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§5 · independent configurations

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§5 · independent configurations

A definition

Which probability the entropy uses

What does Einstein mean by the probability of a state, and why does he insist on it?

The printed paragraph this passage explains
  • §5, paragraph 1: Einstein notes that molecular theory often uses the word probability in a sense that differs from its mathematical definition, and says he will show in another paper that statistical probability is enough; here he gives only the general principle and some special cases.

§5 opens with a warning about a word. When entropy is calculated from molecular theory, Einstein writes, 'probability' is often used in a sense that does not match its definition in the theory of probability. In particular, which cases count as equally probable is often fixed by hypothesis, even where the theoretical picture is definite enough to deduce them instead.

He announces that he will show in a separate paper that the statistical probability is all that thermal questions need, and hopes this removes a logical difficulty that still stands in the way of applying Boltzmann's principle. Here he states the principle only in general and applies it to special cases. The first special case shows what statistical probability means: the probability that, at a moment chosen at random, the system is found in the state considered.

S−S0=RNlg⁡WS-S_0=\frac{R}{N}\lg W

The entropy difference S minus S zero equals R over N times the logarithm of W.

Here W is the probability of the state with entropy S relative to a starting state with entropy S0S_0, R is the gas constant, N the number of real molecules in a gram-equivalent, and lg is the natural logarithm as the paper writes it. Read with a statistical W, the formula needs no list of equally likely cases: a state the system is found in at 1 moment in 16, compared with a state it is always in, has W = 1/16, and its entropy is lower by R/N times ln 16.

The reading matters for everything after it. The probability that n independent points are all in part of a volume, and in §6 the probability that all the energy of monochromatic radiation is in part of its volume, are statistical probabilities in exactly this sense. The step from entropy to energy quanta is only as good as that reading of W.

Show every step here: Which probability the entropy uses

Letters: the paper writes W for the probability of a state, S for its entropy, R for the gas constant, N for the number of real molecules in a gram-equivalent, and lg for the natural logarithm, which this explanation also writes ln.

  1. The warning: in molecular calculations of entropy, the word 'probability' is often used in a sense that differs from its definition in the theory of probability.
  2. The shortcut Einstein objects to: decide by hypothesis which cases are equally probable, then count cases. He objects where the model is definite enough to deduce those probabilities instead of assuming them.
  3. His alternative, the statistical probability: watch the system over a long time and ask what fraction of the moments it spends in the state. Equivalently, pick a moment at random and ask how likely it is that the system is in the state then.
  4. Worked example: four points that move independently in a box, each equally likely to be anywhere in it. At a random moment one point is in the left half with probability 1/2, so all four are there with probability 1/2 × 1/2 × 1/2 × 1/2 = 1/16. Watched for a long time, the box spends about 1 moment in 16 with all four points on the left.
  5. Boltzmann's principle, as Einstein uses it: the entropy of a system is a function of the probability of its state. The next paragraphs of §5 show that the function has to be a logarithm, because entropies of separate systems add while their probabilities multiply.
S−S0=RNlg⁡WS-S_0=\frac{R}{N}\lg W

The entropy difference S minus S zero equals R over N times the logarithm of W.

  1. Reading the formula: S − S0S_0 is the entropy of the state minus the entropy of the starting state, and W is the probability of the state relative to the starting state.
  2. In the worked example, relative to the box with its points anywhere, W = 1/16. So S − S0S_0 = (R/N) ln(1/16) = −(R/N) ln 16. Since ln 16 = 4 ln 2 ≈ 4 × 0.693 ≈ 2.77, the state with all four points on the left has an entropy lower by about 2.77 × R/N.
  3. Nothing in this used a list of equally likely cases decided in advance: the 1/16 came from the independence of the points and the fraction of the volume, both properties of the model.
  4. Einstein promises a separate paper to show that the statistical probability suffices for thermal questions; this paper does not contain that proof, so here it remains his announced position.

Modern qualifications

Boltzmann had tied entropy to the probability of a state in the kinetic theory of gases; Einstein calls the relation Boltzmann's principle and writes its constant as R/N. Planck's 1901 paper, which §2 cites (Ann. d. Phys. 4, p. 561), writes that constant as k, the letter later written kBk_B. Before 1905 Einstein had published three papers on the molecular foundations of thermodynamics in the Annalen der Physik (1902, 1903 and 1904). The separate paper promised in §5 is not named, and this passage does not identify it; nor does §5 say whose use of probability it criticizes.

