Legendre transforms and other potentials

ChE210A

Until now, we have discussed the entropy and energy versions of the fundamental equation, , , and , , . Notice that the independent variables for these functions are , , and , , , respectively. These are the natural variables that are constant in isolated systems. In laboratory conditions, however, things are rarely isolated, and it is often difficult to control precisely the energy, entropy, and volume of a system when outside forces are acting on it. Instead, it is easier to control so-called field parameters like temperature and pressure. Here, we will discuss the proper procedure for switching the independent variables of the fundamental equation for other thermodynamic quantities. In doing so, we will consider systems that are not isolated, but rather held at constant temperature, pressure, and/or chemical potential through coupling to various kinds of baths. We will find that, in such systems, entropy maximization requires us to consider the entropy of both the system and its surroundings. Moreover, new thermodynamic quantities will naturally emerge in this analysis: additional so-called thermodynamic potentials. To achieve a system that is maintained at a constant temperature or pressure, one couples the system to a bath, at which point it is no longer isolated. As we have discussed before, a bath is essentially a large reservoir of energy, volume, or particles that can exchange with the system of interest. The bath is so large that exchanging amounts of volume/energy/particles with the system that change the system state are in fact so small for the bath that it is essentially always at the same state. Some examples:

system

BATH

energy exchange (constant temperature)

heat conducting wall

system
piston

BATH

volume exchange (constant pressure)

system

BATH

particle exchange (constant chemical potential)

membrane

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Recall our earlier result that systems that can exchange / / reach thermal/mechanical/chemical equilibrium by finding the same / / . Here, the main difference with these previous results is that the bath is so much larger than the system that it stays at the same / / , and hence it sets the final equilibrium values of these parameters. We consider the bath to be ideal in that it is infinitely large. Constant temperature coupling to an energy bath Let us consider the specific case in which a system comes to thermal equilibrium with an ideal energy bath, i.e., when the system is held at constant temperature. In reaching equilibrium, the entropy of the world is maximized subject to energy conservation:
world bath

world

bath

Here, the unsubscripted variables are those pertaining to the system. Since the bath is so large relative to the energy transfer between it and the system, we can write the integrated form of its fundamental equation with the approximation that bath is constant:
bath bath bath bath bath

constant due to energy conservation

maximum at equilibrium

other constant terms not dependent on

bath bath bath

bath bath bath

bath

We also know that the energy of the bath can be found from the total energy and that of the system; therefore,
bath world bath

constants constants constants

Since the energy of the world does not change, we can absorb
bath bath

world

into the constants group:

Finally, we combine this expression with the entropy of the system:

world bath

To find the point of equilibrium between the two systems, we maximize this expression with respect to the energies of the system and bath. Note here that bath is constant because we are dealing with a bath; therefore, it does not affect the maximization procedure. Since bath is the
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final equilibrium temperature of our system, we will simply write it as . Moreover, the constants group is unaffected by the energy distribution, and hence we can neglect its presence in the equation above. On the other hand, is dependent on , since changes to the energy of our system are generally large enough to affect the value of the entropy function. As a result, we might write the equilibrium expression as: max
world

max

, ,

That is, equilibrium occurs at the energy of the system that maximizes this expression, where is treated as a constant. It turns out that, by convention, thermodynamics has defined a quantity that entails this particular combination of variables, albeit in a slightly rearranged manner. The Helmholtz free energy is so defined:

We note that sometimes the Helmholtz free energy is written as in the physics literature, a mere matter of convention. Now we can write, for the equilibrium condition, max Equivalently, we can write (since is constant): min

