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41 The First and Second Lawsof Thermodynamics 41.1 Introduction: Work An increment of heat absorbed by a system is written here as δQ and not dQ, in order to emphasize the fact that, in

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310 40 Phenomenological Thermodynamics: Temperature and Heat

and postpone the evaluation of the real part to the very end (i.e., in effect

we omit it) Below the surface z < 0 we assume that

T (z, t) = T ∞ + b1ei(k1z −ω1t) + b2ei(k2z −ω2t) , with complex (!) wavenumbers kj, j = 1, 2 The heat diffusion equation then leads for a given (real) frequency ω1or ω2= 365ω1to the following formula for calculating the wavenumbers:

iω j = D w k2j , giving 

D w k j=√ ω

j

i

With

i = 1 + i

2

one obtains for the real part k(1)j and imaginary part k(2)j of the

wavenum-ber k j in each case the equation

k j(1)= k j(2)=

√ ω j

√ 2Dw . The real part k1(1)gives a phase shift of the temperature rise in the ground

relative to the surface, as follows: whereas for z = 0 the maximum daytime

temperature average over the year occurs on the 21st June, below the

ground (for z < 0) the temperature maximum may occur much later The imaginary part k1(2) determines the temperature variation below ground;

it is much smaller than at the surface, e.g., for the seasonal variation of

the daytime average we get instead of T ∞ ± b1:

T ± (z) = T ∞ ± e −k(2)

1 |z| · b1;

however, the average value over the year, T ∞ , does not depend on z The

ground therefore only melts at the surface, whereas below a certain depth

|z| c it remains frozen throughout the year, provided that

T ∞+ e−k

(2)

1 |z| c · b1

lies below 0◦ C It turns out that the seasonal rhythm ω1 influences the penetration depth, not the daily time period ω2 From the measured pene-tration depth (typically a few decimetres) one can determine the diffusion

constant D w

2) With regard to Green’s functions, it can be shown by direct differentiation

that the function

G(x, t) := e

− x2

4Dw t

√ 4πDw t

is a solution to the heat diffusion equation (40.3) It represents a special solution of general importance for this equation, since on the one hand

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40.4 Solutions of the Diffusion Equation 311

for t → ∞, G(x, t) propagates itself more and more, becoming flatter and broader On the other hand, for t → 0 + ε, with positive infinitesimal

ε6, G(x, t) becomes increasingly larger and narrower In fact, for t → 0+,

G(x, t) tends towards the Dirac delta function,

G(x, t → 0+)→ δ(t) , since e

x2

2σ2

√ 2πσ2 for t > 0 gives a Gaussian curve gσ(x) of width σ2 = 2Dw t; i.e., σ → 0 for t → 0,

but always with unit area (i.e.,3

−∞

dxg σ (x) ≡ 1 as well as 3

−∞

dxx2g σ (x) ≡

σ2 , ∀σ) Both of these expressions can be obtained by using a couple

of integration tricks: the “squaring” trick and the “exponent derivative” trick, which we cannot go into here due to lack of space

Since the diffusion equation is a linear differential equation, the principle

of superposition holds, i.e., superposition of the functions f (x )· G(x −

x  , t), with any weighting f (x  ) and at any positions x , is also a solution

of the diffusion equation, and thus one can satisfy the Cauchy problem

for the real axis, for given initial condition T (x, 0) = f (x), as follows:

T (x, t) =



−∞

dx  f (x )· G(x − x  , t) (40.4)

For one-dimensional problems on the real axis, with the boundary condi-tion that for|x| → ∞ there remains only a time dependence, the Green’s

function is identical to the fundamental solution given above If special

boundary conditions at finite x have to be satisfied, one can modify the

fundamental solution with a suitable (more or less harmless) perturbation and thus obtain the Green’s function for the problem, as in electrostatics Similar results apply in three dimensions, with the analogous fundamental solution

G 3d(r, t) =: e

r2

4Dw t

(4πDw t) 3/2

These conclusions to this chapter have been largely “mathematical” How-ever, one should not forget that diffusion is a very general “physical” process;

we shall return to the results from this topic later, when treating the kinetic theory of gases.

6

One also writes t → 0+

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41 The First and Second Laws

of Thermodynamics

41.1 Introduction: Work

An increment of heat absorbed by a system is written here as δQ and not

dQ, in order to emphasize the fact that, in contrast to the variables of state

U and S (see below), it is not a total differential The same applies to work

A, where we write its increment as δA, and not as dA.

