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Statistical physics overview
Statistical physics is a branch of physics that studies the collective behaviour of physical systems using the principles of statistical mechanics, an approach that seeks to understand the macroscopic properties and phenomena of matter statistically from the motion and interaction of microscopic particles (molecules and atoms).
The main concepts of statistical physics include the following
- Basis of statistical mechanics: statistical physics uses the methods of statistical mechanics to investigate the statistical behaviour of microscopic states of physical systems. Statistical mechanics applies the ideas of probability theory and statistics to statistically describe the properties of systems in which a large number of particles interact.
- Canonical ensembles and grand canonical ensembles: in statistical physics, the states in which a physical system can exchange energy and number of particles (canonical ensembles) and states in which the energy and number of particles are not fixed (grand canonical ensembles), also described in “Replica Exchange Monte Carlo and Multicanonical Methods“. Grand canonical ensemble) are taken into account. This allows the statistical behaviour of physical quantities in thermal equilibrium and equilibrium states to be analysed.
- Density of states and entropy: In statistical physics, the density of states of a physical system and the concept of entropy, which is also discussed in “Overview of cross-entropy and related algorithms and implementation examples“, are important. The density of states describes the number of states that exist within a particular energy range, while entropy indicates the degree of disorder or order in a physical system.
- Phase transitions and critical phenomena: statistical physics is also relevant to the study of phase transitions and critical phenomena. Phase transitions are phenomena in which the phase of matter (solid, liquid, gas, etc.) changes, while critical phenomena refer to physical phenomena around critical points where phase transitions occur, and statistical physics methods are used to understand phase transitions and critical phenomena.
Statistical physics is closely related to thermodynamics and quantum mechanics, as described in “Quantum mechanics, artificial intelligence and natural language processing“, and plays an important role in understanding many-body problems and the physical properties of materials. Statistical physics methods are also used in many application areas, such as materials science, condensed matter physics, biophysics and quantum information science.
Fundamentals of statistical mechanics
Statistical mechanics is a theoretical framework for investigating the statistical behaviour of microscopic states of physical systems, in which probability theory and statistical methods are applied to physics to statistically describe the properties of systems in which a large number of microscopic particles (molecules and atoms) interact.
The basic concepts of statistical mechanics are as follows
- Statistical ensembles: statistical mechanics assumes that physical systems exist within certain ensembles (populations) under certain conditions. The main statistical ensembles are the microcanonical ensemble, the canonical ensemble and the grand canonical ensemble. Each is treated under different constraints on the energy and number of particles in the system.
- Density of states: the density of states represents the number of states that exist within a specific energy range. The density of states is an important physical quantity that indicates how many states exist for an energy and is used in statistical mechanics calculations.
- Boltzmann entropy: the Boltzmann entropy is a measure of the degree of disorder or order in a physical system; in statistical mechanics, the state that maximises entropy is the equilibrium state of the system.
- Statistical mean: in statistical mechanics, the statistical mean of physical quantities is considered. For example, the average value of a physical quantity such as energy, pressure or magnetisation is calculated statistically, and the statistical mean is obtained by statistically adding up the contributions of the individual microscopic states.
- Thermodynamic limit: In statistical mechanics, the thermodynamic behaviour of a system when the number of particles in the system is very large is considered, and in the thermodynamic limit, the results of statistical mechanics are shown to be consistent with the laws of thermodynamics.
These are discussed in more detail below.
First, let’s talk about statistical ensembles. Statistical ensembles provide a framework for calculating statistical properties such as equilibrium states and averages by describing the probability distribution of different states of a physical system, and the theory of statistical ensembles has applications in understanding phase transitions of matter, properties of equilibrium states and thermodynamic relationships. Statistical ensembles are also linked to quantum mechanics and applied to the study of quantum statistics and condensed matter physics. Statistical ensembles include the following
- Microcanonical ensembles: microcanonical ensembles deal with states where the energy, volume and number of particles are constant in a closed system. In other words, the total energy and number of particles in the physical system are constant and represent an isolated system. In this ensemble, the probability distribution is an equi-probability distribution.
- Canonical ensemble: the canonical ensemble will deal with states where the given temperature, volume and number of particles are constant. In other words, it represents a state in which the physical system can exchange energy and number of particles with the heat bath, and in this ensemble, the probability distribution is the Boltzmann distribution. The canonical ensemble is used to represent equilibrium and thermal equilibrium states.
- Grand canonical ensemble: the grand canonical ensemble will deal with states where a given temperature, chemical potential and volume are constant. In other words, it represents a state in which the physical system exchanges particles with a heat bath, and in this ensemble, the probability distribution is a grand canonical distribution. The grand canonical ensemble is used to account for open systems with fluctuating numbers of particles and fractuations in the number of particles.
Next, the density of states is discussed. Density of States in statistical mechanics is a concept that describes the number of energy states in a physical system, where the density of states indicates the number of states that exist within a specific energy range and plays an important role in understanding the statistical behaviour of microscopic states in physical systems.
