Concept

Phase space — where it appears

The space of all a system's positions and momenta at once, in which a state is a point and a history is a curve. Statistical mechanics is an integral over it, and the classical absence of magnetism is a shift of that integral's variable leaving the answer unchanged.

Named by 19 essays across 7 fields — each of them below, with the objects they name alongside it.

The field a classical partition function cannot see. The momentum plane of one classical charge, in units of the root-mean-square thermal momentum. With no field the Boltzmann weight is a set of circles about the origin; with a field the same circles sit about p = qA, displaced and otherwise unaltered, because the energy depends on p only through p − qA. Integrating over the whole plane therefore cannot notice the displacement, and the numbers beside the drawing are that integral evaluated at 6 displacements: the largest departure from the zero-field value is 3.3e-16, which is the precision of the arithmetic and not a physical effect. The classical free energy has no B in it, so the classical magnetisation is exactly zero at every field and every temperature — no paramagnetism, no diamagnetism, no ferromagnetism. Every magnetic material is therefore evidence of something classical mechanics does not contain.

The magnetism classical physics forbids

Write down the partition function of any collection of classical charges in a magnetic field, and the field cancels out. Not approximately, not to leading order — the integral is over all of momentum space and the field only shifts where the middle of it is. So classical statistical mechanics predicts no paramagnetism, no diamagnetism and no ferromagnetism, and a compass needle is a quantum instrument.

electromagnetism · Magnetisation
What a coordinate is worth, by the shape of its energy. The mean energy stored in one coordinate, in units of kT, against the power with which that coordinate enters the energy. The curve is 1/n and the points are the same average obtained by integrating the Boltzmann weight numerically, agreeing to 3.3e-7 per cent at worst. an energy going as |x|^1 holds 1.0000 kT; an energy going as |x|^1.5 holds 0.6667 kT; an energy going as |x|^2 holds 0.5000 kT; an energy going as |x|^3 holds 0.3333 kT; an energy going as |x|^4 holds 0.2500 kT; an energy going as |x|^6 holds 0.1667 kT. The familiar half a kT is the case n = 2 and nothing more general than that: a coordinate whose energy is linear in it — the momentum of an ultrarelativistic particle, or a field with no restoring force but a constant tension — carries a whole kT, and one confined by a very steep wall carries almost nothing. Equipartition is a theorem about quadratic terms, and calling it a theorem about degrees of freedom is the substitution that makes it fail.

The share that is not half a kT

Equipartition is quoted as half a kT for every degree of freedom, and it is nothing of the kind. It is half a kT for every *quadratic* term. A coordinate whose energy is linear in it carries a whole kT, and a gas hot enough that its particles' energy is pc rather than p²/2m therefore holds twice what the counting says — which drops its ratio of specific heats to four thirds and puts a star on the edge of being able to hold itself up.

thermodynamics · Equipartition
Indistinguishable for 10.2 seconds, then not. The path of the lower bob for two double pendulums released 1e-8° apart, over 11 seconds, with the arms drawn at the final instant. The two traces lie on top of each other for the first 10.2 seconds — the point at which they are two pixels apart on this canvas — and after that they have nothing to do with one another. Neither is more correct: both are exact solutions of the same equations, differing only in a release angle that no apparatus could set apart. The separation is growing at 2.05 per second the whole time, including during the stretch where the picture shows one curve.

The error that doubles on a schedule

Two double pendulums released a hundred-millionth of a degree apart follow one curve for ten seconds and then have nothing to do with each other. The separation grows exponentially the whole time, including while the picture shows a single trace — which turns unpredictability into a rate, and makes the length of a forecast the logarithm of the precision rather than anything proportional to it.

mechanics · Chaos
Phase portraits of the standard map at 2 couplings. The standard map p → p + K sin θ, θ → θ + p, iterated 220 times from 12 starting points, at couplings of 0.6 and 1.3. Both coordinates run from 0 to 2π. An orbit that lies on a curve spanning the picture from left to right is an invariant circle, and nothing can cross it; an orbit that fills an area is chaotic; an orbit that circulates round a centre is trapped in a resonance island. At K = 0.6, orbits launched on p = 0 get no further than 1.55 in p, so a spanning curve is still there. At K = 1.3, orbits launched on p = 0 get no further than 10.78 in p, so a spanning curve is gone and transport is global. The point of the pair is that the change between them is not a change of character in any single orbit — chaotic orbits and regular ones coexist on both sides — but the loss of the barriers that kept the chaotic ones local.

