gale 'Bicentennial publication?

ELEMENTARY PRINCIPLES IN
STATISTICAL MECHANICS

pale bicentennial publications

With the approval if tbt Prindent and FcUmn
of Tali Unrveriity, a stria of volumes has keen
prepared by a number of the Pnfesson and In-
structorsj to be issued in connection with the
Bicentennial Anniversary^ as a partial indica-
ttm of the character of the studies in wbicb the
University teachers are engaged.

This series of volumes is respectfully dedicated 4»

ff)r ^nurtures of tljr

ELEMENTARY PRINCIPLES

IN

STATISTICAL MECHANICS

DEVELOPED WITH ESPECIAL REFERENCE TO

THE RATIONAL FOUNDATION OF
THERMODYNAMICS

BY

J. WILLARD GIBBS

Proftuor of Matktmatual Pkyrict in YaU University

OF r

UNIVERSITY

OF

NEW YORK : CHARLES SCRIBNER'S SONS

LONDON: EDWARD ARNOLD

1902

A<>
'

Copyright, 1902,
BY CHARLES SCRIBNER'S SONS

Published, March, zgoz.

UNIVERSITY PRESS • JOHN WILSON
AND SON • CAMBRIDGE, U.S.A.

PREFACE.

THE usual point of view in the study of mechanics is that
where the attention is mainly directed to the changes which
take place in the course of time in a given system. The prin-
cipal problem is the determination of the condition of the
system with respect to. configuration and velocities at any
required time, when its condition in these respects has been
given for some one time, and the fundamental equations are
those which express the changes continually taking place in
the system. Inquiries of this kind are often simplified by
taking into consideration conditions of the system other than
those through which it actually passes or is supposed to pass,
but our attention is not usually carried beyond conditions
differing infinitesimally from those which are regarded as
actual.

For some purposes, however, it is desirable to take a broader
view of the subject. We may imagine a great number of
systems of the same nature, but differing in the configura-
tions and velocities which they have at a given instant, and
differing not merely infinitesimally, but it may be so as to
embrace every conceivable combination of configuration and
velocities. And here we may set the problem, not to follow
a particular system through its succession of configurations,
but to determine how the whole number of systems will be
distributed among the various conceivable configurations and
velocities at any required time, when the distribution has
been given for some one time. The fundamental equation
for this inquiry is that which gives the rate of change of the
number of systems which fall within any infinitesimal limits
of configuration and velocity.

94203

viii PREFACE.

Such inquiries have been called by Maxwell statistical.
They belong to a branch of mechanics which owes its origin to
the desire to' explain the laws of thermodynamics on mechan-
ical principles, and of which Clausius, Maxwell, and Boltz-
mann are to be regarded as the principal founders. The first
inquiries in this field were indeed somewhat narrower in their
scope than that which has been mentioned, being applied to
the particles of a system, rather than to independent systems.
Statistical inquiries were next directed to the phases (or con-
ditions with respect to configuration and velocity) which
succeed one another in a given system in the course of time.
The explicit consideration of a great number of systems and
their distribution in phase, and of the permanence or alteration
of this distribution in the course of time is perhaps first found
in Boltzmann's paper on the " Zusammenhang zwischen den
Satzen iiber das Verhalten mehratomiger Gasmolekiile mit
Jacobi's Princip des letzten Multiplicators " (1871).

But although, as a matter of history, statistical mechanics
owes its origin to investigations in thermodynamics, it seems
eminently worthy of an independent development, both on
account of the elegance and simplicity of its principles, and
because it yields new results and places old truths in a new
light in departments quite outside of thermodynamics. More-
over, the separate study of this branch of mechanics seems to
afford the best foundation for the study of rational thermody-
namics and molecular mechanics.

The laws of thermodynamics, as empirically determined,
express the approximate and probable behavior of systems of
a great number of particles, or, more precisely, they express
the laws of mechanics for such systems as they appear to
beings who have not the fineness of perception to enable
them to appreciate quantities of the order of magnitude of
those which relate to single particles, and who cannot repeat
their experiments often enough to obtain any but the most
probable results. The laws of statistical mechanics apply to
conservative systems of any number of degrees of freedom,

PREFACE. ix

and are exact. This does not make them more difficult to
establish than the approximate laws for systems of a great
many degrees of freedom, or for limited classes of such
systems. The reverse is rather the case, for our attention is
not diverted from what is essential by the peculiarities of the
system considered, and we are not obliged to satisfy ourselves
that the effect of the quantities and circumstances neglected
will be negligible in the result. The laws of thermodynamics
may be easily obtained from the principles of statistical me-
chanics, of which they are the incomplete expression, but
they make a somewhat blind guide in our search for those
laws. This is perhaps the principal cause of the slow progress
of rational thermodynamics, as contrasted with the rapid de-
duction of the consequences of its laws as empirically estab-
lished. To this must be added that the rational foundation
of thermodynamics lay in a branch of mechanics of which
the fundamental notions and principles, and the characteristic
operations, were alike unfamiliar to students of mechanics.

We may therefore confidently believe that nothing will
more conduce to the clear apprehension of the relation of
thermodynamics to rational mechanics, and to the interpreta-
tion of observed phenomena with reference to their evidence
respecting the molecular constitution of bodies, than the
study of the fundamental notions and principles of that de-
partment of mechanics to which thermodynamics is especially
related.

Moreover, we avoid the gravest difficulties when, giving up
the attempt to frame hypotheses concerning the constitution
of material bodies, we pursue statistical inquiries as a branch
of rational mechanics. In the present state of science, it
seems hardly possible to frame a dynamic theory of molecular
action which shall embrace the phenomena of thermody-
namics, of radiation, and of the electrical manifestations
which accompany the union of atoms. Yet any theory is
obviously inadequate which does not take account of all
these phenomena. Even if we confine cur attention to the

X PREFACE.

phenomena distinctively thermodynamic, we do not escape
difficulties in as simple a matter as the number of degrees
of freedom of a diatomic gas. It is well known that while
theory would assign to the gas six degrees of freedom per
molecule, in our experiments on specific heat we cannot ac-
count for more than five. Certainly, one is building on an
insecure foundation, who rests his work on hypotheses con-
cerning the constitution of matter.

Difficulties of this kind have deterred the author from at-
tempting to explain the mysteries of nature, and have forced
him to be contented with the more modest aim of deducing
some of the more obvious propositions relating to the statis-
tical branch of mechanics. Here, there can be no mistake in
regard to the agreement of the hypotheses with the facts of
nature, for nothing is assumed in that respect. The only
error into which one can fall, is the want of agreement be-
tween the premises and the conclusions, and this, with care,
one may hope, in the main, to avoid.

The matter of the present volume consists in large measure
of results which have been obtained by the investigators
mentioned above, although the point of view and the arrange-
ment may be different. These results, given to the public
one by one in the order of their discovery, have necessarily,
in their original presentation, not been arranged in the most
logical manner.

In the first chapter we consider the general problem which
has been mentioned, and find what may be called the funda-
mental equation of statistical mechanics. A particular case
of this equation will give the condition of statistical equi-
librium, i. e., the condition which the distribution of the
systems in phase must satisfy in order that the distribution
shall be permanent. In the general case, the fundamental
equation admits an integration, which gives a principle which
may be variously expressed, according to the point of view
from which it is regarded, as the conservation of density-in-
phase, or of extension-in-phase, or of probability of phase.

PREFACE. xi

In the second chapter, we apply this principle of conserva-
tion of probability of phase to the theory of errors in the
calculated phases of a system, when the determination of the
arbitrary constants of the integral equations are subject to
error. In this application, we do not go beyond the usual
approximations. In other words, we combine the principle
of conservation of probability of phase, which is exact, with
those approximate relations, which it is customary to assume
in the " theory of errors."

In the third chapter we apply the principle of conservation
of extension-in-phase to the integration of the differential
equations of motion. This gives Jacobi's " last multiplier,"
as has been shown by Boltzmann.

In the fourth and following chapters we return to the con-
sideration of statistical equilibrium, and confine our attention
to conservative systems. We consider especially ensembles
of systems in which the index (or logarithm) of probability of
phase is a linear function of the energy. This distribution,
on account of its unique importance in the theory of statisti-
cal equilibrium, I have ventured to call canonical, and the
divisor of the energy, the modulus of distribution. The
moduli of ensembles have properties analogous to temperature,
in that equality of the moduli is a condition of equilibrium
with respect to exchange of energy, when such exchange is
made possible.

We find a differential equation relating to average values
in the ensemble which is identical in form with the funda-
mental differential equation of thermodynamics, the average
index of probability of phase, with change of sign, correspond-
ing to entropy, and the modulus to temperature.

For the average square of the anomalies of the energy, we
find an expression which vanishes in comparison with the
square of the average energy, when the number of degrees
of freedom is indefinitely increased. An ensemble of systems
in which the number of degrees of freedom is of the same
order of magnitude as the number of molecules in the bodies

xii PREFACE.

with which we experiment, if distributed canonically, would
therefore appear to human observation as an ensemble of
systems in which all have the same energy.

We meet with other quantities, in the development of the
subject, which, when the number of degrees of freedom is
very great, coincide sensibly with the modulus, and with the
average index of probability, taken negatively, in a canonical
ensemble, and which, therefore, may also be regarded as cor-
responding to temperature and entropy. The correspondence
is however imperfect, when the number of degrees of freedom
is not very great, and there is nothing to recommend these
quantities except that in definition they may be regarded as
more simple than those which have been mentioned. In
Chapter XIV, this subject of thermodynamic analogies is
discussed somewhat at length.

Finally, in Chapter XV, we consider the modification of
the preceding results which is necessary when we consider
systems composed of a number of entirely similar particles,
or, it may be, of a number of particles of several kinds, all of
each kind being entirely similar to each other, and when one
of the variations to be considered is that of the numbers of
the particles of the various kinds which are contained in a
system. This supposition would naturally have been intro-
duced earlier, if our object had been simply the expression of
the laws of nature. It seemed desirable, however, to separate
sharply the purely thermodynamic laws from those special
modifications which belong rather to the theoiy of the prop-
erties of matter.

J. W. G.

NEW HAVEN, December, 1901.

CONTENTS.

CHAPTER I.

GENERAL NOTIONS. THE PRINCIPLE OF CONSERVATION

OF EXTENSION-IN-PHASE.

PAGE

Hamilton's equations of motion 3-5

Ensemble of systems distributed in phase 5

Extension-in-phase, density-in-phase 6

Fundamental equation of statistical mechanics 6-8

Condition of statistical equilibrium 8

Principle of conservation of density-in-phase 9

Principle of conservation of extension-in-phase 10

Analogy in hydrodynamics 11

Extension-in-phase is an invariant 11-13

Dimensions of extension-in-phase 13

Various analytical expressions of the principle 13-15

Coefficient and index of probability of phase 16

Principle of conservation of probability of phase 17, 18

Dimensions of coefficient of probability of phase 19

CHAPTER II.

APPLICATION OF THE PRINCIPLE OF CONSERVATION OF
EXTENSION-IN-PHASE TO THE THEORY OF ERRORS.

Approximate expression for the index of probability of phase . 20, 21
Application of the principle of conservation of probability of phase
to the constants of this expression 21-25

CHAPTER III.

APPLICATION OF THE PRINCIPLE OF CONSERVATION OF
EXTENSION-IN-PHASE TO THE INTEGRATION OF THE
DIFFERENTIAL EQUATIONS OF MOTION.

Case in which the forces are function of the coordinates alone . 26-29
Case in which the forces are functions of the coordinates with the
time 30, 31

xiv CONTENTS.

CHAPTER IV.

ON THE DISTRIBUTION-IN-PHASE CALLED CANONICAL, IN
WHICH THE INDEX OF PROBABILITY IS A LINEAR

FUNCTION OF THE ENERGY.

PAGE

Condition of statistical equilibrium 32

Other conditions which the coefficient of probability must satisfy . 33

"""" Canonical distribution — Modulus of distribution 34

^ must be finite 35

The modulus of the canonical distribution has properties analogous

to temperature 35-37

Other distributions have similar properties 37

Distribution in which the index of probability is a linear function of

the energy and of the moments of momentum about three axes . 38, 39
Case in which the forces are linear functions of the displacements,

and the index is a. linear function of the separate energies relating

to the normal types of motion 39-41

Differential equation relating to average values in a canonical

ensemble 42-44

This is identical in form with the fundamental differential equation

of thermodynamics 44, 45

CHAPTER V.

AVERAGE VALUES IN A CANONICAL ENSEMBLE OF SYS-
TEMS.
Case of v material points. Average value of kinetic energy of a

single point for a given configuration or for the whole ensemble

= f 0 46, 47

Average value of total kinetic energy for any given configuration

or for the whole ensemble = % v 0 47

System of n degrees of freedom. Average value of kinetic energy,

for any given configuration or for the whole ensemble = f 0 . 48-50

Second proof of the same proposition 50-52

Distribution of canonical ensemble in configuration 52-54

Ensembles canonically distributed in configuration 55

Ensembles canonically distributed in velocity 56

CHAPTER VI.

EXTENSION1-IN-CONFIGURATION AND EXTENSION-TN-
VELOCITY.

Extension-in-configuration and extension-in-velocity are invari-
ants . 57-59

CONTENTS. XV

PAGE

Dimensions of these quantities 60

Index and coefficient of probability of configuration 61

Index and coefficient of probability of velocity 62

Dimensions of these coefficients 63

Relation between extension-in-configuration and extension-in-velocity 64
Definitions of extension-in-phase, extension-in-configuration, and ex-
tension-in- velocity, without explicit mention of coordinates . . 65-67

CHAPTER VII.

FARTHER DISCUSSION OF AVERAGES IN A CANONICAL
ENSEMBLE OF SYSTEMS.

Second and third differential equations relating to average values

in a canonical ensemble 68, 69

These are identical in form with thermodynamic equations enun-
ciated by Clausius 69

Average square of the anomaly of the energy — of the kinetic en-
ergy— of the potential energy 70-72

These anomalies are insensible to human observation and experi-
ence when the number of degrees of freedom of the system is very

great 73, 74

Average values of powers of the energies 75-77

Average values of powers of the anomalies of the energies . . 77-80
Average values relating to forces exerted on external bodies . . 80-83
General formulae relating to averages in a canonical ensemble . 83-86

CHAPTER VIII.

ON CERTAIN IMPORTANT FUNCTIONS OF THE ENERGIES
OF A SYSTEM.

Definitions. V = extension-in-phase below a limiting energy (e).

$ = \o«dVldc 87,88

Vq = extension-in-configuration below a limiting value of the poten-
tial energy (e?). fa = \o^dVqjdfq 89,90

Vp = extension-in-velocity below a limiting value of the kinetic energy

(*). ^p = loSdVpjd€p 90,91

Evaluation of Vp and $p 91-93

Average values of functions of the kinetic energy 94, 95

Calculation of FfromF^ 95,96

Approximate formulae for large values of n 97,98

Calculation of V or <£ for whole system when given for parts ... 98
Geometrical illustration . 99

xvi CONTENTS.

CHAPTER IX.

THE FUNCTION </> AND THE CANONICAL DISTRIBUTION.

When n > 2, the most probable value of the energy in a canonical
ensemble is determined by d(j> j de = 1 / e 100,101

When n > 2, the average value of d$ j de in a canonical ensemble
isl/e 101

When n is large, the value of <£ corresponding to d(f>/de=l/Q
(<£o) js nearly equivalent (except for an additive constant) to
the average index of probability taken negatively (— fj) . . 101-104

Approximate formulae for <£0 + fj when n is large 104-106

When n is large, the distribution of a canonical ensemble in energy
follows approximately the law of errors 105

This is not peculiar to the canonical distribution 107, 108

Averages in a canonical ensemble 108-114

CHAPTER X.

ON A DISTRIBUTION IN PHASE CALLED MICROCANONI-
CAL IN WHICH ALL THE SYSTEMS HAVE THE SAME
ENERGY.

The microcanonical distribution denned as the limiting distribution
obtained by various processes 115, 116

Average values in the microcanonical ensemble of functions of the
kinetic and potential energies 117-120

If two quantities have the same average values in every microcanon-
ical ensemble, they have the same average value in every canon-
ical ensemble 120

Average values in the microcanonical ensemble of functions of the
energies of parts of the system 121-123

Average values of functions of the kinetic energy of a part of the
system 123, 124

Average values of the external forces in a microcanonical ensemble.
Differential equation relating to these averages, having the form
of the fundamental differential equation of thermodynamics . 124-128

CHAPTER XI.

MAXIMUM AND MINIMUM PROPERTIES OF VARIOUS DIS-
TRIBUTIONS IN PHASE.

Theorems I- VI. Minimum properties of certain distributions . 129-133
Theorem VII. The average index of the whole system compared
with the sum of the average indices of the parts 133-135

CONTENTS. xvii

PAGE

Theorem VIII. The average index of the whole ensemble com-
pared with the average indices of parts of the ensemble . . 135-137
Theorem IX. Effect on the average index of making the distribu-
tion-in-phase uniform within any limits 137-138

CHAPTER XII.

ON THE MOTION OF SYSTEMS AND ENSEMBLES OF SYS-
TEMS THROUGH LONG PERIODS OF TIME.

Under what conditions, and with what limitations, may we assume
that a system will return in the course of time to its original
phase, at least to any required degree of approximation? . . 139-142

Tendency in an ensemble of isolated systems toward a state of sta-
tistical equilibrium 143-151

CHAPTER XIII.

EFFECT OF VARIOUS PROCESSES ON AN ENSEMBLE OF
SYSTEMS.

Variation of the external coordinates can only cause a decrease in
the average index of probability 152-154

This decrease may in general be diminished by diminishing the
rapidity of the change in the external coordinates .... 154-157

The mutual action of two ensembles can only diminish the sum of
their average indices of probability 158, 159

In the mutual action of two ensembles which are canonically dis-
tributed, that which has the greater modulus will lose energy . 160

Repeated action between any ensemble and others which are canon-
ically distributed with the same modulus will tend to distribute
the first-mentioned ensemble canonically with the same modulus 161

Process analogous to a Carnot's cycle 162,163

Analogous processes in thermodynamics 163, 164

CHAPTER XIV.

DISCUSSION OF THERMODYNAMIC ANALOGIES.

The finding in rational mechanics an a priori foundation forthermo-
dynamics requires mechanical definitions of temperature and
entropy. Conditions which the quantities thus defined must
satisfy 165-167

The modulus of a canonical ensemble (0), and the average index of
probability taken negatively (rj), as analogues of temperature
and entropy 167-169

xviii CONTENTS.

PAGE

The functions of the energy del d log Fand log Fas analogues of

temperature and entropy 169-172

The functions of the energy de / cty and <p as analogues of tempera-
ture and entropy 1 72-1 78

Merits of the different systems 178-183

If a system of a great number of degrees of freedom is microcanon-
ically distributed in phase, any very small part of it may be re-
garded as canonically distributed 183

Units of 0 and rj compared with those of temperature and
entropy 183-186

CHAPTER XV.

SYSTEMS COMPOSED OF MOLECULES.

Generic and specific definitions of a phase 187-189

Statistical equilibrium with respect to phases generically defined

and with respect to phases specifically defined 189

Grand ensembles, petit ensembles 189,190

Grand ensemble canonically distributed 190-193

Q must be finite 193

Equilibrium with respect to gain or loss of molecules .... 194-197
Average value of any quantity in grand ensemble canonically dis-
tributed 198

Differential equation identical in form with fundamental differen-
tial equation in thermodynamics 199, 200

Average value of number of any kind of molecules (i>) . . . . 201

Average value of (v-v)* 201,202

Comparison of indices 203-206

When the number of particles in a system is to be treated as
variable, the average index of probability for phases generically
defined corresponds to entropy 206

ELEMENTARY PRINCIPLES IN
STATISTICAL MECHANICS

(( UNIVERSITY J

ELEMENTARY PRINCIPLES IN
STATISTICAL MECHANICS

CHAPTER I.

GENERAL NOTIONS. THE PRINCIPLE OF
OF EXTENSION-IN-PHASE.

WE shall use Hamilton's form of the equations of motion for
a system of n degrees of freedom, writing ql , . . ,qn for the
(generalized) coordinates, qi , . . . qn for the (generalized) ve-
locities, and

for the moment of the forces. We shall call the quantities
Fl9...Fn the (generalized) forces, and the quantities p1 . . . pn,
defined by the equations

Pl = ^-t p2 = ^, etc., (2)

dqi dq2

where ep denotes the kinetic energy of the system, the (gen-
eralized) momenta. The kinetic energy is here regarded as
a function of the velocities and coordinates. We shall usually
regard it as a function of the momenta and coordinates,*
and on this account we denote it by ep. This will not pre-
vent us from occasionally using formulae like (2), where it is
sufficiently evident the kinetic energy is regarded as function
of the g's and ^'s. But in expressions like dep/dq1 , where the
denominator does not determine the question, the kinetic

* The use of the momenta instead of the velocities as independent variables
is the characteristic of Hamilton's method which gives his equations of motion
their remarkable degree of simplicity. We shall find that the fundamental
notions of statistical mechanics are most easily defined, and are expressed in
the most simple form, when the momenta with the coordinates are used to
describe the state of a system.

4 HAMILTON'S EQUATIONS.

energy is always to be treated in the differentiation as function
of the p's and q*s.
We have then

* = ;fe* *l = -^ + Fl' etc> (3)

These equations will hold for any forces whatever. If the
'fetces^ &i*e £ dptt§erVative, in other words, if the expression (1)
j.stant exact differential, we may set

where eq is a function of the coordinates which we shall call
the potential energy of the system. If we write e for the
total energy, we shall have

e = €P + e«> (5)

and equatipns (3) may be written

*' = ;£' * = -£' etc- [I <«>

The potential energy (e3) may depend on other variables
beside the coordinates q1 . . . qn. We shall often suppose it to
depend in part on coordinates of external bodies, which we
shall denote by ax , #2 , etc. We shall then have for the com-
plete value of the differential of the potential energy *

deq = — FI dql . . — Fn dqn — A1 da^ — A2 daz — etc., (7)

where A^ A%, etc., represent forces (in the generalized sense)
exerted by the system on external bodies. For the total energy
(e) we shall have

de=qldpl . . . + qndpn~Pidqi . . .

— pn dqn — Al da-i — A2 daz — etc. (8)

It will be observed that the kinetic energy (e^,) in the
most general case is a quadratic function of the p's (or g-'s)

* It will be observed, that although we call e the potential energy of the
system which we are considering, it is really so defined as to include that
energy which might be described as mutual to that system and external
bodies.

ENSEMBLE OF SYSTEMS. 5

v

involving also the ^'s but not the a's ; that the potential energy,
when it exists, is function of the <?'s and a's ; and that the
total energy, when it exists, is function of the jt?'s (or ^s), the
9's, and the a's. In expressions like dejdq^ them's, and not
the q's, are to be taken as independent variables, as has already
been stated with respect to the kinetic energy.

Lev us imagine a great number of independent systems,
identical in nature, but differing in phase, that is, in their
condition with respect to configuration and velocity. The
forces are supposed to be determined for every system by the
same law, being functions of the coordinates of the system
q19 . . . qn, either alone or with the coordinates a1? a2, etc. of
certain external bodies. It is not necessary that they should
be derivable from a force-function. The external coordinates
a15 a2, etc. may vary with the time, but at any given time
have fixed values. In this they differ from the internal
coordinates q1 , . . . qn , which at the same time have different
values in the different systems considered.

Let us especially consider the number of systems which at a
given instant fall within specified limits of phase, viz., those
for which

Pi <Pi< Pi", qi <qi< q",

Pn <Pn< P", qn < q» <

the accented letters denoting constants. We shall suppose
the differences p^' — p{, q^ — q^, etc. to be infinitesimal, and
that the systems are distributed in phase in some continuous
manner,* so that the number having phases within the limits
specified may be represented by

i') • • • (?»" - ?„'), (10)

* In strictness, a finite number of systems cannot be distributed contin-
uously in phase. But by increasing indefinitely the number of systems, we
may approximate to a continuous law of distribution, such as is here
described. To avoid tedious circumlocution, language like the above may
be allowed, although wanting in precision of expression, when the sense in
which it is to be taken appears sufficiently clear.

6 VARIATION OF THE

or more briefly by

. . . dpn dql . . . dqn, (li)

where D is a function of the p's and q's and in general of t alb 3,

for as time goes on, and the individual systems change the\r

phases, the distribution of the ensemble in phase will in gen-

eral vary. In special cases, the distribution in phase will

remain unchanged. These are cases of statistical equilibr turn.

If we regard all possible phases as forming a sort oi exten-

ision of 2 n dimensions, we may regard the product of differ-

fentials in (11) as expressing an element of this extension, and

\D as expressing the density of the systems in that element.

We shall call the product

dpl... dpn dqlf. . dqn (12)

an element of extensionrin-phase, and D the density-inr-phase
of the systems.

It is evident that the changes which take place in the den-
sity of the systems in any given element of extension-in-
phase will depend on" the dynamical nature of the systems
and their distribution in phase at the time considered.

In the case of conservative systems, with which we shall be
principally concerned, their dynamical nature is completely
determined by the function which expresses the energy (e) in
terms of the |?'s, <?'s, and a's (a function supposed identical
for all the systems) ; in the more general case which we are
considering, the dynamical nature of the systems is deter-
mined by the functions which express the kinetic energy (ep)
in terms of the p's and <?'s, and the forces in terms of the
<?'s and «'s. The distribution in phase is expressed for the
time considered by D as function of the p's and q's. To find
the value of dD/dt for the specified element of extension-in-
phase, we observe that the number of systems within the
limits can only be varied by systems passing the limits, which
may take place in 4 n different ways, viz., by the pl of a sys-
tem passing the limit p^, or the limit p/', or by the ql of a
system passing the limit q^ or the limit <?/', etc. Let us
consider these cases separately.

DENSITY-IN-PHASE. 1

In the first place, let us consider the number of systems
which in the time dt pass into or out of the specified element
by pl passing the limit p^. It will be convenient, and it is
evidently allowable, to suppose dt so small that the quantities
^ dt, ql dt, etc., which represent the increments of pl, ql, etc.,
in the time dt shall be infinitely small in comparison with
the infinitesimal differences p£ — p^, q±r — <?/, etc., which de-
termine the magnitude of the element of extension-in-phase.
The systems for which pl passes the limit p^ in the interval
dt are those for which at the commencement of this interval
the value of p1 lies between p^ and p^ — p± dt, as is evident
if we consider separately the cases in which pl is positive and
negative. Those systems for which p1 lies between these
limits, and the other p's and j's between the limits specified in
(9), will therefore pass into or out of the element considered
according aH^t? is positive or negative, unless indeed they also
pass some other limit specified in (9) during the same inter-

^val of time. But the number which pass any two of these
limits will be represented by an expression containing the
square of dt as a factor, and is evidently negligible, when dt

1 is sufficiently small, compared with the number which we are
seeking to evaluate, and which (with neglect of terms contain-
ing dt2) may be found by substituting pl dt for p^' — p^ in
(10) or for dp1 in (11).
The expression

Dpi dt dpz . . . dpn dqi . . . dqn (13)

will therefore represent, according as it is positive or negative,
the increase or decrease of the number of systems within the
given limits which is due to systems passing the limit p^. A
similar expression, in which however D and p will have
slightly different values (being determined for p^' instead of
Pi), will represent the decrease or increase of the number of
systems due to the passing of the limit p^'. The difference
of the two expressions, or

dpi . . . dpn dqi . . . dqn dt (14)

8 CONSERVATION OF

will represent algebraically the decrease of the number of
systems within the limits due to systems passing the limits p^
and PI'.

The decrease in the number of systems within the limits
due to systems passing the limits q± and <?/' may be found in
the same way. This will give

for the decrease due to passing the four limits p±, p^", <?/, q^'.
But since the equations of motion (3) give

^ + ^ = 0, (16)

dpi dql

the expression reduces to

(dD • dD • \
d^pi + d^ ?i) *• • • • *• dyi • • • *-•*• (17)

If we prefix 2 to denote summation relative to the suffixes
1 ... n, we get the total decrease in the number of systems
within the limits in the time dt. That is,

T~ i*

-dDdPl... dpn dSl... dqn, (18)

d~ ^ ) dpl ' ' ' d d ' " d dt ~

or

where the suffix applied to the differential coefficient indicates
that the JP'S and <?'s are to be regarded as constant in the differ-
entiation. The condition of statistical equilibrium is therefore

If at any instant this condition is fulfilled for all values of the
p's and <?'s, (dD/dt}ptg vanishes, and therefore the condition
will continue to hold, and the distribution in phase will be
permanent, so long as the external coordinates remain constant.
But the statistical equilibrium would in general be disturbed
by a change in the values of the external coordinates, which

DENSITY-IN-PHASE. 9

would alter the values of tlie jt?'s as determined by equations
(3), and thus disturb the relation expressed in the last equation.
If we write equation (19) in the form

it will be seen to express a theorem of remarkable simplicity.
Since D is a function of t, pl, . . . pn, ql , . . . qn, its complete
differential will consist of parts due to the variations of all
these quantities. Now the first term of the equation repre-
sents the increment of D due to an increment of t (with con-
stant values of them's and ^'s), and the rest of the first member
represents the increments of D due to increments of the p's
and g's, expressed by pl dt, ql dt, etc. But these are precisely
the increments which the jt?'s and #'s receive in the movement
of a system in the tune dt. The whole expression represents
the total increment of D for the varying phase of a moving
system. We have therefore the theorem : —

In an ensemble of mechanical systems identical in nature and
subject to forces determined by identical laws, but distributed
in phase in any continuous manner, the density-in-phase is
constant in time for the varying phases of a moving system ;
provided, that the forces of a system are functions of its co-
ordinates, either alone or with the time.*

This may be called the principle of conservation of density-
in-phase. It may also be written

(fL.,=»-

where a, . . . h represent the arbitrary constants of the integral
equations of motion, and are suffixed to the differential co-

* The condition that the forces Flt ...Fn are functions of q1 , . . . qn and
alf a2, etc., which last are functions of the time, is analytically equivalent
to the condition that Flf . . . Fn are functions of qi, ...qn and the time.
Explicit mention of the external coordinates, a1? «2, etc., has been made in
the preceding pages, because our purpose will require us hereafter to con-
sider these coordinates and the connected forces, Alt A2, etc., which repre-
sent the action of the systems on external bodies.

10 CONSERVATION OF

efficient to indicate that they are to be regarded as constant
in the differentiation.

We may give to this principle a slightly different expres-
sion. Let us call the value of the integral

JT.

.dpndqi... dqn (23)

taken within any limits the extension-in-phase within those
limits.

When the phases bounding an extension-in-phase vary in
the course of time according to the dynamical laws of a system
subject to forces which are functions of the coordinates either
alone or with the time, the value of the extension-in-phase thus
bounded remains constant. In this form the principle may be
called the principle of conservation of extension-in-phase. In
some respects this may be regarded as the most simple state-
ment of the principle, since it contains no explicit reference
to an ensemble of systems.

Since any extension-in-phase may be divided into infinitesi-
mal .portions, it is only necessary to prove the principle for
an infinitely small extension. The number of systems of an
ensemble which fall within the extension will be represented
by the integral

/ . . . / D dp! . . . dp

If the extension is infinitely small, we may regard D as con-
stant in the extension and write

D I . . . I dpl . . . dpn dq^ . . . dqn

for the number of systems. The value of this expression must
be constant in time, since no systems are supposed to be
created or destroyed, and none can pass the limits, because
the motion of the limits is identical with that of the systems.
But we have seen that D is constant in time, and therefore
the integral

I . . . / fa . . . dpn dql . . . dqn,

EXTENSION-IN-PHASE. 11

which we have called the extension-in-phase, is also constant
in time.*

Since the system of coordinates employed in the foregoing
discussion is entirely arbitrary, the values of the coordinates
relating to any configuration and its immediate vicinity do
not impose any restriction upon the values relating to other
configurations. The fact that the quantity which we have
called density-in-phase is constant in time for any given sys-
tem, implies therefore that its value is independent of the
coordinates which are used in its evaluation. For let the
density-in-phase as evaluated for the same time and phase by
one system of coordinates be DI, and by another system -Z>2'.
A system which at that time has that phase will at another
time have another phase. Let the density as calculated for
this second time and phase by a third system of coordinates
be Zy. Now we may imagine a system of coordinates which
at and near the first configuration will coincide with the first
system of coordinates, and at and near the second configuration
will coincide with the third system of coordinates. This will
give Dj' — ^Y'- Again we may imagine a system of coordi-
nates which at and near the first configuration will coincide
with the second system of coordinates, and at and near the

* If we regard a phase as represented by a point in space of 2 n dimen-
sions, the changes which take place in the course of time in our ensemble of
systems will be represented by a current in such space. This current will
be steady so long as the external coordinates are not varied. In any case
the current will satisfy a law which in its various expressions is analogous
to the hydrodynamic law which may be expressed by the phrases conserva-
tion of volumes or conservation of density about a moving point, or by the equation

The analogue in statistical mechanics of this equation, viz.,

may be derived directly from equations (3) or (6), and may suggest such
theorems as have been enunciated, if indeed it is not regarded as making
them intuitively evident. The somewhat lengthy demonstrations given
above will at least serve to give precision to the notions involved, and
familiarity with their use.

12 EXTENSION-IN-PHASE

second configuration will coincide with the third system of
coordinates. This will give D% = Ds". We have therefore
2V = 2>J.

It follows, or it may be proved in the same way, that the
value of an extension-in-phase is independent of the system
of coordinates which is used in its evaluation. This may
easily be verified directly. If g1^ . . ,qn^ Qlt . . . Qn are two
systems of coordinates, and Pi, • • • pn> P\i • - • Pn the cor-
responding momenta, we have to prove that

J'...Jdp1...dpndqi...dqn=j*...fdPl...dPndQ1...dQn,(2£)

when the multiple integrals are taken within limits consisting
of the same phases. And this will be evident from the prin-
ciple on which we change the variables in a multiple integral,
if we prove that

. . P., ft, . . . ft) = 1

>Pn>2i, •-• • 2V)

where the first member of the equation represents a Jacobian
or functional determinant. Since all its elements of the form
dQ/dp are equal to zero, the determinant reduces to a product
of two, and we have to prove that

d(Ql9

We may transform any element of the first of these deter-
minants as follows. By equations (2) and (3), and in
view of the fact that the (j's are linear functions of the <?'s
and therefore of the _p's, with coefficients involving the <?'s,
so that a differential coefficient of the form dQr/dpy is function
of the <?'s alone, we get *

* The form of the equation

d dep _ d dfp
dpy dQx dQx dpv

in (27) reminds us of the fundamental identity in the differential calculus
relating to the order of differentiation with respect to independent variables.
But it will be observed that here the variables Qx and py are not independent
and that the proof depends on the linear relation between the Q's and the p's.

