Elementary Principles in Statistical Mechanics/Chapter VII

1543481Elementary Principles in Statistical MechanicsChapter VII. Farther discussion of averages in a canonical ensemble.Josiah Willard Gibbs

CHAPTER VII.

FARTHER DISCUSSION OF AVERAGES IN A CANONICAL ENSEMBLE OF SYSTEMS.

Returning to the case of a canonical distribution, we have for the index of probability of configuration

(178)
as appears on comparison of formulae (142) and (161). It follows immediately from (142) that the average value in the ensemble of any quantity which depends on the configuration alone is given by the formula
(179)
where the integrations cover all possible configurations. The value of is evidently determined by the equation
(180)

By differentiating the last equation we may obtain results analogous to those obtained in Chapter IV from the equation

As the process is identical, it is sufficient to give the results:
(181)
or, since
(183)
and
(183)
(184)
It appears from this equation that the differential relations subsisting between the average potential energy in an ensemble of systems canonically distributed, the modulus of distribution, the average index of probability of configuration, taken negatively, and the average forces exerted on external bodies, are equivalent to those enunciated by Clausius for the potential energy of a body, its temperature, a quantity which he called the disgregation, and the forces exerted on external bodies.[1]

For the index of probability of velocity, in the case of canonical distribution, we have by comparison of (144) and (163), or of (145) and (164),

(185)
which gives
(186)
we have also
(187)
and by (140),
(188)
From these equations we get by differentiation
(189)
and
(190)
The differential relation expressed in this equation between the average kinetic energy, the modulus, and the average index of probability of velocity, taken negatively, is identical with that given by Clausius locis citatis for the kinetic energy of a body, the temperature, and a quantity which he called the transformation-value of the kinetic energy.[2] The relations
are also identical with those given by Clausius for the corresponding quantities.

Equations (112) and (181) show that if or is known as function of and , , etc., we can obtain by differentiation or , and , etc. as functions of the same variables. We have in fact

(191)
(192)
The corresponding equation relating to kinetic energy,
(193)
which may be obtained in the same way, may be verified by the known relations (186), (187), and (188) between the variables. We have also
(194)
etc., so that the average values of the external forces may be derived alike from or from .

The average values of the squares or higher powers of the energies (total, potential, or kinetic) may easily be obtained by repeated differentiations of , , , or , , , with respect to . By equation (108) we have

(195)
and differentiating with respect to ,
(196)
whence, again by (108),
or
(197)
Combining this with (191),
(198)

In precisely the same way, from the equation

(199)
we may obtain
(200)

In the same way also, if we confine ourselves to a particular configuration, from the equation

(201)
we obtain
(202)
which by (187) reduces to
(203)
Since this value is independent of the configuration, we see that the average square of the kinetic energy for every configuration is the same, and therefore the same as for the whole ensemble. Hence may be interpreted as the average either for any particular configuration, or for the whole ensemble. It will be observed that the value of this quantity is determined entirely by the modulus and the number of degrees of freedom of the system, and is in other respects independent of the nature of the system.

Of especial importance are the anomalies of the energies, or their deviations from their average values. The average value of these anomalies is of course zero. The natural measure of such anomalies is the square root of their average square. Now

(204)
identically. Accordingly
(205)
In like manner,
(206)
(207)
Hence
(208)
Equation (206) shows that the value of can never be negative, and that the value of or can never be positive.[3]

To get an idea of the order of magnitude of these quantities, we may use the average kinetic energy as a term of comparison, this quantity being independent of the arbitrary constant involved in the definition of the potential energy. Since

(209)
(210)
(211)

These equations show that when the number of degrees of freedom of the systems is very great, the mean squares of the anomalies of the energies (total, potential, and kinetic) are very small in comparison with the mean square of the kinetic energy, unless indeed the differential coefficient is of the same order of magnitude as . Such values of can only occur within intervals () which are of the order of magnitude of unless it be in cases in which is in general of an order of magnitude higher than . Postponing for the moment the consideration of such cases, it will be interesting to examine more closely the case of large values of within narrow limits. Let us suppose that for and the value of is of the order of magnitude of unity, but between these values of very great values of the differential coefficient occur. Then in the ensemble having modulus and average energies and , values of sensibly greater than will be so rare that we may call them practically negligible. They will be still more rare in an ensemble of less modulus. For if we differentiate the equation

regarding as constant, but and therefore as variable, we get
(212)
whence by (192)
(213)
That is, a diminution of the modulus will diminish the probability of all configurations for which the potential energy exceeds its average value in the ensemble. Again, in the ensemble having modulus and average energies and , values of sensibly less than will be so rare as to be practically negligible. They will be still more rare in an ensemble of greater modulus, since by the same equation an increase of the modulus will diminish the probability of configurations for which the potential energy is less than its average value in the ensemble. Therefore, for values of between and , and of between and , the individual values of will be practically limited to the interval between and .