That is, the Helmholtz free energy is at a minimum at equilibrium. is a new function that we have introduced. This function is specific to the system; it does not rely on the properties of the bath, and it is therefore a new thermodynamic potential of the system. What is interesting to us is that the equilibrium value of is not a function of , , , as in the fundamental equation for the entropy, but it is a function of , , . That is, the independent variable has been replaced by in the case in which our system is held at constant temperature. How do we know that this change of variables has occurred? First, we know that is determined by the bath. It is something we specify, since we choose the particular kind of bath that we bring in contact with the system. is therefore an independent variable. Second, the value of of our system is determined by the entropy maximization / Helmholtz free energy minimization procedure. We cannot set independently at equilibrium, since its value is found by entropy maximization via coupling to the bath. At equilibrium for closed systems held at a constant temperature and volume, the Helmholtz free energy is at a minimum. has independent variables , , , so that we have the function , , .
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Since we have just introduced a new function , , , it is worthwhile for us to discuss the completeness of the thermodynamic information contained in it. Recall that only three pieces of information are required in order to completely specify the (extensive) thermodynamic state of a single-component system. Once these are specified, all other thermodynamic variables have a unique value. The complete list of variables includes , , , , , , . If we pick three of these, then we require a thermodynamic function that can provide the values of the other four. In the case of the entropy, the three variables to be specified are , , ; then the function , , gives the entropy directly, and , , extend from its partial derivatives. In that sense, , , is a function that gives a complete set of thermodynamic information. When we swapped for in our constant temperature example, we had to switch from to as the relevant potential for our system. One might wonder why we were not able to use the function , , instead of , , , where we have done the appropriate mathematical manipulations to convert , , into , , . It turns out that such an approach would result in a loss of thermodynamic information. That is, we would not be able to manipulate , , so as to extract the complete set of thermodynamic variables at a given state point. For example, what if we wanted to compute from , , ? We would take the following approach: 1

Complete thermodynamic information and natural variables

, ,

constant

In our extraction of , we end up with an unknown and -dependent constant due to the fact that we needed to perform an integration. We can never find the value of that constant from just the function , , . We would need some other information. In contrast, if we knew , , , we would never find any unknown constants in the determination of the other thermodynamic properties ( , , ) because all of these come from derivatives of the function of interest. In this sense, we call , , fundamental, in that it contains all thermodynamic information, while , , is not. We also say that the natural variables of the thermodynamic potential are , , . These are general terms in thermodynamics that apply to all potentials.

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Thermodynamic potential entropy internal energy Helmholtz free energy

natural variables , , , ,

fundamental form , , , ,

As alluded to above, the Helmholtz free energy function , , is also fundamental. That means that we dont lose any thermodynamic information in , , , despite the fact that it represents a function where we now have as an independent variable rather than . This means that all other thermodynamic properties extend from derivatives of . This can easily be shown by computing the differential form for :

, ,

, ,

where we have substituted the differential form for the fundamental energy equation. A little simplification shows that,

This expression means that the partial derivatives of the Helmholtz free energy are given by:
, , ,

We see that a complete set of thermodynamic information can be derived from , given the current state conditions specified by , , . Therefore, we conclude that , , is the fundamental thermodynamic potential at constant , , conditions. Legendre transforms: mathematical convention Above we derived by considering the physical process in which a system is attached to a heat bath. Mathematically speaking, however, there is a deep theoretical foundation for transforming the energy version of the fundamental equation, , , , into the Helmholtz free energy , , . Per the considerations above, we can find the value of at any state point using the following mathematical construction: , , , ,

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where is the value of the internal energy that minimizes the expression on the right hand side, for given values of , , . Equivalently, we can switch to the energy version of the fundamental equation to show that , , , ,

where now is the value of the entropy that minimizes . In either case, we find the value of one independent variable that minimizes the Helmholtz free energy. These constructions are closely related to a mathematical operation called the Legendre transform. Consider a generic function . Let the derivative of that function be / . A Legendre transform produces from a new function , where the independent variable has changed to . This new function contains all of the same information as the original function, so that it can easily be transformed back: max

where

solves

In other words, the Legendre transform produces a new function equivalent to , where is independently fixed and is the value of that maximizes this function for given . To show that the Legendre transform maintains all of the information as the original function, we merely need to show that can be converted back to . The inverse of a Legendre transform turns out to be itself. We compute the derivative of to demonstrate this:

since Then, computing , where Substituting for from before, and using the fact that

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And so we see that the original function is recovered when we apply the Legendre transform twice, . EXAMPLE: Compute the single- and double-Legendre transforms of Starting with the definition of : .

