Past exam of the thermal and statistical physics course of the University of Cambridge / 2019 / Section B

Canonical probabilities. A canonical ensemble describes a system of fixed particle number and fixed external parameters such as volume, weakly coupled to a much larger thermal reservoir. They exchange energy and reach thermal equilibrium, while the reservoir's temperature stays effectively constant. The interaction energy is negligible in the state counting. The combined isolated system is described by equal probabilities for its accessible microstates.

If its total energy is $E_{\mathrm{tot}}$, the probability of a particular system microstate $i$ is proportional to the reservoir multiplicity at $E_{\mathrm{tot}}-E_i$. Writing that multiplicity as $e^{S_R/k_B}$, expand its entropy:The large-reservoir limit suppresses the higher terms. Normalization therefore givesThe sum counts individual microstates; when grouping them by energy, their state degeneracies must be included. This $Z$ is the canonical partition function.

Classical orientational heat capacity. Hold the magnetic field fixed. Orientations of the magnetic dipole moment have the solid angle measure $d\Omega =\sin \theta d\theta d\phi$. With $x=\beta mB$, the angular partition function isChoosing a normalized angular measure would remove $4\pi$, with no effect on the energy derivatives. Differentiating at fixed $B$,The angular average $⟨\cos \theta ⟩=\coth x-1/x$ is the Langevin function. Since $dx/dT=-x/T$,This is the heat capacity of a classical magnetic dipole, in $\mathrm{J}{\mathrm{K}}^{-1}$ for one magnetic moment. The word specific here refers to that single moment; $N$ independent magnetic moments have $N$ times this heat capacity. At $B=0$ the energy is independent of orientation and $C_B=0$, obtained by the continuous $x\to 0$ limit. At fixed nonzero $B$, the classical low-temperature limit instead gives $C_B\to k_B$.

Equipartition and its proof. The equipartition theorem states that an independent quadratic term $a{q}^2/2$ in a classical Hamiltonian, with $a>0$, contributes $k_{B}T/2$ to its mean energy. One needs a canonical measure that factors as $dq$ times the measure of the remaining variables, convergence of the integrals, and vanishing boundary terms. The coordinate must not be restricted by a thermally important hard boundary or a coupled constraint.

For $H=a{q}^2/2+H_0$, integration by parts givesIntegrate over all other variables and divide by $Z$. It follows thatThe same reasoning applies to quadratic momenta among the canonical variables. It is the number of quadratic energy contributions that is counted, not an unrestricted count of coordinate labels.

Two soft orientational directions. When $x\gg 1$, the moment is concentrated near alignment. Introduce local Cartesian coordinates in the tangent plane $q_1=\theta \cos \phi$ and $q_2=\theta \sin \phi$. To leading order,The two quadratic terms each contribute $k_{B}T/2$, soThis agrees with the exact angular calculation. Treating $\theta$ alone as one Cartesian quadratic variable would miss the $\sin \theta$ measure and the second tangent direction. There are no extra rotational kinetic terms in the stipulated Hamiltonian; adding such terms would be a different model.

Quantum spin one. The spin projections are $m_s=-1,0,1$, with $S_z=\hslash m_s$. Put $\Delta =\hslash |\gamma |B>0$, where $\gamma$ is the gyromagnetic ratio. The three energies are $-\Delta ,0,+\Delta$, irrespective of the sign of $\gamma$. Relative to the ground state they are $0,\Delta ,2\Delta$. Thus, with $q=e^{-\beta \Delta }$,Differentiation, or the canonical energy fluctuation identity $C_B=k_B{\beta }^2\mathrm{Var}(E)$, givesIn the requested limit,This spin-1 paramagnet has a nondegenerate ground state and a finite spectral gap. Excitations are exponentially rare, so its heat capacity tends to zero. Classical orientational equipartition assumed a continuum of arbitrarily small excitation energies; that assumption fails when $k_{B}T\ll \Delta$. This is a change in the accessible state spectrum, not a violation of the equipartition theorem within its classical domain.

