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By Chris Austin. 27 November 2020.
An earlier version of this post was published on another website on 7 August 2012.
This is the second in a series of posts about the foundation of our understanding of the way the physical world works, which I am calling Dirac-Feynman-Berezin sums. The first post in the series is Action.
As in the previous post, I'll show you some formulae and things like that along the way, but I'll try to explain what all the parts mean as we go along, if we've not met them already, so you don't need to know about that sort of thing in advance.
One of the clues that led to the discovery of Dirac-Feynman-Berezin sums came from the attempted application to electromagnetic radiation of discoveries about heat and temperature. Today I would like to tell you about some of those discoveries.
Around 60 BC, Titus Lucretius Carus suggested in an epic poem, "On the Nature of Things," that matter consists of indivisible atoms moving incessantly in an otherwise empty void. In 1738 Daniel Bernoulli proposed that the pressure and temperature of gases are consequences of the random motions of large numbers of molecules. The theory was not immediately accepted, but around the middle of the nineteenth century, John James Waterston, August Krönig, Rudolf Clausius, and James Clerk Maxwell discovered that the everyday observations that things tend to have a temperature that can increase or decrease, and that the temperatures of adjacent objects tend to change towards a common intermediate value, follow from the random behaviour of large numbers of microscopic objects subject to Newton's laws, in particular the conservation of total energy.
To understand how this happens, it is helpful to know about the rate of change
with of an expression such as
, which means
to the power
,
where
is a fixed number greater than 0, and
could for example be time
or a position coordinate, measured in units of a fixed amount of time or a
fixed distance.
does not have to be a whole number, since any number
can be approximated as accurately as desired by a ratio of the form
, where
and
are whole numbers, and
is
the
'th power of the
'th root of
. The rate of change with
of
at
, which we can write as
, is called the natural logarithm of
, and usually written
as
. It was studied in the sixteenth century
by John Napier. I explained the meaning of an expression like
in the previous post, here.
For example, this diagram shows in blue, for
in the range
to
1. The red line is the straight line with the same rate of change with
as
at
, and from its value
at
, we can read
from the graph that
. The symbol
means, "approximately equal to."
We have:
We now find:
The number
such that
is sometimes called Napier's number. From the above formula, we have:
For any fixed number , we have:
From the above equation with chosen to be
,
we find that
for all , because both these expressions are equal to 1 for
, and
they both satisfy the equation
. This equation fixes
for all
once
is given, because
can be calculated from
as accurately as desired,
by dividing up the interval from 0 to
into a great number of sufficiently
tiny intervals, and calculating the approximate value of
at the end of each tiny interval from its approximate value at the start of
that interval, by using
.
From the above equation at , we find that
for every number greater than 0. Thus for any numbers
and
, both
greater than 0, we have
. Thus:
If
, so that the symbol
, like the expression
, represents the collection of data that gives the value of the
-dependent quantity
at each value of
, then from this
formula above, we have
, and from this
formula above, we have
, for all values of
greater than 0. Thus
, for all
greater than 0, so:
To calculate the value of Napier's number
, we observe first that
for all positive whole numbers
:
Therefore:
where is defined to be 1, and for each positive whole number
,
is
defined to be the product of all the whole numbers from 1 to
. The
exclamation mark
is usually read as "factorial". The
mean
that the sum continues in accordance with the pattern shown by the terms
before the
. The symbol
is the Greek letter Sigma, and is
called the summation sign. I explained its meaning in the previous
post, here. The symbol
above the
, which is read as
"infinity", means that the sum is unending.
The reason the above formula for
is true is that the sum in the
right-hand side of the formula is equal to 1 for
, and it satisfies the
same equation
as
does.
So for the same reason as we discussed above, the sum in the right-hand side
of the formula is equal to
, for all
. The reason the expression
satisfies
the equation
is that
on the first term in
gives 0, and
on each term in
after the first gives
the preceding term in
, since from our observation above,
.
