Essential Graduate Physics SM: Statistical Mechanics

Chapter 1. Review of Thermodynamics

This chapter starts with a brief discussion of the subject of statistical physics and thermodynamics, and
the relation between these two disciplines. Then I proceed to review the basic notions and relations of
thermodynamics. Most of this material is supposed to be known to the reader from their undergraduate
studies,1 so the discussion is rather brief.

1.1. Introduction: Statistical physics and thermodynamics

Statistical physics (alternatively called “statistical mechanics”) and thermodynamics are two
different but related approaches to the same goal: an approximate description of the “internal”2
properties of large physical systems, notably those consisting of N >> 1 identical particles – or other
components. The traditional example of such a system is a human-scale portion of gas, with the number
N of atoms/molecules3 of the order of the Avogadro number NA ~ 1024 (see Sec. 4 below).
The motivation for the statistical approach to such systems is straightforward: even if the laws
governing the dynamics of each particle and their interactions were exactly known, and we had infinite
computing resources at our disposal, calculating the exact evolution of the system in time would be
impossible, at least because it is completely impracticable to measure the exact initial state of each
component – in the classical case, the initial position and velocity of each particle. The situation is
further exacerbated by the phenomena of chaos and turbulence,4 and the quantum-mechanical
uncertainty, which do not allow the exact calculation of positions and velocities of the component
particles even if their initial state is known with the best possible precision. As a result, in most
situations, only statistical predictions about the behavior of such systems may be made, with probability
theory becoming a major tool of the mathematical arsenal.
However, the statistical approach is not as bad as it may look. Indeed, it is almost self-evident
that any measurable macroscopic variable characterizing a stationary system of N >> 1 particles as a
whole (think, e.g., about the stationary pressure P of the gas contained in a fixed volume V) is nearly
constant in time. Indeed, as we will see below, besides certain exotic exceptions, the relative magnitude
of fluctuations – either in time, or among many macroscopically similar systems – of such a variable is
of the order of 1/N1/2, and for N ~ NA is extremely small. As a result, the average values of appropriate
macroscopic variables may characterize the state of the system quite well – satisfactory for nearly all
practical purposes. The calculation of relations between such average values is the only task of
thermodynamics and the main task of statistical physics. (Fluctuations may be important, but due to
their smallness, in most cases their analysis may be based on perturbative approaches – see Chapter 5.)

1 For remedial reading, I can recommend, for example (in the alphabetical order): C. Kittel and H. Kroemer,
Thermal Physics, 2nd ed., W. H. Freeman (1980); F. Reif, Fundamentals of Statistical and Thermal Physics,
Waveland (2008); D. V. Schroeder, Introduction to Thermal Physics, Addison Wesley (1999).
2 Here “internal” is an (admittedly loose) term meaning all the physics unrelated to the motion of the system as a
whole. The most important example of internal dynamics is the thermal motion of atoms and molecules.
3 This is perhaps my best chance to reverently mention Democritus (circa 460-370 BC) – the Ancient Greek
genius who was apparently the first one to conjecture the atomic structure of matter.
4 See, e.g., CM Chapters 8 and 9.

© K. Likharev
Essential Graduate Physics SM: Statistical Mechanics

Now let us have a fast look at typical macroscopic variables that statistical physics and
thermodynamics should operate with. Since I have already mentioned pressure P and volume V, let us
start with this famous pair of variables. First of all, note that volume is an extensive variable, i.e. a
variable whose value for a system consisting of several non-interacting parts is the sum of those of its
parts. On the other hand, pressure is an example of an intensive variable whose value is the same for
different parts of a system – if they are in equilibrium. To understand why P and V form a natural pair of
variables, let us consider the classical playground of thermodynamics: a portion of a gas contained in a
cylinder closed with a movable piston of area A (Fig. 1).

A F
P, V
Fig. 1.1. Compressing gas.

x
Neglecting the friction between the walls and the piston, and assuming that it is being moved so
slowly that the pressure P is virtually the same for all parts of the volume at any instant,5 the elementary
work of the external force F = PA compressing the gas, at a small piston’s displacement dx = –dV/A, is
F 
dW  Fdx    Adx    PdV .
Work
(1.1) on a gas
 A
The last expression is more general than the model shown in Fig. 1, and does not depend on the
particular shape of the system’s surface. (Note that in the notation of Eq. (1), which will be used
throughout this course, the elementary work done by the gas on its environment equals –dW.)
From the point of analytical mechanics,6 V and (–P) are just one of many possible canonical
pairs of generalized coordinates qj and generalized forces Fj, whose products dWj = Fjdqj give
independent contributions to the total work of the environment on the system under analysis. For
example, the reader familiar with the basics of electrostatics knows that if the spatial distribution E(r) of
an external electric field does not depend on the electric polarization P(r) of a dielectric medium placed
into this field, its elementary work on the medium is
3
dW   E r   dP r  d r    E j r dPj r  d 3 r .
3
(1.2a)
j 1

The most important cases when this condition is fulfilled (and hence Eq. (2a) is valid) are, first, long
cylindrical samples in a parallel external field (see, e.g., EM Fig. 3.13) and, second, the polarization of a
sample (of any shape) due to that of discrete electric dipoles p k, whose electric interaction is negligible.
In the latter case, Eq. (2a) may be also rewritten as the sum over the single dipoles located at points rk: 7

5 Such slow processes are called quasistatic; in the absence of static friction, they are (macroscopically)
reversible: at their inversion, the system runs back through in the same sequence of its macroscopic states.
6 See, e.g., CM Chapters 2 and 10.
7 Some of my SBU students needed an effort to reconcile the positive signs in Eq. (2b) with the negative sign in

the well-known relation dUk = –E(rk)dp k for the potential energy of a dipole in an external electric field – see, e.g.,

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. dW   dWk , with dWk  E rk   dpk . (1.2b)

k

Very similarly, and at similar conditions on an external magnetic field H(r), its elementary work on a
magnetic medium may be also represented in either of two forms:8
3
dW   0  H r   dM r  d 3 r   0   H j r dM j r  d 3 r , (1.3a)
j 1

dW   dWk , with dWk   0 H rk   dm k . (1.3b)

k

where M and mk are the vectors of, respectively, the medium’s magnetization and the magnetic
moment of a single dipole. Formulas (2) and (3) show that the roles of generalized coordinates may be
played by Cartesian components of the vectors P (or p ) and M (or m), with the components of the
electric and magnetic fields playing the roles of the corresponding generalized forces. This list may be
extended to other interactions (such as gravitation, surface tension in fluids, etc.). Following tradition, I
will use the {–P, V } pair in almost all the formulas below, but the reader should remember that they all
are valid for any other pair {Fj, qj}.9
Again, the specific relations between the variables of each pair listed above may depend on the
statistical properties of the system under analysis, but their definitions are not based on statistics. The
situation is very different for a very specific pair of variables, temperature T and entropy S, although
these “sister variables” participate in many formulas of thermodynamics exactly as if they were just one
more canonical pair {Fj, qj}. However, the very existence of these two notions is due to statistics.
Namely, temperature T is an intensive variable that characterizes the degree of thermal “agitation” of the
system’s components. On the contrary, the entropy S is an extensive variable that in most cases evades
immediate perception by human senses; it is a quantitative measure of the disorder of the system, i.e. the
degree of our ignorance about its exact microscopic state.10
The reason for the appearance of the {T, S} pair of variables in formulas of thermodynamics and
statistical mechanics is that the statistical approach to large systems of particles brings some
qualitatively new results, most notably the possibility of irreversible time evolution of collective
(macroscopic) variables describing the system. On one hand, irreversibility looks absolutely natural in
such phenomena as the diffusion of an ink drop in a glass of water. In the beginning, the ink molecules
are located in a certain small part of the system’s volume, i.e. are to some extent ordered, while at the
late stages of diffusion, the position of each molecule in the glass is essentially random. However, on

EM Eqs. (3.15). The resolution of this paradox is simple: each term of Eq. (2b) describes the work dWk of the
electric field on the internal degrees of freedom of the kth dipole, changing its internal energy Ek: dEk = dWk. This
energy change may be viewed as coming from the dipole’s potential energy in the field: dEk = –dUk.
8 Here, as in all my series, I am using the SI units; for their conversion to the Gaussian units, I have to refer the
reader to the EM part of the series.
9 Note that in systems of discrete particles, most generalized forces including the fields E and H , differ from the

mechanical pressure P in the sense that their work may be explicitly partitioned into single-particle components –
see Eqs. (2b) and (3b). This fact gives some discretion for the approaches based on thermodynamic potentials –
see Sec.4 below.
10 The notion of entropy was introduced into thermodynamics in 1865 by Rudolf Julius Emanuel Clausius on a
purely phenomenological basis. In the absence of a clear understanding of entropy’s microscopic origin (which
had to wait for the works by L. Boltzmann and J. Maxwell), this was an amazing intellectual achievement.