IS AN INVARIANT. 13

r dQx dpy

^^n/^dQL\=_d_de,==d^
dQx r^i W& %J d& cZft, d& '

But since f'0

r— i \ a (j/r /

d-k = ^. (28)

*& ^0.

Therefore,

...gn)

... Qn)
The equation to be proved is thus reduced to

which is easily proved by the ordinary rule for the multiplica-
tion of determinants.

The numerical value of an extension-in-phase will however
depend on the units in which we measure energy and time.
For a product of the form dp dq has the dimensions of energy
multiplied by time, as appears from equation (2), by which
the momenta are defined. Hence an extension-in-phase has
the dimensions of the nth power of the product of energy
and time. In other words, it has the dimensions of the nth
power of action, as the term is used in the ' principle of Least
Action.'

If we distinguish by accents the values of the momenta
and coordinates which belong to a time ?, the unaccented
letters relating to the time £, the principle of the conserva-
tion of extension-in-phase may be written v * <•

//"» /* /%

... I dpi . . . dpndqi . . . dqn = I ... I dpj . . . dpnfdqir . . , dqn'} (31)
*J *J *J

or more briefly

r r r

>!7 . . . dq^ (32)

14 CONSERVATION OF

the limiting phases being those which belong to the same
systems at the times t and If respectively. But we have
identically

/.../*,..., ,-/..

for such limits. The principle of conservation of extension-in-
phase may therefore be expressed in the form

• • g«) -, xooN

..g.9 = 1'

This equation is easily proved directly. For we have
identically

d(Pl,...qn) _ d(Pl,...qn)

• • • g.'O <*(M • • • g.O '

where the double accents distinguish the values of the momenta
and coordinates for a time if'. If we vary t, while if and t"
remain constant, we have

d_ d(Pl, ...qn) _ d(Pl"9 . . . qn") d_ d(Pl, ...qn)

Now since the time if' is entirely arbitrary, nothing prevents
us from making if1 identical with t at the moment considered.
Then the determinant

• • - ?»")

will have unity for each of the elements on the principal
diagonal, and zero for all the other elements. Since every
term of the determinant except the product of the elements
on the principal diagonal will have two zero factors, the differen-
tial of the determinant will reduce to that of the product of
these elements, i. e., to the sum of the differentials of these
elements. This gives the equation

d

_.
dt d(pj>, . . . qn») dp," ' dpn" dqj* ' dqn»

Now since t = t" , the double accents in the second member
of this equation may evidently be neglected. This will give,
in virtue of such relations as (16),

EXTENSION-IN-PHASE. 15

d d(plt ...

dtd(Pl»,...yn")

which substituted in (34) will give
d

_
-

...n _

dtd(Pl',...qn')

The determinant in this equation is therefore a constant, the
value of which may be determined at the instant when t = £',
when it is evidently unity. Equation (33) is therefore
demonstrated.

Again, if we write a, ... h for a system of 2 n arbitrary con-
stants of the integral equations of motion, pv qv etc. will be
functions of. a, ... h, and t, and we may express an extension-
in-phase in the form

/rd(p
"V «*(<

,, ^|T da - - • dh- (35>

d(a, ...h)

If we suppose the limits specified by values of a, . . . ^, a
system initially at the limits will remain at the limits.
The principle of conservation of extension-in-phase requires
that an extension thus bounded shall have a constant value.
This requires that the determinant under the integral sign
shall be constant, which may be written

...n
dt d(a,...h) =°* (36)

This equation, which may be regarded as expressing the prin-
ciple of conservation of extension-in-phase, may be derived
directly from the identity

• • gj <*(pi, ...gn) d(pi', . . . qnr)

d(a, ...h) ' d(plf, . . . qn') d(a, ... h)
in connection with equation (33).

Since the coordinates and momenta are functions of a, ... . h,
and t, the determinant in (36) must be a function of the same
variables, and since it does not vary with the time, it must
be a function of a, ... h alone. We have therefore

„...*). ' (37)

16 CONSERVATION OF

It is the relative numbers of systems which fall within dif-
ferent limits, rather than the absolute numbers, with which we
are most concerned. It is indeed only with regard to relative
numbers that such discussions as the preceding will apply
with literal precision, since the nature of our reasoning implies
that the number of systems in the smallest element of space
which we consider is very great. This is evidently inconsist-
ent with a finite value of the total number of systems, or of
the density-in-phase. Now if the value of D is infinite, we
cannot speak of any definite number of systems within any
finite limits, since all such numbers are infinite. But the
ratios of these infinite numbers may be perfectly definite. If
we write -ZVfor the total number of systems, and set

r = %. (38)

P may remain finite, when JV* and D become infinite. The
integral

" * ... dqn (39)

taken within any given limits, will evidently express the ratio
of the number of systems falling within those limits to the
whole number of systems. This is the same thing as the
probability that an unspecified system of the ensemble (i. e.
one of which we only know that it belongs to the ensemble)
will lie within the given limits. The product

PdPl...dqn (40)

expresses the probability that an unspecified system of the
ensemble will be found in the element of extension-in-phase
dpi . . . dqn. We shall call P the coefficient of probability of the
phase considered. Its natural logarithm we shall call the
index of probability of the phase, and denote it by the letter 77.
If we substitute NP and Ne1 for D in equation (19), we get

and

PROBABILITY OF PHASE. 17

The condition of statistical equilibrium may be expressed
by equating to zero the second member of either of these
equations.

The same substitutions in (22) give

.,=°' (43)

(IX.... =°- (44)

That is, the values of P and rj, like those of D, are constant
in time for moving systems of the ensemble. From this point
of view, the principle which otherwise regarded has been
called the principle of conservation of density-in-phase or
conservation of extension-in-phase, may be called the prin-
ciple of conservation of the coefficient (or index) of proba-
bility of a phase varying according to dynamical laws, or
more briefly, the principle of conservation of probability of
phase. It is subject to the limitation that the forces must be
functions of the coordinates of the system either alone or with
the time.

The application of this principle is not limited to cases in
which there is a formal and explicit reference to an ensemble of
systems. Yet the conception of such an ensemble may serve
to give precision to notions of probability. It is in fact cus-
tomary in the discussion of probabilities to describe anything
which is imperfectly known as something taken at random
from a great number of things which are completely described.
But if we prefer to avoid any reference to an ensemble
of systems, we may observe that the probability that the
phase of a system falls within certain limits at a certain time,
is equal to the probability that at some other time the phase
will fall within the limits formed by phases corresponding to
the first. For either occurrence necessitates the other. That
is, if we write P' for the coefficient of probability of the
phase pi, • • • qn' at the time ^, and P" for that of the phase
jp/', . . . qn" at the time tf',

2

18 CONSERVATION OF

J. . . JV dtf . . . dqj =f. . . Jp" dp{' . . . dqn", (45)

where the limits in the two cases are formed by corresponding
phases. When the integrations cover infinitely small vari-
ations of the momenta and coordinates, we may regard P* and
P" as constant in the integrations and write

P'f. . .fdPl> • • • <%»" =

Now the principle of the conservation of extension-in-phase,
which has been proved (viz., in the second demonstration given
above) independently of any reference to an ensemble of
systems, requires that the values of the multiple integrals in
this equation shall be equal. This gives

P1' = Pf.

With reference to an important class of cases this principle
may be enunciated as follows.

When the differential equations of motion are exactly known,
but the constants of the integral equations imperfectly deter-
mined, the coefficient of probability of any phase at any time is
equal to the coefficient of probability of the corresponding phase
at any other time. By corresponding phases are meant those
which are calculated for different times from the same values
of the arbitrary constants of the integral equations.

Since the sum of the probabilities of all possible cases is
necessarily unity, it is evident that we must have

all

f...fpdPl...dqn = l, (46)

phases

where the integration extends over all phases. This is indeed
only a different form of the equation

811

phases

which we may regard as defining

PROBABILITY OF PHASE. 19

The values of the coefficient and index of probability of
phase, like that of the density-in-phase, are independent of the
system of coordinates which is employed to express the distri-
bution in phase of a given ensemble.

In dimensions, the coefficient of probability is the reciprocal
of an extension-in-phase, that is, the reciprocal of the nth
power of the product of time and energy. The index of prob-
ability is therefore affected by an additive constant when we
change our units of time and energy. If the unit of time is
multiplied by ct and the unit of energy is multiplied by ce , all
indices of probability relating to systems of n degrees of

freedom will be increased by the addition of

•"--
n log ct + n log c€. (47)

CHAPTER II.

APPLICATION OF THE PRINCIPLE OF CONSERVATION

OF EXTENSION-IN-PHASE TO THE THEORY

OF ERRORS.

LET us now proceed to combine the principle which has been
demonstrated in the preceding chapter and which in its differ-
ent applications and regarded from different points of view
has been variously designated as the conservation of density-
in-phase, or of extension-in-phase, or of probability of phase,
with those approximate relations which are generally used in
the 'theory of errors.'

We suppose that the differential equations of the motion of
a system are exactly known, but that the constants of the
integral equations are only approximately determined. It is
evident that the probability that the momenta and coordinates
at the time t' fall between the limits pj and pj + dp^ q^ and
q-L + dq^ etc., may be expressed by the formula

e* dPl' . . . dqj, (48)

where rf (the index of probability for the phase in question) is
a function of the coordinates and momenta and of the time.

Let Qi, P^t etc. be the values of the coordinates and momenta
which give the maximum value to ?/, and let the general
value of rj be developed by Taylor's theorem according to
ascending powers and products of the differences p^ — P/,
Q.I ~ Ci'» Qte"> an(i let us suppose that we have a sufficient
approximation without going beyond terms of the second
degree in these differences. We may therefore set

n' = c — F', (49)

where c is independent of the differences p^ — P/, q{ — §/,
etc., and F1 is a homogeneous quadratic function of these

THEORY OF ERRORS. 21

differences. The terms of the first degree vanish in virtue
of the maximum condition, which also requires that F' must
have a positive value except when all the differences men-
tioned vanish. If we set

0=ef, (50)

we may write for the probability that the phase lies within
the limits considered

dPl> . . . dqj. (51)

C is evidently the maximum value of the coefficient of proba-
bility at the time considered.

In regard to the degree of approximation represented by
these formulae, it is to be observed that we suppose, as is
usual in the 'theory of errors/ that the determination (ex-
plicit or implicit) of the constants of motion is of such
precision that the coefficient of probability e* or Ce~F' is
practically zero except for very small values of the differences
Pi — P1/, q^ — Ci'> e^c< For very small values of these
differences the approximation is evidently in general sufficient,
for larger values of these differences the value of Ce~F' will
be sensibly zero, as it should be, and in this sense the formula
will represent the facts.

We shall suppose that the forces to which the system is
subject are functions of the coordinates either alone or with
the time. The principle of conservation of probability of
phase will therefore apply, which requires that at any other
time (t") the maximum value of the coefficient of probability
shall be the same as at the time t\ and that the phase
(Pi', Qi'-) etc.) which has this greatest probability-coefficient,
shall be that which corresponds to the phase (P/, §-/, etc.),
i. e., which is calculated from the same values of the constants
of the integral equations of motion.

We may therefore write for the probability that the phase
at the time t" falls within the limits p^1 and p:" + dp^ #/'
and #/' + cfy/', etc.,

" dpi" ...dqj', (52)

CONSERVATION OF+EXTENSION-IN-PHASE

where C represents the same value as in the preceding
formula, viz., the constant value of the maximum coefficient
of probability, and Fn is a quadratic function of the differences
Pi ~ pi"> <?i" - Ci", etc., the phase (Px", QJ' etc.) being that
which at the time t" corresponds to the phase (P/, #/, etc.)
at the tune t'.

Now we have necessarily

J*. . .

&>i" . . . d£»" = 1, (53)

when the integration is extended over all possible phases.
It will be allowable to set ± oo for the limits of all the coor-
dinates and momenta, not because these values represent the
actual limits of possible phases, but because the portions of
the integrals lying outside of the limits of all possible phases
will have sensibly the value zero. With ± oo for limits, the
equation gives

l, (64)

Vf Vf"

where/' is the discriminant * of F1, and/" that of F". This
discriminant is therefore constant in time, and like C an abso-
lute invariant hi respect to the system of coordinates which
may be employed. In dimensions, like (72, it is the reciprocal
of the 2nth power of the product of energy and time.

Let us see precisely how the functions F' and F'f are related.
The principle of the conservation of the probability-coefficient
requires that any values of the coordinates and momenta at the
time tf shall give the function F' the same value as the corre-
_ sponding coordinates and momenta at the time tn give to F".
Therefore Fn may be derived from F' by substituting for
Pi* • • - 9.n their values in terms of p^', . . . <?/'. Now we
have approximately

* This term is used to denote the determinant having for elements on the
principal diagonal the coefficients of the squares in the quadratic function
F', and for its other elements the halves of the coefficients of the products
inF'.

AND THEORY OF ERRORS. 23

...+i^ (?."-<?."),

(55)

and as in IF" terms of higher degree than the second are to be
neglected, these equations may be considered accurate for the
purpose of the transformation required. Since by equation
(33) the eliminant of these equations has the value unity,
the discriminant of F" will be equal to that of F1, as has
already appeared from the consideration of the principle of
conservation of probability of phase, which is, in fact, essen-
tially the same as that expressed by equation (33).
At the time t\ the phases satisfying the equation

F' = k, (56)

where 7c is any positive constant, have the probability-coeffi-
cient C e~k . At the time tf", the corresponding phases satisfy
the equation

F" = k9 (57)

and have the same probability-coefficient. So also the phases
within the limits given by one or the other of these equations
are corresponding phases, and have probability-coefficients
greater than C ' e~k, while phases without these limits have less
probability-coefficients. The probability that the phase at
the time tf falls within the limits F' — Jc is the same as the
probability that it falls within the limits F" = k at the time t",
since either event necessitates the other. This probability
may be evaluated as follows. We may omit the accents, as
we need only consider a single time. Let us denote the ex-
tension-in-phase within the limits F = k by Z7, and the prob-
ability that the phase falls within these limits by R, also the
extension-in-phase within the limits F = 1 by Ur We have
then by definition

F=k

l...dqn, (58)

24 CONSERVATION OF EXTENSION-IN-PHASE
F—k

F=l

But since F is a homogeneous quadratic function of the
differences

we have identically

F=k

rt

d(pi -Pi) . . . d(qn - Qn)
kF=k

rwy&i

F=l

-Pj...d(<!.-Q1).

That is U=knUl} (61)

whence dU= U1nkn~ldk. (62)

But if k varies, equations (58) and (59) give

F=k-\-dk

dU = I . . . I dpi . . . dqn (63)

F=k

F=k+dk

F=k

Since the factor Oe~F has the constant value Ce~k in the
last multiple integral, we have

dR = C e~kd U = C Ui n e~k kn~l dk, (65)

n e-k (\ + & + + . . . + N + const. (66)

We may determine the constant of integration by the condition
that R vanishes with k. This gives

AND THEORY OF ERRORS. 25

(67)

R = C Z7i ]n - C U^ \n e~k fl + k + ~ + . . . + r^jY

We may determine the value of the constant U^ by the con-
dition that R = 1 for k = oo. This gives (7 £7^ jw == 1, and

K = l _ e-k(l + A; + ^ . . . + [^ZTfV W

^«

(69)

It is worthy of notice that the form of these equations de-
pends only on the number of degrees of freedom of the system,
being in other respects independent of its dynamical nature,
except that the forces must be functions of the coordinates
either alone or with the time.

If we write

*»*

for the value of k which substituted in equation (68) will give
R = 1, the phases determined by the equation

F--=kB=i (70)

will have the following properties.

The probability that the phase falls within the limits formed
by these phases is greater than the probability that it falls
within any other limits enclosing an equal extension-in-phase.
It is equal to the probability that the phase falls without the
same limits.

These properties are analogous to those which in the theory
of errors in the determination of a single quantity belong to
values expressed by A ± a, when A is the most probable
value, and a the 'probable error.'

CHAPTER III.

APPLICATION OF THE PRINCIPLE OF CONSERVATION OF
EXTENSION-IN-PHASE TO THE INTEGRATION OF THE
DIFFERENTIAL EQUATIONS OF MOTION.*

WE have seen that the principle of conservation of exten-
sion-in-phase may be expressed as a differential relation be-
tween the coordinates and momenta and the arbitrary constants
of the integral equations of motion. Now the integration of
the differential equations of motion consists in the determina-
tion of these constants as functions of the coordinates' and
momenta with the time, and the relation afforded by the prin-
ciple of conservation of extension-in-phase may assist us in
this determination.

It will be convenient to have a notation which shall not dis-
tinguish between the coordinates and momenta. If we write
rx . . . r2n for the coordinates and momenta, and a ... h as be-
fore for the arbitrary constants, the principle of which we
wish to avail ourselves, and which is expressed by equation
(37), may be written

,...*). (71)

Let us first consider the case in which the forces are deter-
mined by the coordinates alone. Whether the forces are
' conservative ' or not is immaterial. Since the differential
equations of motion do not contain the time (t) in the finite
form, if we eliminate dt from these equations, we obtain 2^ — 1
equations in rl , . . . r2n and their differentials, the integration
of which will introduce 2 n — 1 arbitrary constants which we
shall call b ... h. If we can effect these integrations, the

* See Boltzmann: " Zusammenhang zwischen den Satzen iiber das Ver-
halten mehratomiger Gasmoleciile mit Jacobi's Princip des letzten Multi-
plicators. Sitzb. der Wiener Akad.,Bd. LXIII, Abth. II., S. 679, (1871).

THEORY OF INTEGRATION. 27

remaining constant (a) will then be introduced in the final
integration, (viz., that of an equation containing dt,} and will
be added to or subtracted from t in the integral equation.
Let us have it subtracted from t. It is evident then that

Moreover, since 5, ... h and t — a are independent functions
of rl , . . . r2n, the latter variables are functions of the former.
The Jacobian in (71) is therefore function of 6, . . . ^, and
t — a, and since it does not vary with t it cannot vary with #.
We have therefore in the case considered, viz., where the
forces are functions of the coordinates alone,

Now let us suppose that of the first 2 n — 1 integrations we
have accomplished all but one, determining 2 n — 2 arbitrary
constants (say c?, ... h) as functions of r^ , . . . r2n , leaving b as
well as a to be determined. Our 2 w — 2 finite equations en-
able us to regard all the variables r^ , . . . r2n, and all functions
of these variables as functions of two of them, (say rl and r2,)
with the arbitrary constants <?,... h. To determine 5, we
have the following equations for constant values of <?, ... h.

u-/ 2 — ~~; — «** T ~77~ t*v*

da db

df^i , r2) c?7*2 7 dTi . .

whence -^7 — TT- db — — ^- dr^-\- -=— «r2. (74)

d(a, 6) c?a c?a

Now, by the ordinary formula for the change of variables,

= r

J

zn)

a^

28 CONSERVATION OF EXTENSION-IN-PHASE

where the limits of the multiple integrals are formed by the
same phases. Hence

d(ri,rz) d(r^ ...rZn) d(c, ... h)
d(a,b) " d(a,...h) d(r99...rj

With the aid of this equation, which is an identity, and (72),
we may write equation (74) hi the form

The separation of the variables is now easy. The differen-
tial equations of motion give rl and rz in terms of 'r^ , . . . r2n.
The integral equations already obtained give <?,... h and
therefore the Jacobian d(c, . . . A)/c?(r3, . . . r2n), in terms of
the same variables. But in virtue of these same integral
equations, we may regard functions of r19 . . . r2n as functions
of rl and r% with the constants c, . . . h. If therefore we write
the equation in the form

d(ri, . . .r2n) _ r2 ri ,

' ~ **- ..h) dr*> (77)

d(rs, • ..r2n) d(r8, . . . r2n)

the coefficients of drl and dr% may be regarded as known func-
tions of rx and r2 with the constants <?,... h. The coefficient
of db is by (73) a function of 6, . . . h. It is not indeed a
known function of these quantities, but since <?,... h are
regarded as constant in the equation, we know that the first
member must represent the differential of some function of
5, ... A, for which we may write b'. We have thus

db' = r* dr ~ ..h) dr*> (78)

d(r8, . ..ran) d(r8, ...r2n)

which may be integrated by quadratures and gives V as func-
tions of r1? r2 , ...<?,... A, and thus as function of r1? . . . r2n.
This integration gives us the last of the arbitrary constants
which are functions of the coordinates and momenta without
the time. The final integration, which introduces the remain-

AND THEORY OF INTEGRATION. 29

ing constant (a), is also a quadrature, since the equation to
be integrated may be expressed in the form

Now, apart from any §uch considerations as have been ad-
duced, if we limit ourselves to the changes which take place
in time, we have identically

r2 dr± — r^ drz = 0,

and r± and r2 are given in terms of rv . . . r2n by the differential
equations of motion. When we have obtained 2 n — 2 integral
equations, we may regard r2 and r^ as known functions of rl
and r2 . The only remaining difficulty is in integrating this
equation. If the case is so simple as to present no difficulty,
or if we have the skill or the good fortune to perceive that the
multiplier

d(c,...h) ' (79)

d(r.,...rfc)

or any other, will make the first member of the equation an
exact differential, we have no need of the rather lengthy con-
siderations which have been adduced. The utility of the
principle of conservation of extension-in-phase is that it sup-
plies a ' multiplier ' which renders the equation integrable, and
which it might be difficult or impossible to find otherwise.

It will be observed that the function represented by b' is a
particular case of that represented by b. The system of arbi-
trary constants «, 5', c . . . h has certain properties notable for
simplicity. If we write b' for b in (77), and compare the
result with (78), we get

= 1. (80)

d(a, b', c, . . . A)
Therefore the multiple integral

da dbf do . . . dh (81)

30 CONSERVATION OF EXTENSION-IN-PHASE

taken within limits formed by phases regarded as contempo-
raneous represents the extension-in-phase within those limits.

The case is somewhat different when the forces are not de-
termined by the coordinates alone, but are functions of the
coordinates with the time. All the arbitrary constants of the
integral equations must then be regarded in the general case
as functions of rv . . . r2n, and t. We cannot use the princi-
ple of conservation of extension-in-phase until we have made
2n — ~L integrations. Let us suppose that the constants 6, ... h
have been determined by integration in terms of rv . . . r2w, and
t, leaving a single constant (a) to be thus determined. Our
2 % — 1 finite equations enable us to regard all the variables
rv . . . r2n as functions of a single one, say rr

For constant values of 5, ... A, we have

**-£* + ft* (82)

Now

* * \MI 1 , _

-5— da dr* . . . drzn =

t

da . . dh

d(a, ...h)

^"^ I • • • f "

J J d(a} ... A) d(r2, . . . r2n)

where the limits of the integrals are formed by the same
phases. We have therefore

^'•••A>, (83)

da " d(a,...h) d(rt, . . . r,n)
by which equation (82) may be reduced to the form

da =

M M
a, . . . h) d(b, ... A)

d(r2, . . .

Now we know by (71) that the coefficient of da is a func-
tion of a, ... h. Therefore, as £, ... h are regarded as constant
in the equation, the first number represents the differential

AND THEORY OF INTEGRATION. 31

of a function of a, . . . h, which we may denote by a'. We
have then

da'= d(b,...h) dr^~ d(b*..K) dt> (85)

dfa, ...r2n) d(r2, ...r2n)

which may be integrated by quadratures. In this case we
may say that the principle of conservation of extension-in-
phase has supplied the * multiplier '

1

d(b, ...h) (86)

d(rz, . . . rzn)

for the integration of the equation

dr, -rldt = 0. (87)

The system of arbitrary constants a', 5, ... h has evidently
the same properties which were noticed in regard to the
system a, 6', ... h.

CHAPTER IV.

ON THE DISTRIBUTION IN PHASE CALLED CANONICAL,
IN WHICH THE INDEX OF PROBABILITY IS A LINEAR
FUNCTION OF THE ENERGY.

LET us now give our attention to the statistical equilibrium
of ensembles of conservation systems, especially to those cases
and properties which promise to throw light on the phenom-
ena of thermodynamics.

The condition of statistical equilibrium may be expressed
in the form*

where P is the coefficient of probability, or the quotient of
the density-in-phase by the whole number of systems. To
satisfy this condition, it is necessary and sufficient that P
should be a function of the p's and q*s (the momenta and
coordinates) which does not vary with the time in a moving
system. In all cases which we are now considering, the
energy, or any function of the energy, is such a function.

P = f unc. (e)

will therefore satisfy the equation, as indeed appears identi-
cally if we write it in the form

<Wd^_dP_de\ =0
dq1dpl dpldql)~

There are, however, other conditions to which P is subject,
which are not so much conditions of statistical equilibrium, as
conditions implicitly involved in the definition of the coeffi-

* See equations (20), (41), (42), also the paragraph following equation (20).
The positions of any external bodies which can affect the systems are here
supposed uniform for all the systems and constant in time.

J.

CANONICAL DISTRIBUTION. 33

cient of probability, whether the case is one of equilibrium
or not. These are: that P should be single-valued, and
neither negative nor imaginary for any phase, and that ex-
pressed by equation (46), viz.,

all

JP4>...- <*?» = !. (89)

phases

These considerations exclude

P = e X constant,

as well as

P = constant,

as cases to be considered.

The distribution represented by

(90)

or

where ® and i/r are constants, and % positive, seems to repre-
sent the most simple case conceivable, since it has the property
that when the system consists of parts with separate energies,
the laws of the distribution in phase of the separate parts are
of the same nature, — a property which enormously simplifies
the discussion, and is the foundation of extremely important
relations to thermodynamics. The case is not rendered less
simple by the divisor ®, (a quantity of the same dimensions as
e,) but the reverse, since it makes the distribution independent
of the units employed. The negative sign of e is required by
(89), which determines also the value of ^ for any given
©, viz.,

all f

~®

=f. . .f

e dp,... dqn . (92)

phases

When an ensemble of systems is distributed in phase in the
manner described, i. e.^ when the index of probability is a

3

34 CANONICAL DISTRIBUTION

linear function of the energy, we shall say that the ensemble is
canonically distributed, and shall call the divisor of the energy
(®) the modulus of distribution.

The fractional part of an ensemble canonically distributed
which lies within any given limits of phase is therefore repre-
sented by the multiple integral

9 dpl . . . dqn (93)

taken within those limits. We may express the same thing
by saying that the multiple integral expresses the probability
that an unspecified system of the ensemble (i. e., one of
which we only know that it belongs to the ensemble) falls
within the given limits.

Since the value of a multiple integral of the form (23)
(which we have called an extension-in-phase) bounded by any
given phases is independent of the system of coordinates by
which it is evaluated, the same must be true of the multiple
integral in (92), as appears at once if we divide up this
integral into parts so small that the exponential factor may be
regarded as constant in each. The value of ^r is therefore in-
dependent of the system of coordinates employed.

It is evident that ty might be defined as the energy for
which the coefficient of probability of phase has the value
unity. Since however this coefficient has the dimensions of
the inverse nth power of the product of energy and time,*
the energy represented by -\Jr is not independent of the units
of energy and time. But when these units have been chosen,
the definition of ^ will involve the same arbitrary constant as
e, so that, while in any given case the numerical values of
^r or e will be entirely indefinite until the zero of energy has
also been fixed for the system considered, the difference ty — e
will represent a perfectly definite amount of energy, which is
entirely independent of the zero of energy which we may
choose to adopt.

* See Chapter I, p. 19.

OF AN ENSEMBLE OF SYSTEMS. 35

It is evident that the canonical distribution is entirely deter-
mined by the modulus (considered as a quantity of energy)
and the nature of the system considered, since when equation
(92) is satisfied the value of the multiple integral (93) is
independent of the units and of the coordinates employed, and
of the zero chosen for the energy of the system.

In treating of the canonical distribution, we shall always
suppose the multiple integral in equation (92) to have a
finite value, as otherwise the coefficient of probability van-
ishes, and the law of distribution becomes illusory. This will
exclude certain cases, but not such apparently, as will affect
the value of our results with respect to their bearing on ther-
modynamics. It will exclude, for instance, cases in which the
system or parts of it can be distributed in unlimited space
(or in a space which has limits, but is still infinite in volume),
while the energy remains beneath a finite limit. It also
excludes many cases in which the energy can decrease without
limit, as when the system contains material points which
attract one another inversely as the squares of their distances.
Cases of material points attracting each other inversely as the
distances would be excluded for some values of ®, and not
for others. The investigation of such points is best left to
the particular cases. For the purposes of a general discussion,
it is sufficient to call attention to the assumption implicitly
involved in the formula (92).*

The modulus © has properties analogous to those of tem-
perature in thermodynamics. Let the system A be defined as
one of an ensemble of systems of m degrees of freedom
distributed in phase with a probability-coefficient

*£%

e 0 ,

* It will be observed that similar limitations exist in thermodynamics. In
order that a mass of gas can be in thermodynamic equilibrium, it is necessary
that it be enclosed. There is no thermodynamic equilibrium of a (finite) mass
of gas in an infinite space. Again, that two attracting particles should be
able to do an infinite amount of work in passing from one configuration
(which is regarded as possible) to another, is a notion which, although per-
fectly intelligible in a mathematical formula, is quite foreign to our ordinary
conceptions of matter.

36 CANONICAL DISTRIBUTION

and the system B as one of an ensemble of systems of n
degrees of freedom distributed in phase with a probability-
coefficient

which has the same modulus. Let qv . . .qm, pv . . . pm be the
coordinates and momenta of A, and qm+l , . . . qm+n, pm+l , . . . pm+n
those of £. Now we may regard the systems A and B as
together forming a system 0, having m + n degrees of free-
dom, and the coordinates and momenta q^ . . . <?,„+„, pv . . . pm+n.
The probability that the phase of the system (7, as thus defined,
will fall within the limits

dpi , . . . dpm+n, dq1 , . . . dqm+n

is evidently the product of the probabilities that the systems
A and B will each fall within the specified limits, viz.,

(94)

We may therefore regard C as an undetermined system of an
ensemble distributed with the probability-coefficient

(95)

an ensemble which might be defined as formed by combining
each system of the first ensemble with each of the second.
But since eA + €B is the energy of the whole system, and
^A and >/r B are constants, the probability-coefficient is of the
general form which we are considering, and the ensemble to
which it relates is in statistical equilibrium and is canonically
distributed.

This result, however, so far as statistical equilibrium is
concerned, is rather nugatory, since conceiving of separate
systems as forming a single system does not create any in-
teraction between them, and if the systems combined belong to
ensembles in statistical equilibrium, to say that the ensemble
formed by such combinations as we have supposed is in statis-
tical equilibrium, is only to repeat the data in different

OF AN ENSEMBLE OF SYSTEMS. 37

words. Let us therefore suppose that in forming the system
C we add certain forces acting between A and .5, and having
the force-function — eAB. The energy of the system C is now
€A + €B + €ABI and an ensemble of such systems distributed
with a density proportional to

(96)

would be in statistical equilibrium. Comparing this with the
probability-coefficient of C given above (95), we see that if
we suppose eAB (or rather the variable part of this term when
we consider all possible configurations of the systems A and B)
to be infinitely small, the actual distribution in phase of C
will differ infinitely little from one of statistical equilibrium,
which is equivalent to saying that its distribution in phase
will vary infinitely little even in a time indefinitely prolonged.*
The case would be entirely different if A and B belonged to
ensembles having different moduli, say ®A and ®5. The prob-
ability-coefficient of C would then be

which is not approximately proportional to any expression of
the form (96).

Before proceeding farther in the investigation of the dis-
tribution in phase which we have called canonical, it will be
interesting to see whether the properties with respect to

* It will be observed that the above condition relating to the forces which
act between the different systems is entirely analogous to that which must
hold in the corresponding case in thermodynamics. The most simple test
of the equality of temperature of two bodies is that they remain in equilib-
rium when brought into thermal contact. Direct thermal contact implies
molecular forces acting between the bodies. Now the test will fail unless
the energy of these forces can be neglected in comparison with the other
energies of the bodies. Thus, in the case of energetic chemical action be-
tween the bodies, or when the number of particles affected by the forces
acting between the bodies is not negligible in comparison with the whole
number of particles (as when the bodies have the form of exceedingly thin
sheets), the contact of bodies of the same temperature may produce con-
siderable thermal disturbance, and thus fail to afford a reliable criterion of
the equality of temperature.

38 OTHER DISTRIBUTIONS

statistical equilibrium which have been described are peculiar
to it, or whether other distributions may have analogous
properties.

Let rjr and 77" be the indices of probability in two independ-
ent ensembles which are each in statistical equilibrium, then
rf _j_ y wni De the index in the ensemble obtained by combin-
ing each system of the first ensemble with each system of the
second. This third ensemble will of course be in statistical
equilibrium, and the function of phase vf + if1 will be a con-
stant of motion. Now when infinitesimal forces are added to
the compound systems, if r/ + rf1 or a function differing
infinitesimally from this is still a constant of motion, it must
be on account of the nature of the forces added, or if their action
is not entirely specified, on account of conditions to which
they are subject. Thus, in the case already considered,
V + ??" is a function of the energy of the compound system,
and the infinitesimal forces added are subject to the law of
conservation of energy.

Another natural supposition in regard to the added forces
is that they should be such as not to affect the moments of
momentum of the compound system. To get a case in which
moments of momentum of the compound system shall be
constants of motion, we may imagine material particles con-
tained in two concentric spherical shells, being prevented from
passing the surfaces bounding the shells by repulsions acting
always in lines passing through the common centre of the
shells. Then, if there are no forces acting between particles in
different shells, the mass of particles in each shell will have,
besides its energy, the moments of momentum about three
axes through the centre as constants of motion.

Now let us imagine an ensemble formed by distributing in
phase the system of particles in one shell according to the
index of probability

• ^-I+|+S+S' (98)

where e denotes the energy of the system, and ©j , o>2 , &>3 , its
three moments of momentum, and the other letters constants.

HAVE ANALOGOUS PROPERTIES. 39

In like manner let us imagine a second ensemble formed by
distributing in phase the system of particles in the other shell
according to the index

where the letters have similar significations, and O, Ox , O2 , 113
the same values as in the preceding formula. Each of the
two ensembles will evidently be in statistical equilibrium, and
therefore also the ensemble of compound systems obtained by
combining each system of the first ensemble with each of the
second. In this third ensemble the index of probability will be

k + ^-!±^ + SL±^ + 2d^ + a±3L-, (ioo)

vy i/j 1/2 »*a

where the four numerators represent functions of phase which
are constants of motion for the compound systems.