This argument that the expression
satisfies the equation
assumes that the endless sum tends to a finite limiting
value as more and more terms are added, no matter how large the magnitude
of
is. In fact, the expression
increases in magnitude with increasing
for
, and
then starts decreasing in magnitude more and more rapidly with increasing
,
so that the endless sum always does tend to a finite limiting value, no matter
how large
is. If
is larger than
,
then the endless sum of all the terms from
onwards does not
exceed
in magnitude.
The endless sum
approaches 2 when it is continued without end, because each successive term
halves the difference between 2 and the sum of the terms up to that point, as
shown in this diagram.
The above formula expressing
as a sum of powers of
is an
example of a "Taylor series," named after Brook Taylor. For
, it
gives:
Let's now consider again, as in the previous post, here, the example of a collection of objects, such that
each object behaves approximately as though its mass is concentrated at a
single point, the objects are moving slowly compared to the speed of light,
and the forces between the objects arise from their potential energy ,
which depends on their positions but not on their motions. We'll continue to
assume that their motions are governed by Newton's laws, and thus by de
Maupertuis's principle of stationary action, which I explained in the previous post, here, and we'll now assume that the
objects are microscopic and their number is very large, so they could be atoms
in solids, liquids, gases, or living things. We'll use the same notation as
in the previous post, here.
We'll use Cartesian coordinates for the positions of the objects, as we did
when we derived Newton's second law of motion from de Maupertuis's principle, in the previous post, here,
and we'll now assume that the potential energy depends only on the
relative positions of the objects, as in the example of the gravitational
potential energy, so that the value of
is unaltered if the positions
of the objects are shifted by a common displacement
, so that
, for all
,
. The symbol
means "less than or equal to."
By adding up Newton's second law of motion for the objects, which we obtained from de Maupertuis's principle in the previous post, here, we find:
for all the relevant values 1, 2, and 3 of . Combining this result with
the formula we obtained above by adding up Newton's law of motion for the
objects, we find:
The expression
represents the velocity
of the
'th object, and the product of an object's mass and its velocity is
called its momentum. I shall let
represent the collection of data that
gives the momenta of all the objects at each moment in time, so that
for all
,
, and times
. The above result can then
be written:
If the positions and momenta of all the objects are specified at one
particular time, then their values at every other time are determined by
Newton's second law of motion, which we obtained in the previous post,
here, from de Maupertuis's
principle. We'll now divide the range of the possible positions and momenta
of the objects into equal size "bins", and ask what the most likely number
of objects in each bin will be, if the objects are randomly distributed among
the bins, subject to the total energy of the objects having a fixed value .
We'll assume that each bin is sufficiently small that we can treat the
positions and momenta of objects in the same bin as approximately equal to one
another, but also sufficiently large that the number of objects in a typical
bin will be large. For this to be possible, we'll assume that the total
number of objects, , is very large. This is reasonable for things in the
everyday world, since the number of atoms in a kilogram of matter is in the
range from about
to
.
We'll allow for the possibility that there could be a number of different
types of object, such that the masses and interactions of objects of the same
type are either identical or very similar to one another, so that the kinetic
energy and the potential energy
are either exactly or approximately
unaltered if the positions and momenta of two objects of the same type are
swapped. Objects of different types could be different types of atom, or
atoms of the same type in different situations. For example we'll treat two
oxygen atoms as different types of object if they form parts of gas molecules
contained in separate containers, or if one is part of a gas molecule and the
other is part of the wall of a glass container. We'll assume that the number
of objects of each different type is very large.
We'll assume that the total momentum of the objects is 0, so that the position
of their centre of mass
is independent of time, and
we'll assume that if any of the objects are parts of liquid or gas molecules,
then some of the other objects form solid containers that prevent the liquids
or gases from spreading without limit. The number of relevant bins is
therefore finite, because the position coordinates of all the objects are
bounded, and the momenta of the objects are also bounded, because we assumed
above that the objects are moving slowly compared to the speed of light. We'll
denote the number of relevant bins by
.
