User talk:Paul Wormer/scratchbook: Difference between revisions

From Citizendium
Jump to navigation Jump to search
imported>Paul Wormer
imported>Paul Wormer
No edit summary
 
(29 intermediate revisions by the same user not shown)
Line 1: Line 1:
The '''second law of thermodynamics''', as formulated in the middle of the 19th century by [[William Thomson]] (Lord Kelvin) and [[Rudolf Clausius]], states that it is impossible to gain mechanical energy from  heat flowing from a ''cold'' to a ''hot'' body. Clausius postulated that the opposite is the case, namely, that it always requires input of  mechanical energy (work) to transport heat from a low- to a high-temperature object.  
{{Image|Complex number.png|right|350px| Complex number ''z'' &equiv; ''r'' exp(''i''&theta;) multiplied by ''i'' gives <i>z'</i> <nowiki>=</nowiki> <i>z</i>&times;''i''
<nowiki>=</nowiki> ''z'' exp(''i''&thinsp;&pi;/2) (counter clockwise rotation over 90°). Division of ''z'' by ''i'' gives ''z''". Division by ''i'' is multiplication by &minus;''i'' <nowiki> = </nowiki> exp(&minus;''i''&thinsp; &pi;/2) (clockwise rotation over 90°).}}


Thomson formulated the principle in a slightly different, but equivalent way. He said that it is impossible to extract work from a single source of heat in a cyclic process. In a cyclic process the heat source finishes in an  thermodynamic state that is identical to the state at the beginning of the process; the heat source does not lose any net [[internal energy]]. In order that a cyclic process is in agreement with the [[first law of thermodynamics]] (i.e., conserves energy), it is necessary that the heat generated by the work is returned to the heat source.
==Complex numbers in physics==
===Classical physics===
Classical physics consists of [[classical mechanics]], [[Maxwell's equations|electromagnetic theory]], and phenomenological [[thermodynamics]]. One can add Einstein's special and general theory of [[relativity]] to this list, although this theory, being formulated in the 20th century, is usually not referred to as "classical". In these four branches of physics the basic quantities and equations governing the behavior of the quantities are real.


Without the second law there would be no energy shortage. For example, it would be possible—as already pointed out by Lord Kelvin—to propel ships by energy extracted from sea water. After all, the oceans contain immense amounts of internal energy. When one could extract a small portion of it—whereby a slight cooling of the sea water would occur—and  use this energy to propel a ship (a form of work), then ships could move without any net consumption of energy.  It would ''not'' violate the [[first law of thermodynamics]], because the ship's rotating propellers would again heat the water and in total the energy of the supersystem "ship-plus-ocean" would be conserved, in agreement with the first law.  Unfortunately, it is not possible, no work can be extracted from  the  water, because it is  a single source of heat. Clausius would explain the impossibility by observing that  ships are warmer than sea water (or at least they are not colder) and hence it needs work to transport heat from the sea to the ship.  
Classical mechanics has three different, but equivalent, formulations. The oldest, due to [[Isaac Newton|Newton]], deals with masses and position vectors of particles, which are real, as is time ''t''. The first and second time derivatives of the position vectors enter Newton's equations and these are obviously real, too. The same is true for [[Lagrange formalism|Lagrange's formulation]] of classical mechanics in terms of position vectors and velocities of particles and for [[Hamilton formalism|Hamilton's formulation]] in terms of [[momentum|momenta]] and positions.


{{Image|Second law.png|right|250px|Fig. 1. Second law: If ''W'' > 0 then ''T''<sub>1</sub> > ''T''<sub>2</sub> and ''Q''<sub>out</sub> &ne; 0.}}
Maxwell equations, that constitute the basis of electromagnetic theory, are in terms of real vector operators ([[gradient]], [[divergence]], and [[curl]]) acting on real [[electric field|electric]] and [[magnetic field|magnetic]] fields.  
A similar setup on land, where energy extracted from the earth, would charge batteries, and heat, dissipated by electric currents generated by the batteries, would be given back to the earth, is also out of the question because of the same fundamental law.


The second law is summarized in figure 1. Two heat reservoirs are shown, one of absolute [[temperature]] ''T''<sub>1</sub> and the other of temperature ''T''<sub>2</sub>. They are coupled by a [[heat engine]] (green circle), a  construct that can convert heat ''Q''<sub>in</sub> into work ''W''. The "rest heat" ''Q''<sub>out</sub> is delivered to reservoir 2.
Thermodynamics is concerned with concepts as [[internal energy]], [[entropy]], and [[work]]. Again, these properties are real.  


