagnet - mean field
Consider a ferromagnet with magnetic moments m(r) on a simple cubic lattice interacting with their nearest neighbors.
[The symmetry is an Ising type, i.e. m(r) is the moments amplitude in a preferred direction]. The ferromagnetic
coupling is J and the lattice constant is a. Extend the mean field theory to the situation that the magnetization is
not uniform but is slowly varying:
(a) Find the mean field equation in terms of m(r), its gradients (to lowest order) and an external magnetic H(r),
which in general can be a function of r.
(b) Consider T > Tc where Tc is the critical temperature so that only lowest order in m(r) is needed. For a small
H(r) find the response m(r) and evaluate it explicitly in two limits: (i) uniform H, i.e. find the susceptibility,
and (ii) H(r) 3 (r). Explain why in case (ii) the response is the correlation function and identify the
correlation length.

====== [Exercise 5800]

Phase transions, misc problems

====== [Exercise 5811]
Symmetry breaking
The following mechanical model illustrates the symmetry breaking aspect of second order phase transitions. An
airtight piston of mass M is inside a tube of cross sectional area a (see figure). The tube is bent into a semicircular
shape of radius R. On each side of
the piston there is an ideal gas
of N atoms at a temperature T . The volume to
the right of the piston is aR 2 while to the left is aR 2 + .
(a) Find the free energy F . Interpret the minimum condition for F () in terms of the pressures in the two chambers.
(b) Expand F to 4th order in , show that there is a symmetry breaking transition and find the critical temperature
Tc .
(c) Describe what happens to the phase transition if the number of atoms on the left and right of the piston is
N (1 + ) and N (1 ), respectively. (It is sufficient to consider || << 1 and include a term in the
expansion (b)).
(d) At a certain temperature the left chamber (containing N (1 + ) atoms) is found to contain a droplet of liquid
coexisting with its vapor. Which of the following statements may be true at equilibrium:
(i) The right chamber contains a liquid coexisting with its vapor.
(ii) The right chamber contains only vapor.
(iii) The right chamber contains only liquid.

52

====== [Exercise 5821]

Lattice gas
Lattice gas model: Consider N classical particles of mass m where each particle is located on a unit cell of a simple
cubic lattice with a lattice constant a. Each unit cell can contain either 0 or 1 particles, providing an excluded
volume type interaction. The number of unit cells is M, i.e. the volume is V = M a3 . Therefore 0 < N < M and the
density is 0 < n < 1/a3 . There is no constraint on the momentum of each particle.
(a) Evaluate the grand partition function and the density n(, T ) where is the chemical potential and T is the
temperature.
(b) Find the pressure P in terms of T and n. Identify the limit n 0 and explain what happens in the limit
n 1/a3 .
(c) This model does not show a first order transition as in a full lattice gas model. What ingredient is missing here?

====== [Exercise 5825]

Ising model 1D, domain walls
P
Consider the one dimensional Ising model with the Hamiltonian H = n,n0 J(n n0 )(n)(n0 ) with (n) = 1 at
each site n, and long range interaction J(n) = b/n with b > 0. Find the energy of a domain wall at n = 0, i.e. all the
n < 0 spins are down and the others are up. Show that the standard argument for the absence of spontaneous
magnetization at finite temperatures fails if < 2.

====== [Exercise 5831]

Scaling form for the free energy
Given a free energy with the homogenous form
F = t2 f (t/h1/ )
where h is the magnetic field and t = (T Tc )/Tc .
(a) Show that is the conventional critical exponent of the specific heat.
(b) Express the conventional , exponents in terms of , and show that 2 = /beta( + 1.

====== [Exercise 5841]

Disorder averaging
Consider a system with random impurities. An experiment measures one realization of the impurity distribution and
many experiments yield an average denoted by h...i. Consider the free energy as being a sum over N independent
PN
subsystems, i.e. parts of the original system, with average value F = (1/N ) i=1 Fi ; the subsystems are identical in
average, i.e. hFi i = hF i.
(a) The subsystems are independent, i.e. hFi Fj i = hFi ihFj i for i 6= j, although they may interact through their
surface. Explain this.
(b) Show that h(F hF i)2 i 1/N so that even if the variance h(Fi hF i)2 i may not be small any measurement of
F is typically near its average.

53
(c) Would the conclusion (b) apply to the average of the partition function Z, i.e. replacing Fi by Zi ?

====== [Exercise 5955]

Change of boiling point with altitude
Consider an atmosphere as an ideal gas whose average mass is 30 gr/mole, with uniform temperature TA = 27o C.
The atmospheric pressure at sea level (h = 0) equals P0 .
We take liquid whose latent heat is Q = 1000cal/mole, and we find that its boiling point is 105o C at sea level, and
95o C at the top of a mountain. Asume that the gas phase of this liquid is an ideal gas with density much lower than
that of the liquid.
(1) Calculate the atmospheric pressure PA as a function of height h.
(2) Calculate the liquid vapor pressure as a function of its temerature.
(3) From above deduce what is the height of the mountain.

====== [Exercise 5963]

Stoner ferromagnetism
Consider Fermi gas of N spin 1/2 electrons, at temperature T = 0. Define N+ and N as the number of up and
down electrons respectively, such that N = N+ + N . Due to the antisymmetry of the total wave function the
energy of the system is U = (N+ N )/V, where V is the volume. Note that this interaction favors parallel spin states.
Define the magnetization as M = (N+ N )/V.
(a) Write the total energy E(M ), including both the kinetic energy and the interaction, and expand up to 4th order
in M .
(b) Find the critical value c , such that for > c the electron gas can lower its total energy by spontaneously
developing magnetization. This is known as the Stoner instability.
(c) Explain the instability qualitatively, and sketch the behavior of the spontaneous magnetization versus .
(d) Repeat (a) at finite but low temperatures T , and find c (T ) to second order in T .
Guidance: In the last item explain why the energy E(M ) should be replaced by the M -constrained free energy
F (M ). Use know results [Patria] for the free energy of electrons at finite temperature.

