PHY 412: Statistical Physics

24-25 Semester II
Assignment – 1
Problems in black are for submission; Blue ones are for practice. Due date: February 3rd in Class

1. The three continuous probability distributions most seen in physics are: (i) uniform: 𝜌(𝑥) = 1 for 0 ≤ x
𝑒 −𝑥/𝜏
< 1, 𝜌(𝑥) = 0 otherwise, (ii) Exponential: 𝜌(𝑥) = for 𝑥 ≥ 0, and
𝜏
2 2
𝑒 −𝑥 /2𝜎
(iii) Gaussian: 𝜌(𝑥) =
√2𝜋𝜎
(a) What is the probability that a random number uniform on [0, 1) will happen to lie between x = 0.7
and x = 0.75? That the waiting time for a radioactive decay of a nucleus will be more than twice
the exponential decay time τ? That your score on an exam with a Gaussian distribution of scores
will be greater than 2σ above the mean?
(b) Show that these probability distributions are normalized: ∫ 𝜌(𝑥)𝑑𝑥 = 1. What is the mean 𝑥0 of
each distribution? The standard deviation √∫(𝑥 − 𝑥0 )2 𝜌(𝑥)𝑑𝑥 ?
(c) Draw a graph of the probability distribution of the sum 𝑥 + 𝑦 of two random variables drawn from
a uniform distribution on [0, 1). Argue in general that the sum 𝑧 = 𝑥 + 𝑦 of random variables with
distributions 𝜌1 (𝑥) and 𝜌2 (𝑦) will have a distribution given by 𝜌(𝑧) = ∫ 𝜌1 (𝑥)𝜌2 (𝑧 − 𝑥)𝑑𝑥 (the
convolution of 𝜌 with itself).

2. A two-dimensional 𝐿 × 𝐿 box with hard walls contains a gas of N distinguishable hard disks of radius
𝑟 ≪ 𝐿. It’s a dilute system, i.e., the summed area 𝑁𝜋𝑟 2 ≪ 𝐿2 . Let A be the effective area allowed for
the disks in the box, 𝐴 = (𝐿 − 2𝑟)2 . Draw the excluded volume around a disk and around the wall.
(a) What is the allowed 2N-dimensional volume in configuration space (Ω(𝑞𝑖 )) of allowed
configurations of hard disks, in this dilute limit?
(b) Show that at 𝑟 = 0, you reproduce 2D ideal gas result Ω(𝑞𝑖 ) = 𝐿2𝑁 .

3. Consider the velocity of a gas particle in one dimension (−∞ < 𝑣 < ∞).
(a) Find the unbiased probability density 𝜌1 (𝑣), subject only to the constraint that the average speed
is 𝑐, that is, 〈|𝑣|〉 = 𝑐.
(b) Now find the probability density 𝜌2 (𝑣), given only the constraint of average kinetic energy,
〈𝑚𝑣 2 /2〉 = 𝑚𝑐 2 /2.
(c) Which of the above statements provides more information on the velocity? Quantify the difference
in information in terms of 𝐼2 − 𝐼1 ≡ (〈ln 𝜌2 〉 − 〈ln 𝜌1 〉)/ ln 2.

4. Show that the phase space volume remains invariant under coordinate transformation.
(a) Verify explicitly the invariance of the volume element 𝑑𝜔 of the phase space of a single particle
under transformation from the Cartesian coordinates (𝑥, 𝑦, 𝑧, 𝑝𝑥 , 𝑝𝑦 , 𝑝𝑧 ) to the spherical polar
coordinates (𝑟, 𝜃, 𝜙, 𝑝𝑟 , 𝑝𝜃 , 𝑝𝜙 ).
(b) The foregoing result seems to contradict the intuitive notion of “equal weights for equal solid
angles,” because the factor sin 𝜃 is invisible in the expression for 𝑑𝜔. Show that if we average out
any physical quantity, whose dependence on 𝑝𝜃 and 𝑝𝜙 comes only through the kinetic energy of
the particle, then as a result of integration over these variables we do indeed recover the factor
sin 𝜃 to appear with the sub-element (𝑑𝜃 𝑑𝜙).

