
LindaE.ReichlAModernCourseinStatisticalPhysics4threvisedandupdatededitionWILEY-VCHVerlagGmbH&Co.KGaA
Linda E. Reichl A Modern Course in Statistical Physics 4th revised and updated edition

二ContentsPrefacetotheFourthEditionxill1Introduction12Complexity and Entropy52.1Introduction52.25Counting Microscopic States2.3Probability92.4Multiplicity and Entropy of Macroscopic Physical States112.5Multiplicity and Entropy of a Spin System122.5.1Multiplicityofa SpinSystem122.5.2Entropyof SpinSystem 132.616EntropicTension ina Polymer2.71:18Multiplicity and Entropy of an Einstein Solid2.7.1MultiplicityofanEinstein Solid182.7.2Entropyof the Einstein Solid 192.820Multiplicity and Entropy of an Ideal Gas2.8.1Multiplicity of an Ideal Gas202.8.2EntropyofanIdealGas222.9Problems233Thermodynamics273.1Introduction 273.229EnergyConservation3.3Entropy303.3.130CarnotEngine3.3.2The Third Law343.4Fundamental Equationof Thermodynamics353.5ThermodynamicPotentials383.5.1Internal Energy393.5.2Enthalpy403.5.342Helmholtz Free Energy3.5.4Gibbs Free Energy43
V Contents Preface to the Fourth Edition XIII 1 Introduction 1 2 Complexity and Entropy 5 2.1 Introduction 5 2.2 Counting Microscopic States 5 2.3 Probability 9 2.4 Multiplicity and Entropy of Macroscopic Physical States 11 2.5 Multiplicity and Entropy of a Spin System 12 2.5.1 Multiplicity of a Spin System 12 2.5.2 Entropy of Spin System 13 2.6 Entropic Tension in a Polymer 16 2.7 Multiplicity and Entropy of an Einstein Solid 18 2.7.1 Multiplicity of an Einstein Solid 18 2.7.2 Entropy of the Einstein Solid 19 2.8 Multiplicity and Entropy of an Ideal Gas 20 2.8.1 Multiplicity of an Ideal Gas 20 2.8.2 Entropy of an Ideal Gas 22 2.9 Problems 23 3 Thermodynamics 27 3.1 Introduction 27 3.2 Energy Conservation 29 3.3 Entropy 30 3.3.1 Carnot Engine 30 3.3.2 The Third Law 34 3.4 Fundamental Equation of Thermodynamics 35 3.5 Thermodynamic Potentials 38 3.5.1 Internal Energy 39 3.5.2 Enthalpy 40 3.5.3 Helmholtz Free Energy 42 3.5.4 Gibbs Free Energy 43

Contents3.5.5Grand Potential 453.6Response Functions463.6.1Thermal Response Functions (Heat Capacity)463.6.2Mechanical Response Functions493.751Stabilityof theEquilibrium State3.7.151Conditions forLocal Equilibrium in a PVT System3.7.2ConditionsforLocal StabilityinaPVTSystem523.7.356ImplicationsoftheStabilityRequirementsfortheFreeEnergies3.7.4Correlations BetweenFluctuations583.8CoolingandLiquefactionofGases613.9OsmoticPressureinDiluteSolutions643.10The Thermodynamics of Chemical Reactions673.10.1TheAffinity683.11The Thermodynamics of Electrolytes5743.11.1Batteries and the Nernst Equation 753.11.277Cell Potentials and the Nernst Equation3.12Problems784The Thermodynamics of Phase Transitions874.1Introduction874.2Coexistence of Phases: Gibbs Phase Rule884.3ClassificationofPhaseTransitions894.4ClassicalPurePVTSystems914.4.1Phase Diagrams914.4.2CoexistenceCurves:Clausius-ClapeyronEquation924.4.3Liquid-Vapor Coexistence Region954.4.4100Thevan derWaals Equation4.4.5Steam Engines -The Rankine Cycle1024.5BinaryMixtures 1054.5.1Equilibrium Conditions1064.6The Helium Liquids 1084.6.1Liquid He1094.6.2Liquid He31124.6.3113Liquid He3-He+ Mixtures4.7Superconductors 1144.8y116Ginzburg-Landau Theory4.8.1117Continuous Phase Transitions4.8.2First-OrderTransitions1204.8.3Some Applications of Ginzburg-Landau Theory1214.9Critical Exponents1234.9.1Definition of Critical Exponents1244.9.2The Critical Exponents for Pure PVT Systems1244.9.3The Critical Exponents for the Curie Point1264.9.4The Critical Exponents for Mean Field Theories1284.10Problems130
