Lecture 4. Macrostates and Microstates (Ch.

2 )
The past three lectures: we have learned about thermal energy, how it is
stored at the microscopic level, and how it can be transferred from one
system to another. However, the energy conservation law (the first law of
thermodynamics) tells us nothing about the directionality of processes
and cannot explain why so many macroscopic processes are
irreversible. Indeed, according to the 1st law, all processes that conserve
energy are legitimate, and the reversed-in-time process would also
conserve energy. Thus, we still cannot answer the basic question of
thermodynamics: why does the energy spontaneously flow from the hot
object to the cold object and never the other way around? (in other words,
why does the time arrow exist for macroscopic processes?).
For the next three lectures, we will address this central problem using the
ideas of statistical mechanics. Statistical mechanics is a bridge from
microscopic states to averages. In brief, the answer will be: irreversible
processes are not inevitable, they are just overwhelmingly probable.
This path will bring us to the concept of entropy and the second law of
thermodynamics.
σi Microstates and Macrostates

σ2 The evolution of a system can be represented by a trajectory

σ1 in the multidimensional (configuration, phase) space of micro-
parameters. Each point in this space represents a microstate.
During its evolution, the system will only pass through accessible microstates
– the ones that do not violate the conservation laws: e.g., for an isolated
system, the total internal energy must be conserved.
Microstate: the state of a system specified by describing the quantum state
of each molecule in the system. For a classical particle – 6 parameters (xi, yi,
zi, pxi, pyi, pzi), for a macro system – 6N parameters.
The statistical approach: to connect the macroscopic observables
(averages) to the probability for a certain microstate to appear along the
system’s trajectory in configuration space, P(σ 1, σ 2,...,σ N).
Macrostate: the state of a macro system specified by its macroscopic
parameters. Two systems with the same values of macroscopic parameters
are thermodynamically indistinguishable. A macrostate tells us nothing about
a state of an individual particle.
For a given set of constraints (conservation laws), a system can be in many
macrostates.
 The Phase Space vs. the Space of Macroparameters
some macrostate
P numerous microstates
in a multi-dimensional
T
configuration (phase)
space that correspond
V the same macrostate

the surface σi
defined by an
equation of σi
states σ2
σ1
σ2
σ1
σi etc., etc., etc. ...
σi

σ2
σ2 σ1
σ1
 Examples: Two-Dimensional Configuration Space
motion of a particle in a
one-dimensional box
K=K0
-L L
0 K
“Macrostates” are characterized by a
single parameter: the kinetic energy K0

Another example: one-dimensional px

harmonic oscillator
U(r)
K + U =const

-L L x
x px

-px

Each “macrostate” corresponds to a continuum of

x microstates, which are characterized by specifying the
position and momentum
 The Fundamental Assumption of Statistical Mechanics
σi The ergodic hypothesis: an isolated system in an
equilibrium state, evolving in time, will pass through all the
accessible microstates at the same recurrence rate, i.e.
σ2
σ1 all accessible microstates are equally probable.
microstates which correspond The ensemble of all equi-energetic states
to the same energy ⇒ a mirocanonical ensemble.
Note that the assumption that a system is isolated is important. If a system is coupled to
a heat reservoir and is able to exchange energy, in order to replace the system’s
trajectory by an ensemble, we must determine the relative occurrence of states with
different energies. For example, an ensemble whose states’ recurrence rate is given by
their Boltzmann factor (e-E/kBT) is called a canonical ensemble.
The average over long times will equal the average over the ensemble of all equi-
energetic microstates: if we take a snapshot of a system with N microstates, we will find
the system in any of these microstates with the same probability.

many identical measurements

on a single system
Probability for a
stationary system
a single measurement on
many copies of the system
 Probability of a Macrostate, Multiplicity
Probability of a particular microstate of a microcanon ical ensemble =
1
=
# of all accessible microstate s

The probability of a certain macrostate is determined by how many

microstates correspond to this macrostate – the multiplicity of a given
macrostate Ω .

Probability of a particular macrostate =

Ω (# of microstate s that correspond to a given macrostate )
=
# of all accessible microstate s

This approach will help us to understand why some of the macrostates are
more probable than the other, and, eventually, by considering the
interacting systems, we will understand irreversibility of processes in
macroscopic systems.
 “Probability theory is nothing but common sense
Probability reduced to calculations” Laplace (1819)
An event (very loosely defined) – any possible outcome of some measurement.
An event is a statistical (random) quantity if the probability of its occurrence, P, in the
process of measurement is < 1.
The “sum” of two events: in the process of measurement, we observe either one of the
events.
Addition rule for independent events: P (i or j) = P (i) + P (j)
(independent events – one event does not change the probability for the
occurrence of the other).