Assumptions and limits: Which probability the entropy uses

Assumed here

  • The probability of a state is its statistical probability: the chance of finding the system in that state at a moment chosen at random.
  • Boltzmann's principle, as Einstein uses it: the entropy of a system is a function of the probability of its state.
  • The argument compares entropy differences between states; it needs no absolute entropy.

What this does not establish

  • Einstein says he will show in a separate paper that statistical probability is enough; this paper does not give that proof, and this passage does not supply it.
  • A moment chosen at random presupposes a system in a steady condition, watched over a long time; the passage does not treat systems that are not.

Source context: German source · English · Interlinear gloss · Facsimile

A derivation

Independence supplies the exponent

Why is the probability f to the power n, rather than just f?

The 8 printed paragraphs this passage explains
  • §5, paragraph 2: If entropy is a function of the probability of a state, two systems that do not act on each other have entropies that add while their probabilities multiply, because their states are independent events.
  • §5, paragraph 3: It follows that entropy is a universal constant times the logarithm of the probability, plus a constant. Kinetic theory gives that constant as R/N, so the entropy difference between two states is R/N times the logarithm of their relative probability.
  • §5, paragraph 4: A special case: n moving points, such as molecules, in a volume v₀, with nothing assumed about how they move except that no part of the space and no direction is preferred, and so few of them that they do not act on each other.
  • §5, paragraph 5: This system, an ideal gas or a dilute solution for example, has some entropy. Imagine all n points moved into a part v of the volume with nothing else changed: the new state has a different entropy, to be found from Boltzmann's principle.
  • §5, paragraph 6: The question: how probable is it that, at a moment chosen at random, all n independently moving points happen to be in the part v?
  • §5, paragraph 7: That statistical probability is v/v₀ raised to the power n, and Boltzmann's principle turns it into an entropy difference of R(n/N) times the logarithm of v/v₀.
  • §5, paragraph 8: Remarkably, this equation, from which Boyle and Gay-Lussac's law and the matching law of osmotic pressure follow, needs no assumption about the law by which the molecules move.
  • §5, footnote 1: The footnote derives the gas law from that entropy difference: the work p dv equals T dS, which gives pv = R(n/N)T.

Each independent point has probability f of being inside the chosen fraction. For all n to be inside, multiply n independent probabilities. Taking the logarithm makes the exponent n a coefficient.

W=fnW = f^{n}
ΔSgas=kB ln⁡(W)=n kB ln⁡(f)\Delta S_{\mathrm{gas}} = k_B\,\ln\left(W\right) = n\,k_B\,\ln\left(f\right)

The probability is f to the n; the entropy difference is Boltzmann's constant times its logarithm, or n times Boltzmann's constant times the logarithm of f.

With four independent points and half the volume, the probability is 1/16. If all four positions are exactly the same uniformly distributed position, the probability is 1/2 instead. Having four labels is not enough to justify four independent factors.

The concentration from V₀ to V smaller than V₀ has a negative entropy difference. Reversing the constrained comparison reverses the sign. The independent-configurations laboratory makes the probability and entropy readouts separate.

Show every step here: Independence supplies the exponent

Letters: the paper writes W for the probability of a state and S−S0=RNlg⁡WS-S_0=\frac{R}{N}\lg W for Boltzmann's principle, and for the case below W=(v/v0)nW=(v/v_0)^n. This explanation writes f for v/v0v/v_0 and kBk_B for R/N.

  1. Boltzmann's principle, as the paper states it: the entropy of a system is a function of the probability of its state. For two systems that do not act on each other, the entropies add and the probabilities multiply. A function that turns products into sums is a logarithm, so the entropy is C times ln W plus a constant, and the paper takes C = R/N from the kinetic theory of gases.
  2. The setting: n movable points in a volume v0v_0, so few that they do not act on each other, with no part of the space and no direction preferred. They could be the molecules of a dilute gas or of a dissolved substance.
  3. The question: at a moment chosen at random, what is the probability that all n points are in a chosen part v of v0v_0?
  4. One point is equally likely to be anywhere, so the chance that it is in v is the fraction of the volume, f=v/v0f=v/v_0.
  5. Two independent points are both inside with probability f × f. For n independent points, multiply n times: W=fnW=f^n.
  6. Worked case: n = 4 and f = 1/2. Mark each point as in or out: there are 2 × 2 × 2 × 2 = 16 equally likely patterns, and exactly one has all four in, so W = 1/16, which is (1/2)4(1/2)^4.
  7. Take the logarithm: ln⁡W=nln⁡f\ln W=n\ln f. In the worked case, ln⁡(1/16)=4ln⁡(1/2)\ln(1/16)=4\ln(1/2), about -2.77.
  8. Multiply by kBk_B, the paper's R/N, to get the entropy difference.
W=fnW = f^{n}
ΔSgas=kB ln⁡(W)=n kB ln⁡(f)\Delta S_{\mathrm{gas}} = k_B\,\ln\left(W\right) = n\,k_B\,\ln\left(f\right)