In the cases which remain to be considered, viz., when has very large values not confined to narrow limits, and consequently the differences of the mean potential energies in ensembles of different moduli are in general very large compared with the differences of the mean kinetic energies, it appears by (210) that the anomalies of mean square of potential energy, if not small in comparison with the mean kinetic energy, will yet in general be very small in comparison with differences of mean potential energy in ensembles having moderate differences of mean kinetic energy,—the exceptions being of the same character as described for the case when is not in general large.

It follows that to human experience and observation with respect to such an ensemble as we are considering, or with respect to systems which may be regarded as taken at random from such an ensemble, when the number of degrees of freedom is of such order of magnitude as the number of molecules in the bodies subject to our observation and experiment, , , would be in general vanishing quantities, since such experience would not be wide enough to embrace the more considerable divergencies from the mean values, and such observation not nice enough to distinguish the ordinary divergencies. In other words, such ensembles would appear to human observation as ensembles of systems of uniform energy, and in which the potential and kinetic energies ( supposing that there were means of measuring these quantities separately) had each separately uniform values.[4] Exceptions might occur when for particular values of the modulus the differential coefficient takes a very large value. To human observation the effect would be, that in ensembles in which and had certain critical values, would be indeterminate within certain limits, viz., the values which would correspond to values of and slightly less and slightly greater than the critical values. Such indeterminateness corresponds precisely to what we observe in experiments on the bodies which nature presents to us.[5]

To obtain general formulae for the average values of powers of the energies, we may proceed as follows. If is any positive whole number, we have identically

(214)
i. e., by (108),
(215)
Hence
(216)
and
(217)
For , this gives
(218)
which agrees with (191).
From (215) we have also
(219)
(220)

In like manner from the identical equation

(221)
we get
(222)
and
(223)

With respect to the kinetic energy similar equations will hold for averages taken for any particular configuration, or for the whole ensemble. But since

the equation
(224)
reduces to
(225)
We have therefore
(226)
(227)
[6](228)

The average values of the powers of the anomalies of the energies are perhaps most easily found as follows. We have identically, since is a function of , while is a function of the 's and 's,

(229)
i. e., by (108),
(230)
or since by (218)
(231)

In precisely the same way we may obtain for the potential energy

(232)

By successive applications of (231) we obtain

where represents the operator . Similar expressions relating to the potential energy may be derived from (232).

For the kinetic energy we may write similar equations in which the averages may be taken either for a single configuration or for the whole ensemble. But since

the general formula reduces to
(233)
or
(234)
But since identically
the value of the corresponding expression for any index will be independent of and the formula reduces to
(235)
we have therefore
[7]

It will be observed that when or is given as function of , all averages of the form or are thereby

determined. So also if or is given as a function of , all averages of the form or are determined. But

Therefore if any one of the quantities , , , is known as a function of , and is also known, all averages of any of the forms mentioned are thereby determined as functions of the same variable. In any case all averages of the form
are known in terms of alone, and have the same value whether taken for the whole ensemble or limited to any particular configuration.

If we differentiate the equation

(236)
with respect to , and multiply by , we have
(237)
Differentiating again, with respect to , with respect to , and with respect to , we have
(238)
(239)
(240)
The multiple integrals in the last four equations represent the average values of the expressions In the brackets, which we may therefore set equal to zero. The first gives
(241)
as already obtained. With this relation and (191) we get from the other equations
(242)
(243)
We may add for comparison equation (205), which might be derived from (236) by differentiating twice with respect to :
(244)
The two last equations give
(245)

If or is known as function of , , , etc., may be obtained by differentiation as function of the same variables. And if , or , or is known as function of , , etc., may be obtained by differentiation. But and cannot be obtained in any similar manner. We have seen that is in general a vanishing quantity for very great values of , which we may regard as contained implicitly in as a divisor. The same is true of . It does not appear that we can assert the same of or , since may be very great. The quantities and belong to the class called elasticities. The former expression represents an elasticity measured under the condition that while is varied the internal coördinates all remain fixed. The latter is an elasticity measured under the condition that when is varied the ensemble remains canonically distributed within the same modulus. This corresponds to an elasticity in physics measured under the condition of constant temperature. It is evident that the former is greater than the latter, and it may be enormously greater.

