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Entropy, probability and
disorder
Thermal equilibrium
Experience tells us: two objects in thermal
contact will attain the same temperature and
keep that temperature
Why? More than just energy conservation!
Involves concept of entropy
Entropy and disorder
It is often said that entropy is a measure of
disorder, and hence every system in isolation
evolves to the state with “most disorder”
Consider a box sliding on a floor:
internal energy due to disorderly motion of the
molecules
kinetic energy (of the box) due to the collective,
orderly, motion of all the molecules
Entropy and disorder II
Now the box comes to rest due to friction
Temperature rise in both floor and box so the
internal energy increases
No more collective motion: all K.E. has been
transferred into internal energy
More disorder, so entropy has increased
A vessel of two halves
Large number of identical molecules –
distribution?
About 50% in left half, 50% in right half
Why?
Definitions
Microstate: position and momentum of each
molecule accurately specified
Macrostate: only overall features specified
Multiplicity: the number of microstates
corresponding to the same macrostate
Fundamental assumption
Statistical Mechanics is built around this one
central assumption:
Every microstate is equally likely to occur
This is just like throwing dice:
A throw of the dice
Roll one die: 1/2/3/4/5/6 all equally likely
Roll a pair of dice:
for each 1/2/3/4/5/6 equally likely
the sum 7 is most likely, then 6 and 8, etc.
Why? 6 combinations (microstates) give 7 (the
macrostate): 1+6, 2+5, 3+4, 4+3, 5+2, 6+1.
There are 5 combinations that give 6 or 8, etc.
Four identical molecules
4 molecules ABCD
5 macrostates:
Four identical molecules (2)
left:
A&B&C&D
right:
multiplicity: 1
A&B&C
A&B&D
A&C&D
B&C&D
D
C
B
A
multiplicity: 4
Four identical molecules (3)
left:
A&B
A&C
A&D
B&C
B&D
C&D
right:
C&D
B&D
B&C
A&D
A&C
A&B
multiplicity: 6
Four identical molecules (4)
#left
4
3
2
1
0
#right
0
1
2
3
4
multiplicity
1
4
6
4
1
16
probability
1/16
4/16
6/16
4/16
1/16
Ten identical molecules
Multiplicity to find 10 –...– 0 molecules on
left
1–10–45–120–210–252–210–120–45–10–1
Probability of210
finding
252 #left
210 = 4, 5 or 6:
1024
0.66
For large N: extremely likely that #left is very
close to N/2
Generalisation
Look at a gas of N molecules in a vessel with
two “halves”.
The total number of microstates is 2N:
two possible locations for each molecule
we’ve just seen the N=4 example
Binomial distribution I
A gas contains N molecules, N1 in the left half
(“state 1”) and N2 = N – N1 in state 2 (the right
half). How many microstates correspond to
this situation?
N1
N2
Binomial distribution II
Pick the molecules one by one and place them
in the left hand side:
choose from N molecules for the first molecule
choose from N – 1 for the second
choose from N – 2 for the third, …
choose from N – N1 + 1 for the N1-th molecule
Binomial distribution III
Number of ways of getting N1 molecules into
left half:
N!
N ( N 1) ( N 2) ... ( N N1 1)
( N N1)!
The macrostate doesn’t depend on the order of
picking these molecules; there are N1! ways of
picking them. Multiplicity W is mathematical
N
N!
“combination”:
W C
N1
( N N1)! N1!
Verification
Look at a gas with molecules A,B,C,D,E.
Look at the number of ways of putting 2
molecules into the left half of the vessel.
So: N = 5, N1 = 2, N – N1 = 3
Verification II
The first molecule is A, B, C, D, or E.
Pick the second molecule. If I first picked A
then I can now pick B, C, D or E, etc:
AB
AC
AD
AE
BA
BC
BD
BE
CA
CB
CD
CE
DA
DB
DC
DE
EA
EB
EC
ED
5 4 3 2 1 5!
That is 5 4
possibilities
3 2 1
3!
Verification III
In the end I don’t care which molecule went in
first. So all pairs AB and BA, AC and CA, etc,
really correspond to the same situation. We
must divide by 2!=2.
A
B
=
B
A
Binomial distribution plotted
Look at N=4, 10, 1000:
P(N1)
0
1
2
N1
3
40
2
4
6
N1
8
10 0 200 400 600 8001000
N1
Probability and equilibrium
As time elapses, the molecules will wander all
over the vessel
After a certain length of time any molecule
could be in either half with equal probability
Given this situation it is overwhelmingly
probable that very nearly half of them are in
the left half of the vessel
Second Law of
Thermodynamics
Microscopic version:
If a system with many molecules is permitted
to change in isolation, the system will evolve
to the macrostate with largest multiplicity and
will then remain in that macrostate
Spot the “arrow of time”!
Boltzmann’s Epitaph: S = k
logW
Boltzmann linked heat, temperature, and
multiplicity (!)
