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Occupation and the two-dimensional Fermi energy. For an independent single-particle state, the Fermi-Dirac distribution isThe chemical potential enforces the chosen mean particle number through $N={\sum }_{j}n({\epsilon }_j)$, including spin states in the sum. It is common to all states in particle-exchange equilibrium and must generally change with temperature or field when the total mean number is held fixed. At zero temperature, the distribution becomes a Heaviside step function at the Fermi energy.

Let the sample area be $\mathcal{S}$ and let $g_s$ be its internal spin spin degeneracy. In the continuum limit, filling the disk $k<k_F$ givesThereforeFor spin-half fermions with both spin states available, $g_s=2$ and ${\epsilon }_F=\pi {\hslash }^{2}N/(m\mathcal{S})$; for a spin-polarized gas $g_s=1$. The question does not specify the area or spin degeneracy, so these conventions must be stated rather than extracting an energy from $N$ alone. Although the original text calls $\mathbf{k}$ momentum, the supplied ${\hslash }^2{k}^2/(2m)$ dispersion makes it a wave vector; physical momentum is $\mathbf{p}=\hslash \mathbf{k}$. The result agrees with the constant two-dimensional free-electron density of states. Discrete level spacings in a finite sample would require a specified boundary spectrum.

One level occupied on average. Write $\delta ={\mu }_{B}B$ and $z=e^{\beta (\epsilon -\mu )}>0$. The two mean spin occupations areImposing $N_{+}+N_{-}=1$ gives $2+z(e^{\beta \delta }+e^{-\beta \delta })=1+z(e^{\beta \delta }+e^{-\beta \delta })+z^2$, hence $z^2=1$. Thus, for every positive temperature,The total magnetic moment is $\mathcal{M}=-{\mu }_B(N_{+}-N_{-})$. ConsequentlyThis is the grand-canonical spin susceptibility of a half-filled single level. Empty, singly occupied and doubly occupied orbital states are allowed in the grand canonical ensemble. At zero field, the singly occupied configurations together have probability $1/2$, explaining the factor of two relative to one permanent spin-half moment. If exactly one electron were required at all times, a canonical two-state partition function would instead give $\mathcal{M}={\mu }_B\tanh (\beta {\mu }_{B}B)$ and $\chi ={\mu }_B^2/(k_{B}T)$. That different answer does not implement the stated average-number constraint.

Density-of-states formula for the susceptibility. Here $g$ is the zero-field single-spin density of states. Regard its argument $E$ as the full spin-shifted energy. The shifted functions are $g_{\pm }(E)=g(E\mp {\mu }_{B}B)$, soThe total number is even in $B$; thus $\mu (B)=\mu (0)+O(B^2)$ at fixed total number on a smooth branch. More directly, terms from ${\mu }^{\prime }(0)$ cancel in the spin difference because the two densities coincide at zero field. To first order,It follows thatFor a physical energy band, take $g$ to vanish below its lower edge. Provided the endpoint term vanishes, integration by parts also givesThis form displays the positive response and the narrow thermal window around $\mu$. A sharp band edge is included by the corresponding distributional derivative in the first expression. The susceptibility defined here is the derivative of total magnetic moment with respect to $B$, with units $\mathrm{J}{\mathrm{T}}^{-2}$; it is not automatically a dimensionless SI volume susceptibility. A density-of-states convention per unit volume likewise gives a response per unit volume. These are the field conventions for magnetic susceptibility.

Chemical potential at fixed number. Define the integrated single-spin state countThe probability kernel $K_T$ has unit integral, mean $\mu$, and variance $a(k_{B}T{)}^2$. Using integration by parts,Expand $G$ about $\mu$. The linear term integrates to zero, while $G^{\prime \prime }=g^{\prime }$ givesThis is the number form of the Sommerfeld expansion. Since $N/2=G({\epsilon }_F)$ at zero temperature, set $\mu ={\epsilon }_F+\delta \mu$ with $\delta \mu =O(T^2)$:ThereforeThe coefficient can be obtained directly. With $y=(E-\mu )/(k_{B}T)$,For example, the sum follows by expanding $e^{-y}/(1+e^{-y}{)}^2$ on $y>0$, using the evenness of the kernel and integrating each exponential. Thus $a/2={\pi }^2/6$. A density of states increasing with energy gives a downward quadratic chemical-potential shift. For the constant two-dimensional density of states that shift vanishes to this order; a finite lower band edge still allows exponentially small corrections.