The last curve to go

Chaos does not arrive all at once. Order is destroyed a resonance at a time, and there is a coupling — 0.971635, known to six figures — at which the final barrier separating one part of the phase space from another gives way. Below it a chaotic orbit is still trapped; above it nothing stops it.

mechanics · Chaos
The same source, seen coming and seen going. The observed flux of a moving source, relative to the same source at rest, against the angle between its motion and the line of sight, on a logarithmic scale, at β = 0.5, β = 0.9, β = 0.99. The curves span 8.1e+1, 1.3e+5, 1.6e+9 between the approaching and receding directions, which is ((1+β)/(1−β))⁴ exactly. The fourth power comes from the one quantity every observer agrees about: the specific intensity divided by the cube of the frequency. Three powers of the Doppler factor come from that invariance and the fourth from integrating over frequency. Two consequences are worth reading off. A source seen side-on is fainter than the same source at rest, by γ⁴ — a factor of 2.5e+3 at the fastest speed drawn. And half the light arrives inside a cone of 60.0°, 25.8°, 8.1°, which for a fast source is one over γ.

The brightness that is not the same for everyone

A moving source is not merely shifted in colour. Its light is concentrated forwards, so the same lamp is enormously brighter seen coming than seen going — by the fourth power of one number, which for a jet at ninety-nine per cent of light speed is a factor of a thousand million. The reason is that only one combination of intensity and frequency is the same for every observer, and everything else follows from it.

relativity · Doppler
Two principles, two classes of path, two things left free. On the left, five curves from the same launch point to the same target: the true trajectory of a particle of energy 0.7 in a uniform field, and four deformations of it that share both ends. On the right, four quantities computed along that family and plotted as departures from their values on the true path. Maupertuis' abbreviated action ∫p·ds, computed at fixed energy, is stationary — flat at the centre. Hamilton's action ∫L dt, computed at fixed duration, is stationary too. The other two are not: the time a fixed-energy path takes changes at first order in the deformation, and so does the energy a fixed-duration path carries. That is the whole difference between the two principles. Each holds one of those quantities fixed and lets the other vary, and neither can hold both.

The principle that fixes the energy instead of the clock

There are two principles of least action, they compare different sets of paths, and they are not the same statement. One holds the duration fixed and lets the energy vary; the other holds the energy fixed and lets the duration vary — and written that way, mechanics turns into optics with a refractive index.

mechanics · Least action
A line is what two bodies give. The electron energy spectrum of tritium, against the vertical line a two-body decay would produce. A nucleus emitting one particle has no choice about how to share the energy: momentum conservation fixes it, and every electron comes out at the same energy. The observed spectrum is a continuum running from zero to the full available energy, with a mean at 0.31 of the endpoint. The shape is a count of the ways the energy can be divided between an electron and something else, and the something else was proposed for no other reason than that the shape requires one.

The energy that did not all arrive

A nucleus emitting one particle has no choice about the energy it comes out with — momentum conservation fixes it, and the spectrum is a line. Beta decay gives a continuum instead, from zero to the full available energy, and the shape of that continuum is a count of the ways the energy can be shared. Counting it required a third body nobody had seen, and the way the count approaches its endpoint is still the best place to weigh one.

quantum · Decay
The half-life that depends on the electrons. Half-lives of 3 nuclides as neutral atoms and as bare nuclei, measured at a heavy-ion storage ring where fully stripped ions can be kept circulating for months. The changes are not corrections. ¹⁸⁷Re goes from 41.6 billion years to 32.9 — a factor of 1.26 billion — because a beta decay whose available energy is only 2.5 keV cannot put an electron into the continuum but can put one into an empty K orbital, and stripping the atom opens that channel. ¹⁶³Dy is stable as an atom and decays in 47 days as a bare nucleus, for the same reason. The rate is a property of the nucleus and of what surrounds it, not of the nucleus alone.

