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Jeffrey J. Prentis
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Experiments in statistical mechanics
Jeffrey J. Prentisa)
Department of Natural Sciences, University of Michigan–Dearborn, Dearborn, Michigan 48128
共Received 30 June 2000; accepted 21 July 2000兲
We present experiments designed to illustrate the basic concepts of statistical mechanics using a gas
of ‘‘motorized molecules.’’ Two molecular motion machines are constructed. The pressure
fluctuation machine 共mechanical interaction simulator兲 is a working model of two gases separated
by a movable piston. The Boltzmann machine 共canonical simulator兲 is a working model of a
two-level quantum system in a temperature bath. Dynamical probabilities 共fraction of time兲 are
measured using mechanical devices, such as stop watches and motion sensors. Statistical
probabilities 共fraction of states兲 are calculated using physical statistics, such as microcanonical and
canonical statistics. The experiments enable one to quantitatively test the fundamental principles of
statistical mechanics, including the fundamental postulate, the ergodic hypothesis, and the statistics
of Boltzmann. © 2000 American Association of Physics Teachers.
1073 Am. J. Phys. 68 共12兲, December 2000 http://ojps.aip.org/ajp/ © 2000 American Association of Physics Teachers 1073
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observations with the theoretical predictions. For the purpose
of organizing our experiments into a coherent whole, we
define the science of statistical mechanics as follows. Let x
denote the variable that labels the macrostate of a system.
Let denote the total amount of time that the dynamics of
the system is monitored and (x) the amount of time that the
system spends in the macrostate x. Let ⍀ denote the total
number of microstates accessible to the isolated system and
⍀(x) denote the number of microstates accessible to the sys-
tem when it is in the macrostate x. The scientific method of
Fig. 1. Photograph of the pressure fluctuation machine 共mechanical interac-
statistical mechanics consists of the following ingredients. tion simulator兲.
共1兲 Experiment: Measure the time (x) and construct the
dynamical probability P dyn(x)⫽ (x)/ . III. PRESSURE FLUCTUATION MACHINE
共2兲 Theory: Count the states ⍀(x) and construct the statis-
tical probability P stat(x)⫽⍀(x)/⍀. In this experiment, we study the mechanical interaction
共3兲 Experiment versus theory: Is P dyn(x)⫽ P stat(x)? between two gases of motorized molecules. A picture of the
apparatus is shown in Fig. 1. It consists of a rectangular
frame constructed from PVC pipe 共1/2 in. diameter兲. The
Note that the dynamical probability, (x)/ , is a fraction of
frame is 68 cm long and 34 cm wide. In units of ball diam-
the amount of time, while the statistical probability, ⍀(x)/⍀, eters, the frame is approximately eight balls long and four
is a fraction of the number of states. The conjectured equality balls wide. The frame is elevated 6 cm above the ground
of these two probabilities is a statement of the ergodic using four PVC legs at each corner. The frame is placed on a
hypothesis.11 Any experiment for which (x) can be mea- level surface and the motorized molecules move on the sur-
sured and ⍀(x) can be computed provides an experimental face within the rectangular frame. A movable wall, which
test of the ergodic hypothesis. In this paper, we measure acts as a piston, partitions the rectangular region into two
P dyn(x), calculate P stat(x), and show P dyn(x)⫽ P stat(x). regions. The wall consists of a 32-cm-long PVC pipe 共3/4 in.
In the standard undergraduate treatment of equilibrium diameter兲 fitted with t-joint connectors at each end. Each
statistical mechanics, the focus is on the statistics, rather than long pipe of the frame loosely fits through the hollow con-
nectors allowing the joints to slide over the pipe and the wall
the mechanics. There is little discussion of the dynamical
to move freely. Many other mechanisms can be utilized for
evolution of the state s(t), the dynamical probability (x)/ , the sliding wall. We have also used pulleys riding on guide
the dynamical origin of the fundamental statistical postulate, wires. Sliding-drawer tracks will also work. This apparatus,
or the ergodic hypothesis. And yet, these temporal features consisting of a rectangular frame, sliding wall, and motor-
are the vital mechanical ideas that underlie all the statistical ized balls, constitutes a pressure-fluctuation machine that
arguments and concepts. Although the thermodynamic ob- simulates the mechanical interaction between two gases
servables of a macroscopic system in thermodynamic equi- separated by a movable piston.
librium are independent of time, the constituent particles of The fundamental problem to be investigated both experi-
the system are forever moving through time. The fraction of mentally and theoretically with the mechanical interaction
time that the system spends in a state is the mechanical ori- simulator is depicted in Fig. 2 and defined as follows:
gin of the notion of probability in statistical mechanics. In Given: N L ⬅Number of balls on the left and N R ⬅Number of
our experiments, the dynamical objects, s(t) and P dyn(x) balls on the right.