Some formulae:

α) Compressional work :

The incremental work done during compression of a fluid (gas or liquid),

is given by δA = −pdV [Work is given by the scalar product of the applied force and the distance over which it acts, i.e., δA = F · dz =

pΔS(2) · −dV/ΔS(2) =−pdV ]

β) Magnetic work :

In order to increase the magnetic dipole moment m Hof a magnetic sample

(e.g., a fluid system of paramagnetic molecules) in a magnetic field H we

must do an amount of work

δA = H · dm H (For a proof : see below.)

Explanation: Magnetic moment is actually a vector quantity like magnetic

fieldH However, we shall not concern ourselves with directional aspects

here Nevertheless the following remarks are in order A magnetic dipole momentm H atr  produces a magnetic fieldH:

H (m)(r) = −grad m H · (r − r )

4πμ0|r − r  |3 , where μ0 is the vacuum permeability On the other hand, in a field H

a magnetic dipole experiences forces and torques given by

F (m)= (m H · ∇)H and D (m)=m H × H

This is already a somewhat complicated situation which becomes even more complicated, when in a magnetically polarizable material we have

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314 41 The First and Second Laws of Thermodynamics

to take the difference between the magnetic field H and the magnetic

induction B into account As a reminder, B, not H, is “divergence free”,

i.e.,

B = μ0H + J ,

where J is the magnetic polarization, which is related directly to the

dipole momentm H by the expression

m H=



V

d3r J = V · J ,

where V is the volume of our homogeneously magnetized system.

In the literature we often find the term “magnetization” instead of “magnetic polarization” used for J or even for m H, even though, in the mksA system,

the term magnetization is reserved for the vector

M := J/μ0.

One should not allow this multiplicity of terminology or different conventions

for one and the same quantity dmH to confuse the issue Ultimately it “boils

down” to the pseudo-problem of μ0 and the normalization of volume In any case we shall intentionally write here the precise form

δA = H · dm H (and not = H · dM)

In order to verify the first relation, we proceed as follows The inside of

a coil carrying a current is filled with material of interest, and the work done

on changing the current is calculated (This is well known exercise.) The work

is divided into two parts, the first of which changes the vacuum field energy density μ0H2

2 , while the second causes a change in magnetic moment This is based on the law of conservation of energy applied to Maxwell’s theory For

changes in w, the volume density of the electromagnetic field energy, we have

δw ≡ E · δD + H · δB − j · E · δt ,

where E is the electric field, j the current density and D the dielectric

polarization; i.e., the relevant term is the last-but-one expression,

H · δB , with δB = μ0δ H + δJ ,

i.e., here the term∝ δJ is essential for the material, whereas the term ∝ δH,

as mentioned, only enhances the field-energy

If we introduce the particle number N as a variable, then its conjugated quantity is μ, the chemical potential, and for the work done on our material

system we have:

δA = −pdV + Hdm H + μdN =:

i

f i dX I , (41.1)

where dXi is the differential of the work variables The quantities dV , dmH and dN (i.e., dXi) are extensive variables, viz they double when the system size is doubled, while p, H and μ (i.e., fi) are intensive variables.

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41.2 First and Second Laws: Equivalent Formulations 315

41.2 First and Second Laws: Equivalent Formulations

a) The First Law of Thermodynamics states that there exists a certain vari-able of state U (T , V, m H , N ), the so-called internal energy U (T , X i), such that (neither the infinitesimal increment δQ of the heat gained nor the in-finitesimal increment δA of the work done alone, but ) the sum, δQ + δA, forms the total differential of the function U , i.e.,

δQ + δA ≡ dU = ∂U

∂T dT +

∂U

∂V dV +

∂U

∂m H

dmH+ ∂U

∂N dN ,

or more generally

= ∂U

∂T dT +



i

∂U

∂X i dXi

(This means that the integrals3

W

δQ and 3

W

δA may indeed depend on the integration path W , but not their sum3

W

(δQ + δA) = 3

W

dU For a closed

integration path both5

δQ and5

δA may thus be non-zero, but their sum

is always zero:5

(δQ + δA) =5

dU ≡ 0.) b) As preparation for the Second Law we shall introduce the term irre-versibility: Heat can either flow reversibly (i.e., without frictional heat

or any other losses occurring) or irreversibly (i.e., with frictional heat),

and as we shall see immediately this is a very important difference In

contrast, the formula δA = −pdV + is valid independently of the type

of process leading to a change of state variable

The Second Law states that a variable of state S(T , V, mH , N ) exists, the so-called entropy, generally S(T , Xi), such that

dS ≥ δQ

where the equality sign holds exactly when heat is transferred reversibly What is the significance of entropy? As a provisional answer we could say that

it is a quantitative measure for the complexity of a system Disordered sys-tems (such as gases, etc.) are generally more complex than regularly ordered systems (such as crystalline substances) and, therefore, they have a higher entropy

