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For a simple homogeneous thermodynamic system, internal energy is extensive: $E(\lambda S,\lambda V,\lambda N)=\lambda E(S,V,N)$. Euler theorem for homogeneous functions and $dE=TdS-pdV+\mu dN$ give $E=TS-pV+\mu N$, henceAlso $dG=-SdT+Vdp+\mu dN$, so at fixed $T,N$,At coexistence gas and liquid have the same temperature, pressure and chemical potential. Integrating $d\mu =vdp$ along the intervening isotherm gives $\int vdp=0$. Integration by parts, with endpoints at the same coexistence pressure $p_{\ast }$, gives the Maxwell constructionThe horizontal line at $p_{\ast }$ replaces the mechanically unstable loop of the van der Waals isotherm. The extensivity argument presupposes the ordinary thermodynamic limit and neglects macroscopic interface contributions.

In the microcanonical ensemble, the microcanonical energy-shell entropy is the Boltzmann entropyFor a macroscopic system, changing the small energy resolution by a fixed factor changes $\log \Omega$ only by a nonextensive additive term, while $S=O(N{k}_B)$. Its relative effect therefore vanishes in the thermodynamic limit.

The thermodynamic temperature, pressure, and chemical potential are defined in the entropy representation byThusor, equivalently, the first law of thermodynamics in fundamental form is

Expanding the trace in the spin basis givesso the transfer matrix for the one-dimensional Ising model reproduces the partition function.

In the ordered basis $s=+1,-1$,Its eigenvalues areSince ${\lambda }_{+}>|{\lambda }_{-}|$ at every positive temperature, the thermodynamic limit gives the Helmholtz free energy per spinThis is an analytic function of $T$ and $B$ for $T>0$, so the one-dimensional short-range Ising model has no finite-temperature phase transition.

Differentiate the bound with respect to one $J(q)$, using $\partial S_0/\partial J(q)=-J(q{)}^{-2}$ and $\partial S_2/\partial J(q)=-q^{2}J(q{)}^{-2}$:Thus an interior minimizing Gaussian variational kernel for a gradient quartic interaction hasUse the half-space mode density given in the question. In the thermodynamic limit, the coupled self-consistency equations areThe admissible solution must have $J(q)>0$. The coefficient $\gamma$ is unchanged because the interaction's derivative contributes only a constant and a $q^2$ term.

The formal continuum integrals require the coarse-graining ultraviolet cutoff $\Lambda$ in three dimensions: the first radial integrand tends to a constant at large $k$, so taking $\Lambda =\infty$ would leave $\bar{a}$ divergent. The low-wavevector fluctuation argument is independent of this short-distance regularization.

Use the stable parameters $b,\kappa >0$. The bulk stationary points satisfy $f^{\prime }(\varphi )=a\varphi +b{\varphi }^3=0$. For $a<0$, $\varphi =0$ has negative curvature, while the two minima areBoth have $f(\pm {\varphi }_B)=-a^2/(4b)$ and $f^{\prime \prime }(\pm {\varphi }_B)=-2a>0$. To establish minimization at fixed total composition, writeFor mean composition $\bar{\varphi }$ with $|\bar{\varphi }|<{\varphi }_B$, a mixture of the two minima with volume fraction $\lambda =(\bar{\varphi }+{\varphi }_B)/(2{\varphi }_B)$ in the positive phase attains this lower bound in the bulk. Macroscopic slabs have only a subextensive interfacial excess free energy, so the bound is attained per unit volume in the thermodynamic limit. Thus constrained minimization gives phase coexistence in the mean-field approximation; at the endpoints only one phase is needed.

The two equilibrium conditions also follow directly by constrained optimization. Introduce a Lagrange multiplier $\mu$ for $\lambda {\varphi }_{+}+(1-\lambda ){\varphi }_{-}=\bar{\varphi }$ in the mixture's bulk free-energy density. Varying ${\varphi }_{+}$ and ${\varphi }_{-}$ gives $f^{\prime }({\varphi }_{+})=f^{\prime }({\varphi }_{-})=\mu$; varying $\lambda$ gives $f({\varphi }_{+})-\mu {\varphi }_{+}=f({\varphi }_{-})-\mu {\varphi }_{-}$. These equate the chemical potentials and pressures, respectively.