Now if we add in each system of this third ensemble infini-
tesimal conservative forces of attraction or repulsion between
particles in different shells, determined by the same law for
all the systems, the functions o^ + &>', &>2 + o>2', and &>3 + w3'
will remain constants of motion, and a function differing in-
finitely little from el + e will be a constant of motion. It
would therefore require only an infinitesimal change in the
distribution in phase of the ensemble of compound systems to
make it a case of statistical equilibrium. These properties are
entirely analogous to those of canonical ensembles.*

Again, if the relations between the forces and the coordinates
can be expressed by linear equations, there will be certain
" normal " types of vibration of which the actual motion may
be regarded as composed, and the whole energy may be divided

* It would not be possible to omit the term relating to energy in the above
indices, since without this term the condition expressed by equation (89)
cannot be satisfied.

The consideration of the above case of statistical equilibrium may be
made the foundation of the theory of the thermodynamic equilibrium of
rotating bodies, — a subject which has been treated by Maxwell in his memoir
" On Boltzmann's theorem on the average distribution of energy in a system
of material points." Cambr. Phil. Trans., vol. XII, p. 547, (1878).

40 OTHER DISTRIBUTIONS

into parts relating separately to vibrations of these different
types. These partial energies will be constants of motion,
and if such a system is distributed according to an index
which is any function of the partial energies, the ensemble will
be in statistical equilibrium. Let the index be a linear func-
tion of the partial energies, say

Let us suppose that we have also a second ensemble com-
posed of systems in which the forces are linear functions of
the coordinates, and distributed in phase according to an index
which is a linear function of the partial energies relating to
the normal types of vibration, say

^~i?'*'~if (102)

Since the two ensembles are both in statistical equilibrium,
the ensemble formed by combining each system of the first
with each system of the second will also be in statistical
equilibrium. Its distribution in phase will be represented by
the index

and the partial energies represented by the numerators in the
formula will be constants of motion of the compound systems
which form this third ensemble.

Now if we add to these compound systems infinitesimal
forces acting between the component systems and subject to
the same general law as those already existing, viz., that they
are conservative and linear functions of the coordinates, there
will still be n + m types of normal vibration, and n + m
partial energies which are independent constants of motion.
If all the original n + m normal types of vibration have differ-
ent periods, the new types of normal vibration will differ infini-
tesimally from the old, and the new partial energies, which are
constants of motion, will be nearly the same functions of
phase as the old. Therefore the distribution in phase of the

HAVE ANALOGOUS PROPERTIES. 41

ensemble of compound systems after the addition of the sup-
posed infinitesimal forces will differ infinitesimally from one
which would be in statistical equilibrium.

The case is not so simple when some of the normal types of
motion have the same periods. In this case the addition of
infinitesimal forces may completely change the normal types
of motion. But the sum of the partial energies for all the
original types of vibration which have any same period, will
be nearly identical (as a function of phase, i. e., of the coordi-
nates and momenta,) with the sum of the partial energies for
the normal types of vibration which have the same, or nearly
the same, period after the addition of the new forces. If,
therefore, the partial energies in the indices of the first two
ensembles (101) and (102) which relate to types of vibration
having the same periods, have the same divisors, the same will
be true of the index (103) of the ensemble of compound sys-
tems, and the distribution represented will differ infinitesimally
from one which would be in statistical equilibrium after the
addition of the new forces.*

The same would be true if in the indices of each of the
original ensembles we should substitute for the term or terms
relating to any period which does not occur in the other en-
semble, any function of the total energy related to that period,
subject only to the general limitation expressed by equation
(89). But in order that the ensemble of compound systems
(with the added forces) shall always be approximately in
statistical equilibrium, it is necessary that the indices of the
original ensembles should be linear functions of those partial
energies which relate to vibrations of periods common to the
two ensembles, and that the coefficients of such partial ener-
gies should be the same in the two indices.f

* It is interesting to compare the above relations with the laws respecting
the exchange of energy between bodies by radiation, although the phenomena
of radiations lie entirely without the scope of the present treatise, in which
the discussion is limited to systems of a finite number of degrees of freedom.

t The above may perhaps be sufficiently illustrated by the simple case
where n = 1 in each system. If the periods are different in the two systems,
they may be distributed according to any functions of the energies : but if

42 CANONICAL DISTRIBUTION

The properties of canonically distributed ensembles of
systems with respect to the equilibrium of the new ensembles
which may be formed by combining each system of one en-
semble with each system of another, are therefore not peculiar
to them in the sense that analogous properties do not belong
to some other distributions under special limitations in regard
to the systems and forces considered. Yet the canonical
distribution evidently constitutes the most simple case of the
kind, and that for which the relations described hold with the
least restrictions.

Returning to the case of the canonical distribution, we
shall find other analogies with thermodynamic systems, if we
suppose, as in the preceding chapters,* that the potential
energy (eq) depends not only upon the coordinates ql . . . qn
which determine the configuration of the system, but also
upon certain coordinates «i, «2, etc. of bodies which we call
external? meaning by this simply that they are not to be re-
garded as forming any part of the system, although their
positions affect the forces which act on the system. The
forces exerted by the system upon these external bodies will
be represented by — deqjdav — deqfda2, etc., while — deqjdqv
... — deq/dqn represent all the forces acting upon the bodies
of the system, including those which depend upon the position
of the external bodies, as well as those which depend only
upon the configuration of the system itself. It will be under-
stood that €p depends only upon qi , . . . qn , p\ , . . . pn , in other
words, that the kinetic energy of the bodies which we call
external forms no part of the kinetic energy of the system.
It follows that we may write

although a similar equation would not hold for differentiations
relative to the internal coordinates.

the periods are the same they must be distributed canonically with same
modulus in order that the compound ensemble with additional forces may
be in statistical equilibrium.
* See especially Chapter I, p. 4.

OF AN ENSEMBLE OF SYSTEMS. 43

We always suppose these external coordinates to have the
same values for all systems of any ensemble. In the case of
a canonical distribution, i. e., when the index of probability
of phase is a linear function of the energy, it is evident that
the values of the external coordinates will affect the distribu-
tion, since they affect the energy. In the equation

(105)

by which ty may be determined, the external coordinates, ax ,
02, etc., contained implicitly in e, as well as ®,^are to be re-
garded as constant in the integrations indicated. The equa-
tion indicates that -fy is a function of these constants. If we
imagine their values varied, and the ensemble distributed
canonically according to their new values, we have by
differentiation of the equation ^

/ v aii

f i ./. \ 1 /»

0

, \

(- I ^ + I «») = p

all

phases

all Jf

• • -/^ e~° dPi • • • dv- ~ ete-> (106)

phases
t

or, multiplying by 0 e®, and setting

-^=^ -£=^ etc->

all

|d® = ^® f. . .f

ee

phases

—

i e ® dpl . . . dqn

phases

r r

i I . . .

phases

r * (• fcf

2J ...JA2e&dpl...dqn + etc. (107)

44 CANONICAL DISTRIBUTION

Now the average value in the ensemble of any quantity
(which we shall denote in general by a horizontal line above
the proper symbol) is determined by the equation

r M C fc!
« =J • • • J u e & dPl... dqa. (108)

phases

Comparing this with the preceding equation, we have

<ty = £ d® - ~ d® - A! da^ - 22 da2 - etc. (109)

(jj) (y

Or, since fe— J = ,, (110)

and ^=^

d\f/ = yd® — AI da,i — >Z2 d«2 — etc.
Moreover, since (111) gives

dty - c?e = ©cfy + ^©, (113)

we have also

dk — — ® drj — ^ ddi — A2 da2 — etc. (114)

This equation, if we neglect the sign of averages, is identi-
cal in form with the thermodynamic equation

de + Alda1 + Az daz + etc.
drj= —y— -, (115)

or

de = Td-rj — A! daL — Az da2 — etc., (H6)

which expresses the relation between the energy, .tempera-
ture, and entropy of a body in thermodynamic equilibrium,
and the forces which it exerts on external bodies, — a relation
which is the mathematical expression of the second law of
thermodynamics for reversible changes. The modulus in the
statistical equation corresponds to temperature in the thermo-
dynamic equation, and the average index of probability with
its sign reversed corresponds to entropy. But in the thermo-
dynamic equation the entropy (77) is a quantity which is

OF AN ENSEMBLE OF SYSTEMS. 45

only defined by the equation itself, and incompletely defined
in that the equation only determines its differential, and the
constant of integration is arbitrary. On the other hand, the
77 in the statistical equation has been completely defined as
the average value in a canonical ensemble of systems of
the logarithm of the coefficient of probability of phase.

We may also compare equation (112) with the thermody-
namic equation

A^ = — T]dT—Aldal — Azda<i — etc., (117)

where ^r represents the function obtained by subtracting the
product of the temperature and entropy from the energy.

How far, or in what sense, the similarity of these equations
constitutes any demonstration of the thermodynamic equa-
tions, or accounts for the behavior of material systems, as
described in the theorems of thermodynamics, is a question
of which we shall postpone the consideration until we have
further investigated the properties of an ensemble of systems
distributed in phase according to the law which we are con-
sidering. The analogies which have been pointed out will at
least supply the motive for this investigation, which will
naturally commence with the determination of the average
values in the ensemble of the most important quantities relating
to the systems, and to the distribution of the ensemble with
respect to the different values of these quantities.

CHAPTER V.

AVERAGE VALUES IN A CANONICAL ENSEMBLE
OF SYSTEMS.

IN the simple but important case of a system of material
points, if we use rectangular coordinates, we have for the
product of the differentials of the coordinates

dxi dyi dzi . . . dxv dyv dzv,

and for the product of the differentials of the momenta
ml dxi mi dyi m^ dz1 . . . mv dxv mv dyv mv dzv .

The product of these expressions, which represents an element
of extension-in-phase, may be briefly written

mi dxi . . . mv dzv dxi . . . dzv ;
and the integral

e @ mi dxi . . . mv dzv dxi . . . dzv (118)

will represent the probability that a system taken at random
from an ensemble canonically distributed will fall within any
given limits of phase.
In this case

(119)
and

e

0 =e & e 2€> •••« 20 . (120)

The potential energy (e3) is independent of the velocities,
and if the limits of integration for the coordinates are inde-
pendent of the velocities, and the limits of the several veloci-
ties are independent of each other as well as of the coordinates,

VALUES IN A CANONICAL ENSEMBLE. 47

the multiple integral may be resolved into the product of
integrals

C. . . C

mvdzv. (121)

This shows that the probability that the configuration lies
within any given limits is independent of the velocities,
and that the probability that any component velocity lies
within any given limits is independent of the other component
velocities and of the configuration.
Since

* 2

f 4V«>, <& = vz^®, (122>

I/ 00

and

J

e 2 ® m* dx! = V^Ti-mx©8, (123>

the average value of the part of the kinetic energy due to the
velocity x19 which is expressed by the quotient of these inte-
grals, is J <H). This is true whether the average is taken for
the whole ensemble or for any particular configuration,
whether it is taken without reference to the other component
velocities, or only those systems are considered in which the
other component velocities have particular values or lie
within specified limits.

The number of coordinates is 3 v or n. We have, therefore,
for the average value of the kinetic energy of a system

ep = !„© = £ w©. (124)

This is equally true whether we take the average for the whole
ensemble, or limit the average to a single configuration.

The distribution of the systems with respect to their com-
ponent velocities follows the * law of errors ' ; the probability
that the value of any component velocity lies within any given
limits being represented by the value of the corresponding
integral in (121) for those limits, divided by (2 TT m ®)*,

48 AVERAGE VALUES IN A CANONICAL

which is the value of the same integral for infinite limits.
Thus the probability that the value of x^ lies between any
given limits is expressed by

C
J

e 2& dXl. (125)

The expression becomes more simple when the velocity is
expressed with reference to the energy involved. If we set

s=(^xl,

the probability that s lies between any given limits is
expressed by

~S*ds. (126)

Here s is the ratio of the component velocity to that which
would give the energy ® ; in other words, s2 is the quotient
of the energy due to the component velocity divided by ®.
The distribution with respect to the partial energies due to
the component velocities is therefore the same for all the com-
ponent velocities.

The probability that the configuration lies within any given
limits is expressed by the value of

M f (27r©)¥ f . . . /**.** . . . dzv (127)

for those limits, where M denotes the product of all the
masses. This is derived from (121) by substitution of the
values of the integrals relating to velocities taken for infinite
limits.

Very similar results may be obtained in the general case of
a conservative system of n degrees of freedom. Since ep is a
homogeneous quadratic function of the ^>'s, it may be divided
into parts by the formula

_ 1 ^^p -I @£p /-I OQ\

ENSEMBLE OF SYSTEMS. 49

where e might be written for ep in the differential coefficients
without affecting the signification. The average value of the
first of these parts, for any given configuration, is expressed
by the quotient

/+» f+» de ^r .

• • • / i*l ~fo 6 dPl ' ' • dPn

_oo J —oo api

-=r- (129)

e ® dpi . . . dpn
Now we have by integration by parts

ty-C

r °° PI <^~^- dPl = © r 4

,/ _oo api j _

By substitution of this value, the above quotient reduces to

— , which is therefore the average value of \P\— for the
2 dpi

given configuration. Since this value is independent of the
configuration, it must also be the average for the whole
ensemble, as might easily be proved directly. (To make
the preceding proof apply directly to the whole ensemble, we
have only to write dp1 . . . dqn for dp± . . . dpn in the multiple
integrals.) This gives J n ® for the average value of the
whole kinetic energy for any given configuration, or for
the whole ensemble, as has already been proved in the case of
material points.

The mechanical significance of the several parts into which
the kinetic energy is divided in equation (128) will be appar-
ent if we imagine that by the application of suitable forces
(different from those derived from eq and so much greater
that the latter may be neglected in comparison) the system
was brought from rest to the state of motion considered, so
rapidly that the configuration was not sensibly altered during
the process, and in such a manner also that the ratios of the
component velocities were constant in the process. If we
write

50 AVERAGE VALUES IN A CANONICAL

for the moment of these forces, we have for the period of their
action by equation (3)

* =-(^-d^ + Fl = - — + Fl

dqi dqi dqi

The work done by the force F± may be evaluated as follows :

r rd€ *

= I Pi dqt -f I y—dqit
J J dq^

where the last term may be cancelled because the configuration
does not vary sensibly during the application of the forces.
(It will be observed that the other terms contain factors which
increase as the tune of the action of the forces is diminished.)
We have therefore,

f* f* n f*

\ dqi = I pi £1 dt = I qi dpt=. — I Pi dpi . (131)

For since the p's are linear functions of the q's (with coeffi-
cients involving the #'s) the supposed constancy of the <?'s and
of the ratios of the <?'s will make the ratio fa/Pi constant.
The last integral is evidently to be taken between the limits
zero and the value of p1 in the phase originally considered,
and the quantities before the integral sign may be taken as
relating to that phase. We have therefore

i = ipl^Lt (132)

That is: the several parts into which the kinetic energy is
divided in equation (128) represent the amounts of energy
communicated to the system by the several forces Fl , . . . Fn
under the conditions mentioned.

The following transformation will not only give the value
of the average kinetic energy, but will also serve to separate
the distribution of the ensemble in configuration from its dis-
tribution in velocity.

Since 2 ep is a homogeneous quadratic function of the jo's,
which is incapable of a negative value, it can always be ex-
pressed (and in more than one way) as a sum of squares of

»

ENSEMBLE OF SYSTEMS. 51

linear functions of the JD'S.* The coefficients in these linear
functions, like those in the quadratic function, must be regarded
in the general case as functions of the <?'s. Let

2ep = <2 + w22... + iv2 (133)

where MJ . . . un are such linear functions of the p'a. If we
write

for the Jacobian or determinant of the differential coefficients
of the form dp/du, we may substitute

for dp1 . . . dpn

under the multiple integral sign in any of our formulae. It
will be observed that this determinant is function of the <?'s
alone. The sign of such a determinant depends on the rela-
tive order of the variables in the numerator and denominator.
But since the suffixes of the it's are only used to distinguish
these functions from one another, and no especial relation is
supposed between a p and a u which have the same suffix, we
may evidently, without loss of generality, suppose the suffixes
so applied that the determinant is positive.

Since the w's are linear functions of the />'s, when the in-
tegrations are to cover all values of the jt?'s (for constant #'s)
once and only once, they must cover all values of the w's once
and only once, and the limits will be ± oo for all the u's.
Without the supposition of the last paragraph the upper limits
would not always be + oo , as is evident on considering the
effect of changing the sign of a u. But with the supposition
which we have made (that the determinant is always positive)
we may make the upper limits + oo and the lower — oo for all
the t*'s. Analogous considerations will apply where the in-
tegrations do not cover all values of the p's and therefore of

* The reduction requires only the repeated application of the process of
'completing the square* used in the solution of quadratic equations.

52 AVERAGE VALUES IN A CANONICAL

the w's. The integrals may always be taken from a less to a
greater value of a u.

The general integral which expresses the fractional part of
the ensemble which falls within any given limits of phase is
thus reduced to the form

...<*«*«*&...%,. (134)

For the average value of the part of the kinetic energy
which is represented by ^u^ whether the average is taken
for the whole ensemble, or for a given configuration, we have
therefore

__ (135)

— --'

I/

e

00

and for the average of the whole kinetic energy, JTI©, as
before.

The fractional part of the ensemble which lies within any
given limits of configuration, is found by integrating (184)
with respect to the w's from — oo to + oo . This gives

J f.

• da,

which shows that the value of the Jacobian is independent of
the manner in which 2ep is divided into a sum of squares.
We may verify this directly, and at the same tune obtain a
more convenient expression for the Jacobian, as follows.

It will be observed that since the M'S are linear functions of
the p's, and the jt?'s linear functions of the ^'s, the u's will be
linear functions of the <?'s, so that a differential coefficient of
the form du/dq will be independent of the q's, and function of
the <?'s alone. Let us write dpxjduy for the general element
of the Jacobian determinant. We have

ENSEMBLE OF SYSTEMS. 53

dpx d de d r=n de dur

duy duy dqx duy r—\ dur dqx

— r?" ( ^e dur\ d de _ duy

Therefore

d(p, ...pn) __d(u, .. . Q
d(u, . . . u^) d(q, . . . qn)

and

^«. ^)

These determinants are all functions of the <?'s alone.* The
last is evidently the Hessian or determinant formed of the
second differential coefficients of the kinetic energy with re-
spect to <?j , . . . qn. We shall denote it by Aj. The reciprocal
determinant

which is the Hessian of the kinetic energy regarded as func-
tion of the p's, we shall denote by Ap.
If we set

e & = I . . . / e ® Ap dp,...dpn

+00 +00 —Mj2 . . . — «n2

f. . . C

e 20 dUl . . . dun = (27r©)§, (140)

and *, = * - fe (141)

* It will be observed that the proof of (137) depends on the linear relation

dur

between the u's and q's, which makes — — constant with respect to the differ-

dqx

entiations here considered. Compare note on p. 12.

54 AVERAGE VALUES IN A CANONICAL

the fractional part of the ensemble which lies within any
given limits of configuration (136) may be written

• dql . . . dqn, (142)

where the constant tyq may be determined by the condition
that the integral extended over all configurations has the value
unity.*

* In the simple but important case in which Aj is independent of the ^'s,
and €j a quadratic function of the q's, if we write ea for the least value of €q
(or of e) consistent with the given values of the external coordinates, the
equation determining \l/q may be written

— 00 00

If we denote by q±t . . . qn' the values of qi , . . . qn which give fq its least value
ea , it is evident that eg — ea is a homogenous quadratic function of the differ-
ences ?! — qi, etc., and that dqt, . . . dqn may be regarded as the differentials
of these differences. The evaluation of this integral is therefore analytically
similar to that of the integral

+00 +00_J

J. . .fe & dp! . . . dpn,

00 —CO

for which we have found the value Ap * (2 TT 9) 3. By the same method, or
by analogy, we get

where A9 is the Hessian of the potential energy as function of the q's. It
will be observed that A? depends on the forces of the system and is independ-
ent of the masses, while A^ or its reciprocal Ap depends on the masses and
is independent of the forces. While each Hessian depends on the system of
coordinates employed, the ratio A^/A^ is the same for all systems.
Multiplying the last equation by (140), we have

For the average value of the potential energy, we have

+00 +00 *g~ea

J ' ' -f (€Q — fa)e dql . . . dqn

—00 —00

+00 +eo * a

J . . .J e dqi . . . dqn

ENSEMBLE OF SYSTEMS. 55

When an ensemble of systems is distributed in configura-
tion in the manner indicated in this formula, i. e., when its
distribution in configuration is the same as that of an en-
semble canonically distributed in phase, we shall say, without
any reference to its velocities, that it is canonically distributed
in configuration.

For any given configuration, the fractional part of the
systems which lie within any given limits of velocity is
represented by the quotient of the multiple integral

®dPl...dpn,
or its equivalent

-

l--

taken within those limits divided by the value of the same
integral for the limits ± oo. But the value, of the second
multiple integral for the limits ± oo is evidently

We may therefore write

~~®~ du^ . . . dun, (143)

The evaluation of this expression is similar to that of

+00 +00 _!?

...sfe &dpl...dpn

+00 +00 _CJL
f...fe &dPl...dpn

- 00 - CO

which expresses the average value of the kinetic energy, and for which we
have found the value $ n 6. We have accordingly

«4-«a = 2na
Adding the equation

*i> = 2ne>
we have I — ea = n e.

\

\

56 AVERAGES IN A CANONICAL ENSEMBLE.

/„ ^p-fp
•••je & **dPl...dpn, (144)

or again

r r^=^ i

I . . . / e < Ar^Ti • • • 4»i (145)

for the fractional part of the systems of any given configura-
tion which lie within given limits of velocity.

When systems are distributed in velocity according to these
formulae, i. e., when the distribution in velocity is like that in
an ensemble which is canonically distributed in phase, we
shall say that they are canonically distributed in velocity.

The fractional part of the whole ensemble which falls
within any given limits of phase, which we have before
expressed in the form

. dpndqi . . . dqn, (146)

may also be expressed in the form

. . dqndql . . . dqn. (147)

CHAPTER VI.

EXTENSION IN CONFIGURATION AND EXTENSION
IN VELOCITY.

THE formulae relating to canonical ensembles in the closing
paragraphs of the last chapter suggest certain general notions
and principles, which we shall consider in this chapter, and
which are not at all limited in their application to the canon-
ical law of distribution.*

We have seen in Chapter IV. that the nature of the distribu-
tion which we have called canonical is independent of the
system of coordinates by which it is described, being deter-
mined entirely by the modulus. It follows that the value
represented by the multiple integral (142), which is the frac-
tional part of the ensemble which lies within certain limiting
configurations, is independent of the system of coordinates,
being determined entirely by the limiting configurations with
the modulus. Now t|r, as we have already seen, represents
a value which is independent of the system of coordinates
by which it is defined. The same is evidently true of
typ by equation (140), and therefore, by (141), of tyg.
Hence the exponential factor in the multiple integral (142)
represents a value which is independent of the system of
coordinates. It follows that the value of a multiple integral
of the form

^ ...dgn (148)

* These notions and principles are in fact such as a more logical arrange-
ment of the subject would place in connection with those of Chapter I., to
which they are closely related. The strict requirements of logical order
have been sacrificed to the natural development of the subject, and very
elementary notions have been left until they have presented themselves in
the study of the leading problems.

58 EXTENSION IN CONFIGURATION

is independent of the system of coordinates which is employed
for its evaluation, as will appear at once, if we suppose the
multiple integral to be broken up into parts so small that
the exponential factor may be regarded as constant in each.
In the same way the formulae (144) and (145) which express
the probability that a system (in a canonical ensemble) of given
configuration will fall within certain limits of velocity, show
that multiple integrals of the form

(149)

or *» **&„. 1* (150)

relating to velocities possible for a given configuration, when
the limits are formed by given velocities, have values inde-
pendent of the system of coordinates employed.

These relations may easily be verified directly. It has al-
ready been proved that

d(Pl9 . . . P.) <%i . . . qn) d(ql9 ...qn)

..-) d(Ql9...Qn)

where ql , . . . q^ft , . . .pn and Ql , . . . Qn9 P1 , . . . Pn are two
systems of coordinates and momenta.* It follows that

i>

= r

J

* See equation (29).

AND EXTENSION IN VELOCITY. 59

and

/Cfd(Ql, ... Qn)\% JT> Jp

' ' J \d(P^ ~^P}) ' *

"'<%>!... <jp.

= c.

J

>!,-.. W

The multiple integral
•

>! . . . dpndqi . . . rf^, (151)

which may also be written

£1 . . . dqndqi . . . dqn, (152)

and which, when taken within any given limits of phase, has
been shown to have a value independent of the coordinates
employed, expresses what we have called an extension-in-
phase.* In like manner we may say that the multiple integral
(148) expresses an extension-in-configuration, and that the
multiple integrals (149) and (150) express an extensionrin-
velocity. We have called

dpi . . . <Zp.<fyi . . . dqn, (153)

which is equivalent to

A-^! . . . dqndqt . . . dqn, (154)

an element of extension-in-phase. We may call

A^ ...dqn (155)

an element of extension-in-configuration, and

. . . dpn, (156)

See Chapter I, p. 10.

60 EXTENSION IN CONFIGURATION

or its equivalent

. . d, (157)

an element of extension-in-velocity.

An extension-in-phase may always be regarded as an integral
of elementary extensions-in-configuration multiplied each by
an extension-in-velocity. This is evident from the formulae
(151) and (152) which express an extension-in-phase, if we
imagine the integrations relative to velocity to be first carried
out.

The product of the two expressions for an element of
extension-in-velocity (149) and (150) is evidently of the same
dimensions as the product

Pi- ' -PnVl • --it

that is, as the nth power of energy, since every product of the
form pl q1 has the dimensions of energy. Therefore an exten-
sion-in-velocity has the dimensions of the square root of the
nth power of energy. Again we see by (155) and (156) that
the product of an extension-in-configuration and an extension-
in-velocity have the dimensions of the nth power of energy
multiplied by the nth power of time. Therefore an extension-
in-configuration has the dimensions of the nth power of time
multiplied by the square root of the nth power of energy.

To the notion of extension-in-configuration there attach
themselves certain other notions analogous to those which have
presented themselves in connection with the notion of ex-
tension-in-phase. The number of systems of any ensemble
(whether distributed canonically or in any other manner)
which are contained in an element of extension-in-configura-
tion, divided by the numerical value of that element, may be
called the density-in-configuration. That is, if a certain con-
figuration is specified by the coordinates q1 . . . qn, and the
number of systems of which the coordinates fall between the
limits q1 and ql + dql , . . . qn and qn + dqn is expressed by

D.A^Zi • • • *2n, (158)

AND EXTENSION IN VELOCITY. 61

Dq will be the density-in-configuration. And if we set

«*=ip (159)

where N denotes, as usual, the total number of systems in the
ensemble, the probability that an unspecified system of the
ensemble will fall within the given limits of configuration, is
expressed by

e^dqt . . . dqn. (160)

We may call &* the coefficient of probability of the, configura-
tion, and t]q the index of probability of the configuration.

The fractional part of the whole number of systems which
are within any given limits of configuration will be expressed
by the multiple integral

J.

. . . dgn. (161)

The value of this integral (taken within any given configura-
tions) is therefore independent of the system of coordinates
which is used. Since the same has been proved of the same
integral without the factor e*q, it follows that the values of
7)q and Dq for a given configuration in a given ensemble are
independent of the system of coordinates which is used.

The notion of extension-in-velocity relates to systems hav-
ing the same configuration.* If an ensemble is distributed
both in configuration and in velocity, we may confine our
attention to those systems which are contained within certain
infinitesimal limits of configuration, and compare the whole
number of such systems with those which are also contained

* Except in some simple cases, such as a system of material points, we
cannot compare velocities in one configuration with velocities in another, and
speak of their identity or difference except in a sense entirely artificial. We
may indeed say that we call the velocities in one configuration the same as
those in another when the quantities qlt ...qn have the same values in the
two cases. But this signifies nothing until the system of coordinates has
been defined. We might identify the velocities in the two cases which make
the quantities pi,...pn the same in each. This again would signify nothing
independently of the system of coordinates employed.

62 EXTENSION IN CONFIGURATION

within certain infinitesimal limits of velocity. The second
of these numbers divided by the first expresses the probability
that a system which is only specified as falling within the in-
finitesimal limits of configuration shall also fall within the
infinitesimal limits of velocity. If the limits with respect to
velocity are expressed by the condition that the momenta
shall fall between the limits p1 and p1 + dpl , . . . pn and
Pn + dpm the extension-in-velocity within those limits will be

. . . dpn,
and we may express the probability in question by

e^\^dPl . . . dpn. (162)

This may be regarded as defining rjp .

The probability that a system which is only specified as
having a configuration within certain infinitesimal limits shall
also fall within any given limits of velocity will be expressed
by the multiple integral

h . . . dpn, (163)

or its equivalent

J1. . .J*»*4Mb . . . dgn, (164)

taken within the given limits.

It follows that the probability that the system will fall
within the limits of velocity, ^ and ^ + dq19 . . . qn and
2» + dq* is expressed by

e^^d^^.d^. (165)

The value of the integrals (163), (164) is independent of
the system of coordinates and momenta which is used, as is
also the value of the same integrals without the factor
e1?; therefore the value of TJP must be independent of the
system of coordinates and momenta. We may call e1? the
coefficient of probability of velocity, and tjp the index of proba-
bility of velocity.

AND EXTENSION IN VELOCITY. 63

Comparing (160) and (162) with (40), we get

eV* = P = el (166)

or rjq + IP = ^. (167)

That is : the product of the coefficients of probability of con-
figuration and of velocity is equal to the coefficient of proba-
bility of phase; the sum of the indices of probability of
configuration and of velocity is equal to the index of
probability of phase.

It is evident that e1* and e1? have the dimensions of the
reciprocals of extension-in-configuration and extension-in-
velocity respectively, i. e., the dimensions of t~n e~* and e~»,
where t represent any tune, and e any energy. If, therefore,
the unit of time is multiplied by ct, and the unit of energy by
ce , every rjq will be increased by the addition of

n log ct + i?i log c. , (168)

and every rjp by the addition of

in logo.* (169)

It should be observed that the quantities which have been
called extension-in-configuration and extension-in-velocity are
not, as the terms might seem to imply, purely geometrical or
kinematical conceptions. To express their nature more fully,
they might appropriately have been called, respectively, the
dynamical measure of the extension in configuration, and the
dynamical measure of the extension in velocity. They depend
upon the masses, although not upon the forces of the
system. In the simple case of material points, where each
point is limited to a given space, the extension-in-configuration
is the product of the volumes within which the several points
are confined (these may be the same or different), multiplied
by the square root of the cube of the product of the masses of
the several points. The extension-in-velocity for such systems
is most easily defined as the extension-in-configuration of
systems which have moved from the same configuration for
the unit of time with the given velocities.
* Compare (47) in Chapter I.

64 EXTENSION IN CONFIGURATION

In the general case, the notions of extension-in-configuration
and extension-in-velocity may be connected as follows.

If an ensemble of similar systems of n degrees of freedom
have the same configuration at a given instant, but are distrib-
uted throughout any finite extension-in-velocity, the same
ensemble after an infinitesimal interval of time St will be
distributed throughout an extension in configuration equal to
its original extension-in-velocity multiplied by $tn.

In demonstrating this theorem, we shall write q^ . . . qnf for
the initial values of the coordinates. The final values will
evidently be connected with the initial by the equations

Now the original extension-in-velocity is by definition repre-
sented by the integral

J. . ,JV4i • - • <&, (171)

where the limits may be expressed by an equation of the form
F(jll...^) = Q. (172)

The same integral multiplied by the constant St* may be
written

J. . . jVd&ft), . . . %„&), (173)

and the limits may be written

(It will be observed that St as well as A^ is constant in the
integrations.) Now this integral is identically equal to

f. . ./A,* d(q, - <?/) . . . d(q, . . . ft,'), (175)

or its equivalent

AM. • • • *» (176)

f. • -/

with limits expressed by the equation

/ (ft -<?/,••• 2.- 2,.') =0. (177)

AND EXTENSION IN VELOCITY. 65

But the systems which initially had velocities satisfying the
equation (172) will after the interval Bt have configurations
satisfying equation (177). Therefore the extension-in-con-
figuration represented by the last integral is that which
belongs to the systems which originally had the extension-in-
velocity represented by the integral (171).

Since the quantities which we have called extensions-in-
phase, extensions-in-configuration, and extensions-in-velocity
are independent of the nature of the system of coordinates
used in their definitions, it is natural to seek definitions which
shall be independent of the use of any coordinates. It will be
sufficient to give the following definitions without formal proof
of their equivalence with those given above, since they are
less convenient for use than those founded on systems of co-
ordinates, and since we shall in fact have no occasion to use
them.

We commence with the definition of extension-in- velocity.
We may imagine n independent velocities, Vl , . . . Vn of which a
system in a given configuration is capable. We may conceive
of the system as having a certain velocity F~0 combined with a
part of each of these velocities Vl . . . Vn. By a part of V\ is
meant a velocity of the same nature as V\ but in amount being
anything between zero and Vr Now all the velocities which
may be thus described may be regarded as forming or lying in
a certain extension of which we desire a measure. The case
is greatly simplified if we suppose that certain relations exist
between the velocities V\ , . . . Vw viz : that the kinetic energy
due to any two of these velocities combined is the sum of the
kinetic energies due to the velocities separately. In this case
the extension-in-motion is the square root of the product of
the doubled kinetic energies due to the n velocities Fi , . . . Vn
taken separately.

The more general case may be reduced to this simpler case
as follows. The velocity F2 may always be regarded as
composed of two velocities Vj and V2", of which VJ is of
the same nature as Vl , (it may be more or less in amount, or
opposite in sign,) while V2" satisfies the relation that the

5

66 EXTENSION IN CONFIGURATION

kinetic energy due to Vl and V2n combined is the sum of the
kinetic energies due to these velocities taken separately. And
the velocity VB may be regarded as compounded of three,

*Y» F3"> *Y"» of which v* is of the same nature as Fi ' V*
of the same nature as V2", while VB"f satisfies the relations

that if combined either with Fi or V£ the kinetic energy of
the combined velocities is the sum of the kinetic energies of
the velocities taken separately. When all the velocities
Fg , . . . Vn have been thus decomposed, the square root of the
product of the doubled kinetic energies of the several velocities
PI> JY'» JY"» ete*' ^H be the value of the extension-in-
velocity which is sought.

