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Classical configuration, phase and reference spaces
1 · Prerequisites
- Absolute and Conditional Convergence; Rearrangement; Products
- Areas of Elementary Plane Figures
- Banach-Space Differential Calculus and Banach Manifolds
- Binary Operations, Monoids, Groups and Subgroups
- Bounded Linear Operators and Quotient Spaces
- Causal kernels, gauge and point fields after wave existence
- Cm Math Canonical
- Cm Math Geometry
- Cm Math Variations
- Compactness
- Compactness in Metric Spaces
- Completeness, Completion, and Uniform Continuity
- Complex Norms and Realification
- Complexification, Realification and Real Structures
- Connectedness
- Constant Rank, Submersions, Immersions and Regular Level Sets
- Construction of the Natural Numbers
- Construction of the Real Numbers via Cauchy Sequences
- Construction of the Real Numbers via Dedekind Cuts
- Continuity, IVT, EVT, and Uniform Continuity
- Cosets, Index and Lagrange's Theorem
- Countability and Uncountability
- Countability Axioms and Cardinal Functions
- Density Separability and Convolution in Lᵖ
- Determinants of Matrices over a Commutative Ring
- Distributions Test Functions and Differentiation
- Divisibility, Euclidean Domains, Principal Ideal Domains and Unique Factorisation
- Dual Spaces, Bilinear and Quadratic Forms, and Sylvester's Law of Inertia
- Em Elementary Mathematical Prerequisites
- Euclidean Ordinary Differential Equations with Smooth Dependence
- Exterior Powers, Orientation and Hodge Duality
- Filters and Ultrafilters
- Finite Counting, Factorials and Binomial Coefficients
- Finite Dimensional Normed Spaces and Riesz Lemma
- Finite Probability and the Probabilistic Method
- Forces, initial data and Newtonian flow
- Foundations of the Real Numbers for Analysis
- Framework, quantities and geometry
- Free Modules, Exact Sequences, Projective and Injective Modules
- Fubini and Change of Variables
- Fundamental Trigonometric Identities
- Gaussian Elimination, Elementary Matrices and Reduced Row Echelon Form
- Group Actions, Orbits, Stabilisers and Cayley's Theorem
- Group Homomorphisms and the Isomorphism Theorems
- Hamiltonian Mechanics and Completely Integrable Systems
- Harmonic Functions and Mean Values in Rn
- Hereditary and Productive Behaviour of the Separation Axioms
- Ideals, Quotient Rings and the Isomorphism Theorems for Rings
- Improper and Parameter-Dependent Multiple Integrals
- Improper Integrals
- Inner Product Spaces, Gram-Schmidt, Projections and Adjoints
- Lebesgue Measure on Euclidean Space
- Legendre transformation and Hamiltonian mechanics
- Limits of Real Functions
- limsup, liminf, and Subsequential Limits
- Line Integrals and the Gradient Theorem
- Linear Independence, Bases and Dimension
- Linear Transformations, Rank-Nullity and Quotient Spaces
- Lorentz Transformations
- Manifolds with Boundary Collars and Orientations
- Matrices, the Matrix of a Linear Map, and Change of Basis
- Measurable Functions and Simple Approximation
- Measures and Their Basic Properties
- Metric Spaces
- Metrization: Urysohn, Nagata–Smirnov, Bing, Smirnov
- Mixed Partials, Taylor Formulae, and Extrema
- Mixture Dynamics And Shells
- Modules, Submodules, Quotient Modules and the Isomorphism Theorems
- Momentum, work and energy balances
- Monotone Functions, Discontinuities, and Continuity Sets
- Monotone Sequences, Bolzano-Weierstrass, and Cauchy Completeness
- Normal Subgroups and Quotient Groups
- Normed and Banach Spaces
- Order, Zorn's Lemma, and the Axiom of Choice
- Outer Measure and the Caratheodory Extension Theorem
- Partial Differential Equations and Characteristics
- Partitions of Unity and Paracompactness
- Picard-Lindelöf and First-Order Ordinary Differential Equations
- Pointwise Extended-Real Function Products
- Polynomial Rings, the Division Algorithm and Roots
- Potentials and gauge
- Power Series and Real-Analytic Functions
- Primitives and postulates
- Product Measures and the Fubini Tonelli Theorems
- Properties of the Integral and the Working FTC
- Rank Theorems and Embedded Submanifolds
- Regular constraints and moving frames
- Regular Surfaces and Surface Integrals
- Relations, Functions, and Quotients
- Rings, Subrings, Integral Domains and Fields
- Rⁿ as a Normed Space; Vector-Valued Functions
- Roots, Rational Powers, and Classical Inequalities
- Schwartz Space and the Plancherel Theorem
- Separation Axioms: the Hierarchy
- Sequences and Limits
- Sequences and Series of Functions; Uniform Convergence
- Series: Convergence and the Nonnegative Tests
- Sigma Algebras and Borel Sets
- Simple Field Extensions and the Construction of the Complex Numbers
- Sine, Cosine, and the Definition of Pi
- Smooth Manifolds and Smooth Maps
- Smooth Partitions of Unity and Exhaustions
- Smooth Vector Bundles and Sections
- Spacetime Primitives
- Stationary action and Lagrangian dynamics
- Subspaces, Products, and Quotients
- Suprema and Infima
- Symmetric Groups, Cycle Decomposition and the Sign Homomorphism
- Symplectic Manifolds, Moser Stability, and Darboux–Weinstein Theory
- Tangent Cotangent and the Differential
- Tensor Fields Exterior Algebra and Differential Forms
- Tensor Products of Modules
- The Cantor Set, Baire Category, and Measure Zero in ℝ
- The Derivative and the Mean Value Theorems
- The Determinant of a Linear Operator, Cofactors and Cramer's Rule
- The Divergence Theorem and Classical Stokes
- The Exponential Function
- The Exterior Derivative and Cartan Calculus
- The Fundamental Theorems of Calculus
- The Inverse and Implicit Function Theorems
- The Inverse Function Theorem Completed
- The Lebesgue Integral and the Convergence Theorems
- The Logarithm and General Powers
- The Lᵖ Spaces Holder Minkowski and Riesz Fischer
- The Maximal Function and Lebesgue Differentiation
- The Riemann Integral in Rᵐ and Jordan Content
- The Riemann Integral: Definition and Integrability
- The Topology of Euclidean Space
- The Total Derivative in ℝᵐ → ℝⁿ
- The ZFC Axioms and the Basic Set Constructions
- Thermodynamic Framework
- Topological Spaces and Continuity
- Topology of ℝ
- Triangularisation, Generalised Eigenspaces and Jordan Canonical Form
- Urysohn's Lemma and the Tietze Extension Theorem
- Vector Fields Flows and Lie Derivatives
- Vector Spaces, Linear Subspaces, Span and Direct Sums
- Wave Equation Representation Formulas
- Worldlines And Clocks
2 · Summary
This page fixes finite classical configuration and cotangent phase spaces, their symplectic and Liouville reference structures, measurable states and observable integrability. It proves regular compact-shell coarea and its Hamiltonian invariance under the full stated choice and flow hypotheses, derives the kinetic-plus-potential shell marginal, and records Liouville transport of fine-grained entropy. Canonical, grand, microcanonical and isothermal-isobaric laws are adopted preparation postulates with explicit normalizability and reference-measure conditions; response and entropy identities are conditional finite-model deductions. The page also fixes a static one-particle electromagnetic coupling and proves its finite canonical partition invariance under static gauge shifts. It asserts neither ergodicity nor relaxation, ensemble equivalence, quantum validity, or experimental realization. Full AC is an explicit prerequisite for the published regular-shell measure supplier and is retained by its consumers.