VI Contents 3.5.5 Grand Potential 45 3.6 Response Functions 46 3.6.1 Thermal Response Functions (Heat Capacity) 46 3.6.2 Mechanical Response Functions 49 3.7 Stability of the Equilibrium State 51 3.7.1 Conditions for Local Equilibrium in a PVT System 51 3.7.2 Conditions for Local Stability in a PVT System 52 3.7.3 Implications of the Stability Requirements for the Free Energies 56 3.7.4 Correlations Between Fluctuations 58 3.8 Cooling and Liquefaction of Gases 61 3.9 Osmotic Pressure in Dilute Solutions 64 3.10 The Thermodynamics of Chemical Reactions 67 3.10.1 The Affinity 68 3.11 The Thermodynamics of Electrolytes 74 3.11.1 Batteries and the Nernst Equation 75 3.11.2 Cell Potentials and the Nernst Equation 77 3.12 Problems 78 4 The Thermodynamics of Phase Transitions 87 4.1 Introduction 87 4.2 Coexistence of Phases: Gibbs Phase Rule 88 4.3 Classification of Phase Transitions 89 4.4 Classical Pure PVT Systems 91 4.4.1 Phase Diagrams 91 4.4.2 Coexistence Curves: Clausius–Clapeyron Equation 92 4.4.3 Liquid–Vapor Coexistence Region 95 4.4.4 The van der Waals Equation 100 4.4.5 Steam Engines – The Rankine Cycle 102 4.5 Binary Mixtures 105 4.5.1 Equilibrium Conditions 106 4.6 The Helium Liquids 108 4.6.1 Liquid He4 109 4.6.2 Liquid He3 112 4.6.3 Liquid He3-He4 Mixtures 113 4.7 Superconductors 114 4.8 Ginzburg–Landau Theory 116 4.8.1 Continuous Phase Transitions 117 4.8.2 First-Order Transitions 120 4.8.3 Some Applications of Ginzburg–Landau Theory 121 4.9 Critical Exponents 123 4.9.1 Definition of Critical Exponents 124 4.9.2 The Critical Exponents for Pure PVT Systems 124 4.9.3 The Critical Exponents for the Curie Point 126 4.9.4 The Critical Exponents for Mean Field Theories 128 4.10 Problems 130

Contents5Equilibrium Statistical MechanicsI-Canonical Ensemble1355.1 Introduction1355.2ProbabilityDensityOperator-CanonicalEnsemble1375.2.1EnergyFluctuations 1385.3Semiclassical Ideal Gas of Indistinguishable Particles1395.3.1Approximations to the Partition Functionfor Semiclassical IdealGases1395.3.2Maxwell-BoltzmannDistribution1435.4InteractingClassicalFluids1455.4.1Density Correlations and the Radial Distribution Function1465.4.2MagnetizationDensityCorrelations1485.5HeatCapacityofaDebyeSolid1495.6153Order-DisorderTransitionsonSpinLattices5.6.1Exact Solutionfor a One-Dimensional Lattice1545.6.2MeanFieldTheoryforad-Dimensional Lattice1565.6.35159MeanFieldTheoryof SpatialCorrelationFunctions5.6.4Exact Solution to IsingLattice for d=21605.7162Scaling5.7.1Homogeneous Functions1625.7.2WidomScaling1635.7.3166KadanoffScaling5.8MicroscopicCalculation of Critical Exponents1695.8.1General Theory1695.8.2e172Application to Triangular Lattice5.8.3The S4Model1755.9Problems1776Equilibrium Statistical Mechanics II-GrandCanonical Ensemble1836.1Introduction1836.2The Grand Canonical Ensemble1846.2.1ParticleNumberFluctuations1856.2.2Ideal ClassicalGas 1866.3AdsorptionIsotherms1876.4191Virial Expansion for Interacting Classical Fluids6.4.1VirialExpansionandClusterFunctions1916.4.2194The Second Virial Coefficient, B2(T)6.5Blackbody Radiation1976.6IdealQuantumGases2006.7Ideal Bose-EinsteinGas2026.7.1206Bose-EinsteinCondensation6.7.2Experimental Observation of Bose-Einstein Condensation2086.8210Bogoliubov Mean Field Theory6.9IdealFermi-DiracGas2146.10Magnetic Susceptibility of an Ideal Fermi Gas2206.10.1Paramagnetism221
