Chapter 3, Stowe-1

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    Part 2 : Small Systems large systems & small systems

    size of a system determined by the number of individual elements rather

    than by the physical dimensions

    Statistically speaking ex. Herd of elephants small systemConduction electrons in a pin large system

    thermodynamic properties

    why study small systems first?

    many small systems are important understand better the need and the underlying justification for the statistical

    large systems = extremely predictable

    = statistical tools used are elegant and streamlined small systems = erratic and unpredictable

    = statistical tools used are detailed and cumbersome

    tools used for larger systems

    develop an intuition for the basic causes of the thermodynamic behaviors oflarger systems and an understanding of why the statistical methods work

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    CHAPTER 3 : STATISTICS FOR SMALL SYSTEMS

    A. Mean Values individual elements have many possible distinct behaviors or configurations

    averaging over possible individual behaviors is required

    mean value of a functionf,

    6

    1654321 ====== PPPPPP

    2

    1

    2

    1== tailsheads PP ( ) ( )

    2

    10

    2

    11

    2

    1=+=+= tailstailsheadsheads fPfPf

    =s

    ss fPf

    Ps = probability of the system being in state s

    the sum is over all states s accessible to the system

    Example : system = 1 coin f= number of heads showing =1 coin is heads up0 tails

    Example : system = 1 rolled dice fn = n = # of dots showing upward

    ( ) ( ) ( ) ( ) ( ) ( ) ( )2

    136

    6

    15

    6

    14

    6

    13

    6

    12

    6

    11

    6

    16

    1

    =+++++===n

    n nPf

    wherefs = value offwhen the system is in the state s

    upshowdots2

    1

    3average,on the million2

    13scoretotal =rolled 1 million dice

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    Example : system = 1 rolled dice ( )21= nfn

    ( ) ( ) ( ) ( ) ( ) ( ) ( ) 6195614613612611610611222222

    6

    1

    2 =+++++ ===n

    n nPf

    ( ) fccfgfgf =+=+

    iffand g are functions of the state of a system and c is a constant

    B. Binomial distribution probabilities for systems of more than one element

    calculate the probability for a system to be in each of its various possible

    states knowing the probabilities for the behavior of a single element

    p indicates the probability that the criterion for

    the behavior of a single element is satisfied. q

    indicates the probability that it is not.pqqp 11

    Example :

    1. Criterion :a given air molecule is in the front third of anempty room

    2. Criterion : a flipped coin lands heads up

    3. Criterion : a spin elementary particle in no external

    fields has spin up

    3

    2

    3

    1

    =qp2

    12

    1 =qp

    2

    1

    2

    1

    =qp

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    4. Criterion : a rolled dice lands with 2 dots up

    5. Criterion :a swaggering drunk, whose next step is equallyprobable in all directions, takes his next step westwardly.

    That is, his next step is somewhere in the westward half

    of the area around him

    6

    56

    1 =qp

    21

    21 =qp

    if the system has 2 identical elements (labeled 1 and 2) 212121212211 111 qqpqqpppxqpqp

    roomtheofthirdfronttheinNOTiseachthatyprobabilit

    3

    221 =qq

    p1p2 = probability that both elements satisfy the criterion

    p1 q2 = 1 does & 2 doesnt

    q1p2 = 1 doesnt & 2 does

    q1 q2 = both dont satisfy the criterion

    Example : two air molecules (1 & 2) in an empty room

    probability of being in the front third & the rear 2/3 of the room

    roomtheofthirdfronttheinismoleculeeitherthatyprobabilit3

    121 =pp

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    BACKinBOTH9

    4

    3

    2

    3

    2

    BACKin1FRONT,in2

    9

    2

    3

    1

    3

    2

    BACKin2FRONT,in19

    2

    3

    2

    3

    1

    FRONTinBOTH9

    1

    3

    1

    3

    1

    21

    21

    21

    21

    =

    =

    =

    =

    qq

    pq

    qp

    pp

    6

    121 =pp

    updot1withlandNOTdoBOTH

    36

    25

    6

    5

    6

    5

    "1"""""236

    5

    6

    1

    6

    5

    tdoesn'2butupdot1w/lands136

    5

    6

    5

    6

    1

    updot1withlandBOTH36

    1

    6

    1

    6

    1

    21

    21

    21

    21

    =

    =

    =

    =

    qq

    pq

    qp

    pp

    Example : 2 rolled dice CRITERION : 1 dot showing UPWARD

    6

    521 =qq

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    12 2222211 =qpqpqpqpqp

    1133 332233332211 =qpqqppqpqpqpqp

    2

    1

    2

    1 =headsheads qp

    p2 = probability that both elements satisfy the criterion

    2pq =p1q2 + q1p2 = probability that 1 element satisfies the cri terion & 1 doesnt