This method of evaluation of the extension-in- velocity which
we are considering is perhaps the most simple and natural, but
the result may be expressed in a more symmetrical form. Let
us write e12 for the kinetic energy of the velocities Fx and V%
combined, diminished by the sum of the kinetic energies due
to the same velocities taken separately. This may be called
the mutual energy of the velocities V\ and F2 . Let the
mutual energy of every pair of the velocities Fj , . . . Vn be
expressed in the same way. Analogy would make en represent
the energy of twice V1 diminished by twice the energy of Fi ,
i. e.y en would represent twice the energy of Fi , although the
term mutual energy is hardly appropriate to this case. At all
events, let en have this signification, and e22 represent twice
the energy of F^, etc. The square root of the determinant

n €12 ... €i

represents the value of the extension-in-velocity determined as
above described by the velocities V\ , . . . FJ,.

The statements of the preceding paragraph may be readily
proved from the expression (157) on page 60, viz.,

A •

by which the notion of an element of extension-in-velocity was

AND EXTENSION IN VELOCITY. 67

originally defined. Since A^ in this expression represents
the determinant of which the general element is

the square of the preceding expression represents the determi-
nant of which the general element is

Now we may regard the differentials of velocity dqt, d^ as
themselves infinitesimal velocities. Then the last expression
represents the mutual energy of these velocities, and

d*e

represents twice the energy due to the velocity dq{.

The case which we have considered is an extension-in-veloc-
ity of the simplest form. All extensions-in-velocity do not
have this form, but all may be regarded as composed of
elementary extensions of this form, in the same manner as
all volumes may be regarded as composed of elementary
parallelepipeds.

Having thus a measure of extension-in- velocity founded, it
will be observed, on the dynamical notion of kinetic energy,
and not involving an explicit mention of coordinates, we may
derive from it a measure of extension-in-configuration by the
principle connecting these quantities which has been given in
a preceding paragraph of this chapter.

The measure of extension-in-phase may be obtained from
that of extension-in-configuration and of extension-in- velocity.
For to every configuration in an extension-in-phase there will
belong a certain extension-in-velocity, and the integral of the
elements of extension-in-configuration within any extension-
in-phase multiplied each by its extension-in-velocity is the
measure of the extension-in-phase.

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

as appears on comparison of formulae (142) and (161). It
follows immediately from (142) that the average value in the
ensemble of any quantity u which depends on the configura-
tion alone is given by the formula

r au ^ *<r-*g
=J...Jue " ^dqi...dqn} (179)

u

conflg.

where the integrations cover all possible configurations. The
value of i|rg is evidently determined by the equation

r ^ r _!?

=J . . .J e %*dfc . . . dqn. (180)

e

config.

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

£ - *" ~ f

0

J * J & &dPl ' ' '

e

«.

phases

As the process is identical, it is sufficient to give the results :
dfa = rjqd® — J^i — J^da^ — etc., (181)

AVERAGES IN A CANONICAL ENSEMBLE. 69
or, since \f/q = 7g + ®^g, (182)

and <fyc = <£g 4- ^grf® + ®<fya, (183)

ckg = — ©cfyg — ^etai — J2^«2 — etc. (184)

It appears from this equation that the differential relations
subsisting between the average potential energy in an ensem-
ble of systems canonically distributed, the modulus of distri-
bution, 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.*

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

(185)

which gives ^ = Yp ~ *p ; (186)

we have also ^, = £ n ®, (187)

and by (140), fa = - \ n © log (2ir0). (188)
From these equations we get by differentiation

<%=^d®, (189)

and <£, = — ® d^. (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, f The relations

* 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).
t Verwandlungswerth des Warmeinhaltes.

70 AVERAGE VALUES IN A CANONICAL

are also identical with those given by Clausius for the corre-
sponding quantities.

Equations (112) and (181) show that if ty or ^rq is known
as function of S and «x , a2 , etc., we can obtain by differentia-
tion e or eq, and Aly AZy etc. as functions of the same varia-
bles. We have in fact

* = *f-«i=:*f-e. (192)

The corresponding equation relating to kinetic energy,

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

etc., so that the average values of the external forces may be
derived alike from ty or from tyq.

The average values of the squares or higher powers of the
energies (total, potential, or kinetic) may easily be obtained by
repeated differentiations of -\|r, ^, ^p1 or e, eg, e^, with
respect to <t). By equation (108) we have

c = J . . .J « e <fe . . . dfc, (195)

phases

and differentiating with respect to ®,

phases

whence, again by (108),

de _ ? — \fe
d®~~ ®2

ENSEMBLE OF SYSTEMS. 71

=

Combining this with (191),

In precisely the same way, from the equation

,
^...^n, (199)

(200)

config.

we may obtain

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

/.all r ^ 1

= /•••/ €Pe Ap dpi . . . dpM (201)

J J

we obtain

€r J

veloc.

which by (187) reduces to

?=(!n»+Jn)®». (203)

Since this value is independent of the configuration, we see
that the average square of the kinetic energy for every configu-
ration is the same, and therefore the same as for the whole
ensemble. Hence e^ 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 deter-
mined 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

72 AVERAGE VALUES IN A CANONICAL

of these anomalies is of course zero. The natural measure of
such anomalies is the square root of their average square. Now

(.-•3" = ?_, (204)

identically. Accordingly

(205)
In like manner,

(206)

Hence

G-l)2 = Gfl - I,)2 + (ep-ep)2. (208)

Equation (206) shows that the value of deg/d® can never be
negative, and that the value of d2tyg/d®2 or drjq/d® can never
be positive.*

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 in-
volved in the definition of the potential energy. Since

* In the case discussed in the note on page 54, in which the potential
energy is a quadratic function of the q's, and Ag independent of the <?'s, we
should get for the potential energy

and for the total energy

We may also write in this case,

(fq — «a)2 n
(e-e0)2~n'

ENSEMBLE OF SYSTEMS. 73

(209)

e-__ ?.

~?~ "»^~» + »5fp

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 deq/dep is
of the same order of magnitude as n. Such values of deqjdep
can only occur within intervals (ej1 — epf) which are of the or-
der of magnitude of n~~\ unless it be in cases in which eg is in
general of an order of magnitude higher than ep. Postponing
for the moment the consideration of such cases, it will be in-
teresting to examine more closely the case of large values of
deq/dep within narrow limits. Let us suppose that for ej and
epf the value of deq/dep is of the order of magnitude of unity,
but between these values of "ep very great values of the differ-
ential coefficient occur. Then in the ensemble having modulus
@" and average energies ep" and es", values of eq sensibly greater
than eqrl will be so rare that we may call them practically neg-
ligible. They will be still more rare in an ensemble of less
modulus. For if we differentiate the equation

regarding eq as constant, but ® and therefore ^ as variable,
we get

/drjq\ __1 dif/q \Itq — €q .

\d®)€-®~d® ©^~'
whence by (192)

74 AVERAGE VALUES IN A CANONICAL

That is, a diminution of the modulus will diminish the proba-
bility of all configurations for which the potential energy exceeds
its average value in the ensemble. Again, in the ensemble
having modulus ®' and average energies ep' and e^, values of
eq sensibly less than eg' will be so rare as to be practically neg-
ligible. 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 O between ®' and ®",
and of ep between ep' and ep/;, the individual values of eq will
be practically limited to the interval between e«/ and eg'r.

In the cases which remain to be considered, viz., when
deq/dep has very large values not confined to narrow limits,
and consequently the differences of the mean potential ener-
gies 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 poten-
tial 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
deq/dep 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 free-
dom is of such order of magnitude as the number of molecules
in the bodies subject to our observation and experiment, e — e,
€P — £pi *q — % 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 (sup-

ENSEMBLE OF SYSTEMS. 75

posing that there were means of measuring these quantities
separately) had each separately uniform values.* Exceptions
might occur when for particular values of the modulus the
differential coefficient deq/d~ep takes a very large value. To
human observation the effect would be, that in ensembles in
which ® and ep had certain critical values, ~eq would be in-
determinate within certain limits, viz., the values which would
correspond to values of ® and ep slightly less and slightly
greater than the critical values. Such indeterminateness cor-
responds precisely to what we observe in experiments on the
bodies which nature presents to us.f

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

phases phases

t. e., by (108),

_i ,, _i

(215)

Hence

and

* This implies that the kinetic and potential energies of individual systems
would each separately have values sensibly constant in time.

t 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 con-
dition of the invariability of the external coordinates.) 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.

76 AVERAGE VALUES IN A CANONICAL

For h = 1, this gives

which agrees with (191).
From (215) we have also

In like manner from the identical equation

all , «,

config. conflg.

(221)

--/ rf\^ -—
we get i? = e 0 (^©2 ^ J e ® , (222)

and

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

reduces to

ENSEMBLE OF SYSTEMS. 77

We have therefore

<226>
" <227>

*(228)

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

all f

phases

J. . . J[e(e _ i)» _ h (e _ ;)« ®2* J e~0dPl, ...dy.

(229)
_ i_ x enyj

phases

i. e., by (108),

• (230)

* In the case discussed in the note on page 54 we may easily get

which, with eg — 60 — „ ®,

gives

rr^j» = Qe + e»^) («,-*j« = |Qe + « *

Hence c — eaft = c*.

Again (e - 60)» = e - ea + 02^ (e - ea)*-1,

which with e — e0 = n &

gives

(e - ««)* = (n 6 + 02^) (e - ea)*-1 = n (w 0 + 02^)*~J0,

hence {7^j» = ?^ + *> e».

78 AVERAGE VALUES IN A CANONICAL

or since by (218)

-e)»« = e(e-e)» - A <«-

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

(63-i3)^ = @2^(e3- eq^ + h(eq- eq)^ ©2g. (232)
By successive applications of (231) we obtain

(e - i)2 =
(e-e)8 =•

(e - e)6 = J>5e + 15DeD*e + 10(D2€)2 + 15(Z)e)8 etc.

where D represents the operator ®'2d/d®. Similar expres-
sions 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 configura-
tion or for the whole ensemble. But since

d€p _ n

d®~2

the general formula reduces to

(ep - ep)™ = ©2 A (€p - ep)» + ±nh& (ep - ~ep)^ (233)
or

(234)

ENSEMBLE OF SYSTEMS. 79

But since identically

the value of the corresponding expression for any index will
be independent of <*) and the formula reduces to

we have therefore

etc.1

It will be observed that when i/r or e is given as function of
O, all averages of the form e^ or (e — T)ft are thereby deter-

* In the case discussed in the preceding foot-notes we get easily

and

For the total energy we have in this case

l h ~

x±-Tx2 i
Ve-J =n'

ft — €\ ° _ 2

etc.

rurxs iar A

• ou

-: .•

/

f.

J

* «»»

ENSEMBLE OP SYSTEMS.

The multiple integrals in

average rallies of the expressions In the brackets,

may therefore set equal to zero. The first gives

as already obtained. With this relation and (191) we get
from the other equations

We may add for comparison equation (205), which might be
derived from (236) by differentiating twice with respect to 8 :

The two last equations give

dl

(Al - Al)(e - e) = — (6 - €)'. (245)

e?e

If i/r or e is known as function of 0, Oj, Oj, etc*, (e — e)2 may
be obtained by differentiation as function of the same variables.
And if i|r, or Av or 17" is known as function of 8, O

(e — e) may be obtained by differentiation. But
(^Al — A^y- and (^Al — A^) (^2 — A2) cannot be obtained in any

similar manner. We have seen that (e— e)2 is in general a
vanishing quantity for very great values of TI, which we may
regard as contained implicitly in 0 as a divisor. The same is

true of (A^ — A^) (e — e). It does not appear that we can

assert the same of (A-^ — -4X)2 or (Al — A^) (^2 — -42), since

6

82 AVERAGE VALUES IN A CANONICAL

a^ may be very great. The quantities dte/da^ an
belong to the class called elasticities. The former expression
represents an elasticity measured under the condition that
while &J is varied the internal coordinates ql9 . . . qn all remain
fixed. The latter is an elasticity measured under the condi-
tion that when ax is varied the ensemble remains canonically
distributed within the same modulus. This corresponds to
an elasticity in physics measured under the condition of con-
stant temperature. It is evident that the former is greater
than the latter, and it may be enormously greater.

The divergences of the force Al 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 A^ for the average value of Al in systems of the
ensemble which have any same energy, it will be determined
by the equation

/ . . . J e ®

. . . dqn

where the limits of integration in both multiple integrals are
two values of the energy which differ infinitely little, say e and

fc±

e + de. This will make the factor e & constant within the
limits of integration, and it may be cancelled in the numera-
tor and denominator, leaving

/•••/- -£-<&>! ...dqn

2H.= / / (247)

J...J*!...*.

where the integrals as before are to be taken between e and
e + de. A^\f is therefore independent of ®, being a function
of the energy and the external coordinates.

ENSEMBLE OF SYSTEMS. 83

Now we have identically

Al — Ai = (Ai — 2T)e) + (2T1 1 — -4)>

where Al — ~A^e denotes the excess of the force (tending to
increase a^ exerted by any system above the average of such
forces for systems of the same energy. Accordingly,

But the average value of (Al — A^\f) (A^\ e — A^) 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

Atf. (248)

In the same way it may be shown that

(A, - Al) (e-e) = (^ - AJ (e - e). (249)

It is evident that in ensembles in which the anomalies of
energy e — e may be regarded as insensible the same will be
true of the quantities represented by A^\f — A^

The properties of quantities of the form A^\€ 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 u be any function of the internal and external coordi-
nates with the momenta and modulus. We have by definition

**-.>,V:.fc!

u-J...Juee d^.^dq, (250)

phases

If we differentiate with respect to ®, we have
du f a r/du u u e

d®=J J (35-3 <#--^i

phases

84 AVERAGE VALUES IN A CANONICAL

du _du uty-e) udif,
d®~d® -- &— + ®d®'

Setting u = 1 in this equation, we get

d\f/ _ \i/ — €
d®~ 0

and substituting this value, we have

du du ue ue

If we differentiate equation (250) with respect to a (which
may represent any of the external coordinates), and write A

for the force — -^ , we get

__ ail t *.

du r r( du u dif/ u . \
3-= /.../V-5- + ^^-+7v^)
da J J \da © da 0 /

da

phases

du du
or — = —

Setting w = 1 hi this equation, we get

Substituting this value, we have

du au uA uA

du du

or ®-r-®-r = ^2-uI=(u-u)(A-2). (255)

da aa

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

ENSEMBLE OF SYSTEMS. 85

(€ + D) (u - u) = 0, (256)

where D represents the operator ®2 d/d®.
Hence

(e + D)A (u - u) = 0, (257)

where h is any positive whole number. It will be observed,
that since e is not function of ®, (e + D)h may be expanded by
the binomial theorem. Or, we may write

(e + />) u = (e + D) u, (258)

whence (e + X>)* u = (e + D)h u. (259)

But the operator (e + D)*, although in some respects more
simple than the operator without the average sign on the e,
cannot be expanded by the binomial theorem, since e is a
function of ® with the external coordinates.
So from equation (254) we have

<26°)

whence (~ + J;)* (« - u) = 0 ; (261)

The binomial theorem cannot be applied to these operators.

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

,

, etc. (264)

86 AVERAGES IN A CANONICAL ENSEMBLE.

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 u, and finally take the average value, it will be the
same as the value obtained by writing the sign of average
separately as u, and on e, A± , A2 , etc., in all the operators.

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

CHAPTER VIII.

ON CERTAIN IMPORTANT FUNCTIONS OF THE
ENERGIES OF A SYSTEM.

IN order to consider more particularly the distribution of a
canonical ensemble in energy, and for other purposes, it will
be convenient to use the following definitions and notations.

Let us denote by J^the extension-in-phase below a certain
limit of energy which we shall call e. That is, let

>x . . . dqn, (265)

the integration being extended (with constant values of the
external coordinates) over all phases for which the energy is
less than the limit e. We shall suppose that the value of this
integral is not infinite, except for an infinite value of the lim-
iting energy. This will not exclude any kind of system to
which the canonical distribution is applicable. For if

>i • • • dqn

taken without limits has a finite value,* the less value repre-
sented by

e

/...

u

•

taken below a limiting value of 6, and with the e before the
integral sign representing that limiting value, will also be
finite. Therefore the value of V, which differs only by a
constant factor, will also be finite, for finite e. It is a func-
tion of e and the external coordinates, a continuous increasing

* This is a necessary condition of the canonical distribution. See
Chapter IV, p. 35.

88 CERTAIN IMPORTANT FUNCTIONS

function of 6, which becomes infinite with e, and vanishes
for the smallest possible value of e, or f or e = — oo, if the
energy may be diminished without limit.
Let us also set

dV
<f> = log — • (266)

The extension in phase between any two limits of energy, ^
and e", will be represented by the integral

/ de. (267)

And in general, we may substitute e* de for dpl . . . dqn in a
2tt-fold integral, reducing it to a simple integral, whenever
the limits can be expressed by the energy alone, and the other
factor under the integral sign is a function of the energy alone,
or with quantities which are constant in the integration.

In particular we observe that the probability that the energy
of an unspecified system of a canonical ensemble lies between
the limits e' and e" will be represented by the integral *

* 0ffe, (268)

and that the average value in the ensemble of any quantity
which only varies with the energy is given by the equation j

(269)

where we may regard the constant *fy as determined by the
equation $

^»
=l

6=00

—
&

e de, (270)

F=0

In regard to the lower limit in these integrals, it will be ob-
served that V= 0 is equivalent to the condition that the
value of e is the least possible.

* Compare equation (93). t Compare equation (108).

J Compare equation (92).

OF THE ENERGIES OF A SYSTEM. 89

In like manner, let us denote by Vq the extension-in-configu-
ration below a certain limit of potential energy which we may
call eg. That is, let

• JV

(2T1)

the integration being extended (with constant values of the
external coordinates) over all configurations for which the
potential energy is less than eg. Vq will be a function of eq
with the external coordinates, an increasing function of e3,
which does not become infinite (in such cases as we shall con-
sider *) for any finite value of eq. It vanishes for the least
possible value of e?, or for eq = — oo , if eq can be diminished
without limit. It is not always a continuous function of eg.
In fact, if there is a finite extension-in-configuration of con-
stant potential energy, the corresponding value of Vq will
not include that extension-in-configuration, but if eq be in-
creased infinitesimally, the corresponding value of Vq will be
increased by that finite extension-in-configuration.
Let us also set

(272)

The extension-in-configuration between any two limits of
potential energy eq and eqf may be represented by the integral

(273)

whenever there is no discontinuity in the value of Vq as
function of eq between or at those limits, that is, when-
ever there is no finite extension-in-configuration of constant
potential energy between or at the limits. And hi general,
with the restriction mentioned, we may substitute e^q deq for
Aj dq1 . . . dqn in an w-fold integral, reducing it to a simple
integral, when the limits are expressed by the potential energy,
and the other factor under the integral sign is a function of

* If Vq were infinite^ for finite values of e,, V would evidently be infinite
for finite values of e.

90 CERTAIN IMPORTANT FUNCTIONS

the potential energy, either alone or with quantities which are
constant in the integration.

We may often avoid the inconvenience occasioned by for-
mulae becoming illusory on account of discontinuities in the
values of Vq as function of eq by substituting for the given
discontinuous function a continuous function which is practi-
cally equivalent to the given function for the purposes of the
evaluations desired. It only requires infinitesimal changes of
potential energy to destroy the finite extensions-in-configura-
tion of constant potential energy which are the cause of the
difficulty.

In the case of an ensemble of systems canonically distributed
in configuration, when Vq is, or may be regarded as, a continu-
ous function of eq (within the limits considered), the proba-
bility that the potential energy of an unspecified system lies
between the limits eq and eq' is given by the integral

where ^ may be determined by the condition that the value of
the integral is unity, when the limits include all possible
values of eq. In the same case, the average value in the en-
semble of any function of the potential energy is given by the
equation

u = / ue d€q. (275)

Vq=0

When Vq is not a continuous function of eff, we may write d Vq
for e*qdeg in these formulae.

In like manner also, for any given configuration, let us
denote by Vp the extension-in-velocity below a certain limit of
kinetic energy specified by ep. That is, let

V, = J.

(276)

OF THE ENERGIES OF A SYSTEM. 91

the integration being extended, with constant values of the
coordinates, both internal and external, over all values of the
momenta for which the kinetic energy is less than the limit ep.
Vp will evidently be a continuous increasing function of ep
which vanishes and becomes infinite with e. Let us set

The extension-in-velocity between any two limits of kinetic
energy ep and ep" may be represented by the integral

f

e*pdep. (278)

And in general, we may substitute e^p dep for A,* dpl . . . dpn
or Ag* dql . . . dqn in an w-fold integral in which the coordi-
nates are constant, reducing it to a simple integral, when the
limits are expressed by the kinetic energy, and the other factor
under the integral sign is a function of the kinetic energy,
either alone or with quantities which are constant in the
integration.

It is easy to express Vp and $p in terms of ep. Since A^ is
function of the coordinates alone, we have by definition

1...dpn (279)

the limits of the integral being given by ep. That is, if

ep = F(Pl,...Pa), (280)

the limits of the integral for ep = 1, are given by the equation
F(Pl,...Pa) = \, (281)

and the limits of the integral for ep — a2, are given by the
equation

=«'. (282)

But since F represents a quadratic function, this equation
may be written

1 (283)

92 CERTAIN IMPORTANT FUNCTIONS

The value of Vp may also be put in the form

r, = ***f...f*&...*%. (284)

Now we may determine Vp for ep = 1 from (279) where the
limits are expressed by (281), and FJ, for ep ,= a2 from (284)
taking the limits from (283). The two integrals thus deter-
mined are evidently identical, and we have

(285)

i. e., Vv varies as e/. We may therefore set

, n

Vp=Cep*> eP = n-Cep* j (286)

where C is a constant, at least for fixed values of the internal
coordinates.

To determine this constant, let us consider the case of a
canonical distribution, for which we have

_

where e& = (2-*®) 2.

Substituting this value, and that of e*' from (286), we get

(287)

Having thus determined the value of the constant (7, we may

OF THE ENERGIES OF A SYSTEM. - 93

substitute it in the general expressions (286), and obtain the
following values, which are perfectly general :

~ *(289)

It will be observed that the values of Vp and <f>p for any
given ep are independent of the configuration, and even of the
nature of the system considered, except with respect to its
number of degrees of freedom.

Returning to the canonical ensemble, we may express the
probability that the kinetic energy of a system of a given
configuration, but otherwise unspecified, falls within given
limits, by either member of the following equation

Since this value is independent of the coordinates it also
represents the probability that the kinetic energy of an
unspecified system of a canonical ensemble falls within the
limits. The form of the last integral also shows that the prob-
ability that the ratio of the kinetic energy to the modulus

* Very similar values for Vq, <&*, V, and e* may be found in the same
way in the case discussed in the preceding foot-notes (see pages 54, 72, 77, and
79), in which e3 is a quadratic function of the q's, and Aj independent of the q'a.
In this case we have

(2 ')*(«« -

P(Jn)

+ i)

94 CERTAIN IMPORTANT FUNCTIONS

falls within given limits is independent also of the value of
the modulus, being determined entirely by the number of
degrees of freedom of the system and the limiting values
of the ratio.

The average value of any function of the kinetic energy,
either for the whole ensemble, or for any particular configura-
tion, is given by

€p

—•£ ?-i
ue 0e,2 dep *(291)

Thus:

^®"' if m + ^>°> t(292)

* The corresponding equation for the average value of any function of
the potential energy, when this is a quadratic function of the ^'s, and A£ is
independent of the q's, is

In the same case, the average value of any function of the (total) energy is
given by the equation

Hence in this case

j .f m + n>0-

and = , if

ii f vy

If n = 1, e* = 2 ir and d^jde = 0 for any value of e. If n = 2, the case is
the same with respect to 02.

t This equation has already been proved for positive integral powers of
the kinetic energy. See page 77.

OF THE ENERGIES OF A SYSTEM. 95

n n

-) /o _\9 ^2 ~j if w > 1 ; (294)

if n > 2 ; (295)

= ©. (296)

If n = 2, e*p = 2 TT, and d<j>p/dep = 0, for any value of ep.
The definitions of F, V# and F^, give

(297)

where the integrations cover all phases for which the energy
is less than the limit e, for which the value of Fis sought.
This gives

V=CvpdVq, (298)

and ,-j-r €9=6

e* = -~ — f e^pdVn, (299}

de j

where Vp and e^p are connected with Vq by the equation

€p + eq = constant ~ e. (300)

If n > 2, e*? vanishes at the upper limit, i. e., for ep = 0, and
we get by another differentiation

€q=€

We may also write

62= e

F= J "P;/9^, (302)

* r
°=J

(303)

96 CERTAIN IMPORTANT FUNCTIONS

etc., when Vq is a continuous function of eq commencing with
the value Vq = 0, or when we choose to attribute to Vq a
fictitious continuity commencing with the value zero, as de-
scribed on page 90.

If we substitute hi these equations the values of Vp and e^p
which we have found, we get

^= r/il /^ <« - <«) <* ^« ' (304)

(305)

where e^« c?eg may be substituted for d Vq in the cases above
described. If, therefore, n is known, and Vq as function of
€p V and e^ may be found by quadratures.

It appears from these equations that F"is always a continu-
ous increasing function of e, commencing with the value V=
0, even when this is not the case with respect to Vq and eq.
The same is true of e^, when n > 2, or when n = 2 if Vq in-
creases continuously with eq from the value Vq = 0.

The last equation may be derived from the preceding by
differentiation with respect to e. Successive differentiations
give, if h < } n + 1,

dhVjd<? is therefore positive if A < J n + 1. It is an in-
creasing function of e, if h < Jw. If e is not capable of
being diminished without limit, dhVjd^ vanishes for the
least possible value of e, if h < \n.
If n is even,

n

(307)

OF THE ENERGIES OF A SYSTEM. 97

That is, V is the same function of e# as - — - — — of e.

When n is large, approximate formulae will be more avail-
able. It will be sufficient to indicate the method proposed,
without precise discussion of the limits of its applicability or
of the degree of its approximation. For the value of e^ cor-
responding to any given e, we have

/ = e

* deq = 6**+** dep, (308)

where the variables are connected by the equation (300).
The maximum value of <f)p + <f>Q is therefore characterized by
the equation

(309)

de, de,

The values of ep and eq determined by this maximum we shall
distinguish by accents, and mark the corresponding values of
functions of ep and eq in the same way. Now we have by
Taylor's theorem

If the approximation is sufficient without going beyond the
quadratic terms, since by (300)

€P ~€P' = - (e* - «/)»
we may write

+^(d^P\'(d\}'-\(^ii^

2 *.» (312>

where the limits have been made ± oo for analytical simplicity.
This is allowable when the quantity in the square brackets
has a very large negative value, since the part of the integral

7

98 CERTAIN IMPORTANT FUNCTIONS

corresponding to other than very small values of eq — eqf may
be regarded as a vanishing quantity.
This gives

> _ A/+V /-ON

(313)

or

^V+^' + ilog(2,)-ilog[-(^)'-(^)']. (3U)

From this equation, with (289), (300) and (309), we .may
determine the value of $ corresponding to any given value of
e, when <j>q is known as function of eq.

Any two systems may be regarded as together forming a
third system. If we have F or $ given as function of e for
any two systems, we may express by quadratures J^and $ for
the system formed by combining the two. If we distinguish
by the suffixes ( )x, ( )2, ( )12 the quantities relating to
the three systems, we have easily from the definitions of these
quantities

=ff

(sis)

$12 | 04>*f7T7' / p^1 fj T7" / n^1 ' ^2x7 /O-1 £\

«/ «/ «y

where the double integral is to be taken within the limits

Vi = 0, V2 = 0, and el + e2 = e12 ,

and the variables in the single integrals are connected by the
last of these equations, while the limits are given by the first
two, which characterize the least possible values of e1 and e2
respectively.

It will be observed that these equations are identical in
form with those by which F'and $ are derived from Vp or cf>p
and Vq or <f>q, except that they do not admit in the general
case those transformations which result from substituting for
Vp or (f>p the particukr functions which these symbols always
represent.

OF THE ENERGIES OF A SYSTEM. 99

Similar formulae may be used to derive Vq or <j>q for the
compound system, when one of these quantities is known.
as function of the potential energy in each of the systems
combined.

The operation represented by such an equation as

C

= I

01 02

e e

is identical with one of the fundamental operations of the
theory of errors, viz., that of finding the probability of an error
from the probabilities of partial errors of which it is made up.
It admits a simple geometrical illustration.

We may take a horizontal line as an axis of abscissas, and lay
off 61 as an abscissa measured to the right of any origin, and
erect e^i as a corresponding ordinate, thus determining a certain
curve. Again, taking a different origin, we may lay off e2 as
abscissas measured to the left, and determine a second curve by
erecting the ordinates e^. We may suppose the distance be-
tween the origins to be e12, the second origin being to the right
if e12 is positive. We may determine a third curve by erecting
at every point in the line (between the least values of ei and e2)
an ordinate which represents the product of the two ordinates
belonging to the curves already described- The area between
this third curve and the axis of abscissas will represent the value
of e^12. To get the value of this quantity for varying values
of 612, we may suppose the first two curves to be rigidly con-
structed, and to be capable of being moved independently. We
may increase or diminish e12 by moving one of these curves to
the right or left. The third curve must be constructed anew
for each different value of e12.

CHAPTER IX.
THE FUNCTION <£ AND THE CANONICAL DISTRIBUTION.

IN this chapter we shall return to the consideration of the
canonical distribution, in order to investigate those properties
which are especially related to the function of the energy
which we have denoted by </>.

If we denote by JV, as usual, the total number of systems
in the ensemble,

will represent the number having energies between the limits
e and e + de. The expression

Ne

(317)

represents what may be called the density-in-energy. This
vanishes for e = GO, for otherwise the necessary equation

(318)

could not be fulfilled. For the same reason the density-in-
energy will vanish for e = — co, if that is a possible value of
the energy. Generally, however, the least possible value of
the energy will be a finite value, for which, if n > 2, e* will
vanish,* and therefore the density-in-energy. Now the density-
in-energy is necessarily positive, and since it vanishes for
extreme values of the energy if n > 2, it must have a maxi-
mum in such cases, in which the energy may be said to have

* See page 96.

THE FUNCTION 0. 101

its most common or most probable value, and which is
determined by the equation

d(f> 1

de ©* ^ '

This value of d(f>/de is also, when n > 2, its average value
in the ensemble. For we have identically, by integration by
parts,

'''=!+4>r~

v'=o v=o

If n > 2, the expression in the brackets, which multiplied by N
would represent the density-in-energy, vanishes at the limits,
and we have by (269) and (318)

It appears, therefore, that for systems of more tfyan two degrees
of freedom, the average value of d$/de in an eiis^ri^y canpni- /
cally distributed is identical with the value of the same,
ential coefficient as calculated for the most .eoavrooi'. <
in the ensemble, both values being reciprocals of the modulus.
Hitherto, in our consideration of the quantities F", V# Vp, <£,
</V 4>pi we have regarded the external coordinates as constant.
It is evident, however, from their definitions that V and <£ are
in general functions of the external coordinates and the energy
(e), that Vq and $g are in general functions of the external
coordinates and the potential energy (eg). Vp and <f>p we have
found to be functions of the kinetic energy (ep) alone. In the
equation

-/

de, (322)

by which -vfr may be determined, O and the external coordinates
(contained implicitly in <£) are constant in the integration.
The equation shows that i|r is a function of these constants.

102 TH& FUNCTION <j> AND

If their values are varied, we shall have by differentiation, if
n >2

v=o

+ dai f*4. e~e+*<le + da, f|* <f ®+V + etc. (323) '
J dci^ J da2

V=0 V=Q

(Since e* vanishes with F", when n > 2, there are no terms due
to the variations of the limits.) Hence by (269)

or, since — ^ (325)

©

<fy = ^0 - © - dox - 0 da, - etc. (326)

ttCt^ tt^

Comparing iliis with (112), we get

The first of these equations might be written*

r) <328)

but must not be confounded with the equation

d+\ fdf\ (de\

^A,«~ W« W*..

which is derived immediately from the identity

=-\ L\ (330)

* See equations (321) and (104). Suffixes are here added to the differential
coefficients, to make the meaning perfectly distinct, although the same quan-
tities may be written elsewhere without the suffixes, when it is believed that
there is no danger of misapprehension. The suffixes indicate the quantities
which are constant in the differentiation, the single letter a standing for all
the letters a1} «2, etc., or all except the one which is explicitly varied.

THE CANONICAL DISTRIBUTION. 103

Moreover, if we eliminate dty from (326) by the equation

d^ = 0^ + ^d® + de, (331)

obtained by differentiating (325), we get

de = -®dv-®!Jr-dal-®<Q-da2- etc., (332)

Cia-l OLa^,

or by (321),

. _^ = ^e + ^^ + ^^ + etc. (333)

de da, aa2

Except for the signs of average, the second member of this
equation is the same as that of the identity

«ty = ^de + ?±dal + ^da2 + etc. (334)

de dal da2

For the more precise comparison of these equations, we may
suppose that the energy in the last equation is some definite
and fairly representative energy in the ensemble. For this
purpose we might choose the average energy. It will per-
haps be more convenient to choose the most common energy,
which we shall denote by e0. The same suffix will be applied
to functions of the energy determined for this value. Our
identity then becomes

= de0 + da, + da, + etc. (335)

\de J0 \dajo \da2J0

It has been shown that

?=(^=l, (336)

de \de)0 ©'

when n > 2. Moreover, since the external coordinates have
constant values throughout the ensemble, the values of
d(p/dav d(f>Jda^ etc. vary in the ensemble only on account
of the variations of the energy (e), which, as we have seen,
may be regarded as sensibly constant throughout the en-
semble, when n is very great. In this case, therefore, we may
regard the average values

<25 ~d4

-5-S -=-S etc.,

104 THE FUNCTION <£ AND

as practically equivalent to the values relating to the most
common energy

— — I j ( — j j etc.
dtti JQ \ d&z J Q

In this case also de is practically equivalent to deQ. We have
therefore, for very large values of n,

— dri — d<f>Q (337)

approximately. That is, except for an additive constant, — 77
may be regarded as practically equivalent to <£0, when the
number of degrees of freedom of the system is very great.
It is not meant by this that the variable part of rj + <£0 is
numerically of a lower order of magnitude than unity. For
when n is very great, — 77 and $0 are very great, and we can
only conclude that the variable part of 77 + <£0 is insignifi-
cant compared with the variable part of rj or of <£0, taken
separately.

Now we have already noticed a certain correspondence
between the quantities ® and 77 and those which in thermo-
dynamics are called temperature and entropy. The property
just demonstrated, with those expressed by equation (336),
therefore suggests that the quantities <f> and de/dQ may also
correspond to the thermodynamic notions of entropy and tem-
perature. We leave the discussion of this point to a sub-
sequent chapter, and only mention it here to justify the
somewhat detailed investigation of the relations of these
quantities.