There is also the following important difference between energy and en-tropy: The energy of a system is a well defined quantity only apart from an additive constant, whereas the entropy is completely defined We shall see later that

S

k B ≡ −

j

p j · ln p j , where pj are the probabilities for the orthogonal system states, i.e.,

p j ≥ 0 and p j ≡ 1

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316 41 The First and Second Laws of Thermodynamics

We shall also mention here the so-called Third Law of Thermodynamics

or Nernst’s Heat Theorem: The limit of the entropy as T tends to zero, S(T → 0, X i), is also zero, except if the ground state is degenerate.1 As

a consequence, which will be explained in more detail later, the absolute

zero of temperature T = 0 (in degrees Kelvin) cannot be reached in a finite

number of steps

The Third Law follows essentially from the above statistical-physical for-mula for the entropy including basic quantum mechanics, i.e., an energy gap

between the (g0-fold) ground state and the lowest excited state (g1-fold) Therefore, it is superfluous in essence However, one should be aware of the above consequence At the time Nernst’s Heat Theorem was proposed (in 1905) neither the statistical formula nor the above-mentioned consequence was known

There are important consequences from the first two laws with regard to the coefficients of the associated, so-called Pfaff forms or first order differential forms We shall write, for example,

δQ + δA = dU =

i

a i(x1, , x f)dxi , with x i = T , V, mH , N

The differential forms for dU are “total”, i.e., they possess a stem function

U (x1, , x f), such that, e.g.,

a i= ∂U

∂x i . Therefore, similar to the so-called holonomous subsidiary conditions in

me-chanics, see Part I, the following integrability conditions are valid:

∂a i

∂x k =

∂a k

∂x i for all i, k = 1, , f Analogous relations are valid for S.

All this will be treated in more depth in later sections We shall begin as follows

41.3 Some Typical Applications: CV and ∂U ∂V;

The Maxwell Relation

We may write

dU (T , V ) = ∂U

∂T dT +

∂U

∂V dV = δQ + δA

1

If, for example, the ground state of the system is spin-degenerate, which

presup-poses that H ≡ 0 for all atoms, according to the previous formula we would then

have S(T → 0) = k B N ln 2.

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41.3 Some Typical Applications: C V and ∂V; The Maxwell Relation 317

The heat capacity at constant volume (dV = 0) and constant N (dN = 0), since δA = 0, is thus given by

C V (T , V, N ) = ∂U (T , V, N )

Since

∂V



∂U

∂T



=

∂T



∂U

∂V



,

we may also write

∂C V (T , V, N )

∂T



∂U

∂V



.

A well-known experiment by Gay-Lussac, where an ideal gas streams out

of a cylinder through a valve, produces no thermal effects, i.e.,

∂T



∂U

∂V



= 0

This means that for an ideal gas the internal energy does not depend on the

volume, U (T , V ) ≡ U(T ) and C V = CV (T ), for fixed N

According to the Second Law

dS = δQ |reversible

dU − δA |rev

dU + pdV

∂U

∂T

dT

T +



∂U

∂V + p



dV

T ,

i.e., ∂S

∂T =

1

T

∂U

∂T and

∂S

∂V =

1

T



∂U

∂V + p



.

By equating mixed derivatives,

2S

∂V ∂T =

2S

∂T ∂V , after a short calculation this gives the so-called Maxwell relation

∂U

∂V ≡ T ∂p

As a consequence, the caloric equation of state, U (T , V, N ), is not

re-quired for calculating ∂U ∂V ; it is sufficient that the thermal equation of state, p(T , V, N ), is known.

If we consider the van der Waals equation (see below), which is perhaps

the most important equation of state for describing the behavior of real gases:

p = − a

v2+ k B T

v − b ,

it follows with

v := V

N and u :=

U

N that

∂U

∂V =

∂u

∂v = T

∂p

∂T − p = + a

v2 > 0

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318 41 The First and Second Laws of Thermodynamics

The consequence of this is that when a real gas streams out of a pressurized cylinder (Gay-Lussac experiment with a real gas) then U tends to increase, whereas in the case of thermal isolation, i.e., for constant U , the temperature

T must decrease:

dT

dV |U=− ∂U/∂V

∂U/∂T ∝ − a

v2 .

(In order to calculate the temperature change for a volume increase at

con-stant U we have used the following relation:

0= dU =! ∂U

∂T dT +

∂U

∂V dV ,

and therefore

dT

dV |U=− ∂V ∂U

∂U

∂T

The negative sign on the r.h.s of this equation should not be overlooked.)