5. Further, show that the phase space volume remains invariant under a canonical transformation of the
generalized coordinates from one set to another. The generalized coordinates of a simple pendulum are
the angular displacement 𝜃 and the angular momentum 𝑚𝑙2 𝜃̇. Show, both mathematically and
graphically, the nature of the corresponding trajectories in the phase space of the system and prove that
the area 𝐴 enclosed by a trajectory is equal to the product of the total energy 𝐸 and the time-period 𝜏 of
the pendulum.
6. Characteristic functions: calculate the characteristic function, the mean, and the variance of the
following probability density functions:
1 |𝑥|
(a) Laplace = 2𝑎 exp (− 𝑎 ).
𝑎
(b) Cauchy 𝜌(𝑥) = .
𝜋(𝑥 2 +𝑎 2)
The following two probability density functions are defined for 𝑥 ≥ 0. Compute only the mean and
variance for each.
𝑥 𝑥2
(c) Rayleigh 𝜌(𝑥) = 2 exp (− ).
𝑎 2𝑎 2
2𝑥 2 𝑥2
(d) Maxwell 𝜌(𝑥) = √ 3 exp (− 2).
𝜋𝑎 2𝑎

7. Consider any probability density 𝜌(𝑥) for (−∞ < 𝑥 < ∞), with mean 𝜆, and variance 𝜎 2 . Show that
the total probability of outcomes that are more than 𝑛𝜎 away from 𝜆 is less than 1/𝑛2, that is,
1
∫ 𝑑𝑥 𝜌(𝑥) ≤ 2
|𝑥− 𝜆| ≥ 𝑛𝜎 𝑛
Hint: Start with the integral defining 𝜎 2 , break it up into parts corresponding to |𝑥 − 𝜆| ≥ 𝑛𝜎, and
|𝑥 − 𝜆| < 𝑛𝜎.

8. The current 𝐼 across a diode is related to the applied voltage 𝑉 via 𝐼 = 𝐼0 [exp(𝑒𝑉/𝑘B 𝑇) − 1]. The
diode is subject to a random potential 𝑉 of zero mean and variance 𝜎 2 , which is Gaussian distributed.
Find the probability density 𝜌(𝐼) for the current 𝐼 flowing through the diode. Find the most probable
value for 𝐼, the mean value of 𝐼, and indicate them on a sketch of 𝜌(𝐼).

9. A mirror is plated by evaporating a gold electrode in vacuum by passing an electric current. The gold
atoms fly off in all directions, and a portion of them sticks to the glass (or to other gold atoms already
on the glass plate). Assume that each column of deposited atoms is independent of neighboring columns,
and that the average deposition rate is d layers per second.
(a) What is the probability of m atoms deposited at a site after a time t? What fraction of the glass is not
covered by any gold atoms?
(b) What is the variance in the thickness?

10. Alternative derivation of grand canonical distribution: Consider 𝑀 copies of a system distributed among
discrete energy states such that 𝑚𝑖 copies are in 𝜖𝑖 state. Obviously, ∑𝑖 𝑚𝑖 = 𝑀. Let 𝑁𝑖 be the number
of particles in each of 𝑚𝑖 systems. Find the most probable distribution for {𝑚𝑖 } given that the average
energy and the average particle number are fixed.

11. Suppose that a set of 𝑁 non-interacting free particles, each with charge 𝑞 and mass 𝑚, are moving in a
uniform magnetic field 𝑩 inside a box of size 𝑉. If 𝑨 is the vector potential of the magnetic field, then
1
the Hamiltonian of the system is 𝐻 = 2𝑚 ∑𝑁 2
𝑖=1(𝒑𝑖 − 𝑞𝑨(𝒙𝑖 )/𝑐) . Show that the average magnetization
of the system vanishes.

12. In constant pressure ensemble, 𝐸, 𝑉, and 𝑆 are random variables. Show the following:
(a) 𝜎𝑉2 = 𝑘B 𝑇𝜅 𝑇 〈𝑉〉, where 𝜅 𝑇 is the isothermal compressibility.
(b) 𝜎𝐸2 = 𝑘B 𝑇 2 (𝜕〈𝐸〉/𝜕𝑇)𝑃 + 𝑘B 𝑇𝑃(𝜕〈𝐸〉/𝜕𝑃) 𝑇 .
(c) 𝜎𝑆2 = 𝑘B 𝐶𝑃 . [You may need to make use of the first law of thermodynamics.]