Contents VII 5 Equilibrium Statistical Mechanics I – Canonical Ensemble 135 5.1 Introduction 135 5.2 Probability Density Operator – Canonical Ensemble 137 5.2.1 Energy Fluctuations 138 5.3 Semiclassical Ideal Gas of Indistinguishable Particles 139 5.3.1 Approximations to the Partition Function for Semiclassical Ideal Gases 139 5.3.2 Maxwell–Boltzmann Distribution 143 5.4 Interacting Classical Fluids 145 5.4.1 Density Correlations and the Radial Distribution Function 146 5.4.2 Magnetization Density Correlations 148 5.5 Heat Capacity of a Debye Solid 149 5.6 Order–Disorder Transitions on Spin Lattices 153 5.6.1 Exact Solution for a One-Dimensional Lattice 154 5.6.2 Mean Field Theory for a d-Dimensional Lattice 156 5.6.3 Mean Field Theory of Spatial Correlation Functions 159 5.6.4 Exact Solution to Ising Lattice for d = 2 160 5.7 Scaling 162 5.7.1 Homogeneous Functions 162 5.7.2 Widom Scaling 163 5.7.3 Kadanoff Scaling 166 5.8 Microscopic Calculation of Critical Exponents 169 5.8.1 General Theory 169 5.8.2 Application to Triangular Lattice 172 5.8.3 The S4 Model 175 5.9 Problems 177 6 Equilibrium Statistical Mechanics II – Grand Canonical Ensemble 183 6.1 Introduction 183 6.2 The Grand Canonical Ensemble 184 6.2.1 Particle Number Fluctuations 185 6.2.2 Ideal Classical Gas 186 6.3 Adsorption Isotherms 187 6.4 Virial Expansion for Interacting Classical Fluids 191 6.4.1 Virial Expansion and Cluster Functions 191 6.4.2 The Second Virial Coefficient, B2(T) 194 6.5 Blackbody Radiation 197 6.6 Ideal Quantum Gases 200 6.7 Ideal Bose–Einstein Gas 202 6.7.1 Bose–Einstein Condensation 206 6.7.2 Experimental Observation of Bose–Einstein Condensation 208 6.8 Bogoliubov Mean Field Theory 210 6.9 Ideal Fermi–Dirac Gas 214 6.10 Magnetic Susceptibility of an Ideal Fermi Gas 220 6.10.1 Paramagnetism 221

VIIContents6.10.2Diamagnetism2226.11MomentumCondensationinanInteractingFermiFluid2246.12231Problems7235Brownian Motionand Fluctuation-Dissipation7.1Introduction 2357.2236BrownianMotion7.2.1237Langevin Equation7.2.2238Correlation Function and Spectral Density7.3TheFokker-PlanckEquation2407.3.1ProbabilityFlowinPhase Space2427.3.2ProbabilityFlow for Brownian Particle2437.3.3The StrongFriction Limit2457.4Dynamic Equilibrium Fluctuations2507.4.1Regressionof Fluctuations 2527.4.2253Wiener-KhintchineTheorem7.5Linear Response Theory255and theFluctuation-Dissipation Theorem7.5.1The ResponseMatrix2557.5.2Causality2577.5.3The Fluctuation-Dissipation Theorem2607.5.4PowerAbsorption:2627.6Microscopic Linear ResponseTheory2647.6.1264Density Operator Perturbed by External Field7.6.2The Electric Conductance2657.6.3PowerAbsorption2707.7272Thermal NoiseintheElectronCurrent7.8Problems2738Hydrodynamics52778.1Introduction 2778.2Navier-Stokes Hydrodynamic Equations2788.2.1BalanceEquations2788.2.2Entropy SourceandEntropyCurrent2838.2.3Transport Coefficients2868.3LinearizedHydrodynamic Equations2898.3.1LinearizationoftheHydrodynamicEquations2898.3.2TransverseHydrodynamic Modes2938.3.3Longitudinal Hydrodynamic Modes2948.3.4Dynamic CorrelationFunctionand Spectral Density2968.4Light Scattering2978.4.1Scattered Electric Field 2998.4.2Intensityof Scattered Light 3018.5Friction on a Brownian particle3038.6Brownian Motion with Memory307