⫽ (x)/ , are directly measured using mechanical devices, Find: P(x)⬅Probability that the wall is at the position x.
such as rulers and clocks. The experiment consists of placing N L motorized mol-
The key mechanical hardware in all our experiments is a ecules in the left area and N R motorized molecules in the
motorized ball, known commercially as a Squiggle Ball™.12 right area, and monitoring the motion of the wall. The posi-
The ball has a mass of 120 g and a radius of 4 cm. It consists tion of the wall as a function of time, x(t), is measured using
of a plastic spherical shell in which there is a battery- a motion detector. Such motion sensors are commercially
powered motor mounted along the axis. The motor rotates
the shell at approximately 3 rev/s around the axis. When
placed on a surface, the ball rolls, mostly without slip. A
small rubber O-ring around the circumference of the shell
provides the optimal grip. The maximum speed of the center
of mass is approximately 1 m/s. When the ball collides with
a wall, it rebounds in a random direction. When placed on
the floor of a room with furniture or other obstacles, the ball
will continue to move, never getting stuck anywhere. The
ball moves with a distribution of speeds. Over time, the ball
will eventually visit every square centimeter 共cell兲 of the
Fig. 2. Mechanical interaction between two gases of motorized molecules.
floor 共phase space兲. In this sense, the ball dynamics is er- The left gas has N L ⫽3 molecules and the right gas has N R ⫽2 molecules.
godic. Given the random and ergodic motion of this self- The position x of the wall 共piston兲 is the time-dependent variable that char-
propelled ball, we call this ball a ‘‘motorized molecule.’’ acterizes the fluctuating macrostate.
1074 Am. J. Phys., Vol. 68, No. 12, December 2000 Jeffrey J. Prentis 1074
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Fig. 3. Dynamics of the moving wall 共position as a function of time兲 as
measured with a motion detector for three different systems: 共a兲 N L , N R
⫽2,2 共b兲 N L , N R ⫽4,3 共c兲 N L , N R ⫽8,8. Fig. 4. Dynamical probability that the wall is at the position x for three
different systems: 共a兲 N L , N R ⫽2,2 共b兲 N L , N R ⫽4,3 共c兲 N L , N R ⫽8,8. The
dynamical probability is the fraction of time that the wall spends at the
position x. The probability graphs P(x) represent the statistical behavior of
the mechanical graphs x(t) in Fig. 3.
available and widely used in introductory physics
laboratories.13 A small flag mounted on the wall provides the
target for the sound pulses emanating from the motion detec-
tor. The motion detector collected data at the rate of 10 terval ⌬x to be 2 cm, which is one-fourth the diameter of a
pulses per second. To minimize errors, the surface should be ball. The dynamical probability to find the wall at a position
level, the frame should be stationary, the wall friction should between x and x⫹⌬x is
be minimal and uniform, the batteries should be uniform in
power, and the motion detector should be accurately zeroed. 共 x 兲
P dyn共 x 兲 ⫽ , 共1兲
We performed experiments to measure the dynamics of
the wall for three different systems: (N L ,N R )⫽(2,2), 共4, 3兲, where is the total observation time given by
and 共8, 8兲. The position of the wall x(t) as a function of time
for these systems during the first 100 s is graphed in Fig. 3. ⫽ 兺 共 x 兲. 共2兲
A qualitative inspection of these world lines reveals that the x
average position of the wall is near the center of the appara-
tus for the 共2, 2兲 and 共8, 8兲 systems, and shifted to the right For the 共2, 2兲 system and the 共4, 3兲 system, we monitor the
of center for the asymmetrical 共4, 3兲 system. Furthermore, dynamics for ⫽30 min. For the 共8, 8兲 system, the observa-
the fluctuations around the average position decrease as more tion time is ⫽45 min. The dynamical probability functions
motorized molecules are added to the system. P dyn(x) for these experiments are graphed in Fig. 4. The
The dynamical data for the position x(t) of the wall can be probability functions, P dyn(x), in Fig. 4 exhibit the statistical
represented as a probability distribution. In particular, we use content of the dynamical functions, x(t), in Fig. 3. In the
a spreadsheet to convert the columns of the x vs t data into a experiments, one can vary the observation time . In the
histogram that gives the time (x) that the wall spends at a analysis, one can vary the bin interval ⌬x. We find that
position between x and x⫹⌬x. We have chosen the bin in- running the experiment for much shorter times, such as
1075 Am. J. Phys., Vol. 68, No. 12, December 2000 Jeffrey J. Prentis 1075
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Table I. Statistical parameters from the pressure fluctuation experiment.
2, 2 33.5 9.64
4, 3 39.0 7.71
8, 8 33.3 4.12
1076 Am. J. Phys., Vol. 68, No. 12, December 2000 Jeffrey J. Prentis 1076
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Fig. 7. Finite-size effects in the lattice-gas theory. The area accessible to the
center of mass of a ball is the area enclosed by the dashed square. For the
Fig. 6. Experimental dynamical probability 共histogram兲 vs theoretical sta- 4⫻4 lattice, this accessible 共phase-space兲 area is equivalent to the geometric
tistical probability 共curve兲 for the system with N L , N R ⫽2,2. The experi- area of a 3⫻3 lattice. Cellular subsets of this area are labeled by the value
mental histogram is measured using a motion sensor. The theoretical curve of the exclusion parameter for interior cells 共1兲, edge cells 共1/2兲, and corner
is calculated using the simple 共zeroth-order兲 lattice gas model. cells 共1/4兲.
and 2, moving in a region of the plane. Let (x 1 ,y 1 ) and cludes an area a/4. These finite-size effects are illustrated in
(x 2 ,y 2 ) denote the positions of the center of mass of each Fig. 7. Another finite-size effect occurs only when the wall is
ball. Let A denote the area accessible to the center of mass of near the extreme ends of the apparatus and the balls are
one ball moving in the region 共without the other ball兲. Let trapped so that they cannot move past one another. In effect,
the excluded area per ball be denoted by a and defined as the two trapped balls cannot exchange places, thereby making
area that one ball excludes from the occupation by another some microstates inaccessible.