We may get a clearer view of the limiting form of the
relations when the number of degrees of freedom is indefi-
nitely increased, if we expand the function <j> in a series
arranged according to ascending powers of e — e0. This ex-
pansion may be written

(f £)

(€ ~ ^

(338)

Adding the identical equation

THE CANONICAL DISTRIBUTION. 105

\/ — 6 ^ — €Q 6 —

© © © >

(339)

Substituting this value in

which expresses the probability that the energy of an unspeci-
fied system of the ensemble lies between the limits e' and e",
we get

-0

**. (340)

When the number of degrees of freedom is very great, and
e — e0 in consequence very small, we may neglect the higher
powers and write*

i .

" (341)

This shows that for a very great number of degrees of
freedom the probability of deviations of energy from the most
probable value (e0) approaches the form expressed by the
'law of errors.' With this approximate law, we get

* If a higher degree of accuracy is desired than is afforded by this formula,
it may be multiplied by the series obtained from

by the ordinary formula for the expansion in series of an exponential func-
tion. There would be no especial analytical difficulty in taking account of
a moderate number of terms of such a series, which would commence

106 THE FUNCTION <j> AND

(343)
whence

(344)

Now it has been proved in Chapter VII that

7 - ^ _2

(6 ~~ e) — ~ ~r~ €P '
n dep p

We have therefore

approximately. The order of magnitude of rj — <£0 is there-
fore that of log n. This magnitude is mainly constant.
The order of magnitude of rj + <pQ — \ log n is that of unity.
The order of magnitude of </>0 , and therefore of — 77, is that
of n.*

Equation (338) gives for the first approximation

(1^ = _£, (346)

(*-*>(.-0 = ^ = £*, W

/ . __ , Y — (6 ~ 6o)2 = ^ ^f (348)

a€p

The members of the last equation have the order of magnitude
of n. Equation (338) gives also for the first approximation

de fi\ ~ \ ^2 / v€ eo)>
* Compare (289), (314).

THE CANONICAL DISTRIBUTION. 107

whence

This is of the order of magnitude of n.*

It should be observed that the approximate distribution of
the ensemble in energy according to the 'law of errors' is
not dependent on the particular form of the function of the
energy which we have assumed for the index of probability
(77). In any case, we must have

(351)

where e^+t is necessarily positive. This requires that it
shall vanish for e = oo , and also for e = — oo , if this is a possi-
ble value. It has been shown in the last chapter that if e has
a (finite) least possible value (which is the usual case) and
n > 2, e* will vanish for that least value of e. In general
therefore 77 + <£ will have a maximum, which determines the
most probable value of the energy. If we denote this value
by e0> and distinguish the corresponding values of the func-
tions of the energy by the same suffix, we shall have

-a

The probability that an unspecified system of the ensemble

* We shall find hereafter that the equation

is exact for any value of n greater than 2, and that the equation

fd(f> IV __ <^0
\d* ®) ' rf?
is exact for any value of n greater than 4.

108 THE FUNCTION <£ AND

falls within any given limits of energy (e' and e") is repre-
sented by

f

e^de.

If we expand 77 and <£ in ascending powers of e — e0, without
going beyond the squares, the probability that the energy falls
within the given limits takes the form of the « law of errors ' —

de. (353)

i/

This gives

We shall have a close approximation in general when the
quantities equated in (355) are very small, i. e., when

is very great. Now when n is very great, — d*$/de* is of the
same order of magnitude, and the condition that (356) shall
be very great does not restrict very much the nature of the
function 77.

We may obtain other properties pertaining to average values
in a canonical ensemble by the method used for the average of
d<j>/de. Let u be any function of the energy, either alone or
with ® and the external coordinates. The average value of u
in the ensemble is determined by the equation

6=00 4,-e

/- — - + 4>
ue e de. (357)

F=0

THE CANONICAL DISTRIBUTION. 109

Now we have identically

Therefore, by the preceding equation

If we set u = 1, (a value which need not be excluded,) the
second member of this equation vanishes, as shown on page
101, if n > 2, and we get

^ = i, (360)

as before. It is evident from the same considerations that the
second member of (359) will always vanish if n > 2, unless u
becomes infinite at one of the limits, in which case a more care-
ful examination of the value of the expression will be necessary.
To facilitate the discussion of such cases, it will be convenient
to introduce a certain limitation in regard to the nature of the
system considered. We have necessarily supposed, in all our
treatment of systems canonically distributed, that the system
considered was such as to be capable of the canonical distri-
bution with the given value of the modulus. We shall now
suppose that the system is such as to be capable of a canonical
distribution with any (finite) f modulus. Let us see what
cases we exclude by this last limitation.

* A more general equation, which is not limited to ensembles canonically
distributed, is

^ + M^4.M^- \uef¥*~\*=*>
df U de U de ~ I"* J F=0

where t\ denotes, as usual, the index of probability of phase.

t The term finite applied to the modulus is intended to exclude the value
zero as well as infinity.

110 THE FUNCTION 0 AND

The impossibility of a canonical distribution occurs when
the equation

e e

e = e

s* — l-j-0

=J e ' de (361)

F=0

fails to determine a finite value for ^. Evidently the equation
cannot make ty an infinite positive quantity, the impossibility
therefore occurs when the equation makes ty = — oo . Now
we get easily from (191)

If the canonical distribution is possible for any values of ®,
we can apply this equation so long as the canonical distribu-
tion is possible. The equation shows that as ® is increased
(without becoming infinite) — ty cannot become infinite unless
6 simultaneously becomes infinite, and that as O is decreased
(without becoming zero) — ^ cannot become infinite unless
simultaneously e becomes an infinite negative quantity. The
corresponding cases in thermodynamics would be bodies which
could absorb or give out an infinite amount of heat without
passing certain limits of temperature, when no external work
is done in the positive or negative sense. Such infinite values
present no analytical difficulties, and do not contradict the
general laws of mechanics or of thermodynamics, but they
are quite foreign to our ordinary experience of nature. In
excluding such cases (which are certainly not entirely devoid
of interest) we do not exclude any which are analogous to
any actual cases in thermodynamics.

We assume then that for any finite value of ® the second
member of (361) has a finite value.

When this condition is fulfilled, the second member of
(359) will vanish for u = e~+ V. For, if we set 6' = 26,

? ___! € _ f _ ^ ¥

F = 0 V = 0

THE CANONICAL DISTRIBUTION. Ill

where tyr denotes the value of ^ for the modulus ®'. Since
the last member of this formula vanishes for e = oo , the
less value represented by the first member must also vanish
for the same value of e. Therefore the second member of
(359), which differs only by a constant factor, vanishes at
the upper limit. The case of the lower limit remains to be
considered. Now

The second member of this formula evidently vanishes for
the value of e, which gives V — 0, whether this be finite or
negative infinity. Therefore, the second member of (359)
vanishes at the lower limit also, and we have

V

or e V=®. (362)

This equation, which is subject to no restriction in regard to
the value of n, suggests a connection or analogy between the
function of the energy of a system which is represented by
iT^ V and the notion of temperature in thermodynamics. We
shall return to this subject in Chapter XIV.

If n > 2, the second member of (359) may easily be shown
to vanish for any of the following values of u viz. : </>, e^, e,
e"*, where m denotes any positive number. It will also
vanish, when n > 4, for u = dfyde, and when n > 2 h for
u = e-* dhV/d^. When the second member of (359) van-
ishes, and n > 2, we may write

We thus obtain the following equations :
If n > 2,

(364)

112

THE FUNCTION </> AND

or

If w > 4,

If n

®2

-<t>dhVd<f> 1 -
6 -d?-fc-®6

e ' -Tjr-j — e
de1 ae

or

(368)
t(369)

(370)

whence " ^- = ^.

Giving A the values 1, 2, 3, etc., we have

as already obtained. Also

* This equation may also be obtained from equations (252) and (321).
Compare also equation (349) which was derived by an approximative method,
t Compare equation (360), obtained by an approximative method.

THE CANONICAL DISTRIBUTION. 113

If Vq is a continuous increasing function of eg, commencing
with Vq = 0, the average value in a canonical ensemble of any
function of e^, either alone or with the modulus and the exter-
nal coordinates, is given by equation (275), which is identical
with (357) except that e, $, and \jr have the suffix ( )ff. The
equation may be transformed so as to give an equation iden-
tical with (359) except for the suffixes. If we add the same
suffixes to equation (361), the finite value of its members will
determine the possibility of the canonical distribution.

From these data, it is easy to derive equations similar to
(360), (362)-(372), except that the conditions of their valid-
ity must be differently stated. The equation

requires only the condition already mentioned with respect to
Vq. This equation corresponds to (362), which is subject to
no restriction with respect to the value of n. We may ob-
serve, however, that V will always satisfy a condition similar
to that mentioned with respect to Vr

If Vq satisfies the condition mentioned, and e^ a similar
condition, i. e., if e^i is a continuous increasing function of e3,
commencing with the value (^ = 0, equations will hold sim-
ilar to those given for the case when n > 2, viz., similar to
(360), (364)-(368). Especially important is

deq ~®'

If Vq, 6*4 (or dVq/d€q), d?Vq/de* all satisfy similar conditions,
we shall have an equation similar to (369), which was subject
to the condition n > 4. And if cPVqjdef also satisfies a
similar condition, we shall have an equation similar to (372),
for which the condition was n > 6. Finally, if Vq and h suc-
cessive differential coefficients satisfy conditions of the kind
mentioned, we shall have equations like (370) and (371) for
which the condition was n > 2 h.

8

114 THE FUNCTION <£.

These conditions take the place of those given above relat-
ing to n. In fact, we might give conditions relating to the
differential coefficients of F", similar to those given relating to
the differential coefficients of Vq, instead of the conditions
relating to n, for the validity of equations (360), (363)-(372).
This would somewhat extend the application of the equations.

CHAPTER X.

ON A DISTRIBUTION IN PHASE CALLED MICROCANONI-
CAL IN WHICH ALL THE SYSTEMS HAVE
THE SAME ENERGY.

AN important case of statistical equilibrium is that in which
all systems of the ensemble have the same energy. We may
arrive at the notion of a distribution which will satisfy the
necessary conditions by the following process. We may
suppose that an ensemble is distributed with a uniform den-
sity-in-phase between two limiting values of the energy, e' and
e", and with density zero outside of those limits. Such an
ensemble is evidently in statistical equilibrium according to
the criterion in Chapter IV, since the density-in-phase may be
regarded as a function of the energy. By diminishing the
difference of e' and e", we may diminish the differences of
energy in the ensemble. The limit of this process gives us
a permanent distribution in which the energy is constant.

We should arrive at the same result, if we should make the
density any function of the energy between the limits e' and
e", and zero outside of those limits. Thus, the limiting distri-
bution obtained from the part of a canonical ensemble
between two limits of energy, when the difference of the
limiting energies is indefinitely diminished, is independent of
the modulus, being determined entirely by the energy, and
is identical with the limiting distribution obtained from a
uniform density between limits of energy approaching the
same value.

We shall call the limiting distribution at which we arrive
by this process microcanonical.

We shall find however, in certain cases, that for certain
values of the energy, viz., for those for which e* is infinite,

116 A PERMANENT DISTRIBUTION IN WHICH

this process fails to define a limiting distribution in any such
distinct sense as for other values of the energy. The difficulty
is not in the process, but in the nature of the case, being
entirely analogous to that which we meet when we try to find
a canonical distribution in cases when ^ becomes infinite.
We have not regarded such cases as affording true examples
of the canonical distribution, and we shall not regard the cases
in which e^ is infinite as affording true examples of the micro-
canonical distribution. We shall in fact find as we go on that
in such cases our most important formulae become illusory.

The use of formulae relating to a canonical ensemble which
contain e^de instead of dpl . . . dqn, as in the preceding chapters,
amounts to the consideration of the ensemble as divided into
an infinity of microcanonical elements;

From a certain point of view, the microcanonical distribution
may seem more simple than the canonical, and it has perhaps
been more studied, and been regarded as more closely related
to the fundamental notions of thermodynamics. To this last
point we shall return in a subsequent chapter. It is sufficient
here to remark that analytically the canonical distribution is
much more manageable than the microcanonical.

We may sometimes avoid difficulties which the microcanon-
ical distribution presents by regarding it as the result of the
following process, which involves conceptions less simple but
more amenable to analytical treatment. We may suppose an
ensemble distributed with a density proportional to

where &> and e1 are constants, and then diminish indefinitely
the value of the constant &>. Here the density is nowhere
zero until we come to the limit, but at the limit it is zero for
all energies except e'. We thus avoid the analytical compli-
cation of discontinuities in the value of the density, which
require the use of integrals with inconvenient limits.

In a microcanonical ensemble of systems the energy (e) is
constant, but the kinetic energy (e^) and the potential energy

ALL SYSTEMS HAVE THE SAME ENERGY. 117

(eq) vary in the different systems, subject of course to the con-
dition

€p -f eq = e = constant. (373)

Our first inquiries will relate to the division of energy into
these two parts, and to the average values of functions of ep
and eq.

We shall use the notation y\ 6 to denote an average value in
a microcanonical ensemble of energy e. An average value
in a canonical ensemble of modulus (D, which has hitherto
been denoted by M, we shall in this chapter denote by '^@, to
distinguish more clearly the two kinds of averages.

The extension-in-phase within any limits which can be given
in terms of ep and eq may be expressed in the notations of the
preceding chapter by the double integral

*dVpdVq

taken within those limits. If an ensemble of systems is dis-
tributed within those limits with a uniform density-in-phase,
the average value in the ensemble of any function (u) of the
kinetic and potential energies will be expressed by the quotient

of integrals

/» r

udVpdVq

dVpdVq

Since d Vp = e^p dep, and dep = de when eq is constant, the
expression may be written

To get the average value of u in an ensemble distributed
microcanonically with the energy 6, we must make the in-
tegrations cover the extension-in-phase between the energies
e and e + de. This gives

118 A PERMANENT DISTRIBUTION IN WHICH

de\ueVpdVq

vq=o

But by (299) the value of the integral in the denominator
is e^. We have therefore

(374)

where e^p and Vq are connected by equation (373), and w, if
given as function of ep, or of ep and eq, becomes in virtue of
the same equation a function of eq alone.

We shall assume that e^ has a finite value. If n > 1, it is
evident from equation (305) that e^ is an increasing function
of e, and therefore cannot be infinite for one value of e without
being infinite for all greater values of e, which would make
— ty infinite.* When n > 1, therefore, if we assume that e^
is finite, we only exclude such cases as we found necessary
to exclude in the study of the canonical distribution. But
when n = 1, cases may occur in which the canonical distribu-
tion is perfectly applicable, but in which the formulae for the
microcanonical distribution become illusory, for particular val-
ues of e, on account of the infinite value of e^. Such failing
cases of the microcanonical distribution for particular values
of the energy will not prevent us from regarding the canon-
ical ensemble as consisting of an infinity of microcanonical
ensembles, f

* See equation (322).

t An example of the failing case of the microcanonical distribution is
afforded by a material point, under the influence of gravity, and constrained
to remain in a vertical circle. The failing case occurs when the energy is
just sufficient to carry the material point to the highest point of the circle.

It will be observed that the difficulty is inherent in the nature of the case,
and is quite independent of the mathematical formulae. The nature of the
difficulty is at once apparent if we try to distribute a finite number of

ALL SYSTEMS HAVE THE SAME ENERGY. 119
From the last equation, with (298), we get

= e~* V. (375)

But by equations (288) and (289)

•-V,-?*. (376)

Therefore

e~* V— e~ P "Pjj e = - ep\e . (377)

Again, with the aid of equation (301), we get

= £» (378)

Vq=0

if n > 2. Therefore, by (289)

These results are interesting on account of the relations of
the functions e~$ V and -^ to the notion of temperature in

thermodynamics, — a subject to which we shall return here-
after. They are particular cases of a general relation easily
deduced from equations (306), (374), (288) and (289). We
have

• ' ' r : , . w <

f*

=J

The equation may be written

€g=<

material points with this particular value of the energy as nearly as possible
in statistical equilibrium, or if we ask : What is the probability that a point
taken at random from an ensemble in statistical equilibrium with this value
of the energy will be found in any specified part of the circle?

120 A PERMANENT DISTRIBUTION IN WHICH
We have therefore

if h < J- n + 1. For example, when w is even, we may make
A = i- n, which gives, with (307),

1-2

(381)

Since any canonical ensemble of systems may be regarded
as composed of microcanonical ensembles, if any quantities
u and v have the same average values in every microcanonical
ensemble, they will have the same values in every canonical
ensemble. To bring equation (380) formally under this rule,
we may observe that the first member being a function of e is
a constant value in a microcanonical ensemble, and therefore
identical with its average value. We get thus the general
equation

.-*£?

if h < J n + 1.* The equations

. 9 _

(383)

may be regarded as particular cases of the general equation.
The last equation is subject to the condition that n > 2.

The last two equations give for a canonical ensemble,
x if n > 2,

(l-|)^leV^]0-l. (385)

The corresponding equations for a microcanonical ensemble
give, if n > 2,

\l 1 A 1 ' _1| ^V* /OQ£\

I1 - = I W« V> = ^wTF' (386)

See equation (292).

ALL SYSTEMS HAVE THE SAME ENERGY. 121

which shows that d$ dlog V approaches the value unity
when n is very great.

If a system consists of two parts, having separate energies,
we may obtain equations similar in form to the preceding,
which relate to the system as thus divided.* We shall
distinguish quantities rekting to the parts by letters with
suffixes, the same letters without suffixes relating to the
whole system. The extension-in-phase of the whole system
within any given limits of the energies may be represented by
the double integral

taken within those limits, as appears at once from the defini-
tions of Chapter VIII. In an ensemble distributed with
uniform density within those limits, and zero density outside,
the average value of any function of e1 and ea is given by the
quotient

which may also be written f

If we make the limits of integration e and e + de, we get the

* If this condition is rigorously fulfilled, the parts will have no influence
on each other, and the ensemble formed by distributing the whole micro-
canonically is too arbitrary a conception to have a real interest. The prin-
cipal interest of the equations which we shall obtain will be in cases in
which the condition is approximately fulfilled. But for the purposes of a
theoretical discussion, it is of course convenient to make such a condition
absolute. Compare Chapter IV, pp. 35 ff., where a similar condition is con-
sidered in connection with canonical ensembles.

t Where the analytical transformations are identical in form with those
on the preceding pages, it does not appear necessary to give all the steps
with the same detail.

122 A PERMANENT DISTRIBUTION IN WHICH

average value of u in an ensemble in which the whole system
is microcanonically distributed in phase, viz.,

(387)

where fa and V2 are connected by the equation

€i + €2 = constant = e, (388)

and u, if given as function of ei , or of ei and e2 , becomes in

virtue of the same equation a function of e2 alone.*

Thus

Je = e+ J F! rf F2 , (389)

(390)

This requires a similar relation for canonical averages

© = e~+ V\e = e^rje = e~+*V\* . (391)

Again

e2=e

SB =e-*f ^V'rfF,. (392)

del |e J del

F^O

But if w: > 2, «*i vanishes for Fj = 0,f and

. (393)

de

Hence, if n^ > 2, and w2 > 2,

d<f> _ dfal _ dfa\ /qq ..

^e ~ ^ |f ~ dez \f

* In the applications of the equation (387), we cannot obtain all the results
corresponding to those which we have obtained from equation (374), because
<t>p is a known function of ep, while fa must be treated as an arbitrary func-
tion of €j , or nearly so.

t See Chapter VIII, equations (306) and (316).

ALL SYSTEMS HAVE THE SAME ENERGY. 123

and s « 5l =^\ = ^ • (395)

© de |0 rfej J0 rfe2 |e

We have compared certain functions of the energy of the
whole system with average values of similar functions of
the kinetic energy of the whole system, and with average
values of similar functions of the whole energy of a part of
the system. We may also compare the same functions with
average values of the kinetic energy of a part of the system.

We shall express the total, kinetic, and potential energies of
the whole system by e, ep, and eg, and the kinetic energies of the
parts by e^, and e2p. These kinetic energies are necessarily sep-
arate : we need not make any supposition concerning potential
energies. The extension-in-phase within any limits which can
be expressed in terms of eg, e^, ezp may be represented in the
notations of Chapter VIII by the triple integral

taken within those limits. And if an ensemble of systems is
distributed with a uniform density within those limits, the
average value of any function of eq, e^, e^ will be expressed
by the quotient

fffue^ded VZpd Vq

or

To get the average value of u for a microcanonical distribu-
tion, we must make the limits e and e + de. The denominator
in this case becomes e^ de, and we have

C2p=C— Cq

(396)

124 A PERMANENT DISTRIBUTION IN WHICH
where 0^, V2P, and Vq are connected by the equation

€ip + €2p + eq = constant = e.
Accordingly

J VlpdV2p dVq = e-* V, (397)

and we may write

;r 2 , 2 j /onON

2p|6 = — e^l€ = -€^|e, (398)

and

O f)

r \ _ _ ^ — I __ ^ — | ('399')

Again, if wx > 2,

C9=€ (ft (ft

~* C^'jir "*"**

= e J ^dFi=« ir*

Hence, if ^ > 2, and w2 > 2,

_ 2p _ f i 1 N -1) _ /I w -IN f -11

de ~de~l '* "~ '' p ^€ ~ ^ ~~ ' p '€

We cannot apply the methods employed in the preceding
pages to the microcanonical averages of the (generalized)
forces Av Ay, etc., exerted by a system on external bodies,
since these quantities are not functions of the energies, either
kinetic or potential, of the whole or any part of the system.
We may however use the method described on page 116.

ALL SYSTEMS HAVE THE SAME ENERGY. 125

Let us imagine an ensemble of systems distributed in phase
according to the index of probability

(e - c'V

where ef is any constant which is a possible value of the
energy, except only the least value which is consistent with
the values of the external coordinates, and c and o> are other
constants. We have therefore

all

c— •

e, w dpl . . . dqn — 1, (403)

phases

or e =...e dPl . . . dqn, (404)

phases

_c | g

or again e = C e ^ de. (405)

From (404) we have

all

phases

= 00

, j

^ (406)

where H7ie denotes the average value of A1 in those systems
of the ensemble which have any same energy e. (This
is the same thing as the average value of A l in a microcanoni-
cal ensemble of energy e.) The validity of the transformation
is evident, if we consider separately the part of each integral
which lies between two infimtesimally differing limits of
energy. Integrating by parts, we get

126 A PERMANENT DISTRIBUTION IN WHICH

Jr=o

(*-O,

•j . v — ' • -• "j~Q>

F=0 ^ /

Differentiating (405), we get

€=00 (f-O2 (*~O2

de-* rdcj> —rf—+* _ / - ~~rf~+<t> dea\

T— = I -£- e de—[e — ± }

^ da^ J dc^ \ ddij

where ea denotes the least value of e consistent with the exter-
nal coordinates. The last term in this equation represents the
part of de~c jda^ which is due to the variation of the lower
limit of the integral. It is evident that the expression in the
brackets will vanish at the upper limit. At the lower limit,
at which ep = 0, and eq has the least value consistent with the
external coordinates, the average sign on ^]6 is superfluous,
as there is but one value of A1 which is represented by
— dea/dar Exceptions may indeed occur for particular values
of the external coordinates, at which dejda^ receive a finite
increment, and the formula becomes illusory. Such particular
values we may for the moment leave out of account. The
last term of (408) is therefore equal to the first term of the
second member of (407). (We may observe that both vanish
when n > 2 on account of the factor e$.)
We have therefore from these equations

F=0

or

That is : the average value in the ensemble of the quantity
represented by the principal parenthesis is zero. This must

ALL SYSTEMS HAVE THE SAME ENERGY. 127

be true for any value of «. If we diminish o>, the average
value of the parenthesis at the limit when « vanishes becomes
identical with the value for e = e'. But this may be any value
of the energy, except the least possible. We have therefore

unless it be for the least value of the energy consistent with
the external coordinates, or for particular values of the ex-
ternal coordinates. But the value of any term of this equa-
tion as determined for particular values of the energy and
of the external coordinates is not distinguishable from its
value as determined for values of the energy and external
coordinates indefinitely near those particular values. The
equation therefore holds without limitation. Multiplying
by e*, we get

= e==

The integral of this equation is

where Fl is a function of the external coordinates. We have
an equation of this form for each of the external coordinates.
This gives, with (266), for the complete value of the differen-
tial of V

dV=e*de + (/Ale - ty da,, + (e+^k-F^dat + etc., (413)
or

d V= £ (de + !ZT|e dai + 3^]e daz + etc.) — Fldal — Fz daz — etc.

(414)

To determine the values of the functions Fl , Fz , etc., let
us suppose a-L , «2 , etc. to vary arbitrarily, while e varies so
as always to have the least value consistent with the values
of the external coordinates. This will make V= 0, and
dV= 0. If 7i < 2, we shall have also e* = 0, which will
give

JF1 = 0, -F2 = 0, etc. (415)

128 THE MICROCANONICAL DISTRIBUTION.

The result is the same for any value of n. For in the varia-
tions considered the kinetic energy will be constantly zero,
and the potential energy will have the least value consistent
with the external coordinates. The condition of the least
possible potential energy may limit the ensemble at each in-
stant to a single configuration, or it may not do so ; but in any
case the values of A1 , Av etc. will be the same at each instant
for all the systems of the ensemble,* and the equation

de + Al da^ -f Az daz + etc. = 0

will hold for the variations considered. Hence the functions
F^ , F% , etc. vanish in any case, and we have the equation

d V= e*de + e* Z^d^ + e+~Z^dat + etc., (416)

de + ~A\,dal + Z^Lrfa2 + etc.
or dlogV=;- _0 '6 - (417)

or again

de = e~* V d log V - "27]€ dot - lj|e da2 - etc. (418)

It will be observed that the two last equations have the form
of the fundamental differential equations of thermodynamics,
er-^V corresponding to temperature and log V to entropy.
We have already observed properties of &"*> V suggestive of an
analogy with temperature, f The significance of these facts
will be discussed in another chapter.

The two last equations might be written more simply

de + 37|€ dct! + Af€ daz + etc.

™ * — ' - — 7 - j

er-4
de = e~^ d V — "37)€ da^ — ~A^\€ da2 — etc.,

and still have the form analogous to the thermodynamic
equations, but e~^ has nothing like the analogies with tempera-
ture which we have observed in e~^ V.

* This statement, as mentioned before, may have exceptions for particular
values of the external coordinates. This will not invalidate the reasoning,
which has to do with varying values of the external coordinates.

t See Chapter IX, page 111 ; also this chapter, page 119.

CHAPTER XI.

MAXIMUM AND MINIMUM PROPERTIES OF VARIOUS DIS-
TRIBUTIONS IN PHASE.

IN the following theorems we suppose, as always, that the
systems forming an ensemble are identical in nature and in
the values of the external coordinates, which are here regarded
as constants.

Theorem I. If an ensemble of systems is so distributed in
phase that the index of probability is a function of the energy,
the average value of the index is less than for any other distri-
bution in which the distribution in energy is unaltered.

Let us write TJ for the index which is a function of the
energy, and 77 + A?? for any other which gives the same dis-
tribution in energy. It is to be proved that

all all

J*. . . J* (i, + Ar,) e"**1 dPl... dqn >f. . . Jr? 6* dp,... dqn , (419)

pliases phases

where ?? is a function of the energy, and A?; a function of the
phase, which are subject to the conditions that

all all

J. . . Je^4" dp,... dqn = f. . . J> d&... dyn = 1, (420)

phases phases

and that for any value of the energy (e')

dp,... dqn =. . .fdpi ...dqn. (421)

Equation (420) expresses the general relations which -77 and
77 + AT; must satisfy in order to be indices of any distributions,
and (421) expresses the condition that they give the same
distribution in energy.

130 MAXIMUM AND MINIMUM PROPERTIES.

Since 77 is a function of the energy, and may therefore be re-
garded as a constant within the limits of integration of (421),
we may multiply by T; under the integral sign hi both mem-
bers, which gives

C

J.

71 dp^ . . . dqn.

U U \J

€=«' €— e'

Since this is true within the limits indicated, and for every
value of e', it will be true if the integrals are taken for all
phases. We may therefore cancel the corresponding parts of
(419), which gives

all

f A r, e1**11 dPl... dqn > 0. (422)

J

phases

But by (420) this is equivalent to

all

/. . . / (Ar;eAl7 + 1 — e^e'dpi . . . dqn > 0. (423)
tj

phases

Now AT; e^ + 1 — e^ is a decreasing function of AT; for nega-
tive values of AT;, and an increasing function of AT; for positive
values of AT;. It vanishes for AT; = 0. The expression is
therefore incapable of a negative value, and can have the value
0 only for AT; = 0. The inequality (423) will hold therefore
unless AT; = 0 for all phases. The theorem is therefore
proved.

Theorem II. If an ensemble of systems is canonically dis-
tributed in phase, the average index of probability is less than
in any other distribution of the ensemble having the same
average energy.

For the canonical distribution let the index be (^ — e) / ®,
and for another having the same average energy let the index
be (t/r — e)/0 + AT;, where AT; is an arbitrary function of the
phase subject only to the limitation involved in the notion of
the index, that

MAXIMUM AND MINIMUM PROPERTIES. 131

all itr— f a11 J'— €

/(* + AIJ r r —

. . .J e* dPl . . . dqn=J . . .J e & dPl . . . dqn = 1,

phases phases

(424)
and to that relating to the constant average energy, that

all — f all

J. . . Je e"^"4 * 4,, . . . <*?„ =J . . . Je e~e~ fe . . . <*?.. (425)

phases phases

It is to be proved that

phases

all

phases

Now in virtue of the first condition (424) we may cancel the
constant term ^r /® in the parentheses in (426), and in virtue
of the second condition (425) we may cancel the term e/O.
The proposition to be proved is thus reduced to

all ty~€

I A>7 e & dpi . . . dqn > 0,

phases

which may be written, in virtue of the condition (424),

all if/— e

f. . . f (Ar; eAl? + 1 - /") e®~ dpi... dqn > 0. (427)
J J

phases

In this form its truth is evident for the same reasons which
applied to (423).

Theorem III. If ® is any positive constant, the average
value in an ensemble of the expression 77 -|- e / 0 (77 denoting
as usual the index of probability and e the energy) is less when
the ensemble is distributed canonically with modulus ©, than
for any other distribution whatever.

In accordance with our usual notation let us write
(i/r — e) / ® for the index of the canonical distribution. In any
other distribution let the index be (>/r — e)/® + AT;.

132 MAXIMUM AND MINIMUM PROPERTIES.

In the canonical ensemble rj + e / © has the constant value
-»|r / <s) ; in the other ensemble it has the value A/T / © -f- A?/.
The proposition to be proved may therefore be written

all

phases

where

r/- ^
dPl...dqn=J...Je e dPl...d<i, = l. (429)

phases phases

In virtue of this condition, since i/r / ® is constant, the propo-
sition to be proved reduces to

all j-t

//» —^r + Af
...J A^6 < cZql...dpn, (430)

phases

where the demonstration may be concluded as in the last
theorem.

If we should substitute for the energy in the preceding
theorems any other function of the phase, the theorems, mu-
tatis mutandis, would still hold. On account of the unique
importance of the energy as a function of the phase, the theo-
rems as given are especially worthy of notice. When the case
is such that other functions of the phase have important
properties relating to statistical equilibrium, as described
in Chapter IV,* the three following theorems, which are
generalizations of the preceding, may be useful. It will be
sufficient to give them without demonstration, as the principles
involved are in no respect different.

Theorem IV. If an ensemble of systems is so distributed in
phase that the index of probability is any function of Fv JP2,
etc., (these letters denoting functions of the phase,) the average
value of the index is less than for any other distribution in
phase in which the distribution with respect to the functions
Fv Fv etc. is unchanged.

* See pages 37-41.

MAXIMUM AND MINIMUM PROPERTIES. 133

Theorem V. If an ensemble of systems is so distributed
in phase that the index of probability is a linear function of
Fv Fv etc., (these letters denoting functions of the phase,) the
average value of the index is less than for any other distribu-
tion in which the functions Fv F^ etc. have the same average
values.

Theorem VI. The average value in an ensemble of systems
of 77 + F (where 77 denotes as usual the index of probability and
F any function of the phase) is less when the ensemble is so
distributed that 77 + F is constant than for any other distribu-
tion whatever.

Theorem VII. If a system which in its different phases
constitutes an ensemble consists of two parts, and we consider
the average index of probability for the whole system, and
also the average indices for each of the parts taken separately,
the sum of the average indices for the parts will be either less
than the average index for the whole system, or equal to it,
but cannot be greater. The limiting case of equality occurs
when the distribution in phase of each part is independent of
that of the other, and only in this case.

Let the coordinates and momenta of the whole system be

2l • • • ZifiPl > • • -Pni Of Wnicl1 ft • ' • <lm Pi , • • -Pm relate to °ne

part of the system, and qm+l ,...<?„, pm+l , . . . pn to the other.
If the index of probability for the whole system is denoted by
77, the probability that the phase of an unspecified system lies
within any given limits is expressed by the integral

f. . .fe*dPl ...dq, (431)

taken for those limits. If we set

J . . .fa dpm+l . . . dpndq^ ...dqn=. e\ (432)

where the integrations cover all phases of the second system,
and

J. . . JV dPl . . . dpm dqi... dqm = e^ (433)

134 MAXIMUM AND MINIMUM PROPERTIES.

where the integrations cover all phases of the first system,
the integral (431) will reduce to the form

f . . .

dp!... dpmd^ . . . dqm) (434)

when the limits can be expressed in terms of the coordinates
and momenta of the first part of the system. The same integral
will reduce to

J . . . J (?* dpm+l ...dpn dqm+1 ...dqr

(435)

when the limits can be expressed in terms of the coordinates
and momenta of the second part of the system. It is evident
that rj1 and r)2 are the indices of probability for the two parts
of the system taken separately.

The main proposition to be proved may be written

f •

(436)

where the first integral is to be taken over all phases of the first
part of the system, the second integral over all phases of the
second part of the system, and the last integral over all phases
of the whole system. Now we have

..%. = !, (437)

..dqm = lt (438)

and *

where the limits cover in each case all the phases to which the
variables relate. The two last equations, which are in them-
selves evident, may be derived by partial integration from the
first.