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second thought, the irreversibility is rather surprising, taking into account that the “microscopic” laws
governing the motion of the system’s components are time-reversible – such as Newton’s laws or the
basic laws of quantum mechanics.11 Indeed, if at a late stage of the diffusion process, we reversed the
velocities of all molecules exactly and simultaneously, the ink molecules would again gather (for a
moment) into the original spot.12 The problem is that getting the information necessary for the exact
velocity reversal is not practicable.
A quantitative discussion of the reversibility-irreversibility dilemma requires a strict definition of
the basic notion of statistical mechanics (and indeed of the probability theory): the statistical ensemble,
and I would like to postpone it until the beginning of Chapter 2. In particular, in that chapter, we will see
that the basic law of irreversible behavior is a growth or constancy of the entropy S in any closed
system. Thus, the statistical mechanics, without defying the “microscopic” laws governing the evolution
of the system’s components, introduces on top of them some new “macroscopic” laws, intrinsically
related to information, i.e. the depth of our knowledge of the microscopic state of the system.
To conclude this brief discussion of variables, let me mention that as in all fields of physics, a
very special role in statistical mechanics is played by the energy E. To emphasize the commitment to
disregard the motion of the system as a whole in this subfield of physics, the E considered in
thermodynamics it is frequently called the internal energy, though just for brevity, I will skip this
adjective in most cases. The simplest example of such E is the sum of kinetic energies of molecules in a
dilute gas at their thermal motion, but in general, the internal energy also includes not only the
individual energies of the system’s components but also their interactions with each other. Besides a few
“pathological” cases of very-long-range interactions, the interactions may be treated as local; in this
case, the internal energy is proportional to N, i.e. is an extensive variable. As will be shown below, other
extensive variables with the dimension of energy are often very useful as well, including the
(Helmholtz) free energy F, the Gibbs energy G, the enthalpy H, and the grand potential . (The
collective name for such variables is thermodynamic potentials.)
Now, we are ready for a brief discussion of the relationship between statistical physics and
thermodynamics. While the task of statistical physics is to calculate the macroscopic variables discussed
above13 for various microscopic models of the system, the main role of thermodynamics is to derive
some general relations between the average values of the macroscopic variables (also called
thermodynamic variables) that do not depend on specific models. Surprisingly, it is possible to
accomplish such a feat using just a few either evident or very plausible general assumptions (sometimes
called the laws of thermodynamics), which find their proofs in statistical physics.14 Such general
relations allow for a substantial reduction of the number of calculations we have to do in statistical
physics: in most cases, it is sufficient to calculate from the statistics just one or two variables, and then

11 Because of that, the possibility of the irreversible macroscopic behavior of microscopically reversible systems
was questioned by some serious scientists as recently as in the late 19th century – notably by J. Loschmidt in 1876.
12 While quantum-mechanical effects, with their intrinsic uncertainty, may be quantitatively important in this
example, our qualitative discussion does not depend on them.
13 Several other important quantities, for example the heat capacity C, may be calculated as partial derivatives of
the basic variables discussed above. Also, at certain conditions, the number of particles N in a system cannot be
fixed and should also be considered as an (extensive) variable – see Sec. 5 below.
14 Admittedly, some of these proofs are based on other plausible but deeper postulates, for example, the central
statistical hypothesis (see Sec. 2.2 below) whose best proof, to my knowledge, is just the whole body of
experimental data.

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use thermodynamic relations to get all other properties of interest. Thus the science of thermodynamics,
sometimes snubbed as a phenomenology, deserves every respect not only as a useful theoretical tool but
also as a discipline more general than any particular statistical model. This is why the balance of this
chapter is devoted to a brief review of thermodynamics.

1.2. The 2nd law of thermodynamics, entropy, and temperature

Thermodynamics accepts a phenomenological approach to the entropy S, postulating that there is
such a unique extensive measure of the aggregate disorder, and that in a closed system (defined as a
system completely isolated from its environment, i.e. the system with its internal energy fixed) it may
only grow in time, reaching its constant (maximum) value at equilibrium:15
nd
2 law of
thermo- dS  0 . (1.4)
dynamics

This postulate is called the 2nd law of thermodynamics – arguably its only substantial new law.16,17
This law, together with the additivity of S (as an extensive variable) in composite systems of
non-interacting parts is sufficient for a formal definition of temperature, and a derivation of its basic
properties that comply with our everyday notion of this key variable. Indeed, let us consider a closed
system consisting of two fixed-volume subsystems (Fig. 2) whose internal relaxation is very fast in
comparison with the rate of the thermal flow (i.e. the energy and entropy exchange) between the parts.
In this case, on the latter time scale, each part is always in a quasistatic state, which may be described by
a unique relation E(S) between its energy and entropy.18

E1 , S1 dE, dS

E2 , S 2
Fig. 1.2. A. composite thermodynamic system.

Neglecting the energy of interaction between the parts (which is always possible at N >> 1, and
in the absence of very-long-range interactions), we may use the extensive character of the variables E
and S to write
E  E1 S1   E 2 S 2 , S  S1  S 2 , (1.5)

for the full energy and entropy of the system. Now let us use them to calculate the following derivative:

15 Implicitly, this statement also postulates the existence, in a closed system, of thermodynamic equilibrium, an
asymptotically reached state in which all macroscopic variables, including entropy, remain constant. Sometimes
this postulate is called the 0th law of thermodynamics.
16 Two initial formulations of this law, later proved equivalent, were put forward independently by Lord Kelvin
(born William Thomson) in 1851 and by Rudolf Clausius in 1854.
17 Note that according to Eq. (4), a macroscopically reversible process is possible only when the net entropy (of
the system under consideration plus its environment involved in the process) does not change.
18 Here we strongly depend on a very important (and possibly the least intuitive) aspect of the 2nd law, namely that
entropy is a unique macroscopic measure of disorder.

