Microscopic origin of the second law of thermodynamics

You-gang Feng

Department of Basic Science, College of Science , Guizhou University

Guiyang, Cai Jia Guan, 550003, China

Abstract

We proved when random-variable fluctuations obey the central limit

theorem the equality of the uncertainty relation corresponds to the
thermodynamic equilibrium state. The inequality corresponds to the
thermodynamic non-equilibrium state. The uncertainty relation is a
quantum-mechanics expression of the second law of thermodynamics
originated in wave-particle duality. Formulas of mean square-deviations
changes adjusted by random fluctuations under the minimal uncertainty
relation are obtained. Finally, an assumption is made which is waiting for
examination. We except phase transitions in our discussion.

Keywords: second law of thermodynamics, uncertainty relation

PACS: 05.30.-d, 05.70.-a

It is well-known the uncertainty relation and SchÖdinger’s equation are two

foundations of quantum mechanics [1] , they are in dependent of each other because

one cannot be derived from the other. The relation revealed a restrictive relation of
quantum fluctuations between positions and momentums. A perplexed problem is
which thermodynamic state the equality of the uncertainty relation corresponds to,
which thermodynamic state its inequality does to. Obviously, the equation and the
relation themselves cannot solve it. The same problem is also met in the quantum
statistical mechanics. The probability-density operator of a mixed ensemble is

denoted by [2]

ρ = ∑ ρ i | ψ i 〉〈ψ i | , ∑ρ i = 1, (1)
i i

the wave function | ψ i 〉 of Eq.(1) is given by the SchÖdinger’s equation, ρ i is the

probability of subsystem of the ensemble in the state | ψ i 〉 , i takes all possible

1
values, and each subsystem is independent of another and there is not any coherence
between different states. The operator ρ does not relate to the uncertainty relation
directly, namely, it cannot tell us what will actually happen to the relation in the
equilibrium state. In the quantum statistical mechanics the quantum fluctuations
cannot be neglected, which means there must be other probability-density operator
F concerned in the relation, which also describes the equilibrium state, F and
ρ will become two foundations of the quantum statistical mechanics as if the
equation and the relation were in the quantum mechanics.
The second law of thermodynamics has been regarded as a macroscopic law since
it was found，its microscopic origin and corresponding principle in the quantum
mechanics have not been obtained. Some authors tried study this subject from the
dynamic point of view， but have never achieved a certain and satisfactory

conclusion [3] . In fact，the process from the non-equilibrium state (time is ordered) to

the equilibrium state (time is disordered) is a mutation，which cannot be solved by

means of dynamic equations. Expanding S in powers of random variables about

the equilibrium-state entropy S ， Einstein [2] obtained Gaussian distribution

0

of the fluctuations; Prigogine derived the minimal entropy-production principle with

the same method [4]. Since S is non-equilibrium–state entropy both of theories

merely suit to the non-equilibrium-state fluctuations. The theories pointed out the
transitions of entropies are linked to the fluctuations. We think the second law of
thermodynamics maybe results from the fluctuations. According to Landau’s
explanation Einstein’s theory cannot be applied to the quantum statistical mechanics

for it to neglect quantum effects [2], and the variables’ deviation only corresponds to

the non-equilibrium state in his theory. It is proved the uncertainty relation is

topologically invariant [5] , which reminds us that the invariance of the minimal

uncertainty relation maybe relates to the equilibrium-state entropy. Thus, we will

start off with the uncertainty relation to discuss the fluctuations, except phase
transitions.

For one-dimension, mean square-deviations of the state |ψ i 〉 are

(∆xi ) 2 = 〈 ( x − 〈 xi 〉 ) 2 〉 , (∆p xi ) 2 = 〈( p x − 〈 p xi 〉 ) 2 〉 (2)

〈 xi 〉 and 〈 p xi 〉 are its average values of positions and momentum. The statistical

fluctuations of random variables about the average values have the following
common characters: On the one hand, any quantum system, no matter what its
Hamiltonian operator is, obeys the uncertainty relation,
h 2
(∆xi ) 2 (∆p xi ) 2 ≥ ( ) (3)
4π