The half-life that chemistry can change

A nucleus has no clock, the usual account goes, and nothing outside it touches the rate. That is very nearly true and it is not exactly true. Electron capture takes an electron from the nucleus's own position, so its rate is proportional to how many electrons are there — which is chemistry, worth a per cent. And a nucleus stripped of every electron can gain a decay channel it did not have: rhenium-187 goes from forty-two billion years to thirty-three.

quantum · Decay
A quasi-probability that goes negative. The Wigner function of the oscillator's state at a quarter of its revival time, with 4 quanta on average: two copies of the packet, at x = ±2.83, in equal superposition. It is computed from the wavefunction by the Wigner transform on a lattice, and it integrates to one. The two copies are the two positive blobs. Between them lies a pattern of stripes with no classical counterpart, running from 0.289 down to −0.289, where the shaded warm regions and their outlines mark negative values. A negative probability is not a probability, so this distribution cannot describe a cloud of classical particles. The stripes are also taller than the blobs, so the interference carries more structure than the copies themselves: the highest stripe reaches 0.289 and the centre of a blob 0.159.

The probability that goes below zero

Classical mechanics describes an uncertain state as a cloud of points in the plane of position and momentum. Quantum mechanics has an exact counterpart, the Wigner function, whose shadows are the true position and momentum distributions — and which goes negative. It goes negative for a single photon, for every superposition of two packets, and for every pure state that is not a Gaussian. Where it is negative no classical cloud can imitate the state, and losing energy to the surroundings erases the negative regions first.

quantum · Correspondence
Resonances drawn as bands. 60,000 decays of a D⁰ decaying to K⁻π⁺π⁰, accepted from 1,287,365 flat ones in proportion to the square of an amplitude built from 3 short-lived intermediate states, each decaying to two of the three products. A ρ⁺(770) in m²(π⁺π⁰), 67.0 per cent of the rate on its own; a K⁻(892) in m²(K⁻π⁰), 25.5 per cent of the rate on its own; a K⁰(892) in m²(K⁻π⁺), 33.2 per cent of the rate on its own. Each appears as a band at its own mass squared — vertical, horizontal or diagonal according to which pair it decays to — holding 51 per cent, 19 per cent, 23 per cent of the decays within one width of its mass, where phase space alone would put 34, 10, 9. The separate fractions add to 126 per cent, not 100, because the amplitudes interfere where the bands overlap. The magnitudes and phases are a model chosen to make all three visible, not a fit to data.

The plane in which three bodies are flat

A particle breaking into two gives each product a fixed energy; one breaking into three gives none of them one. What it gives instead is a plane of two invariant masses in which a decay with no forces spreads perfectly evenly inside a curved boundary — so every band, dark stripe and bright crossing a real decay draws there is a force, its spin, or a phase between two routes to the same three particles.

relativity · Relativistic dynamics
The étendue, tiled. The phase space of a one-dimensional optical system: position across a twenty-micrometre aperture, against the optical direction cosine n·sinθ, for a system accepting ±0.1. The shaded rectangle is what the beam occupies, and its area — 4 micrometre-radians — is the one-dimensional étendue, the quantity no arrangement of lenses can reduce. Divided by a wavelength of 500 nanometres it is 8, and the rectangle is tiled here with exactly 8 cells of area one wavelength each. That is the whole content of the count: a cell of phase-space area λ is the smallest patch a field can be confined to, because squeezing it in position spreads it in direction by the same relation that gives a slit its diffraction pattern, so an étendue is a number of modes and its conservation is the conservation of a count. The cells are drawn four wide and two high, which is arbitrary: only a cell's area is fixed, not its shape — a beam may be confined tightly in position and loosely in angle or the other way round, and the trade is what an optical system is for.

The invariant that is a count

Étendue is an area times a solid angle, and ray optics gives it no floor — nothing in a ray has a size. Divide it by the square of the wavelength and it becomes a number of modes, its conservation becomes the conservation of a count, and the count has a least value of one. That is where the ray bound hands over to diffraction, and the handover is the same number written two ways.

optics · Etendue
Twice the kinetic energy, and what it equals. Twice the time-averaged kinetic energy of a bound orbit, divided by its time-averaged potential energy, against the power with which that potential depends on separation. Each point is a measurement: an eccentric orbit integrated for more than a hundred radial periods, with the two averages accumulated along it, and the radius checked to vary by at least a fifth so that the orbit is not trivially circular. The line is the exponent itself, and the points miss it by at most 6.6e-4. Two cases carry everything. At n = 2, a harmonic well, the two energies are equal — which is the ordinary equipartition statement, half a kT to the kinetic term and half a kT to the potential one. At n = −1, which is gravity and the Coulomb force, twice the kinetic energy equals minus the potential energy, so the total energy of a bound system is minus its kinetic energy. Nothing about temperature entered, and nothing about equilibrium: the relation holds for one orbit averaged over time as well as for a crowd averaged over members.