Equivalently, their bulk chemical potentials are both zero and their pressures are equal:These are precisely the conditions of the common-tangent construction for phase coexistence: the horizontal supporting tangent touches both minima. Equal chemical potentials prevent net composition exchange, and equal pressure gives mechanical equilibrium at a flat interface.

Let the pair potential be $u(r)$, so that in the dilute limit only one interacting pair need be retained at a time. The leading Mayer f-function expansion isFor each pair, translation of its center coordinate supplies $V$ and the other $N-2$ particles supply $V^{N-2}$. Neglecting boundary corrections,The Taylor expansion $\log (1+x)=x+O(x^2)$ and $N(N-1)\simeq N^2$ in the thermodynamic limit giveUsing $P=-(\partial F/\partial V{)}_{T,N}$ and the ideal gas free energy,With number density $n=N/V$, this is $P/(nT)=1+B(T)n+O(n^2)$, so $B(T)$ is precisely the second virial coefficient.

The conserved number operator isSubstitution of $\Psi =\sqrt{\rho }{e}^{-i\theta }$ into the Landau-Ginzburg theory givesThe imaginary term is a total derivative, soThus $\rho$ is the number density and is the canonical momentum conjugate to $\theta$. The canonical commutation relation is $[\theta (\mathbf{x}),\rho (\mathbf{y})]=i{\delta }^{(d)}(\mathbf{x}-\mathbf{y})$. Consequently, for ${\theta }_0=\int d^{d}x\theta$ in volume $V$,Equivalently, the averaged phase $\bar{\theta }={\theta }_0/V$ obeys $\Delta \bar{\theta }\Delta N\ge 1/2$. This number-phase conjugacy means that a state of sharp $N$ has no sharp phase, whereas a phase-selected state exhibiting spontaneous symmetry breaking must superpose different number sectors. Such sectors become effectively degenerate in the thermodynamic limit.

Translational invariance makes the pointwise variance independent of $\mathbf{r}$. Applying Parseval identity to the stated Fourier convention givesIn the thermodynamic limit, the reciprocal-lattice sum becomesAt each point $\varphi (\mathbf{r})$ is a centered Gaussian random variable, so the supplied absolute third moment gives

Temperature as an equilibrium relation. Classical thermodynamics begins with the zeroth law of thermodynamics: thermal equilibrium is transitive. A thermometer can therefore assign a common empirical temperature to systems in mutual thermal equilibrium. Different thermometer properties initially give different monotone empirical scales; a resistance reading by itself does not define the absolute scale.

The Second law of thermodynamics provides a substance-independent thermodynamic scale. A reversible engine operating between reservoirs has a heat ratio depending only on their temperatures. One chooses absolute temperature so that $Q_h/Q_c=T_h/T_c$, with $Q_h,Q_c$ the positive heat magnitudes. Its reversible efficiency is $1-T_c/T_h$. Equivalently, reversible heat defines entropy through $dS=\delta Q_{\mathrm{rev}}/T$. For an equilibrium simple compressible system,Classical thermodynamics uses this relation without needing a microscopic account of entropy. A dilute-gas thermometer realizes an empirical scale approaching the thermodynamic scale after corrections for nonideal behavior.

Statistical meaning of the same derivative. In the microcanonical description, an equilibrium energy shell containing $\Omega (U,V,N)$ accessible states has $S=k_B\ln \Omega$. Its statistical temperature is consequentlyTo see why this is an equilibrium temperature, let two weakly coupled systems exchange a small energy while their total energy stays fixed. The combined multiplicity is ${\Omega }_A(U_A){\Omega }_B(U_{\mathrm{tot}}-U_A)$. Maximizing its logarithm giveswhich is equality of the two inverse temperatures. Stability requires the total entropy maximum, not only stationarity. The overwhelmingly dominant macrostate in a large system therefore realizes the thermodynamic equilibrium condition.