It is specifically defined as the density function of energy states, which expresses the number of states within an energy range per unit energy, and the density of states is a fundamental physical quantity for investigating statistical dynamical properties and is used to calculate energy distributions and thermodynamic quantities.
The density of states is also related to the energy spectrum and energy band structure of a system, for example, the density of states considering the energy band structure of electrons in solid state physics. The energy band structure describes the distribution of energy levels of electrons, while the density of states describes the number of electrons in each energy band.
Boltzmann entropy is a concept in statistical mechanics and is an indicator of the degree of disorder or order in a physical system. Entropy is said to be proportional to the logarithm of the number of microscopic states of the system, and Boltzmann entropy is its specific form. It is one of the
The Boltzmann entropy S is expressed as follows.
S = k ln Ω
where k is Boltzmann’s constant (Boltzmann’s constant k = 1.380649 × 10^-23 J/K) and Ω is the number of microscopic states of the physical system.
Boltzmann entropy is a measure of the disorder or stochastic distribution of the states of a system, while the number of states Ω is the number of microscopic states of a physical system, corresponding to the possible values of the energy and number of particles in the system. The Boltzmann entropy increases as the system has a greater variety of states.
Boltzmann entropy is used in statistical mechanics to describe thermal equilibrium and equilibrium states, where the energy is most stochastically distributed and the Boltzmann entropy is greatest in thermal equilibrium. The less uniform the energy and the less biased the energy distribution, the higher the Boltzmann entropy, and the Boltzmann entropy is also related to the second law of thermodynamics. The second law of thermodynamics states that the entropy of an isolated system increases with time, and since the Boltzmann entropy represents the entropy of the system, its relationship with the second law of thermodynamics indicates the direction and constraints of physical phenomena in nature.
Statistical averaging in statistical mechanics is a concept used to view the properties and phenomena of physical systems from a statistical point of view, and statistical averaging is obtained by statistically calculating the average value of a physical quantity in several microscopic states.
The microscopic state of a physical system is characterised by parameters such as the energy, position, momentum and degrees of freedom of the system, and statistical mechanics investigates the average behaviour of the system by assuming that the microscopic state of the physical system is stochastically distributed and by determining the average value of a physical quantity in several states.
The statistical mean is expressed as the expected value or average of a physical quantity A. The statistical mean of a physical quantity A is expressed as follows.
〈〈A〉 = Σ (A_i P_i)
where 〈A〉 is the statistical mean of physical quantity A, A_i is the value of physical quantity A in individual microscopic state i, P_i is the probability in state i and Σ is the sum over all states.
The statistical mean is calculated in combination with the probability distribution and the density of states, where the density of states represents the number of states in a particular energy range, the probability distribution indicates the importance and probability of occurrence of each state, and this information can be used to obtain the statistical mean of the physical quantity.
Statistical averages are important for understanding the average properties and behaviour of physical systems, for example, statistical averages of physical quantities such as energy, pressure and magnetisation represent properties in the equilibrium and thermal equilibrium states of a system, and statistical averages are also used to study phase transitions and critical phenomena, and to analyse physical properties of materials.
Finally, the Thermodynamic Limit is a concept that refers to the limit in statistical mechanics where the size of the system becomes very large. In the thermodynamic limit, the size of the system approaches infinity and the number of particles and volume are considered to be very large.
In the thermodynamic limit, the following properties appear
- Infinite number of particles: in the thermodynamic limit, the number of particles in the system becomes very large. This causes the microscopic details of the behaviour and interactions of individual particles to be neglected and statistical averages dominate the properties of the system.
- Infinite volume: in the thermodynamic limit, the volume of the system also approaches infinity. For this reason, the system is assumed to be isolated and external influences and boundary effects are neglected.
- Thermal equilibrium state: in the thermodynamic limit, the system is assumed to be in thermal equilibrium. This means that the distribution of energy and the average of physical quantities are assumed to remain unchanged over time.
Under the thermodynamic limit, the laws of statistical mechanics and thermodynamic relationships are shown to hold, e.g. in thermal equilibrium, the maximum probability distribution of energy is the Boltzmann distribution. Also, the basic thermodynamic relations, such as the basic thermodynamic equation for the relationship between energy and entropy, are valid.
The thermodynamic limit is an approximation applied when the size of the system is very large, and may not be completely valid in real physical systems. However, for many physical systems, the approximation of the thermodynamic limit is reasonable and can be useful in describing the average behaviour of large systems.
The idea of thermodynamic limits provides a basic framework for statistical mechanics and plays an important role in understanding the average properties of physical systems, phase transitions and properties of equilibrium states. Approximations of the thermodynamic limit are also commonly used in the calculation and modelling of physical systems.
Algorithms relevant to statistical physics.
There are various algorithms in statistical physics, mainly used to understand the relationship between the microscopic state of a system and its macroscopic properties. Typical algorithms include.
1. the Monte Carlo Methods (Monte Carlo Methods):
– Metropolis-Hastings Algorithm: used for sampling the state space and useful for studying the equilibrium state of the system.
– Farnsworth-Wilson Algorithm: provides an efficient method for sampling different states of the system.