3 · Logical flowchart
4 · Definitions, postulates, theorems and proofs
Classical configuration, cotangent phase and reference measures
Definition
Assume the Axiom of Countable Choice, the exact choice strength required by Tautological one-form on a cotangent bundle to construct the smooth cotangent manifold. Let , let be a smooth -manifold, and choose a countable smooth-chart subcover of its atlas. Such a subcover is obtained from a countable basis of the second-countable topology by choosing, for each basis element contained in a chart domain, one such chart domain; this countable selection is covered by the stated Axiom of Countable Choice. Give the product topology and the product smooth structure generated by the charts where each belongs to the chosen countable subcover of charts of . These images are open in , and their transition maps are componentwise smooth, so they form a smooth atlas of dimension ; the finite product of the countable chart family is countable. Its generated maximal atlas is the product smooth structure in the convention of Smooth manifolds and their smooth charts. The induced cotangent charts are indexed by these base charts and form a countable atlas of . Its configuration space is . Its phase space is the cotangent bundle whose points are pairs with . Let be the cotangent-bundle projection. The tautological one-form and canonical symplectic form are Thus in an induced cotangent chart , The cotangent supplier proves closed and nondegenerate under the same Countable Choice premise. On an open phase chart this is exactly the standard form of A phase domain, its canonical one-form and its standard symplectic two-form; The standard two-form of a phase domain is closed and nondegenerate, with contraction gives its closedness, contraction and nondegeneracy coordinate calculations.
Let be the Borel sigma-algebra generated by the topology of (The Borel sigma-algebra of a topological space). The Liouville density, denoted is the positive density whose coordinate density in every induced cotangent chart is . Define its Borel measure explicitly as follows. If , set . Otherwise choose an at-most-countable induced cotangent atlas indexed by , order by the usual order, and set For , put where is Lebesgue measure on the chart image. Each is Borel, and each chart map is a homeomorphism, so the terms are defined on Borel sets. The coordinate transitions preserve because is intrinsic; hence they preserve and have absolute Jacobian one. For two atlases, the intersections of their disjoint chart pieces form a countable common Borel refinement. On each nonempty refinement piece the coordinate transition is a diffeomorphism with absolute Jacobian one, so the change-of-variables theorem applied to its indicator A C^1 diffeomorphism satisfies the change-of-variables formula for nonnegative Lebesgue measurable functions gives the same measure from either atlas. Summing over the refinement proves atlas independence. Countable additivity follows because the chart images of disjoint Borel sets remain disjoint within each and Lebesgue measure is countably additive. For the resulting nonnegative array , both and are the supremum of the same finite subsums of , using the nonnegative extended-sum convention of Measures on sigma-algebras. Hence the sums reorder and is a measure with the displayed coordinate density. Given any finite constant , define the labelled reference measure on . It is sigma-finite: is countable-atlased as just constructed, so it is covered by countably many cotangent chart images. Each chart image is open in and is covered by the countable family of bounded open boxes with rational endpoints whose closures lie in that chart image: every point of an open set lies in one such box. Each box has finite Euclidean Lebesgue measure, and its chart preimage therefore has finite -measure because the Liouville coordinate density is the constant . The countably many chart-box preimages cover and establish sigma-finiteness directly, without a sigma-compactness supplier. The constant is mathematical normalization data; this definition assigns no physical unit to it.
For a partition of the particle labels into species classes of sizes , let act on by permuting factors within each class and on by the cotangent lift. In canonical coordinates each lift permutes corresponding and coordinates, so it preserves , and . Let be the orbit map, equip the orbit set with the quotient sigma-algebra and define the quotient reference measure by This is a measure because inverse images preserve complements and countable disjoint unions and is countably additive. The stated invariance makes it the normalized quotient pushforward. It is a measurable quotient; no smooth quotient structure at configurations with stabilizers is asserted. For one species the factor is .
The quotient factor here is mathematical counting data. A physical postulate determines when labels are operationally indistinguishable and how the reference scale is interpreted; neither follows from the cotangent geometry.
Equipartition identity with explicit integrated boundary terms
Statement
Let be a sigma-finite measure space, , and a product-measurable function whose map is for -almost every . Set where is Lebesgue measure on times . Assume For let and assume as . Define whenever the integral is absolutely convergent. Then For finite endpoints , assume the endpoint integral below is finite and put . If , define . Then the exact boundary identity is
Facts & Assumptions
Given: The product measure space, , , the finite positive normalization , the integrable moment, and the vanishing integrated boundary term .
The measure factors are sigma-finite, is measurable and sectionwise , and and are finite with .
The two integrated endpoint contributions tend to zero, equivalently .
For the finite-interval clause, and the stated integrated endpoint expression is finite.
Tonelli's theorem permits section integration for nonnegative product-measurable functions on sigma-finite factors (Tonelli's theorem for nonnegative measurable functions on a sigma-finite product).
Dominated convergence passes limits through an integral under one common integrable majorant (Dominated convergence).
Proof
Given: [A1]–[A3] and the Tonelli and dominated-convergence interfaces [F1]–[F2].
For almost every , differentiate the product in the coordinate: The absolute value of the right side is bounded by , which is integrable by [A1].
Integrate this identity on . Absolute integrability and [F1] justify integrating first in and then in , so
The integrand in the first term is nonnegative and integrable, while the second integrand is absolutely integrable by [A1]. Their restrictions to converge pointwise almost everywhere to the full integrands and are dominated by those integrable functions. Applying [F2] to both terms and using [A2] gives . Divide by to obtain the stated identity.
For finite , integrate the same derivative over . The boundary evaluation is Dividing by and rearranging yields the displayed finite-endpoint formula.
Statistical states, densities, observables and expectations
Definition
Let be a sigma-finite phase-reference measure space from Classical configuration, cotangent phase and reference measures; the cotangent construction uses the stated Axiom of Countable Choice (The Axiom of Countable Choice ()). A statistical state is a probability measure on , meaning a countably additive measure with (Measures on sigma-algebras). A density of relative to is a measurable such that Equivalently, in the definition of a measure with density (The measure with density relative to ); integration against that density has the meaning supplied by Integrating against a density agrees with integrating the product. A state need not have a density.
An observable is a real-valued measurable function (Extended-real-valued measurable functions). Its expectation is used only when is integrable, that is, (Integrable real and complex functions, and their integrals). Its variance is when is integrable. For square-integrable , their covariance is These expressions are finite under the stated square-integrability hypotheses. Indeed, makes with norm . By Cauchy-Schwarz inequality for , , so the mean of a square-integrable observable exists. If , then makes square-integrable; the same argument applies to . A second application of that inequality gives . Thus both the variance and covariance integrals above are well-defined.
If and the integrals are defined, these expectations equal by Integrating against a density agrees with integrating the product.
A macrostate map is a measurable map . Its induced state on is the pushforward for . A macrocell associated with a specified measurable cell is the measurable phase event ; its reference size is . A singleton fibre is used as a macrocell only when . For a specified family of cells, an entropy assignment means additional data ; no particular functional of is stipulated here. Neither a cell's reference size nor a separately chosen entropy assignment is defined to be the expectation or variance of a microscopic observable.
Coarea and invariant probability on compact regular phase shells
Statement
Assume the Axiom of Choice. Let be a cotangent phase space from Classical configuration, cotangent phase and reference measures, with , and let be open. Let have a coordinate representative in every canonical cotangent chart ; write for the resulting differential. Assume on and suppose is compact for every compact . Use the real canonical cotangent coordinates of Classical configuration, cotangent phase and reference measures; this mathematical theorem assigns no physical units to these coordinates.
For a compact regular energy band, take a finite smooth partition of unity subordinate to canonical cotangent charts. In a chart where , write the local energy graph as and define the weighted shell measure on nonnegative Borel by where is the constant density of the reference measure in canonical coordinates. Then this definition is independent of the chosen finite chart partition and equals the chart expression with and Euclidean area in each real canonical chart. For every nonnegative Borel compactly supported in , If is nonempty, then and is a probability measure. If a Hamiltonian flow map is a diffeomorphism on a full compact energy band and preserves that band, then is invariant under that map for every such regular . Critical levels and noncompact inverse bands are outside this statement. For its invariance clause, fix a compatible metric on a compact band whose interior contains the shell; such a metric exists by Topological manifolds are metrizable and paracompact.