Availability and total entropy. The reservoir changes by $d{U}_R=-dU$ and $d{V}_R=-dV$. Its particle number and the system's particle number are fixed. The reservoir's first law of thermodynamics therefore givesAdd the system's entropy change. Because $T_R,p_R$ are constant,Thus define the availabilityAn additive constant in $A$ is immaterial; its value above the equilibrium reference is the exergy. The Second law of thermodynamics gives $\Delta S_{\mathrm{tot}}\ge 0$, hence $\Delta A\le 0$. A stable equilibrium maximizes total entropy over the allowed variations and therefore minimizes $A$. The environmental $T_R,p_R$ enter this definition even when the system has not yet reached their values. Because both thermal and mechanical exchanges are allowed, equilibrium here includes mechanical balance; equality of temperatures alone does not ensure the minimum.

Probability and curvature. For a fixed value of a macroscopic coordinate $x$, let $S(x)$ count the compatible system microstates. The product of the system and reservoir multiplicities isAll factors independent of $x$ enter a normalization constant, givingHere $A(x)$ is the constrained or effective availability for this coordinate, including the multiplicity of any eliminated variables. A nonuniform coordinate measure must likewise be retained or incorporated in that effective availability.

At a stable interior minimum, $A^{\prime }(x_0)=0$ and $A^{\prime \prime }(x_0)>0$. Its Taylor expansion givesKeeping the quadratic term yields a normal distribution,This is availability curvature and equilibrium fluctuations. The quoted fluctuation formula holds at quadratic order in the Gaussian fluctuation approximation; it is not an exact identity for an arbitrary nonlinear $A(x)$. Higher terms can shift the mean away from its most probable value $x_0$.

Bubble equilibrium. Keep the number of air molecules fixed and include the surface energy in the system's total internal energy. For constant surface tension $\Gamma$, this contribution is $\Gamma \Omega =\Gamma \alpha V^{2/3}$, with no surface entropy under the stated approximation. Its differential isHenceIndependent thermal and volume variations give $T=T_R$ andThe air pressure is evaluated at $V_0$; since the bubble is closed it generally depends on volume, so this equation is implicit until an air equation of state is supplied. For a sphere, $\alpha =(36\pi {)}^{1/3}$, $\Omega =4\pi R^2$, and the pressure jump becomes $2\Gamma /R$, the Young–Laplace equation for a single gas–liquid interface. There is no second surface as in a thin soap film.

Isothermal volume fluctuations. With the air maintained at $T_R$, eliminate its entropy in favor of its Helmholtz free energy:The identity $(\partial F_{\mathrm{air}}/\partial V{)}_{T,N}=-p_{\mathrm{air}}$ givesUsing the curvature result,These are the volume fluctuations of a closed gas bubble. Stability requires the denominator to be positive. The negative surface contribution reflects the concavity of $V^{2/3}$; gas compression supplies the positive restoring curvature. For ideal air, ${\kappa }_T^{-1}=p_{\mathrm{air}}$, and mechanical equilibrium reduces the denominator toThe units are consistent: $D$ is pressure, so $k_B{T}_R{V}_0/D$ has units ${\mathrm{m}}^6$, the units of a volume variance. Holding $p_{\mathrm{air}}$ externally fixed while varying $V$ would remove the gas-compression term and change this stability problem; that is not the fixed-particle-number situation here.

Numerical size of the fluctuations. The volume conversion is important:Use the specified $\alpha =4.84$, $\Gamma =0.072\mathrm{N}{\mathrm{m}}^{-1}$ and $p_R=10^5\mathrm{Pa}$. ThenWith the Boltzmann constant $k_B=1.380649\times 10^{-23}\mathrm{J}{\mathrm{K}}^{-1}$,Thus the fractional root mean square fluctuation and fractional variance are respectivelyThe absolute root mean square fluctuation is $2.01\times 10^{-19}{\mathrm{m}}^3$. The very small fractional value supports the local Gaussian fluctuation approximation. This estimate neglects exchange of dissolved air, variations of surface tension, shape fluctuations and temperature fluctuations, consistently with the prescribed fixed-number, isothermal bubble model.

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.