Low-temperature susceptibility at fixed number. Apply the same kernel expansion to $g$ itself:The shift of $\mu$ must be retained in the first term. Writing $g_F=g({\epsilon }_F)$ and similarly for its derivatives,ConsequentlyThis is the fixed-number low-temperature Pauli susceptibility. The $g_F^{\prime \prime }$ contribution is thermal broadening at fixed chemical potential; the $-g_F^{\prime 2}/g_F$ contribution enforces fixed total number. Both are needed. If the density of states were instead defined with both spin directions included, the prefactor $2$ would be absorbed into that definition. Only the spin response has been calculated; no orbital magnetic response is included.

The expansion assumes $g_F>0$, sufficient smoothness near the Fermi energy, and a temperature small compared with the energy scale over which $g$ changes or encounters a band edge. It does not apply unmodified at a singular density of states. For the ideal two-dimensional parabolic band, $g_F^{\prime }=g_F^{\prime \prime }=0$, so the leading Pauli response is temperature independent, consistently with the earlier state count.

quantum statistical mechanics describes equilibrium and fluctuations with density matrices and traces over a quantum Hilbert space. The canonical equilibrium state is $e^{-\beta H}/Z$, while particle exchange introduces $H-\mu N$ in the grand canonical ensemble. Noncommutativity and particle exchange distinguish it from a classical phase-space distribution.

An isolated energy shell gives the microcanonical ensemble; a heat bath fixes $T$ for the canonical ensemble; a heat and particle reservoir fixes $T,\mu$ for the grand canonical ensemble. Constraints determine the allowed fluctuations and which thermodynamic potential is useful.

A statistical ensemble describes hypothetical copies of the same system under specified constraints, with a probability distribution over their microstates. An ensemble average is an expected value across those copies. The canonical ensemble fixes temperature and particle number while allowing energy exchange; the microcanonical ensemble fixes energy, and the grand canonical ensemble also allows particle exchange. These choices specify different physical preparations. ^[ref]

Statistical mechanics connects microstates to macrostates through probability distributions. Its microcanonical ensemble, canonical ensemble and grand canonical ensemble specify different constraints on exchanges with the surroundings. An ensemble average describes repeated preparations under those constraints; it need not be the value in every individual preparation.

This makes the subject useful whenever tracking every microscopic detail would obscure the question being asked. To predict a heat capacity, we need how the expected value of energy changes with temperature, rather than a record of every unit's state. The partition function packages that calculation into one reusable object.

In his 1902 book, J. Willard Gibbs systematically developed the canonical ensemble. His preface contrasts following one system through time with studying a collection of systems with different microscopic conditions. Chapter IV defines the canonical ensemble through an exponential function of energy and establishes its normalization. This supplied a general strategy for predicting collective measurements by averaging over possible microscopic conditions, with the partition function organizing the calculation. ^{[ref] [ref]}

The thermodynamic limit describes a sequence of larger systems, not a single enormous specimen: particle number $N$ and volume $V$ tend to infinity with number density $n=N/V$ fixed. Hold the chosen intensive and extensive thermodynamic quantities such as temperature $T$ and an applied magnetic field fixed along that sequence. In the canonical ensemble the controls are $T,N,V$; in the grand canonical ensemble one instead fixes $T$ and chemical potential, and the limiting number density is a result, possibly with a jump at phase coexistence. These are different specifications of a limiting experiment.

The useful limit is usually an intensive and extensive thermodynamic quantities normalization of the Helmholtz free energy, not a finite limit of the total extensive quantity itself:Here $Z_{N,V}$ is the canonical partition function, $k_B$ is the Boltzmann constant, $f$ is free-energy density, and $a$ is Helmholtz free energy per particle. Thus $F_{N,V}=Vf+o(V)$ when the limit exists; finite systems need not be exactly extensive quantities because of the surface correction to thermodynamic free energy.

Specify the interactions and the growing containers too. For a conventional fluid, use a fixed stable pair potential with a tempered pair potential tail, and containers whose boundary layer of any fixed thickness occupies a vanishing fraction of the volume; uniformly enlarged cubes work, a tube of fixed cross-section does not give the same bulk limit. For a finite-range Ising model, keep the lattice spacing and bond coupling fixed while enlarging all intended spatial directions. Ordinary bounded wall interactions or periodic boundary conditions can then give the same bulk free-energy density, although boundary conditions can select different spontaneous symmetry breaking states. This is a set of hypotheses, not a theorem that every interaction has a boundary-independent limit.^[ref]

The Curie–Weiss model below deliberately uses a different limiting prescription: its all-to-all coupling is divided by $N$. Without that factor its interaction energy would grow as $N^2$, rather than as an extensive quantity. The model has no spatial wall or correlation length to compare with a container; it is an exactly summable illustration of finite-size rounding, not a quantitative model of the fluid experiment below.