ball. For now, assume that a is a constant. The number of To incorporate the finite-size effects into a theory, we
microstates accessible to the two balls moving in this region modify the simple lattice gas theory described above. The
is proportional to the positional area of phase space: simple lattice theory is characterized by two parameters—the
冉 冊冉 冊
size parameter, which is equal to the number of sites 共square
冕 dx 1 dy 1 冕 dx 2 dy 2 ⫽A• 共 A⫺a 兲 ⫽a 2
A
a
A
• ⫺1 .
a
cells兲 accessible to the ball, and the exclusion parameter,
which is equal to a constant value of 1 共one occupied
共9兲 square兲. Our modified theory preserves the checkerboard na-
This continuum expression is equivalent to the lattice expres- ture of the simple theory by merely modifying the values of
sion because the ratio A/a is the effective number of sites of the two checkerboard parameters. In the modified theory, the
number of accessible sites is equal to the effective number of
the lattice. The proportionality constant a 2 is an irrelevant
square cells accessible to the center of mass of the ball. To
factor that cancels out in the ratio ⍀(x)/⍀. keep the calculations simple, we use an effective exclusion
We have calculated the statistical probability function parameter equal to a constant value of 21. This number repre-
P stat(x) based on the simple method of counting states in the sents a ‘‘mean-field’’ value of the possible values of the
checkerboard model. The results for (N L ,N R )⫽(2,2) are exclusion factor, 1, 21, and 14. The effective exclusion factor is
shown in Fig. 6. Similar results are obtained for the 共4,3兲 an approximate average of the position-dependent exclusion
system and the 共8,8兲 system. For each system, the overall factors over the possible positions of the ball and the wall. In
shape of the theoretical curve matches the profile of the ex- this mean-field approximation, the value of 21 for the lattice-
perimental histogram. The mismatch occurs near the center model exclusion factor reflects the typical distribution of in-
共ends兲 of the probability curve where the theoretical values terior sites 共1兲, edge sites 共1/2兲, and corner sites 共1/4兲 in the
are smaller 共larger兲 than the experimental values. lattice.
This lattice model is a simple 共zeroth-order兲 approxima- It should be emphasized that this modified lattice gas
tion to the exact theory. The lattice statistics can be taught to theory is an approximate, coarse-grained version of the exact
students in introductory physics by analogy to the statistics theory. To keep the theoretical analysis simple and pedagogi-
of checkers on a checkerboard. One can formulate a more cal in this experimental paper, we have formulated a lattice
accurate theory by making modest corrections to this model. theory that incorporates the important finite-size effects, and
These corrections are due to the finite size of the ball. There at the same time preserves the simple structural features and
are two important finite-size effects. First, the configurational counting statistics of the checkerboard model. A more ana-
phase-space area accessible to one ball is equal to the real- lytical kinetic theory of nonideal gases, such as van der
space area accessible to the center of mass of the ball. For Waals theory, would be difficult to apply to a system of
example, if the moving ball is confined to a real-space area motorized molecules because of their liquid-like concentra-
of dimensions 6⫻4 共in units of ball diameters兲, then the tions. Furthermore, the dynamics of a motorized molecule is
phase-space area is 5⫻3. Second, the excluded area param- not the same as the dynamics of a real molecule. A rigorous
eter a of a ball depends on the position of the ball. If a ball in classical theory, based on a continuum model, would in-
the interior of the container excludes an area a, then a ball on volve the computation of phase-space integrals
the edge excludes an area a/2, and a ball in the corner ex- ( 兰 dq 1 d p 1 ¯dq N d p N ) for a system of self-propelled hard
1077 Am. J. Phys., Vol. 68, No. 12, December 2000 Jeffrey J. Prentis 1077
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Fig. 9. The Boltzmann machine is a two-level dynamical system in which a
particle 共ping-pong ball of mass m兲 is free to make transitions between the
lower ground level 共energy 0兲 and the upper excited level 共energy mgh兲 via
collisions with its environment 共motorized ball兲.
1078 Am. J. Phys., Vol. 68, No. 12, December 2000 Jeffrey J. Prentis 1078
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Fig. 11. Parameters that characterize the Boltzmann machine are the mass
共m兲 of the ping-pong ball, the height 共h兲 of the step, the surface area (a 0 ) of
the lower level, and the surface area (a 1 ) of the upper level. The time that
the ping-pong ball spends on each level, t 0 and t 1 , depends on m, h, a 0 , a 1 .
Fig. 12. The energy spectrum of the Boltzmann machine. Note the vivid
similarities between the theoretical structure of the spectrum and the physi-
cal structure of the machine in Fig. 11. The spectral parts, E 1 ⫺E 0 and
The fundamental Boltzmann problem to be studied both ⍀ 1 /⍀ 0 , correspond exactly to the machine parts, mgh and a 1 /a 0 , respec-
experimentally and theoretically using the Boltzmann ma- tively.
chine is depicted in Fig. 11 and defined as follows:
Given: m⬅mass of the ping-pong ball, h⬅height of the step,
a 0 ⬅area of level 0, a 1 ⬅area of level 1.
Find: t 0 ⬅time that the ping-pong ball spends on level 0,
t 1 ⬅time that the ping-pong ball spends on level 1. golf balls in the same experiment because they have different
dynamical 共collisional兲 interactions with the motorized ball.