A large reservoir gives a small subsystem the canonical probabilities $p_i\propto e^{-\beta E_i}$, with $\beta =1/(k_{B}T)$. In that ensemble, $F=-k_{B}T\ln Z$ and $S=-k_B{\sum }_i{p}_i\ln p_i$ agree with macroscopic thermodynamic relations in their usual equilibrium regime. The equipartition identity for a classical dilute monatomic gas, $⟨p^2/(2m)⟩=3k_{B}T/2$, is a useful operational connection between microscopic motion and temperature, but is not a universal definition: quantum modes need not obey equipartition, and a system away from equilibrium need not have one temperature at all.

For finite systems one must specify the entropy convention and energy resolution; surface and fluctuation corrections can distinguish definitions that agree in the ordinary thermodynamic limit. Bounded-energy population-inverted systems can also have a negative entropy derivative and hence a negative statistical temperature. That possibility lies outside an ordinary positive-temperature ideal-gas thermometer; it does not mean temperature is merely an arbitrary average kinetic energy.

Obtaining the energy–temperature conversion. The Boltzmann constant connects entropy measured in $\mathrm{J}{\mathrm{K}}^{-1}$ with the dimensionless logarithm of a state count. Historically it could be determined from the ideal gas law $pV=N{k}_{B}T$: measure the molar gas constant $R$ and independently determine the Avogadro constant $N_A$, then obtain $k_B=R/N_A$. The independent particle-number determination matters; using $R$ alone would not fix energy per particle.

An electrical method uses Johnson-Nyquist noise. A resistor of resistance $R_e$ at known temperature has, in the classical range $hf\ll k_{B}T$, a one-sided open-circuit voltage-noise spectrum $S_V(f)=4k_{B}T{R}_e$. Over a calibrated flat bandwidth $\Delta f$,A practical measurement uses an equilibrium resistor, a calibrated low-noise amplifier and a known transfer function, subtracts or independently characterizes amplifier noise, and replaces a nominal bandwidth by the actual effective noise bandwidth. Varying temperature and fitting the mean-square voltage is more informative than treating one amplified voltage sample as the thermal variance. Other primary methods relate temperature to sound speed in a dilute gas or to calibrated particle diffusion and mobility.

There is a historically relevant unit-definition qualification: by the date of this exam, the revised SI had already taken effect on 20 May 2019. The kelvin is now defined by fixingThe same experiments now realize or compare thermodynamic temperatures using this fixed constant, whereas historically they measured the conversion constant on an independently defined temperature scale. The physical distinction between equilibrium temperature and microscopic state counting is unchanged.^[ref]

At zero field, write the right-hand side of the self-consistency equation as $G_T(S)=g(4\beta JS)$, with $g(x)=2\sinh x/[1+2\cosh x]$. The origin is always a solution, and the slope there isThe critical crossing occurs when this equals one, givingThis is a continuous phase transition in the mean-field approximation. For $x>0$,so the positive branch is a strictly concave function, while $g$ is odd and bounded by one. For $T\ge T_c$, the slope at zero is at most one and strict concavity puts $G_T(S)$ below $S$ for every $S>0$, leaving only the unmagnetized solution. For $T<T_c$, it initially lies above $S$ but has $G_T(1)<1$; hence there is one positive intersection and, by spin inversion symmetry, one negative intersection.

The curvature of the Helmholtz free energy in the mean-field approximation is $4J[1-G_T^{\prime }(S)]$ per site. It is negative at $S=0$ below $T_c$ and positive at the nonzero intersections, identifying the ordered minima and the unstable zero solution.

The critical temperature and branches here belong to the mean-field approximation. In the exact finite system, spin inversion symmetry forces zero average magnetization at zero field; selecting a broken-symmetry phase requires the thermodynamic limit with a vanishing field of specified sign.

Excited-state saturation. Consider first a uniform three-dimensional noninteracting gas of identical spinless bosons in a large box. Set the one-particle ground energy to zero. The Bose-Einstein distribution is $\bar{n}(ϵ)=[z^{-1}{e}^{\beta ϵ}-1{]}^{-1}$, with quantum gas fugacity $z=e^{\beta \mu }\le 1$. For dispersion $ϵ=p^2/(2m)$, the excited density of states isUsing the thermal de Broglie wavelength ${\lambda }_T=\sqrt{2\pi {\hslash }^2/(m{k}_{B}T)}$, integration givesThe polylogarithm is ${\mathrm{Li}}_s(z)={\sum }_{\ell \ge 1}{z}^{\ell }/{\ell }^s$. Its finite value at $z=1$ implies a maximum excited population $V\zeta (3/2)/{\lambda }_T^3$, with $\zeta (3/2)\simeq 2.612$. Once this is less than $N$, the excess particles occupy the ground state macroscopically. This is Bose-Einstein condensation, rather than occupation of a state by merely one or a few atoms.