The same shell measure can be computed after a fixed numerical coordinate normalization. Choose positive real scales with a common product , and put The reference density becomes with . The graph and weighted-area formulas above then use , its gradient and Euclidean area in , and , with the same energy variable . They describe the pullback of , not a different shell law. The pulled-back forms are For a Hamiltonian trajectory parameterized by its original , the equations in these coordinates are This chart normalization does not rescale , or .
Facts & Assumptions
Given: The cotangent phase space and its Liouville reference measure, the regular compact-band Hamiltonian, and, for the invariance clause, the actual Hamiltonian flow map defined as a diffeomorphism on the full band.
Full AC is assumed for the exact Euclidean shell supplier Coarea and invariant measure on compact regular energy shells. It implies the Countable Choice premise used by the change-of-variables supplier (The Axiom of Choice, The Axiom of Countable Choice ()).
is , is nonzero on the open energy band, compact energy intervals have compact inverse images, and every level considered is nonempty.
For invariance, the Hamiltonian map is a diffeomorphism on the whole band and maps that band onto itself.
The phase definition gives , , the positive Liouville density , and local canonical volume density (Classical configuration, cotangent phase and reference measures).
In the Euclidean phase-domain case, the published shell theorem assumes full AC, a canonical Hamiltonian, compact inverse bands and a nonzero gradient; it proves coarea, positive finite mass of nonempty regular shells, and invariance for a full-band Hamiltonian diffeomorphism (Coarea and invariant measure on compact regular energy shells).
A regular level is locally a graph; if , its energy graph has (The Euclidean implicit function theorem with derivative formula).
A diffeomorphism changes a nonnegative Lebesgue integral by the absolute Jacobian under Countable Choice (A C^1 diffeomorphism satisfies the change-of-variables formula for nonnegative Lebesgue measurable functions, The Axiom of Countable Choice ()).
Nonnegative product integrals may be evaluated in either order on sigma-finite factors (Tonelli's theorem for nonnegative measurable functions on a sigma-finite product).
One common integrable majorant justifies continuity limits under an integral (Dominated convergence).
The Hamiltonian convention is , so in a canonical cotangent chart , as in Coarea and invariant measure on compact regular energy shells. For , step 1.2 of Coarea and invariant measure on compact regular energy shells proves in every canonical chart that the flow derivative satisfies , and hence , with , because the mixed second partials of agree. Thus its local coordinate Jacobian is one at the present regularity. The smooth case is also Liouville volume preservation; a measure-preserving map preserves integrals of nonnegative measurable and integrable functions (Integral invariance under measure-preserving maps).
Distance to a nonempty closed set is continuous and 1-Lipschitz (, so the distance to a fixed nonempty set is -Lipschitz). Finite measures agreeing on a generating -system and on the whole space agree on the generated sigma algebra (Finite measures agreeing on a generating pi-system and on the whole space are equal).
A topological manifold is metrizable and paracompact (Topological manifolds are metrizable and paracompact).
Proof
Given: [A1]–[A3] and the phase-space, coarea, change-of-variables, Liouville, convergence, metric and measure-uniqueness interfaces [F1]–[F9].
In a canonical open phase domain with , hypotheses [A1]–[A2] match the published Euclidean theorem [F2]. It yields the graph-partition measure, the coarea identity, and finite positive mass on each nonempty regular level. Multiplying both the volume measure and every shell measure by the same positive constant preserves the identity and leaves unchanged.
For a compact cotangent energy band, choose finitely many canonical charts whose smaller coordinate neighborhoods cover the band and whose closures lie inside the charts. In chart coordinates, for and for is smooth. For a coordinate ball of squared radius centered at , is a smooth bump, positive on the ball and zero outside its closure. Choose finitely many such balls whose smaller concentric balls cover the band and whose closures lie inside charts. Dividing the bumps by their positive sum near the band gives a finite partition on a neighborhood of the band. This uses only a finite subcover. Refine it so that one fixed is nonzero on each chart support. By [F3], each local level is a graph . The map has absolute Jacobian , so [F4] and [F5] give the coarea identity for . Implicit differentiation gives , hence Thus the chart term is exactly the displayed weighted area integral. Cotangent coordinate changes have block Jacobian whose determinant has absolute value one; therefore the Liouville density and the chart integrals agree on overlaps. Summing the finite partition proves the coarea identity and partition independence on the cotangent band.
The shell is a closed subset of a compact inverse band, hence compact. A finite set of graph charts with bounded away from zero gives . A nonempty shell contains a graph patch with a nonempty open coordinate domain and positive continuous chart density, so .
Along a Hamiltonian trajectory, ; therefore the flow preserves energy. The determinant argument in [F7] gives absolute coordinate Jacobian one for each canonical local flow. Since the reference density is , [F4] proves measure preservation on each chart; composing local flow maps retains this property. Refine the finite source and target chart covers of the compact band into disjoint Borel pieces on which each chart representation of applies, and sum the COV identities to obtain preservation of on the band. Write the fixed band as , with and the shell of interest at an energy in . For continuous on and , all following compositions are evaluated only on . By [F7]'s integral-invariance clause and step 2.1, The coarea applications extend these products by zero outside ; the support of lies away from the band endpoints, so the extensions have compact support in .
On any compact subinterval of , use finitely many graph charts as in step 2.1. The derivatives have a positive lower bound on their compact chart supports, and the chart domains, and are bounded there. Thus the graph integrands have one finite integrable majorant. [F6] gives continuity of both and on that subinterval. Their difference integrates to zero against every compactly supported continuous by step 3.2. If it were nonzero at one energy, continuity would give a neighborhood where it has one strict sign; a nonnegative continuous bump supported there would make the integral nonzero. Hence the two shell integrals agree for every regular , including the shell of interest; no flow outside is used.
Fix a closed subset of a shell. If , both the shell measure and its flow pushforward assign it zero. Otherwise, in the compatible band metric from [F9], is closed and the shell is compactly contained in the band interior. Choose so the closed -neighborhood of the shell lies in the band, and let . It is a continuous cutoff equal to one on the shell and supported in the band. The functions converge pointwise on the shell to and are bounded by one. Apply the equality proved in step 4.1 to each , then [F6] for the finite shell measures gives equality of and its flow pushforward on every closed subset. Both measures have the same finite total mass by step 3.1; closed sets form a generating -system. Apply [F8] and divide by from step 3.1. Thus is invariant for every such regular energy.
The diagonal chart map has absolute Jacobian , so [F4] transforms into . Applying the graph substitution of step 2.1 in the new coordinates gives its displayed formula with and ; changing charts back by [F4] gives exactly the same localized shell integrals. Direct substitution in and proves the two pullback formulas. By the convention in [F7], contracting into that form gives the canonical equations , . Since and , division of the two velocity components by and proves the stated factors in the unchanged parameter .
Classical particle counting and physical observables
Finite-N classical phase spaces with explicitly declared species and observationally indistinguishable labels; no derivation of indistinguishability or quantum statistics.
Postulate
For a declared classical model with operationally indistinguishable particles of each species , label those particles by on the auxiliary labelled cover, and let denote the permutation group of that species' finite label set. The product group acts on the labelled phase space by the cotangent lifts of within-species permutations. Let be its measurable orbit map from Classical configuration, cotangent phase and reference measures. Choose as a fixed primitive reference parameter with action units J s; Dimensions and SI unit conventions of the non-relativistic classical mechanics framework supplies its dimension, not its value or the choice of this parameter. Here is the number of spatial dimensions and . No numerical value or identification of with Planck's constant is imposed.
Use the weighted labelled lift on , where is the Liouville density and the last expression is its coordinate density in canonical charts, with coordinates read in SI numerical units. The coordinate volume has action dimension , so the reference is dimensionless. The physical quotient reference is Thus is on the labelled cover , and is on ; with , the latter is exactly the normalized quotient reference of Classical configuration, cotangent phase and reference measures.