VIII Contents 6.10.2 Diamagnetism 222 6.11 Momentum Condensation in an Interacting Fermi Fluid 224 6.12 Problems 231 7 Brownian Motion and Fluctuation–Dissipation 235 7.1 Introduction 235 7.2 Brownian Motion 236 7.2.1 Langevin Equation 237 7.2.2 Correlation Function and Spectral Density 238 7.3 The Fokker–Planck Equation 240 7.3.1 Probability Flow in Phase Space 242 7.3.2 Probability Flow for Brownian Particle 243 7.3.3 The Strong Friction Limit 245 7.4 Dynamic Equilibrium Fluctuations 250 7.4.1 Regression of Fluctuations 252 7.4.2 Wiener–Khintchine Theorem 253 7.5 Linear Response Theory and the Fluctuation–Dissipation Theorem 255 7.5.1 The Response Matrix 255 7.5.2 Causality 257 7.5.3 The Fluctuation–Dissipation Theorem 260 7.5.4 Power Absorption 262 7.6 Microscopic Linear Response Theory 264 7.6.1 Density Operator Perturbed by External Field 264 7.6.2 The Electric Conductance 265 7.6.3 Power Absorption 270 7.7 Thermal Noise in the Electron Current 272 7.8 Problems 273 8 Hydrodynamics 277 8.1 Introduction 277 8.2 Navier–Stokes Hydrodynamic Equations 278 8.2.1 Balance Equations 278 8.2.2 Entropy Source and Entropy Current 283 8.2.3 Transport Coefficients 286 8.3 Linearized Hydrodynamic Equations 289 8.3.1 Linearization of the Hydrodynamic Equations 289 8.3.2 Transverse Hydrodynamic Modes 293 8.3.3 Longitudinal Hydrodynamic Modes 294 8.3.4 Dynamic Correlation Function and Spectral Density 296 8.4 Light Scattering 297 8.4.1 Scattered Electric Field 299 8.4.2 Intensity of Scattered Light 301 8.5 Friction on a Brownian particle 303 8.6 Brownian Motion with Memory 307

Contents8.7Hydrodynamics of Binary Mixtures3118.7.1Entropy Production in Binary Mixtures312?8.7.2Fick'sLawforDiffusion3158.7.3ThermalDiffusion 3178.8Thermoelectricity3188.8.1The Peltier Effect 3188.8.2The SeebeckEffect3208.8.3ThomsonHeat3218.9322Superfluid Hydrodynamics8.9.1Superfluid Hydrodynamic Equations3228.9.2Sound Modes3268.10Problems3299Transport Coefficients3339.1Introduction3339.2ElementaryTransportTheory3349.2.1TransportofMolecularProperties3389.2.2The Rate of Reaction 3399.3The BoltzmannEquation3419.3.1DerivationoftheBoltzmannEquation3429.4Linearized Boltzmann Equations for Mixtures3439.4.1KineticEquationsforaTwo-ComponentGas3449.4.2CollisionOperators3469.5348Coefficientof Self-Diffusion9.5.1348Derivationof theDiffusionEquation9.5.2349EigenfrequenciesoftheLorentz-BoltzmannEquation9.6Coefficients of Viscosity and Thermal Conductivity3519.6.1DerivationoftheHydrodynamicEquations3519.6.2EigenfrequenciesoftheBoltzmannEquation3559.6.3ShearViscosityandThermalConductivity3589.7Computationof TransportCoefficients3599.7.1SoninePolynomials3599.7.2Diffusion Coefficient 3609.7.3361Thermal Conductivity9.7.4ShearViscosity3639.8Beyond the Boltzmann Equation3659.9Problems36610Nonequilibrium Phase Transitions36910.1Introduction36910.2370Near Equilibrium Stability Criteria10.3The Chemically Reacting Systems37210.3.1TheBrusselator-ANonlinearChemical Model37310.3.2BoundaryConditions37410.3.3StabilityAnalysis 375
Contents IX 8.7 Hydrodynamics of Binary Mixtures 311 8.7.1 Entropy Production in Binary Mixtures 312 8.7.2 Fick’s Law for Diffusion 315 8.7.3 Thermal Diffusion 317 8.8 Thermoelectricity 318 8.8.1 The Peltier Effect 318 8.8.2 The Seebeck Effect 320 8.8.3 Thomson Heat 321 8.9 Superfluid Hydrodynamics 322 8.9.1 Superfluid Hydrodynamic Equations 322 8.9.2 Sound Modes 326 8.10 Problems 329 9 Transport Coefficients 333 9.1 Introduction 333 9.2 Elementary Transport Theory 334 9.2.1 Transport of Molecular Properties 338 9.2.2 The Rate of Reaction 339 9.3 The Boltzmann Equation 341 9.3.1 Derivation of the Boltzmann Equation 342 9.4 Linearized Boltzmann Equations for Mixtures 343 9.4.1 Kinetic Equations for a Two-Component Gas 344 9.4.2 Collision Operators 346 9.5 Coefficient of Self-Diffusion 348 9.5.1 Derivation of the Diffusion Equation 348 9.5.2 Eigenfrequencies