The equation for

is:

Back-substituting for

, we find:

Now we compute the Legendre transform of

The condition for

gives:

So that,

We see that we recover the same function,

, as our original one,

Legendre transforms: thermodynamics convention In thermodynamics, we use Legendre transforms to convert one thermodynamic potential to another. There is a small subtlety here, in that thermodynamics makes use of negative Legendre transforms, where there is a sign change in their construction. Moreover, thermodynamics

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deals with multivariate functions, and so the Legendre transform must specify which variable is the subject of this operation. Hence, in a thermodynamic context, we define: , , , , min , , , , where solves

, ,

Here, the subscript on the Legendre operator indicates that we are performing the transform with respect to the independent variable , and not or . There is no need to be concerned about the difference with the mathematical definition; this again is mostly a matter of convention. From now on, we will use the symbol to denote the Legendre transform in the thermodynamics convention. In shortcut form, we can write the Legendre transformation as minimum at equilibrium Consider as an example the expression for the Helmholtz free energy that we found earlier: , , , ,

where we have that

is the value of

that minimizes this expression, , , 0 , ,

or equivalently,

This set of equations is exactly a Legendre transform. In fact, we can write the expression for the Helmholtz free energy as the entropy Legendre transform of the internal energy: , , Here, the subscript min at equilibrium , ,

indicates a transform with respect to the independent variable .

In performing a Legendre transform of the internal energy, we swapped for as an independent variable to produce the Helmholtz free energy function . But this is not the only Legendre transform that we can perform, since there are three independent variables. We can consider Legendre transformations between any two conjugate variables. This means that we

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can also swap for and for , since Legendre transforms trade an independent variable for the derivative of the thermodynamic potential with respect to it. We cannot, however, swap non-conjugate pairs, like for . In general, Legendre transforms are the mathematical equivalent of connecting our system to various kinds of baths: Legendre transforms enable one to switch an independent variable of a thermodynamic potential to its conjugate. The function produced corresponds to the relevant thermodynamic potential at constant conditions of the new independent variables, i.e., when the system is connected baths corresponding to the Legendre-transformed variables. The Gibbs free energy Lets examine this principle in a slightly different context, in the case where a system reaches equilibrium at constant and . In other words, the system is in contact with baths that can exchange both energy and volume. Mathematically, this means that we swap both and by performing two Legendre transforms. We can start with the Helmholtz free energy, where we already performed a Legendre transform in the entropy. Now we perform an additional Legendre transform in the volume. The resulting potential is the Gibbs free energy: , , min at equilibrium , ,

Notice that the Gibbs free energy is naturally a function of the variables , , . Moreover, like the Helmholtz free energy, it is a minimum at equilibrium. We can examine the partial derivatives of in the following manner:

Where we have substituted the differential expression for

. Simplifying,

Our differential expression for the Gibbs free energy simply states that the partial derivatives are given by:
, , ,

Note that we can also relate the Gibbs free energy directly to the internal energy:

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, ,

, ,

In either case, we would have arrived at the same expression for the Gibbs free energy if we had connected our system to energy and volume baths, and proceeded to maximize the entropy of the world, similar to our original approach using the Helmholtz free energy. The Legendre transform provides the mathematical equivalent of this procedure. The enthalpy and other potentials Another frequently-encountered thermodynamic potential is the enthalpy, , , min at equilibrium , ,

The enthalpy is the thermodynamic potential corresponding to constant , , conditions, and it is a minimum at equilibrium. Like the internal energy, it relates to constant entropy conditions, but at constant pressure rather than volume. The differential form of is found using the same approach as before, the final result being:

which summarizes the partial derivatives

, , ,

The enthalpy is not called a free energy for the reason that the temperature is not constant. The term free comes from the fact that and have the term subtracted from the internal energy , which represents the part of the energy due to unorganized molecular heat motion. By subtracting this off, the remaining parts of the and potentials represent energy potential available or free to do useful work. The enthalpy may seem like an unusual potential that is not particularly useful due to the fact that systems rarely achieve constant , , conditions. However, this potential naturally emerges as a useful quantity in a number of scenarios, such as isobaric heating, steady-state flow, and phase transitions. Even though the constant conditions are not , , in many of these case, it can be shown that the enthalpy nonetheless contains the relevant information.