Physical observables for indistinguishable particles are measurable -invariant functions , equivalently measurable functions on the quotient with . For every such observable with an integrable expectation, its integral against equals the quotient integral against . A labelled density represents a physical state on the quotient only if it is invariant under almost everywhere with respect to ; an invariant representative may then be used. In particular, an indistinguishable-particle Hamiltonian must be invariant under these permutations (or agree almost everywhere with its permuted versions when only its Gibbs density is at issue). A label-specific coordinate statistic on the lift is not itself a quotient observable. Under a permutation-invariant state its marginal law can instead be interpreted as the law of a uniformly selected particle within the same species, or of a uniformly selected coordinate of the same type within that species. Symmetric sums and averages within each species are quotient observables. Calculations of labelled momentum components in Canonical momentum distribution and equipartition use this symmetric labelled lift, and their permutation-invariant kinetic sums and averages are physical observables.
If labels are operationally distinguishable, omit the corresponding permutation factor and use the labelled phase space directly. The convention is part of the preparation and reference model; it is not deduced from Hamiltonian mechanics. Whether a quantity is represented by a gauge-dependent canonical momentum or by a gauge-invariant mechanical momentum is fixed by the stated model and gauge convention. No quantum exchange law, actual preparation mechanism, or empirical indistinguishability test is asserted.
Dominated exponential normalization and covariance
Statement
Let be a sigma-finite measure space, let be measurable with , let and let be measurable and finite, and let be open. For each compact , assume an integrable satisfies Then is finite, strictly positive and , and the probability density defines as in The measure with density relative to . For any integrable real , write ; for square-integrable real , define . These extend the phase-space conventions of Statistical states, densities, observables and expectations to the present measure space. Then In particular, the Hessian of is positive semidefinite.
Facts & Assumptions
Given: The measurable model above and one common integrable envelope on each compact parameter neighborhood.
For every compact , the stated is integrable and dominates the zeroth, first and second exponential moments.
Dominated convergence passes pointwise limits through an integral when the functions have a common integrable majorant (Dominated convergence).
The real exponential is differentiable with derivative itself; the chain rule and mean-value theorem apply to its parameterized composition (The real exponential function and the number by a power series, The exponential function is smooth and , The chain rule for total derivatives: , The mean value theorem, as the case of Cauchy's: for continuous on with and differentiable on there is with ).
The exponential is positive, and the natural logarithm is defined on positive values with derivative (The exponential is positive and satisfies , The natural logarithm as the inverse of the exponential function, The natural logarithm has derivative 1/x and equals the integral from 1 to x of 1/t).
The measure with density is defined on an arbitrary measure space (The measure with density relative to ). Integration against it equals integration of the density-weighted nonnegative function (Integrating against a density agrees with integrating the product); applying this to positive and negative parts gives the same identity for integrable real functions. Expectations and covariances here have the explicit integral definitions in the Statement, agreeing with Statistical states, densities, observables and expectations when the reference is a phase-reference space.
Proof
Given: [A1] and the integration, exponential and state interfaces [F1]–[F4].
For each fixed , choose a compact neighborhood of . The bound in [A1] implies . On the integrand is strictly positive by [F3]; since this set is the countable union of the sets , at least one has positive measure. Hence as well as finite.
For coordinate , choose a compact neighborhood of containing every with . The mean-value theorem and chain rule [F2] bound the difference quotient by . Since , [A1] bounds this entire supremum pointwise by the single integrable . Thus [F1] gives . Applying the same argument to the first derivative, with , gives . The same local envelopes and [F1] give continuity of these derivatives, hence .
By [F3], dividing the first-derivative formula by gives . Differentiating once more yields The envelope makes finite; and give finite means and mixed moments. Expanding the centered product in the Statement's covariance definition, and using , identifies the displayed difference with that covariance. For its quadratic form is , proving positive semidefiniteness.
Kinetic-plus-potential shell marginals and moments
Statement
Let integers satisfy . Choose a basis of and the full-rank lattice . The one-particle flat torus is with its quotient Euclidean metric and translation-invariant volume . Write ( factors) and set , whose position volume is . Use the global parallel cotangent trivialization and the product of quotient Lebesgue volume with fibre Lebesgue measure in the canonical reference of Classical configuration, cotangent phase and reference measures. Let for , and let be bounded with a smooth lift satisfying for all and . Set Let be the Euclidean volume of the unit ball in . Fix an energy that is a regular value of and whose shell is nonempty. For every continuous , the coarea shell measure from Coarea and invariant probability on compact regular phase shells satisfies where . Thus the position marginal of has density proportional to . In the scaled momentum coordinates , the coarea shell measure over each with has fiber factor on the sphere . Define as Euclidean surface area on that sphere divided by its total area. It satisfies The result concerns the full kinetic-plus-potential shell; it does not replace it by a shell of potential energy alone.
Facts & Assumptions
Given: The flat compact configuration torus, positive masses, bounded smooth potential, regular nonempty full shell, and full AC for the coarea supplier.
Assume the Axiom of Choice required by Coarea and invariant probability on compact regular phase shells and its published Euclidean supplier (The Axiom of Choice).
is compact, is smooth, and is a regular value; therefore is a compact smooth shell and a compact energy band exists around .
The phase reference is in canonical coordinates (Classical configuration, cotangent phase and reference measures).
The compact-band shell measure disintegrates phase volume over energy and equals the coarea density (Coarea and invariant probability on compact regular phase shells).
A nonnegative change of variables transforms Euclidean integrals by the absolute Jacobian under the stated choice premise (A C^1 diffeomorphism satisfies the change-of-variables formula for nonnegative Lebesgue measurable functions, The Axiom of Choice).
Dominated convergence permits differentiation limits with one integrable majorant (Dominated convergence).
Finite measures agreeing on a generating -system agree on its generated sigma-algebra (Finite measures agreeing on a generating pi-system and on the whole space are equal).
Nonnegative product integrals may be evaluated by Tonelli on sigma-finite factors (Tonelli's theorem for nonnegative measurable functions on a sigma-finite product).
Proof
Given: [A1]–[A2] and the phase-volume, coarea, change-of-variables, convergence, uniqueness and product-integration facts [F1]–[F6].
Put , so and the kinetic energy is . For , scalar dilation has Jacobian , so the -volume of is . Integrating over therefore gives the sublevel volume The level boundary has zero phase volume: in each finite regular graph chart, every one-dimensional vertical section is empty or a singleton, so [F6] gives zero ambient measure; finitely many charts cover the shell.
Choose in and vary the upper endpoint in a compact subinterval of . The coarea disintegration [F2], applied to the compact band , gives the volume of as . The explicit sublevel formula in step 1.1 makes this band volume , where . Its difference quotients are bounded on compact intervals by a finite constant because is compact and bounded; [F4] gives . The finite graph-chart formula in [F2], with bounded below on smaller compact chart supports, makes continuous by [F4]. The fundamental theorem of calculus therefore gives at every regular .
Repeating the radial calculation in step 1.1 and the local energy-derivative argument in step 2.1 with the bounded factor gives the displayed identity for every continuous . The two finite Borel measures on consequently agree on continuous test functions; approximating indicators of closed sets by and applying dominated convergence shows they agree on closed sets, and [F5] extends equality to all Borel sets. Dividing by the positive total shell mass proves the position-marginal assertion.
Fix with and put . On a sphere chart where , solve with . Implicit differentiation gives and . Consequently the full graph-area factor is , while its fixed- sphere-area factor is . Thus , so the local chart coarea expression [F2], up to the common factor , has the asserted fiber factor. Orthogonal coordinate permutations preserve Euclidean surface area by their unit tangent Jacobian, so all have equal averages under normalized area . Their sum is the constant , hence each average is . Since , this proves the first fiber identity. The total kinetic energy equals pointwise on , and integration against proves the last identity.
Liouville transport and fine-grained entropy invariance
Statement
Let be an open invariant domain for a Hamiltonian , and let its actual Hamiltonian flow be defined as a diffeomorphism for each time considered, with . Let be the Liouville reference measure of Classical configuration, cotangent phase and reference measures. If is a probability state, define its transported density by Then is normalized and, for every measurable for which the integrals exist, If additionally , with , then the fine-grained reference-relative entropy is constant under this transport. This is an identity for the transported density; it asserts no relaxation, equilibration or entropy increase.
Facts & Assumptions
Given: The invariant domain, actual diffeomorphic Hamiltonian flow, normalized initial density and the stated entropy integrability.
and for each considered , the actual flow is a diffeomorphism of onto itself with inverse .