Weighing what cannot be put on a scale

Summed over every coordinate of a bound system, equipartition stops being a statement about temperature and becomes a relation between two averages: twice the kinetic energy equals n times the potential energy for a potential going as the nth power. For gravity that fixes a bound system's total energy from how fast its parts move — so a Doppler shift and an angular size return a mass, and for the Coma cluster the mass they return is fifty times the mass that shines.

thermodynamics · Equipartition
A wall pulled away fast leaves the energy behind. The energy of a ball bouncing in a box whose wall is moved, against the length of the box, for 3 wall speeds — each a fraction of the ball's own starting speed — with the adiabatic prediction drawn dashed. Every collision is solved for exactly rather than stepped, so nothing here assumes the wall is slow. Moved slowly, the wall takes energy from the ball at the adiabatic rate, and the energy falls as the inverse square of the length. Moved as fast as the ball is moving, it takes almost nothing: the ball cannot catch a wall retreating faster than it travels, so the collisions stop and the energy stops falling. That is the difference between a gas pushing a piston and a gas expanding into a vacuum, and it is drawn here for one particle. At the end of the range the slowest wall leaves the energy at 0.058 of its starting value and the fastest at 1.000, against an adiabatic 0.065.

The wall that moves while the ball is in flight

Energy is conserved because the rules do not depend on the time. Move the walls of a box and the rules do depend on the time, so what is inside gains or loses without limit — and how much depends entirely on how fast. Moved slowly, a wall takes energy at exactly the rate the adiabatic law says; moved faster than the ball travels, it takes none at all, and the same box is a piston or a vacuum according to a speed.

mechanics · Energy
The area each quantum state is allowed. Phase-space orbits of the four lowest quantum levels, computed as eigenvalues of the discretised Schrödinger equation, for a harmonic well (left) and a box with hard walls (right), in units ħ = m = 1. Each orbit encloses an area that is a whole number of Planck constants plus a fixed offset: for the harmonic well 0.500, 1.500, 2.500, 3.500 h — n + ½ — and for the box 1.000, 2.000, 3.000, 4.000 h — n + 1. The harmonic orbit turns round smoothly at both ends and loses a quarter of a cycle at each; the box orbit is reflected sharply by each wall and loses half a cycle there.

The quarter cycle a turning point costs

The old quantum rule said an orbit's action is a whole number of Planck constants. It gets the harmonic oscillator wrong by exactly half a unit, the box by exactly one, and a neutron bouncing on a mirror by three quarters. Each is the same correction: a wave loses a quarter of a cycle every time it turns round smoothly, and half a cycle every time it hits a wall.

mechanics · Least action
A bounce that turns into a swing and back. The share of a swinging spring's oscillation energy that is in its sideways swing rather than its up-and-down bounce, against time in units of the swing's period over 2π, for a spring started bouncing with a stretch of 0.08 of its length and almost no tilt (0.02 rad). When the bounce frequency is exactly twice the swing frequency (red), the energy drains out of the bounce into the swing until 100 per cent of it is swinging, then drains back, over and over. At a ratio of 2.4 (blue) the swing never takes more than 1.5 per cent. The bounce pumps the swing parametrically, twice per swing, which works only when the two keep step.

The spring that swings when it was only bounced

Hang a weight on a spring and pull it straight down: it bounces straight up and down. Unless its bounce happens to be twice as fast as its swing would be as a pendulum. Then the bounce dies away and the weight starts to swing, wider and wider, until the bounce has gone completely — and then the swing dies and the bounce comes back. Two motions that look independent are trading their energy through a resonance, regularly and for ever at small amplitude. Give the spring more energy and the trading becomes chaotic: the same simple rule, with nothing random in it, produces motion that never repeats and that a hundred-millionth of a radian can redirect.

mechanics · Chaos
Two ways for a swing to die. A mass on a spring released 10.6 dead-band widths from rest, against time in units of 1/ω. Red: sliding on a dry surface, whose friction is a constant force; each swing is exactly a cosine, and the turning points fall in a straight line by two dead-band widths per half-cycle until the mass stops, 2.5 cycles after release, at −0.60. Blue: the same mass with viscous damping (damping ratio 0.05), whose force is proportional to speed; the swings shrink by the same fraction each cycle, along an exponential, and never stop. The period is the same in both and the same as with no damping at all to within the viscous case's 0.13 per cent.