The experiment consists of monitoring the dynamics of
In particular, because of the differences in size and elasticity,
the ping-pong ball. It is a simple procedure to watch the ball
the average speed of a ping-pong ball is different than that of
and record the amounts of time that it spends on the two
a golf ball having the same mass. The ratio of times t 0 /t 1
levels, t 0 and t 1 , using a stopwatch. One person records t 0
that the ping-pong ball spends on the two levels is displayed
and another person records t 1 . Alternatively, one person can in Table II. As we will show, this ratio can be calculated
perform the experiment by focusing on one level at a time. theoretically from the Boltzmann factor. The experimental
The person randomly rolls the ping-pong ball onto the level value for the time ratio is obtained from the ratio of the total
and then records the time it spends on the level before mak- times that the ball spends on each level during the 100
ing the jump to the next level. This alternative procedure has
jumps. For example, the time ratio t 0 /t 1 ⫽1.024, correspond-
the advantage of requiring the use of only one motorized ball
ing to the smallest energy step mgh⫽0, results from the ratio
on the level of interest. Using the same motorized ball on
each level ensures that the distribution of speeds of the ping- of t 0 ⫽307.6 s and t 1 ⫽300.5 s. The largest time ratio t 0 /t 1
pong ball on each level is the same. This ensures that the ⫽6.64, corresponding to the largest energy step mgh⫽498
average kinetic energy of the ping-pong ball, or the ‘‘tem- J, results from the ratio of t 0 ⫽2109.6 s and t 1 ⫽317.5 s. In
perature,’’ is the same. This preserves the canonical picture other words, for the energy step mgh⫽498 J, the average
of statistical mechanics in which the temperature of the sys- lifetime of the ping-pong ball in the ground state is 21.1 s,
tem is constant. Since two motorized balls do not have ex- and the average lifetime in the excited state is 3.17 s.
actly the same power and dynamical behavior, the tempera- Note that the value of the energy mgh in Table II is the
ture is not exactly the same on the two levels containing characteristic energy gap separating the levels. It is the en-
different motorized balls. In most cases, this slight difference ergy that the ping-pong ball must ‘‘borrow’’ from the mo-
in temperature has a negligible effect on the experimental torized ball in order to make the transition from the lower
results. level to the upper level. If the motion of the ping-pong ball
The results of our experiment using the Boltzmann ma- obeys Boltzmann statistics, then, as we discuss later, the ra-
chine are displayed in Table II. In this experiment, the areas tio of times t 0 /t 1 should be an exponential function of the
of the two levels are equal. The same motorized ball is used energy gap mgh. In particular, note that in Table II, there are
on each level and the measurement of the time on each level two energy gaps 共mgh⫽329 and 333 J兲 that are approxi-
is repeated 100 times. Two different masses 共2.195 and mately equal and that correspond to two different mass-
3.278 g兲 of ping-pong balls are used. Four different step height combinations, namely (m,h)⫽(3.278 g,1.025 cm)
heights 共0, 0.525, 1.025, and 1.550 cm兲 are used. A variable- and 共2.195 g, 1.550 cm兲. For these energy gaps, the ratios of
mass ping-pong ball can be made by inserting a thin, times 共t 0 /t 1 ⫽3.39 and 3.64兲 are also approximately equal.
variable-length wire through a tiny hole in the ball so that the We now turn to the statistical mechanical theory that can
wire uniformly conforms to the inner spherical surface. In- explain the observed dynamical behavior of the Boltzmann
stead of ping-pong balls, we find that plastic golf balls also machine. In the language of quantum mechanics, the Boltz-
work well. It is important not to mix ping-pong balls and mann machine is a two-level system. The spectrum of states
of this system is pictured in Fig. 12. A pedagogical value of
the Boltzmann machine is that the two energy levels in en-
Table II. Experimental data from the Boltzmann machine. ergy space correspond to the two board levels in real space.
m 共g兲 h 共cm兲 mgh 共J兲 t 0 /t 1
Furthermore, the degeneracy of a level 共number of quantum
states, or area of classical phase space兲 is proportional to the
2.195 0 0 1.02 surface area of the board. Thus there is a one-to-one mapping
3.278 0 0 0.95 between the mechanical concepts 共energy and degeneracy兲
2.195 0.525 113 1.54 and the architectural elements 共step height and surface area兲.
3.278 0.525 169 1.83 This correspondence is evident from looking at the machine
2.195 1.025 220 2.16
schematic in Fig. 11 and the atomic spectrum in Fig. 12. The
3.278 1.025 329 3.39
2.195 1.550 333 3.64
symbolic connection between the spectral parameters
3.278 1.550 498 6.64 (E 0 ,E 1 ,⍀ 0 ,⍀ 1 ) and the machine parameters (m,h,a 0 ,a 1 )
is
1079 Am. J. Phys., Vol. 68, No. 12, December 2000 Jeffrey J. Prentis 1079
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E 1 ⫺E 0 ⫽mgh, 共10兲
⍀1 a1
⫽ . 共11兲
⍀0 a0
This energy difference and degeneracy 共multiplicity兲 ratio
are the relevant mechanical inputs to the statistical mechani-
cal theory.