====== [Exercise 5968]

2D coulomb gas
N ions of positive charge q, and N ions with negative charge q are constrained to move in a two dimensional square
of side L. The interaction energy of charge qi at position ri with another charge qj at rj is qiqjln|ri rj| where
2
qi, qj = q. Prove that Z (, L) = L(N (4q ) f ().
 
2

Estimate f () for the case N = 1, and explain what happens if 1 < q2 . Discuss now the case N >> 1. Explain
 
2
what happens if 1 < q4 .
Hint: The partition function is in general a monotonic increasing function of the volume. It follows, for this particular
model system, that f () = .at low temperatures. The N = 1 case can be used in order to illuminate the reason
for this divergence. Explain what is the additional ingredient that is required in order to stabilize the physics of this
model.

54

====== [Exercise 5969]

2D Coulomb gas
N ions of positive charge q and N ions of negative charge q are constrained to move in a two dimensional squre of
side L and area A = L2 . The interaction energy of charge qi at position ri with another charge qj at position rj is
qi qj ln |ri rj |, where qi , qj = q. The mass of the ions is m.
(a) By rescaling space variables to riP
:= ri /L, the partition function can be written as Z(L) = CL , where C does
not depend on L. Find . Hint: ij qi qj has a very simple dependence on N .
(b) Calculate the pressure, and show that for T < Tc the system is unstable. Determine what is Tc . Comment on
the reason for this instability.
(c) Determine what is C if the interaction can be neglected. Handle the Gibbs factor correctly.
(d) Find the chemical potential (T, N, L), and solve for N (, T, L). In particular write what is N for a fixed in
the limit L for both T > Tc and T < Tc .

====== [Exercise 5980]

BEC regarded as a phase transition
Consider N bosons that each have mass M in a box of volume V . The overall density of the particles is = N/V .
The temperature is T . Denote by m the number of particles that occupy the ground state orbital of the box. The
canonical partition function of the system can be written as
Z

N
X
m=0

ZN m =

N
X

A(m)

Z
=

d eN A()+const

m=0

In this question you are requested to regard the the Bose-Einstein condensation as phase transition that can be
handled within the framework of the canonical formalism where m is the order parameter. Whenever approximations
are required assume that 1  m  N such that = (m/N ) can be treated as a continuous variable. In the first part
of the question assume that the gas is ideal, and that ZN m can be calculated using the Gibbs prescription. In item 5
you are requested to take into account the interactions between the particles. Due to the interactions the dispersion
relation in the presence of m condensed bosons is modified as follows:
r
m
Ek =
k + 2g
k
V
where k are the one-particle energies in the absence of interaction, and g is the interaction strength. For the purpose
of evaluating ZN m for large m assume that the above dispersion relation can be approximated by a linear function
Ek k
(1) Write an explicit expression for the probability pm of finding m particles in the ground state orbital. Calculation
of the overall normalization factor is not required.
(2) Find the most probable value m.
Determine what is the condensation temperature Tc below which the result is
non-zero.
(3) Assuming T < Tc write a Gaussian approximation for pm
(4) Using the Gaussian approximation determine the dispersion m
(5) Correct your answer for pm in the large m range where the interactions dominate.
(6) On the basis of your answer to item3, write an expression for A(; f ) that involves a single parameter f whose
definition should be provided using , M, T .

55
(7) On the basis of your answer to item5, write an expression for A(; a) that involves a single parameter a whose
definition should be provided using , M, T and g.

====== [Exercise 6000]

Kinetics
====== [Exercise 6010]
Effusion from a box with Bose gas and magnetic field
Bosons that have mass m and spin 1 with gyromagnetic ratio are placed in a box. The temperature T is below the
condensation temperature. A strong magnetic field B is applied in the z direction. A hole that has small area A is
drilled in the box so the particles can flow out. The flux is separated into 3 beams using a Stern-Gerlach aparatus.
Each beam is directed into a different container.
(a) Write the single particle Hamiltonian.
(b) Find the velocity distribution FSz (v) for Sz = 1, 0, 1.
(c) Define what does it mean a strong magnetic field, and explain why and how it helps for the solution of the next
item.
(d) Find how many particles are accumulated in each container after time t.
(e) Find what would be the velocity distribution for horizontal filtering Sx = 1, 0, 1 of the beam.
Express your answer using m, , B, A, T, t. In the last item assume that FSz (v) is known, irrespective of whether the
second item has been solved.
Z

3 x2

x e
0

1
dx = ,
2

Z
0

2
x3
dx =
12
e 1
x2

====== [Exercise 6020]

A divided box with a hole in one side
A cylinder of length L and cross section A is divided into two compartments by a piston. The piston has mass M
and it is free to move without friction. Its distance from the left basis of the cylinder is denoted by x. In the left side
of the piston there is an ideal Bose gas of Na particles with mass ma . In the right side of the piston there is an ideal
Bose gas of Nb particles with mass mb . The temperature of the system is T . Assume that the left gas can be treated
within the framework of the Boltzmann approximation. Assume that the right gas is in condensation. In items (3-5)
consider separately two cases:
(a) A small hole is drilled in the left wall of the box.
(b) A small hole is drilled in the right wall of the box.
The area of the hole is A.
(1) Find the equilibrium position of the piston.
(2) What is the frequency of small oscillations of the piston.
(3) What is the velocity distribution N (v) of the emitted particles?