The divergences of the force from its average value are due in part to the differences of energy in the systems of the ensemble, and in part to the differences in the value of the forces which exist in systems of the same energy. If we write for the average value of in systems of the ensemble which have any same energy, it will be determined by the equation

(246)
where the limits of integration in both multiple integrals are two values of the energy which differ infinitely little, say and . This will make the factor constant within the limits of integration, and it may be cancelled in the numerator and denominator, leaving
(247)
where the integrals as before are to be taken between and . is therefore independent of , being a function of the energy and the external coördinates.

Now we have identically

where denotes the excess of the force (tending to increase exerted by any system above the average of such forces for systems of the same energy. Accordingly,
But the average value of for systems of the ensemble which have the same energy is zero, since for such systems the second factor is constant. Therefore the average for the whole ensemble is zero, and
(248)
In the same way it may be shown that
(249)
It is evident that in ensembles in which the anomalies of energy may be regarded as insensible the same will be true of the quantities represented by .

The properties of quantities of the form will be farther considered in Chapter X, which will be devoted to ensembles of constant energy.

It may not be without interest to consider some general formulae relating to averages in a canonical ensemble, which embrace many of the results which have been given in this chapter.

Let be any function of the internal and external coördinates with the momenta and modulus. We have by definition

(250)
If we differentiate with respect to , we have
or
(251)
Setting in this equation, we get
and substituting this value, we have
or
(252)

If we differentiate equation (250) with respect to (which may represent any of the external coördinates), and write for the force , we get

or
(253)
Setting in this equation, we get
Substituting this value, we have
(254)
or
(255)

Repeated applications of the principles expressed by equations (252) and (255) are perhaps best made in the particular cases. Yet we may write (252) in this form

(256)
where represents the operator .
Hence
(257)
where is any positive whole number. It will be observed, that since is not function of , may be expanded by the binomial theorem. Or, we may write
(258)
whence
(259)

But the operator , although in some respects more simple than the operator without the average sign on the , cannot be expanded by the binomial theorem, since is a function of with the external coördinates.

So from equation (254) we have

(260)
whence
(261)
and
(262)
whence
(263)
The binomial theorem cannot be applied to these operators.

Again, if we now distinguish, as usual, the several external coördinates by suffixes, we may apply successively to the expression any or all of the operators

(264)
as many times as we choose, and in any order, the average value of the result will be zero. Or, if we apply the same operators to , and finally take the average value, it will be the same as the value obtained by writing the sign of average separately as , and on , , , etc., in all the operators.

If is independent of the momenta, formulae similar to the preceding, but having in place of , may be derived from equation (179).


  1. Pogg. Ann., Bd. CXVI, S. 73, (1862); ibid., Bd. CXXV, S. 353, (1865). See also Boltzmann, Sitzb. der Wiener Akad., Bd. LXIII, S. 728, (1871).
  2. Verwandlungswerth des Wärmeinhaltes.
  3. In the case discussed in the note on page 54, in which the potential energy is a quadratic function of the 's, and independent of the 's, we should get for the potential energy
    and for the total energy

    We may also write in this case,

  4. This implies that the kinetic and potential energies of individual systems would each separately have values sensibly constant in time.
  5. As an example, we may take a system consisting of a fluid in a cylinder under a weighted piston, with a vacuum between the piston and the top of the cylinder, which is closed. The weighted piston is to be regarded as a part of the system. (This is formally necessary in order to satisfy the condition of the invariability of the external coördinates.) It is evident that at a certain temperature, viz., when the pressure of saturated vapor balances the weight of the piston, there is an indeterminateness in the values of the potential and total energies as functions of the temperature.
  6. In the case discussed in the note on page 54 we may easily get
    which, with
    gives
    Hence
    Again
    which with
    gives
    hence
  7. In the case discussed in the preceding foot-notes we get easily
    and
    For the total energy we have in this case