In order to compare theory with experiment, we need to
calculate the time that the ping-pong ball spends on the two
levels. According to the ergodic hypothesis of statistical
mechanics,11 averages over time are equal to averages over
共phase兲 space. An equivalent statement is that the time a Fig. 13. According to the canonical theory 共Boltzmann statistics兲 of the
system spends in a macrostate is proportional to the volume Boltzmann machine, a graph of ln(t0 /t1) vs mgh is a straight line whose
of phase space associated with the macrostate. In other slope (1/kT) provides information on the temperature and whose intercept
words, the dynamical probability of a state is equal to the 关 ln(a0 /a1)兴 provides information on the entropy.
statistical probability of the state. Hence the ratio of times
that the ping-pong ball spends on the two levels is equal to
the ratio of statistical probabilities to find the ping-pong ball According to the canonical theory of Boltzmann, as repre-
on the two levels: sented by Eq. 共16兲, a graph of ln(t0 /t1) vs mgh should pro-
t0 P0 duce a straight line with a slope equal to 1/kT and an inter-
⫽ . 共12兲 cept equal to ln(a0 /a1). The slope provides information on
t1 P1
the energy and the intercept provides information on the en-
According to Boltzmann statistics, for any system in thermal tropy. A graph of the theoretical expression in Eq. 共16兲 is
equilibrium with a reservoir of temperature T, the probability shown in Fig. 13. A graph of the experimental data in Table
for the system to have an energy E is P(E)⫽⍀(E) II is shown in Fig. 14. The data points form a straight line.
⫻exp(⫺E/kT)/Z, where ⍀(E) is the degeneracy, k is Boltz- The best-fit line through the points is given by the equation
mann’s constant, and Z is the partition function.18 Using this ln(t0 /t1)⫽0.0038 mgh⫺0.024. Thus the dynamics of the
canonical probability, the ratio of times in Eq. 共12兲 becomes Boltzmann machine obeys a Boltzmann distribution of tem-
a ratio of Boltzmann factors: perature kT⫽260 J:
t 0 ⍀ 0 exp共 ⫺E 0 /kT 兲 t0
⫽ . 共13兲 ⫽0.98 exp共 mgh/260 J兲 . 共18兲
t 1 ⍀ 1 exp共 ⫺E 1 /kT 兲 t1
This can be algebraically simplified to The degeneracy ratio a 0 /a 1 ⫽0.98 expresses the fact that the
t0 ⍀0 areas of the levels are equal within the uncertainties of the
⫽ exp关共 E 1 ⫺E 0 兲 /kT 兴 . 共14兲 experiment. The area on which the motion occurs is subject
t1 ⍀1 to experimental uncertainty due to the small transitional area
By substituting the energy difference and the multiplicity between the levels and the slightly changing shape of the
ratio from Eqs. 共10兲 and 共11兲 into Eq. 共14兲, we arrive at19 elastic walls.
t0 a0
⫽ exp共 mgh/kT 兲 . 共15兲
t1 a1
This is the basic theoretical equation that relates the dynam-
ics (t 0 ,t 1 ) of the Boltzmann machine to the hardware param-
eters of its construction (m,h,a 0 ,a 1 ). We will discuss the
temperature parameter T later.
For the analysis of the experimental data, it is convenient
to take the logarithm of the theoretical Eq. 共15兲:
ln 冉冊
t0
t1
⫽
1
kT
mgh⫹ln
a0
a1
.冉 冊 共16兲
ln 冉冊
t0
t1
⫽
⌬F
kT
, 共17兲
Fig. 14. The ratio of times spent on the two levels vs the energy gap
between the levels. The experimental data points represent the Boltzmann
machine data in Table II. The best-fit line through the data points is a
where ⌬E⫽mgh and ⌬S⫽k ln(a1 /a0). Boltzmann distribution, t 0 /t 1 ⫽(1/1.02)exp(mgh/260 J).
1080 Am. J. Phys., Vol. 68, No. 12, December 2000 Jeffrey J. Prentis 1080
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What is the meaning of kT⫽260 J? If we assume that
the distribution of speeds of the ping-pong ball is a Boltz-
mann 共Maxwellian兲 distribution, then according to the theo-
rem of equipartition,20 the average kinetic energy of the cen-
ter of mass of the ping-pong ball moving in two 共x,y兲
dimensions is
The fact that our data points for both the light and the heavy
ping-pong ball lie on the same line provides experimental
evidence that both ping-pong balls have the same ‘‘tempera-
ture.’’ Based on the experimental data 共slope of line
⫽1/260 J兲, the average translational energy of both ping-
pong balls is 具 21 m v 2 典 ⫽260 J. Hence, the root-mean-square
speed of the light (m⫽2.195 g) ping-pong ball is v
⫽49 cm/s. The root-mean-square speed of the heavy (m
⫽3.278 g) ping-pong ball is v ⫽40 cm/s. These values of the
Fig. 15. The ratio of times spent on the two levels vs the energy gap
average speeds are consistent with the estimated values ob-
between the levels. The experimental data points are the results of an ex-
tained from a qualitative observation of their motion. It is periment in which the surface area of the upper level of the Boltzmann
unlikely that the distribution of speeds of the ping-pong ball machine is approximately twice the area of the lower level. The best-fit
is exactly Maxwellian. The dynamics of a motorized mol- line through the data points is a Boltzmann distribution, t 0 /t 1
ecule is not the same as that of a natural molecule. The ⫽(1/2.04)exp(mgh/260 J).