56
(4) What is the flux (particles per unit time) of the emitted particles?
(5) Is the piston going to move? If yes write an expression for its velocity.
In item (3) use normalization that makes sense for the calculation in item (4). In item (5) assume that the
process is quasi-static, such that at any moment the system is at equilibrium. Express your answers using
L, A, A, Na , Nb , ma , mb , T, M .
Z
0

xdx
2
=
1
6

ex

L
x

Na

ma

N b mb

====== [Exercise 6030]

Thermionic emission of electrons from a metal
A piece of metal (cathode) is placed inside a vacuum metal tube (anode). The cathode has a work function W
and surface area A, while the anode has work function W 0 . The cathode by itself can be regarded as a potential-well:
the depth of the potential floor close to the surface is zero, while deeper inside the metal it is V0 ( W ). The system
is held at temperature T .
(1) Write an integral expression for the saturation current Is that would be measured if the bias voltage is very
large.
(1a) Show that V0 does not appear in the final result: the outcome of the calculation is the same for sections that
are close to the surface or deep in the metal.
(1b) Calculate the integral in the Boltzmann approximation, and explain whether the validity condition corresponds
to low temperatures (T  W ) or high temperatures.
(2) Using the result of the previous item write an estimate for the current if a reverse (stopping) voltage Vbattery is
applied. Explain whether W or W 0 is relevant.
(2a) Explain the relation to the analysis of the stopping voltage in the photoelectric effect.
(3) Assume that the cathode is detached and left alone in free space. Calculate the charge Q(t) of the cathode as
a function of time assuming that Q(0) = 0.
(3a) Explain the limitations of the result that you have obtained.













































































































































Metal

57

vacuum
E
extended states
in the vacuum

V(x)

localized states
in the metal

====== [Exercise 6040]

Effusion of electrons from a box in magnetic field
A box with electrons of mass m is subjected to a magnetic field B. The single particle interaction is described by
Bz . The chemical potential of the electrons inside the box is . A hole through one of the walls is drilled. The
electrons that are emitted from the hole with a velocity in the range v < v 0 < v + dv are filtered, and subsequently
their spin is measured. The measured current is defined as I = I + I .
(a) Find the ratio (B; ) = (I I )/I.
(b) Find a linear approximation for (B; ) regarded as a function of the magnetic field.
(c) What is the maximal value of (B; )/B, and what is the range for which the result is valid.

====== [Exercise 6050]

Radiation from a 1D blackbody fiber
Consider an optical fiber that has a length L. Its section area is A. The fiber is in thermal equilibrium at temperature
T . Assume the fiber is a one dimensional medium for the electromagnetic field. Regard the system as a 1D photon
gas.

58
(a) What is the electromagnetic energy density per unit length?
(b) What is the radiation pressure on the fiber edges?
(c) Assuming that the radiation is freely emitted from the boundary of the fiber, find the energy flow per unit time.
(d) What is the spectral distribution J() of the emitted radiation?
(e) What is the entropy and what is the heat capacity of the system?
You can use the following integral
Z
x
2
dx =
x
e 1
6
0

====== [Exercise 6070]

Landauer formula for a 1D conductance
Consider 1D conductor that has transmission coefficient g. The conductor is connected to 1D leads that have chemical
potentials a and b . Assume a = and b = + eV , where V is the bias.
(1) Write the expression for the current I as an integral over the occupation function f ().
(2) For small bias write the relation as I = GV and obtain an expression for G. Write explicit results for zero
temperature Fermi occupation (Landauer formula) and for high temperature Boltzman occupation.
(3) Find expressions for I(V ) in the case of arbitrary (possibly large) bias, for zero temperature Fermi occupation
and for high temperature Boltzmann occupation. Assume that g is independent of energy.

Left
lead

Sample

Right
lead











































































emf=

====== [Exercise 6071]

Generalize incident current formula for 1D and 2D boxes
Generalize the equation for J incident for the cases of two dimensional gas and one dimensional gas. in each case,
note what is the volume, what are the units of J and especially, what is the geometric factor in the equation.

====== [Exercise 6080]

59
Einstein relation for the conductivity of electrons
Given a metal design. We mark with (x) the electrical potential in the sample and with N (x) the spacial density
of the electrons in the design. According to the kinetic theory s
J~ (x) = % eDN
is the conductivity and D is the diffusion coefficient. In an equilibrium state J~ (x) 0, especially in a state of

equilibrium that we get in the presence of outer field (x) 6= const and therefore has to : eD
= N
.
Use the principles of the statistical mechanics to show that from here derives
Z

= e2 dE g(E)f 0 (E )
D

= e2 g (Er )
low temperatures D
2

High temperatures D = N eT
g (E) is the uniparticles states density per volume unit. Hint - notice that
Z
N (x) = g (E eV (x)) dEf (E )

====== [Exercise 6110]

Radiometer
Radiometer

====== [Exercise 6700]

Boltzmann Equation
====== [Exercise 6772]
Boltzmann equation: distribution function
Consider an ideal gas in an external potential (r).
R
R
(a) Let H = d3 v d3 rf (r, v, t) ln f (r, v, t)
where f (r, v, t) is arbitrary except for the conditions on density n and energy E
Z
Z
Z
Z


d3 r d3 vf (r, v, t) = n ,
d3 r d3 v 12 mv 2 + (r) f (r, v, t) = E .
Find f (r, v) (i.e. t independent) which maximizes H. (Note: do not assume binary collisions, i.e. the Boltzmann
equation).
(b) Use Boltzmanns equation to show that the general form of the equilibrium distribution of the ideal gas (i.e. no
collision term) is f [ 21 mv 2 + (r)] where the local force is . Determine this solution by allowing for collisions
and requiring that the collision term vanishes. Find also the average density n (r).

====== [Exercise 6773]

Dissipation phase space volume and entropy

60
Consider the derivation of Liouvilles theorem for the ensemble density (p, q, t) in phase space (p, q) corresponding
to the motion of a particle of mass m with friction
dq
p
dp
= ,
= p .
dt
m dt
(a) Show that Liouvilles theorem is replaced by d/dt = .
(b) Assume that the initial (p, q, t = 0) is uniform in a volume 0 in phase space and zero outside of this volume.
Find (p, q, t) if 0 is a rectangle
p < p < p,
q < q < q. Find implicitly (p, q, t) for a general 0 .
(c) what happens to the occupied volume 0 as time evolves? (assume a general shape of 0 ). Explain at what t
this description breaks down due to quantization.
(d) Find the Boltzmann entropy as function of time for case (b). Discuss the meaning of the result.