of the Lorentz–Boltzmann Equation 349 9.6 Coefficients of Viscosity and Thermal Conductivity 351 9.6.1 Derivation of the Hydrodynamic Equations 351 9.6.2 Eigenfrequencies of the Boltzmann Equation 355 9.6.3 Shear Viscosity and Thermal Conductivity 358 9.7 Computation of Transport Coefficients 359 9.7.1 Sonine Polynomials 359 9.7.2 Diffusion Coefficient 360 9.7.3 Thermal Conductivity 361 9.7.4 Shear Viscosity 363 9.8 Beyond the Boltzmann Equation 365 9.9 Problems 366 10 Nonequilibrium Phase Transitions 369 10.1 Introduction 369 10.2 Near Equilibrium Stability Criteria 370 10.3 The Chemically Reacting Systems 372 10.3.1 The Brusselator – A Nonlinear Chemical Model 373 10.3.2 Boundary Conditions 374 10.3.3 Stability Analysis 375

Contents10.3.4Chemical Crystals37710.4The Rayleigh-Benard Instability37810.4.1Hydrodynamic Equations and Boundary Conditions37910.4.2Linear StabilityAnalysis 38210.5Problems385AppendixAProbabilityandStochasticProcesses387A.1Probability387A.1.1Definitionof Probability387A.1.2ProbabilityDistribution FunctionsS389A.1.3Binomial Distributions393A.1.4Central LimitTheorem and theLawof LargeNumbersS400A.2Stochastic Processes402A.2.1MarkovChains402A.2.2405The Master EquationA.2.3Probability Densityfor Classical Phase Space409A.2.4QuantumProbabilityDensityOperator412A.3Problems415AppendixB ExactDifferentials417AppendixC Ergodicity 421AppendixDNumberRepresentation425D.1Symmetrized and Antisymmetrized States425D.1.1Free Particles426D.1.2Particle ina Box426D.1.3N-Particle Eigenstates427D.1.4Symmetrized Momentum Eigenstates for Bose-EinsteinParticles427D.1.5Antisymmetrized Momentum Eigenstates for Fermi-DiracParticles428D.1.6Partition Functionsand Expectation Values429D.2TheNumberRepresentation431D.2.1TheNumberRepresentationforBosons431D.2.2TheNumberRepresentationforFermions434D.2.3ThermodynamicAverages ofQuantumOperators435AppendixEScatteringTheory 437E.1437Classical Dynamics ofthe Scattering ProcessE.2TheScatteringCross Section440E.3442QuantumDynamics of Low-Energy Scattering
X Contents 10.3.4 Chemical Crystals 377 10.4 The Rayleigh–Bénard Instability 378 10.4.1 Hydrodynamic Equations and Boundary Conditions 379 10.4.2 Linear Stability Analysis 382 10.5 Problems 385 Appendix A Probability and Stochastic Processes 387 A.1 Probability 387 A.1.1 Definition of Probability 387 A.1.2 Probability Distribution Functions 389 A.1.3 Binomial Distributions 393 A.1.4 Central Limit Theorem and the Law of Large Numbers 400 A.2 Stochastic Processes 402 A.2.1 Markov Chains 402 A.2.2 The Master Equation 405 A.2.3 Probability Density for Classical Phase Space 409 A.2.4 Quantum Probability Density Operator 412 A.3 Problems 415 Appendix B Exact Differentials 417 Appendix C Ergodicity 421 Appendix D Number Representation 425 D.1 Symmetrized and Antisymmetrized States 425 D.1.1 Free Particles 426 D.1.2 Particle in a Box 426 D.1.3 N-Particle Eigenstates 427 D.1.4 Symmetrized Momentum Eigenstates for Bose–Einstein Particles 427 D.1.5 Antisymmetrized Momentum Eigenstates for Fermi–Dirac Particles 428 D.1.6 Partition Functions and Expectation Values 429 D.2 The Number Representation 431 D.2.1 The Number Representation for Bosons 431 D.2.2 The Number Representation for Fermions 434 D.2.3 Thermodynamic Averages of Quantum Operators 435 Appendix E Scattering Theory 437 E.1 Classical Dynamics of the Scattering Process 437 E.2 The Scattering Cross Section 440 E.3 Quantum Dynamics of Low-Energy Scattering 442