, , and for the entropy assertion.
The phase reference has Liouville volume density (Classical configuration, cotangent phase and reference measures).
In a canonical chart, is . For its flow, differentiating the flow integral equation in the initial point gives with . Differentiating the determinant gives : the continuous mixed second partials of agree. Thus each canonical local flow has Jacobian one at the stated regularity. The smooth case is also Liouville volume preservation.
A measure-preserving map preserves integrals of nonnegative measurable and integrable functions (Integral invariance under measure-preserving maps).
The nonnegative change-of-variables theorem holds with Countable Choice (A C^1 diffeomorphism satisfies the change-of-variables formula for nonnegative Lebesgue measurable functions, The Axiom of Countable Choice ()).
Densities, expectations and integrability are interpreted relative to the declared measure (Statistical states, densities, observables and expectations).
Proof
Given: [A1]–[A2] and the Liouville and measure-transport interfaces [F1]–[F5].
By [F1]–[F2], canonical local flow maps have Jacobian one and preserve the constant coordinate reference density. Composition retains this property along each flow segment. Apply [F4] to obtain preservation of measure on each source/target canonical chart pair. A countable atlas partitions into countably many disjoint Borel chart pieces; summing their measure identities proves global -preservation. Apply [F3] to the nonnegative function and the inverse flow to obtain Thus is a probability density.
For nonnegative measurable , apply [F3] to under ; then , giving the displayed transport identity. For integrable signed , apply the same argument separately to its positive and negative parts, whose integrals are finite by the stated existence condition.
The same measure-preserving substitution applied to the nonnegative function and to separately shows that both parts of have the same integrals as those of . They are finite in sum by [A2], and therefore Multiplication by proves .
Canonical thermal preparation
Fixed finite particle number and fixed controls in a classical canonical model with a finite positive partition function; no claim that isolated Hamiltonian dynamics prepares or equilibrates this law.
Postulate
For a fixed , controls , measurable classical Hamiltonian , measurable for the phase Borel sigma-algebra and taking energy values in joules, and the declared physical reference measure of Classical particle counting and physical observables, choose a prescribed thermodynamic-temperature control in kelvins and in J using the SI temperature convention of SI quantities and unit conventions. For every within-species permutation of Classical particle counting and physical observables, require for -almost every . Thus its Gibbs density has an invariant representative and represents a quotient state under the declared indistinguishable-particle convention. For operationally distinguishable labels the corresponding group is trivial and its factorial is omitted, as specified by that convention. If adopt the canonical state with density relative to . Set . Normalizability is a required condition on the chosen model; bounded-below energy alone does not imply it. This probability law is an adopted preparation, not a consequence of deterministic mechanics or evidence of laboratory equilibration.
Grand canonical particle-exchange preparation
Classical particle exchange across countably many finite-N sectors at fixed temperature and chemical potential, only when the grand normalization converges.
Postulate
Let be the prescribed temperature control in kelvins, , and let the chemical-potential control have units J per particle under the SI convention SI quantities and unit conventions. In this adopted law, is the energy coefficient conjugate to the dimensionless sector count in the weight ; no derivative with respect to integer is used. For , let and its reference measure be those of Classical particle counting and physical observables, and let be Borel measurable for the sector sigma-algebra generated by the open sets of , with marking forbidden states, and use the convention . In each sector require for -almost every and every within-species permutation , with and its action as in Classical particle counting and physical observables. Hence each sector Gibbs density admits an invariant representative; the factor is constant on that sector and preserves this invariance. Operationally distinguishable labels have trivial permutation factors as in that convention. Define the vacuum sector by with sigma-algebra , reference mass , particle number , and vacuum Hamiltonian . On the disjoint union , use the sigma-algebra where is the declared measurable structure on sector , and the reference measure This disjoint-union reference is sigma-finite because it is a countable sum of the sigma-finite sector references, including the finite vacuum measure. Let satisfy . Adopt the probability measure on with density relative to . The finiteness condition is part of the model; it requires control of the sector sum and is not implied by each finite-sector partition function being finite. Particle-exchange preparation is an assumption, not a deduction from fixed- dynamics. Under the vacuum convention above, the contribution to is exactly one.
Isothermal-isobaric joint preparation
Fixed finite particle number with a classical shape-scaled domain and a declared uniform dV/V0 volume prior; alternative piston measures define different preparations.
Postulate
Fix integers , a prescribed temperature control in kelvins, as in SI quantities and unit conventions, and external pressure in J m, a fixed dimensionless shape that is Lebesgue measurable, meaning , and has Lebesgue measure (Lebesgue measurable sets, the family , and the restricted set function ), and a positive volume reference in m. Write , take to be product Lebesgue measure on , take to be Lebesgue measure on , and take to be Lebesgue measure on . Identify the position domain at volume by . The Jacobian is , which is the full position-volume factor because . Adopt the joint reference where is the action reference in J s. The factors and are dimensionless. Let be a product-measurable energy-valued Hamiltonian (in joules) for this reference, with marking forbidden states. Require for -almost every and every within-species permutation , acting by simultaneous permutation of the position and momentum particle coordinates. For the displayed single-species factor this group is ; for several species it is as in Classical particle counting and physical observables. The volume coordinate is unchanged by this action, so the Gibbs density admits an invariant representative on the labelled lift. Set . The product reference is sigma-finite: has finite measure, while and have countable finite-measure exhaustions; the factor is finite on each set where is bounded. Assume Adopt the probability density relative to . The displayed is the single-species convention; for several indistinguishable species with fixed counts , replace it by as in Classical particle counting and physical observables. The factor is an explicit volume-reference convention; a different piston state measure gives a different preparation. This postulate includes no piston kinetic energy unless it is explicitly included in the Hamiltonian, and does not claim a smooth wall dynamics.
Regular full-shell or finite-band preparation
Fixed-N classical models with a nonempty compact regular energy shell or a finite compact regular energy band under the declared phase reference; the shell branch carries its exact full-AC mathematical premise, and neither branch infers ergodicity or equilibration.
Postulate
For the full-shell branch, assume the Axiom of Choice required by the mathematical supplier Coarea and invariant probability on compact regular phase shells. Let have a coordinate representative in every canonical cotangent chart. Require for every and every within-species permutation with the cotangent action specified by Classical particle counting and physical observables. This symmetry condition applies to both the shell and finite-band branches; ambient almost-everywhere symmetry alone would not specify a law on an individual zero-volume shell. Suppose there is an open interval on which and for which is compact whenever is compact. For a nonempty regular shell , the cited theorem gives finite positive coarea mass ; adopt the microcanonical state as the probability law for the specified preparation. Here is the shell measure disintegrating the declared phase reference over energy; its construction and hypotheses are exactly those in that theorem. The constant in the mathematical reference is chosen to match the fixed- physical reference of Classical particle counting and physical observables; the normalization defining also cancels a common positive rescaling of that reference.
For a physical application, choose fixed conjugate reference scales in each cotangent chart, of the respective coordinate and conjugate-momentum units, with the same action scale for all . For Cartesian positions these units are m and kg m s; other generalized coordinates have their own declared conjugate units. Put , and . These coordinates are dimensionless, while and remain in J. The actual reference Jacobian gives Use this transformed constant in the shell theorem; in particular has units J. The weighted shell area and gradient are computed in these dimensionless coordinates, not by adding squares of SI position and momentum derivatives of different dimensions. The canonical forms pull back to and . Thus physical time in seconds obeys Equivalently the Hamiltonian for the normalized mathematical two-form and the same time is , in s. If one also chooses an energy reference in J, then only with and do the fully dimensionless equations become and . This is an explicit reexpression of the same trajectories and physical clock. It changes neither the adopted shell or band preparation nor the physical Hamiltonian. For dimensionless shell energy , the shell measures transform as so that the coarea integral is unchanged.