collision between the motorized molecule and the ping-pong
ball is not elastic. Nevertheless, one may assume an expo-
nential, quasi-Maxwellian distribution of speeds param- This theoretical fit to the experimental data agrees with the
etrized by an effective temperature parameter kT⫽260 J. actual parameters of the Boltzmann machine, namely that the
There is other experimental evidence for a Maxwell-like dis- ratio of the areas of the levels (a 0 /a 1 ) is approximately
tribution of speeds in a system of mechanically agitated equal to 12. Note that the multiplicity factor 共0.49兲 multiplying
balls.8,9 the Boltzmann factor in Eq. 共20兲 is equal to one-half of the
We have performed another experiment to test the en- multiplicity factor 共0.98兲 in Eq. 共18兲.
tropic contribution to the Boltzmann theory. The upper level We now describe a demonstration experiment that pro-
of the Boltzmann machine is adjusted so that it has twice the vides a vivid illustration of the concepts of dynamical equi-
surface area of the lower level.21 In theoretical language, this librium, transition rates, occupation numbers, and the ca-
means that there is twice the classical phase-space area, or nonical ensemble. The experiment involves running the
twice the number of quantum states accessible to the ping- Boltzmann machine with several ping-pong balls. Instead of
pong ball when it is in the excited state. In symbols, the ratio focusing on the motion of one ball and the time it spends on
of areas is a 0 /a 1 ⫽ 21 . In running the experiment, it is impor- each level, this experiment focuses on how the ensemble of
tant to place one motorized ball on the lower level and two balls populates the levels. For example, using nine of the
motorized balls on the upper level so that the density of light ping-pong balls (m⫽2.195 g) in the Boltzmann ma-
motorized balls is the same on both levels. This ensures that chine with equal-area levels and the intermediate step height
the distribution of speeds of the ping-pong ball is the same (h⫽1.025 cm), the motion of the balls is such that, on aver-
on both levels. In effect, the ‘‘temperature’’ of the entire age, there are six balls on the lower level and three balls on
system is constant. This is the vital canonical constraint. In the upper level. This is shown schematically in Fig. 16. As a
our experiment, two boxing rings exist on the upper level, demonstration experiment, these average values represent
each confining one motorized ball. The ‘‘semi-permeable approximate values obtained by direct observation and not
membrane’’ between the boxing rings blocks the motorized elaborate measurements. The statistical fact that the lower
ball and allows the ping-pong ball to move freely on the level is populated with twice the number of balls as the upper
entire surface. We measure the amount of time that the ping-
pong ball spends on the upper level before it moves to the
lower level. This measurement is repeated 100 times for the
light and heavy ping-pong balls. The time spent on the lower
level is taken from the first experiment. The experimental
results are graphed in Fig. 15. The data points fall on a line Fig. 16. Running the Boltzmann machine with several ping-pong balls il-
described by the equation ln(t0 /t1)⫽0.0038 mgh⫺0.71. This lustrates the concepts of transition rates, detailed balance, occupation num-
best-fit line has the same slope as in the first experiment, but bers, and the canonical ensemble. For a system of nine balls and an energy
a different intercept. Thus the experimental data follow a gap of mgh⫽220 J, the average lifetime of a ball on the lower level 共0兲 is
approximately 6 s and the average lifetime on the upper level 共1兲 is approxi-
Boltzmann distribution of temperature kT⫽260 J and de- mately 3 s. The equilibrium state is dynamically characterized by balls
generacy ratio ⍀ 0 /⍀ 1 ⫽0.49: jumping between the levels at an average rate of approximately 1 ball/s,
both in the forward direction (0→1) and the reverse direction (1→0). The
t0 equilibrium state is statistically characterized by a canonical population of
⫽0.49 exp共 mgh/260 J兲 . 共20兲 the levels such that on average, six balls occupy the lower level and three
t1 balls occupy the upper level.
1081 Am. J. Phys., Vol. 68, No. 12, December 2000 Jeffrey J. Prentis 1081
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level is the ensemble version of the dynamical fact that each fluctuation machine is running, the observer directly sees the
ball spends approximately twice the amount of time on the irregular motion of a piston in a gas and the molecular col-
lower level than on the upper level. Indeed, from the Boltz- lisions that drive the motion. In essence, this device is a
mann machine data in Table II, the ratio of times for these large-scale barometer, one in which the Brownian motion of
values of m and h is t 0 /t 1 ⫽2.16. In the language of atomic the piston can be visualized, measured, and analyzed on the
physics, the lifetime of a ball in the ground state is approxi- scale of human sensation, rather than on the anti-intuitive
mately twice the lifetime of the ball in the excited state. In 共nanometer兲 scale of atoms. Statistical mechanical concepts,
the language of quantum statistics, the occupation number such as probability, average, fluctuation, and equilibrium
for the ground state is six and the occupation number for the also take on a life-size meaning.
