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The '''second law of thermodynamics''', as formulated in the middle of the 19th century by [[William Thomson]] (Lord Kelvin) and [[Rudolf Clausius]], states that it is impossible to gain mechanical energy from a flow of heat that is directed from a ''cold'' to a ''warm'' body. The law states that the opposite is the case, it requires input of  mechanical energy (work) to transport heat from a low- to a high-temperature heat bath.  
{{Image|Complex number.png|right|350px| Complex number ''z'' &equiv; ''r'' exp(''i''&theta;) multiplied by ''i'' gives <i>z'</i> <nowiki>=</nowiki> <i>z</i>&times;''i''
<nowiki>=</nowiki> ''z'' exp(''i''&thinsp;&pi;/2) (counter clockwise rotation over 90°). Division of ''z'' by ''i'' gives ''z''". Division by ''i'' is multiplication by &minus;''i'' <nowiki> = </nowiki> exp(&minus;''i''&thinsp; &pi;/2) (clockwise rotation over 90°).}}


If the second law would not hold, there would be no energy shortage. For example, it would be possible—as already pointed out by Lord Kelvin—to fuel ships by energy extracted from sea water. After all, the oceans contain immense amounts of [[internal energy]].  When it would be possible to extract a small portion of this energy—whereby a slight cooling of the sea water would occur—and  to  use this energy to move the ship (a form of work), then the seas could be sailed without any net consumption of energy.  It would ''not'' violate the [[first law of thermodynamics]], because the ship's rotating propellers would again heat the water and in total the energy of the supersystem "ship-plus-ocean" would be conserved, in agreement with the first law.  Unfortunately, this process is not possible, because  ships are warmer than sea water (or at least they are not colder) and hence no work can be extracted from  heat flowing from the water to the ship.  
==Complex numbers in physics==
===Classical physics===
Classical physics consists of [[classical mechanics]], [[Maxwell's equations|electromagnetic theory]], and phenomenological [[thermodynamics]]. One can add Einstein's special and general theory of [[relativity]] to this list, although this theory, being formulated in the 20th century, is usually not referred to as "classical". In these four branches of physics the basic quantities and equations governing the behavior of the quantities are real.


==Entropy==
Classical mechanics has three different, but equivalent, formulations. The oldest, due to [[Isaac Newton|Newton]], deals with masses and  position vectors of particles, which are real, as is time ''t''. The first and second time derivatives of the position vectors enter Newton's equations and these are obviously real, too. The same is true for [[Lagrange formalism|Lagrange's formulation]] of classical mechanics in terms of position vectors and velocities of particles and for [[Hamilton formalism|Hamilton's formulation]] in terms of [[momentum|momenta]] and positions.
Clausius was able to give a mathematical expression of the second law. In order to be able do that, he needed the concept of [[entropy]]. Following in his footsteps entropy will be introduced in this subsection.  


The state of a [[thermodynamic system]] (a point in state space) is characterized by a number of variables, such as [[pressure]] ''p'', [[temperature]] ''T'', amount of substance ''n'', volume ''V'', etc.  Any thermodynamic variable  can be seen as a function of an arbitrary independent set of other thermodynamic variables, hence the terms "thermodynamic variable" and "thermodynamic function" are used interchangeably. The maximum number of independent variables is equal to the number of energy contacts of the system with its surroundings. When in addition one or more  equations of state are assumed to be operative, the number of independent variables is reduced accordingly. For instance, if a gas is assumed to be a Van der Waals gas, i.e., to satisfy the [[Van der Waals equation]] of state, (''p'' + ''a''/''V''<sup>2</sup>)(''V''-''b'') = ''RT'', then this equation between the state variables ''p'' ,''V'', and ''T'' reduces the number of independent variables by one.
Maxwell equations, that constitute the basis of electromagnetic theory, are in terms of real vector operators ([[gradient]], [[divergence]], and [[curl]]) acting on real [[electric field|electric]] and [[magnetic field|magnetic]] fields.  