Alternatively, for a specified compact regular energy band with one may adopt the normalized restricted physical reference for each measurable phase event . Here is the declared fixed- reference of Classical particle counting and physical observables, and is its coarea measure; choosing this physical positive constant in Classical configuration, cotangent phase and reference measures scales both measures in the coarea identity equally. This is a distinct finite-band preparation, uniform relative to phase volume in the band. Restricting either law to a dynamically accessible invariant subset or imposing further conserved quantities defines another preparation and requires a separately specified measure. Neither law nor ergodicity is deduced from deterministic Hamiltonian evolution.
Reference-relative entropy and Gibbs variational inequality
Statement
Let be a measure space and let be probability densities relative to , with almost everywhere on . Define the relative entropy allowing . Then , and equality holds exactly when almost everywhere. For arbitrary probability densities, extend to if . In particular, let be extended-real measurable, finite -almost everywhere, let , and suppose For and , with and , one has Write for the probability densities satisfying these finite energy and absolute entropy conditions. For every measurable with the stated positive finite , define the extended relative free energy on all probability densities by It agrees with on and has the unique minimizer , up to almost-everywhere equality, even when the separate energy and entropy integrals of are not finite. Moreover, This infimum is attained if and only if and ; in that case its unique minimizer is . Otherwise no density in attains the infimum. Products with a zero density are taken as zero on the forbidden set, and densities may be redefined on null sets. These mathematical claims do not derive a physical preparation.
Facts & Assumptions
Given: Normalized densities , positivity of on the support of , and, for the Gibbs identity, finite energy and entropy integrals.
, , and wherever up to an -null set.
In the Gibbs case, is extended-real measurable, and . The finite formula is asserted for , meaning and ; the extended functional does not require either integral to be finite.
The natural logarithm is defined on positive reals and has derivative (The natural logarithm as the inverse of the exponential function, The natural logarithm has derivative 1/x and equals the integral from 1 to x of 1/t). In particular , and for positive : for fixed , the derivative of is zero, and its value at is .
In the Gibbs clause, is already assumed to be a probability density relative to by the displayed hypotheses; no exponential-family differentiation or finite-valued statistic result is needed for the relative-entropy identity.
Entropy and expectations are integrals relative to the chosen measure (Statistical states, densities, observables and expectations).
Proof
Given: [A1]–[A2] and the logarithm, normalized Gibbs-density and state conventions [F1]–[F3].
For , set . By [F1], , which is negative for and positive for ; hence , with equality only at . On put to obtain . The negative part of the left integrand is integrable: where , writing gives , since implies and . Therefore its integral is well-defined as an extended real number, and
If , both nonnegative gaps in the last inequalities vanish: has no mass on , and -almost everywhere. The strict equality case in step 1.1 gives on , hence almost everywhere. Conversely, if almost everywhere then the defining integrand is zero and .
In the Gibbs case, [F2] and [A2] give -almost everywhere, so all terms below are integrable and Since and , the middle term is . Nonnegativity and the equality condition follow from steps 1.1 and 2.1.
If a density gives positive mass to , its extended is by definition; otherwise step 1.1 applies after removal of null sets. Thus for every probability density. The density is allowed here without any energy or entropy integrability assumption: directly , so . Step 2.1 gives uniqueness. Step 3.1 proves agreement with the original finite formula on , without assigning any meaning to an undefined difference .
Let . Positive finite implies is finite -almost everywhere: has zero Gibbs weight, while can occur only on an -null set, since its exponential weight is infinite. Set and . Then . Indeed the disjoint sets cover the finite-energy set, so countable additivity of the probability measure makes their partial sums converge to . For every sufficiently large , and is a probability density. On its support and is bounded, so . Moreover on that support, hence The limit follows from the continuity of the logarithm at supplied by [F1]. Step 3.1 now gives finite free energies , proving the stated infimum. Equality for any forces almost everywhere by step 2.1; consequently it is attained exactly when , which is precisely the two stated integrability conditions.
Canonical momentum distribution and equipartition
Finite classical canonical model with quadratic unconstrained momenta and bounded potential on a finite-volume configuration space; excludes constraints, relativistic dispersion, and empirical equilibration.
Statement
Assume Countable Choice The Axiom of Countable Choice (), as in the cotangent phase-reference convention. Let and put . Use the ambient smooth configuration manifold and its cotangent phase space with product Lebesgue measure in canonical coordinates. Let the allowed one-particle position region be compact and Lebesgue measurable with , and set with product Lebesgue measure and volume . Let be bounded and measurable, invariant under permutations of the particle labels, and interpret measurability here with respect to completed Lebesgue measure on . Choose a bounded, permutation-invariant Borel representative equal to almost everywhere, as constructed in step 1.1, and extend it to by on and outside . The canonical state is defined on the Borel phase reference. Its extension to the completed phase-reference sigma-algebra agrees with the density formed from the original and is independent of the Borel representative. In particular, the density vanishes outside the allowed finite-volume configuration region. The particles have common mass . Adopt the canonical preparation of Canonical thermal preparation with the physical reference convention of Classical particle counting and physical observables, Hamiltonian and . Then the partition function is finite and positive, and the momentum components are independent centered Gaussians with variance . In particular, These are conditional deductions of the chosen canonical model.
Facts & Assumptions
Given: Countable Choice, the canonical preparation and counting convention, positive quadratic momentum coefficients, bounded potential and finite configuration volume.
The state has density proportional to relative to , with the fixed action reference (Canonical thermal preparation, Classical particle counting and physical observables).
is compact, Lebesgue measurable and has finite positive product volume; is bounded and completed-Lebesgue-measurable on , , and . The reference measure is defined on the whole ambient Borel phase space using the Liouville measure of Classical configuration, cotangent phase and reference measures. The canonical density, rather than this reference, vanishes outside , so its integrals may be evaluated on that support.
The supplier The Gaussian integral proves . For each , the linear diffeomorphism has Jacobian , so one-dimensional substitution gives .
Nonnegative product integrals may be evaluated in either order (Tonelli's theorem for nonnegative measurable functions on a sigma-finite product).
The canonical phase coordinates are those of Classical configuration, cotangent phase and reference measures. The positive action reference is prescribed by Classical particle counting and physical observables; its SI dimension, and the position and momentum dimensions, follow Dimensions and SI unit conventions of the non-relativistic classical mechanics framework.
The SI kelvin, Boltzmann constant and relation use the published thermodynamic units convention (SI quantities and unit conventions).
Cauchy-Schwarz inequality for gives for square-integrable .
Under Countable Choice, is exactly the completion of the restriction of to the Borel sets identifies Lebesgue measurable sets with Borel sets modified inside Borel null sets. Countably many such modifications have a common Borel null cover.
Proof
Given: Countable Choice, [A1]–[A2] and [F1]–[F6].
Since is compact, it is Borel. Fix with . Approximate on by its dyadic step functions, whose errors are at most . By [F6] and Countable Choice, replace their countably many Lebesgue-measurable level sets by Borel sets agreeing outside a common Borel null set . Clip the resulting Borel step functions to ; their pointwise limsup is a bounded Borel function equal to off . Measurability of this limsup follows from countable unions and intersections of its level sets. Set The finite average is Borel, bounded and exactly permutation-invariant. Since is invariant, the average equals it outside the Borel null set ; these coordinate permutations preserve Lebesgue measure by [F3]. Extend by off the Borel set . The resulting is Borel on the phase space. The exceptional configuration set times is null: intersect the momentum factor with each bounded integer box, apply [F2], then take the countable union. Hence the Borel density and the completed-Lebesgue density formed from agree almost everywhere and give the same probability on the completed phase-reference sigma-algebra. The same argument compares any two representatives.
Factor on ; it is zero outside this region. By [F1]–[F2], Boundedness of , positive finite configuration volume, and positive finite Gaussian factors imply , so the adopted preparation is normalized.
The factorized density makes the momentum marginal the product of densities proportional to , independent of . Set and integrate over ; the boundary term vanishes since at both ends. Dividing by the positive Gaussian integral gives . Applying [F5] to and under the normalized marginal gives ; since the density is even its centered mean is zero. The product form proves independence. Summing the quadratic contributions proves both equipartition identities.