ContentsxIAppendixFUseful Mathand Problem Solutions/445F.1UsefulMathematics445F.2447SolutionsforOdd-NumberedProblems453References459Index
Contents XI Appendix F Useful Math and Problem Solutions 445 F.1 Useful Mathematics 445 F.2 Solutions for Odd-Numbered Problems 447 References 453 Index 459

IxIIPrefacetotheFourthEditionA Modern Course in Statistical Physics has gone through several editions.Thefirst edition was published in 1980 by University of Texas Press.It was well re-ceived because it contained apresentation of statistical physics that synthesizedthe best of theamerican and european"schools"of statistical physics at thattime.In1997,the rights toA Modern Course in Statistical Physics were transferred toJohn Wiley&Sons and thesecond edition waspublished.Thesecondedition wasa much expanded version ofthe first edition, and as we subsequently realized, wastoo longto be used easily as a textbook although it served as a great reference onstatistical physics.In2004,Wiley-VCHVerlagassumed rightstothesecond edition,and in 2007 wedecided to produce a shortened edition (thethird)that wasexplicitly written as a textbook.Thethird edition appeared in 2009.Statistical physics is afast moving subject and many newdevelopmentshaveoccurred in thelast ten years.Therefore,in order tokeep the book"modern',wedecided that it wastime to adjust the focus of thebook to include more applica-tions in biology, chemistry and condensed matter physics.The core material ofthe book has not changed, so previous editions are still extremely useful.Howev-er, the new fourth edition, which is slightly longer than the third edition, changessomeofitsfocus to resonate withmodern research topics.The first edition acknowledged the support and encouragement of Ilya Pri-gogine, who directed the Center for Statistical Mechanics at the U.T. Austin from1968 to 2003.He had an incredible depth of knowledge in many fields of scienceand helped make U.T. Austin an exciting place to be. The second edition was ded-icated to Ilya Prigogine“for his encouragement and support, and because he haschanged our view of the world"The second edition also acknowledged anothergreat scientist, Nico van Kampen, whosebeautiful lectures on stochastic process-es,and critically humorous view of everything,werean inspiration and spurredmy interest statistical physics. Although both of these great people are now gone,I thankthemboth.The world exists and is stable because of a few symmetries at the microscopiclevel. Statistical physics explains how thermodynamics, and the incredible com-plexity of the world around us, emerges from those symmetries.This book at-tempts to tell the story of how that happens.L.E.ReichlAustin,Texas January2016
XIII Preface to the Fourth Edition A Modern Course in Statistical Physics has gone through several editions. The first edition was published in 1980 by University of Texas Press. It was well received because it contained a presentation of statistical physics that synthesized the best of the american and european “schools” of statistical physics at that time. In 1997, the rights to A Modern Course in Statistical Physics were transferred to John Wiley & Sons and the second edition was published. The second edition was a much expanded version of the first edition, and as we subsequently realized, was too long to be used easily as a textbook although it served as a great reference on statistical physics. In 2004, Wiley-VCH Verlag assumed rights to the second edition, and in 2007 we decided to produce a shortened edition (the third) that