Entropy defined by
S = k ln W
W: multiplicity; k: Boltzmann’s constant
s = “dimensionless entropy” = ln W
Second Law of
Thermodynamics
Macroscopic version:
A system evolves to attain the state with
maximum entropy
Spot the “arrow of time”!
Question 1
Is entropy a state variable?
a) Yes
b) No
c) Depends on the system
Question 2
The total entropy of two systems, with
respective entropies S1 and S2, is given by
a) S = S1 + S2
b) S = S1 · S2
c) S = S1 – S2
d) S = S1 / S2
Entropy and multiplicity
Motion of each molecule of a gas in a vessel
can be specified by location and velocity
multiplicity due to location and velocity
Ignore the velocity part for the time being and
look at the multiplicity due to location only
Multiplicity due to location I
Divide the available space up into c small
cells. Put N particles inside the space: W=cN.
For c=3, N=2: W=32=9
AB
A
A
B
B
A
B
AB
B
A
A
B
B
A
AB
Multiplicity due to location II
Increasing the available space is equivalent to
increasing the number of cells c.
The volume is proportional to the number of
cells c
Hence W VN
“Slow” and “fast” processes
Slow processes are reversible: we’re always
very close to equilibrium so we can run things
backwards
Fast processes are irreversible: we really
upset the system, get it out of equilibrium so
we cannot run things backwards (without
expending extra energy)
Slow isothermal expansion
Slow isothermal expansion of ideal
gas; small volume change
Wfinal V V
V
1
N
Winitial
V
V
N
N
“velocity part” of multiplicity
doesn’t change since T is constant
V
V
Slow isothermal expansion (2)
Use the First Law:
N
Q pV kTV
V
Wfinal V
1
Winitial
V
N
Q
1
NkT
Big numbers take logarithm
N
V
V
Slow isothermal expansion (3)
Manipulation:
N
Wfinal
Q
ln
ln 1
NkT
Winitial
Q
Q
Q
N ln 1
N
NkT kT
NkT
or
k ln Wfinal k ln Winitial
Q
T
V
V
Slow isothermal expansion (4)
Use definition of entropy:
Q
k ln Wfinal k ln Winitial
T
Q
Sfinal Sinitial S
T
V
V
valid for slow isothermal expansion
Example
To melt an ice cube of 20 g at 0 °C we slowly
add 6700 J of heat. What is the change in
entropy? In multiplicity?
24.5 J
K-1;
Wfinal
10770 ,000 ,000 ,000 ,000 ,000 ,000 ,000
Winitial
Very fast adiabatic expansion
Expand very rapidly into same volume V+V which is
now empty
Isothermal: same #collisions, #molecules, etc.
Q
Entropy change: S 0 ???
T
Q
NO! Entropy is a state variable and therefore S
T
S = same as for slow isothermal expansion
Slow adiabatic expansion
Same volume change, but need to push air out
of the way so temperature drops
Q
Again we ask: S 0 ???
T
YES!
The “location part” of multiplicity increases as
with slow isothermal expansion
The “velocity part” decreases as temperature
drops
The two exactly cancel
Constant volume process
Heat is added to any (ideal or non-ideal) gas
whose volume is kept constant. What is the
change in entropy?
dQ nCV dT
dQ nCV dT ; dS
T
T
Integrate (assuming CV is constant)
T2
T2
T1
T1
S dS
nCV dT
T2
nCV ln
T
T1
Constant pressure processes
Heat is added to an ideal gas under constant
pressure. What is the change in entropy?
T2
a) S nCV ln
T1
V2
c) S nC p ln
V1
p2
b) S nC p ln
p1
d) 0
Entropy and isothermal
processes
An ideal gas expands isothermally. What is the
change in entropy?
Q
Constant temperature so S
T
V2
First Law: Q W nRT ln
(done previously)
V1
V2
p1
Therefore S nR ln nR ln
V1
p2
Entropy and equilibrium
We have established a link between
multiplicity and thermodynamic properties
such as heat and temperature
Now we see how maximum entropy
corresponds to maximum probability and
hence to equilibrium
Equilibrium volume
In general the number of microstates depends
on both the volume available and the
momentum (velocity) of the molecules
Let’s ignore the momentum part and look at
the spatial microstates only.
Equilibrium volume II
Say we have 3 molecules in a vessel which we
split up into 6 equal parts. A partition can be
placed anywhere between the cells. One
molecule is on the left-hand side, the other two
on the right-hand side. What is the equilibrium
volume?
Look for maximum entropy!
Equilibrium volume III
Number of cells on the left c1, on the right c2.
We’ll look at c1=4, c2=2:
A
BC
A
B
A
A
C
C
B
BC
Equilibrium volume IV
Left: W1= c1=4.