====== [Exercise 6774]

Boltzmann equation: Conductivity
Electrons in a metal can be described by a spectrum (k), where k is the crystal momentum, and a Fermi distribution
f0 (k) at temperature T .
(a) Find the correction to the Fermi distribution due to a weak electric field E using the Boltzmann equation and
assuming that the collision term can be replaced by [f (k) f0 (k)]/ where is the relaxation time. Note that
dk/dt = eE/~ and the velocity is vk = k (k)/~ , i.e. in general dvk /dt is k dependent.
(b) Find the conductivity tensor , where J = E. In what situation would be non-diagonal? Show that is
2 (k)
1
is not diagonal.
non-diagonal if the mass tensor ( m
)i,j = ~12 k
i kj
(c) Find explicitly for  = ~2 k 2 /2m in terms of the electron density n. (m is an effective mass).

====== [Exercise 6775]

Coarse grained entropy
Coarse grained entropy. The usual (p, q, t), i.e. the normalized state density in the 6N dimensional phase space (p, q),
satisfies Liouvilles theorem d/dt = 0. We wish to redefine (p, q, t) so that the corresponding entropy increases with
time.
Divide phase space to small sub-volumes ` and define a coarse grained density
Z
1
(p, q, t) = ` =
(p, q, t)dpdq
(p, q) `
` `
so that (p, q, t) is constant within each cell ` . Define the entropy as
Z
X
(t) = (p, q, t) ln (p, q, t)dpdq =
` ` ln ` .
`

Assume that at t = 0 (p, q, 0) is uniform so that (p, q, 0) = (p, q, 0).

R
(a) Show that (0) = (p, q, t) ln (p, q, t)dpdq .
(b) Show that (t) increases with time, i.e.

Z 

(t) (0) = ln + 1
dpdq 0 .

61
Hint: Show that ln x + 1 x 0 for all x > 0.

====== [Exercise 6776]

Boltzmann equation: Emission
Equilibrium and kinetics of light and matter:
(a) Consider atoms with fixed positions that can be either in their ground state a0 , or in an excited state a1 , which
has a higher energy . If n0 and n1 are the densities of atoms in the the two levels, find the ratio n1 /n0 at
temperature T .
(b) Consider photons of frequency = /~ and momentum |p| = ~/c, which can interact with the atoms through
the following processes:
(i) Spontaneous emission: a1 a0 +
(ii) Absorption: a0 + a1
(iii) Stimulated emission: a1 + a0 + + .
Assume that spontaneous emission occurs with a probability 1 (per unit time and per unit (momentum)3 ) and
that absorption and stimulated emission have constant (angle independent) differential cross-sections of 2 and
3 /4, respectively.
Show that the Boltzmann equation for the density f (r, p, t) of the photon gas, treating the atoms as fixed
scatterers of densities n0 and n1 is
f (r, p, t)
pc f (r, p, t)
+

= 2 n0 cf (r, p, t) + 3 n1 cf (r, p, t) + 1 n1
t
|p|
r
(c) Find the equilibrium solution feq . Equate the result, using (a), to that the expected value per state feq =
1
1
h3 e~/kB T 1 and deduce relations between the cross sections.
(d) Consider a situation in which light shines along the x axis on a collection of atoms whose boundary is at x = 0
(see figure). The incoming flux is uniform and has photons of momentum p = ~
x/c where x
is a unit vector
in the x direction. Show that the solution has the form
Aex/a + feq
and find the penetration length a.

====== [Exercise 6777]

Phase space evolution of confined particle

62
A thermalized gas particle at temperature T is suddenly confined to positions q in a one dimensional trap. The
corresponding state is described by an initial density function (q, p, t = 0) = (q)f (p) where (q) is Diracs delta
function and
2

ep /2mkB T
f (p) =
.
2mkB T

(1)

(a) Starting from Liouvilles equation with the Hamiltonian H = p2 /2m derive (q, p, t). For a given time t
drawthe points in the (p, q) plane where (q, p, t) is finite and emphasize the segment where f (p) is large,
p < mkB T p0 .
(b) Derive the expressions for the averages hq 2 i and hp2 i at t > 0.
(c) Suppose that hard walls are placed at q = Q. Repeat the plot of (a) and again emphasize the range p < p0 .
What happens in this plot at long times t > 2Qm/p0 0 ? What is the meaning of the time 0 ?
(d) A coarse grained density is obtained by ignoring variations of below some small resolution in the (q, p)
plane; e.g., by averaging over cells of the resolution area. Find (q, p) for the situation in part (c) at long time
t  0 , and show that it is stationary.

====== [Exercise 6778]

Boltzmann equation: particles between two plates
Consider a classical gas of particles with mass m between two plates separated by a distance W. One plate at y = 0
is maintained at a temperature T1 , while the other plate at y = W is at a different temperature T2 . A zeroth order
approximation to the particle density is,
f0 (p, x, y, z) =

p2
n(y)

e 2mkB T (y)
3/2
[2mkB T (y)]

(a) The steady state solution has a uniform pressure; it does not have a uniform chemical potential. Explain this
statement and find the relation between n(y) and T (y).
(b) Show that f0 does not solve Boltzmanns equation.
Consider a relaxation approximation, where the collision term of Boltzmanns equation is replaced by a term
that drives a solution f1 towards f0 , i.e.
[

py
f1 (p, y) f0 (p, y)

+
]f0 (p, y) =
t
m y

and solve for f1 .

(c) The rate of heat transfer is Q = nhpy p2 i1 /(2m2 ); h...i1 is an average with respect to f1 . Justify this form and
evaluate Q using the integrals hp2y p4 i0 = 35(mkb T )3 and hp2y p2 i0 = 5(mkb T )2 . Identify the coefficient of thermal
conductivity , where Q = T
y .
(d) Find the profile T (y).
(e) Show that the current is hJy i = 0. Explain why this result is to be expected.
(f) For particles with charge e add an external field Ey and extend Boltzmanns equation from (b). Evaluate,
for uniform temperature, Jy and the conductivity , where Jy = Ey . Check the Wiedemann-Franz law,
/T =const.