I shall let represent the collection of data that gives the total number
of objects of each type, so that if
represents one of the different types
of object, then
is the total number of objects of type
, and I shall
let
represent the collection of data that gives the number of objects of
each type in each of the bins into which the range of possible positions and
momenta of the objects has been divided, so that if
represents one of the
bins, then
is the number of objects of type
in bin
.
The objects can be distinguished from one another even if they are of the same
type and identical to one another, because we can trace their motions back to
a particular time, and "label" identical objects by the positions and
momenta they had at that time. The number of different assignments of the
objects of type
to the bins is
, because each of the
objects can be assigned independently to any of the
bins, and of these
assignments, the number such that
of the objects of type
are in bin 1,
of them are in bin 2, and so on, is:
To understand why the above formula gives the number of different assignments
of the objects of type
to the
bins, such that for each whole
number
in the range 1 to
, the number of objects of type
in bin
is
, we note first that the number of different ways of putting
distinguishable objects in
distinguishable places, such that exactly one
object goes to each place, is
, because we can put the first object in any
of the
places, the second object in any of the remaining
places,
and so on. So if there were
distinguishable places in bin
, for
each
in the range 1 to
, then the number of different ways of putting
the
objects in these
distinct places would be
. This overcounts the number of different
assignments of the objects to the bins by a factor
, because we can divide up the
arrangements into
classes, such that arrangements are in the same class if they only differ by
permuting objects within bins. Each class then corresponds to a different
assignment of the objects to the bins. The number of the
arrangements in each class is
, so
the number of different classes is
.
The number of different assignments of all objects to the
bins is
, and of these, the number such that
of the objects of type
are in bin
, for all
and
, which I shall denote by
, is the
product of the above number over
, which we can write as:
The total energy
of the objects, when the numbers of objects of the different types
in the different bins are given by the collection of data
, is
approximately:
where is the energy of an object of type
in the centre of bin
. If we randomly drop the
objects into the
bins, and discard the
result unless the total energy
differs from
by at
most a fixed small amount, then the probability that the numbers of objects of
the different types in the different bins are given by
is
, divided
by the sum of
over all
such that
is close enough to
. Thus if the objects are randomly distributed among the bins, subject to
the total energy of the objects having a fixed value
, then the most likely
number of objects of each type in each bin will be given by the distribution
for which
reaches its maximum value, among all the distributions
for which
is approximately equal to
.
To find the distribution for which
reaches its maximum value,
subject to
, we'll use the observation that the slope of a smooth hill is zero
at the top of the hill. Thus we'll look for the distribution
such that
the rate of change of
with each of the numbers
would be 0, if
it were not for the requirement that
. For
convenience we'll do the calculation for
rather than for
, so that the product of factors in
becomes the sum
of the natural logarithms of those factors, due to the result we found above.
This will give the same result for the most likely distribution
, because
increases with increasing
for all
greater than 0, due to the result we found above, so that the
that
gives the largest value of
will also be the
that gives the largest
value of
.
From the formula above for , we have:
For very large , we can therefore write:
And from
together with Leibniz's rule for the
rate of change of a product, which we obtained in the previous post,
here, we have:
since from above,
and from above,
. The above approximation for
is in error by an amount that increases slowly for large
, but its relative
error tends to 0 for large
, so it is accurate enough to use for finding
the distribution
for which
reaches its maximum value, since the
numbers
will all increase in proportion to the total number of
objects
, which we have assumed to be very large. We can also use the
simpler approximation:
Thus we have:
It is convenient to think of the ratios
as coordinates in
a "space", which I shall call the space of bin fractions, since
is the fraction of the total number of objects
which are objects
of type
in bin
. The numbers
are restricted to be whole
numbers, but for fixed values of the ratios
, these numbers
will be proportional to
, which we have assumed is very large. Thus the
ratios
only change by tiny amounts when
change
by
, where the symbol
means "plus or minus," so since
depends smoothly on
for all numbers
, we can think of the coordinates
as effectively
continuous. If the number of types of object is
, then the space of bin
fractions has
dimensions, since a point in this space is specified by the
numbers
.