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dS dS dS dS dS dE 2 dS1 dS 2 d ( E  E1 )
 1  2  1  2   . (1.6)
dE1 dE1 dE1 dE1 dE 2 dE1 dE1 dE 2 dE1
Since the total energy E of the closed system is fixed and hence independent of its re-distribution
between the subsystems, we have to take dE/dE1 =0, and Eq. (6) yields
dS dS dS
 1  2. (1.7)
dE1 dE1 dE 2
According to the 2nd law of thermodynamics, when the two parts have reached the thermodynamic
equilibrium, the total entropy S reaches its maximum, so dS/dE1 = 0, and Eq. (7) yields
dS1 dS 2
 . (1.8)
dE1 dE 2
This equality shows that if a thermodynamic system may be partitioned into weakly interacting
macroscopic parts, their derivatives dS/dE should be equal in equilibrium. The reciprocal of this
derivative is called temperature. Taking into account that our analysis pertains to the situation (Fig. 2)
when both volumes V1,2 are fixed, we may write this definition as
 E  Definition of
  T , (1.9) temperature
 S V
the subscript V meaning that volume is kept constant at the differentiation. (Such notation is common
and very useful in thermodynamics, with its broad range of variables.)
Note that according to Eq. (9), if the temperature is measured in energy units19 (as I will do in
this course for the brevity of notation), then S is dimensionless. The transfer to the SI or Gaussian units,
i.e. to the temperature TK measured in kelvins (not “Kelvins”, and not “degrees Kelvin”, please!), is
given by the relation T = kBTK, where the Boltzmann constant kB  1.38×10-23 J/K = 1.38×10-16 erg/K.20
In those units, the entropy becomes dimensional: SK = kBS.
The definition of temperature given by Eq. (9), is of course in sharp contrast with the popular
notion of T as a measure of the average energy of one particle. However, as we will repeatedly see
below, in many cases these two notions may be reconciled, with Eq. (9) being more general. In
particular, the so-defined T is in agreement with our everyday notion of temperature:21
(i) according to Eq. (9), the temperature is an intensive variable (since both E and S are
extensive), i.e., in a system of similar particles, it is independent of the particle number N;

19 Here I have to mention a traditional unit of thermal energy, the calorie, still being used in some applied fields.
In the most common modern definition (as the so-called thermochemical calorie) it equals exactly 4.148 J.
20 For the more exact values of this and other constants, see appendix UCA: Selected Units and Constants. Note
that both T and TK define the natural absolute (also called “thermodynamic”) scale of temperature, vanishing at
the same point – in contrast to such artificial scales as the degrees Celsius (“centigrades”), defined as TC  TK +
273.15, or the degrees Fahrenheit: TF  (9/5)TC + 32.
21 Historically, this notion was initially only qualitative – just as something distinguishing “hot” from “cold”.
After the invention of thermometers (the first one by Galileo Galilei in 1592), mostly based on the thermal
expansion of fluids, this notion had become quantitative but not very deep: being understood as something “what
thermometers measure” – until its physical sense as a measure of thermal motion’s intensity, was revealed in the
19th century.

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(ii) temperatures of all parts of a system are equal at equilibrium – see Eq. (8);
(iii) in a closed system whose parts are not in equilibrium, thermal energy (heat) always flows
from the warmer part (with a higher T) to the colder part.
In order to prove the last property, let us revisit the closed composite system shown in Fig. 2,
and consider another derivative:
dS dS1 dS 2 dS1 dE1 dS 2 dE 2
    . (1.10)
dt dt dt dE1 dt dE 2 dt
If the internal state of each part is very close to equilibrium (as was assumed from the very beginning) at
each moment of time, we can use Eq. (9) to replace the derivatives dS1,2/dE1,2 with 1/T1,2, getting
dS 1 dE1 1 dE 2
  . (1.11)
dt T1 dt T2 dt
Since in a closed system E = E1 + E2 = const, these time derivatives are related as dE2/dt = –dE1/dt, and
Eq. (11) yields
dS  1 1  dE1
   . (1.12)
dt  T1 T2  dt
But according to the 2nd law of thermodynamics, this derivative cannot be negative: dS/dt ≥ 0. Hence,
1 1  dE1
    0. (1.13)
 T1 T2  dt
For example, if T1 > T2, then dE1/dt  0, i.e. the warmer part gives energy to its colder counterpart.
Note also that such a heat exchange, at fixed volumes V1,2, and T1  T2, increases the total
system’s entropy, without performing any “useful” mechanical work – see Eq. (1).

1.3. The 1st and 3rd laws of thermodynamics, and heat capacity
Now let us consider a thermally insulated system whose volume V may be changed by force –
see, for example, Fig. 1. Such a system is different from the fully closed one, because its energy E may
be changed by the external force’s work – see Eq. (1):
dE  dW   PdV . (1.14)
Let the volume change be not only quasistatic but also static-friction-free (reversible), so that the system
is virtually at equilibrium at any instant. Such reversible process, in the particular case of a thermally
insulated system, it is also called adiabatic. If the pressure P (or any generalized external force F j) is
deterministic, i.e. is a predetermined function of time, independent of the state of the system under
analysis, it may be considered as coming from a fully ordered system, i.e. the one with zero entropy,
with the aggregate system (consisting of the system under our analysis plus the source of the force)
completely closed. Since the entropy of the total closed system should stay constant (see the second of
Eqs. (5) above), the S of the system under analysis should stay constant on its own. Thus we arrive at a
very important conclusion: at an adiabatic process in a system, its entropy cannot change. (Sometimes
such a process is called isentropic.) This means that we may use Eq. (14) to write

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 E 
P    . (1.15)
 V  S
Now let us consider a more general thermodynamic system that may also exchange thermal
energy (“heat”) with its environment (Fig. 3).

dQ dW
E(S, V) Fig. 1.3. An example of the thermodynamic
process involving both the mechanical work by
the environment and the heat exchange with it.

For such a system, our previous conclusion about the entropy’s constancy is not valid, so in
equilibrium, S may be a function of not only the system’s energy E but also of its volume: S = S(E, V).
Let us consider this relation resolved for energy: E = E(S, V), and write the general mathematical
expression for the full differential of E as a function of these two independent arguments:
 E   E 
dE    dS    dV . (1.16)
 S V  V  S
This formula, based on the stationary relation E = E(S, V), is evidently valid not only in equilibrium but
also for all reversible22 processes. Now, using Eqs. (9) and (15), we may rewrite Eq. (16) as
Energy:
dE  TdS  PdV . (1.17) differential

According to Eq. (1), the second term on the right-hand side of this equation is just the work of the
external force, so due to the conservation of energy,23 the first term has to be equal to the heat dQ
transferred from the environment to the system (see Fig. 3):

dE  dQ  dW , (1.18) st
1 law of
thermo-
dQ  TdS . (1.19) dynamics

The last relation, divided by T and then integrated along an arbitrary (but reversible!) process,
dQ
S  const, (1.20)
T
is sometimes used as an alternative definition of entropy S – provided that temperature is defined not by
Eq. (9), but in some independent way. It is useful to recognize that entropy (like energy) may be defined

22Let me emphasize again that any adiabatic process is reversible, but not vice versa.
23Such conservation, expressed by Eqs. (18)-(19), is commonly called the 1st law of thermodynamics. While it (in
contrast with the 2nd law) does not present any new law of nature, and in particular was already used de-facto to
write the first of Eqs. (5) and also Eq. (14), such a grand name was absolutely justified in the early 19th century
when the mechanical nature of internal energy (including the motion of atoms and molecules) was not at all clear.
In this context, the names of at least three great scientists: Benjamin Thompson (who gave, in 1799, convincing
arguments that heat cannot be anything but a form of particle motion), Julius Robert von Mayer (who conjectured
the conservation of the sum of the thermal and macroscopic mechanical energies in 1841), and James Prescott
Joule (who proved this conservation experimentally two years later), have to be reverently mentioned.

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only to an arbitrary constant, which does not affect any other thermodynamic observables. The common
convention is to take
S  0, at T  0 . (1.21)

This condition is sometimes called the “3rd law of thermodynamics”, but it is important to realize that
this is just a convention rather than a real law.24 Indeed, the convention corresponds well to the notion of
the full order at T = 0 in some systems (e.g., separate atoms or perfect crystals), but creates ambiguity
for other systems, e.g., amorphous solids (like the usual glasses) that may remain highly disordered for
“astronomic” times, even at T  0.
Now let us discuss the notion of heat capacity that, by definition, is the ratio dQ/dT, where dQ is
the amount of heat that should be given to a system to raise its temperature by a small amount dT. 25
(This notion is important because the heat capacity may be most readily measured experimentally.) The
heat capacity depends, naturally, on whether the heat dQ goes only into an increase of the internal
energy dE of the system (as it does if its volume V is constant), or also into the mechanical work (–dW)
performed by the system at its expansion – as it happens, for example, if the pressure P, rather than the
volume V, is fixed (the so-called isobaric process – see Fig. 4).