====== [Exercise 7000]

63

The FD realation
====== [Exercise 7001]
Definition of power spectrum
Prove that the Fourier components of a stationary noisy signal have a variance which is proportional to the time of
the measurement.
Show that the coefficient of proportionality is just the power spectrum (defined as the Fourier transform of the
correlation function).

====== [Exercise 7005]

Shot noise
Shot noise: The discreteness of the electron charge e implies that the current is not uniform in time and is a source
of noise. Consider a vacuum tube in which electrons are emitted from the negative electrode and flow to the positive
electrode; the probability of emitting any one electron is independent of when other electrons are emitted. Suppose
that the current meter has a response time . If T is the average time between the emission of two electrons, then
the average current is hIi = e/T = e t, where t = /T is the transmission probability, 0 t 1.
2

(a) Show that the fluctuations in I are hI 2 i = e 2 t(1 t). Why would you expect the fluctuations to vanish at both
t = 0 and t = 1? [Hint: For each interval ni = 0 or ni = 1 and hni i = /T ; discretize time in units of .]
(b) Consider the meter response to be in the range 0 < || < 2/ . Show that for t  1 the fluctuations in a
frequency interval d are dhI 2 i = ehIid/2 . At what frequencies does this noise dominate over the Johnson
noise in the circuit?
(c) Show that the 3rd order commulant is h(I hIi))3 i =

e3
3 t(1

t)(1 2t).

====== [Exercise 7010]

Site occupation during a sweep process
Consider the occupation n of a site whose binding energy can be controlled, say by changing a gate voltage. The
temperature of the environment is T and its chemical potential is . Consider separately 3 cases:
(a) The occupation n can be either 0 or 1.
(b) The occupation n can be any natural number (0, 1, 2, 3, ...)
(c) The occupation n can be any real positive number [0, ]
We define n
as the average occupation at equilibrium. The fluctuations of n(t) = n(t) n
are characterized by a
correlation function C( ). Assume that it has exponential relaxation with time constant 0 . Later we define hni as
the average occupation during a sweep process, where the potential is varied with rate .

(1) Calculate n
, express it using (T, , ).
(2) Calculate Var(n), express the result using n
.
(3) Write an expression for the =0 intensity of the fluctuations.
(4) Write an expression for hni during a sweep process.

64
Irrespective of whether you have solved (1) and (2), in item (3) express the result using Var(n). In item (4) use the
classical version of the fluctuation-dissipation relation, and express the result using (T, 0 , n
, ),
where n
had been
given by your answer to item (1). Note that the time dependence is implicit via n
.

====== [Exercise 7020]

FDT for harmonic oscillator
A particle of mass m is described by its position x and velocity v. It is bounded by a harmonic potential of frequency
, and experiences a damping with a coefficient . Additionally It is subject to an external force f (t). The system is
at temperature T .
(a) Write the generalized susceptibility that describes the response of x to the driving by f (t).
(b) Using the FD relation deduce what are the power spectra of x and of v.
(c) Write an integral expression for the autocorrelation function hv(t)v(0)i. Find explicit results in various limits,
e.g. for damped particle ( 0).
(d) Find hx2 i and hv 2 i for 0, both in the quantum and in the classical case. Verify consistency with the
canonical results.

====== [Exercise 7040]

FDT for RL-circuit, Nyquist theory
Derive the Nyquist expression for the current-current correlation function in a closed ring, taking into account its
inductance. Use the following procedure:
1. Cite an expression for the inductance L of a torus shaped ring given its radius R and its cross-section radius r.
2. Write the R-L circuit equation for the current I, where the flux (t) through the ring is the driving parameter.
3. Identify the generalized susceptibility (), and observe that it is formally the same expression as in the problem
of Brownian motion.
4. Calculate the current-current correlation function hI(t)I(0)i, taking the classical / high temperature limit.
5. Verify that hI 2 i agree with the canonical result.

====== [Exercise 7041]

FDT for RLC circuit
An electrical circuit has in series components with capacitance C, inductance L, resistance R and a voltage source
V0 cos t with frequency .
(a) Identify the responsefunction Q () = hQ()i/( 21 V0 ) . Use this to write the energy dissipation rate.
(b) Use the fluctuation dissipation relation to identify the Fourier transform Q () of the charge correlation function.
Evaluate hQ2 (t)i and compare with the result from equipartition.
(c) Evaluate the current fluctuations hI 2 (t)i and compare with the result from equipartition. Under what conditions
BT
does one get Nyquists result hI 2 i1 2 = 2kR
(2 1 ) ?
R
R
2

d/2
d/2
1
1
Hint: (2
= 2
.
2 )2 + 2 2 = 2 2 ,
( 2 2 )2 + 2 2
0

65

====== [Exercise 7050]

The Drude formula
Consider a ring of length L, with a particle that has the Drude velocity-velocity correlation function with a time
constant . The temperature is T .
(a) Find the conductance of the ring using the canonical FDT.
(b) What is the conductance if there are N fermions at zero temperature instead of a single particle.
(c) What is , and hence what is the conductance, if the scattering in the ring is due to a stochastic segment that
has a transmission g.

====== [Exercise 7481]

FDT for velocities
Fluctuation Dissipation Theorem (FDT) for velocities: Consider an external F (t) = 12 f0 eit + 12 f0 eit coupled to
the momentum as
H=

p2
1
+ V (x; env)
F (t)p
2M
M

where env stands for the environments coordinates and momenta.

(a) Define the velocity response function by hv()i = v ()F () and show that the average dissipation rate is
dE
= 12 |f0 |2 Imv () .
dt
(b) Construct a Langevins equation with F (t) and identify v (). [Identify also p/M () and show that Imv () =
Imp/M ().]
Using the known velocity correlations v () (for F = 0) show the FDT
v () =

2kB T
Imv () .