The probability is f to the n; the entropy difference is Boltzmann's constant times its logarithm, or n times Boltzmann's constant times the logarithm of f.

  1. In the paper's letters this is S−S0=RnNlg⁡vv0S-S_0=R\frac{n}{N}\lg\frac{v}{v_0}. Here n/N is the number of gram-molecules of points, so R times it is the gas constant for that amount.
  2. A footnote draws the gas law from it: the work p dvp\,dv equals T dS=RnNdvvT\,dS=R\frac{n}{N}\frac{dv}{v}, so pv=RnNTpv=R\frac{n}{N}T, the law of Boyle and Gay-Lussac and the same law for osmotic pressure. The paper remarks that no assumption about how the molecules move was needed.
  3. Independence is doing the work. If the four points were locked to one shared position, the chance of finding all of them in half the volume would be 1/2, not 1/16. Four labels do not by themselves give four independent factors.
  4. The sign: concentrating the points into a smaller part (f less than 1) makes ln f negative, so the concentrated state has the lower entropy. Reversing the comparison reverses the sign.
Explore the equations in this step

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The count comes down as a coefficient

ΔSgas=kB ln⁡(W)=n kB ln⁡(f)\Delta S_{\mathrm{gas}} = k_B\,\ln\left(W\right) = n\,k_B\,\ln\left(f\right)

is times the logarithm of , which is times times the logarithm of .

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The entropy change is k B times the logarithm of W, which is n times k B times the logarithm of f.

Boltzmann's principle turns the probability into an entropy difference. The logarithm of f to the n is n times the logarithm of f, so the number of independent points becomes the coefficient, and that coefficient is what section 6 compares with the radiation's entropy.

Model assumptions and every term’s meaning
  • n points move independently of one another, each equally likely to be anywhere in the volume V₀.
  • The chosen part V is a fraction f = V/V₀ of that volume.
  • Boltzmann's principle, as the paper states it: an entropy difference is Boltzmann's constant times the logarithm of a relative probability.
  • These are modern teaching equations in SI notation, not a transcription of the printed paper. The paper writes R/N for Boltzmann's constant.
Boltzmann's constant times ln W
Boltzmann's principle, the name the paper gives it. Read the prerequisite
Logarithm of the fraction
Negative when f is less than one, so confining the points lowers their entropy. Read the prerequisite
Logarithm of the probability
Entropy differences go as the logarithm of relative probability. Read the prerequisite
Boltzmann's principle
The entropy difference from the probability of the configuration. Read the prerequisite
n times Boltzmann's constant times ln f
The logarithm of f to the n is n times the logarithm of f. Read the prerequisite
What it asserts
The entropy change is proportional to the number of independent points. Read the prerequisite
Boltzmann's constant
Turns the logarithm of a probability into an entropy; R over N in the paper. Read the prerequisite
Entropy change of the points
The entropy with the points confined minus the entropy with them free: a difference, not an absolute entropy. Read the prerequisite
Number of independent points
How many points move independently of one another. Read the prerequisite
Fraction of the volume
The share of the volume the points must all be in, V over V₀; between 0 and 1. Read the prerequisite
Probability of the configuration
The chance that, at one instant, all n points are in the chosen part of the volume. Read the prerequisite

Every term’s units were checked when this page was built. That checks the units, not the model. This equation is written for this edition in modern notation, not transcribed from the paper.

Explore the equation · Modern model notation

Multiply one chance per independent point

W=fnW = f^{n}

that all points are inside of the volume is f multiplied by itself n times.

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The probability W is f to the power n.

Each of n independent points is inside the fraction f of the volume with probability f, so the chance that all of them are inside at once is f multiplied by itself n times. Independence does the work: four labels on one shared position would give f, not f to the fourth.