Mg

dQ Mg
P  const Fig. 1.4. The simplest example of
A
the isobaric process.

Hence we should discuss at least two different quantities, 26 the heat capacity at fixed volume,
 Q 
CV    (1.22)
Heat
 T V
capacity: and the heat capacity at fixed pressure
definitions
 Q 
CP    , (1.23)
 T  P

24Actually, the 3rd law (also called the Nernst theorem) as postulated by Walter Hermann Nernst in 1912 was
different – and really meaningful: “It is impossible for any procedure to lead to the isotherm T = 0 in a finite
number of steps.” I will discuss this theorem at the end of Sec. 6.
25 By this definition, the full heat capacity of a system is an extensive variable, but it may be used to form such
intensive variables as the heat capacity per particle, called the specific heat capacity, or just the specific heat.
(Please note that the last terms are rather ambiguous: they are also used for the heat capacity per unit mass and per
unit volume, so some caution is in order.)
26 Dividing both sides of Eq. (19) by dT, we get the general relation dQ/dT = TdS/dT, which may be used to
rewrite the definitions (22) and (23) in the following forms:
 S   S 
CV  T   , CP  T   ,
 T V  T  P
which are more convenient for some applications.

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and expect that for all “normal” (mechanically stable) systems, CP  CV. The difference between CP and
CV is minor for most liquids and solids, but may be very substantial for gases – see the next section.

1.4. Thermodynamic potentials

Since for a fixed volume, dW = –PdV = 0 and Eq. (18) yields dQ = dE, we may rewrite Eq. (22)
in another convenient form
 E 
CV    . (1.24)
 T V
so to calculate CV from a certain statistical-physics model, we only need to calculate E as a function of
temperature and volume. If we want to obtain a similarly convenient expression for CP, the best way is
to introduce a new notion of so-called thermodynamic potentials – whose introduction and effective use
is perhaps one of the most impressive techniques of thermodynamics. For that, let us combine Eqs. (1)
and (18) to write the 1st law of thermodynamics in its most common form

dQ  dE  PdV . (1.25)
At an isobaric process (Fig. 4), i.e. at P = const, this expression is reduced to
dQ P  dE P  d ( PV ) P  d ( E  PV ) P . (1.26)
Thus, if we introduce a new function with the dimensionality of energy:27
Enthalpy:
H  E  PV , (1.27) definition

called enthalpy (or, sometimes, the “heat function” or the “heat contents”),28 we may rewrite Eq. (23) as
 H 
CP    . (1.28)
 T  P
Comparing Eqs. (28) and (24), we see that for the heat capacity, the enthalpy H plays the same role at
fixed pressure as the internal energy E plays at fixed volume.
Now let us explore the enthalpy’s properties at an arbitrary reversible process, lifting the
restriction P = const, but keeping the definition (27). Differentiating this equality, we get
dH  dE  PdV  VdP . (1.29)
Plugging into this relation Eq. (17) for dE, we see that the terms PdV cancel, yielding a very simple
expression
Enthalpy:
dH  TdS  VdP , (1.30) differential

whose right-hand side differs from Eq. (17) only by the swap of P and V in the second term, with the
simultaneous change of its sign. Formula (30) shows that if H has been found (say, experimentally

27From the point of view of mathematics, Eq. (27) is a particular case of the so-called Legendre transformations.
28This function (as well as the Gibbs free energy G, see below), had been introduced in 1875 by J. Gibbs, though
the term “enthalpy” was coined (much later) by H. Onnes.

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measured or calculated for a certain microscopic model) as a function of the entropy S and the pressure
P of a system, we can calculate its temperature T and volume V by simple partial differentiation:
 H   H 
T   , V   . (1.31)
 S  P  P  S
The comparison of the first of these relations with Eq. (9) shows that not only for the heat capacity but
for the temperature as well, at fixed pressure, enthalpy plays the same role as played by internal energy
at fixed volume.
This success immediately raises the question of whether we could develop this idea further on,
by defining other useful thermodynamic potentials – the variables with the dimensionality of energy that
would have similar properties – first of all, a potential that would enable a similar swap of T and S in its
full differential, in comparison with Eq. (30). We already know that an adiabatic process is a reversible
process with constant entropy, inviting analysis of a reversible process with constant temperature. Such
an isothermal process may be implemented, for example, by placing the system under consideration into
thermal contact with a much larger system (called either the heat bath, or “heat reservoir”, or
“thermostat”) that remains in thermodynamic equilibrium at all times – see Fig. 5.

heat bath

T
Fig. 1.5. The simplest
dQ example of the isothermal
process.

Due to its very large size, the heat bath’s temperature T does not depend on what is being done
with our system. If the change is being done sufficiently slowly (i.e. reversibly), this temperature is also
the temperature of our system – see Eq. (8) and its discussion. Let us calculate the elementary
mechanical work dW (1) at such a reversible isothermal process. According to the general Eq. (18), dW
= dE – dQ. Plugging dQ from Eq. (19) into this equality, for T = const we get

dW T  dE  TdS  d ( E  TS )  dF , (1.32)

where the following combination,
Free energy: F  E  TS , (1.33)
definition

is called the free energy (or the “Helmholtz free energy”, or just the “Helmholtz energy”29). Just as we
have done for the enthalpy, let us establish properties of this new thermodynamic potential for an
arbitrarily small, reversible (now not necessarily isothermal!) variation of variables, while keeping the
definition (33). Differentiating this relation and then using Eq. (17), we get
Free energy:
differential dF   SdT  PdV . (1.34)

29 It was named after Hermann von Helmholtz (1821-1894). The last of the listed terms for F was recommended
by the most recent (1988) IUPAC’s decision, but I will use the first term, which prevails in the physics literature.
The origin of the adjective “free” stems from Eq. (32): F is may be interpreted as the internal energy’s part that is
“free” to be transferred to the mechanical work, at the (very common) isothermal process.

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Thus, if we know the function F(T, V), we can calculate S and P by simple differentiation:
 F   F 
S    , P    . (1.35)
 T V  V  T
Now we may notice that the system of all partial derivatives may be made full and symmetric if
we introduce one more thermodynamic potential. Indeed, we have already seen that each of the three
already introduced thermodynamic potentials (E, H, and F) has an especially simple full differential if it
is considered as a function of its two canonical arguments: one of the “thermal variables” (either S or T)
and one of the “mechanical variables” (either P or V):30

E  E ( S ,V ); H  H ( S , P); F  F (T , V ). (1.36)
In this list of pairs of four arguments, only one pair is missing: {T, P}. The thermodynamic function of
this pair, which gives the two remaining variables (S and V) by simple differentiation, is called the
Gibbs energy (or sometimes the “Gibbs free energy”): G = G(T, P). The way to define it in a symmetric
fashion is evident from the so-called circular diagram shown in Fig. 6.

(a) (b)
S H P S H P

+PV -TS Fig. 1.6. (a) The circular diagram and

E G E G (b) an example of its use for variable
-TS +PV calculation. The thermodynamic
potentials are typeset in red, each
flanked with its two canonical
V F T V F T arguments.