    q2

    = both DONT satisfy the criterion

    ifp1 = p2 =p AND q1 = q2 = q

    for a system of 3 elements

    p3 = ALL satisfy

    3p2q = 2 satisfy & 1 doesnt = p1p2q3 + p1q2p3 + q1p2p3

    3pq2 = 1 satisfies & 2 dont = p1q2q3 + q1p2q3 + q1q2p3

    q3

    = NONE satisfy

    Example : system = 3 coins

    8

    3

    2

    1

    2

    133

    2

    2 =

    =qpprobability of 2 heads

    and 1 tail

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    system ofNelements withn elements satisfying the criterion while (N-n) do

    NOT satisfy it, probability is

    nNnN qpnNn

    NnP !!

    ! 12...111! nnnnn1!0

    binomial coefficient, is the number of

    different configurations of the individualelements, for which n satisfy the criterion

    and (N-n) do NOT.

    !!!

    nNn

    N

    Example : 5 are molecules in an empty room

    Probability of 2 being in the front third of the room and 3 in back = ?

    3

    1, =pfrontinbeingoneanyofyprobabilit

    3

    2,NOT =qfrontinbeingoneanyofyprobabilit

    ( N = 5 AND n=2 )

    243

    80

    3

    2

    3

    1

    !3!2

    !52

    32

    5 =

    =PExample : What is the number of different possible arrangements of the 5 moleculesthat leave 2 in FRONT and 3 in BACK?

    10!3!2 !5!! ! =nNn NABCDE BCADE CDABE DEABC

    ACBDE BDACE CEABD

    ADBCE BEACD

    AEBCD

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    Stirlings formula allows us to calculate the factorial of large numbers

    mmmmm 2ln21ln!ln

    3

    23

    111 =qp

    C. Statistically independent behaviors

    System ofNelements with n1 elements satisfy 1st criterion & n2 elements satisfy the

    2nd criterion

    statistically independent MEANS the elements behavior W.R.T. 1st criteria

    does NOT affect its behavior W.R.T. the other

    Example : Consider an air molecule in an empty room with the 2 criteria

    1. Whether it is in the front third of the room

    2. Whether it is in the top half of the room

    2

    12

    122 =qp

    Whether or not the molecule is in the front third of the room has no

    bearing on whether it is in the top half. The 2 behaviors are statistically

    independent.

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    Probability that the system is in state i W.R.T the 1st criterion AND also in statej

    W.R.T. the 2nd

    Pij = Pi Pj Pijkl = Pi Pj PkPl

    Example : single air molecule

    halfBOTTOMinyprobabilit2

    1

    halfTOPinyprobabilit2

    1

    thirds-twoREARinyprobabilit3

    2

    thirdFRONTinyprobabilit3

    1

    2

    2

    1

    1

    q

    p

    q

    p

    halfBOTTOMthirds,-twoREAR6

    2

    2

    1

    3

    2

    halfTOPthirds,-twoREAR6

    2

    2

    1

    3

    2

    halfBOTTOMthird,FRONT6

    1

    2

    1

    3

    1

    halfTOPthird,FRONT6

    1

    2

    1

    3

    1

    21

    21

    21

    21

    =

    =

    =

    =

    qq

    pq

    qp

    pp

    12423121'555 !1!4 !5!3!2 !5424,2 qpqpPPPExample : five air molecules, p=? Of 2 in FRONT third and 4 in TOP half

    051.0

    32

    5

    243

    80 =

    =

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    Iff is a function of the configuration of the system W.R.T. one criteria

    i j i ij i ijjiji ij ifPifPPifPPifPf 1, gfjgPifPjgifPPjgifPfg

    i j j

    j

    i

    iji

    ji

    ij ,

    Iff = f(i) W.R.T. 1st criterion & g = g(j) W.R.T. 2nd criterion

    ASSIGNMENT (yellow pad, due next week)

    3-2 (Stowe, 1984) The energy of a spin particle in an external magnetic field

    along the z-axis is E = B if it is spin UP and E = + B if it is spin DOWN.

    Suppose the probability of the particle being in the lower energy state is andthat of being in the higher energy state is . That is, Pup = , Pdown = 1/4., Eup= B and Edown = + B. What would be the average value of the energy of

    such a particle, expressed in terms of B?3-5 (Stowe, 1984) Consider a system of four flipped coins

    (a) What is the probability of two landing heads and the other two tails?(b) How many different configurations of the individual coins are possible that have

    two heads and two tails?

    (c) Label the four coins 1,2,3, and 4. Make a chart that lists the various possible

    configurations of these that have two heads and two tails.