J*. . .Je^dpm+l ...dqn = l, (439)

MAXIMUM AND MINIMUM PROPERTIES. 135

It appears from the definitions of ^ and 7?2 that (436) may
also be written

f . . . Cru endpl ...dqn + J". . . J ^ e^dpl ...dqn<

f... fa <&..<<%., (440)

or f . . . f 0? - >?i - in)***! . . . dqn > 0,

where the integrations cover all phases. Adding the equation

... <?<?* = 1, (441)

f .

a

f. . . C

which we get by multiplying (438) and (439), and subtract-
ing (437), we have for the proposition to be proved

all

J. . .J[(, - % - Tfc) J + «»** - e"] <$* . . . dqn > 0. (442)

phases

Let

U = r1 — r}1 — r]2. (443)

The main proposition to be proved may be written

all

n > 0. (444)

phases

This is evidently true since the quantity in the parenthesis is
incapable of a negative value.* Moreover the sign = can
hold only when the quantity in the parenthesis vanishes for
all phases, i. e., when u = 0 for all phases. This makes
i) = tjl + ?72 for all phases, which is the analytical condition
which expresses that the distributions in phase of the two
parts of the system are independent.

Theorem VIII. If two or more ensembles of systems which
are identical in nature, but may be distributed differently in
phase, are united to form a single ensemble, so that the prob-
ability-coefficient of the resulting ensemble is a linear function

* See Theorem I, where this is proved of a similar expression.

136 MAXIMUM AND MINIMUM PROPERTIES.

of the probability-coefficients of the original ensembles, the
average index of probability of the resulting ensemble cannot
be greater than the same linear function of the average indices
of the original ensembles. It can be equal to it only when
the original ensembles are similarly distributed in phase.

Let PijP%, etc. be the probability-coefficients of the original
ensembles, and P that of the ensemble formed by combining
them ; and let N^ , -ZV^ , etc. be the numbers of systems in the
original ensembles. It is evident that we shall have

P = elPl + c2P2 + etc. = 2 (cjPi), (445)

where Ci = =-^V> c2 = —^, etc. (446)

The main proposition to be proved is that

all all

/• • ./P log PdPl . . . <*?„ ^ s pi/ • -/P, log P, ^ . . . dfcTI

phases L phases -•

(447)

all

f . . . f [2 (clPl log PO - P log P] dPl... dqn > 0. (448)
J J

or

J

phases

If we set

ft = P! log P! - P! log P - P! + P

Q1 will be positive, except when it vanishes for P1 = P. To
prove this, we may regard Pl and P as any positive quantities.
Then

\dPi*JP PI '

Since Q1 and dQ1/dP1 vanish for Pl — P, and the second
differential coefficient is always positive, Q1 must be positive
except when P1 = P. Therefore, if #2, etc. have similar
definitions,

2 fa ft) ^ 0. (449)

MAXIMUM AND MINIMUM PROPERTIES. 137

But since . 2 (cx Px) = P

and 2 <?i = 1,

2 fa ft) = 2 fa P! log Px) - P log P. (450)

This proves (448), and shows that the sign = will hold only

when

P1 = P, P2 = P, etc.

for all phases, i. e., only when the distribution in phase of the
original ensembles are all identical.

Theorem IX. A uniform distribution of a given number of
systems within given limits of phase gives a less average index
of probability of phase than any other distribution.

Let 77 be the constant index of the uniform distribution, and
T? + A?; the index of some other distribution. Since the num-
ber of systems within the given limits is the same in the two
distributions we have

J. . . Je"+ A* dp,... dqn = J. . . J> dp, . . . dqn, (451)

where the integrations, like those which follow, are to be
taken within the given limits. The proposition to be proved
may be written

Pl... dqn > . . . ,; JdPl . . . dqn, (452)

or, since 77 is constant,

l ...dqn >. . .rjdp! . . . dqn. (453)

In (451) also we may cancel the constant factor e^, and multiply
by the constant factor (rj + 1). This gives

f. . .

The subtraction of this equation will not alter the inequality
to be proved, which may therefore be written

/. . ./(A, - 1) /" dPl... dj. >/. . ./- cfc . . . dj.

138 MAXIMUM AND MINIMUM PROPERTIES.

f . . . f (AM eA" - /" + 1) dPl . . . dqn > 0. (454)
J J

or

Since the parenthesis in this expression represents a positive
value, except when it vanishes for AT; = 0, the integral will
be positive unless AT? vanishes everywhere within the limits,
which would make the difference of the two distributions
vanish. The theorem is therefore proved.

CHAPTER XII.

ON THE MOTION OF SYSTEMS AND ENSEMBLES OF SYS-
TEMS THROUGH LONG PERIODS OF TIME.

AN important question which suggests itself in regard to any
case of dynamical motion is whether the system considered
will return in the course of time to its initial phase, or, if it
will not return exactly to that phase, whether it will do so to
any required degree of approximation in the course of a suffi-
ciently long time. To be able to give even a partial answer
to such questions, we must know something in regard to the
dynamical nature of the system. In the following theorem,
the only assumption in this respect is such as we have found
necessary for the existence of the canonical distribution.

If we imagine an ensemble of identical systems to be
distributed with a uniform density throughout any finite
extension-in-phase, the number of the systems which leave
the extension-in-phase and will not return to it in the course
of time is less than any assignable fraction of the whole
number; provided, that the total extension-in-phase for the
systems considered between two limiting values of the energy
is finite, these limiting values being less and greater respec-
tively than any of the energies of the first-mentioned exten-
sion-in-phase.

To prove this, we observe that at the moment which we
call initial the systems occupy the given extension-in-phase.
It is evident that some systems must leave the extension
immediately, unless all remain in it forever. Those systems
which leave the extension at the first instant, we shall call
the front of the ensemble. It will be convenient to speak of
this front as generating the extension-in-phase through which it
passes in the course of time, as in geometry a surface is said to

140 MOTION OF SYSTEMS AND ENSEMBLES

generate the volume through which it passes. In equal times
the front generates equal extensions in phase. This is an
immediate consequence of the principle of conservation of
extension-in-phase^ unless indeed we prefer to consider it as
a slight variation in the expression of that principle. For in
two equal short intervals of time let the extensions generated
be A and B. (We make the intervals short simply to avoid
the complications in the enunciation or interpretation of the
principle which would arise when the same extension-in-phase
is generated more than once in the interval considered.) Now
if we imagine that at a given instant systems are distributed
throughout the extension A, it is evident that the same
systems will after a certain tune occupy the extension B,
which is therefore equal to A in virtue of the principle cited.
The front of the ensemble, therefore, goes on generating
equal extensions in equal times. But these extensions are
included in a finite extension, viz., that bounded by certain
limiting values of the energy. Sooner or later, therefore,
the front must generate phases which it has before generated.
Such second generation of the same phases must commence
with the initial phases. Therefore a portion at least of the
front must return to the original extension-in-phase. The
same is of course true of the portion of the ensemble which
follows that portion of the front through the same phases at
a later time.

It remains to consider how large the portion of the ensemble
is, which will return to the original extension-in-phase. There
can be no portion of the given extension-in-phase, the systems
of which leave the extension and do not return. For we can
prove for any portion of the extension as for the whole, that
at least a portion of the systems leaving it will return.

We may divide the given extension-in-phase into parts as
follows. There may be parts such that the systems within
them will never pass out of them. These parts may indeed
constitute the whole of the given extension. But if the given
extension is very small, these parts will in general be non-
existent. There may be parts such that systems within them

THROUGH LONG PERIODS OF TIME. 141

will all pass out of the given extension and all return within
it. The whole of the given extension-in-phase is made up of
parts of these two kinds. This does not exclude the possi-
bility of phases on the boundaries of such parts, such that
systems starting with those phases would leave the extension
and never return. But in the supposed distribution of an
ensemble of systems with a uniform density-in-phase, such
systems would not constitute any assignable fraction of the
whole number.

These distinctions may be illustrated by a very simple
example. If we consider the motion of a rigid body of
which one point is fixed, and which is subject to no forces,
we find three cases. (1) The motion is periodic. (2) The
system will never return to its original phase, but will return
infinitely near to it. (3) The system will never return either
exactly or approximately to its original phase. But if we
consider any extension-in-phase, however small, a system
leaving that extension will return to it except in the case
called by Poinsot * singular,' viz., when the motion is a
rotation about an axis lying in one of two planes having
a fixed position relative to the rigid body. But all such
phases do not constitute any true extension-in-phase in the
sense in which we have defined and used the term.*

In the same way it may be proved that the systems in a
canonical ensemble which at a given instant are contained
within any finite extension-in-phase will in general return to

* An ensemble of systems distributed in phase is a less simple and ele-
mentary conception than a single system. But by the consideration of
suitable ensembles instead of single systems, we may get rid of the incon-
venience of having to consider exceptions formed by particular cases of the
integral equations of motion, these cases simply disappearing when the
ensemble is substituted for the single system as a subject of study. This
is especially true when the ensemble is distributed, as in the case called
canonical, throughout an extension-in-phase. In a less degree it is true of
the microcanonical ensemble, which does not occupy any extension-in-phase,
(in the sense in which we have used the term,) although it is convenient to
regard it as a limiting case with respect to ensembles which do, as we thus
gain for the subject some part of the analytical simplicity which belongs to
the theory of ensembles which occupy true extensions-in-phase.

142 MOTION OF SYSTEMS AND ENSEMBLES

that extension-in-phase, if they leave it, the exceptions, i. g.,
the number which pass out of the extension-in-phase and do
not return to it, being less than any assignable fraction of the
whole number. In other words, the probability that a system
taken at random from the part of a canonical ensemble which
is contained within any given extension-in-phase, will pass out
of that extension and not return to it, is zero.

A similar theorem may be enunciated with respect to a
roicrocanonical ensemble. Let us consider the fractional part
of such an ensemble which lies within any given limits of
phase. This fraction we shall denote by F. It is evidently
constant in time since the ensemble is in statistical equi-
librium. The systems within the limits will not in general
remain the same, but some will pass out in each unit of time
while an equal number come in. Some may pass out never
to return within the limits. But the number which in any
time however long pass out of the limits never to return will
not bear any finite ratio to the number within the limits at
a given instant. For, if it were otherwise, let / denote the
fraction representing such ratio for the tune T. Then, in
the time T, the number which pass out never to return will
bear the ratio f F to the whole number in the ensemble, and
in a time exceeding T/(fF) the number which pass out of
the limits never to return would exceed the total number
of systems in the ensemble. The proposition is therefore
proved.

This proof will apply to the cases before considered, and
may be regarded as more simple than that which was given.
It may also be applied to any true case of statistical equilib-
rium. By a true case of statistical equilibrium is meant such
as may be described by giving the general value of the prob-
ability that an unspecified system of the ensemble is con-
tained within any given limits of phase.*

* An ensemble in which the systems are material points constrained to
move in vertical circles, with just enough energy to carry them to the
highest points, cannot afford a true example of statistical equilibrium. For
any other value of the energy than the critical value mentioned, we might

THROUGH LONG PERIODS OF TIME. 143

Let us next consider whether an ensemble of isolated
systems has any tendency in the course of time toward a
state of statistical equilibrium.

There are certain functions of phase which are constant in
time. The distribution of the ensemble with respect to the
values of these functions is necessarily invariable, that is,
the number of systems within any limits which can be
specified in terms of these functions cannot vary in the course
of time. The distribution in phase which without violating
this condition gives the least value of the average index of
probability of phase (77) is unique, and is that in which the

in various ways describe an ensemble in statistical equilibrium, while the
same language applied to the critical value of the energy would fail to do
so. Thus, if we should say that the ensemble is so distributed that the
probability that a system is in any given part of the circle is proportioned
to the time which a single system spends in that part, motion in either direc-
tion being equally probable, we should perfectly define a distribution in sta-
tistical equilibrium for any value of the energy except the critical value
mentioned above, but for this value of the energy all the probabilities in
question would vanish unless the highest point is included in the part of the
circle considered, in which case the probability is unity, or forms one of its
limits, in which case the probability is indeterminate. Compare the foot-note
on page 118.

A still more simple example is afforded by the uniform motion of a
material point in a straight line. Here the impossibility of statistical equi-
librium is not limited to any particular energy, and the canonical distribu-
tion as well as the microcanonical is impossible.

These examples are mentioned here in order to show the necessity of
caution in the application of the above principle, with respect to the question
whether we have to do with a true case of statistical equilibrium.

Another point in respect to which caution must be exercised is that the
part of an ensemble of which the theorem of the return of systems is asserted
should be entirely denned by limits within which it is contained, and not by
any such condition as that a certain function of phase shall have a given
value. This is necessary in order that the part of the ensemble which is
considered should be any assignable fraction of the whole. Thus, if we have
a canonical ensemble consisting of material points in vertical circles, the
theorem of the return of systems may be applied to a part of the ensemble
defined as cqntained in a given part of the circle. But it may not be applied
in all cases to a part of the ensemble defined as contained in a given part
of the circle and having a given energy. It would, in fact, express the exact
opposite of the truth when the given energy is the critical value mentioned
above.

144 MOTION OF SYSTEMS AND ENSEMBLES

index of probability (77) is a function of the functions men-
tioned.* It is therefore a permanent distribution, f and the
only permanent distribution consistent with the invariability
of the distribution with respect to the functions of phase
which are constant in time.

It would seem, therefore, that we might find a sort of meas-
ure of the deviation of an ensemble from statistical equilibrium
in the excess of the average index above the minimum which is
consistent with the condition of the invariability of the distri-
bution with respect to the constant functions of phase. But
we have seen that the index of probability is constant in time
for each system of the ensemble. The average index is there-
fore constant, and we find by this method no approach toward
statistical equilibrium in the course of time.

Yet we must here exercise great caution. One function
may approach indefinitely near to another function, while
some quantity determined by the first does not approach the
corresponding quantity determined by the second. A line
joining two points may approach indefinitely near to the
straight line joining them, while its length remains constant.
We may find a closer analogy with the case under considera-
tion in the effect of stirring an incompressible liquid.^ In
space of 2 n dimensions the case might be made analyti-
cally identical with that of an ensemble of systems of n
degrees of freedom, but the analogy is perfect in ordinary-
space. Let us suppose the liquid to contain a certain amount
of coloring matter which does not affect its hydrodynamic
properties. Now the state in which the density of the coloring
matter is uniform, i. e., the statt, of perfect mixture, which is
a sort of state of equilibrium in this respect that the distribu-
tion of the coloring matter in space is not affected by the
internal motions of the liquid, is characterized by a minimum

* See Chapter XI, Theorem IV.

t See Chapter IV, sub init.

J By liquid is here meant the continuous body of theoretical hydrody-
namics, and not anything of the molecular structure and molecular motions
of real liquids.

THROUGH LONG PERIODS OF TIME. 145

value of the average square of the density of the coloring
matter. Let us suppose, however, that the coloring matter is
distributed with a variable density. If we give the liquid any
motion whatever, subject only to the hydrodynamic law of
incompressibility, — it may be a steady flux, or it may vary
with the time, — the density of the coloring matter at any
same point of the liquid will be unchanged, and the average
square of this density will therefore be unchanged. Yet no
fact is more familiar to us than that stirring tends to bring a
liquid to a state of uniform mixture, or uniform densities of
its components, which is characterized by minimum values
of the average squares of these densities. It is quite true that
in the physical experiment the result is hastened by the
process of diffusion, but the result is evidently not dependent
on that process.

The contradiction is to be traced to the notion of the density
of the coloring matter, and the process by which this quantity
is evaluated. This quantity is the limiting ratio of the
quantity of the coloring matter in an element of space to the
volume of that element. Now if we should take for our ele-
ments of volume, after any amount of stirring, the spaces
occupied by the same portions of the liquid which originally
occupied any given system of elements of volume, the densi-
ties of the coloring matter, thus estimated, would be identical
with the original densities as determined by the given system
of elements of volume. Moreover, if at the end of any finite
amount of stirring we should take our elements of volume in
any ordinary form but sufficiently small, the. average square
of the density of the coloring matter, as determined by such
element of volume, would approximate to any required degree
to its value before the stirring. But if we take any element
of space of fixed position and dimensions, we may continue
the stirring so long that the densities of the colored liquid
estimated for these fixed elements will approach a uniform
limit, viz.', that of perfect mixture.

The case is evidently one of those in which the limit of a
limit has different values, according to the order in which we

10

146 MOTION OF SYSTEMS AND ENSEMBLES

apply the processes of taking a limit. If treating the elements
of volume as constant, we continue the stirring indefinitely,
we get a uniform density, a result not affected by making the
elements as small as we choose ; but if treating the amount of
stirring as finite, we diminish indefinitely the elements of
volume, we get exactly the same distribution in density as
before the stirring, a result which is not affected by con-
tinuing the stirring as long as we choose. The question is
largely one of language and definition. One may perhaps be
allowed to say that a finite amount of stirring will not affect
the mean square of the density of the coloring matter, but an
infinite amount of stirring may be regarded as producing a
condition in which the mean square of the density has its
minimum value, and the density is uniform. We may cer-
tainly say that a sensibly uniform density of the colored com-
ponent may be produced by stirring. Whether the time
required for this result would be long or short depends upon
the nature of the motion given to the liquid, and the fineness
of our method of evaluating the density.

All this may appear more distinctly if we consider a special
case of liquid motion. Let us imagine a cylindrical mass of
liquid of which one sector of 90° is black and the rest white.
Let it have a motion of rotation about the axis of the cylinder
in which the angular velocity is a function of the distance
from the axis. In the course of time the black and the white
parts would become drawn out into thin ribbons, which would
be wound spirally about the axis. The thickness of these rib-
bons would diminish without limit, and the liquid would there-
fore tend toward a state of perfect mixture of the black and
white portions. That is, in any given element of space, the
proportion of the black and white would approach 1 : 3 as a limit.
Yet after any finite time, the total volume would be divided
into two parts, one of which would consist of the white liquid
exclusively, and the other of the black exclusively. If the
coloring matter, instead of being distributed initially with a
uniform density throughout a section of the cylinder, were
distributed with a density represented by any arbitrary func-

THROUGH LONG PERIODS OF TIME. 147

tion of the cylindrical coordinates r, 6 and 2, the effect of the
same motion continued indefinitely would be an approach to
a condition in which the density is a function of r and z alone.
In this limiting condition, the average square of the density
would be less than in the original condition, when the density
was supposed to vary with 0, although after any finite time
the average square of the density would be the same as at
first.

If we limit our attention to the motion in a single plane
perpendicular to the axis of the cylinder, we have something
which is almost identical with a diagrammatic representation
of the changes in distribution in phase of an ensemble of
systems of one degree of freedom, in which the motion is
periodic, the period varying with the energy, as in the case of
a pendulum swinging in a circular arc. If the coordinates
and momenta of the systems are represented by rectangu-
lar coordinates in the diagram, the points in the diagram
representing the changing phases of moving systems, will
move about the origin in closed curves of constant energy.
The motion will be such that areas bounded by points repre-
senting moving systems will be preserved. The only differ-
ence between the motion of the liquid and the motion in the
diagram is that in one case the paths are circular, and in the
other they differ more or less from that form.

When the energy is proportional to p2 + q2 the curves of
constant energy are circles, and the period is independent of
the energy. There is then no tendency toward a state of sta-
tistical equilibrium. The diagram turns about the origin with-
out change of form. This corresponds to the case of liquid
motion, when the liquid revolves with a uniform angular
velocity like a rigid solid.

The analogy between the motion of an ensemble of systems
in an extension-in-phase and a steady current in an incompres-
sible liquid, and the diagrammatic representation of the case
of one degree of freedom, which appeals to our geometrical in-
tuitions, may be sufficient to show how the conservation of
density in phase, which involves the conservation of the

148 MOTION OF SYSTEMS AND ENSEMBLES

average value of the index of probability of phase, is consist-
ent with an approach to a limiting condition in which that
average value is less. We might perhaps fairly infer from
such considerations as have been adduced that an approach
to a limiting condition of statistical equilibrium is the general
rule, when the initial condition is not of that character. But
the subject is of such importance that it seems desirable to
give it farther consideration.

Let us suppose that the total extension-in-phase for the
kind of system considered to be divided into equal elements
(D V) which are very small but not infinitely small. Let us
imagine an ensemble of systems distributed in this extension
in a manner represented by the index of probability 77, which
is an arbitrary function of the phase subject only to the re-
striction expressed by equation (46) of Chapter I. We shall
suppose the elements D V to be so small that rj may in gen-
eral be regarded as sensibly constant within any one of them
at the initial moment. Let the path of a system be defined as
the series of phases through which it passes.

At the initial moment (£') a certain system is in an element
of extension DVf. Subsequently, at the time £", the same
system is in the element DV". Other systems which were
at first in DV will at the time t" be in DV", but not all,
probably. The systems which were at first in DV1 will at
the time t'f occupy an extension-in-phase exactly as large as at
first. But it will probably be distributed among a very great
number of the elements (DV) into which we have divided
the total extension-in-phase. If it is not so, we can generally
take a later time at which it will be so. There will be excep-
tions to this for particular laws of motion, but we will con-
fine ourselves to what may fairly be called the general case.
Only a very small part of the systems initially in D V will
be found in DV" at the time t", and those which are found in
DV" at that time were at the initial moment distributed
among a very large number of elements D V.

What is important for our purpose is the value of 77, the
index of probability of phase in the element DV" at the time

THROUGH LONG PERIODS OF TIME. 149

t". In the part of DV" occupied by systems which at the
time if were in DV the value of 77 will be the same as its
value in D V at the time tr, which we shall call 77'. In the
parts of DV" occupied by systems which at if were in ele-
ments very near to D V we may suppose the value of 77 to
vary little from T?'. We cannot assume this in regard to parts
of DV" occupied by systems which at tf were in elements
remote from DV. We want, therefore, some idea of the
nature of the extension-in-phase occupied at tf by the sys-
tems which at t" will occupy D V". Analytically, the prob-
lem is identical with finding the extension occupied at t"
by the systems which at t1 occupied DV. Now the systems
in D V" which lie on the same path as the system first con-
sidered, evidently arrived at DV" at nearly the same time,
and must have left D V1 at nearly the same time, and there-
fore at if were in or near DV. We may therefore take T/ as
the value for these systems. The same essentially is true of
systems in DV" which he on paths very close to the path
already considered. But with respect to paths passing through
D V and D V", but not so close to the first path, we cannot
assume that the time required to pass from DV to D V" is
nearly the same as for the first path. The difference of the
times required may be small in comparison with £"-£', but as
this interval can be as large as we choose, the difference of the
times required in the different paths has no limit to its pos-
sible value. Now if the case were one of statistical equilib-
rium, the value of 77 would be constant in any path, and if all
the paths which pass through DV1 also pass through or near
D V, the value of 77 throughout D V" will vary little from
?;'. But when the case is not one of statistical equilibrium,
we cannot draw any such conclusion. The only conclusion
which we can draw with respect to the phase at t1 of the sys-
tems which at t" are in DV" is that they are nearly on the
same patji.

Now if we should make a new estimate of indices of prob-
ability of phase at the time t", using for this purpose the
elements D V, — that is, if we should divide the number of

150 MOTION OF SYSTEMS AND ENSEMBLES

systems in JDF", for example, by the total number of systems,
and also by the extension-in-phase of the element, and take
the logarithm of the quotient, we would get a number which
would be less than the average value of rj for the systems
within D V" based on the distribution in phase at the time t1.*
Hence the average value of 77 for the whole ensemble of
systems based on the distribution at t" will be less than the
average value based on the distribution at t'.

We must not forget that there are exceptions to this gen-
eral rule. These exceptions are in cases in which the laws
of motion are such that systems having small differences
of phase will continue always to have small differences of
phase.

It is to be observed that if the average index of probability in
an ensemble may be said in some sense to have a less value at
one tune than at another, it is not necessarily priority in tune
which determines the greater average index. If a distribution,
which is not one of statistical equilibrium, should be given
for a time £', and the distribution at an earlier time t" should
be defined as that given by the corresponding phases, if we
increase the interval leaving t' fixed and taking ttf at an earlier
and earlier date, the distribution at t" will in general approach
a limiting distribution which is in statistical equilibrium. The
determining difference in such cases is that between a definite
distribution at a definite time and the limit of a varying dis-
tribution when the moment considered is carried either forward
or backward indefinitely, f

But while the distinction of prior and subsequent events
may be immaterial with respect to mathematical fictions, it is
quite otherwise with respect to the events of the real world.
It should not be forgotten, when our ensembles are chosen to
illustrate the probabilities of events in the real world, that

* See Chapter XI, Theorem IX.

t One may compare the kinematical truism that when two points are
moving with uniform velocities, (with the single exception of the case where
the relative motion is zero,) their mutual distance at any definite time is less
than f or t = <x> , or t = — oo .

THROUGH LONG PERIODS OF TIME. 151

while the probabilities of subsequent events may often be
determined from the probabilities of prior events, it is rarely
the case that probabilities of prior events can be determined \j
from those of subsequent events, for we are rarely justified in
excluding the consideration of the antecedent probability of
the prior events.

It is worthy of notice that to take a system at random from
an ensemble at a date chosen at random from several given
dates, t', t", etc., is practically the same thing as to take a sys-
tem at random from the ensemble composed of all the systems
of the given ensemble in their phases at the time £', together
with the same systems in their phases at the time t/;, etc. By
Theorem VIII of Chapter XI this will give an ensemble in
which the average index of probability will be less than in
the given ensemble, except in the case when the distribution
in the given ensemble is the same at the times tr, t'f, etc.
Consequently, any indefiniteness in the time in which we take
a system at random from an ensemble has the practical effect
of diminishing the average index of the ensemble from which
the system may be supposed to be drawn, except when the
given ensemble is in statistical equilibrium.

CHAPTER XIII.

EFFECT OF VARIOUS PROCESSES ON AN ENSEMBLE OF

SYSTEMS.

IN the last chapter and in Chapter I we have considered the
changes which take place in the course of time in an ensemble
of isolated systems. Let us now proceed to consider the
changes which will take place in an ensemble of systems under
external influences. These external influences will be of two
kinds, the variation of the coordinates which we have called
external, and the action of other ensembles of systems. The
essential difference of the two kinds of influence consists in
this, that the bodies to which the external coordinates relate
are not distributed in phase, while in the case of interaction
of the systems of two ensembles, we have to regard the fact
that both are distributed in phase. To find the effect pro-
duced on the ensemble with which we are principally con-
cerned, we have therefore to consider single values of what
we have called external coordinates, but an infinity of values
of the internal coordinates of any other ensemble with which
there is interaction.

Or, — to regard the subject from another point of view, —
the action between an unspecified system of an ensemble and
the bodies represented by the external coordinates, is the
action between a system imperfectly determined with respect
to phase and one which is perfectly determined ; while the
interaction between two unspecified systems belonging to
different ensembles is the action between two systems both of
which are imperfectly determined with respect to phase.*

We shall suppose the ensembles which we consider to be
distributed in phase in the manner described in Chapter I, and

* In the development of the subject, we shall find that this distinction
corresponds to the distinction in thermodynamics between mechanical and
thermal action.

EFFECT OF VARIOUS PROCESSES. 153

represented by the notations of that chapter, especially by the
index of probability of phase (??). There are therefore 2 n
independent variations in the phases which constitute the
ensembles considered. This excludes ensembles like the
microcanonical, in which, as energy is constant, there are
only 2 n — 1 independent variations of phase. This seems
necessary for the purposes of a general discussion. For
although we may imagine a microcanonical ensemble to have
a permanent existence when isolated from external influences,
the effect of such influences would generally be to destroy the
uniformity of energy in the ensemble. Moreover, since the
microcanonical ensemble may be regarded as a limiting case of
such ensembles as are described in Chapter I, (and that in
more than one way, as shown in Chapter X,) the exclusion is
rather formal than real, since any properties which belong to
the microcanonical ensemble could easily be derived from those
of the ensembles of Chapter I, which in a certain sense may
be regarded as representing the general case.

Let us first consider the effect of variation of the external
coordinates. We have already had occasion to regard these
quantities as variable in the differentiation of certain equations
relating to ensembles distributed according to certain laws
called canonical or microcanonical. That variation of the
external coordinates was, however, only carrying the atten-
tion of the mind from an ensemble with certain values of the
external coordinates, and distributed in phase according to
some general law depending upon those values, to another
ensemble with different values of the external coordinates, and
with the distribution changed to conform to these new values.

What we have now to consider is the effect which would
actually result in the course of time in an ensemble of systems
in which the external coordinates should be varied in any
arbitrary manner. Let us suppose, in the first place, that
these coordinates are varied abruptly at a given instant, being
constant both before and after that instant. By the definition
of the external coordinates it appears that this variation does
not affect the phase of any system of the ensemble at the time

154 EFFECT OF VARIOUS PROCESSES

when it takes place. Therefore it does not affect the index of
probability of phase (77) of any system, or the average value
of the index (?/)' at that time. And if these quantities are
constant in time before the variation of the external coordi-
nates, and after that variation, their constancy hi time is not
interrupted by that variation. In fact, in the demonstration
of the conservation of probability of phase in Chapter I, the
variation of the external coordinates was not excluded.

But a variation of the external coordinates will in general
disturb a previously existing state of statistical equilibrium.
For, although it does not affect (at the first instant) the
distribution-in-phase, it does affect the condition necessary for
equilibrium. This condition, as we have seen in Chapter IV,
is that the index of probability of phase shall be a function of
phase which is constant in time for moving systems. Now
a change in the external coordinates, by changing the forces
which act on the systems, will change the nature of the
functions of phase which are constant in time. Therefore,
the distribution in phase which was one of statistical equi-
librium for the old values of the external coordinates, will not
be such for the new values.

Now we have seen, in the last chapter, that when the dis-
tribution-in-phase is not one of statistical equilibrium, an
ensemble of systems may, and in general will, after a longer or
shorter time, come to a state which may be regarded, if very
small differences of phase are neglected, as one of statistical
equilibrium, and in which consequently the average value of
the index (?;) is less than at first. It is evident, therefore,
that a variation of the external coordinates, by disturbing a
state of statistical equilibrium, may indirectly cause a diminu-
tion, (in a certain sense at least,) of the value of rj.

But if the change in the external coordinates is very small,
the change in the distribution necessary for equilibrium will
in general be correspondingly small. Hence, the original dis-
tribution in phase, since it differs little from one which would
be in statistical equilibrium with the new values of the ex-
ternal coordinates, may be supposed to have a value of v

ON AN ENSEMBLE OF SYSTEMS. 155

which differs by a small quantity of the second order from
the minimum value which characterizes the state of statistical
equilibrium. And the diminution in the average index result-
ing in the course of time from the very small change in the
external coordinates, cannot exceed this small quantity of
the second order.

Hence also, if the change in the external coordinates of an
ensemble initially in statistical equilibrium consists in suc-
cessive very small changes separated by very long intervals of
time in which the disturbance of statistical equilibrium be-
comes sensibly effaced, the final diminution in the average
index of probability will in general be negligible, although the
total change in the external coordinates is large. The result
will be the same if the change in the external coordinates
takes place continuously but sufficiently slowly.

Even in cases in which there is no tendency toward the
restoration of statistical equilibrium in the lapse of time, a varia-
tion of external coordinates which would cause, if it took
place in a short time, a great disturbance of a previous state
of equilibrium, may, if sufficiently distributed in time, produce
no sensible disturbance of the statistical equilibrium.

Thus, in the case of three degrees of freedom, let the systems
be heavy points suspended by elastic massless cords, and let the
ensemble be distributed in phase with a density proportioned
to some function of the energy, and therefore in statistical equi-
librium. For a change in the external coordinates, we may
take a horizontal motion of the point of suspension. If this
is moved a given distance, the resulting disturbance of the
statistical equilibrium may evidently be diminished indefi-
nitely by diminishing the velocity of the point of suspension.
This will be true if the law of elasticity of the string is such
that the period of vibration is independent of the energy, in
which case there is no tendency in the course of time toward
a state of statistical equilibrium, as well as in the more general
case, in which there is a tendency toward statistical equilibrium.

That something of this kind will be true in general, the
following considerations will tend to show.

156 EFFECT OF VARIOUS PROCESSES

We define a path as the series of phases through which a
system passes in the course of time when the external co-
ordinates have fixed values. When the external coordinates
are varied, paths are changed. The path of a phase is the
path to which that phase belongs. With reference to any
ensemble of systems we shall denote by 27|p the average value
of the density-in-phase in a path. This implies that we have
a measure for comparing different portions of the path. We
shall suppose the time required to traverse any portion of a
path to be its measure for the purpose of determining this
average.

With this understanding, let us suppose that a certain en-
semble is in statistical equilibrium. In every element of
extension-in-phase, therefore, the density-in-phase D is equal
to its path-average 27]p. Let a sudden small change be made
in the external coordinates. The statistical equilibrium will be
disturbed and we shall no longer have D — ~D\P everywhere.
This is not because D is changed, but because ~D\p is changed,
the paths being changed. It is evident that if D > I)]p in
a part of a path, we shall have D < ~D\p in other parts of the
same path.

Now, if we should imagine a further change in the external
coordinates of the same kind, we should expect it to produce
an effect of the same kind. But the manner in which the
second effect will be superposed on the first will be different,
according as it occurs immediately after the first change or
after an interval of time. If it occurs immediately after the
first change, then in any element of phase in which the first
change produced a positive value of D - 2J|P the second change
will add a positive value to the first positive value, and where
D - 1)\p was negative, the second change will add a negative
value to the first negative value.

But if we wait a sufficient time before making the second
change in the external coordinates, so that systems have
passed from elements of phase in which D - ~D\P was origi-
nally positive to elements in which it was originally negative,
and vice versa, (the systems carrying with them the values

ON AN ENSEMBLE OF SYSTEMS. 157

of D - 1J\p ,) the positive values of D - U\p caused by the
second change will be in part superposed on negative values
due to the first change, and vice versa.

The disturbance of statistical equilibrium, therefore, pro-
duced by a given change in the values of the external co-
ordinates may be very much diminished by dividing the
change into two parts separated by a sufficient interval of
tune, and a sufficient interval of time for this purpose is one
in which the phases of the individual systems are entirely
unlike the first, so that any individual system is differently
affected by the change, although the whole ensemble is af-
fected in nearly the same way. Since there is no limit to the
diminution of the disturbance of equilibrium by division of
the change in the external coordinates, we may suppose as
a general rule that by diminishing the velocity of the changes
in the external coordinates, a given change may be made to
produce a very small disturbance of statistical equilibrium.

If we write r[ for the value of the average index of probability
before the variation of the external coordinates, and iff' for the
value after this variation, we shall have in any case

as the simple result of the variation of the external coordi-
nates. This may be compared with the thermodynamic the-
orem that the entropy of a body cannot be diminished by
mechanical (as distinguished from thermal) action.*

If we have (approximate) statistical equilibrium between
the times if and if' (corresponding to rf and ??"), we shall have
approximately

which may be compared with the thermodynamic theorem that
the entropy of a body is not (sensibly) affected by mechanical
action, during which the body is at each instant (sensibly) in
a state of thermodynamic equilibrium.