Remarks
The independent component calculation is on the symmetric labelled-coordinate lift specified in Classical particle counting and physical observables. A single labelled coordinate is not itself a function on the indistinguishable-particle quotient. Its marginal is the law of a uniformly selected component under the permutation-invariant lift; symmetric kinetic sums and averages, including , are quotient observables and retain the displayed expectations.
Canonical energy and fluctuation responses
Finite canonical model with fixed Hamiltonian, reference measure, particle number and controls on an open temperature interval satisfying local exponential-moment envelopes; no thermodynamic-limit claim.
Statement
For the canonical preparation Canonical thermal preparation, write for its measurable Hamiltonian and for its reference. With these data fixed independently of , let be finite and positive on an open interval of . If may equal , put , restrict to this measurable set, and evaluate energy moments on ; the canonical weight is zero outside it, and the restricted measure remains sigma-finite. In this statement and are the expectation and variance of . Assume the local envelope hypotheses of Dominated exponential normalization and covariance hold for the finite-valued statistic and on the restricted measure space. Under the canonical preparation Canonical thermal preparation, the mean energy obeys where and is the model heat capacity at the fixed controls. This is a finite-model response identity, not an empirical claim.
Facts & Assumptions
Given: The canonical preparation, fixed model/reference data, positive temperature, finite partition function and the local exponential-moment envelopes.
is positive and finite on the interval, with the envelope hypotheses of the cited exponential theorem for the finite restriction and its square.
, and all non-temperature controls are independent of , and with (SI quantities and unit conventions).
The state is the normalized canonical exponential density (Canonical thermal preparation).
Under the local envelope, the logarithmic partition derivatives are the mean and covariance of the sufficient statistic (Dominated exponential normalization and covariance).
Proof
Given: [A1]–[A2] and the canonical-density and differentiation facts [F1]–[F2].
On the restricted reference space of the Statement, apply [F2] with scalar statistic and parameter . Since the Gibbs density vanishes off , these expectations are the stated canonical energy moments. Thus and . Differentiating the first identity gives .
Since , the chain rule yields . A variance is an integral of a square, so it is nonnegative.
Ensemble entropy and potential identities
Finite canonical, grand and isothermal-isobaric preparations with finite entropy and energy moments and differentiable normalizers; identities use the explicitly chosen reference measures and fixed microscopic models.
Statement
Adopt the canonical, grand and isothermal-isobaric preparations of Canonical thermal preparation, Grand canonical particle-exchange preparation and Isothermal-isobaric joint preparation. Assume their positive finite normalizers, finite first moments and integrable , and assume the local parameter envelopes of Dominated exponential normalization and covariance for each normalizer's sufficient statistics. If a Hamiltonian may be , restrict its reference to the measurable set where it is finite; the Gibbs density is zero off that set, and the restricted reference remains sigma-finite. Thus every statistic passed to the exponential theorem is finite real-valued. In each preparation, write for the mean Hamiltonian; on the grand disjoint union let be the sector index and write . Define the reference-relative entropy by using the exact joint reference of each preparation. Then the finite canonical free energy, grand potential and isothermal-isobaric potential satisfy at fixed canonical model and reference; and, with , For every normalized competing density with the same reference and the finite energy and entropy conditions of Reference-relative entropy and Gibbs variational inequality, one also has , with equality exactly at the canonical density almost everywhere. The differentials hold at fixed remaining model data; integer is not a differentiable variable. The identities do not assert thermodynamic-limit equivalence or derive any preparation from ignorance.
Facts & Assumptions
Given: The three adopted normalized exponential laws, integrable entropy and energy terms, fixed declared references, and local parameter envelopes.
Each relevant density is normalized and has finite first energy/number/ volume moments and .
The Hamiltonian and the chosen reference are independent of ; grand and pressure derivatives are taken with the other displayed controls fixed.
Any competing canonical density in the variational clause has finite energy and absolutely integrable against the same reference.
The ensemble probability laws and reference conventions are the three adopted preparations (Canonical thermal preparation, Grand canonical particle-exchange preparation, Isothermal-isobaric joint preparation).
Normalizer derivatives equal means under their local exponential envelopes (Dominated exponential normalization and covariance).
The entropy integral is interpreted against the selected reference measure (Statistical states, densities, observables and expectations); for a Gibbs density the relative-entropy identity and equality case hold (Reference-relative entropy and Gibbs variational inequality).
Temperature, energy and Boltzmann-constant units satisfy (SI quantities and unit conventions).
Proof
Given: [A1]–[A3] and the preparation, differentiation, entropy and unit interfaces [F1]–[F4].
For a canonical density , . Integrating against gives , so because . For any competitor , [F3] gives , with equality exactly when almost everywhere. At fixed model, by [F2]. Differentiating and using gives , proving the canonical differential.
On the grand disjoint union, . Integration gives , hence . Applying [F2] to the sufficient statistics and gives and . Thus and , proving the grand differential at fixed model.
For the joint isothermal-isobaric density, . Integration gives and therefore the displayed . Applying [F2] to gives , while ; hence and . This proves the stated differential and completes the conditional identities.
Grand responses in beta and chemical potential
Grand preparation on a countable disjoint union with local uniform exponential-moment envelopes for energy and particle number; all derivatives are finite-model derivatives.
Statement
For the grand preparation Grand canonical particle-exchange preparation, write let and be its disjoint-union state space and reference, define on sector , and define the particle-number statistic . Write for in the sector sum, so Here and has units J per particle. Let , restrict to this measurable set, and compute energy moments there; the grand weight is zero outside it and the restricted measure is sigma-finite. Assume the local envelopes of Dominated exponential normalization and covariance hold uniformly on this restricted space for its finite-valued sufficient statistics and ; expectations written refer to . Then and, at fixed , The covariance is computed in the full number-exchanging state. No fixed- derivative or thermodynamic-limit identification is implied.
Facts & Assumptions
Given: A finite positive grand normalizer and uniform local exponential moment bounds for the joint energy and number variables.
The adopted grand density is with positive finite normalizer (Grand canonical particle-exchange preparation). In addition, assume the local common exponential-moment envelopes on stated above; these are hypotheses of this theorem, not consequences of the preparation postulate.
and is held fixed in the response (SI quantities and unit conventions).
Under common envelopes, logarithmic derivatives are means and covariances (Dominated exponential normalization and covariance).
Proof
Given: [A1]–[A2] and the grand-law and exponential-differentiation interfaces [F1].
Set and in [F1] on the restricted reference space. Its first and second derivatives give , , and . At fixed , the coordinate relation makes the derivative direction in coordinates, so .
At fixed , , so . At fixed , differentiating the first mean along direction gives . All terms are finite by [A1], proving the responses.
Isobaric volume and enthalpy fluctuations
Finite isothermal-isobaric preparation with fixed declared joint reference, positive temperature and pressure, and uniform local envelopes for volume and enthalpy moments.
Statement
For the joint preparation of Isothermal-isobaric joint preparation, write for its Hamiltonian and set . Suppose the local exponential envelopes hold for on the measurable finite-energy set , with the joint reference restricted to . The Gibbs weight is zero off ; there and are finite real-valued statistics and the restricted reference remains sigma-finite. At fixed and , When , the model isothermal compressibility equals . These are finite preparation responses for the specified reference; they need not equal macroscopic response functions absent an additional limit argument.
Facts & Assumptions
Given: The adopted joint volume-phase law, positive finite normalizer, fixed reference data and uniform local exponential-moment envelopes.
The pressure prior is and the normalizer is positive finite by the adopted Isothermal-isobaric joint preparation. The local exponential envelopes on dominating the required powers of and are the additional hypotheses in the Statement.
, the shape reference and are temperature independent, and with (SI quantities and unit conventions).
Under the common envelope, derivatives of log normalizers are means and covariances of their sufficient statistics (Dominated exponential normalization and covariance).
Proof
Given: [A1]–[A2] and the joint preparation and exponential-derivative interfaces [F1].
In , differentiate with respect to using [F1], with statistic and coefficient . This gives . Differentiating that expectation once more gives . The definition of then gives its displayed formula.
At fixed pressure, use sufficient statistic with parameter . [F1] yields and . Since , the chain rule gives . Both variances are nonnegative integrals of squares.