The scheme shown in figure 1, invented by [[Sadi Carnot]], is an idealized representation  of many power-generating machines.  Take for instance, an ordinary motor car. The first heat bath is formed by the cylinders in which gasoline is burned, the second heat bath is the environment of the car—the rest heat is delivered to it through the car's radiator. The heat engine is formed by the moving pistons that perform the actual work.  
The special theory of relativity is formulated in [[Minkowski space]]. Although this space is sometimes described as a 3-dimensional [[Euclidean space]] to which the axis ''ict'' (''i'' is the imaginary unit, ''c'' is speed of light, ''t'' is time) is added as a fourth dimension, the role of ''i'' is non-essential. The imaginary unit is introduced as a pedestrian way to the computation of the indefinite, real, inner product that in Lorentz coordinates has the metric
:<math>
\begin{pmatrix}
-1 & 0 & 0 & 0 \\
0  & 1 & 0 & 0 \\
0  & 0 & 1 & 0 \\
0  & 0 & 0 & 1 \\
\end{pmatrix},
</math>
which obviously is real. In other words, Minkowski space is a space over the real field ℝ.
The general theory of relativity is formulated over  real [[differentiable manifold]]s that  are  locally Lorentzian. Further, the Einstein field equations contain mass distributions that are  real.


When net work ''W'' (positive) is performed, the Kelvin principle states that ''Q''<sub>out</sub> &ne; 0, because otherwise there would be a single heat source. The Clausius principle states that necessarily ''T''<sub>1</sub> > ''T''<sub>2</sub>.  Hence the second law states that it is not possible to convert all the heat ''Q''<sub>in</sub> delivered by the first reservoir into work, part of it goes into  rest heat ''Q''<sub>out</sub> that is transported to a second reservoir of lower temperature. In the case of a car it means that only part of the combustion energy of the gasoline is converted into work, and that a running car by necessity heats up its environment.  
So, although the classical branches of physics do not need complex numbers, this does not mean that these numbers cannot be useful. A very important mathematical technique, especially for those branches of physics where there is flow (of electricity, heat, or mass) is [[Fourier analysis]]. The Fourier series is most conveniently formulated in complex form. Although it would be possible to formulate it in real terms (expansion in terms of sines and cosines) this would be cumbersome, given the fact that the application of the usual trigonometric formulas for the multiplication of sines and cosines is so much more difficult than the corresponding multiplication of complex numbers. Especially electromagnetic theory makes heavy use of complex numbers, but it must be remembered that the final results, that are to be compared with observable quantities, are real.
===Quantum physics===
In quantum physics complex numbers are essential. In the oldest formulation, due to [[Heisenberg]] the imaginary unit appears in an essential way through the canonical commutation relation
:<math>
[p_i,q_j] \equiv p_i q_j - q_j p_i = -i\hbar \delta_{ij},
</math>
''p''<sub>''i''</sub> and ''q''<sub>''j''</sub> are linear operators (matrices) representing the ''i''th and ''j''th component of the momentum and position  of a particle, respectively,.


It can be derived that the efficiency &eta; &equiv; ''W'' / ''Q''<sub>in</sub> has the maximum
The time-dependent [[Schrödinger equation]] also contains ''i'' in an essential manner. For a free particle of mass ''m'' the equation reads
:<math>
:<math>
\eta \le \frac{T_1-T_2}{T_1}.
\frac{\hbar}{2m} \nabla^2 \Psi(\mathbf{r},t) = -i \frac{\partial}{\partial t} \Psi(\mathbf{r},t) .
</math>
</math>
Thus, when the car cylinders operate at 500 °C &asymp; 800 K and the environment is about 300 K, then
This equation may be compared to the [[wave equation]] that appears in several branches of classical physics
&eta; &le; 500/800 = 62%. <ref>In reality most cars run at an efficiency of about 25%, far from the thermodynamic limit.</ref> It is important to note that this efficiency is a consequence of the second law of thermodynamics, and can only be raised by higher ''T''<sub>1</sub> not by a better streamline or other design improvements.
==Mathematical expression of the second law==
Let ''DQ'' be a small amount of heat entering or leaving a system in a reversible (quasistatic) manner and let ''T'' be the absolute temperature of the system.  In the article [[entropy]] it is proved from the Clausius/Kelvin principle that the quantity ''dS'' defined  by
:<math>
:<math>
dS \;\stackrel{\mathrm{def}}{=}\; \frac{DQ}{T}
v^2 \nabla^2 \Psi(\mathbf{r},t) =  \frac{\partial^2}{\partial t^2} \Psi(\mathbf{r},t),
</math>
</math>
is the differential of a state variable ''S'', the ''entropy'' of the system. The fact that ''S'' is a state function implies that the following holds for a ''reversible'' cyclic  process, where  the suffix "rev" is added to stress that this law holds only for reversible processes,
where ''v'' is the [[phase velocity|velocity]] of the wave.  It is clear from this similarity why
Schrödinger's equation is sometimes called the wave equation of quantum mechanics. It is also clear that the essential difference between quantum physics and classical physics is the first-order time derivative including the imaginary unit. The classical equation is real and has on the right hand side a second derivative with respect to time.
 