excited state is three. The set of balls distributed in this Similarly, the Boltzmann machine is a life-size dynamical
way between the two levels represents a canonical ensem- simulator of Boltzmann statistics. It is a working model of a
ble of balls described by the Boltzmann factor two-state atomic system in a temperature bath. The machine
exp(⫺mgh/260 J). One can further observe that the aver- hardware mimics the spectral elements. The Boltzmann ma-
age rate 共number of balls per unit time兲 at which balls jump chine also represents a paradigm of nature—the ubiquitous
from 0 to 1 共from lower level to upper level兲 is approxi- process of ‘‘borrowing’’ energy. For most systems in nature,
mately equal to the rate at which balls jump from 1 to 0. The there exists a characteristic energy ⌬E that the system must
delicate balance between the forward and the reverse transi- borrow from its environment in order to change its state. For
tions 共for every pair of states兲 is called the principle of de- example, in the atmosphere, the characteristic energy is the
tailed balance.22 It is a dynamical condition for thermal equi- gravitational energy 共mgh兲. In chemical reactions, the char-
librium 共time-independent population of states兲. Thus, when acteristic energy is the activation energy (E a ). In phase
the Boltzmann machine is run with several balls, the ob- changes, the characteristic energy is the latent heat 共L兲. In
server can literally see the dynamical process 共detailed bal- semiconductors, the characteristic energy is the energy gap
ance兲 whereby equilibrium is maintained. At the same time, (E g ). The Boltzmannian paradigm is as follows: The
the observer can see the statistical complement of this dy- ‘‘price’’ that a system must pay to ‘‘borrow’’ an amount of
namical process, namely a canonical ensemble, or Boltz- energy ⌬E from an environment of temperature T is propor-
mann distribution of agitated balls. tional to exp(⫺⌬E/kT). The relevant dimensionless param-
eter is ⌬E/kT, which can be interpreted as the ratio of the
V. CONCLUSION energy needed to the energy available. The Boltzmann ma-
chine is an archetypical device that illustrates the Boltzman-
The experiments presented in this paper are designed to nian paradigm. The operator of the Boltzmann machine can
illustrate the fundamental concepts and principles of statisti- literally see the system 共ping-pong ball兲 borrowing energy
cal mechanics. The experiments focus solely on the mechani- 共mgh兲 from its environment 共motorized ball兲, the dynamical
cal and the statistical elements of statistical mechanics. There mechanism 共collisions兲 responsible for the energy exchange,
are no thermal objects, such as thermometers, calorimeters, and the resulting quantum jump 共ground level to upper
or heating elements. There are no gambling objects, such as level兲. Watching the Boltzmann machine in action, one sees
coins, dice, or cards. The notion of probability as the fraction and hears a rather chaotic motion—balls banging into each
of time that a system spends in a state is the hallmark of other, randomly bouncing off walls, and moving with a va-
statistical mechanics that distinguishes physical statistics riety of positions and velocities. It is gratifying to discover,
from mathematical statistics. This dynamical notion of prob- both experimentally and theoretically, that there exists a sta-
ability is a common theme in the experiments presented in tistical regularity in the dynamical data that brings an order
this paper. In each experiment, we use mechanical equip- to the chaos. This order in the dynamics is the statistics of
ment 共stopwatch, motion sensor兲 to measure P dyn(x) Boltzmann.
⫽ (x)/ . We use physical statistics 共fundamental postulate, Many other experiments in thermal and statistical physics
Boltzmann statistics兲 to calculate P stat⫽⍀(x)/⍀. In each ex- can be performed using motorized molecules. The diffusive
periment, we find P dyn(x)⫽ P stat(x). In this sense, these ex- interaction between two gases can be studied. Liquids and
periments provide simple and direct experimental proofs of solids can be simulated. Temperature effects can be studied
the ergodic hypothesis, the fundamental postulate, and the by changing the speed of the molecular motor. Concepts of
statistics of Boltzmann. It should be noted that since these kinetic theory, such as mean-free path and diffusion, can be
experiments utilize toy molecules and not real molecules, the analyzed. We are currently finishing experiments for future
experimental tests are toy tests and not real tests. Real tests publication on Brownian motion, polymer statistics, and the
of the foundations of statistical mechanics, in which the ex- equation of state 共pV diagram兲 of a gas of motorized mol-
perimenter measures the motion of individual molecules in ecules.
bulk matter, are virtually nonexistent. Insofar as real tests do
not exist, it is gratifying that there exists a dynamical system, ACKNOWLEDGMENT
albeit a toy system, that illustrates the primitive foundations
of statistical mechanics. I would like to thank William Yuhasz for building the
The experiments are low in technology and high in peda- frame used in the pressure fluctuation experiment and for
gogy. They can be used as demonstration equipment or as helping with the computer analysis.
complete laboratory experiments in both introductory and a兲
advanced physics courses. Each experiment involves a holis- Electronic mail: jprentis@umd.umich.edu
1
J. Perrin, Atoms 共Ox Bow, Woodbridge, CT, 1990兲, pp. 109–133.
tic mix of experimental technique and theoretical analysis. 2
A. Einstein, Investigations on the Theory of the Brownian Movement 共Do-
By using ‘‘easy-to-see molecules’’ and simple devices to ver, New York, 1956兲, pp. 1–18.
measure the ‘‘time spent in a state,’’ the experiments provide 3
Cenco Brownian Movement Apparatus, No. 7127OU, Central Scientific
concrete imagery of abstract concepts. When the pressure Company, 3300 Cenco Parkway, Franklin Park, IL 60131.
1082 Am. J. Phys., Vol. 68, No. 12, December 2000 Jeffrey J. Prentis 1082
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4
H. Kruglak, ‘‘Boltzmann’s constant: A laboratory experiment,’’ Am. J. than the left molecules (T L ⬎T R ), then to achieve the same average force
Phys. 57, 216–217 共1989兲. on the wall as the left molecules, the right molecules must collide with the
5
M. Zeilik, ‘‘Modeling Energy Outflow in Stars,’’ Phys. Teach. 37, 236– wall at a higher rate than the left molecules (n L ⬍n R ). Further experiments
237 共1999兲. are required to test this hypothesis.