The equation
imposes one relation among the
coordinates of the space of bin
fractions, so it defines a
-dimensional "surface" in
this space. We are looking for the point
on this surface at which
reaches the largest value it takes anywhere
on this surface. If we think of
as the
height of a smooth "hill", then since the slope of a smooth hill is 0 in
each direction at the top of the hill, the rate of change of
is 0 in each direction along the surface, at the point
on the surface where
reaches its maximum
value. However the rate of change of
in
directions that are not along the surface does not have to be 0 at that point.
So we are looking for a point
on the surface such that the rate of
change
in every direction, whether along the
surface or not, is a multiple of the rate of change of
in that direction,
since the rate of change of
along the surface is
0.
We can do that by looking for a point for which an expression
The equations
, one for each type of object
, similarly each define a
-dimensional surface in
the space of bin fractions, and we'll take these equations into account by
using
additional Lagrange multipliers
, one for each of these
equations, where
is the Greek letter gamma. So we'll look for a
point
in the space of bin fractions for which an expression:
If this is 0 for all and all
at a point
in the space of bin
fractions, then the rate of change of
will be 0 in any direction where the
rates of change of
and all the quantities
are 0. From the
result we found above, this expression for
is 0 when:
And when the value of each is given by the above formula, the rate
of change of
, in any direction
in the space of bin fractions, is
times the rate of change of
in
that direction, plus the sum, over the object types
, of
times
the rate of change of
in that direction.
Remembering that and the
are fixed numbers whose values
will be chosen later, we'll now define the value of
, and the
numbers
, to be such that the equation
, and
the
equations
, are
all satisfied at the point where the value of each
is given by the above formula.
For fixed values of
, and the numbers
, each
of these
equations defines a
-dimensional
surface in the space of bin fractions, and the intersection of these
surfaces defines a
-dimensional "surface" in the
space of bin fractions. This
-dimensional surface
is the surface on which the
equations
and
are all satisfied, so
in any direction tangential to this
-dimensional
surface, the rates of change of
and
are all 0. Thus at the point on this
-dimensional surface where the value of each
is given by
the above formula, the rate of change of
, in any direction tangential to this
-dimensional surface, is 0.
I'll refer to this
-dimensional surface in the
space of bin fractions as
, since the fixed
values of
and the numbers
on it are
determined by the fixed values of
and the
. Since the
maximum value of
in the region where all
are
is attained
when the value of each
is given by the above formula, and the values
of
and the
are all fixed on
, the maximum value of
on
, in the region where all
are
, is attained when the value of each
is given by the
above formula.
From the formula for
as above, the fixed
values of the
quantities
and the
are
determined in terms of the
quantities
and the
by
the formulae:
From the last formula above:
so from the formula above:
From above, Napier's number
has the value
, so if
was negative, then for a given type of object
,
would be larger for bins for which the energy
at their
centres is larger, and if
was 0,
would be the same for all
bins, no matter how large the energy
at their centres. In either
of these cases, there would be no justification for our assumption that the
objects are all moving slowly compared to the speed of light, so I'll assume
that
.