In this diagram, each thermodynamic potential is placed between its two canonical arguments –
see Eq. (36). The left two arrows in Fig. 6a show the way the potentials H and F have been obtained
from energy E – see Eqs. (27) and (33). This diagram hints that G has to be defined as shown by either
of the two right arrows on that panel, i.e. as
Gibbs energy:
G  F  PV  H  TS  E  TS  PV . (1.37) definition

In order to verify this idea, let us calculate the full differential of this new thermodynamic potential,
using, e.g., the first form of Eq. (37) together with Eq. (34):
Gibbs energy:
dG  dF  d ( PV )  ( SdT  PdV )  ( PdV  VdP)   SdT  VdP, (1.38) differential

so if we know the function G(T, P), we can indeed readily calculate both entropy and volume:
 G   G 
S    , V   . (1.39)
 T  P  P  T

30 Note the similarity of this situation with that is analytical mechanics (see, e.g., CM Chapters 2 and 10): the
Lagrangian function may be used for a simple derivation of the equations of motion if it is expressed as a function
of generalized coordinates and their velocities, while to use the Hamiltonian function in a similar way, it has to be
expressed as a function of the generalized coordinates and the corresponding momenta.

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The circular diagram completed in this way is a good mnemonic tool for recalling Eqs. (9), (15),
(31), (35), and (39), which express thermodynamic variables as partial derivatives of the thermodynamic
potentials. Indeed, the variable in any corner of the diagram may be found as a partial derivative of any
of two potentials that are not its direct neighbors, over the variable in the opposite corner. For example,
the green line in Fig. 6b corresponds to the second of Eqs. (39), while the blue line, to the second of Eqs.
(31). At this procedure, all the derivatives giving the variables of the upper row (S and P) have to be
taken with negative signs, while those giving the variables of the bottom row (V and T), with positive
signs.31
Now I have to justify the collective name “thermodynamic potentials” used for E, H, F, and G.
For that, let us consider a macroscopically irreversible process, for example, direct thermal contact of
two bodies with different initial temperatures. As was discussed in Sec. 2, at such a process, the entropy
may grow even without the external heat flow: dS  0 at dQ = 0 – see Eq. (12). This means that at a
more general process with dQ  0, the entropy may grow faster than predicted by Eq. (19), which has
been derived for a reversible process, so
dQ
dS  , (1.40)
T
with the equality approached in the reversible limit. Plugging Eq. (40) into Eq. (18) (which, being just
the energy conservation law, remains valid for irreversible processes as well), we get

dE  TdS  PdV . (1.41)

We can use this relation to have a look at the behavior of other thermodynamic potentials in
irreversible situations, still keeping their definitions given by Eqs. (27), (33), and (37). Let us start from
the (very common) case when both the temperature T and the volume V of a system are kept constant. If
the process is reversible, then according to Eq. (34), the full time derivative of the free energy F would
equal zero. Eq. (41) says that in an irreversible process, this is not necessarily so: if dT = dV =0, then
dF d dE dS
 ( E  TS ) T  T  0. (1.42)
dt dt dt dt
Hence, in the general (irreversible) situation, F can only decrease, but not increase in time. This means
that F eventually approaches its minimum value F(T, V) given by the equations of reversible
thermodynamics. To re-phrase this important conclusion, in the case T = const and V = const, the free
energy F, i.e. the difference E – TS, plays the role of the potential energy in the classical mechanics of
dissipative processes: its minimum corresponds to the (in the case of F, thermodynamic) equilibrium of
the system. This is one of the key results of thermodynamics, and I invite the reader to give it some
thought. One of its possible handwaving interpretations of this fact is that the heat bath with fixed T > 0,
i.e. with a substantial thermal agitation of its components, “wants” to impose thermal disorder in the
system immersed into it, by “rewarding” it with lower F for any increase of the disorder.

31 There is also a wealth of other relations between thermodynamic variables that may be represented as second
derivatives of the thermodynamic potentials, including four Maxwell relations such as (S/V)T = (P/T)V, etc.
(They may be readily recovered from the well-known property of a function of two independent arguments, say,
f(x, y): (f/x)/y = (f/y)/x.) In this chapter, I will list only the thermodynamic relations that will be used
later in the course; a more complete list may be found, e.g., in Sec. 16 of the book by L. Landau and E. Lifshitz,
Statistical Physics, Part 1, 3rd ed., Pergamon, 1980 (and its later re-printings).

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Repeating the calculation for a different case, T = const, P = const, it is easy to see that in this
case the same role is played by the Gibbs energy:
dG d dE dS dV dS dV dS dV
 ( E  TS  PV )  T P  (T P ) T P  0, (1.43)
dt dt dt dt dt dt dt dt dt
so the thermal equilibrium now corresponds to the minimum of G rather than F.
For the two remaining thermodynamic potentials, E and H, calculations similar to Eqs. (42) and
(43) are possible but make less sense because that would require keeping S = const (with V = const for
E, and P = const for H) for an irreversible process, but it is usually hard to prevent the entropy from
growing if initially it had been lower than its equilibrium value, at least on the long-term basis.32 Thus
physically, the circular diagram is not so symmetric after all: G and F are somewhat more useful for
most practical calculations than E and H.
Note that the difference G – F = PV between the two “more useful” potentials has very little to
do with thermodynamics at all because this difference exists (although is not much advertised) in
classical mechanics as well.33 Indeed, the difference may be generalized as G – F = –Fq, where q is a
generalized coordinate, and F is the corresponding generalized force. The minimum of F corresponds
to the equilibrium of an autonomous system (with F = 0), while the equilibrium position of the same
system under the action of external force F is given by the minimum of G. Thus the external force
“wants” the system to subdue to its effect, “rewarding” it with lower G.
Moreover, the difference between F and G becomes a bit ambiguous (approach-dependent) when
the product Fq may be partitioned into single-particle components – just as it is done in Eqs. (2b) and
(3b) for the electric and magnetic fields. Here the applied field may be taken into account on the
microscopic level, by including its effect directly into the energy k of each particle. In this case, the
field contributes to the total internal energy E directly, and hence the thermodynamic equilibrium (at T =
const) is described as the minimum of F. (We may say that in this case F = G, unless a difference
between these thermodynamic potentials is created by the actual mechanical pressure P.) However, in
some cases, typically for condensed systems with their strong interparticle interactions, the easier (and
sometimes the only practicable34) way to account for the field is on the macroscopic level, by taking G
= F – Fq. In this case, the same equilibrium state is described as the minimum of G. (Several examples
of this dichotomy will be given later in this course.) Whatever the choice, one should mind not take the
same field effect into account twice.

32 There are a few practicable systems, notably including the so-called adiabatic magnetic refrigerators (to be
discussed in Chapter 2), where the unintentional growth of S is so slow that the condition S = const may be
closely approached during a finite but substantial time interval.
33 It is convenient to describe it as the difference between the “usual” (internal) potential energy U of the system
to its “Gibbs potential energy” UG – see CM Sec. 1.4. For the readers who skipped that discussion: my pet
example is the usual elastic spring with U = kx2/2, under the effect of an external force F, whose equilibrium
position (x0 = F/k) evidently corresponds to the minimum of UG = U – Fx, rather than just U.
34 An example of such an extreme situation is the case when an external magnetic field H is applied to a

macroscopic sample of a type-1 superconductor in its so-called intermediate state, in which the sample partitions
into domains of the “normal” phase with B = 0H, and the superconducting phase with B = 0. (For more on this
topic see, e.g., EM Secs. 6.4-6.5.) In this case, the field is effectively applied to the interfaces between the
domains, very similarly to the mechanical pressure applied to a gas portion via a piston – see Fig. 1 again.