was explicitly written as a textbook. The third edition appeared in 2009. Statistical physics is a fast moving subject and many new developments have occurred in the last ten years. Therefore, in order to keep the book “modern”, we decided that it was time to adjust the focus of the book to include more applications in biology, chemistry and condensed matter physics. The core material of the book has not changed, so previous editions are still extremely useful. However, the new fourth edition, which is slightly longer than the third edition, changes some of its focus to resonate with modern research topics. The first edition acknowledged the support and encouragement of Ilya Prigogine, who directed the Center for Statistical Mechanics at the U.T. Austin from 1968 to 2003. He had an incredible depth of knowledge in many fields of science and helped make U.T. Austin an exciting place to be. The second edition was dedicated to Ilya Prigogine “for his encouragement and support, and because he has changed our view of the world.” The second edition also acknowledged another great scientist, Nico van Kampen, whose beautiful lectures on stochastic processes, and critically humorous view of everything, were an inspiration and spurred my interest statistical physics. Although both of these great people are now gone, I thank them both. The world exists and is stable because of a few symmetries at the microscopic level. Statistical physics explains how thermodynamics, and the incredible complexity of the world around us, emerges from those symmetries. This book attempts to tell the story of how that happens. Austin, Texas January 2016 L. E. Reichl

一1IntroductionThermodynamics, which is a macroscopic theory ofmatter, emerges from thesymmetries of nature at the microscopic level and provides a universal theoryofmatter at the macroscopiclevel.Quantities that cannotbe destroyed atthe mi-croscopiclevel,due to symmetries and their resulting conservation laws,giveriseto the state variables upon which the theory of thermodynamics is built.Statistical physics provides themicroscopic foundations of thermodynamics.At the microscopic level, many-body systems have a huge number of states avail-able tothem and are continually sampling large subsets of these states.Thetaskofstatisticalphysicsistodeterminethemacroscopic(measurable)behaviorofmany-body systems, given some knowledge of properties of the underlying mi-croscopic states,andto recoverthethermodynamicbehavior ofsuch systems.The field of statistical physics has expanded dramatically during the last halfcentury.New results in quantum fluids, nonlinear chemical physics, critical phe-nomena,transport theory,and biophysics have revolutionized the subject,andyet these results are rarely presented in a form that students who have little back-ground in statistical physics can appreciate orunderstand.Thisbook attempts toincorporate many of these subjects into a basic course on statistical physics. It in-cludes, in a unified and integrated manner, thefoundations of statistical physicsand develops fromthem most of thetools needed to understand the conceptsunderlying modern research in the above fields.There is a tendency in many books to focus on equilibrium statistical mechan-ics and derive thermodynamics as a consequence. As a result, students do not getthe experience oftraversing the vast world ofthermodynamics and do not under-standhowtoapplyittosystemswhich aretoocomplicatedtobeanalyzedusingthe methods of statistical