Lecture Notes in Statistical Mechanics Igor Vilfan The Abdus Salam ICTP, Trieste, Italy and The J. Stefan Institute, Ljubljana, Slovenia Trieste, Autumn 2002 I.Vilfan StatisticalMechanics ii Preface The present Lecture Notes in Statistical Mechanics were written for the students of the ICTP Diploma Course in Condensed Matter Physics at the Abdus Salam ICTPinTrieste,Italy. Thelecturescoverclassicalandquantumstatisticalmechanicswithsomeem- phasisonclassicalspinsystems. IgivealsoanintroductiontoBosecondensation andsuperfluiditybutIdonotdiscussphenomenaspecifictoFermiparticles,being coveredbyotherlecturers. I.V. iii I.Vilfan StatisticalMechanics iv Contents Preface iii Tables ix 1 Foundations 1 1.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1 1.2 EnsemblesinStatisticalMechanics . . . . . . . . . . . . . . . . . 4 1.2.1 MicrocanonicalEnsembleandtheEntropy (IsolatedSystems) . . . . . . . . . . . . . . . . . . . . . 4 1.2.2 CanonicalEnsembleandtheFreeEnergy (SystemsatFixedTemperature) . . . . . . . . . . . . . . 6 1.2.3 GrandCanonicalEnsemble (Opensystems) . . . . . . . . . . . . . . . . . . . . . . . 10 1.3 AnalogyBetweenFluidsandMagneticSystems . . . . . . . . . . 12 1.4 Fluctuations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13 1.5 PhaseTransitions . . . . . . . . . . . . . . . . . . . . . . . . . . 17 1.5.1 OrderParameter . . . . . . . . . . . . . . . . . . . . . . 18 1.5.2 CriticalPoint . . . . . . . . . . . . . . . . . . . . . . . . 19 1.5.3 CriticalExponents . . . . . . . . . . . . . . . . . . . . . 21 2 ClassicalModels 25 2.1 RealGases . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26 2.2 IsingModel . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 30 2.2.1 LatticeGas . . . . . . . . . . . . . . . . . . . . . . . . . 31 2.2.2 BinaryAlloys . . . . . . . . . . . . . . . . . . . . . . . . 32 2.2.3 Isingmodelind = 1 . . . . . . . . . . . . . . . . . . . . 33 2.2.4 IsingModelind = 2 . . . . . . . . . . . . . . . . . . . . 38 2.3 PottsandRelatedModels . . . . . . . . . . . . . . . . . . . . . . 40 v I.Vilfan StatisticalMechanics Contents 2.4 Two-dimensionalxy Model . . . . . . . . . . . . . . . . . . . . . 42 2.5 SpinGlasses . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 46 2.5.1 SomePhysicalPropertiesofSpinGlasses . . . . . . . . . 49 3 QuantumModels 53 3.1 QuantumStatistics . . . . . . . . . . . . . . . . . . . . . . . . . 53 3.1.1 TheDensityMatrix . . . . . . . . . . . . . . . . . . . . . 54 3.1.2 EnsemblesinQuantumStatisticalMechanics . . . . . . . 55 3.2 BoseSystems . . . . . . . . . . . . . . . . . . . . . . . . . . . . 58 3.2.1 IdealBoseGas . . . . . . . . . . . . . . . . . . . . . . . 58 3.2.2 BoseEinsteinCondensation . . . . . . . . . . . . . . . . 61 3.3 Liquid4He . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 67 3.3.1 Superfluidity . . . . . . . . . . . . . . . . . . . . . . . . 68 3.3.2 VortexExcitations . . . . . . . . . . . . . . . . . . . . . 69 3.3.3 OrderParameter . . . . . . . . . . . . . . . . . . . . . . 70 4 MethodsofStatisticalMechanics 73 4.1 Mean-FieldTheories . . . . . . . . . . . . . . . . . . . . . . . . 73 4.1.1 WeissMolecularFieldofanIsingSystem . . . . . . . . . 74 4.1.2 Bragg-WilliamsApproximation . . . . . . . . . . . . . . 75 4.1.3 LandauTheoryofContinuousPhaseTransitions . . . . . 79 4.1.4 CriticalExponentsintheLandauTheory . . . . . . . . . 85 4.1.5 Short-RangeOrderandFluctuations . . . . . . . . . . . . 86 4.1.6 ValidityofTheMean-fieldTheory . . . . . . . . . . . . . 88 4.2 MonteCarloSimulations . . . . . . . . . . . . . . . . . . . . . . 90 4.2.1 ImportanceSampling . . . . . . . . . . . . . . . . . . . . 90 4.2.2 MetropolisAlgorithm . . . . . . . . . . . . . . . . . . . 91 4.2.3 PracticalDetailsandDataAnalysis . . . . . . . . . . . . 91 4.3 TheRenormalizationGroupMethods . . . . . . . . . . . . . . . 96 4.3.1 ATrivialExample: Thed = 1IsingModel . . . . . . . . 101 4.3.2 RGTransformationsonthed = 2IsingModel . . . . . . 104 4.3.3 GeneralPropertiesoftheRGTransformations . . . . . . . 107 4.4 Momentum-SpaceRenormalization Group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 117 4.4.1 TheGaussianModel . . . . . . . . . . . . . . . . . . . . 118 4.4.2 TheLandau-WilsonModel . . . . . . . . . . . . . . . . . 121 4.4.3 CriticalExponents . . . . . . . . . . . . . . . . . . . . . 123 vi I.Vilfan StatisticalMechanics Contents FurtherReading 129 Appendices 131 A DistributionFunctions 131 B MaxwellRelations 133 C BasicThermodynamicRelationsofMagneticSystemsRevisited 135 vii I.Vilfan StatisticalMechanics Contents viii Tables Table1: Ensemblesinstatisticalmechanics Ensemble Partitionfunction Thermodynamicpotential Microcanonical ∆Ω(E,V,N) S(E,V,N) = k ln∆Ω(E,V,N) B Canonical Z(T,V,N) F(T,V,N) = −k T lnZ(T,V,N) B = P e−Ei(V,N)/kBT i = R ∆Ω(E,V,N)e−E(V,N)/kBTdE Y(T,p,N) G(T,p,N) = −k T lnY(T,p,µ) B Grandcanonical Ξ(T,V,µ) J(T,V,µ) = F −µN = −pV = P eµN/kBTZ(T,V,N) = −k T lnΞ(T,V,µ) N B ix I.Vilfan StatisticalMechanics Tables Table2: Thermodynamicfunctions Thermodynamicfunctions Natural Totaldifferential (Definition) variables Entropy S hEi,V,N dS = dhEi/T +pdV/T −µdN/T Internalenergy hEi S,V,N dhEi = TdS −pdV +µdN Enthalpy H = hEi+pV S,p,N dH = TdS +Vdp+µdN Helmholtzfreeenergy F = hEi−TS T,V,N dF = −SdT −pdV +µdN Gibbsfreeenergy G = F +pV = Nµ T,p,N dG = −SdT +Vdp+µdN Grandpotential J = F −G = −pV T,V,µ dJ = −SdT −pdV −Ndµ x