Right: W2= (c2)2=4.
s = ln 4 + ln 4 = ln 16 = 2.77
A
BC
A
B
A
A
C
C
B
BC
Question
The dimensionless entropy of this system of 6
cells and one partition dividing it into c1 and c2
cells is
a) s = ln (c1+ c2)
b) s = ln (c1+ c22)
c) s = ln c1+ln 2c2
d) s = ln c1+2·ln c2
Equilibrium volume V
c1
1
2
3
4
5
total
W
25
32
24
16
5
102
s
3.22
3.47
3.18
2.77
1.61
P(W)
0.25
0.31
0.24
0.16
0.05
1
Maximum entropy and
probability
s1
s2
s
dimensionless entropy
4
3
0.3
2
0.2
1
0.1
0
1
2
3
c1
4
5
Probability
0.4
0.0
1
2
3
c1
4
5
Maximum probability
Probability maximum coincides with entropy
maximum
Volume V1 = c1·dV where dV is the cell size
ds
0
Most likely situation when
dV1
N1 1 N1 2 1
Same density on both sides: V 2 ; V 4 2
1
1
Question
Which relationship holds for the probabilities
of finding a the system in a microstate
corresponding to c1=2,3,4 ?
a) P(2) < P(3) < P(4)
b) P(2) = P(3) = P(4)
c) P(2) > P(3) > P(4)
Entropy and mixing
Suppose we remove the partition. What is the
entropy of this system?
Answer: ln 63 = ln 216 = 5.38
The additional entropy of 1.91 is called “the
entropy of mixing”
Generalisation I
Look at N1 particles occupying c1 cells on the
left, N2 particles occupying c2 cells on right.
Volume of each cell = dV.
N1
N2
W
W
W
c
c
Multiplicity:
1 2
1
2
N1
N2
V1 V2
dV dV
V1
V2
V1N1 (V V1 ) N 2
N1
N2
(dV ) N
Generalisation II
V N1 (V V1 ) N 2
Entropy: s ln W ln 1
N
(dV )
N1 ln V1 N 2 ln(V V1 ) N ln dV
Maximum entropy for equal densities:
V1
V2
N1
N2
ds N1
N2
N1 N 2
0
dV1 V1 V V1
V1 V2
Multiplicity and energy
According to quantum mechanics, atoms in a
crystal have energies 0, e, 2e, 3e, … (This is
called the Einstein model of solids)
Say we have three atoms with total energy 3e
Microstates are distinguished by the different
energies E1, E2, E3.
The microstates
3e
2e
E1=3e e
0
Energy
3e
E1=2e 2e
e
0
3e
E1=e 2e
e
0
E1=0
3e
2e
e
0
E1,E2,E3 E1,E2,E3 E1,E2,E3 E1,E2,E3
Question
What is the probability for any of these three
atoms to have energy 0? e? 2e? 3e?
a) 4/10,3/10,2/10,1/10
b) 1/4,1/4,1/4,1/4
c) 1/10,2/10,3/10,4/10
d) not sure
Generalisation
If there are n atoms and the total energy is qe,
then the number of microstates is given by
(q n 1)!
W( q , n )
q!(n 1)!
Works for previous example (n=3,q=3):
5!
W
10
3!2!
Partition I
Look at 10 particles, with energy 20e.
n1=3 particles on the left-hand side, n2=7 on
right-hand-side
What is the most likely energy distribution?
Plot W as a function of q1.
Partition II
W against energy on left-hand side
1000000
W
W1
W2
W
500000
0
0 2
4
6 8 10 12 14 16 18 20
q1
Partition III
Entropy against energy on left-hand side
s1
s2
s
15
s
10
5
0
0
2
4
6
8 10 12 14 16 18 20
q1
Partition IV
You expect the atoms on the left to have the
same energy on average as the atoms on the
right
Calculation/plot shows this: W maximum for
n1
q1 q2
q1
(q1 q2 )
n1 n2
n1 n2
Entropy, energy, temperature I
The internal energy on the left U1 = q1e.
ds
0
Equilibrium/entropy maximum when
dU1
Use s = s1 + s2:
ds1 ds 2
0
dU1 dU1
ds 2 ds 2 dU1
ds 2
Use U2 = U – U1:
dU 2 dU1 dU 2
dU1
Entropy, energy, temperature II
It follows that the most likely distribution of
energy corresponds to a situation where
ds1 ds 2
dS1 dS2
or
dU1 dU 2
dU1 dU 2
We know that in this situation T1 = T2
Clearly the two are linked!
Entropy, energy, temperature III
Remember: we kept V, N constant so the only
way in which energy could be exchanged was
through heat transfer
Q U
Remember: S
T T due to heating only
1 S
S
T U
due to heating only U fixed external parameters
Entropy, energy, temperature
IV
In our example the only external parameter
was the volume
In general, gravitational, electric or magnetic
fields, elastic energy etc. could all change
The definition of temperature only holds if all
of these are held fixed
PS225 – Thermal Physics
topics
The atomic hypothesis
Heat and heat transfer
Kinetic theory
The Boltzmann factor
The First Law of Thermodynamics
Specific Heat
Entropy
Heat engines
Phase transitions