The swing that dies in a straight line

A pendulum in air loses the same fraction of its swing every cycle, so its amplitude falls along an exponential and, in principle, never quite reaches zero. A mass on a spring sliding over a dry surface does something else. Its friction is a fixed force, so it loses a fixed amount of amplitude every half-swing — the swings shrink in a straight line — and it stops completely, after a countable number of swings, somewhere inside a band around its natural position whose width is the friction divided by the stiffness. Where in that band it stops depends on where it started, which is why a barometer with friction in it is tapped before it is read.

mechanics · Friction
The number of collisions for heavier and heavier blocks. The number of collisions, simulated one by one, for mass ratios of 1, 10², 10⁴, 10⁶, 10⁸, on a logarithmic axis: 3, 31, 314, 3141, 31415. Each factor of a hundred in the mass ratio adds one digit of π. Nothing in the setup mentions a circle — two blocks, a wall and the conservation of energy and momentum — but energy conservation makes the velocities live on a circle, and the count is how many equal steps of a small angle fit into half of it.

The collisions that count the digits of π

Slide a heavy block towards a light one resting near a wall. The light block is batted between the heavy one and the wall until the heavy block turns round and leaves. Count the collisions. With equal masses there are 3; with one block a hundred times heavier, 31; ten thousand times, 314; a million, 3141. Nothing in two blocks and a wall mentions a circle, but conservation of energy puts their velocities on one, and each collision steps round it by the same small angle. The count is how many such steps fit in half a turn.

mechanics · Momentum
Two beams that each stay straight, and wind each other into whirlpools. Phase space of a one-dimensional particle simulation: every dot is an electron, plotted at its position along a periodic box one fastest-growing wavelength long (10.26 v₀/ωₚ) and its velocity, in units of the beam speed. One beam starts at +v₀, the other at −v₀, with a 0.0001 ripple in position. At t = 18/ωₚthe beams are visibly rippled; by 26 the ripple has grown into overturning, and by 40 the two beams have wound round each other into a single vortex, filamented into strands. When growth first stops, at ωₚt = 25.2, the wave's field is 0.56 m v₀ωₚ/e; electrons trapped in it bounce at 0.59 ωₚ, faster than the 0.354 ωₚ at which it was growing, and it traps any electron within ±1.92 v₀ of the wave's speed — zero, by symmetry — so both beams are inside its separatrix; total energy was conserved to 0.31%.

The two beams that unravel each other

A cold beam of electrons, alone, is perfectly stable: disturb it and it rings at its plasma frequency and carries the ringing downstream. Send a second beam through it the other way and the pair is not stable at all. A ripple of the right length grows by a factor of e in less than half a plasma period, takes a third of the beams' drift energy into an electric field, and then winds both beams into a single whirlpool in which their drift is gone. Neither beam can do it. The growth exists only in the pair, and a beam a millionth as dense as the plasma it crosses is enough to start it.

astrophysics · Plasma oscillation
The same damped motion in two phase planes. A cloud of damped oscillators that start on a small circle of positions and velocities, drawn at times 0, 2, 4, 6 (outlines) with the centre's path. Left: position against the physical momentum mẋ. The cloud spirals inward and shrinks: its area falls as e^(−γt), to 0.30 of its start by t = 6, as friction squeezes every motion towards rest. Right: position against the canonical momentum of the Caldirola–Kanai Lagrangian, p = e^(γt)mẋ. The same cloud keeps exactly its starting area while it is stretched out of shape, as Liouville's theorem requires of any Hamiltonian flow. The friction has been hidden in the definition of momentum: the canonical momentum grows exactly as fast as the real one decays.

The friction an action can hold only by changing its clock

The principle of least action generates every conservative law of motion from a single integral, and it has no place for friction: there is no ordinary Lagrangian whose equation of motion is a damped oscillator's. Multiply the Lagrangian by an exponential of time and friction appears — but only by redefining momentum so that it grows as fast as the real momentum decays. The phase-space area the principle conserves is then no longer the one that counts motions, and quantised, the damped oscillator becomes more sharply known than the uncertainty principle allows. Friction belongs to a system and the surroundings it loses energy to, and an action for the system alone can only fake it.

mechanics · Least action

Named alongside it

The objects these essays reach for when they reach for this one.

ActionChaosDecayLyapunov exponentBeta decayThe Boltzmann factorConservation of energyDampingDegrees of freedomEquipartitionGravitational collapseInterference

All concepts