====== [Exercise 7486]

Linear response and Kubo
Consider a classical system of charged particles with a Hamiltonian H0 (p, q). Turning on an external field E(t) leads
to the Hamiltonian H = H0 (p, q) ei qi E(t).
(a) Show that the solution of Liouvilles equation to first order in E(t) is


Z t
(p, q, t) = eH0 (p,q) 1 + ei
q i (t0 ) E(t0 )dt0 .

(b) In terms of the current density j(r, t) = ei q i 3 (r qi ) show that for E = E()eit the linear response is
hj (t)i = ()E ()eit where , , are vector components and
Z
() =
d ei d3 rhj (0, 0)j (r, )i0
0

where h...i0 is an average of the E = 0 system. This is the (classical) Kubos formula.

66
c) Rewrite (b) for j(r, t) in presence of a position dependent E(r, t). Integrating j(r, t) over a cross section perpendicular to E(r, t) yields the current I (t). Show that the resistance R () satisfies
Z
1
d ei hI(0)I( )i0
R () =
0

For a real R() (usually valid below some frequency) deduce Nyquists theorem.

====== [Exercise 7487]

Velocity-velocity correlation and diffusion
(a) Write the Diffusion constant D in terms of the velocity-velocity correlation function. [Assume that this correlation has a finite range in time].
(b) Use Kubos formula, assuming uncorrelated particles, to derive the Einstein-Nernst formula for the mobility
= eD/kB T . [ = ( = 0) /ne and n is the particle density].

====== [Exercise 7489]

The Kubo formula
Particles with charge e and velocities vi couple to an external vector potential by Vint = ec
P
field is E = 1c A
i vi .
t . The current density (per unit volume) is j = e

vi A and the electric

(a) Identify the response function for an a component field with a given frequency, Ea (), in terms of the conductivity
() where ja = ()Ea (assume an isotropic system so that () is a scaler). Deduce the energy dissipation
rate in terms of () and Ea (). Compare with Ohms law. What is the symmetry of Re() when changes
sign?
(b) Use the fluctuation dissipation theorem to show the (classical) Kubo formula:
Z
1
Re() =
hja (0) ja (t)i cos(t)dt
kB T 0
(c) Write the Diffusion constant D in terms of the velocity-velocity correlation function, assuming that this correlation has a finite range in time.
Use Kubos formula from (b) in the DC limit of zero frequency to derive the Einstein-Nernst formula for the

mobility = ne
= eD/kB T , where n is the particle density. (assume here uncorrelated particles).
(d) The quantum current noise is defined as
Z
S() =
dthja (t)ja (0) + ja (0)ja (t)i cos(t).
0

Use the quantum FDT to relate this noise to the conductivity. When is the classical result (b) valid? What is
the noise at T = 0?

====== [Exercise 7491]

Onsager

67
Consider a fluid in two compartments connected with a small hole. Although particles can pass easily through the hole,
it is small enough so that within each compartment the fluid is in thermodynamic equilibrium. The compartments
have pressure, temperature, volume and particle number P1 , T1 , V1 , N1 and P2 , T2 , V2 , N2 , respectively. There is an
energy transfer rate dE/dt and particle transfer rate dN/dt through the hole.
(a) Identify the kinetic coefficients for dE/dt and dN/dt driven by temperature and chemical potential differences.
Rewrite the equations in terms of T = T1 T2 and P = P1 P2 to first order in T and P .
(b) If T = 0 one measures 1 = (dE/dt)/(dN/dt). One can also adjust the ratio 2 = P/T so that dN/dt = 0.
Show the relation
2 =

1 E
N
[ + P 1 ]
T V
V

(E/V or P for either compartment).

(c) Assume that the work done during the transfer by the pressure is via reducing the effective volume to zero
within the hole. Evaluate 1 and show that 2 = 0.

====== [Exercise 7492]

Onsager
Consider the coefficients ij in Onsagers relations for heat and current transport (see lecture notes pages 70-71).
Consider also Boltzmanns equation as in Ex. D07.
(a) Show that 22 is related to the conductivity = ne2 /m.
(b) Show that hJy i = 0 and identify 21 . [Note that eVi = i the local chemical potential.]
(c) Identify the thermal conductivity in terms of ij . Use =

5 2
2m kB n T

(result of D07c) to find 11 .

====== [Exercise 8000]

Stochastic picture, Langevin

====== [Exercise 8001]
Random walk with correlations
The total displacement of a particle is a sum over steps X (t), where t is discrete. If we define the velocity as


dx
v (t) = X(t)
0 , where 0 is the time between steps, then the random walk is described by the equation dt = v (t).
(a) Given the velocity-velocity
correlation function c (t2 t1) = hv (t1) v (t2)i, write down an expression for the
rh
i
2
spreading S (t) =
h(x (t) x (0)) i .
(b) Find an expression the diffusion coefficient, assuming that c ( ) is short range.
(d) More generally, show that

dS(t)
dt

is equal to the [t, t] integral of c ( ).

(e) Assume that c ( ) has zero integral and power law tails c ( ) =
S (t) depending on the value of .

c0
.

Determine the sub-diffusive behavior of

68

====== [Exercise 8020]

Correlation functions from Langevin dynamics
Consider the Langevin equation for a particle with mass M and velocity v (t) in a medium with viscosity and a
random force A(t).
(a) Find the equilibrium value of hv(t)A(t)i.

(b) Given hv(t)v(0)i e|t| and hvi = 0, use v(t) = x(t)

to evaluate hx2 (t)i [do not use Langevins equation] .