41.4 General Maxwell Relations

A set of Maxwell relations is obtained in an analogous way for other extensive

variables Xi (reminder: δA =

i f idXi) In addition to

∂U

∂V = T

∂p

∂T −p we also have ∂U

∂m H

= H −T ∂H

∂T and

∂U

∂N = μ −T ∂μ

∂T ,

and in general

∂U

∂X i

= f i − T ∂f i

41.5 The Heat Capacity Differences

Cp − CV and CH − Cm

In order to calculate the difference Cp −C V, we begin with the three relations

C p=δQ |p

dT =

dU − δA

dT , dU =

∂U

∂T dT +

∂U

∂V dV and δA = −pdV ,

and obtain: C p= δQ |p

dT =

dU − δA

∂U

∂T +



∂U

∂V + p

 

dV dT



|p

Therefore,

C p ≡ C V +



∂U

∂V + p

 

dV dT



|p , or C p − C V =



∂U

∂V + p

 

dV dT



|p

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41.6 Enthalpy and the Joule-Thomson Experiment; Liquefaction of Air 319 Using the above Maxwell relation we then obtain

C p − C v = T ∂p

∂T ·



dV dT



|p

, and finally C p − C V =−T ∂p

∂T ·

∂p

∂T

∂p

∂V

Analogously for CH − C mwe obtain:

C H − C m = T ∂H

∂T ·

∂H

∂T

∂H

∂m H

.

These are general results from which we can learn several things, for

example, that the difference Cp − C V is proportional to the isothermal com-pressibility

κ T :=1

V

∂V

∂p . For incompressible systems the difference Cp − C V is therefore zero, and for solids it is generally very small

In the magnetic case, instead of compressibility κT , the magnetic suscep-tibility χ = ∂m H

∂H is the equivalent quantity

For an ideal gas, from the thermal equation of state,

p = N

V k B T ,

one obtains the compact result

C p − C V = N kB (Chemists write: Cp − C V = nMolR0) It is left to the reader to obtain the analogous expression for an ideal paramagnetic material

41.6 Enthalpy and the Joule-Thomson Experiment; Liquefaction of Air

In what follows, instead of the internal energy U (T , V, ) we shall introduce

a new variable of state, the enthalpy I(T , p, ) This is obtained from the

internal energy through a type of Legendre transformation, in a similar way

to the Hamilton function in mechanics, which is obtained by a Legendre transform from the Lagrange function Firstly, we shall write

I = U + p · V and then eliminate V using the thermal equation of state

p = p(T , V, N, ) ,

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320 41 The First and Second Laws of Thermodynamics

resulting in I(T , p, mH , N, ) We can also proceed with other extensive variables, e.g., mH, where one retains at least one extensive variable, usually

N , such that I ∝ N, and then obtains “enthalpies” in which the extensive variables Xi(= V , mH or N ) are replaced wholly (or partially, see above) by the intensive variables fi = p, H, μ etc., giving the enthalpy

I(T , p, H, N, ) = U + pV − m H H ,

or generally

I(T , f1, , f k , X k+1 , ) = U (T , X1, , X k , X k+1 , ) −

k



i=1

f i X i

We can proceed in a similar manner with the work done Instead of ex-tensive work

δA =

i

f idXi ,

we define a quantity the intensive work

δA  := δA − d



i

f i X i ,

such that

δA  =

i

X idfi

is valid The intensive work δA  is just as “good” or “bad” as the extensive work δA For example, we can visualize the expression for intensive work

δA  = +V dp

by bringing an additional weight onto the movable piston of a cylinder con-taining a fluid, letting the pressure rise by moving heavy loads from below onto the piston As a second example consider the magnetic case, where the expression for intensive magnetic work

δA  =−m H dH

is the change in energy of a magnetic dipole m H in a variable magnetic field,

H → H + dH ,

at constant magnetic moment

From the above we obtain the following equivalent formulation of the first law

A variable of state, called enthalpy I(T , p, H, N, ), exists whose total

differential is equal to the sum

δQ + δA  .

... equivalent formulation of the first law

A variable of state, called enthalpy I(T , p, H, N, ), exists whose total

differential is equal to the sum

δQ + ? ?A ...

X idfi

is valid The intensive work ? ?A  is just as “good” or “bad” as the extensive work ? ?A For example, we can visualize the expression...

is the change in energy of a magnetic dipole m H in a variable magnetic field,

H → H + dH ,

at constant magnetic moment

From the above we obtain the following

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