Approximate statistical equilibrium may usually be attained

* The correspondences to which the reader's attention is called are between
— t\ and entropy, and between 0 and temperature.

158 EFFECT OF VARIOUS PROCESSES

by a sufficiently slow variation of the external coordinates,
just as approximate thermodynamic equilibrium may usually
be attained by sufficient slowness in the mechanical operations
to which the body is subject.

We now pass to the consideration of the effect on an en-
semble of systems which is produced by the action of other
ensembles with which it is brought into dynamical connec-
tion. In a previous chapter * we have imagined a dynamical
connection arbitrarily created between the systems of two
ensembles. We shall now regard the action between the
systems of the two ensembles as a result of the variation
of the external coordinates, which causes such variations
of the internal coordinates as to bring the systems of the
two ensembles within the range of each other's action.

Initially, we suppose that we have two separate ensembles
of systems, E± and Ez. The numbers of degrees of freedom
of the systems in the two ensembles will be denoted by n^ and
n2 respectively, and the probability-coefficients by e^ and e"*,
Now we may regard any system of the first ensemble com-
bined with any system of the second as forming a single
system of ^ + nz degrees of freedom. Let us consider the
ensemble ( J?12) obtained by thus combining each system of the
first ensemble with each of the second.

At the initial moment, which may be specified by a single
accent, the probability-coefficient of any phase of the combined
systems is evidently the product of the probability-coefficients
of the phases of which it is made up. This may be expressed
by the equation,

ew = 6V ev, (455)

or n* = in' + ^ (456)

which gives r^z = ij/ + iya'- (457)

The forces tending to vary the internal coordinates of the
combined systems, together with those exerted by either
system upon the bodies represented by the coordinates called

* See Chapter IV, page 37.

ON AN ENSEMBLE OF SYSTEMS. 159

external, may be derived from a single force-function, which,
taken negatively, we shall call the potential energy of the
combined systems and denote by e12. But we suppose that
initially none of the systems of the two ensembles EI and
E% come within range of each other's action, so that the
potential energy of the combined system falls into two parts
relating separately to the systems which are combined. The
same is obviously true of the kinetic energy of the combined
compound system, and therefore of its total energy. This
may be expressed by the equation

€„'=€/ + €,', (458)

which gives e12' = i/ + e2'. (459)

Let us now suppose that in the course of tune, owing to the
motion of the bodies represented by the coordinates called
external, the forces acting on the systems and consequently
their positions are so altered, that the systems of the ensembles
El and E% are brought within range of each other's action,
and after such mutual influence has lasted for a time, by a
further change in the external coordinates, perhaps a return
to their original values, the systems of the two original en-
sembles are brought again out of range of each other's action.
Finally, then, at a time specified by double accents, we shall
have as at first

€«" = e/' + ia". (460)

But for the indices of probability we must write *

W + W ^ W' (461)

The considerations adduced in the last chapter show that it
is safe to write

W 5 W- (462)

We have therefore

5i" + i" < ^ + i', (463)

which may be compared with the thermodynamic theorem that
* See Chapter XI, Theorem VII.

160 EFFECT OF VARIOUS PROCESSES

the thermal contact of two bodies may increase but cannot
diminish the sum of their entropies.

Let us especially consider the case in which the two original
ensembles were both canonically distributed in phase with the
respective moduli ®j and ©2. We have then, by Theorem III
of Chapter XI,

nJ + ^ < r?i" + |- (464)

^' + !'<^" + ^ (465)

Whence with (463) we have

_

If we write W for the average work done by the combined
systems on the external bodies, we have by the principle of
the conservation of energy

W = €„' - €M" = €/ - €X" + e2' - e2". (468)

Now if TFis negligible, we have

e/' _ e/ = - (e"" - €?) (469)

and (467) shows that the ensemble which has the greater
modulus must lose energy. This result may be compared to
the thermodynamic principle, that when two bodies of differ-
ent temperatures are brought together, that which has the
higher temperature will lose energy.

Let us next suppose that the ensemble E% is originally
canonically distributed with the modulus @2 , but leave the
distribution of the other arbitrary. We have, to determine
the result of a similar process,

ON AN ENSEMBLE OF SYSTEMS. 161

Hence ^" + |'=^' + C (470)

which may be written

%'-V^^^ (471)

This may be compared with the thennodynamic principle that
when a body (which need not be in thermal equilibrium) is
brought into thermal contact with another of a given tempera-
ture, the increase of entropy of the first cannot be less (alge-
braically) than the loss_of heat by the second divided by its
temperature. Where W is negligible, we may write

V' + |^' + | . (472)

Now, by Theorem III of Chapter XI, the quantity

! . * + | (473)

has a minimum value when the ensemble to which ^ and ex
relate is distributed canonically with the modulus ®2. If the
ensemble had originally this distribution, the sign < in (472)
would be impossible. In fact, in this case, it would be easy to
show that the preceding formulae on which (472) is founded
would all have the sign = . But when the two ensembles are
not both originally distributed canonically with the same
modulus, the formulae indicate that the quantity (473) may
be diminished by bringing the ensemble to which ea and yl
relate into connection with another which is canonically dis-
tributed with modulus ®2, and therefore, that by repeated
operations of this kind the ensemble of which the original dis-
tribution was entirely arbitrary might be brought approxi-
mately into a state of canonical distribution with the modulus
<B)2. We may compare this with the thermodynamic principle
that a body of which the original thermal state may be entirely
arbitrary, -may be brought approximately into a state of ther-
mal equilibrium with any given temperature by repeated con-
nections with other bodies of that temperature.

11

162 EFFECT OF VARIOUS PROCESSES

Let us now suppose that we have a certain number of
ensembles, EQ , El , E% , etc., distributed canonically with the
respective moduli ®0 , Ox , @2 , etc. By variation of the exter-
nal coordinates of the ensemble EQ , let it be brought into
connection with E^ , and then let the connection be broken.
Let it then be brought into connection with U2 , and then let
that connection be broken. Let this process be continued
with respect to the remaining ensembles. We do not make
the assumption, as in some cases before, that the work connected
with the variation of the external coordinates is a negligible
quantity. On the contrary, we wish especially to consider
the case in which it is large. In the final state of the ensem-
ble EQ , let us suppose that the external coordinates have been
brought back to their original values, and that the average
energy (e0) is the same as at first.

In our usual notations, using one and two accents to dis-
tinguish original and final values, we get by repeated applica-
tions of the principle expressed in (463)

V + n' + V + etc. > ^0" + i" + ^2" + etc. (474)
But by Theorem III of Chapter XI,

ft" + Z ft1 + ' (476)

*" + g > .7 + {£ (477)

etc.

or, since €</ = €</',

(479)

If we write IF for the average work done on the bodies repre-
sented by the external coordinates, we have

ON AN ENSEMBLE OF SYSTEMS. 163

e/ _ e," + ej - e2" + etc. = W. (480)

If EQ, Ev and JE2 are the only ensembles, we have

^< ©,-_©, (-,_-,0i (481)

It will be observed that the relations expressed in the last
three formulae between IF, ex — e/', e2' — e2", etc., and @1?
®2, etc. are precisely those which hold in a Carnot's cycle for
the work obtained, the energy lost by the several bodies which
serve as heaters or coolers, and their initial temperatures.

It will not escape the reader's notice, that while from one
point of view the operations which are here described are quite
beyond our powers of actual performance, on account of the
impossibility of handling the immense number of systems
which are involved, yet from another point of view the opera-
tions described are the most simple and accurate means of
representing what actually takes place in our simplest experi-
ments in thermodynamics. The states of the bodies which
we handle are certainly not known to us exactly. What we
know about a body can generally be described most accurately
and most simply by saying that it is one taken at random
from a great number (ensemble) of bodies which are com-
pletely described. If we bring it into connection with another
body concerning which we have a similar limited knowledge,
the state of the two bodies is properly described as that of a
pair of bodies taken from a great number (ensemble) of pairs
which are formed by combining each body of the first en-
semble with each of the second.

Again, when we bring one body into thermal contact with
another, for example, in a Carnot's cycle, when we bring a
mass of fluid into thermal contact with some other body from
which we wish it to receive heat, we may do it by moving the
vessel containing the fluid. This motion is mathematically
expressed by the variation of the coordinates which determine
the position of the vessel. We allow ourselves for the pur-
poses of a theoretical discussion to suppose that the walls of
this vessel are incapable of absorbing heat from the fluid.

164 EFFECT OF VARIOUS PROCESSES.

Yet while we exclude the kind of action which we call ther-
mal between the fluid and the containing vessel, we allow the
kind which we call work in the narrower sense, which takes
place when the volume of the fluid is changed by the motion
of a piston. This agrees with what we have supposed in
regard to the external coordinates, which we may vary in
any arbitrary manner, and are in this entirely unlike the co-
ordinates of the second ensemble with which we bring the
first into connection.

When heat passes in any thermodynamic experiment between
the fluid principally considered and some other body, it is
actually absorbed and given out by the walls of the vessel,
which will retain a varying quantity. This is, however, a
disturbing circumstance, which we suppose in some way made
negligible, and actually neglect in a theoretical discussion.
In our case, we suppose the walls incapable of absorbing en-
ergy, except through the motion of the external coordinates,
but that they allow the systems which they contain to act
directly on one another. Properties of this kind are mathe-
matically expressed by supposing that in the vicinity of a
certain surface, the position of which is determined by certain
(external) coordinates, particles belonging to the system in
question experience a repulsion from the surface increasing so
rapidly with nearness to the surface that an infinite expendi-
ture of energy would be required to carry them through it.
It is evident that two systems might be separated by a surface
or surfaces exerting the proper forces, and yet approach each
other closely enough to exert mechanical action on each other.

CHAPTER XIV.

DISCUSSION OF THERMODYNAMIC ANALOGIES.

IF we wish to find in rational mechanics an a priori founda-
tion for the principles of thermodynamics, we must seek
mechanical definitions of temperature and entropy. The
quantities thus defined must satisfy (under conditions and
with limitations which again must be specified in the language
of mechanics) the differential equation

de = Td-q — Al dal — A2 daz — etc., (482)

where e, T, and TJ denote the energy, temperature, and entropy
of the system considered, and A^dav etc., the mechanical work
(in the narrower sense in which the term is used in thermo-
dynamics, i. e., with exclusion of thermal action) done upon
external bodies.

This implies that we are able to distinguish in mechanical
terms the thermal action of one system on another from that
which we call mechanical in the narrower sense, if not indeed
in every case hi which the two may be combined, at least so as
to specify cases of thermal action and cases of mechanical
action.

Such a differential equation moreover implies a finite equa-
tion between e, ?/, and av a2, etc., which may be regarded
as fundamental in regard to those properties of the system
which we call thermodynamic, or which may be called so from
analogy. This fundamental thermodynamic equation is de-
termined by the fundamental mechanical equation which
expresses the energy of the system as function of its mo-
menta and coordinates with those external coordinates (av «2,
etc.) which appear in the differential expression of the work
done on external bodies. We have to show the mathematical
operations by which the fundamental thermodynamic equation,

166 THERMODYNAMIC ANALOGIES.

which in general is an equation of few variables, is derived
from the fundamental mechanical equation, which in the case
of the bodies of nature is one of an enormous number of
variables.

We have also to enunciate in mechanical terms, and to
prove, what we call the tendency of heat to pass from a sys-
tem of higher temperature to one of lower, and to show that
this tendency vanishes with respect to systems of the same
temperature.

At least, we have to show by a priori reasoning that for
such systems as the material bodies which nature presents to
us, these relations hold with such approximation that they
are sensibly true for human faculties of observation. This
indeed is all that is really necessary to establish the science of
thermodynamics on an a priori basis. Yet we will naturally
desire to find the exact expression of those principles of which
the laws of thermodynamics are the approximate expression.
A very little study of the statistical properties of conservative
systems of a finite number of degrees of freedom is sufficient
to make it appear, more or less distinctly, that the general
laws of thermodynamics are the limit toward which the exact
laws of such systems approximate, when their number of
degrees of freedom is indefinitely increased. And the problem
of finding the exact relations, as distinguished from the ap-
proximate, for systems of a great number of degrees of free-
dom, is practically the same as that of finding the relations
which hold for any number of degrees of freedom, as distin-
guished from those which have been established on an em-
pirical basis for systems of a great number of degrees of
freedom.

The enunciation and proof of these exact laws, for systems
of any finite number of degrees of freedom, has been a princi-
pal object of the preceding discussion. But it should be dis-
tinctly stated that, if the results obtained when the numbers
of degrees of freedom are enormous coincide sensibly with
the general laws of thermodynamics, however interesting and
significant this coincidence may be, we are still far from

THERMODYNAMIC ANALOGIES. 167

having explained the phenomena of nature with respect to
these laws. For, as compared with the case of nature, the
systems which we have considered are of an ideal simplicity.
Although our only assumption is that we are considering
conservative systems of a finite number of degrees of freedom,
it would seem that this is assuming far too much, so far as the
bodies of nature are concerned. The phenomena of radiant
heat, which certainly should not be neglected in any complete
system of thermodynamics, and the electrical phenomena
associated with the combination of atoms, seem to show that
the hypothesis of systems of a finite number of degrees of
freedom is inadequate for the explanation of the properties of
bodies.

Nor do the results of such assumptions in every detail
appear to agree with experience. We should expect, for
example, that a diatomic gas, so far as it could be treated
independently of the phenomena of radiation, or of any sort of
electrical manifestations, would have six degrees of freedom
for each molecule. But the behavior of such a gas seems to
indicate not more than five.

But although these difficulties, long recognized by physi-
cists,* seem to prevent, in the present state of science, any
satisfactory explanation of the phenomena of thermodynamics
as presented to us in nature, the ideal case of systems of a
finite number of degrees of freedom remains as a subject
which is certainly not devoid of a theoretical interest, and
which may serve to point the way to the solution of the far
more difficult problems presented to us by nature. And if
the study of the statistical properties of such systems gives
us an exact expression of laws which in the limiting case take
the form of the received laws of thermodynamics, its interest
is so much the greater.

Now we have defined what we have called the modulus (O)
of an ensemble of systems canonically distributed in phase,
and wha't we have called the index of probability (77) of any
phase in such an ensemble. It has been shown that between

* See Boltzmann, Sitzb. der Wiener Akad., Bd. LXIIL, S. 418, (1871).

168 THERMODYNAMIC ANALOGIES.

the modulus (@), the external coordinates (al9 etc.), and the
average values in the ensemble of the energy (e), the index
of probability (?;), and the external forces (A19 etc.) exerted
by the systems, the following differential equation will hold :

cfe = — © dj — Al da-L — JT2 da2 — etc. (483)

This equation, if we neglect the sign of averages, is identical
in form with the thermodynamic equation (482), the modulus
(®) corresponding to temperature, and the index of probabil-
ity of phase with its sign reversed corresponding to entropy.*

We have also shown that the average square of the anoma-
lies of e, that is, of the deviations of the individual values from
the average, is in general of the same order of magnitude as
the reciprocal of the number of degrees of freedom, and there-
fore to human observation the individual values are indistin-
guishable from the average values when the number of degrees
of freedom is very great. f In this case also the anomalies of q
are practically insensible. The same is true of the anomalies of
the external forces (A^ , etc.), so far as these are the result of
the anomalies of energy, so that when these forces are sensibly
determined by the energy and the external coordinates, and
the number of degrees of freedom is very great, the anomalies
of these forces are insensible.

The mathematical operations by which the finite equation
between e, 77, and ax , etc., is deduced from that which gives
the energy (e) of a system in terms of the momenta (j)l . . . .pn)
and coordinates both internal (^ . . . <?„) and external (ax , etc.),
are indicated by the equation

$ all €

\ e~& =f. . .§e~®dq, . . . dqndp, . . . dpn, (484)

phases

where ^ = ®rj + e.

We have also shown that when systems of different ensem-
bles are brought into conditions analogous to thermal contact,
the average result is a passage of energy from the ensemble

* See Chapter IV, pages 44, 45. t See Chapter VII, pages 73-75.

THERMODYNAMIC ANALOGIES. 169

of the greater modulus to that of the less, * or in case of equal
moduli, that we have a condition of statistical equilibrium in
regard to the distribution of energy, f

Propositions have also been demonstrated analogous to
those in thermodynamics relating to a Carnot's cycle,:]: or to
the tendency of entropy to increase, § especially when bodies
of different temperature are brought into contact. ||

We have thus precisely defined quantities, and rigorously
demonstrated propositions, which hold for any number of
degrees of freedom, and which, when the number of degrees
of freedom (n) is enormously great, would appear to human
faculties as the quantities and propositions of empirical ther-
modynamics.

It is evident, however, that there may be more than one
quantity denned for finite values of n, which approach the
same limit, when n is increased indefinitely, and more than one
proposition relating to finite values of n, which approach the
same limiting form for n = oo. There may be therefore,
and there are, other quantities which may be thought to have
some claim to be regarded as temperature and entropy with
respect to systems of a finite number of degrees of freedom.

The definitions and propositions which we have been con-
sidering relate essentially to what we have called a canonical
ensemble of systems. This may appear a less natural and
simple conception than what we have called a microcanonical
ensemble of systems, in which all have thex-sa"me^energyvand
which in many cases represents simply tltte time-ensemble, or
ensemble of phases through which a single system passes in
the course of time.

It may therefore seem desirable to find definitions and
propositions relating to these microcanonical ensembles, which
shall correspond to what in thermodynamics are based on
experience. Now the differential equation

de = e~* Vd log F- ZTle «fai - 3^]6 daz - etc., (485)

* See Chapter XIII, page 160. t See Chapter IV, pages 35-37.

J See Chapter XIII, pages 162, 163. § See Chapter XII, pages 143-151.
|| See Chapter XIII, page 159.

170 THERMODYNAMIC ANALOGIES.

which has been demonstrated in Chapter X, and which relates to
a microcanonical ensemble, A^ denoting the average value of
A1 in such an ensemble, corresponds precisely to the thermody-
namic equation, except for the sign of average applied to the
external forces. But as these forces are not entirely deter-
mined by the energy with the external coordinates, the use of
average values is entirely germane to the subject, and affords
the readiest means of getting perfectly determined quantities.
These averages, which are taken for a microcanonical ensemble,
may seem from some points of view a more simple and natural
conception than those which relate to a canonical ensemble.
Moreover, the energy, and the quantity corresponding to en-
tropy, are free from the sign of average in this equation.

The quantity in the equation which corresponds to entropy
is log FJ the quantity V being defined as the extension-in-
phase within which the energy is less than a certain limiting
value (e). This is certainly a more simple conception than the
average value in a canonical ensemble of the index of probabil-
ity of phase. Log V has the property that when it is constant

de = - 21]. dat - A^\f daz + etc., (486)

which closely corresponds to the thermodynamic property of
entropy, that when it is constant

de = — Aj_ da^ — A2 daz + etc. (487)

The quantity in the equation which corresponds to tem-
perature is e~* F", or dejd log V. In a canonical ensemble, the
average value of this quantity is equal to the modulus, as has
been shown by different methods in Chapters IX and X.

In Chapter X it has also been shown that if the systems
of a microcanonical ensemble consist of parts with separate
energies, the average value of e~* Vi or any part is equal to its
average value for any other part, and to the uniform value
of the same expression for the whole ensemble. This corre-
sponds to the theorem in the theory of heat that in case of
thermal equilibrium the temperatures of the parts of a body
are equal to one another and to that of the whole body.

THERMODYNAMIC ANALOGIES. 171

Since the energies of the parts of a body cannot be supposed
to remain absolutely constant, even where this is the case
with respect to the whole body, it is evident that if we regard
the temperature as a function of the energy, the taking of
average or of probable values, or some other statistical process,
must be used with reference to the parts, in order to get a
perfectly definite value corresponding to the notion of tem-
perature.

It is worthy of notice in this connection that the average
value of the kinetic energy, either in a microcanonical en-
semble, or in a canonical, divided by one half the number of
degrees of freedom, is equal to e~* "FJ or to its average value,
and that this is true not only of the whole system which is
distributed either microcanonically or canonically, but also
of any part, although the corresponding theorem relating to
temperature hardly belongs to empirical thermodynamics, since
neither the (inner) kinetic energy of a body, nor its number
of degrees of freedom is immediately cognizable to our facul-
ties, and we meet the gravest difficulties when we endeavor
to apply the theorem to the theory of gases, except in the
simplest case, that of the gases known as monatomic.

But the correspondence between &~* V or dejd log V and
temperature is imperfect. If two isolated systems have such
energies that

de-L de2

d log FI ~~ d log F2 '

and the two systems are regarded as combined to form a third
system with energy

€12 = ex + e2>
we shall not have in general

deiz del dez

dlog F12 ~~ dlog Fi ~ dlog F2'

as analogy with temperature would require. In fact, we have
seen that

d log F12 d log FitM ~~ d log Fj

172 THERMODYNAMIC ANALOGIES.

where the second and third members of the equation denote
average values in an ensemble in which the compound system
is microcanonically distributed in phase. Let us suppose the
two original systems to be identical in nature. Then

The equation in question would require that

i. e., that we get the same result, whether we take the value
of del/dlog V} determined for the average value of e1 in the
ensemble, or take the average value of de^dlog F"r This
will be the case where de^dlog V^ is a linear function of er
Evidently this does not constitute the most general case.
Therefore the equation in question cannot be true in general.
It is true, however, in some very important particular cases, as
when the energy is a quadratic function of the p's and ^'s, or
of the p's alone.* When the equation holds, the case is anal-
ogous to that of bodies in thermodynamics for which the
specific heat for constant volume is constant.

Another quantity which is closely related to temperature is
dcfr/de. It has been shown in Chapter IX that in a canonical
ensemble, if n > 2, the average value of d(f>fde is I/®, and
that the most common value of the energy in the ensemble is
that for which d$/de = I/®. The first of these properties
may be compared with that of de/dlog V, which has been
seen to have the average value ® in a canonical ensemble,
without restriction in regard to the number of degrees of
freedom.

With respect to microcanonical ensembles also, dfyjde has
a property similar to what has been mentioned with respect to
de/d log V. That is, if a system microcanonically distributed
in phase consists of two parts with separate energies, and each

* This last case is important on account of its relation to the theory of
gases, although it must in strictness be regarded as a limit of possible cases,
rather than as a case which is itself possible.

THERMODYNAMIC ANALOGIES. 173

with more than two degrees of freedom, the average values in
the ensemble of d(f)/de for the two parts are equal to one
another and to the value of same expression for the whole.
In our usual notations

"^12

de2 L2 ~" delz

if TIX > 2, and n2 > 2.

This analogy with temperature has the same incompleteness
which was noticed with respect to de/dlog V, viz., if two sys-
tems have such energies (ej and e2) that

and they are combined to form a third system with energy

*ia = €1 + €2,

we shall not have in general

c?012 _ dfa __ d<f>z
d€i2 deL dez '

Thus, if the energy is a quadratic function of the p's and <?'s,
we have *

e12 €la el + e2

where nt, w2, w12, are the numbers of degrees of freedom of the
separate and combined systems. But

dfa d<f>2 HI + n% — 2
del ~ de2 " e1 + ez

If the energy is a quadratic function of the p's alone, the case
would be the same except that we should have J n^ , J w2 , J w12 ,
instead of wx , w2 , w12. In these particular cases, the analogy

* See foot-note on page 93. We have here made the least value of the
energy consistent with the values of the external coordinates zero instead
of ea, as is evidently allowable when the external coordinates are supposed
invariable.

174 THERMODYNAMIC ANALOGIES.

between de/d log V and temperature would be complete, as has
already been remarked. We should have

del e^ c?62 _ e2

n'9 dlo V~'

_=
MM rflog F! dlogV2'

when the energy is a quadratic function of the p's and #'s, and
similar equations with £ % , J ra2 , -|- w12 , instead of ^ , w2 , w12 ,
when the energy is a quadratic function of the £>'s alone.

More characteristic of dcf>/de are its properties relating to
most probable values of energy. If a system having two parts
with separate energies and each with more than two degrees
of freedom is microcanonically distributed in phase, the most
probable division of energy between the parts, in a system
taken at random from the ensemble, satisfies the equation

^ = ^, (488)

del de2

which corresponds to the thermodynamic theorem that the
distribution of energy between the parts of a system, in case of
thermal equilibrium, is such that the temperatures of the parts
are equal.

To prove the theorem, we observe that the fractional part
of the whole number of systems which have the energy of one
part (ej) between the limits e/ and e/ is expressed by

r*f. ****>,

T i

where the variables are connected by the equation
€j -|- €2 = constant = ei2 .

The greatest value of this expression, for a constant infinitesi-
mal value of the difference ex" — e/, determines a value of e1 ,
which we may call its most probable value. This depends on
the greatest possible value of fa + fa. Now if n^ > 2, and
w2 > 2, we shall have fa = — oo for the least possible value of

THERMODYNAMIC ANALOGIES. 175

6j , and <f>2 = — QO for the least possible value of e2. Between
these limits (/>x and <£2 will be finite and continuous. Hence
$! + <£2 will have a maximum satisfying the equation (488).

But if n^ < 2, or w2 < 2, d(f)1/d€l or d$2/de2 may be nega-
tive, or zero, for all values of e1 or e2, and can hardly be
regarded as having properties analogous to temperature.

It is also worthy of notice that if a system which is micro-
canonically distributed in phase has three parts with separate
energies, and each with more than two degrees of freedom, the
most probable division of energy between these parts satisfies
the equation

That is, this equation gives the most probable set of values
of ej, 62, and e3. But it does not give the most probable
value of el , or of e2 , or of e3. Thus, if the energies are quad-
ratic functions of the p9s and <?'s, the most probable division
of energy is given by the equation

HI — 1 _ n<2, — 1 _ nz — 1

«i «i €«

But the most probable value of ei is given by

while the preceding equations give
KI — 1 ^2 +

«1

These distinctions vanish for very great values of n^ , n2 , w3.
For small values of these numbers, they are important. Such
facts seem to indicate that the consideration of the most
probable division of energy among the parts of a system does
not afford a convenient foundation for the study of thermody-
namic analogies in the case of systems of a small number of
degrees of 'freedom. The fact that a certain division of energy
is the most probable has really no especial physical importance,
except when the ensemble of possible divisions are grouped so

176 THERMODYNAMIC ANALOGIES.

closely together that the most probable division may fairly
represent the whole. This is in general the case, to a very
close approximation, when n is enormously great ; it entirely
fails when n is small.

If we regard dcfr/de as corresponding to the reciprocal of
temperature, or, in other words, de/d(f> as corresponding to
temperature, <£ will correspond to entropy. It has been denned
as log (d V/de). In the considerations on which its definition
is founded, it is therefore very similar to log F". We have
seen that d(j>/dlogV approaches the value unity when n is
very great.* .

To form a differential equation on the model of the thermo-
dynamic equation (482), in which de/dcf) shall take the place
of temperature, and <£ of entropy, we may write

da* + etc-> (489>

or <Z*= de + da1 + da2 + ete. (490)

de da-L da2

With respect to the differential coefficients in the last equa-
tion, which corresponds exactly to (482) solved with respect
to drj9 we have seen that their average values in a canonical
ensemble are equal to I/®, and the averages of Al/®, A2/®,
etc.f We have also seen that de/dcfr (or d(f>/de) has relations
to the most probable values of energy in parts of a microca-
nonical ensemble. That (del da^)^, etc., have properties
somewhat analogous, may be shown as follows.

In a physical experiment, we measure a force by balancing it
against another. If we should ask what force applied to in-
crease or diminish &x would balance the action of the systems,
it would be one which varies with the different systems. But
we may ask what single force will make a given value of a^
the most probable, and we shall find that under certain condi-
tions (de/da^Q, a represents that force.

* See Chapter X, pages 120, 121.

t See Chapter IX, equations (321), (327).

THERMODYNAMIC ANALOGIES. 177

To make the problem definite, let us consider a system con-
sisting of the original system together with another having
the coordinates a^ , a2 , etc., and forces AJ, A<£, etc., tending
to increase those coordinates. These are in addition to the
forces Av Av etc., exerted by the original system, and are de-
rived from a force-function (— eg') by the equations

^;_ &J A,- _^L etc

Al ' ~d^> da2'

For the energy of the whole system we may write
E = e + ej + •Jm1a'12 + im2a22 + etc.,

and for the extension-in-phase of the whole system within any
limits

I ... I dpi . . . dqn da,i mi da± daz mz da2 . . .

or I . . . I e$ de da-^ m1 da^ daz m2 da2 . . . ,

or again I . . . / e^ d& dat mx dai da2 m2 da2 . . . ,

since de = c?E, when ax, ax, a2, «2, etc., are constant. If the
limits are expressed by E and E + c?E, a^ and a-^ + da^ , a1 and
«j + da-^ , etc., the integral reduces to

The values of ^ , ax , «2 , <z2 , etc., which make this expression
a maximum for constant values of the energy of the whole
system and of the differentials dE, da19 dal9 etc., are what may
be called the most probable values of ax , a^ , etc., in an ensem-
ble in which the whole system is distributed microcanonieally.
To determine these values we have

de* = 0,
when d(e + eq' + i m of + i m2 «22 + etc.) = 0.

That is, d$ — 0,

12

178 THERMODYNAMIC ANALOGIES.

when

(— -
«<£

etc. + m-^ a\ dat + etc. = 0.

This requires % = 0, az = 0, etc.,

and (-vM =^i, fir] = A', etc.

\««i/^,a \da*J^a

This shows that for any given values of E, aj, a2, etc.

( -7— ) , ( -:— ) , etc., represent the forces (in the oren-
\aai/*,a \dazj^a

eralized sense) which the external bodies would have to exert
to make these values of a^ , «2 , etc., the most probable under
the conditions specified. When the differences of the external
forces which are exerted by the different systems are negli-
gible, — (d€/da^)$tm etc., represent these forces.

It is certainly in the quantities relating to a canonical
ensemble, e, ®, ??, JL1? etc., ax, etc., that we find the most
complete correspondence with the quantities of the thermody-
namic equation (482). Yet the conception itself of the canon-
ical ensemble may seem to some artificial, and hardly germane
to a natural exposition of the subject; and the quantities
de . Tr -,— . de de

°S v> a. ete" «i. etc" ore' -

etc., flj, etc., which are closely related to ensembles of constant
energy, and to average and most probable values in such
ensembles, and most of which are defined without reference
to any ensemble, may appear the most natural analogues of
the thermodynamic quantities.

In regard to the naturalness of seeking analogies with the
thermodynamic behavior of bodies in canonical or microca-
nonical ensembles of systems, much will depend upon how we
approach the subject, especially upon the question whether we
regard energy or temperature as an independent variable.

It is very natural to take energy for an independent variable
rather than temperature, because ordinary mechanics furnishes
us with a perfectly defined conception of energy, whereas the
idea of something relating to a mechanical system and corre-

THERMODYNAMIC ANALOGIES. 179

spending to temperature is a notion but vaguely denned. Now
if the state of a system is given by its energy and the external
coordinates, it is incompletely denned, although its partial defi-
nition is perfectly clear as far as it goes. The ensemble of
phases microcanonically distributed, with the given values of
the energy and the external coordinates, will represent the im-
perfectly defined system better than any other ensemble or
single phase. When we approach the subject from this side,
our theorems will naturally relate to average values, or most
probable values, in such ensembles.

In this case, the choice between the variables of (485) or of
(489) will be determined partly by the relative importance
which is attached to average and probable values. It would
seem that in general average values are the most important, and
that they lend themselves better to analytical transformations.
This consideration would give the preference to the system of
variables in which log V is the analogue of entropy. Moreover,
if we make <f> the analogue of entropy, we are embarrassed by
the necessity of making numerous exceptions for systems of
one or two degrees of freedom.

On the other hand, the definition of <£ may be regarded as a
little more simple than that of log F", and if our choice is deter-
mined by the simplicity of the definitions of the analogues of
entropy and temperature, it would seem that the <£ system
should have the preference. In our definition of these quanti-
ties, V was defined first, and e^ derived from V by differen-
tiation. This gives the relation of the quantities in the most
simple analytical form. Yet so far as the notions are con-
cerned, it is perhaps more natural to regard Fas derived from
C* by integration. At all events, e* may be defined inde-
pendently of F", and its definition niay be regarded as more
simple as not requiring the determination of the zero from
which V is measured, which sometimes involves questions
of a delicate nature. In fact, the quantity e* may exist,
when the definition of V becomes illusory for practical pur-
poses, as the integral by which it is determined becomes infinite.

The case is entirely different, when we regard the tempera-

180 THERMODYNAMIC ANALOGIES.

ture as an independent variable, and we have to consider a
system which is described as having a certain temperature and
certain values for the external coordinates. Here also the
state of the system is not completely denned, and will be
better represented by an ensemble of phases than by any single
phase. What is the nature of such an ensemble as will best
represent the imperfectly defined state ?

When we wish to give a body a certain temperature, we
place it in a bath of the proper temperature, and when we
regard what we call thermal equilibrium as established, we say
that the body has the same temperature as the bath. Per-
haps we place a second body of standard character, which we
call a thermometer, in the bath, and say that the first body,
the bath, and the thermometer, have all the same temperature.

But the body under such circumstances, as well as the
bath, and the thermometer, even if they were entirely isolated
from external influences (which it is convenient to suppose
in a theoretical discussion), would be continually changing in
phase, and in energy as well as in other respects, although
our means of observation are not fine enough to perceive
these variations.

The series of phases through which the whole system runs
in the course of time may not be entirely determined by the
energy, but may depend on the initial phase in other respects.
In such cases the ensemble obtained by the microcanonical
distribution of the whole system, which includes all possible
time-ensembles combined in the proportion which seems least
arbitrary, will represent better than any one time-ensemble
the effect of the bath. Indeed a single time-ensemble, when
it is not also a microcanonical ensemble, is too ill-defined a
notion to serve the purposes of a general discussion. We
will therefore direct our attention, when we suppose the body
placed in a bath, to the microcanonical ensemble of phases
thus obtained.

If we now suppose the quantity of the substance forming
the bath to be increased, the anomalies of the separate ener-
gies of the body and of the thermometer in the microcanonical

THERMODYNAMIC ANALOGIES. 181

ensemble will be increased, but not without limit. The anom-
alies of the energy of the bath, considered in comparison with
its whole energy, diminish indefinitely as the quantity of the
bath is increased, and become in a sense negligible, when
the quantity of the bath is sufficiently increased. The
ensemble of phases of the body, and of the thermometer,
approach a standard form as the quantity of the bath is in-
definitely increased. This limiting form is easily shown to be
what we have described as the canonical distribution.