====== [Exercise 8025]

Thermal flow via a Brownian particle
A Brownian particle in one dimension that has mass m = 1, is in contact with two baths: A hot bath that has
temperature T2 that induces friction with coefficient 2 , and a cold bath that has temperature T1 that induces friction
with coefficient 1 . Accordingly the motion of the particle is described by a Langevin equation that includes two
friction terms and two independent white noise terms f1 (t) and f2 (t). The purpose of this question is to calculate the
rate of heat flow Q from the hot to the cold bath.
Note: Each bath exerts on the particle a force that has two components: a systematic friction component plus a
fluctuating component. The rate of heat flow Q equals the rate of work which is done by the force that is exerted on
the particle by the hot bath. In steady state, on the average, it equals in absolute value to the rate of work which is
done by the force that is exerted on the particle by the cold bath.
(1) Write the Langevin equation for the velocity v(t). Specify the intensity of the noise terms.
(2) Find the steady state value of hv 2 i.
(3) Express the instantaneous Q at time t, given v(t) and f2 (t).
at steady state.
(4) Find an expression for hQi

====== [Exercise 8030]

Diffusion of Brownian particle from Langevin
Brownian motion is formally obtained as the > 0 limit of the previous problem.
(a) Calculate the velocity-velocity correlation function of the Brownian particle in the limit of high temperature.
(b) Show that it is an exponential function, and identify the correlation time.
p
(c) Write the relation between the dispersion [h(x (t) x (0))i2] and the velocity correlation function.
(d) Deduce that the particle diffuses in space and write the expression for the diffusion coefficient.
(e) Show that in the limit of zero temperature the velocity-velocity correlation function has a zero integral and
power law tails (recall Exe.701).
(f) In the latter case deduce that instead of diffusive spreading one should observe slow logarithmic growth of the
variance.

====== [Exercise 8032]

69
Sub diffusion of Brownian particle
The motion of a brownian particle in 1D is given by the Hamiltonian:
Htotal (x, p; A(t)) =

1
2
(p A(t)) + Hbath (x)
2m

Assume that the equation of motion for the average velocity is:
m

hvi
= hvi + f (t)
t

In items 5-6-7 assume a zero temperature bath, and define

D
E
2
S(t) = (x(t) x(0))
1. Relate f (t) to A(t).
2. What is the generalised susceptability () that relates v to A.

3. Find the power spectrum C()

of the velocity v.
4. Find an explicit expression for the correlation function C( ) in the limit of high temperature.
5. In the limit of zero temperature find the coefficient C0 in C( ) C0 / 2 .
6. Express dS(t)/dt using the correlation function C( ).
7. Given S(t0 ) = S0 , find what is S(t) for t > t0 .

====== [Exercise 8034]

Brownian particle on a ring
The motion of a classical Brownian particle on a 1D ring is described by the Langevin equation m + = f (t),
where f (t) is due to a noisy electromotive force that has a correlation function hf (t0 )f (t00 )i = Cf (t0 t00 ). The power
spectrum Cf () is defined as the Fourier transform of the correlation function. We consider two cases:
(a) High temperature white noise Cf () = .
(b) Zero temperature noise Cf () = c||.
and its Cartesian coordinate as x = sin(). In the absence of
We define the angular velocity of the particle as v = ,
noise the dynamics is characterized by the damping time tc = m/.
In items (3)-(5) you should assume a spreading scenario: the particle is initially (t = 0) located at 0. The spreading
during the transient period 0 < t < tc is assumed to be negligible. In item (6) assume that the particle had been
launched in the far past (t = ): accordingly there is no preferred location on the ring.
1. Find the exact correlation function hv(t)v(0)i in case (a).
2. Find the correlation function hv(t)v(0)i for t  tc in case (b).
3. Find the spreading S(t) h(t)2 i for t  tc in case (a).
4. Find the spreading S(t) h(t)2 i for t  tc in case (b).
5. Express hx(t)2 i for a spreading scenario given S(t).
6. Express the correlation function hx(t)x(0)i given S(t).
7. Write the explicit long time expression for hx(t)x(0)i in case (b), and deduce what is the critical value c above
which a phase transition is expected in the response characteristics of the system.

70

Tips: For a Gaussian variable that has zero average hei i = exp[(1/2)h2 i].
The Fourier transform of || has zero area, with negative tails 1/(t2 ).
If you fail to solve (6), assume that the answer is the same as in (5), and proceed to (7).

====== [Exercise 8481]

Mass on a spring
A balance for measuring weight consists of a sensitive spring which hangs from a fixed point. The spring constant is
K. The balance is at temperature T and gravity acceleration is g in the x direction. A small mass m hangs at the
end of the spring. There is an option to apply an external force F (t), to which x is conjugate or apply an external
vector potential A(t).
(a) Find the partition function Z.
(b) Find hxi and hx2 i and Var(x).
(c) What is the minimal mass that can be meaningfully measured?
(d) Write a Langevin equation for x(t), with friction , and a random force f (t).
(e) Assuming hf (t)f (0)i = C(t), find Var(x), and deduce what is C by comparing with the canonical result.
(f) Describe the external force F (t) by a scalar potential and demonstrate FDT.
(g) Describe the external force F (t) by a vector potential and demonstrate FDT.
Note:

d
( 2 02 )2 + 2 2

.
02

====== [Exercise 8483]

Millikan experiment
Consider a Millikan type experiment to measure the charge e of a particle with mass m. The particle is in an electric
field E in the z direction, produced by a capacitor whose plates are distance d apart. The experiment is at temperature
T and in a poor vacuum: the average time col between collisions of the air molecules and the charged particle is
short. The field is opposite to the force of gravity, and the experiment attempts to find the exact field E , for which
eE = mg, by monitoring the current.
1. Write a Langevin equation for the velocity v of the particle, with a friction coefficient .
2. For E = E find the time TD after which the diffusion is observed.
3. For E 6= E the equation has a steady state solution hvz i = vd . Find the drift velocity vd .
4. Rewrite the equation in terms of vd and find the long time limit of hz 2 i. From the condition that the observation
time is t  TD , deduce a limit on the accuracy in measuring E .
5. If the air density is lowered such that the vacuum is improved, maintaing the same temperature T , would the
accuracy be improved?