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One more important conceptual question I would like to discuss here is why usually statistical
physics pursues the calculation of thermodynamic potentials rather than just of a relation between P, V,
and T. (Such relation is called the equation of state of the system.) Let us explore this issue on the
particular but very important example of an ideal classical gas in thermodynamic equilibrium, for which
the equation of state should be well known to the reader from undergraduate physics:35
Ideal gas:
equation
of state
PV  NT , (1.44)

where N is the number of particles in volume V. (In Chapter 3, we will derive Eq. (44) from statistics.)
Let us try to use it for the calculation of all thermodynamic potentials, and all other thermodynamic
variables discussed above. We may start, for example, from the calculation of the free energy F. Indeed,
integrating the second of Eqs. (35) with the pressure calculated from Eq. (44), P = NT/V, we get
dV d (V / N ) V
F    PdV T  const   NT    NT    NT ln  Nf (T ), (1.45)
V (V / N ) N
where V has been divided by N in both instances just to represent F as a manifestly extensive variable, in
this uniform system proportional to N. The integration “constant” f(T) is some function of temperature,
which cannot be recovered from the equation of state. This function affects all other thermodynamic
potentials, and the entropy as well. Indeed, using the first of Eqs. (35) together with Eq. (45), we get
 F   V df T  
S     N ln  , (1.46)
 T V  N dT 
and now may combine Eqs. (33) with (46) to calculate the (internal) energy of the gas,36
 V   V df T    df T  
E  F  TS   NT ln  Nf T   T  N ln  N   N  f T   T . (1.47)
 N   N dT   dT 
From here, we may use Eqs. (27), (44), and (47) to calculate the gas’ enthalpy,
 df T  
H  E  PV  E  NT  N  f T   T  T , (1.48)
 dT 
and, finally, plug Eqs. (44) and (45) into Eq. (37) to calculate its Gibbs energy
 V 
G  F  PV  N  T ln  f T   T  . (1.49)
 N 

35 The long history of the gradual discovery of this relation includes the very early (circa 1662) work by R. Boyle
and R. Townely, followed by contributions from H. Power, E. Mariotte, J. Charles, J. Dalton, and J. Gay-Lussac.
It was fully formulated by Benoît Paul Émile Clapeyron in 1834, in the form PV = nRTK, where n is the number of
moles in the gas sample, and R  8.31 J/moleK is the so-called gas constant. This form is equivalent to Eq. (44),
taking into account that R  kBNA, where NA = 6.022 140 761023 mole-1 is the Avogadro number, i.e. the number
of molecules per mole. (By the mole’s definition, NA is just the reciprocal mass, in grams, of the 1/12th part of the
12
C atom, which is close to the masses of one proton or one neutron – see Appendix UCA: Selected Units and
Constants.) Historically, this equation of state was the main argument for the introduction of the absolute
temperature T, because only with it, the equation acquires the spectacularly simple form (44).
36 Note that Eq. (47), in particular, describes a very important property of the ideal classical gas: its energy
depends only on temperature (and the number of particles), but not on volume or pressure.

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One might ask whether the function f(T) is physically significant, or it is something like the
inconsequential, arbitrary constant – like the one that may be always added to the potential energy in
non-relativistic mechanics. In order to address this issue, let us calculate, from Eqs. (24) and (28), both
heat capacities, which are evidently measurable quantities:
 E  d2 f
CV      NT , (1.50)
 T V dT 2
 H   d2 f 
CP     N 
  T  1   CV  N . (1.51)
 T  P
2
 dT 
We see that the function f(T), or at least its second derivative, is measurable.37 (In Chapter 3, we
will calculate this function for two simple “microscopic” models of the ideal classical gas.) The meaning
of this function is evident from the physical picture of the ideal gas: the pressure P exerted on the walls
of the containing volume is produced only by the translational motion of the gas molecules, while their
internal energy E (and hence other thermodynamic potentials) may be also contributed by the internal
dynamics of the molecules – their rotation, vibration, etc. Thus, the equation of state does not give us the
full thermodynamic description of a system, while the thermodynamic potentials do.

1.5. Systems with a variable number of particles

Now we have to consider one more important case: when the number N of particles in a system
is not rigidly fixed, but may change as a result of a thermodynamic process. A typical example of such a
system is a gas sample separated from the environment by a penetrable partition – see Fig. 7.38

environment

system
dN
Fig. 1.7. An example of a system
with a variable number of particles.

Let us analyze this situation in the simplest case when all the particles are similar. (In Sec. 4.1,
this analysis will be extended to systems with particles of several sorts). In this case, we may consider N
as an independent thermodynamic variable whose variation may change the energy E of the system, so
Eq. (17) (valid for a slow, reversible process) should now be generalized as
Chemical
dE  TdS  PdV  dN , (1.52) potential:
definition

37 Note, however, that the difference CP – CV = N is independent of f(T). (If the temperature is measured in
kelvins, this relation takes a more familiar form CP – CV = nR.) It is straightforward (and hence left for the reader’s
exercise) to prove that the difference CP – CV of any system is fully determined by its equation of state.
38 Another important example is a gas in contact with an open-surface liquid or solid of similar molecules.

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where  is some new function of state, called the chemical potential.39 Keeping the definitions of other
thermodynamic potentials, given by Eqs. (27), (33), and (37) intact, we see that the expressions for their
differentials should be generalized as
dH  TdS  VdP  dN , (1.53a)
dF   SdT  PdV  dN , (1.53b)
dG   SdT  VdP  dN , (1.53c)
so the chemical potential may be calculated as either of the following partial derivatives:40

 E   H   F   G 
         . (1.54)
 N  S ,V  N  S , P  N  T ,V  N  T , P
Despite the formal similarity of all Eqs. (54), one of them is more consequential than the others.
Indeed, the Gibbs energy G is the only thermodynamic potential that is a function of two intensive
parameters, T and P. However, just as all thermodynamic potentials, G has to be extensive, so in a
system of similar particles it has to be proportional to N:
G  Ng , (1.55)
where g is some function of T and P. Plugging this expression into the last of Eqs. (54), we see that 
equals exactly this function, so
G
 as Gibbs  , (1.56)
energy N
i.e. the chemical potential is just the Gibbs energy per particle.
In order to demonstrate how vital the notion of chemical potential may be, let us consider the
situation (parallel to that shown in Fig. 2) when a system consists of two parts, with equal pressure and
temperature, that can exchange particles at a relatively slow rate (much slower than the speed of the
internal relaxation of each part). Then we can write two equations similar to Eqs. (5):
N  N1  N 2 , G  G1  G2 , (1.57)
where N = const, and Eq. (56) may be used to describe each component of G:
G  1 N 1   2 N 2 . (1.58)
Plugging the N2 expressed from the first of Eqs. (57), N2 = N – N1, into Eq. (58), we see that
dG (1.59)
 1   2 ,
dN 1
so the minimum of G is achieved at 1 = 2. Hence, in the conditions of fixed temperature and pressure,
i.e. when G is the appropriate thermodynamic potential, the chemical potentials of the system parts
should be equal – the so-called chemical equilibrium.

39 This name, of a historic origin, is misleading: as evident from Eq. (52),  has a clear physical sense of the
average energy cost of adding one more particle to a system with N >> 1.
40 Note that strictly speaking, Eqs. (9), (15), (31), (35), and (39) should be now generalized by adding another
lower index, N, to the corresponding derivatives; I will just imply them being calculated at constant N.

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Finally, later in the course, we will also run into several cases when the volume V of a system, its
temperature T, and the chemical potential  are all fixed. (The last condition may be readily
implemented by allowing the system of our interest to exchange particles with an environment so large
that its  stays constant.) The thermodynamic potential appropriate for this case may be obtained by
subtraction of the product N from the free energy F, resulting in the so-called grand thermodynamic
(or “Landau”) potential:
G Grand
Ω  F  N  F  N  F  G   PV . (1.60) potential:
N definition

Indeed, for a reversible process, the full differential of this potential is

Grand
d  dF  d ( N )  ( SdT  PdV  dN )  ( dN  Nd )   SdT  PdV  Nd , (1.61) potential:
differential

so if  has been calculated as a function of T, V, and , other thermodynamic variables may be found as
        
S    , P    , N    . (1.62)
 T V ,   V  T ,     T ,V
Now acting exactly as we have done for other potentials, it is straightforward to prove that an
irreversible process with fixed T, V, and , provides d/dt  0, so the system’s equilibrium indeed
corresponds to the minimum of its grand potential . We will repeatedly use this fact in this course.