Transition and condensate fraction. Setting the saturation number equal to $N$ gives the homogeneous ideal Bose gas condensation temperatureBelow this temperature, $\mu$ approaches zero from below in the thermodynamic limit, and particle conservation givesAbove $T_c$ there is no macroscopic condensate and $\mu <0$ adjusts to keep $N$ fixed. At finite $N$, the chemical potential remains slightly below the ground energy and the transition is rounded.

Energy and the role of geometry. The excited-state internal energy isThe zero-energy condensate contributes no term to this energy in the ideal model. Below $T_c$,Condensation depends on low-energy state counting: for a uniform quadratic-dispersion gas, a finite-temperature bulk condensate requires spatial dimension greater than two. A trap changes the density of states and therefore the temperature law; a three-dimensional harmonic trap gives a cubic, rather than $3/2$, condensate-fraction exponent. Finally, an ideal-gas condensate should not automatically be called a superfluid: its free quadratic spectrum has zero critical speed by the Landau criterion. Interactions matter for the robust collective-flow properties of real dilute condensates.

Order parameter and the free-energy landscape. In Landau theory, take a scalar magnetization component at fixed volume and composition. It is an order parameter: its nonzero spontaneous value distinguishes an ordered phase with ferromagnetism from the symmetric high-temperature phase. One first constructs a constrained order-parameter free energy at specified magnetization by summing over microscopic states compatible with it. An external magnetic field is an independent control, so it can also appear in that constrained function. For a total magnetic moment the conjugate term is $-BM$; if $M$ is a magnetization density, the total-energy term is $-VBM$, or $-BM$ in free-energy density. Minimizing over $M$ then yields the equilibrium thermodynamic potential as a function of the imposed field.

Thus treating both $M$ and $B$ as arguments of a Landau function does not treat them as independent natural variables of the already-minimized equilibrium free energy. The first is the fluctuating or constrained order parameter, and the second its conjugate field.

At zero field, reversal symmetry requires $F(M)=F(-M)$, excluding odd powers. Near a continuous transition, assume the homogeneous constrained free energy is analytic for small $M$, that the quadratic coefficient crosses zero linearly, and that the quartic coefficient is positive. ThenThe temperature $T_c$ is where the zero-field quadratic coefficient vanishes and spontaneous ordering begins in this approximation. Higher powers are negligible sufficiently close to it; spatial fluctuations are neglected in this mean-field treatment.

Stationarity gives $2M[b(T-T_c)+2d{M}^2]=0$. Above $T_c$, the only minimum is at zero. Below it, zero becomes a maximum and two minima appear:The two signs describe spontaneous symmetry breaking: they are the average magnetizations in the symmetry-broken pure phases. A strictly finite system at exactly zero field samples the two wells symmetrically and has ensemble average $⟨M⟩=0$. A spontaneous pure-phase value is defined by selecting a phase, for example taking the thermodynamic limit before removing a small field. This qualification distinguishes a minimum's location from the average over a symmetric two-well distribution.

Minimum free energy and the heat-capacity jump. At a nonzero minimum, $M^2=-b(T-T_c)/(2d)$. Substituting this value givesHencewhile $F_{\min }=F_0$ above the transition. Take the temperature derivatives only after minimizing, so the equilibrium order parameter is allowed to change with temperature. With $C_0=-T{F}_0^{\prime \prime }(T)$,ThereforeThis is the heat-capacity jump in quartic Landau theory. The entropy is continuous at $T_c$, so there is no latent heat. If $F$ denotes free-energy density rather than total free energy, these expressions denote heat capacity per unit volume with the same normalization.