The “product” of two events: in the process of measurement, we observe

both events.
Multiplication rule for independent events: P (i and j) = P (i) x P (j)

Example: What is the probability of the same face appearing on two successive
throws of a dice?
The probability of any specific combination, e.g., (1,1): 1/6x1/6=1/36 (multiplication rule) .
Hence, by addition rule, P(same face) = P(1,1) + P(2,2) +...+ P(6,6) = 6x1/36 = 1/6

a macroscopic observable A: A = ∑ P(σ 1 ,..., σ N )A(σ 1 ,..., σ N )

(averaged over all accessible microstates) {σ }
Two model systems with fixed positions of particles
and discrete energy levels
- the models are attractive because they can be described in terms of
discrete microstates which can be easily counted (for a continuum of
microstates, as in the example with a freely moving particle, we still need
to learn how to do this). This simplifies calculation of Ω. On the other
hand, the results will be applicable to many other, more complicated
models.
Despite the simplicity of the models, they describe a number of
experimental systems in a surprisingly precise manner.

- two-state paramagnet ↑↓↓↑↓↑↑↓↓↓↑↓↑....

(“limited” energy spectrum)

- the Einstein model of a solid

(“unlimited” energy spectrum)
 The Two-State Paramagnet
- a system of non-interacting magnetic dipoles in an external magnetic field B, each dipole
can have only two possible orientations along the field, either parallel or any-parallel to this
axis (e.g., a particle with spin ½ ). No “quadratic” degrees of freedom (unlike in an ideal gas,
where the kinetic energies of molecules are unlimited), the energy spectrum of the particles
is confined within a finite interval of E (just two allowed energy levels).

A particular microstate (↑↓↓↑↓↑↑↓↓↓↑↓↑....)

r E is specified if the directions of all spins are
B E2 = + μB specified. A macrostate is specified by the total
# of dipoles that point “up”, N↑ (the # of dipoles
an arbitrary choice 0 that point “down”, N ↓ = N - N↑ ).
of zero energy
N↑ - the number of “up” spins
E1 = - μB N = N↓ + N↑
N↓ - the number of “down” spins

μ - the magnetic moment of an individual dipole (spin)

r r
M = μ (N ↑ − N ↓ ) = [N ↓ = N − N ↑ ] = μ (2 N ↑ − N )
The total magnetic moment: r
(a macroscopic observable)

The energy of a single dipole in the r r - μB for μ parallel to B,

ε i = − μi ⋅ B
external magnetic field: +μB for μ anti-parallel to B
r r
The energy of a macrostate: U = − M ⋅ B = μ B (N ↓ − N ↑ ) = μ B (N − 2 N ↑ )
 Example
Consider two spins. There are four possible configurations of microstates:

M= 2μ 0 0 - 2μ

In zero field, all these microstates have the same energy (degeneracy). Note
that the two microstates with M=0 have the same energy even when B≠0:
they belong to the same macrostate, which has multiplicity Ω=2. The
macrostates can be classified by their moment M and multiplicity Ω:

M= 2μ 0 - 2μ
Ω= 1 2 1

For three spins:

M= 3μ μ μ μ -μ -μ -μ -3μ

M= 3μ μ -μ -3μ
macrostates:
Ω= 1 3 3 1
 The Multiplicity of Two-State Paramagnet
Each of the microstates is characterized by N numbers, the number of
equally probable microstates – 2N, the probability to be in a particular
microstate – 1/2N.
For a two-state paramagnet in zero field, the energy of all macrostates is
the same (0). A macrostate is specified by (N, N↑). Its multiplicity - the
number of ways of choosing N↑ objects out of N :

N × ( N − 1) N × (N − 1)× (N − 2 )
Ω ( N ,0) = 1 Ω ( N ,1) = N Ω ( N , 2) = Ω ( N ,3) =
2 3× 2

N × (N − 1)× ... × [N − (n − 1)] N! n ! ≡ n factorial = 1·2·....·n

Ω ( N , n) = = 0 ! ≡ 1 (exactly one way to
n × ... × 3 × 2 ×1 n !(n − 1)! arrange zero objects)