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What about other thermodynamic potentials? We have only pursued various Legendre transforms of the entropy and volume, but we can Legendre-transform in the particle number as well. If there are multiple components, we will be able to transform each separately, so that the number of possible new thermodynamic potentials quickly becomes quite large. The resulting potentials are just as equally as valid as those we have discussed so far; however, it turns out that their utility in common practice often is small, simply because systems do not usually exist at constant chemical potential conditions for all components. Integrated and derivative relations

Lets examine the integrated relationships for , , and . Recall that the internal energy is given in integrate form by . We were able to show this using Eulers theorem for extensive quantities. We can now use this expression to simplify the integrated relation for the other potentials,

We could have also arrived at these expressions by applying Eulers theorem directly to the new thermodynamic potentials themselves, using the extensivity relations , , , , , , , ,

Here, only the extensive variables are scaled in each relation. Notice in particular that the chemical potential in single component systems is simply the perparticle Gibbs free energy, / . In general, for multicomponent systems, we have

, ,

, ,

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These are the integrated relations describing the four fundamental thermodynamic potentials. There are also ways to relate these potentials using derivatives. Consider, for example, the relationship between and :

Dividing by

1
,

We could have also performed the transformation in the opposite direction, by expressing as an -derivative of . Moreover, we can use the expressions , , and to generate more such relations. In all, we find that
, , , , , , , ,

And of course, there are other such relations for the many other thermodynamic potential that can be constructed by Legendre-transforming the particle number variables. In general, it is not advised to attempt to memorize these; rather, it is important to understand the origins of these relations such that they can be re-derived at any time.

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Summary and look-ahead Lets review the main points of our discussion. If we want to consider a system at conditions other than constant , , , we use a different thermodynamic potential other than , , or , , . That potential can be constructed by hooking our system to a bath (or baths) of some kind. To arrive at the correct thermodynamic potential, we can also perform a Legendre transformation, which generally constructs a new function similar to . Thermodynamic potentials can then be related in both integrated and derivative forms. Before we close this topic, we will hit on one point that we will revisit later during our discussion of statistical mechanical ensembles. Earlier we discussed constant conditions as achieved by the point where we coupled our system to a heat bath and found max surr . Remember, however, that this maximization is really an approximation used to find the point at which there is a maximum number of microstates. This approximation works well typically because the distribution of microstates is so sharply peaked around one value of the energy transfer between the system and its surroundings. However, despite the utility of this maximum term approximation, there can still be fluctuations around the maximum as slightly different amounts of energy are exchanged between the bath and the system. Indeed, these fluctuations are small and rare, since they correspond to states of the system with greatly diminished numbers of microstates, but they nonetheless exist, rigorously. That is, even though we cannot detect small variations in the amount of energy exchanged between the system and the bath, these variations do exist such that the system energy is never rigorously constant. This turns out to lead to an important generality: only one of each conjugate pair of variables can be truly constant at a time. If the temperature is held constant, by using an infinite heat bath, then the energy of the system experiences slight fluctuations. If the volume is held constant, then the pressure fluctuates from time to time. This point is not really relevant at the macroscopic level, since the fluctuations are so small, but it is an essential feature at the microscopic level. EXAMPLE: An experimentalist determines the heat capacity function of a substance to obey the , empirical relation , where is a constant. The experimentalist also finds the entropy and energy to be zero at absolute zero, for all volumes. Compute the thermodynamic potentials , , , , , , and , . Assume constant conditions throughout. (The parameter will have a 1/N dependence so that the heat capacity remains extensive.) To solve this problem, we start with the definition of heat capacity,

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Using the fundamental equation at constant volume and particle number,

So, we can perform integrals to compute the energy and entropy as a function of temperature: 3 const

But since we know the entropy and energy are both zero at 3 2

const

0, the constants are zero:

To find

we need to solve for the temperature as a function of entropy: 2 3 2 8 9

To find the Helmholtz free energy, we use , 3

For the enthalpy, we need to find the pressure. One way is to use the energy derivative: 8 9

Another way is to take the Helmholtz free energy derivative: 3

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It is easy to verify that the two pressure expressions are equal, using /2 . Since the enthalpy depends on the entropy, and not the temperature, we use the former. First we express volume in terms of pressure, since pressure is the independent variable in the enthalpy: 8 9

Then, constructing the enthalpy and substituting in for any 8 9 8 9

terms, 8 9

Finally, we can find the Gibbs free energy. First, we express the volume as a function of temperature and pressure, based on the pressure expression derived from the Helmholtz energy: 3

128 9

Constructing the Gibbs free energy from the Helmholtz free energy: 3 3

We could have also formed

using

3 2

. The result would have been the same.

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