6
M. Horne, P. Farago, and J. Oliver, ‘‘An experiment to measure Boltz- 15
F. Reif, Fundamentals of Statistical and Thermal Physics 共McGraw–Hill,
mann’s constant,’’ Am. J. Phys. 41, 344–348 共1973兲. New York, 1965兲, p. 54.
7
Molecular Motion Model, No. SF-8663, Pasco Scientific, 10101 Foothills 16
K. Stowe, Introduction to Statistical Mechanics and Thermodynamics
Blvd., Roseville, CA 95747-7100. Molecular Motion Demonstrator, No. 共Wiley, New York, 1984兲, pp. 13–17.
31365, Central Scientific Company, 3300 Cenco Parkway, Franklin Park, 17
For the asymmetric system 共N L , N R ⫽4,3兲, the theoretical curve is slightly
IL 60131.
8 displaced 共about 2 cm兲 to the left of the experimental histogram. Although
H. Unruh and K. M. Unruh, ‘‘Experimental determination of the Maxwell
this may be due to the approximations in our lattice theory or a systematic
velocity distribution,’’ Am. J. Phys. 45, 685–686 共1977兲.
9 error in the experiment, it is what one would expect in view of the com-
B. G. Eaton, R. G. Finstad, and P. D. Lane, ‘‘Kinetic theory simulator for
laboratory use,’’ Am. J. Phys. 47, 132–135 共1979兲. ments in Ref. 14. A system of motorized molecules is a nonideal gas. The
10
M. D. Sturge and S. B. Toh, ‘‘An experiment to demonstrate the canonical energy E of this gas depends on the area A of confinement. A rigorous
distribution,’’ Am. J. Phys. 67, 1129–1131 共1999兲. theory of asymmetric systems (N L ⫽N R ) would need to analyze the dy-
11
P. Ehrenfest and T. Ehrenfest, The Conceptual Foundations of the Statis- namics of motorized molecules in order to obtain information on the en-
tical Approach in Mechanics 共Dover, New York, 1990兲, pp. 21–26; ergy function E(A). Knowledge of E(A) is needed to calculate P(x).
Shang-keng Ma, Statistical Mechanics 共World Scientific, Philadelphia, More specifically, the wall probability function has the general form
1985兲, pp. 440–445; C. J. Thompson, Mathematical Statistical Mechanics P(x)⫽⍀ L (E L ,A L ,N L )⍀ R (E R ,A R ,N R )/⍀, where the areas and the ener-
共Macmillan, New York, 1972兲, pp. 214–217. gies depend on x. For symmetric systems (N L ⫽N R ), this energy effect 共or
12
Squiggle Ball™, distributed by Hart Enterprises Inc., 211 E. McLoughlin momentum phase-space effect兲 is less important because the wall spends
Blvd., Vancouver, WA 98663. most of the time at values of x for which the energy is approximately
13
Motion Sensor, No. CI-6742, Pasco Scientific, 10101 Foothills Blvd., Ros- constant, independent of these 共most probable兲 values of x.
eville, CA 95747-7100. 18
See Ref. 15, p. 205.
14
For systems with larger asymmetry in the number of balls, such as N L , 19
In the canonical probability function, P(E)⫽⍀(E)exp(⫺E/kT)/Z, the en-
N R ⫽4, 2 or 6, 3, it appears that T L ⫽T R . In the 共4, 2兲 system, for example, 1 1
ergy of the ping-pong ball is E⫽ 2 m v 2 ⫹ 2 I 2 ⫹mgh. In the level-
the wall spends most of the time at a position that confines the two balls to
probability ratio P 0 / P 1 , the kinetic energy contribution cancels because
a relatively small area, on the order of a couple of ball diameters in width.
Based on observation, trapped balls tend to be less agitated. They have a the set of momentum states in phase space for the ball on the lower level
smaller mean free path. Trapped balls move with a smaller average trans- is equal to the set on the upper level. The relevant contribution to the
lational speed because they do not have enough area on which to gain physical statistics comes from the set of position states in phase space for
momentum by rolling in the optimal orientation 共along the O-ring兲. A each level which is characterized by an energy difference mgh and an
molecule moving with a smaller speed exerts a smaller force on the wall. entropy difference k ln(a1 /a0).
20
In effect, the ‘‘temperature’’ depends on the area of the gas. Thus, for the See Ref. 15, pp. 248–250.
21
most probable state of asymmetrical systems (N L ⫽N R ), we conjecture We have constructed a ‘‘variable-entropy’’ Boltzmann machine whose
that the gas in the left area and the gas in the right area are at different upper level can be adjusted to form regions of different shapes and sizes.
‘‘temperatures.’’ The equation of state of each gas has the form p⫽nT, The upper level consists of a large board, approximately twice the length
where both n and T depend on the position x of the wall. For two gases at of the lower board. A series of nails mounted along the perimeter of the
different temperatures, the mechanical equilibrium condition, p L ⫽p R , as- upper board allows the operator to stretch elastic bands between different
sumes the form n L T L ⫽n R T R . Thus, if T L ⬎T R , then n L ⬍n R . In physical nails, thereby changing the geometry of the upper level.
共kinetic theory兲 terms, if the molecules in the right area are moving slower 22
See Ref. 15, pp. 548–553.
1083 Am. J. Phys., Vol. 68, No. 12, December 2000 Jeffrey J. Prentis 1083
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