The multiplicity of a N! N!
macrostate of a two-state Ω ( N , N↑ ) = =
paramagnet with (N, N↑): N ↑ ! N ↓ ! N ↑ ! ( N − N ↑ )!
Math required to bridge the gap between 1 and 1023
Typically, N is huge for macroscopic systems, and the multiplicity is
23

unmanageably large – for an Einstein solid with 1023 atoms, Ω ~ 10 10

One of the ways to deal with these numbers – to take their logarithm [ in
fact, the entropy S (of the macrostate) ≡ k B ln Ω(of the macrostate) ]
⇒ thus, we need to learn how to deal with logarithms of huge numbers.

e ln x = x
ln( xy ) = ln ( x ) + ln( y ) ln (x / y ) = ln ( x ) − ln ( y )
( )
ln x = y ln ( x )
y
e = 10
x x / ln10
~ 10 0.43 x
 Stirling’s Approximation for N! (N>>1)
Multiplicity depends on N!, and we need an approximation for ln(N!):
N
lnN! = ln1 + ln2 + ln3 +· · · + lnN ≈ ∫ ln ( x )dx = [x ln x − x ]1 ≈ N ln N − N
N

1
N
ln N !≈ N ln N − N ⎛N⎞
or N !≈ ⎜ ⎟
⎝e⎠
More accurately: N
⎛N⎞
N !≈ N e N −N
2πN = ⎜ ⎟ 2πN
⎝e⎠
Check:

ln( N !) = N ln( N ) − N + ln N + ln 2π ≈ N ln(N ) − N

1 1
2 2
because ln N << N for large N
 The Probability of Macrostates of a Two-State PM (B=0)
Ω ( N , N↑ ) Ω ( N , N↑ ) Ω ( N , N↑ )
P( N , N ↑ ) = = =
# of all microstate s Ω ( N , all N ↑ ) 2N
N! N N e− N
P( N , N ↑ ) = ≈
N ↑ !(N − N ↑ )!2 N
N ↑ ↑ e ↑ (N − N ↑ ) ↑ e
N −N ( N − N ) −( N − N ↑ ) N
2
NN
= - as the system becomes larger,
N ↑ ↑ (N − N ↑ ) ↑ 2 N
N (N − N )
the P(N,N↑) graph becomes more
sharply peaked:
N =1 ⇒ Ω(1,N↑) =1, 2N=2, P(1,N↑)=0.5

P(1, N↑) P(15, N↑) P(1023, N↑) - random orientation

0.5 of spins in B=0 is
overwhelmingly
⇒ ⇒ more probable

N↑ N↑ Nn↑
0 1 0 0.5·1023 1023

(http://stat-www.berkeley.edu/~stark/Java/BinHist.htm#controls)
 Multiplicity and Disorder
In general, we can say that small multiplicity implies “order”, while large multiplicity
implies “disorder”. An arrangement with large Ω could be achieved by a random
process with much greater probability than an arrangement with small Ω.

↑↑↑↑↑↑↑↑↑↑↑↑ ↑↓↓↑↓↑↑↓↓↓↑↓↑

small Ω large Ω
 The Einstein Model of a Solid
In 1907, Einstein proposed a model that reasonably predicted the thermal
behavior of crystalline solids (a 3D bed-spring model):
a crystalline solid containing N atoms behaves as if it contained
3N identical independent quantum harmonic oscillators, each of
which can store an integer number ni of energy units ε = ħω.
We can treat a 3D harmonic oscillator as if it were oscillating
independently in 1D along each of the three axes:
1 2 1 2 ⎛1 1 ⎞ ⎛1 1 ⎞ ⎛1 1 ⎞
E= mv + k r = ⎜ mv x + k x 2 ⎟ + ⎜ mv y + k y 2 ⎟ + ⎜ mv z + k z 2 ⎟
2 2 2
classic:
2 2 ⎝2 2 ⎠ ⎝2 2 ⎠ ⎝2 2 ⎠
⎛ 1⎞ ⎛ 1⎞ ⎛ 1⎞ 3 ⎛ 1⎞
quantum: Ei = h ω ⎜ ni , x + ⎟ + h ω ⎜ ni , y + ⎟ + h ω ⎜ ni , z + ⎟ = ∑ ε ⎜ ni + ⎟
⎝ 2⎠ ⎝ 2⎠ ⎝ 2 ⎠ i =1 ⎝ 2⎠
3N
⎛ 1 ⎞ 3N 3N
1 3N
3N
the solid’s internal U = ∑ ε ⎜ ni + ⎟ = ∑ ε ni + ∑ ε = ∑ ε ni + ε the zero-point
energy: i =1 ⎝ 2 ⎠ i =1 i =1 2 i =1 2 energy
3N
the effective internal U = ∑ ε ni ħω
energy: i =1
1 2 3 3N