From the above formula for , we have:
where:
We observe that is a weighted average of the energies
of the
objects of type
at the bin centres, such that the relative weights of
larger
decrease as
increases, so we expect that
will
decrease as
increases. To check this, we note that by a
rearrangement of the above formula:
From the formula above for in terms of the
, we have:
If each different assignment of the
objects to the
bins, consistent with the given total energy
of the system, is equally
likely, then as we observed above, the most likely values of the numbers
will be those for which
reaches its maximum value, consistent with
the given total energy
. If the numbers
initially differ from
these values, then over the course of time, we expect them to tend towards
these values. The reason for this is that we have assumed that the total
energy can be expressed as a sum of the energies of the individual objects. There will be small corrections to this assumption, due for example to
interactions between gas molecules in the same container, or small mutual
interactions between atoms vibrating near the surfaces of different containers
that are touching one another. These interactions will occur randomly and
can change the numbers
by small amounts such as
, so their net effect is that the numbers
will drift
towards their most likely values.
It's convenient, now, to change the meaning of , which I defined above to be the average energy of an object of type
, to be the total energy of the objects of type
, instead.
The total energy
of the objects of type
depends on the numbers
, so a drift of these numbers with time
can result in a net transfer of energy from one type of object to another,
while the total energy remains constant. If two systems, each of which might
contain a number of different types of object, are initially separated from
one another, with total energies
and
and initial values
and
of
, and are brought into contact with one another, such
that neither system exerts any mechanical, electromagnetic, or gravitational
force on the other, but the numbers
for each system can drift due to
random microscopic interactions between parts of the two systems as above, for
example where containers of gas that were initially separated are now touching
one another, then the numbers
for each system will drift towards
values corresponding to a common final value
of
for both
systems, which is the value for which
for the combined system is
maximized, when the total energy of the combined system is
.
If the initial values and
of
are such that
, then the final common value
of
cannot be such that
, for by the result above, that would
mean that the final energies
and
of the two systems
satisfy
and
, in contradiction with the
conservation of the total energy of the combined system, which we found above
follows from Newton's laws or de Maupertuis's principle, and which implies
that
. And similarly,
cannot be
such that
, for by the result above, that would imply
and
, which again contradicts the conservation of the
total energy of the combined system. Thus we must have
, so if
, then
.
If
, and each of the two systems contains at least one type
of object for which
has different values for at least two different
bins, then from the result above,
and
, so
, and
and
, so the drift of the
numbers
to their final values results in a net transfer of energy
from the second system to the first. The values of
,
, and
are determined by the requirement that
, so that
.
These results show that has the basic observed properties of
temperature, except that
increases where temperature decreases, and
conversely. To determine the relation between
and temperature, we'll
consider the example of an ideal gas, which is a collection of randomly moving
non-interacting molecules of mass
, enclosed in a container. In
accordance with our assumptions above, we'll assume that each molecule behaves
approximately as though its mass is concentrated at a single point.
We'll take the container of the gas to be a box whose edges are aligned with
the Cartesian coordinate directions, such that the interior dimensions of the
box are ,
, and
. The total momentum of the molecules and the
box is 0 in accordance with our assumption above, so the position of the
centre of mass of the molecules and the box is independent of time. The
molecules are moving randomly in the interior of the box, and we'll assume
that the box is sufficiently rigid, and its mass is sufficiently large
compared to the mass
of each molecule, that we can treat the box to a good
approximation as staying in a fixed position. The ranges of the position
coordinates in the interior of the box are
,
, and
. The potential energy
is 0 when all
the molecules are in the interior of the box, and
when any of the
molecules is outside the interior of the box.
We'll now divide the range of the possible positions and momenta of each
molecule into equal size bins as I described above, and we'll choose each bin
to be a box with its edges aligned with the Cartesian coordinate directions,
such that the length of each position edge of a bin is
and the
difference between the values of a momentum coordinate at the ends of a
momentum edge of a bin is
. The sizes of the bin edges
and
are sufficiently small that we can treat
all the molecules in a bin as being approximately at the same position and
having approximately the same momentum, but sufficiently large that the number
of molecules in a bin is large. This is not a problem for gas containers of
everyday sizes, since the number of molecules in a cubic metre of air, to the
nearest power of 10, is about
.