2
( ∆xi ) and ( ∆p xi )
2 2
are given by Eq.(2), the equality of Eq.(3) is named the

minimal uncertainty relation. On the other hand, the wave function describes the
statistical behavior of the large number of particles, although some specific particles’
behavior violates the properties of the wave function. Let a subsystem be in the state

|ψ i 〉 which particles’ number be N i , x and p x be the position and momentum

of the state. Since the wave-function equation is distinct from a particle’s dynamic

equation to describe the particle’s moving orbits and the wave function |ψ i 〉 only

has statistical meaning, x and p x are the variables of the function |ψ i 〉 and

they are not a specific particle’s position and momentum. In such a subsystem each
actual particle has itself specific position and momentum caused by various reasons:
collisions, transitions among energies levels, interactions of electrons with atomic
nuclei, interactions between electrons, etc. Each reason results in a specific

fluctuation of position or of momentum. How can the fluctuations ( x − 〈 xi 〉 ) and

( p x − 〈 p xi 〉 ) represent these fluctuations? Because the number of the particles is

very large all of these fluctuations can take place at the same time for a particle, and
one specific fluctuation cannot be distinguished from another specific fluctuation by

means of SchÖdinger’s equation and the wave function |ψ i 〉 . Therefore, the

fluctuations ( x − 〈 xi 〉 ) and ( p x − 〈 p xi 〉 ) must be the statistical configurations

of these fluctuations, namely, the fluctuations ( x − 〈 xi 〉 ) and ( p x − 〈 p xi 〉 ) must

be thought of as the sum over these fluctuations caused by various reasons.

Considering that a fluctuation caused by one of these reasons is independent of

another, we can say the fluctuations ( x − 〈 xi 〉 ) and ( p x − 〈 p xi 〉 ) obey the

central limit theorem, and the fluctuations accord with Gaussian distribution [6,7] :

1 ( x − 〈 x i 〉 ) 2 ( p x − 〈 p xi 〉 )
2
1
f i ( x, p x ) = exp{− [ + ]} (4)
2π∆xi ∆p xi 2 (∆xi ) 2 (∆p xi ) 2

∆xi and ∆p xi are given by Eq.(2), and they obey the uncertainty relation. Being

different from the traditional fluctuations’ theory, taking quantum effects into
account, the fluctuations can exist in the equilibrium state, which means that the
fluctuations will not change the microscopic-states number so that the entropy of the

system still is the greatest. We noticed f i ( x, p x ) and Einstein’s formula of

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fluctuations have the same form of function, an important difference between them is

that the variables x and p x of f i ( x, p x ) only correspond to the equilibrium

state, the variables x and p x of Einstein’s formula only do to the

non-equilibrium state, which means while Einstein’s formula is valid the number of
microscopic states will change to turn the system’s entropy into smaller. The
difference between Eq.(4) and Einstein’s formula is determined by the value of

∆xi ∆p xi which affects the probability density of the fluctuation distribution.

At first, we analyze the fluctuations qualitatively. Suppose that a system is in the

equilibrium state, but the inequality of the uncertainty relation is established. It is
clear that in the non-equilibrium state far away from the equilibrium state the
fluctuations are very great which the inequality of the uncertainty relation satisfies,
but the system do be in the non-equilibrium state. Even if in the neighborhood of the
equilibrium state the entropy of system itself is a Lyapounov function to the isolated
system, which makes the fluctuations decrease to the smallest and turns the system’s

state into the equilibrium state [7]. Thus, the case is impossible, and the equality of

the uncertainty relation should be valid in the equilibrium state.

When x = 〈 xi 〉 , p x = 〈 p xi 〉 , f i ( x, p x ) of Eq. (4) takes the form

1
f i ( 〈 x i 〉 , 〈 p xi 〉 ) = (5)
2π∆xi ∆p xi

Since the fluctuations in the equilibrium state are the smallest, Eq.(5) should be the
greatest, which guarantees the subsystem to be in a statistical average state,

x = 〈 xi 〉 and p x = 〈 p xi 〉 , for the longest time to meet the requirements of the

ensemble theory. Obviously, only the minimal uncertainty relation can lead to this
situation, which means the minimal uncertainty relation corresponds to the
equilibrium state. This conclusion is in accord with the above qualitative analysis.
The particles’ number of the equilibrium-state fluctuations is greater than the
particles’ number of the non-equilibrium-state fluctuations in the same area nearby

〈 xi 〉 and 〈 p i 〉 , but the situation is converse in an area far away from 〈 xi 〉 and

〈 p xi 〉 . As (∆xi ) 2 and (∆p xi ) 2 are changeable, and what is their regular pattern?