2. the Ising Model:
– Simple simulation algorithms: e.g. methods for updating spins based on interactions between neighbouring spins.
3, Green’s Function Methods:
– Methods for elucidating the dynamics of a system, e.g. important in quantum statistical mechanics.
4, Molecular Dynamics (MD):
– Used to simulate the motion of microscopic particles and predict macroscopic properties.
5. spectral methods (Spectral Methods):
– Methods for calculating wave functions and energy spectra, mainly applied to quantum statistical physics.
Example of a python implementation of statistical physics
As a simple example of a Python implementation of a statistical physics problem, an implementation of a Monte Carlo simulation using an Ising model is presented. An Ising model is a model for simulating the interaction of spin systems, and here a two-dimensional Ising model is used to update an array of spins in a Monte Carlo simulation and observe changes in the magnetisation.
Shown below is the Python code for a Monte Carlo simulation of the basic 2D Ising model.
import numpy as np
import matplotlib.pyplot as plt
# model parameter
L = 20 # Grid size (LxL)
T = 2.2 # Temperature.
J = 1.0 # Interaction between spins
num_steps = 10000 # Number of steps
# Initial spin array.
spins = np.random.choice([-1, 1], size=(L, L))
def compute_energy(spins):
""" Energy calculations """
energy = 0
for i in range(L):
for j in range(L):
S = spins[i, j]
nb = spins[(i+1)%L, j] + spins[i, (j+1)%L] + spins[(i-1)%L, j] + spins[i, (j-1)%L]
energy -= J * S * nb
return energy / 2.0
def compute_magnetization(spins):
""" Calculation of magnetisation """
return np.sum(spins) / (L * L)
def monte_carlo_step(spins, T):
""" Monte Carlo Steps """
i, j = np.random.randint(0, L, 2)
S = spins[i, j]
nb = spins[(i+1)%L, j] + spins[i, (j+1)%L] + spins[(i-1)%L, j] + spins[i, (j-1)%L]
dE = 2 * J * S * nb
if dE < 0 or np.random.rand() < np.exp(-dE / T):
spins[i, j] = -S
def simulate(spins, T, num_steps):
""" Simulation """
magnetizations = []
for step in range(num_steps):
monte_carlo_step(spins, T)
if step % 100 == 0:
magnetizations.append(compute_magnetization(spins))
return magnetizations
# Running the simulation
magnetizations = simulate(spins, T, num_steps)
# Plotting the results
plt.plot(magnetizations)
plt.xlabel('Number of steps')
plt.ylabel('magnetisation')
plt.title(f'2D Ising Model (T={T})')
plt.show()
The code consists of the following
- Setting the model parameters: lattice size, temperature, interactions between spins, number of simulation steps, etc.
- Generating the initial spin array: initialise the spins at random.
- Calculate energy and magnetisation: define a function to calculate the energy and magnetisation from the spin array.
- Monte Carlo step: implement a Monte Carlo step to change the spin configuration.
Running the simulation: update the spin array using the Monte Carlo method and track the changes in magnetisation. - Plotting the results: visualise the results of the simulation by plotting the changes in magnetisation.
Examples of applications of statistical physics to artificial intelligence technology
There are many applications at the intersection of statistical physics and artificial intelligence (AI) techniques. Examples of these are discussed here.
1. solving optimisation problems: algorithms commonly used in statistical physics (e.g. the Metropolis-Hastings method) can be combined with AI techniques to solve complex optimisation problems. For example, Simulated Annealing is an optimisation technique developed from statistical physics and applied to AI optimisation problems. This allows efficient solutions to network design and scheduling problems.
2. machine learning training: statistical physics methods are also used to train machine learning models. In particular, statistical approaches such as random forests** and **Boltzmann Machines** are used to adjust parameters and train models. Boltzmann machines are stochastic generative models and are characterised by learning using the energy function of statistical physics.
3. data analysis and pattern recognition: statistical physics methods are also used in data analysis and pattern recognition. In particular, statistical physics methods are applied in clustering algorithms and network analysis. For example, models of spin systems and networks can be used to understand structures and relationships within a data set.
4. modelling complex systems: statistical physics methods are used for modelling complex systems; the combination of AI and statistical physics allows agent-based models and simulations of complex systems, which can lead to the development of economic systems, social networks and even weather models, and other complex interacting systems can be analysed.
5. reinforcement learning: Reinforcement learning algorithms incorporate ideas from statistical physics. Reinforcement learning methods, such as Policy Gradient Methods described in “Overview of the policy gradient method and examples of algorithms and implementations” and Q-learning described in “Overview of Q-Learning and Examples of Algorithms and Implementations“, for example, use energy minimisation concepts and stochastic transitions to help learn optimal behavioural strategies.
6. design of generative models: concepts from statistical physics are used in Generative Models. In particular, the design of Generative Anti-Networks (GANs) described in “Overview of GANs and their various applications and implementations” and Variational Autoencoders (VAEs) described in “Overview of Variational Autoencoder (VAE), its algorithms and implementation examples” incorporate energy functions and probabilistic methods, which enable the generation and transformation of realistic data.
Reference information and reference books
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