Stabilizing a tricritical expansion. At a tricritical point, the quartic coefficient is tuned to zero at the same point where the quadratic coefficient changes sign. Reversal symmetry still excludes odd powers. The next available stabilizing term is thereforeA negative or vanishing leading sextic coefficient would not stabilize this truncation for large $|M|$; a higher positive term would then be needed and the present tricritical form would be insufficient. The ordinary quartic theory has a continuous transition for $d>0$, while a stabilized theory with $d<0$ can have a first-order transition. Their meeting at zero field is what makes the simultaneous tuning tricritical.

The tricritical minimum. At zero field and $T<T_c$, stationarity givesThe nonzero solutions are minima: their curvature is $2b(T-T_c)+30d^{\prime }{M}^4=8b(T_c-T)>0$. Put $t=T_c-T>0$. Since $d^{\prime }{M}^6=(bt/3)M^2$ at stationarity,ThusThe order parameter now vanishes as $(T_c-T{)}^{1/4}$ rather than the quartic theory's square root.

Heat-capacity singularity. Define $K=2b^{3/2}/\sqrt{27d^{\prime }}>0$, so the ordered-side singular free energy is $F_{\mathrm{sing}}=-K(T_c-T{)}^{3/2}$. Its derivatives areConsequentlyThis is the tricritical heat-capacity amplitude in a sextic Landau expansion. It is positive on the ordered side and diverges as $T\to T_c^{-}$, rather than remaining a finite jump. This value of the heat-capacity critical exponent is the mean-field result along the path keeping the quartic term zero; a detuning to $d>0$ ultimately restores ordinary quartic behavior. Fluctuation corrections to the mean-field theory are not included in the stipulated polynomial minimization.

Measure single-particle energy from the lowest state and write ${\epsilon }_k=c{k}^{\alpha }$, with $c>0$. In a homogeneous system, the number of wavevector states in a thin spherical shell is proportional to $k^{d-1}dk$. Changing variables from $k$ to $\epsilon$ gives the density of states per unit spatial volume,where $S_{d-1}$ is the area of the unit sphere in $d$ dimensions; an additional internal state degeneracy would multiply this expression by a constant.

The Bose-Einstein distribution has $\mu \le 0$. At saturation, $\mu \to 0^{-}$, the maximum excited-state number density isOnly the lower endpoint can cause divergence. There the integrand is proportional toThe improper integral converges precisely when its power exceeds $-1$. ThusWhen $d=\alpha$, the divergence is logarithmic; when $d<\alpha$, it is a power divergence. In either case the excited states can accommodate any fixed finite density at every positive temperature, so there is no bulk Bose-Einstein condensation at nonzero temperature.

For completeness, putting $s=d/\alpha >1$ and using the Gamma function and Riemann zeta function givesAt fixed density $n$, the right-hand side reaches $n$ at $T_c$; below it the excess particles occupy the lowest state, with condensate fraction $1-(T/T_c{)}^s$. This is Bose condensation with power-law dispersion in the homogeneous thermodynamic limit. A finite vessel or a trapping potential changes the low-energy state count and must not be silently substituted for that setting.

A phase transition is a qualitative change of thermodynamic phase as control parameters such as temperature, pressure or chemical potential are varied. A genuine equilibrium singularity is a nonanalyticity of the appropriate thermodynamic potential in the thermodynamic limit; finite systems generally show rounded crossovers instead.

An order parameter is a macroscopic quantity that distinguishes the phases. It often vanishes in a symmetric disordered phase and becomes nonzero after spontaneous symmetry breaking, although density-driven transitions need not have that simple symmetry interpretation. It can be a scalar, vector or tensor. At a first-order phase transition an appropriate first derivative of the free energy is discontinuous, and the order parameter commonly jumps; at a continuous phase transition the order parameter can approach zero continuously while a susceptibility or a higher derivative becomes singular.

Three examples are:

These examples also illustrate why an order parameter must reflect the physical distinction between phases rather than merely be any quantity that changes with temperature.

For attractive nearest-neighbour interactions, $J>0$, the transformed model is a ferromagnetic Ising model. In three dimensions and at $T<T_c$, its infinite-volume spontaneous magnetization has two branches. As the effective field crosses zero, the equilibrium mean spin changes discontinuously from a negative value to a positive value. Since $(\partial h/\partial \mu {)}_T=1/2$, varying the physical chemical potential crosses this same first-order phase transition.