The more general form of the Schrödinger equation is
:<math>
:<math>
\oint \frac{DQ_\mathrm{rev}}{T} \equiv {\int\limits_1\limits^2}_{{\!\!}^{(I)}}\frac{DQ_\mathrm{rev}}{T} + {\int\limits_2\limits^1}_{{\!\!}^{(II)}} \frac{DQ_\mathrm{rev}}{T} = \oint dS_\mathrm{rev} = 0 .
H \Psi(t) = i \hbar \frac{\partial}{\partial t} \Psi(t) ,
</math>
</math>
This equation is the mathematical expression of the second law of thermodynamics for the special case of reversible processes. The cycle consists of two different paths in state space, denoted by I and II. The path integrals start and end at common points in state space, indicated by 1 and 2.
where ''H'' is the operator representing the energy of the quantum system under consideration. If this energy is time-independent (no time-dependent external fields interact with the system), the equation can be separated, and the imaginary unit enters fairly trivially through a so-called phase factor,
 
<!--
In order to show that conversely this equation yields the Clausius principle, we consider a full cycle of the heat engine in the figure and assume that both heat baths are so large that one full cycle does not change their temperatures, then
:<math>
:<math>
\oint dS = \oint \frac{DQ_\mathrm{in}}{T_1} - \oint \frac{DQ_\mathrm{out}}{T_2} =
\Psi(t) = e^{-iEt/\hbar} \Phi\quad\hbox{with}\quad H\Phi = E\Phi.
\frac{Q_\mathrm{in}}{T_1} - \frac{Q_\mathrm{out}}{T_2} = 0
\Longrightarrow \frac{Q_\mathrm{in}}{Q_\mathrm{out}} = \frac{T_1}{T_2},
</math>
</math>
where we defined
The second equation has the form of an operator [[eigenvalue equation]]. The eigenvalue ''E'' (one of the possible observable values of the energy) is real, which is a fairly deep consequence of the quantum laws.<ref>If ''E'' were complex, two separate measurements would be necessary to determine it. One for its real and one for its imaginary part. Since quantum physics states that a measurement gives a collapse of the wave function to an undetermined state, the measurements, even if they would be made in quick succession, would interfere with each other and energy would be unobservable.</ref>  The time-independent function &Phi; can very often be chosen to be real. The exception being the case that ''H'' is not invariant under [[time-reversal]]. Indeed, since the time-reversal operator &theta; is [[anti-unitary]], it follows that
:<math>
:<math>
\oint \frac{DQ_\mathrm{in}}{T_1} = \frac{1}{T_1} \oint DQ_\mathrm{in} \equiv \frac{Q_\mathrm{in}}{T_1}
\theta H \theta^\dagger \bar{\Phi} =  E \bar{\Phi}
</math>
</math>
and likewise ''Q''<sub>out</sub>. The first law applied after a full cycle of the heat engine
where the bar indicates [[complex conjugation]]. Now, if ''H'' is invariant,
:<math>
:<math>
Q_\mathrm{in} = W + Q_\mathrm{out},
\theta H \theta^\dagger = H \Longrightarrow H\bar{\Phi} = E\bar{\Phi}\quad\hbox{and}\quad
H\Phi = E\Phi,
</math>
</math>
so that
then also the real linear combination <math>\Phi+\bar{\Phi}</math> is an eigenfunction belonging to ''E'', which means that the wave function may be chosen real. If ''H'' is not invariant, it usually is transformed into minus itself. Then <math>\Phi\;</math> and <math>\bar{\Phi}</math> belong to ''E'' and &minus;''E'', respectively, so that they are essentially different and cannot be combined to real form. Time-reversal symmetry is usually broken by magnetic fields, which give rise to interactions linear in spin or orbital [[angular momentum]].
:<math>
\frac{W+Q_\mathrm{out}}{Q_\mathrm{out}} = \frac{T_1}{T_2}
\Longrightarrow \frac{W}{Q_\mathrm{out}} = \frac{T_1-T_2}{T_2} .
<math>
Clearly
-->
 
Many, in fact most, thermodynamic processes are spontaneous and irreversible. A well-known spontaneous process is the flow of heat from a hot to a cold body. The opposite process—the transport of heat from a cold to a hot body—needs work (by the Clausius principle), the process is not spontaneous and accordingly not the reverse of the spontaneous flow of heat from hot to cold bodies. Another example of an irreversible process is [[Count Rumford]]'s seminal cannon boring experiment where work is converted by  friction into heat. It is impossible to revert this process, which is intuitively clear, but  also contradicts the Kelvin principle, the  impossibility of obtaining work from a single source of heat. The [[Joule-Thomson effect]] is yet another example of an irreversible process.
 