From above, the momentum of a molecule at position
moving with speed
is
, so the kinetic energy of
the molecule is:
If is in the interior of the container, then the potential energy
is
0, so from the formula above for the kinetic energy of a molecule:
If we did the calculations in the limit where the sizes
and
of the bin edges tend to 0, this formula would be exact. We
assumed above that
and
are sufficiently small
that we can treat all the molecules in a bin as being approximately at the
same position and having approximately the same momentum, so I'll treat this
formula as exact. We therefore have:
We'll complete the calculation of
by first calculating
the number
, and
we'll calculate this number by first calculating its square, which I'll
represent by
. We can write this as:
Thus:
since
. Thus
, since the limit of
as
tends to
is 0. Thus:
We now observe that according to the explanation I gave in the previous
post, here, of the meaning of the integral of a quantity, say , that
depends smoothly on another quantity, say
, over a range of values of
,
say from
to
, where
, the range of
from
to
is divided up into a great number of tiny intervals, and the integral
is approximately the sum of a contribution
from each of these tiny intervals, such that the contribution from each tiny
interval is the value of
at some point in that tiny interval, times the
difference between the values of
at the ends of that tiny interval. The
exact value of the integral is the limit of sums of this form, as the tiny
intervals become so small and their number so great, that the size of the
largest tiny interval tends to 0. So if
in turn depends on another
quantity, say
, such that
, the rate of
change of
with respect to
, is
for all values of
from
to
, then we have:
From this observation, with taken as
,
taken as
, and
taken as
,
so that
,
, and
, we find from
the result above that:
So from the formula above, the most likely number of molecules in a bin
centred at a position inside the container and momentum
, with edge
sizes
,
,
,
,
, and
, is:
When an object of mass moving with velocity
collides with an object of mass
that is initially at
rest, and no other objects are involved, and the potential energy
is 0
except at the moment when the objects are in contact, then by the conservation
of total energy, which we obtained in the previous post, here, the
sum of the kinetic energies of the objects is the same before and after the
collision, and by the result we found above, the sum of the momenta of the
objects is the same before and after the collision. So if the final velocity
of the object of mass
is
, and the final velocity of the object of
mass
is
, we have:
So if the 1 component of the velocity of a molecule of the ideal gas is
at a particular time, then the only values the 1 component of the velocity of
that molecule ever takes are
. If
, then that molecule
transfers momentum
to the container wall at
, at moments
separated by time intervals
, so the average rate at which
that molecule transfers momentum to that container wall is
per unit time, so since force is the rate of change
of momentum, the average force exerted by that molecule on that container wall
is
in the outwards direction. Thus the pressure
on
that container wall is the sum of
over all the
gas molecules in the container.
From the formula above, integrated over the volume of the container, the most
likely number of molecules in a momentum bin centred at momentum , with
edge sizes
,
, and
, is:
We'll assume now that this most likely number of molecules in each momentum
bin is the actual number of molecules in each momentum bin. Then the sum of
over all the gas
molecules in the container is:
We'll calculate the above integral over by first calculating the
integral
. We
found above that
, so:
So if a system in thermal equilibrium at absolute temperature is composed
of a very large number microscopic objects of various types subject to
Newton's laws of motion, which we derived from de Maupertuis's principle of
stationary action in the previous post, here, and if the range of
possible positions and momenta of the objects is divided up into
tiny bins
of equal size, then from the result we found above, the most likely number of
objects of type
in position and momentum bin number
is:
One of the clues that led to the discovery of Dirac-Feynman-Berezin sums, and which made possible, among other things, the design and construction of the electronic device on which you are reading this blog post, came from the attempted application of the Boltzmann distribution to electromagnetic radiation. In the next post in this series, Electromagnetism, we'll look at the discoveries about electricity and magnetism that enabled James Clerk Maxwell, in the middle of the nineteenth century, to identify light as waves of oscillating electric and magnetic fields, and to calculate the speed of light from measurements of:
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