Using the minimal uncertainty relation: ( ∆p xi ) = [ h /( 4π∆xi )] , while

2 2

x ≠ 〈 xi 〉 , p x ≠ 〈 p xi 〉 and x , p x are very close to 〈 xi 〉 , 〈 p xi 〉 and are

temporally considered as constant for the change of ( ∆xi ) , let the first partial
2

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 derivative of f i ( x, p x ) with respect to ( ∆xi )
2
be zero, which indicates that

f i ( x, p x ) still keeps an extreme value to make the fluctuations the smallest, we

then have

h x − 〈 xi 〉 h p x − 〈 p xi 〉
(∆xi ) 2 = | | , (∆p xi ) 2 = | | (6)
4π p x − 〈 p xi 〉 4π x − 〈 xi 〉

Since the second partial derivative of f i ( x, p x ) with respect to ( ∆xi )

2
is

negative while Eq.(6) is valid, it has a maximum. With the same reason for the
ensemble:

1 1 ( x − 〈 x〉 ) 2 ( p x − 〈 p x 〉 ) 2
F ( x, p x ) = exp{− [ + ]} (7)
2π∆x∆p x 2 (∆x) 2 (∆p x ) 2
h 2
(∆x) 2 (∆p x ) 2 ≥ ( ) (8)
4π
h x − 〈 x〉 h px − 〈 px 〉
(∆x) 2 = | | , (∆p x ) 2 = | | (9)
4π p x − 〈 p x 〉 4π x − 〈 x〉

In the diagonal representations of the normalized ρ : Tr ( ρ ) = 1 ,

〈 x〉 = Tr ( ρx) , 〈 p x 〉 = Tr ( ρp x ) (10)

(∆x) 2 = Tr[ ρ ( x − 〈 x〉 ) 2 ] , (∆p x ) 2 = Tr[ ρ ( p x − 〈 p x 〉 ) 2 ] (11)

The probability density F ( x, p x ) conforms to the minimal uncertainty relation,

describing the ensemble’s fluctuations. It is important that the number of microscopic

states will not change while Eq.(7) is established, which means the probability ρ i of
Eq.(1) will not change for all possible states, being distinct from the traditional
ensemble-fluctuations theory in which the fluctuations will change the microscopic
states of the ensemble and will turn the ensemble state into the non-equilibrium state. It

is interesting that the changes of ( ∆x) and ( ∆p x ) [or of ( ∆xi ) and ( ∆p xi ) ]

2 2 2 2

are adjusted by the absolute value of ratio of ( x − 〈 x〉 ) to ( p x − 〈 p x 〉 )

[or ( x − 〈 xi 〉 ) to ( p x − 〈 p xi 〉 ) ], obeying the minimal uncertainty relation, although

they are very average values. When the inequality of the uncertainty relation is

established, namely, ∆x∆p x and ∆xi ∆p xi become greater, F ( x, p x ) and

f i ( x, p x ) become smaller for the same 〈 x〉 , 〈 p x 〉 and 〈 xi 〉 , 〈 p xi 〉 , which

5
means the fluctuations are amplified and the ensemble’s state and the subsystem’s state
are turned into the non-equilibrium state. Obviously, SchÖdinger’s equation and ρ
cannot interpret these characters. So far, we proved the equality of the uncertainty
0
relation corresponds to the equilibrium state (the entropy S ) , the inequality does to

the non-equilibrium state (the entropy S ), Eq.(8) and the formula of the second law

of thermodynamics, S ≥ S , are one-to-one, and the uncertainty relation is a

0

quantum-mechanics expression of the law. Using the minimal uncertainty relation and
substituting Eqs.(6) and (9) in Eqs.(4) and (7) respectively, we obtain brief
expressions:
2 4π
f i ( x, p x ) =exp[− | ( x − 〈 xi 〉 )( p x − 〈 p xi 〉 ) |] (12a)
h h
2 4π
F ( x, p x ) = exp[− | ( x − 〈 x〉 )( p x − 〈 p x 〉 ) |] (12b)
h h
Equations (12a) and (12b) are to say, the fluctuations have curves of constant

distributions although ( ∆xi ) , ( ∆p xi ) , ( ∆x)