Static electromagnetic coupling and typed canonical momentum
Single nonrelativistic charged particle in a bounded spatial region with prescribed static C2 electromagnetic potentials; excludes source dynamics, field energy, radiation and quantum effects.
Definition
Let be nonempty, bounded and open with compact closure, and let be an open neighborhood of . Let the static scalar potential be and the static vector potential be , both of class . Let kg, and let C be the particle's signed charge; this model parameter is distinct from the exact elementary-charge constant in Framework-local SI units, the vacuum constants and the exact/measured status of their values. Let velocity have units m s. The adopted single-particle Lagrangian is the function with in T m and in V, as in Framework-local SI units, the vacuum constants and the exact/measured status of their values. Its Legendre momentum is so for every the inverse is . The mechanical momentum is ; the canonical momentum is the cotangent coordinate of The momentum of a potential presentation: the fibre derivative of the mechanical Lagrangian, the Cartesian momentum Mv and generalized momenta. The Legendre transform , in the convention of The Hamiltonian of a hyperregular potential presentation: the Legendre transform of the mechanical Lagrangian, its domain and its dimensions, is therefore At fixed , the velocity derivative has linear part , so the displayed affine momentum map has the explicit inverse . Substitution into cancels the two terms and gives ; using the inverse gives the displayed Hamiltonian. The supplier The Hamiltonian of a hyperregular potential presentation: the Legendre transform of the mechanical Lagrangian, its domain and its dimensions provides the convention for its hyperregular mechanical presentation; the inverse branch for this velocity-linear electromagnetic coupling is the local calculation above, not a consequence of that supplier's scope. The units are kg m s, J, and J.
For a time-independent gauge function of class (units V s), adopt the static convention of Potential representations, gauge transformations and the Lorenz and Coulomb conditions: and . The corresponding canonical-coordinate change is ; the mechanical momentum is unchanged under this paired transformation. This definition specifies an external-potential model only and asserts no existence of a global potential representation on arbitrary regions.
Finite canonical partition is invariant under static electromagnetic gauge changes
Finite one-particle canonical model on a bounded region with static smooth potentials and a fixed action reference; only time-independent gauge changes are covered, with no claim of field dynamics or empirical realization.
Statement
Let be nonempty bounded open with compact closure, , and the signed particle charge in coulombs, as defined in Static electromagnetic coupling and typed canonical momentum and distinct from its exact elementary-charge constant . Let be an action reference and have units J. Let satisfy the smoothness assumptions of Static electromagnetic coupling and typed canonical momentum, with bounded. Adopt the canonical preparation Canonical thermal preparation and the single-particle reference convention Classical particle counting and physical observables relative to . Then is finite and positive. If is time-independent and , , then the paired canonical coordinate map satisfies It carries the canonical probability to the transformed canonical probability and leaves the expectation of every integrable measurable observable of unchanged, where . The result is a conditional prediction of the adopted static model, not an experimental observation.
Facts & Assumptions
Given: The static external-potential model, smooth time-independent gauge function, fixed action reference and canonical preparation.
has finite positive volume, is bounded, , , and the canonical density is the one adopted in Canonical thermal preparation relative to the stated phase reference (Classical configuration, cotangent phase and reference measures) and single-particle counting scale (Classical particle counting and physical observables).
obey the static coupling definition and gauge signs (Static electromagnetic coupling and typed canonical momentum, Potential representations, gauge transformations and the Lorenz and Coulomb conditions); is time-independent .
The Gaussian integral proves . Tonelli gives . For , the linear map has Jacobian , so the local scaling calculation gives .
Tonelli permits the nonnegative position-momentum integration (Tonelli's theorem for nonnegative measurable functions on a sigma-finite product).
The nonnegative change-of-variables theorem applies to a diffeomorphism with its absolute Jacobian under Countable Choice (A C^1 diffeomorphism satisfies the change-of-variables formula for nonnegative Lebesgue measurable functions, The Axiom of Countable Choice ()).
The fixed action reference has units of action (Dimensions and SI unit conventions of the non-relativistic classical mechanics framework).
Proof
Given: [A1]–[A2] and the Gaussian, product-integration, unit and change-of-variables interfaces [F1]–[F4].
Put in the inner integral. Translation preserves Lebesgue measure and . By [F1]–[F2], the displayed formula for follows. Since is bounded above and below by positive constants on finite positive-volume , the normalizer is finite and strictly positive.
The map has inverse and derivative By the paired gauge transformation, . Apply [F3] to the nonnegative integrand and this diffeomorphism; its unit Jacobian gives . The same substitution carries normalized densities into one another. Moreover , so any integrable function of has identical expectations in the paired states.
5 · Examples, experiments and counterexamples
None yet.
Sources
- David Tong, Statistical Physics, complete author-hosted Cambridge lecture-note chapter 1, §§1.2–1.3
- David Tong, Statistical Physics, complete author-hosted Cambridge lecture-note chapter 2, §§2.1 and 2.2.3
- Daniel Arovas, Lecture Notes on Thermodynamics and Statistical Mechanics, complete 635-page course text, §4.2
- David Tong, Statistical Physics, complete author-hosted Cambridge lecture notes, §§1.3.2 and 2.2.1
- Daniel Arovas, Lecture Notes on Thermodynamics and Statistical Mechanics, complete 635-page course text, §§4.4.6 and 4.7.2
- David Tong, Statistical Physics, complete author-hosted lecture-note chapter 1, §§1.2–1.3
- Daniel Arovas, Lecture Notes on Thermodynamics and Statistical Mechanics, complete 635-page course text, §§4.2 and 4.4
- Daniel Arovas, Lecture Notes on Thermodynamics and Statistical Mechanics, complete 635-page course text, §4.2.2
- David Tong, Statistical Physics, complete author-hosted lecture-note chapter 2
- Daniel Arovas, Lecture Notes on Thermodynamics and Statistical Mechanics, complete course text, §4.2
- David Tong, Statistical Physics, complete author-hosted lecture-note chapter 1, §1.3
- Daniel Arovas, Lecture Notes on Thermodynamics and Statistical Mechanics, complete course text, §§4.4 and 4.7
- Daniel Arovas, Lecture Notes on Thermodynamics and Statistical Mechanics, complete course text, §4.2.2
- David Tong, Statistical Physics, complete author-hosted lecture-note chapter 1, §1.2
- David Tong, Classical Dynamics, complete author-hosted lecture notes, §4.2
- Daniel Arovas, Lecture Notes on Thermodynamics and Statistical Mechanics, complete course text, §4.2.1
- David Tong, Statistical Physics, complete author-hosted lecture-note chapter 1, §§1.3.1–1.3.3
- Daniel Arovas, Lecture Notes on Thermodynamics and Statistical Mechanics, complete course text, §4.4
- David Tong, Statistical Physics, complete author-hosted lecture-note chapter 1, §1.4
- Daniel Arovas, Lecture Notes on Thermodynamics and Statistical Mechanics, complete course text, §4.7
- University of Concordia, CHEM 630P Statistical Mechanics Part 1, complete lecture notes, NPT ensemble section
- David Tong, Statistical Physics, complete author-hosted lecture-note chapter 1, §1.3.2
- Daniel Arovas, Lecture Notes on Thermodynamics and Statistical Mechanics, complete course text, §4.5
- David Tong, Statistical Physics, complete author-hosted lecture-note chapter 2, §§2.2.1 and 2.3
- Daniel Arovas, Lecture Notes on Thermodynamics and Statistical Mechanics, complete course text, §4.4.6
- Daniel Arovas, Lecture Notes on Thermodynamics and Statistical Mechanics, complete course text, §4.4.7
- David Tong, Statistical Physics, complete author-hosted lecture-note chapter 1, §§1.3–1.4
- Daniel Arovas, Lecture Notes on Thermodynamics and Statistical Mechanics, complete course text, §§4.4–4.7
- David Tong, Electromagnetism, complete author-hosted lecture notes, §3.2
- David Tong, Classical Dynamics, complete author-hosted lecture notes, §4.1.2
- David Tong, Electromagnetism, complete author-hosted lecture notes, §3.2.2