==References==
C. S. Helrich, ''Modern Thermodynamics with Statistical Mechanics'', Springer (2009).
[http://books.google.nl/books?id=RpwpYdYmnXMC&printsec=frontcover&source=gbs_navlinks_s#v=onepage&q=&f=false Google books]


==Note==
<references />
<references />

Latest revision as of 08:21, 15 February 2010

PD Image
Complex number zr exp(iθ) multiplied by i gives z' = z×i = z exp(i π/2) (counter clockwise rotation over 90°). Division of z by i gives z". Division by i is multiplication by −i = exp(−i  π/2) (clockwise rotation over 90°).

Complex numbers in physics

Classical physics

Classical physics consists of classical mechanics, electromagnetic theory, and phenomenological thermodynamics. One can add Einstein's special and general theory of relativity to this list, although this theory, being formulated in the 20th century, is usually not referred to as "classical". In these four branches of physics the basic quantities and equations governing the behavior of the quantities are real.

Classical mechanics has three different, but equivalent, formulations. The oldest, due to Newton, deals with masses and position vectors of particles, which are real, as is time t. The first and second time derivatives of the position vectors enter Newton's equations and these are obviously real, too. The same is true for Lagrange's formulation of classical mechanics in terms of position vectors and velocities of particles and for Hamilton's formulation in terms of momenta and positions.

Maxwell equations, that constitute the basis of electromagnetic theory, are in terms of real vector operators (gradient, divergence, and curl) acting on real electric and magnetic fields.

Thermodynamics is concerned with concepts as internal energy, entropy, and work. Again, these properties are real.

The special theory of relativity is formulated in Minkowski space. Although this space is sometimes described as a 3-dimensional Euclidean space to which the axis ict (i is the imaginary unit, c is speed of light, t is time) is added as a fourth dimension, the role of i is non-essential. The imaginary unit is introduced as a pedestrian way to the computation of the indefinite, real, inner product that in Lorentz coordinates has the metric

which obviously is real. In other words, Minkowski space is a space over the real field ℝ. The general theory of relativity is formulated over real differentiable manifolds that are locally Lorentzian. Further, the Einstein field equations contain mass distributions that are real.

So, although the classical branches of physics do not need complex numbers, this does not mean that these numbers cannot be useful. A very important mathematical technique, especially for those branches of physics where there is flow (of electricity, heat, or mass) is Fourier analysis. The Fourier series is most conveniently formulated in complex form. Although it would be possible to formulate it in real terms (expansion in terms of sines and cosines) this would be cumbersome, given the fact that the application of the usual trigonometric formulas for the multiplication of sines and cosines is so much more difficult than the corresponding multiplication of complex numbers. Especially electromagnetic theory makes heavy use of complex numbers, but it must be remembered that the final results, that are to be compared with observable quantities, are real.

Quantum physics

In quantum physics complex numbers are essential. In the oldest formulation, due to Heisenberg the imaginary unit appears in an essential way through the canonical commutation relation

pi and qj are linear operators (matrices) representing the ith and jth component of the momentum and position of a particle, respectively,.

The time-dependent Schrödinger equation also contains i in an essential manner. For a free particle of mass m the equation reads

This equation may be compared to the wave equation that appears in several branches of classical physics

where v is the velocity of the wave. It is clear from this similarity why Schrödinger's equation is sometimes called the wave equation of quantum mechanics. It is also clear that the essential difference between quantum physics and classical physics is the first-order time derivative including the imaginary unit. The classical equation is real and has on the right hand side a second derivative with respect to time.

The more general form of the Schrödinger equation is

where H is the operator representing the energy of the quantum system under consideration. If this energy is time-independent (no time-dependent external fields interact with the system), the equation can be separated, and the imaginary unit enters fairly trivially through a so-called phase factor,

The second equation has the form of an operator eigenvalue equation. The eigenvalue E (one of the possible observable values of the energy) is real, which is a fairly deep consequence of the quantum laws.[1] The time-independent function Φ can very often be chosen to be real. The exception being the case that H is not invariant under time-reversal. Indeed, since the time-reversal operator θ is anti-unitary, it follows that

where the bar indicates complex conjugation. Now, if H is invariant,

then also the real linear combination is an eigenfunction belonging to E, which means that the wave function may be chosen real. If H is not invariant, it usually is transformed into minus itself. Then and belong to E and −E, respectively, so that they are essentially different and cannot be combined to real form. Time-reversal symmetry is usually broken by magnetic fields, which give rise to interactions linear in spin or orbital angular momentum.

Note

  1. If E were complex, two separate measurements would be necessary to determine it. One for its real and one for its imaginary part. Since quantum physics states that a measurement gives a collapse of the wave function to an undetermined state, the measurements, even if they would be made in quick succession, would interfere with each other and energy would be unobservable.