1.6. Thermal machines

In order to complete this brief review of thermodynamics, I cannot completely pass the topic of
thermal machines – not because it will be used much in this course, but mostly because of its practical
and historic significance.41 Figure 8a shows the generic scheme of a thermal machine that may perform
mechanical work on its environment (in our notation, equal to –W) during each cycle of the
expansion/compression of some “working gas”, by transferring different amounts of heat from a high-
temperature heat bath (QH) and to the low-temperature bath (QL).

(a) (b)
TH
P
QH
W
“working gas” W

QL
TL 0 V
Fig. 1.8. (a) The simplest implementation of a thermal machine, and (b) the graphic representation of the
mechanical work it performs. On panel (b), the solid arrow indicates the heat engine cycle direction,
while the dashed arrow, the refrigerator cycle direction.

41The whole field of thermodynamics was spurred by the famous 1824 work by Nicolas Léonard Sadi Carnot, in
which he, in particular, gave an alternative, indirect form of the 2nd law of thermodynamics – see below.

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One relation between the three amounts QH, QL, and W is immediately given by the energy
conservation (i.e. by the 1st law of thermodynamics):
QH  QL  W . (1.63)
From Eq. (1), the mechanical work during the cycle may be calculated as

 W   PdV , (1.64)

and hence represented by the area circumvented by the state-representing point on the [P, V] plane – see
Fig. 8b. Note that the sign of this circular integral depends on the direction of the point’s rotation; in
particular, the work (–W) done by the working gas is positive at its clockwise rotation (pertinent to heat
engines) and negative in the opposite case (implemented in refrigerators and heat pumps – see below).
Evidently, the work depends on the exact form of the cycle, which in turn may depend not only on TH
and TL, but also on the working gas’ properties.
An exception to this rule is the famous Carnot cycle, consisting of two isothermal and two
adiabatic processes (all reversible!). In its heat engine’s form, the cycle may start, for example, from an
isothermic expansion of the working gas in contact with the hot bath (i.e. at T = TH). It is followed by its
additional adiabatic expansion (with the gas being disconnected from both heat baths) until its
temperature drops to TL. Then an isothermal compression of the gas is performed in its contact with the
cold bath (at T = TL), followed by its additional adiabatic compression to raise T to TH again, after which
the cycle is repeated again and again. Note that during this specific cycle, the working gas is never in
contact with both heat baths simultaneously, thus avoiding the irreversible heat transfer between them.
The cycle’s shape on the [V, P] plane (Fig. 9a) depends on the exact properties of the working gas and
may be rather complicated. However, since the system’s entropy is constant at any adiabatic process, the
Carnot cycle’s shape on the [S, T] plane is always rectangular – see Fig. 9b.

(a) (b)
P T
T  TH
TH Fig. 1.9. Representations of the
S  S1
Carnot cycle: (a) on the [V, P]
S  S2
plane (schematically), and (b) on
TL the [S, T] plane. The meaning of
T  TL
the arrows is the same as in Fig. 8.
0 V 0 S1 S2 S

Since during each isotherm, the working gas is brought into thermal contact only with the
corresponding heat bath, i.e. its temperature is constant, the relation (19), dQ = TdS, may be
immediately integrated to yield
QH  TH ( S 2  S1 ), QL  TL ( S 2  S1 ). (1.65)

Hence the ratio of these two heat flows is completely determined by their temperature ratio:
QH TH
 , (1.66)
QL TL

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regardless of the working gas properties. Formulas (63) and (66) are sufficient to find the ratio of the
work (–W) to any of QH and QL. For example, the main figure-of-merit of a thermal machine used as a
heat engine (QH > 0, QL > 0, –W =  W  > 0), is its efficiency
W Q H  QL Q Heat
   1  L  1. (1.67) engine’s
QH QH QH efficiency:
definition

For the Carnot cycle, this definition, together with Eq. (66), immediately yields the famous relation
Carnot
TL
 Carnot  1  , (1.68) cycle’s
TH efficiency

which shows that at a given TL (that is typically the ambient temperature ~300 K), the efficiency may be
increased, ultimately to 1, by raising the temperature TH of the heat source.42
The unique nature of the Carnot cycle (see Fig. 9b again) makes its efficiency (68) the upper
limit for any heat engine.43 Indeed, in this cycle, the transfer of heat between any heat bath and the
working gas is performed reversibly, when their temperatures are equal. (If this is not so, some heat may
flow from the hotter to the colder bath without performing any work.) In particular, it shows that max =
0 at TH = TL, i.e., no heat engine can perform mechanical work in the absence of temperature gradients.44
On the other hand, if the cycle is reversed (see the dashed arrows in Figs. 8 and 9), the same
thermal machine may serve as a refrigerator, providing heat removal from the low-temperature bath (QL
< 0) at the cost of consuming external mechanical work: W > 0. This reversal does not affect the basic
relation (63), which now may be used to calculate the relevant figure-of-merit, called the cooling
coefficient of performance (COPcooling):
QL QL
COPcooling   . (1.69)
W QH  QL
Notice that this coefficient may be above unity; in particular, for the Carnot cycle we may use Eq. (66)
(which is also unaffected by the cycle reversal) to get
TL
(COPcooling ) Carnot  , (1.70)
TH  TL
so this value is larger than 1 at TH < 2TL, and may be even much larger when the temperature difference
(TH – TL) sustained by the refrigerator, tends to zero. For example, in a typical air-conditioning system,
this difference is of the order of 10 K, while TL ~ 300 K, so (TH – TL) ~ TL/30, i.e. the Carnot value of

42 Semi-quantitatively, this trend is valid also for other, less efficient but more practicable heat engine cycles – see
Problems 15-18. This trend is the leading reason why internal combustion engines, with TH of the order of 1,500
K, are more efficient than steam engines, with TH of at most a few hundred K.
43 In some alternative axiomatic systems of thermodynamics, this fact is postulated and serves the role of the 2nd
law. This is why it is under persisting (predominantly, theoretical) attacks by suggestions of more efficient heat
engines – notably, with quantum systems. To the best of my knowledge, reliable analyses of all the suggestions
put forward so far have confirmed that the Carnot efficiency (68) cannot be exceeded even using quantum-
mechanical cycles – see, e.g., the recent review by S. Bhattacharjee and A. Dutta, Eur. J. Phys. 94, 239 (2021).
44 Such a hypothetical heat engine that would violate the 2nd law of thermodynamics, is called the “perpetual
motion machine of the 2nd kind” – in contrast to any (also hypothetical) “perpetual motion machine of the 1st
kind” that would violate the 1st law, i.e., the energy conservation.