all oscillators are identical, the energy quanta are the same
 dU/dT,
solid
The Einstein Model of a Solid (cont.) J/K·mole
Lead 26.4
At high T >> ħω (the classical limit of large ni):
Gold 25.4
3N
1 dU
U = ∑ ε ni = 3 N (2) k BT = 3Nk BT ⇒ = 3Nk B Silver 25.4
i =1 2 dT
⇒ 24.9 J/K ⋅ mole Copper 24.5
Iron 25.0
To describe a macrostate of an Einstein solid, we have
Aluminum
to specify N and U, a microstate – ni for 3N oscillators. 26.4

Example: the “macrostates” of an Einstein Model with only one atom

Ω (1,0ε) =1

Ω (1,1ε) =3

Ω (1,3ε) =10

Ω (1,2ε) =6
 The Multiplicity of Einstein Solid
The multiplicity of a state of N oscillators (N/3 atoms) with q energy quanta
distributed among these oscillators:

Ω ( N , q) =
(q + N − 1) !
q !( N − 1) !

Proof: let’s consider N oscillators, schematically represented as follows:

•⏐••⏐ ⏐ •••⏐•• - q dots and N-1 lines, total q+N-1 symbols. For given q
and N, the multiplicity is the number of ways of choosing n of the symbols
to be dots, q.e.d.

In terms of the total Ω ( N ,U ) =

(U / ε + N − 1) !
internal energy U =qε: (U / ε )!( N − 1) !
Example: The multiplicity of an Einstein solid with three atoms and eight units of
energy shared among them
Ω (9, 8) =
(8 + 9 − 1) !
12,870
(8)!(9 − 1) !
 Multiplicity of a Large Einstein Solid (kBT >> ε)
q = U/ε =β N - the total # of quanta in a solid.
β = U/(ε N) - the average # of quanta (microstates) available for each molecule
⎡ (q + N − 1) !⎤ ⎡ (q + N ) !⎤
ln Ω ( N , q ) = ln ⎢
( ) − ⎥ ≈ ln ⎢ (q )! N ! ⎥ = ln[(q + N )! ] − ln[q ! ] − ln[N !]
⎣ q ! ( N 1)! ⎦ ⎣ ⎦
Stirling : ln(a!) ≈ a ln a − a
≈ (q + N ) ln(q + N ) − (q + N ) − q ln q + q − N ln N + N
= (q + N ) ln (q + N ) − q ln (q ) − N ln N
high temperatures: ⎡ N⎤
ln Ω ( N , q ) = (q + N )⎢ln q + ⎥ − q ln (q ) − N ln N
(kBT >> ε, β >>1, q >> N ) ⎣ q⎦
⎡ ⎛ N ⎞⎤ N N2 q
ln(q + N ) = ln ⎢q⎜⎜1 + ⎟⎟⎥ ≈ ln q + = N ln q + N + − N ln N ≈ N ln + N
⎣ ⎝ q ⎠⎦ q q N

N N Einstein solid:
⎛ ⎞ ⎛ ⎞
q
eU
e = ⎜ ⎟ = (eβ ) Ω (U , N ) ≈ ⎜
N ln eq
Ω ( N , q) ≈ e ⎟ = f (N ) U
N N N N
(2N degrees
⎝N⎠ ⎝ Nε ⎠ of freedom)

General statement: for any system with N “quadratic” degrees of freedom

(“unlimited” spectrum), the multiplicity is proportional to U N/2.
Multiplicity of a Large Einstein Solid (kBT << ε)

q Nβ
low temperatures: ⎛ eN ⎞ ⎛ e ⎞
(kBT << ε, β <<1, q << N )
Ω ( N , q ) = ⎜⎜ ⎟⎟ = ⎜⎜ ⎟⎟ (Pr. 2.17)
⎝ q ⎠ ⎝β ⎠
 Concepts of Statistical Mechanics
1. The macrostate is specified by a sufficient number of macroscopically
measurable parameters (for an Einstein solid – N and U).
2. The microstate is specified by the quantum state of each particle in a
system (for an Einstein solid – # of the quanta of energy for each of N
oscillators)
3. The multiplicity is the number of microstates in a macrostate. For
each macrostate, there is an extremely large number of possible
microstates that are macroscopically indistinguishable.
4. The Fundamental Assumption: for an isolated system, all
accessible microstate are equally likely.
5. The probability of a macrostate is proportional to its multiplicity. This
will sufficient to explain irreversibility.