Model assumptions and every term’s meaning
  • n points move independently of one another, each equally likely to be anywhere in the volume V₀.
  • The chosen part V is a fraction f = V/V₀ of that volume.
  • These are modern teaching equations in SI notation, not a transcription of the printed paper.
f multiplied by itself n times
One factor of f for each point. Only independent chances multiply like this. Read the prerequisite
What it asserts
The chance that every point is inside at once is the product of their separate chances. Read the prerequisite
Number of independent points
How many points move independently of one another. Read the prerequisite
Fraction of the volume
The share of the volume the points must all be in, V over V₀; between 0 and 1. Read the prerequisite
Probability of the configuration
The chance that, at one instant, all n points are in the chosen part of the volume. Read the prerequisite

Every term’s units were checked when this page was built. That checks the units, not the model. This equation is written for this edition in modern notation, not transcribed from the paper.

Modern qualifications

This is Boltzmann’s principle read backwards. Einstein computes how the entropy of dilute radiation changes with volume, compares it with the entropy of nn independent points, kln⁡Wk\ln W with W=fnW = f^n, and concludes that such radiation behaves thermodynamically as if it consisted of nn independent energy quanta. For large nn, fnf^n is astronomically small, so the laboratory reports its logarithm.

Assumptions and limits: Independence supplies the exponent

Assumed here

  • Each point is uniformly distributed over the initial volume.
  • The point positions are statistically independent for the independent model.
  • Entropy differences are related to logarithms of relative configuration probabilities.

What this does not establish

  • The locked-position example is an authored mathematical counterexample, not an established alternative theory of radiation.
  • Spontaneous concentration probability and constrained-state entropy are related but are not the same observable.
What is getting in the way?
  • An unfamiliar word or symbol

    f is a fraction of the volume: the chosen part divided by the whole, one half when the part is half of it. n is the number of points. W is a probability, the chance that at one moment all n points are inside the chosen part, and ln is the natural logarithm.

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  • An algebraic move

    Multiplying n equal factors f is written fⁿ, and the logarithm turns that power into a product: ln fⁿ = n ln f. So k_B ln W becomes n k_B ln f, the number of points times the change for one. Because f is less than 1, ln f is negative, and so is the entropy change for crowding the points into the smaller part.

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  • The physical reason for a step

    In the model each point moves over the whole volume without regard to the others, as the molecules of a dilute gas do. So the chance that any one point is in the chosen part is f, whatever the other points are doing. That independence is a premise of the model; the counting does not prove it.

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  • The connection to the picture

    Split the volume into the chosen part and the rest, and take one snapshot. One point is in the part a fraction f of the time. For two, the part must catch the first and also the second: f of the time, and then f of those times, which is f × f. Each further point multiplies by f again.

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  • The purpose of the calculation

    Section 6 uses the result in reverse. The entropy of dilute monochromatic radiation changes with volume the way n k_B ln f does for n independent points, so in that respect such radiation behaves as if it consisted of n independent energy quanta. The exponent is what carries the comparison, which is why the passage says it comes from independence.

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  • Too much at once

    One example: four points, half the volume. One point is in the left half with chance 1/2. Two are, with chance 1/2 × 1/2 = 1/4. All four are, with chance 1/16. If the four were locked together and moved as one, the chance would stay 1/2. That difference is the whole passage.

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Source context: German source · English · Interlinear gloss · Facsimile

References

A. Einstein, Über einen die Erzeugung und Verwandlung des Lichtes betreffenden heuristischen Gesichtspunkt. Annalen der Physik (4), 17, 132–148 (1905).

A. Einstein, On the motion of particles suspended in liquids at rest required by the molecular-kinetic theory of heat. Annalen der Physik (4), 17, 549–560 (1905), §§1–5. Bibliographic pointer; this preview is not a source transcription or translation.

A. Einstein, Zur Elektrodynamik bewegter Körper. Annalen der Physik (4), 17, 891–921 (1905).

A. Einstein, Does the inertia of a body depend upon its energy content? Annalen der Physik (4), 18, 639–641 (1905). External 1923 Perrett–Jeffery translation, electronically transcribed by John Walker; its notation was modernized. A reference for this explanatory preview, not this edition’s translation or its pinned facsimile.

R. A. Millikan, A Direct Photoelectric Determination of Planck's "h". Physical Review (2), 7 (3), 355–388 (1916).

26 foundation readings sit behind this argument.

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