====== [Exercise 8484]

Galvanometer

71
A galvanometer can be regarded as a spring-held pointer that has mass M , natural oscillation frequency 0 , and a
damping coefficient . The position x of the spring indicates the current I. It obeys the equation
x
+ 02 x = x + A(t) + I
where A(t) represents an environmentally induced white noise that has a spectral intensity , and is a coupling
constant.
(1) On the basis of the above Langevin equation write a d integral for the variance hx2 i in the absence of current.
(2) Based on canonical FDT considerations deduce what is the result of the integral that you wrote in the previous
item.
(3) For a constant I, what is the average position hxi of the pointer?
(4) Regarding I as a driving source, write what is the conjugate variable, what is the interaction term Hint in the
Hamiltonian, and what is the associate susceptibility ().
, given that the current source has a frequency
(5) Write an expression for the average rate of energy absorption W
and RMS amplitude I0 .
is formally the same as for a current source that is connected to a parallel RLC circuit.
(6) The expression for W
Write expressions for the effective values of R and L and C.
Tip: The equation of a parallel RLC circuit can be written as G()V = I where G() is a sum of three terms.
Capacitors and inductors are described by I = C V and by V = LI respectively.

====== [Exercise 8490]

Stochastic rate equation
Consider N classical particles in a two site system. The two sites are subjected to a potential difference . The
temperature of the system is T . Define n [N, N ] as the occupation difference. In items (3-6) assume that the
thermalization process can be described by a stochastic rate equation
dn
= n + A(t)
dt
where A(t) is a noisy term that reflects the fluctuations of the potential difference. Assuming that it has an average
value A0 and a power spectrum (), it follows that n relaxes to an average value hni, with fluctuations that are
characterized by a power spectrum C().
(1) Write what is the interaction energy Hint of n with the field . Later you will have to be careful with the
identification of the conjugate variables.
(2) Using the canonical formalism find what are hni and Var(n). Additionally provide approximations for small .
(3) Determined what is A0 such that hni would be consistent with the canonical result. Assuming small deduce
that A0 , and find the pre-factor.
(4) What is the () that characterizes the response of n to the applied potential in the linear-response regime?
Assume that the dynamics is described by the stochastic rate equation; care to identify correctly the conjugate
variables; and take into account your answer to item (3).
(5) Deduce from the fluctuation-dissipation relation what is the power spectrum C(). Care to use the appropriate
definition for (), else the result will come out wrong.
(6) Deduce what is the power spectrum () that is required in order to reproduce C() from the stochastic rate
equation.
Advice: In item (5) verify that your result is consistent with the answer to item (2). Likewise you can debug the
numerical pre-factor in your answer to item (6). Care about factors of 2 in your answers. Failure to provide strictly
correct pre-factors will be regarded as an essential error.

72

====== [Exercise 8492]

Rate Equation with noise
Consider molecules A and B in a box. The molecules are subjected to weak electric field E that modifies the binding
(0)
energy of the B molecules such that B = B + E, where is a constant. In the lack of electric field the molecules
reach chemical equilibrium AB, such that their fractions are fA = hNA i/N and fB = hNA i/N . In item (c) it is
assumed that the system can be described by the rate equation
dNA
= kB NB kA NA + A(t)
dt
Where A(t) is a stochastic term with zero average and correlation function hA(t)A(t0 )i = C(t t0 ). In item (e)
assume that only kB is affected by the weak electric field.
(a) Express hNA i, hNB i by N , and fA and fB , and E.
(b) Express Var(NA ) by N , and hNA i and hNB i.
(c) Determine the constants kA and kB and D in the stochastic rate equation such that hNA i and Var(NA ) will
agree with the canonical expectation of items (a) and (b).
(d) Determine how kB is modified by the weak electric field. In other words find the coefficient in kB E.
(e) Find the generalized susceptibility () that relates the variation NA to E.
(f) Find the power spectrum of NA in steady state.

====== [Exercise 9000]

System-Bath
====== [Exercise 9010]
Spin resonance
Spin Resonance: Consider a spin 21 particle with magnetic moment in a constant magnetic field B0 in the z direction
and a perpendicular rotating magnetic field with frequency and amplitude B1 ; the Hamiltonian is
=H
0 + 1 ~1 [x cos (t) + y sin (t)]
H
2
0 = 1 ~0 z , 1 ~0 = B0 , 1 ~1 = B1 and x , y , z are the Pauli matrices. The equilibrium density matrix
where H
2
2
h
 2 i
0 /T r exp H
0 , so that the heat bath drives the system towards equilibrium with H
0 while
is eq = exp H
the weak field B1 opposes this tendency. Assume that the time evolution of the density matrix (t) is determined by
d
/dt =

i h i eq
H,
h

(a) Show that this equation has a stationary solution of the form 11 = 22 = a, 12 = 21 = beit where
= eq .

73
h
i
bath )
bath is the interaction Hamiltonian with a heat
(b) The term [
eq ] / represents (i/~) (H
where H
bath. Show that the power absorption is
"
#
h
i

d
d
H
+H
bath )
T r (H
= Tr

dt
dt
(c) Determine b to first order in B1 (for which a = 0 can be assumed), derive the power
and show that
 absorption


it has a maximum at = 0 , i.e. a resonance phenomena. Show that (d/dt) T r H = 0, i.e. the absorption
is dissipation into the heat bath.

====== [Exercise 9012]

Equilibrium of a two level system
Consider N particles in a two level system, n1 particles in energy level E1 and n2 particles in energy level E2 . The
system is in contact with a heat reservoir at temperature T . Energy can be transferred to the reservoir by a quantum
emission in which n2 n2 1, n1 n1 + 1 and energy E2 E1 is released. [Note: n1 , n2  1.]
(a) Find the entropy change of the two level system as a result of a quantum emission.
(b) Find the entropy change of the reservoir corresponding to (a).
(c) Derive the ratio n2 /n1 ; do not assume a known temperature for the two level system. (Note: equilibrium is
maintained by these type of energy transfers).