2 2 2 2
and ( p x ) all are changeable at

the same time. When the minimal uncertainty relations in Eqs.(3) and (8) are valid, the

minimal uncertainty relations of time-energy are hold [1,8]:

h h
∆Ei ∆t i = , ∆E∆t = (13)
4π 4π
(∆Ei ) 2 = 〈ψ i | ( E − 〈 Ei 〉 ) | ψ i 〉 , (∆E ) 2 = Tr[ ρ ( E − 〈 E 〉 ) 2 ] (14)

〈 Ei 〉 = 〈ψ i | E | ψ i 〉 , 〈 E 〉 = Tr ( ρE ) (15)

Being different from x (or xi ), p x (or p xi ) and E (or E i ) which are the

ensemble’s variables (or the subsystem’s variables), t and t i are belong to a

reference system, which is out of the ensemble [1,8], and they act as reference

variables. Since ∆E i and ∆E are the energy fluctuations of the subsystem and

the energy fluctuations of the ensemble respectively in the equilibrium state, ∆t is

the interval of time while the ensemble’s energy undergoes fluctuations ∆E , and it
is also the undergoing time of the equilibrium state. Because the subsystem is in the

ensemble, ∆t i should equal to ∆t , we furthermore obtain

h h
∆Ei = ∆E = = (16)
4π∆t 4π∆t i

Equation (16) indicates ∆E i and ∆E have self-similarity, which cannot be

6
amplified; so do ∆xi ∆p xi and ∆x∆p x . While there is a continuous phase transition,

the self-similarity of correlation length is resulted from fluctuations, which are

amplified to the infinite [6,7 ] . Both kinds of fluctuations are two distinct limit

situations.
As the minimal uncertainty variables are the fluctuations of the equilibrium state,
when a system’s state is measured by an apparatus, the system is disturbed and the
system’s state is changed to the non-equilibrium state so that the minimal uncertainty
variables are unmeasured, which are considered as limits of measured values.

Finally, we suppose that because Eqs. (6) and (9) become invalid while x = 〈 xi 〉 ,

p x = 〈 p xi 〉 and x = 〈 x〉 , p x = 〈 p x 〉 , and ∆xi , ∆p xi and ∆x , ∆p x will not

equal to zero forever, they must keep the smallest simultaneously so that the sum

(∆xi + ∆p xi ) and the sum (∆x + ∆p x ) must be the smallest restricted by the

1
minimal uncertainty relation, which leads to results: ∆xi = ∆p xi = ( h / π )1 / 2
2
1
while x = 〈 xi 〉 and p x = 〈 p xi 〉 ; ∆x = ∆p x = (h / π )1 / 2 while x = 〈 x〉
2
and p x = 〈 p x 〉 . The assumption is waiting for examination.

[1] William C. Price and Seymour S. Chissick, The Uncertainty Principle and

Foundations of Quantum Mechanics (John Wiley & Sons, London, 1977) pp 7,13

[2] L. D. Landau and E. M. Lifshitz, Statistical Physics, Part.1, third-ed.

(Butterworth-Heinemann, Oxford, 1980) pp 17,333

[3] Christian Maes and Karel Netocny, J. Statist. Phys, 110, 269-310 (2003)

[4] E. T. Jaynes, Ann.Rev.Phys.Chem.31, 579-600 (1980)

[5] A. V. Golovnev and L.V.Prokhorov, J.Phys.A: Math.Gen. 37, 2765-2775 (2004)

[6]Leo.P. Kadanoff, Statistical Physics: Statics, Dynamics and Renormalizations
(World Science Publishing, London, 2000) pp 29,61

[7] L. E. Reichl, A Modern Course in Statistical Physics (The University of Texas

Press, Austin, 1980) pp 147,510,545,689,318

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[8] L. D. Landau and E. M. Lifshitz, Quantum Mechanics: Non-relativistic

Theory (Pergamon Press, Oxford, 1977) pp 157