mechanics. We will begin in Chapter 2, by deriving theequations of state for some simple systems starting from ourknowledgeofthemicroscopicstatesofthosesystems (themicrocanonicalensemble).Thiswillgivesome intuition about the complexity ofmicroscopic behaviorunderlyingthe verysimple equations of state that emerge in those systems.In Chapter 3, we provide a thorough grounding in thermodynamics.We reviewthefoundations of thermodynamics and thermodynamic stability theory and de-vote a large part of the chapter to a variety of applications which do not involvephasetransitions,suchasheatengines,the cooling ofgases,mixing,osmosisAModern Coursein StatisticalPhysics,4.EditionLindaEReich@ 2016 WILEY-VCH Verlag GmbH & Co. KGaA.Published 2016 by WILEY-VCH Verlag GmbH& Co. KGaA
1 1 Introduction Thermodynamics, which is a macroscopic theory of matter, emerges from the symmetries of nature at the microscopic level and provides a universal theory of matter at the macroscopic level. Quantities that cannot be destroyed at the microscopic level, due to symmetries and their resulting conservation laws, give rise to the state variables upon which the theory of thermodynamics is built. Statistical physics provides the microscopic foundations of thermodynamics. At the microscopic level, many-body systems have a huge number of states available to them and are continually sampling large subsets of these states. The task of statistical physics is to determine the macroscopic (measurable) behavior of many-body systems, given some knowledge of properties of the underlying microscopic states, and to recover the thermodynamic behavior of such systems. The field of statistical physics has expanded dramatically during the last halfcentury. New results in quantum fluids, nonlinear chemical physics, critical phenomena, transport theory, and biophysics have revolutionized the subject, and yet these results are rarely presented in a form that students who have little background in statistical physics can appreciate or understand. This book attempts to incorporate many of these subjects into a basic course on statistical physics. It includes, in a unified and integrated manner, the foundations of statistical physics and develops from them most of the tools needed to understand the concepts underlying modern research in the above fields. There is a tendency in many books to focus on equilibrium statistical mechanics and derive thermodynamics as a consequence. As a result, students do not get the experience of traversing the vast world of thermodynamics and do not understand how to apply it to systems which are too complicated to be analyzed using the methods of statistical mechanics. We will begin in Chapter 2, by deriving the equations of state for some simple systems starting from our knowledge of the microscopic states of those systems (the microcanonical ensemble). This will give some intuition about the complexity of microscopic behavior underlying the very simple equations of state that emerge in those systems. In Chapter 3, we provide a thorough grounding in thermodynamics. We review the foundations of thermodynamics and thermodynamic stability theory and devote a large part of the chapter to a variety of applications which do not involve phase transitions, such as heat engines, the cooling of gases, mixing, osmosis, A Modern Course in Statistical Physics, 4. Edition. Linda E. Reichl. © 2016WILEY-VCH Verlag GmbH & Co.KGaA. Published 2016 byWILEY-VCH Verlag GmbH & Co.KGaA