Let us write e for the energy of the whole system consisting
of the body first mentioned, the bath, and the thermometer
(if any), an4 let us first suppose this system to be distributed
canonically with the modulus ©. We have by (205)

and since ep = •=

de _ n de
H®~~2dep'
If we write Ae for the anomaly of mean square, we have

d®
If we set

A® will represent approximately the increase of ® which
would produce an increase in the average value of the energy
equal to its anomaly of mean square. Now these equations
give

(A©)* = -
n

which shows that we may diminish A ® indefinitely by increas-
ing the quantity of the bath.

Now our canonical ensemble consists of an infinity of micro-
canonical ensembles, which differ only in consequence of the
different values of the energy which is constant in each. If
we consider separately the phases of the first body which

182 THERMODYNAMIC ANALOGIES.

occur in the canonical ensemble of the whole system, these
phases will form a canonical ensemble of the same modulus.
This canonical ensemble of phases of the first body will con-
sist of parts which belong to the different microcanonical
ensembles into which the canonical ensemble of the whole
system is divided.

Let us now imagine that the modulus of the principal ca-
nonical ensemble is increased by 2 A (8), and its average energy
by 2Ae. The modulus of the canonical ensemble of the
phases of the first body considered separately will be increased
by 2 A ®. We may regard the infinity of microcanonical en-
sembles into which we have divided the principal canonical
ensemble as each having its energy increased by 2Ae. Let
us see how the ensembles of phases of the first body con-
tained in these microcanonical ensembles are affected. We
may assume that they will all be affected in about the same
way, as all the differences which come into account may be
treated as small. Therefore, the canonical ensemble formed by
taking them together will also be affected in the same way.
But we know how this is affected. It is by the increase of
its modulus by 2 A®, a quantity which vanishes when the
quantity of the bath is indefinitely increased.

In the case of an infinite bath, therefore, the increase of the
energy of one of the microcanonical ensembles by 2Ae, pro-
duces a vanishing effect on the distribution in energy of the
phases of the first body which it contains. But 2Ae is more
than the average difference of energy between the micro-
canonical ensembles. The distribution in energy of these
phases is therefore the same in the different microcanonical
ensembles, and must therefore be canonical, like that of the
ensemble which they form when taken together.*

* In order to appreciate the above reasoning, it should be understood that
the differences of energy which occur in the canonical ensemble of phases of
the first body are not here regarded as vanishing quantities. To fix one's
ideas, one may imagine that he has the fineness of perception to make these
differences seem large. The difference between the part of these phases
which belong to one microcanonical ensemble of the whole system and the
part which belongs to another would still be imperceptible, when the quan-
tity of the bath is sufficiently increased.

THERMODYNAMIC ANALOGIES. 183

As a general theorem, the conclusion may be expressed in
the words : — If a system of a great number of degrees of
freedom is microcanonically distributed in phase, any very
small part of it may be regarded as canonically distributed.*

It would seem, therefore, that a canonical ensemble of
phases is what best represents, with the precision necessary
for exact mathematical reasoning, the notion of a body with
a given temperature, if we conceive of the temperature as the
state produced by such processes as we actually use in physics
to produce a given temperature. Since the anomalies of the
body increase with the quantity of the bath, we can only get
rid of all that is arbitrary in the ensemble of phases which is
to represent the notion of a body of a given temperature by
making the bath infinite, which brings us to the canonical
distribution.

A comparison of temperature and entropy with their ana-
logues in statistical mechanics would be incomplete without a
consideration of their differences with respect to units and
zeros, and the numbers used for their numerical specification.
If we apply the notions of statistical mechanics to such bodies
as we usually consider in thermodynamics, for which the
kinetic energy is of the same order of magnitude as the unit
of energy, but the number of degrees of freedom is enormous,
the values of B, de/dlogV, and de/d<f> will be of the same
order of magnitude as 1/w, and the variable part of ?;, log V,
and <j> will be of the same order of magnitude as w.f If these
quantities, therefore, represent in any sense the notions of tem-
perature and entropy, they will nevertheless not be measured
in units of the usual order of magnitude, — a fact which must
be borne in mind in determining what magnitudes may be
regarded as insensible to human observation.

Now nothing prevents our supposing energy and time in
our statistical formulae to be measured in such units as may

* It is- assumed — and without this assumption the theorem would have
no distinct meaning — that the part of the ensemble considered may be
regarded as having separate energy.

t See equations (124), (288), (289), and (314) ; also page 106.

184 THERMODYNAMIC ANALOGIES.

be convenient for physical purposes. But when these units
have been chosen, the numerical values of ®, de/dlogV,
de/d<j>, 7), log FJ <£, are entirely determined,* and in order to
compare them with temperature and entropy, the numerical
values of which depend upon an arbitrary unit, we must mul-
tiply all values of ®, de/dlogV, de',d^ by a constant (7T),
and divide all values of 77, log FJ and <f> by the same constant.
This constant is the same for all bodies, and depends only on
the units of temperature and energy which we employ. For
ordinary units it is of the same order of magnitude as the
numbers of atoms in ordinary bodies.

We are not able to determine the numerical value of K>
as it depends on the number of molecules in the bodies with
which we experiment. To fix our ideas, however, we may
seek an expression for this value, based upon very probable
assumptions, which will show how we would naturally pro-
ceed to its evaluation, if our powers of observation were fine
enough to take cognizance of individual molecules.

If the unit of mass of a monatomic gas contains v atoms,
and it may be treated as a system of 3 v degrees of free-
dom, which seems to be the case, we have for canonical
distribution

If we write T for temperature, and cv for the specific heat- of
the gas for constant volume (or rather the limit toward
which this specific heat tends, as rarefaction is indefinitely
increased), we have

since we may regard the energy as entirely kinetic. We may
set the ep of this equation equal to the ep of the preceding,

* The unit of time only affects the last three quantities, and these only
by an additive constant, which disappears (with the additive constant of
entropy), when differences of entropy are compared with their statistical
analogues. See page 19.

THERMODYNAMIC ANALOGIES. 185

where indeed the individual values of which the average is
taken would appear to human observation as identical. This

gives

d® 2cv

whence =' <493)

a value recognized by physicists as a constant independent of
the kind of monatomic gas considered.

We may also express the value of K in a somewhat different
form, which corresponds to the indirect method by which
physicists are accustomed to determine the quantity cv. The
kinetic energy due to the motions of the centers of mass of
the molecules of a mass of gas sufficiently expanded is easily
shown to be equal to

where p and v denote the pressure and volume. The average
value of the same energy in a canonical ensemble of such
a mass of gas is

J0v,

where v denotes the number of molecules in the gas. Equat-
ing these values, we have

pv = ®v, (494)

whence J£~~T~^' (495)

Now the laws of Boyle, Charles, and Avogadro may be ex-
pressed by the equation

pv — AvT, (496)

where A is a constant depending only on the units hi which
energy and temperature are measured. 1 / K, therefore, might
be called the constant of the law of Boyle, Charles, and
Avogadro as expressed with reference to the true number of
molecules in a gaseous body.

Since such numbers are unknown to us, it is more conven-
ient to express the law with reference to relative values. If
we denote by M the so-called molecular weight of a gas, that

186 THERMODYNAMIC ANALOGIES.

is, a number taken from a table of numbers proportional to
the weights of various molecules and atoms, but having one
of the values, perhaps the atomic weight of hydrogen, arbi-
trarily made unity, the law of Boyle, Charles, and Avogadro
may be written in the more practical form

pv = A'T-^, (497)

JXL

where A' is a constant and m the weight of gas considered.
It is evident that 1 K is equal to the product of the constant
of the law in this form and the (true) weight of an atom of
hydrogen, or such other atom or molecule as may be given
the value unity in the table of molecular weights.

In the following chapter we shall consider the necessary
modifications in the theory of equilibrium, when the quantity
of matter contained in a system is to be regarded as variable,
or, if the system contains more than one kind of matter,
when the quantities of the several kinds of matter in the
system are to be regarded as independently variable. This
will give us yet another set of variables in the statistical
equation, corresponding to those of the amplified form of
the thennodynamic equation.

CHAPTER XV.

SYSTEMS COMPOSED OF MOLECULES.

THE nature of material bodies is such, that especial interest
attaches to the dynamics of systems composed of a great
number of entirely similar particles, or, it may be, of a great
number of particles of several kinds, all of each kind being
entirely similar to each other. We shall therefore proceed to
consider systems composed of such particles, whether in great
numbers or otherwise, and especially to consider the statistical
equilibrium of ensembles of such systems. One of the varia-
tions to be considered in regard to such systems is a variation
in the numbers of the particles of the various kinds which it
contains, and the question of statistical equilibrium between
two ensembles of such systems relates in part to the tendencies
of the various kinds of particles to pass from the one to the
other.

First of all, we must define precisely what is meant by
statistical equilibrium of such an ensemble of systems. The
essence of statistical equilibrium is the permanence of the
number of systems which fall within any given limits with
respect to phase. We have therefore to define how the term
" phase " is to be understood in such cases. If two phases differ
only in that certain entirely similar particles have changed
places with one another, are they to be regarded as identical
or different phases? If the particles are regarded as indis-
tinguishable, it seems in accordance with the spirit of the
statistical method to regard the phases as identical. In fact,
it might be urged that in such an ensemble of systems as we
are considering no identity is possible between the particles
of different systems except that of qualities, and if v particles
of one system are described as entirely similar to one another
and to v of another system, nothing remains on which to base

188 SYSTEMS COMPOSED OF MOLECULES.

the indentification of any particular particle of the first system
with any particular particle of the second. And this would
be true, if the ensemble of systems had a simultaneous
objective existence. But it hardly applies to the creations
of the imagination. In the cases which we have been con-
sidering, and in those which we shall consider, it is not only
possible to conceive of the motion of an ensemble of similar
systems simply as possible cases of the motion of a single
system, but it is actually in large measure for the sake of
representing more clearly the possible cases of the motion of
a single system that we use the conception of an ensemble
of systems. The perfect similarity of several particles of a
system will not in the least interfere with the identification
of a particular particle in one case with a particular particle
in another. The question is one to be decided in accordance
with the requirements of practical convenience in the discus-
sion of the problems with which we are engaged.

Our present purpose will often require us to use the terms
phase, density-in-phase, statistical equilibrium, and other con-
nected terms on the supposition that phases are not altered
by the exchange of places between similar particles. Some
of the most important questions with which we are concerned
have reference to phases thus defined. We shall call them
phases determined by generic definitions, or briefly, generic
phases. But we shall also be obliged to discuss phases de-
fined by the narrower definition (so that exchange of position
between similar particles is regarded as changing the phase),
which will be called phases determined by specific definitions,
or briefly, specific phases. For the analytical description of
a specific phase is more simple than that of a generic phase.
And it is a more simple matter to make a multiple integral
extend over all possible specific phases than to make one extend
without repetition over all possible generic phases.

It is evident that if i>i, vz . . . vh, are the numbers of the dif-
ferent kinds of molecules in any system, the number of specific
phases embraced in one generic phase is represented by the
continued product [z^ [^ • • • ]^ and the coefficient of probabil-

SYSTEMS COMPOSED OF MOLECULES. 189

ity of a generic phase is the sum of the probability-coefficients
of the specific phases which it represents. When these are
equal among themselves, the probability-coefficient of the gen-
eric phase is equal to that of the specific phase multiplied by
[z/i 1 1>2 . . . \vg It is also evident that statistical equilibrium
may subsist with respect to generic phases without statistical
equilibrium with respect to specific phases, but not vice versa.

Similar questions arise where one particle is capable of
several equivalent positions. Does the change from one of
these positions to another change the phase? It would be
most natural and logical to make it affect the specific phase,
but not the generic. The number of specific phases contained
in a generic phase would then be \v± /e/1 . . . |z^ /ch\ where
KV . . . Kh denote the numbers of equivalent positions belong-
ing to the several kinds of particles. The case in which a K is
infinite would then require especial attention. It does not
appear that the resulting complications in the formulae would
be compensated by any real advantage. The reason of this is
that in problems of real interest equivalent positions of a
particle will always be equally probable. In this respect,
equivalent positions of the same particle are entirely unlike
the [^different ways in which v particles may be distributed
in v different positions. Let it therefore be understood that
in spite of the physical equivalence of different positions of
the same particle they are to be considered as constituting a
difference of generic phase as well as of specific. The number
of specific phases contained in a generic phase is therefore
always given by the product \v^\v^ • » . [iy

Instead of considering, as in the preceding chapters, en-
sembles of systems differing only in phase, we shall now
suppose that the systems constituting an ensemble are com-
posed of particles of various kinds, and that they differ not
only in phase but also in the numbers of these particles which
they contain. The external coordinates of all the systems in
the ensemble are supposed, as heretofore, to have the same
value, and when they vary, to vary together. For distinction,
we may call such an ensemble a grand ensemble, and one in

190 SYSTEMS COMPOSED OF MOLECULES.

which the systems differ only in phase a petit ensemble. A
grand ensemble is therefore composed of a multitude of petit
ensembles. The ensembles which we have hitherto discussed
are petit ensembles.

Let i>j, . . . vh9 etc., denote the numbers of the different
kinds of particles in a system, e its energy, and ql1 . . . qn,
pl , . . . pn its coordinates and momenta. If the particles are of
the nature of material points, the number of coordinates (n)
of the system will be equal to 3 vl . . . + 3 vh. But if the parti-
cles are less simple in their nature, if they are to be treated
as rigid solids, the orientation of which must be regarded, or
if they consist each of several atoms, so as to have more than
three degrees of freedom, the number of coordinates of the
system will be equal to the sum of vlt i>2, etc., multiplied
each by the number of degrees of freedom of the kind of
particle to which it relates.

Let us consider an ensemble in which the number of
systems having v19 . . . vh particles of the several kinds, and
having values of their coordinates and momenta lying between
the limits ql and q^ + dq1 , p1 and pl + dpl , etc., is represented
by the expression

(498)

where IV, O, ®, /^ , . . . ph are constants, N denoting the total
number of systems in the ensemble. The expression

Q-f Wi -

Ne ® (499)

[vi."h

evidently represents the density-in-phase of the ensemble
within the limits described, that is, for a phase specifically
defined. The expression

e * (500)

SYSTEMS COMPOSED OF MOLECULES. 191

is therefore the probability-coefficient for a phase specifically
defined. This has evidently the same value for all the
[iY . . . \vh phases obtained by interchanging the phases of
particles of the same kind. The probability-coefficient for a
generic phase will be \vi_. . . [z^ times as great, viz.,

e . (501)

We shall say that such an ensemble as has been described
is canonically distributed, and shall call the constant © its
modulus. It is evidently what we have called a grand ensem-
ble. The petit ensembles of which it is composed are
canonically distributed, according to the definitions of Chapter
IV, since the expression

(502)

is constant for each petit ensemble. The grand ensemble,
therefore, is in statistical equilibrium with respect to specific
phases.

If an ensemble, whether grand or petit, is identical so far
as generic phases are concerned with one canonically distrib-
uted, we shall say that its distribution is canonical with
respect to generic phases. Such an ensemble is evidently in
statistical equilibrium with respect to generic phases, although
it may not be so with respect to specific phases.

If we write H for the index of probability of a generic phase
in a grand ensemble, we have for the case of canonical
distribution

H = 0 + M.n — + >*»*-« _ (503)

It will be observed that the H is a linear function of e and
vv . . . vh ; also that whenever the index of probability of
generic phases in a grand ensemble is a linear function of
e, j/j, . . . vhi the ensemble is canonically distributed with
respect to generic phases.

192 SYSTEMS COMPOSED OF MOLECULES.

The constant Ii we may regard as determined by the
equation

/C]\TP ®
• / ^n - i - dp,... dqn, (504)

phases J ln-'-b_

or

[1/1 . . . [

' — phases

(505)

where the multiple sum indicated by 2Vl . . . 2rft includes all
terms obtained by giving to each of the symbols vi . . . vh all
integral values from zero upward, and the multiple integral
(which is to be evaluated separately for each term of the
multiple sum) is to be extended over all the (specific) phases
of the system having the specified numbers of particles of the
various kinds. The multiple integral hi the last equation is

JL

what we have represented by e 0. See equation (92). We
may therefore write

It should be observed that the summation includes a term
in which all the symbols vl . . . vh have the value zero. We
must therefore recognize in a certain sense a system consisting
of no particles, which, although a barren subject of study in
itself, cannot well be excluded as a particular case of a system
of a variable number of particles. In this case e is constant,
and there are no integrations to be performed. We have
therefore*

_4 _1
e ® = e ®, i. e.y \j/ = e.

* This conclusion may appear a little strained. The original definition
of ^ may not be regarded as fairly applying to systems of no degrees of
freedom. We may therefore prefer to regard these equations as defining
4/ in this case.

SYSTEMS COMPOSED OF MOLECULES. 193

The value of ep is of course zero in this case. But the
value of eq contains an arbitrary constant, which is generally
determined by considerations of convenience, so that eg and e
do not necessarily vanish with v^ , . . . vh.

Unless — II has a finite value, our formulae become illusory.
We have already, in considering petit ensembles canonically
distributed, found it necessary to exclude cases in which — ty
has not a finite value.* The same exclusion would here
make — ^r finite for any finite values of vl . . . vh. This does
not necessarily make a multiple series of the form (506) finite.
We may observe, however, that if for all values of vl . . . vh

\l/ ^. CQ + ^1 Vl) • • • 4" Ch Vht (507)

where £0, cv . . . ch are constants or functions of ®,

Co-MMl+CjK . . . -K/*A+CAVA

e

^

_n £p
& e

O. c_0
0^0

. . . e

-£+• e .-. + « e • (508)

The value of — II will therefore be finite, when the condition
(507) is satisfied. If therefore we assume that — fl is finite,
we do not appear to exclude any cases which are analogous to
those of nature.f

The interest of the ensemble which has been described lies
in the fact that it may be in statistical equilbrium, both in

* See Chapter IV, page 35.

t If the external coordinates determine a certain volume within which the
system is" confined, the contrary of (507) would imply that we could obtain
an infinite amount of work by crowding an infinite quantity of matter into a
finite volume.

13

194 SYSTEMS COMPOSED OF MOLECULES.

respect to exchange of energy and exchange of particles, with
other grand ensembles canonically distributed and having the
same values of ® and of the coefficients pv ^2, etc., when the
circumstances are such that exchange of energy and of
particles are possible, and when equilibrium would not sub-
sist, were it not for equal values of these constants in the two
ensembles.

With respect to the exchange of energy, the case is exactly
the same as that of the petit ensembles considered in Chapter
IV, and needs no especial discussion. The question of ex-
change of particles is to a certain extent analogous, and may
be treated in a somewhat similar manner. Let us suppose
that we have two grand ensembles canonically distributed
with respect to specific phases, with the same value of the
modulus and of the coefficients ^ . . . fih , and let us consider
the ensemble of all the systems obtained by combining each
system of the first ensemble with each of the second.

The probability-coefficient of a generic phase in the first
ensemble may be expressed by

e & (509)

The probability-coefficient of a specific phase will then be
expressed by

(510)

since each generic phase comprises \v^ . . . [z^ specific phases.
In the second ensemble the probability-coefficients of the
generic and specific phases will be

SYSTEMS COMPOSED OF MOLECULES. 195

The probability-coefficient of a generic phase in the third
ensemble, which consists of systems obtained by regarding
each system of the first ensemble combined with each of the
second as forming a system, will be the product of the proba-
bility-coefficients of the generic phases of the systems com-
bined, and will therefore be represented by the formula

e (513)

where ft"' = ft' + ft", e'" = e' + e", vi'" = vj + z>i", etc. It
will be observed that i//", etc., represent the numbers of
particles of the various kinds in the third ensemble, and e'"
its energy ; also that ft'" is a constant. The third ensemble
is therefore canonically distributed with respect to generic
phases.

If all the systems in the same generic phase in the third
ensemble were equably distributed among the zV" • • • | vjj" spe-

cific phases which are comprised in the generic phase, the prob-
ability-coefficient of a specific phase would be

In fact, however, the probability-coefficient of any specific
phase which occurs in the third ensemble is

which we get by multiplying the probability-coefficients of
specific phases in the first and second ensembles. The differ-
ence between the formulae (514) and (515) is due to the fact
that the generic phases to which (513) relates include not
only the specific phases occurring in the third ensemble and
having the probability-coefficient (515), but also all the
specifier phases obtained from these by interchange of similar
particles between two combined systems. Of these the proba-

196 SYSTEMS COMPOSED OF MOLECULES.

bility-coefficient is evidently zero, as they do not occur in the
ensemble.

Now this third ensemble is in statistical equilibrium, with
respect both to specific and generic phases, since the ensembles
from which it is formed are so. This statistical equilibrium
is not dependent on the equality of the modulus and the co-effi-
cients /Aj , . . . fxh in the first and second ensembles. It depends
only on the fact that the two original ensembles were separ-
ately in statistical equilibrium, and that there is no interaction
between them, the combining of the two ensembles to form a
third being purely nominal, and involving no physical connec-
tion. This independence of the systems, determined physically
by forces which prevent particles from passing from one sys-
tem to the other, or coming within range of each other's action,
is represented mathematically by infinite values of the energy
for particles in a space dividing the systems. Such a space
may be called a diaphragm.

If we now suppose that, when we combine the systems of
the two original ensembles, the forces are so modified that the
energy is nc longer infinite for particles in all the space form-
ing the diaphragm, but is diminished in a part of this space,
so that it is possible for particles to pass from one system
to the other, this will involve a change in the function e;//
which represents the energy of the combined systems, and the
equation e"f — ef + eff will no longer hold. Now if the co-
efficient of probability in the third ensemble were represented
by (513) with this new function e;//, we should have statistical
equilibrium, with respect to generic phases, although not to
specific. But this need involve only a trifling change in the
distribution of the third ensemble,* a change represented by
the addition of comparatively few systems in which the trans-
ference of particles is taking place to the immense number

* It will be observed that, so far as the distribution is concerned, very
large and infinite values of e (for certain phases) amount to nearly the same
thing, — one representing the total and the other the nearly total exclusion
of the phases in question. An infinite change, therefore, in the value of e
(for certain phases) may represent a vanishing change in the distribution.

SYSTEMS COMPOSED OF MOLECULES. 197

obtained by combining the two original ensembles. The
difference between the ensemble which would be in statistical
equilibrium, and that obtained by combining the two original
ensembles may be diminished without limit, while it is still
possible for particles to pass from one system to another. In -
this sense we may say that the ensemble formed by combining
the two given ensembles may still be regarded as in a state of
(approximate) statistical equilibrium with respect to generic
phases, when it has been made possible for particles to pass
between the systems combined, and when statistical equilibrium
for specific phases has therefore entirely ceased to exist, and
when the equilibrium for generic phases would also have
entirely ceased to exist, if the given ensembles had not been
canonically distributed, with respect to generic phases, with
the same values of @ and fiv . . . ph.

It is evident also that considerations of this kind will apply j
separately to the several kinds of particles. We may diminish '
the energy in the space forming the diaphragm for one kind of
particle and not for another. This is the mathematical ex-
pression for a " semipermeable" diaphragm. The condition
necessary for statistical equilibrium where the diaphragm is
permeable only to particles to which the suffix ( )x relates
will be fulfilled when /^ and ® have the same values in the
two ensembles, although the other coefficients /*2, etc., may be
different.

This important property of grand ensembles with canonical
distribution will supply the motive for a more particular ex-
amination of the nature of such ensembles, and especially of
the comparative numbers of systems in the several petit en-
sembles which make up a grand ensemble, and of the average
values in the grand ensemble of some of the most important
quantities, and of the average squares of the deviations from
these average values.

The probability that a system taken at random from a
grand ensemble canonically distributed will have exactly
i/j, . . . vh particles of the various kinds is expressed by the
multiple integral

198 SYSTEMS COMPOSED OF MOLECULES.

phases

or « . (517)

[vi . . . [1/5

This may be called the probability of the petit ensemble
0>i, ... vh). The sum of all such probabilities is evidently
unity. That is,

(518)

which agrees with (506).

The average value in the grand ensemble of any quantity
u, is given by the formula

phases

If w is a function of i/x, . . . i/A alone, i. e., if it has the same
value in all systems of any same petit ensemble, the formula
reduces to

8 ue

= X"'

Again, if we write ^grand an(i w] petit to distinguish averages in
the grand and petit ensembles, we shall have

In this chapter, in which we are treating of grand en-
sembles, u will always denote the average for a grand en-
semble. In the preceding chapters, u has always denoted
the average for a petit ensemble.

SYSTEMS COMPOSED OF MOLECULES. 199

Equation (505), which we repeat in a slightly different
form, viz.,

phases

shows that O is a function of ® and pv . . . fj,h ; also of the
external coordinates «1? a2, etc., which are involved implicitly
in e. If we differentiate the equation regarding all these
quantities as variable, we have

la

phases

phases

+ etc.

all

de e

phases

- etc. (523)

5

If we multiply this equation by e9, and set as usual Av Av
etc., for — de/da^ — delda^, etc., we get in virtue of the law
expressed by equation (519),

dto O _ d® -

200 SYSTEMS COMPOSED OF MOLECULES.

that is,

da = O + PI* — ft*-? ^ _ a - fa _ s 2i dai (525)

Since equation (503) gives

the preceding equation may be written

dQ, — ILd® — 2 vid/xi — 2 2l dalt (527)
Again, equation (526) gives

c?Q + Sjiie^i + S vi cZ/*! — de = ©dH + Hc2®. (528)
Eliminating <#fl from these equations, we get

de = — ©rfH + 2/x^i - S^j rfoj. (529)

If we set * = e + © H, (530)

d* = de + © dH + H d®, (531)

we have d* = H d® + 2 ^ d^ - S -^ e?^. (532)

The corresponding thermodynamic equations are

de = Tdy + 5 ^dmi — S -4i ^ , (533)

(534)

/xi cZm! — SA <?% . (535)

These are derived from the thermodynamic equations (114)
and (11 7) by the addition of the terms necessary to take ac-
count of variation in the quantities (mv mv etc.) of the
several substances of which a body is composed. The cor-
respondence of the equations is most perfect when the com-
ponent substances are measured in such units that mv m2,
etc., are proportional to the numbers of the different kinds
of molecules or atoms. The quantities pv p2, etc., in these
thermodynamic equations may be defined as differential coeffi-
cients by either of the equations in which they occur.*

* Compare Transactions Connecticut Academy, Vol. Ill, pages 116 ff.

SYSTEMS COMPOSED OF MOLECULES. 201

If we compare the statistical equations (529) and (532)
with (114) and (112), which are given in Chapter IV, and
discussed in Chapter XIV, as analogues of thermody-
namic equations, we find considerable difference. Beside the
terms corresponding to the additional terms in the thermo-
dynamic equations of this chapter, and beside the fact that
the averages are taken in a grand ensemble in one case
and in a petit in the other, the analogues of entropy, H
and ?/, are quite different in definition and value. We shall
return to this point after we have determined the order
of magnitude of the usual anomalies of vv ... vh.

If we differentiate equation (518) with respect to /ii, and
multiply by <H), we get

"0* h — b. " = 0? (536)

whence dtl/d^ = — vv which agrees with (527). Differen-
tiating again with respect to tav and to /*2, and setting

we get

- _«, _ to. . ^ rf^%

| vi

= 0) (537)

The first members of these equations represent the average
values of the quantities in the principal parentheses. We
have therefore

, = © ^ , (539)

= ®^r = ®lr- (54°)

202 SYSTEMS COMPOSED OF MOLECULES.

From equation (539) we may get an idea of the order of
magnitude of the divergences of vl from its average value
in the ensemble, when that average value is great. The
equation may be written

(541)

The second member of this equation will in general be small
when j/j is great. Large values are not necessarily excluded,
but they must be confined within very small limits with re-
spect to /JL. For if

(542)

for all values of ^i between the limits /*/ and /-tj", we shall
have between the same limits

— dvi > cZ/xi , (543)

and therefore

/I 1 \

> m" - Hi'- (544)

The difference /*/' — ^ is therefore numerically a very small
quantity. To form an idea of the importance of such a
difference, we should observe that in formula (498) ^ is
multiplied by v1 and the product subtracted from the energy.
A very small difference in the value of /^ may therefore be im-
portant. But since v <B) is always less than the kinetic energy
of the system, our formula shows that ^' — //,/, even when
multiplied by vj or i^", may still be regarded as an insensible
quantity.

We can now perceive the leading characteristics with re-
spect to properties sensible to human faculties of such an en-
semble as we are considering (a grand ensemble canonically
distributed), when the average numbers of particles of the vari-
ous kinds are of the same order of magnitude as the number
of molecules in the bodies which are the subject of physical

SYSTEMS COMPOSED OF MOLECULES. 203

experiment. Although the ensemble contains systems having
the widest possible variations in respect to the numbers of
the particles which they contain, these variations are practi-
cally contained within such narrow limits as to be insensible,
except for particular values of the constants of the ensemble.
This exception corresponds precisely to the case of nature,
when certain therm odynamic quantities corresponding to ®,
/ii, /A2, etc., which in general determine the separate densities
of various components of a body, have certain values which
make these densities indeterminate, in other words, when the
conditions are such as determine coexistent phases of matter.
Except in the case of these particular values, the grand en-
semble would not differ to human faculties of perception from
a petit ensemble, viz., any one of the petit ensembles which it
contains in which j^, j/2, etc., do not sensibly differ from their
average values.

Let us now compare the quantities H and 77, the average
values of which (in a grand and a petit ensemble respectively)
we have seen to correspond to entropy. Since

__

, \b — €

and *=

(545)

A part of this difference is due to the fact that H relates to
generic phases and 77 to specific. If we write ?7gen for the
index of probability for generic phases in a petit ensemble,
we have

^gen = ?! + ^g [Vl . . . [vfc , (546)

H - r, = H - ^ + log |vi . . . [v» , (547)

.!^ (548)

This is the logarithm of the probability of the petit en-
semble (vl . . . vh)* If we set

* See formula (517).

204 SYSTEMS COMPOSED OF MOLECULES.

-^ = >7gen> (549)

which corresponds to the equation

we have i/^ = $ + ® log [v,

and H-^^n + ^yi--@+°. (551)

This will have a maximum when *

Distinguishing values corresponding to this maximum by
accents, we have approximately, when vl , . . . vh are of the
same order of magnitude as the numbers of molecules in ordi-
nary bodies,

Q + /*iVi . . • + ^ftVft — Igen

- --

©

2© \dvidv ©

(553)

2© Vc?!'!^/ © \</ 20

'(554)
where (7 = Q + ^^" ^+ W " ^ (555)

and A 1/1 = vi — v/, A 1/2 = v2 — v2', etc. (556)

This is the probability of the system (^ . . . vh). The prob-
abilty that the values of v1 , . . . vh lie within given limits is
given by the multiple integral

* Strictly speaking, rj/gen is not determined as function of v1} . . . vh, except
for integral values of these variables. Yet we may suppose it to be deter-
mined as a continuous function by any suitable process of interpolation.

SYSTEMS COMPOSED OF MOLECULES.

205

20 dvi...dvh.
(557)

Tliis shows that the distribution of the grand ensemble with
respect to the values of vv . . . vh follows the " law of errors "
when i/j', . . . vh' are very great. The value of this integral
for the limits ± oo should be unity. This gives

or

6cMI = i,

ilogi>-|log(2ff®),

where D =

V

/ dVn.V
Wviflfow

that is, D =

(558)

(559)

'(560)

(561)

Now, by (553), we have for the first approximation

H - ^gen = C = 1 log D - | log (2ir0), (562)

and if we divide by the constant JT,* to reduce these quanti-
ties to the usual unit of entropy,

H - ^gen = ^g J> ~ h log (27T@)

.ST 2 JL

* See page 184-186.

206 SYSTEMS COMPOSED OF MOLECULES.

This is evidently a negligible quantity, since K is of the same
order of magnitude as the number of molecules in ordinary
bodies. It is to be observed that ?7gen is here the average in
the grand ensemble, whereas the quantity which we wish to
compare with H is the average in a petit ensemble. But as we
have seen that in the case considered the grand ensemble would
appear to human observation as a petit ensemble, this dis-
tinction may be neglected.

The differences therefore, in the case considered, between the
quantities which may be represented by the notations *

H*en [grand » ^*en (grand ' ^^ Ipetit

are not sensible to human faculties. The difference

and is therefore constant, so long as the numbers z>1? . . . vh
are constant. For constant values of these numbers, therefore,
it is immaterial whether we use the average of rjgen or of 77 for
entropy, since this only affects the arbitrary constant of in-
tegration which is added to entropy. But when the numbers
vv . . . vh are varied, it is no longer possible to use the index
for specific phases. For the principle that the entropy of any
body has an arbitrary additive constant is subject to limi-
tation, when different quantities of the same substance are
concerned. In this case, the constant being determined for
one quantity of a substance, is thereby determined for all
quantities of the same substance.

To fix our ideas, let us suppose that we have two identical
fluid masses in contiguous chambers. The entropy of the
whole is equal to the sum of the entropies of the parts, and
double that of one part. Suppose a valve is now opened,
making a communication between the chambers. We do not
regard this as making any change in the entropy, although
the masses of gas or liquid diffuse into one another, and al-
though the same process of diffusion would increase the

* In this paragraph, for greater distinctness, Hgen|grand and %p^lpetit have
been written for the quantities which elsewhere are denoted by H and rf.

SYSTEMS COMPOSED OF MOLECULES. 207

entropy, if the masses of fluid were different. It is evident,
therefore, that it is equilibrium with respect to generic phases,
and not with respect to specific, with which we have to do in
the evaluation of entropy, and therefore, that we must use
the average of H or of 7;gen , and not that of 77, as the equiva-
lent of entropy, except in the thermodynamics of bodies in
which the number of molecules of the various kinds is
constant.

RETURN TO the circulation desk of any
University of California Library

or to the

NORTHERN REGIONAL LIBRARY FACILITY
Bldg. 400, Richmond Field Station
University of California
Richmond, CA 94804-4698

ALL BOOKS MAY BE RECALLED AFTER 7 DAYS

• 2-month loans may be renewed by calling
(510)642-6753

• 1-year loans may be recharged by bringing
books to NRLF

• Renewals and recharges may be made
4 days prior to due date

DUE AS STAMPED BELOW

APR 2 1 2005

2 6 2005

DD20 6M 9-03

General Library .
University of Calif ormz
Berkeley

VC 11402

* a

UNIVERSITY OF CALIFORNIA UBRARY

.

,v\v <