The particle-hole-symmetric coexistence line isThe mean Ising spin is a rescaled occupation density. Writing $n=⟨N⟩/V$ for the physical number density,The negative-spin phase is a dilute gas and the positive-spin phase is a dense, liquid-like phase. If the spontaneous spin magnitude at coexistence is $m_0(T)>0$, their number densities areThus the physical order parameter is a density or occupation imbalance, not an actual magnetic moment of these particles. In a closed system with an intermediate mean density, the same transition appears as phase coexistence between the two densities. At $T=T_c$ the density contrast vanishes continuously; above $T_c$, sweeping the chemical potential gives no coexistence jump. A true discontinuity requires the thermodynamic limit; a finite sum over finitely many cells remains analytic.

A pure thermodynamic phase is an extremal equilibrium Gibbs state rather than a probabilistic mixture of distinct macroscopic phases. On an ordered Ising branch, taking the thermodynamic limit before removing a selecting conjugate field gives a nonzero magnetization. A symmetric mixture can instead have zero mean but a nondecaying two-point contribution. The connected correlation function and correlation length describing ordinary critical fluctuations should be evaluated in a chosen pure phase when this distinction matters.

For positive $Z$, the displayed identity follows by differentiating $Z^n=e^{n\log Z}$ at zero.

Integer powers of a partition function represent independent copies with the same disorder. Integer moments alone do not justify analytic continuation or interchanging disorder averages and thermodynamic limits.^[ref]

Spontaneous symmetry breaking occurs when the action and equations have a symmetry but a chosen ground state is invariant only under a proper subgroup. Acting with the broken symmetry generates a degenerate vacuum manifold. An order parameter distinguishes the selected states: the equations do not prefer its direction, yet a particular state does. This lets one use the symmetry of the laws to predict excitations around a state that has less symmetry, notably the Goldstone bosons of a broken continuous symmetry.

A finite system with symmetry-preserving boundary conditions can have a symmetric ground state; a symmetric statistical mixture of broken states also has vanishing mean order parameter. A nonzero mean therefore requires a stated selection procedure. The symmetry-breaking order of limits takes the thermodynamic limit in a small applied source before removing that source. The finite-volume angular source selection example makes the distinction explicit for a continuous symmetry.

A pair potential is stable when its total interaction energy obeys this lower bound for every allowed configuration, with a constant $B$ independent of $N$. It prevents collapse with an arbitrarily negative energy per particle. Stability alone does not control the long-distance contribution needed for the ordinary thermodynamic limit.

For finite-range interactions and bounded wall couplings, only sites within an interaction range of the wall have altered local environments. In a regular container of linear size $L$ and dimension $d$, the surface area scales as $A\sim L^{d-1}$ while volume scales as $V\sim L^d$. A boundary contribution of order $A$ therefore gives an order-$1/L$ correction to free-energy density. Away from a critical phenomenon, a regular surface contribution often has the form $F=Vf+A\gamma +\cdots$, with $\gamma$ a wall Helmholtz free energy per area. Critical finite-size rounding, edges and long-range interactions require separate care; vanishing relative boundary size does not guarantee a simple surface expansion in every regime.

An exact check uses the zero-field nearest-neighbour Ising model on a chain of $N\ge 3$ sites with fixed coupling $J>0$ and $K=J/(k_{B}T)$. The open chain has $N-1$ bonds, while the periodic ring has $N$. Their finite partition functions and dimensionless Helmholtz free energies per spin $g_N=F_N/(N{k}_{B}T)$ areFor the open chain, sum the last Ising spin successively: each removed bond contributes $2\cosh K$, leaving a factor of two. For the ring, the transfer matrix for the one-dimensional Ising model has eigenvalues $2\cosh K$ and $2\sinh K$, and its $N$th power's trace gives the displayed sum. The two ends are a constant-size boundary in one dimension, so the open-chain total correction is $k_{B}T\log \cosh K$, and its per-spin correction is exactly proportional to $1/N$.

Both sets of finite results approach the same $g_{\infty }$ at the fixed plotted $K=0.8$. Multiplying the correction by $N$ exposes the open-chain boundary term, while the ring correction vanishes exponentially at fixed finite $K$. This model's thermodynamic limit remains a real analytic function at every positive temperature: having a thermodynamic limit does not require a phase transition.