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COPcooling is as high as ~30. (In the state-of-the-art commercial HVAC systems it is within the range of 3
to 4.) This is why the term “cooling efficiency”, used in some textbooks instead of (COP)cooling, may be
misleading.
Since in the reversed cycle QH = –W + QL < 0, i.e. the system provides heat flow into the high-
temperature heat bath, it may be used as a heat pump for heating purposes. The figure-of-merit
appropriate for this application is different from Eq. (69):
QH QH
COPheating   , (1.71)
W QH  Q L
so for the Carnot cycle, using Eq. (66) again, we get
TH
(COPheating ) Carnot  . (1.72)
TH  TL
Note that this COP is always larger than 1, meaning that the Carnot heat pump is always more
efficient than the direct conversion of work into heat (when QH = –W, so COPheating = 1), though
practical electricity-driven heat pumps are substantially more complex and hence more expensive than
simple electric heaters. Such heat pumps, with typical COPheating values of around 4 in summer and 2 in
winter, are frequently used for heating large buildings.
Finally, note that according to Eq. (70), the COPcooling of the Carnot cycle tends to zero at TL 
0, making it impossible to reach the absolute zero of temperature, and hence illustrating the meaningful
(Nernst’s) formulation of the 3rd law of thermodynamics, cited in Sec. 3. Indeed, let us prescribe a finite
but very large heat capacity C(T) to the low-temperature bath, and use the definition of this variable to
write the following expression for the relatively small change of its temperature as a result of dn similar
refrigeration cycles:
C (TL )dTL  QL dn . (1.73)
Together with Eq. (66), this relation yields
C (TL )dTL QH
 dn . (1.74)
TL TH
If TL  0, so TH >>TL and  QH   –W = const, the right-hand side of this equation does not depend on
TL, so if we integrate it over many (n >> 1) cycles, getting the following simple relation between the
initial and final values of TL:
Tfin
C (T )dT QH
 T

TH
n. (1.75)
Tini

For example, if C(T) is a constant, Eq. (75) yields an exponential law,

 QH 
Tfin  Tini exp n , (1.76)
 CTH 
with the absolute zero of temperature not reached as any finite n. Even for an arbitrary function C(T)
that does not vanish at T  0, Eq. (74) proves the Nernst theorem, because dn diverges at TL  0.

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1.7. Exercise problems

1.1. Two bodies, with temperature-independent heat capacities C1 and C2, and different initial
temperatures T1 and T2, are placed into a weak thermal contact. Calculate the change of the total entropy
of the system before it reaches thermal equilibrium.

1.2. A gas portion has the following properties:

(i) its heat capacity CV = aT b, and
(ii) the work W T needed for its isothermal compression from V2 to V1 equals cTln(V2/V1),
where a, b, and c are some constants. Find the equation of state of the gas, and calculate the temperature
dependences of its entropy S and thermodynamic potentials E, H, F, G, and .

1.3. A volume with an ideal classical gas of similar molecules is separated into two parts with a
partition so that the number N of molecules in each part is the same, but their volumes are different. The
gas is initially in thermal equilibrium with the environment, and its pressure in one part is P1, and in the
other part, P2. Calculate the change of entropy resulting from a fast removal of the partition.

1.4. An ideal classical gas of N particles is initially confined to volume V, and is in thermal
equilibrium with a heat bath of temperature T. Then the gas is allowed to expand to volume V’ > V in
one of the following ways:
(i) The expansion is slow, so due to the sustained thermal contact with the heat bath, the gas
temperature remains equal to T.
(ii) The partition separating the volumes V and (V’ –V) is removed very fast, allowing the gas to
expand rapidly.
For each case, calculate the changes of pressure, temperature, energy, and entropy of the gas
during its expansion, and compare the results.

1.5. For an ideal classical gas with temperature-independent specific heat, derive the relation
between P and V at its adiabatic expansion/compression.

1.6. Calculate the speed and the wave impedance of acoustic waves propagating in an ideal
classical gas with temperature-independent specific heat, in the limits when the propagation may be
treated as:
(i) an isothermal process, and
(ii) an adiabatic process.
Which of these limits is achieved at higher wave frequencies?

1.7. As will be discussed in Sec. 3.5, the so-called “hardball” models of classical particle
interaction yield the following equation of state of a gas of such particles:
P  T n  ,
where n = N/V is the particle density, and the function (n) is generally different from that (ideal(n) = n)
of the ideal gas, but still independent of temperature. For such a gas, with a temperature-independent cV,
calculate:

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(i) the energy of the gas, and

(ii) its pressure as a function of n at an adiabatic compression.

1.8. For an arbitrary thermodynamic system with a fixed number of particles, prove the four
Maxwell relations (already mentioned in Sec. 4):
 S   P   V   T 
i  :     , ii  :     ,
 V  T  T V  S  P  P  S
 S   V   P   T 
iii  :      , iv  :      ,
 P  T  T  P  S V  V  S
and also the following formula:
 E   P 
v  :    T   P.
 V  T  T V

1.9. Express the heat capacity difference (CP – CV) via the equation of state P = P(V, T) of the
system.

1.10. Prove that the isothermal compressibility45

1  V 
T    
V  P  T , N
of a system of N similar particles may be expressed in two different ways:
V2  2P  V  N 
T   2   2   .
N2    T N    T ,V

1.11 Throttling46 is gas expansion by driving it through either a small hole (called the throttling
valve) or a porous partition, by an externally sustained constant difference of pressure on two sides of
such an obstacle.
(i) Prove that in the absence of heat exchange with the environment, the enthalpy of the
transferred gas does not change.
(ii) Express the so-called Joule-Thomson coefficient (T/P)H, which characterizes the gas
temperature change at throttling, via its thermal expansion coefficient   (V/T)P/V.

1.12. A system with a fixed number of particles is in thermal and mechanical contact with its
environment of temperature T0 and pressure P0. Assuming that the internal relaxation of the system is
sufficiently fast, derive the conditions of stability of its equilibrium with the environment with respect to
small perturbations.

45Note that the compressibility is just the reciprocal bulk modulus,  = 1/K – see, e.g., CM Sec. 7.3.
46Sometimes it is called the Joule-Thomson process, though more typically, the latter term refers to the possible
gas cooling at the throttling.

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1.13. Derive the analog of the relation for the difference (CP – CV), whose derivation was the
task of Problem 9, for a fixed-volume sample with a uniform magnetization M parallel to the uniform
external field H. Spell out this result for a paramagnet that obeys the Curie law M  H/T – the relation
to be derived and discussed later in this course.

1.14. Two bodies have equal temperature-independent heat capacities C, but different
temperatures, T1 and T2. Calculate the maximum mechanical work obtainable from this system by using
a heat engine.
P
1.15. Express the efficiency  of a heat engine that uses the so-
P
called Joule (or “Brayton”) cycle consisting of two adiabatic and two max
S  const
isobaric processes (see the figure on the right), via the minimum and
maximum values of pressure, and compare the result with Carnot. P S  const
min
Assume an ideal classical working gas with temperature-independent
CP and CV. 0 V
P
1.16. Calculate the efficiency of a heat engine using the Otto S  const
cycle47 that consists of two adiabatic and two isochoric (constant-
volume) reversible processes – see the figure on the right. Explore how
the efficiency depends on the compression ratio r  Vmax/Vmin, and
compare it with the Carnot cycle’s efficiency. Assume an ideal classical S  const
working gas with temperature-independent heat capacity. 0
V0 rV0 V
1.17. The Diesel cycle (an approximate model of the Diesel P  const
internal combustion engine’s operation) consists of two adiabatic P
2 3
processes, one isochoric process, and one isobaric process – see the S  const
figure on the right. Assuming an ideal working gas with temperature- 4
independent CV and CP, express the cycle’s efficiency  via its two S  const V  const
dimensionless parameters: the so-called cutoff ratio   V3/V2 > 1 and the 1
compression ratio r  V1/V2 >  . 0 V
1.18. A heat engine’s cycle consists of two isothermal (T = T
const) and two isochoric (V = const) processes – see the figure on the
right.48 TH
(i) Assuming that the working gas is an ideal classical gas of N
particles, calculate the mechanical work performed by the engine during
one cycle. TL
(ii) Are the specified conditions sufficient to calculate the
engine’s efficiency? (Justify your answer.) 0 V1 V2 V

47 This name stems from the fact that the cycle is an approximate model of operation of the four-stroke internal
combustion engine, which was improved and made practicable (though not invented!) by N. Otto in 1876.
48 The reversed cycle of this type is a reasonable approximation for the operation of the Stirling and Gifford-
McMahon (GM) refrigerators, broadly used for cryocooling – for a recent review see, e.g., A. de Waele, J. Low
Temp. Phys. 164, 179 (2011).

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