Thursday, February 26, 2015

stanford entropy microcanonical ensemble information theory (a measure of uncertainty or lack of information).; Stochastic Processes: From Physics to Finance

4.2 Canonical ensemble

homepage.univie.ac.at/~veselyf2/sp.../node19.html
University of Vienna
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The larger system, with $n_{2} \equiv n-n_{1}$ d.o.f., is called ``heat bath''. The energy $E_{2} = E-E_{1}$ contained in the heat bath is ``almost always'' much ...
  • [PDF]Handout 8. Canonical Ensemble - Stanford University

    micro.stanford.edu/~caiwei/me334/Chap8_Canonical_Ensemble_v04.pdf
    Jan 26, 2011 - ensemble and canonical ensemble in the thermodynamic limit. .... Notice that the first term simply contains the ensemble average of energy.
  • [PDF]Handout 5. Microcanonical Ensemble - Stanford University

    micro.stanford.edu/~caiwei/.../Chap5_Microcanonical_Ensemble_v04.pd...
    Jan 19, 2011 - To obtain the entropy expression in microcanonical ensemble, using ideal gas as an ... Now imagine a small cube (page 1) contained between two ..... information theory (a measure of uncertainty or lack of information).
  • Why uniform ensemble and microcanonical ensemble are ...

    physics.stackexchange.com/.../why-uniform-ensemble-a...
    Stack Exchange
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    Sep 30, 2013 - Why uniform ensemble and microcanonical ensemble are the same in ... the uniform ensemble contains more states and thus more information ...
  • On completeness of description of an equilibrium canonical ...

    www.researchgate.net/.../2214318_On_completeness_of_desc...
    ResearchGate
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    ABSTRACT: We show that in the equilibrium classical canonical ensemble of ... function contains as much information about the equilibrium system as the whole

  •  
    https://books.google.com/books?isbn=3319003275
    Wolfgang Paul, ‎Jörg Baschnagel - 2013 - ‎Mathematics
    ... 211 Weierstrass random walk, 137, 138 Sharpe ratio, 205 Short position, ... 20 kinetic theory of gases, 2 microcanonical ensemble, 27 partition function, 20, 28 ...
  • [PDF]staff teaching assignment - The University of Hong Kong

    www.gradsch.hku.hk/.../Faculty%20of%20Scie...
    University of Hong Kong
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    Contents: Ensemble theory: the micro-canonical ensemble, the canonical ... arithmetic and geometric Brownian motion; Ito formula; Sharpe ratio and risk ...
  • [PDF]Canonical Ensemble: the Boltzmann Factor

    www.cmp.caltech.edu/~mcc/BNU/Notes2_3.pdf
    Canonical Ensemble: the Boltzmann Factor. A system that can exchange energy via very weak contact with a temperature bath eventually comes to equilibrium.
    Missing: sharpe
  • [PDF]Ensembles - UMD

    www.physics.umd.edu/.../Ensemble...
    University of Maryland, College Park
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    selecting a particular state i at random from a microcanonical ensemble containing .... reduced temperature variable t ª kB T к¶ defined as the ratio between the ...
    Missing: sharpe
  • [PDF]Microcanonical Simulation of Complex Actions: The Wess ...

    arxiv.org/pdf/hep-lat/0009028
    arXiv
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    by BE Baaquie - ‎2000 - ‎Cited by 3 - ‎Related articles
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  • News and Trading Rules - Defense Technical Information ...

    www.dtic.mil/cgi-bin/GetTRDoc?AD=ADA461174
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  • [PS]CMU-CS-03-123.ps - scs technical report collection

    ra.adm.cs.cmu.edu/anon/anon/2003/CMU-CS-03-123.ps
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  • Dynameomics: A Consensus View of the Protein Unfolding ...

    www.ncbi.nlm.nih.gov/...
    National Center for Biotechnology Information
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    by AL Jonsson - ‎2009 - ‎Cited by 16 - ‎Related articles
    (41) with the microcanonical ensemble (NVE, or constant number of particles, volume, ... S3° is the ratio of number of contacts made in the TS structures to the ..... Sharpe T., Jonsson A.L., Rutherford T.J., Daggett V., Fersht A.R. The role of the ...
  • The Effect of Context on the Folding of β-Hairpins

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  • Entropy
    Entropy is a key concept in both thermodynamics and statistical mechanics, as well as in
    information theory (a measure of uncertainty or lack of information). In information theory,
    if an experiment has N possible outcomes with equal probability, then the entropy is
    S = kB logN (35)
    In microcanonical ensemble,
    S(N; V;E) = kB log
    2
    4
    number of microscopic states between
    the constant energy surfaces:
    E H( ) E + E
    3
    5 (36)
    For an ideal gas,
    S(N; V;E) = kB log
    ~
    (E + E) 􀀀 ~
    (E)
    N! h3N (37)
    The numerator inside the log is the volume of the phase space between the two constant
    energy surfaces. h is Planck's constant, which is the fundamental constant from quantum
    mechanics.
    Yes, even though we only discuss classical equilibrium statistical mechanics, a bare minimum
    of quantum mechanical concepts is required to x some problems in classical mechanics.
    We can view this as another evidence that classical mechanics is really just an approximation
    and quantum mechanics is a more accurate description of our physical world. Fortunately,
    these two terms can be intuitively understandable without working with quantum mechanics
    equations. The following are the justi cations of the two terms in the denominator.
    1. N! term: Quantum mechanics says that the gas molecules are all identical or indistinguishable.
    Even though we would like to label molecules as 1; 2; :::;N there is really
    no way for us to tell which one is which! Therefore, two molecular structures with
    coordinates: x1 = (1; 2; 3), x2 = (4; 5; 6) and x1 = (4; 5; 6), x2 = (1; 2; 3) are indistinguishable
    from each other.
    Swapping the location between two molecules does not give a new microscopic state.
    2. h3N term: h = 6:626 10􀀀34 J s is Planck's constant.
    The numerator, ~
    (E), is the phase space volume and has the unit of (momentum
    distance)3N.
    The term inside log has to be dimensionless, otherwise, the magnitude of entropy would
    depend on our choices for the units of length, time, mass, and etc, which would be
    clearly absurd.
    h has the unit of momentum distance. Therefore h3N has exactly the right unit to
    make the entire term inside the log dimensionless.
    13

    The uncertainty principle in quantum mechanics states that we cannot measure both
    the position and the momentum of any particle to in nite accuracy. Instead, their
    error bar must satisfy the relation:
    qi pi h for any i = 1; ; 3N (38)
    Therefore, ~
    (E)=(N! h3N) gives us the number of distinguishable states contained inside
    a phase space volume of
    (~E).
    We can show that the entropy expression for the ideal gas in microcanonical ensemble is
    S(N; V;E) = NkB
    "
    log

    V
    N

    4 mE
    3Nh2
    3=2
    !
    +
    5
    2
    #
    (Sackur-Tetrode formula) (39)
    We will derive the Sackur-Tetrode formula later. (Stirling's formula is used to derive it.)
    De ne number density = N
    V , and de Broglie wavelength
    =
    h p
    4 mE=3N

    =
    h
    p
    2 mkBT

    (40)
    then
    S(N; V;E) = NkB

    5
    2
    􀀀 log( 3)

    (41)
    In molecular simulations, the microcanonical ensemble is usually referred to as the
    NV E ensemble.

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