A standard example of an energy contact is offered by the prototype thermodynamical system, a gas-filled cylinder with piston. Such a cylinder can perform work
Thermodynamics is concerned with concepts as [[internal energy]], [[entropy]], and [[work]]. Again, these properties are real.  
:<math>
DW = pdV, \quad dV > 0,  
</math> 
on its surroundings, where ''dV'' stands for a small increment of the volume ''V'' of the cylinder, ''p'' is the pressure inside the cylinder and ''DW'' stands for a small amount of work.  Work by expansion is a form of energy contact between the cylinder and its surroundings. The small amount of work is indicated by ''D'', and not by ''d'', because ''DW'' is not necessarily a differential of a  function. However, when we divide ''DW'' by ''p'' the quantity ''DW''/''p'' becomes obviously equal to the differential ''dV'' of the differentiable state function ''V''. State functions depend only on the actual values of the thermodynamic  parameters (they are local), and ''not'' on the path along which the state was reached (the history of the state). Mathematically this means that integration from point 1 to point 2 along path I  in state space is equal to integration along another path II,
:<math>
V_2 -  V_1 = {\int\limits_1\limits^2}_{{\!\!}^{(I)}} dV
= {\int\limits_1\limits^2}_{{\!\!}^{(II)}} dV
\;\Longrightarrow\; {\int\limits_1\limits^2}_{{\!\!}^{(I)}} \frac{DW}{p} =
{\int\limits_1\limits^2}_{{\!\!}^{(II)}} \frac{DW}{p}
</math>
The amount of work (divided by ''p'') performed along path I is equal to the amount of work (divided by ''p'')  along path II. This condition is necessary and sufficient that  ''DW''/''p'' is a state variable. So, although ''DW'' is not a differential, the quotient ''DW''/''p'' is one.
 
Absorption of a small amount of heat ''DQ'' is another energy contact of a system with its surroundings;  ''DQ'' is again not a differential of a certain function.  In a completely analogous manner to ''DW''/''p'',  the following result  can be shown for the heat ''DQ'' (divided by ''T'')  absorbed by the system along two different paths:


<div style="text-align: right;" >
The special theory of relativity is formulated in [[Minkowski space]]. Although this space is sometimes described as a 3-dimensional [[Euclidean space]] to which the axis ''ict'' (''i'' is the imaginary unit, ''c'' is speed of light, ''t'' is time) is added as a fourth dimension, the role of ''i'' is non-essential. The imaginary unit is introduced as a pedestrian way to the  computation of the indefinite, real, inner product that in Lorentz coordinates has the metric
<div style="float: left;  margin-left: 35px;" >
<math>{\int\limits_1\limits^2}_{{\!\!}^{(I)}}\frac{DQ}{T} = {\int\limits_1\limits^2}_{{\!\!}^{(II)}} \frac{DQ}{T} .
</math>
</div>
<span id="(1)" style="margin-right: 200px; vertical-align: -40px; ">(1)</span>
</div>
<br><br>
Hence the quantity ''dS'' defined  by
:<math>
dS \;\stackrel{\mathrm{def}}{=}\; \frac{DQ}{T}
</math>
is the differential of a state variable ''S'', the ''entropy'' of the system. Before proving  equation (1) from the second law, it is emphasized that this definition of entropy  only fixes entropy differences:
:<math>
S_2-S_1 \equiv \int_1^2 dS = \int_1^2 \frac{DQ}{T}
</math>
Note further that entropy has the dimension energy per degree temperature (joule per degree kelvin) and recalling the [[first law of thermodynamics]]  (the differential ''dU'' of the [[internal energy]] satisfies ''dU'' = ''DQ'' + ''DW''), it follows that
:<math>
:<math>
dU = TdS - pdV.\,
\begin{pmatrix}
-1 & 0 & 0 & 0 \\
0  & 1 & 0 & 0 \\
0  & 0 & 1 & 0 \\
0  & 0 & 0 & 1 \\
\end{pmatrix},
</math>
</math>
(For convenience sake  only a single work term was considered here, namely ''DW'' = ''pdV'').  
which obviously is real. In other words, Minkowski space is a space over the real field ℝ.
The internal energy is an extensive quantity, that is, when the system is doubled, ''U'' is doubled too. The temperature ''T'' is an intensive property, independent of the size of the system. The entropy ''S'', then, is also extensive. In that sense the entropy resembles the volume of the system.
The general theory of relativity is formulated over  real [[differentiable manifold]]s that  are locally Lorentzian. Further, the Einstein field equations contain mass distributions that are  real.
 
An important difference between ''V'' and ''S'' is that  the former is a state function with a well-defined mechanical meaning, whereas entropy is introduced by analogy and is not  easily visualized. Indeed, as is shown in the next subsection, it requires a fairly elaborate reasoning to prove that ''S'' is a state function, i.e., equation [[#(1)|(1)]] to hold.


===Proof that entropy is a state function===
So, although the classical branches of physics do not need complex numbers, this does not mean that these numbers cannot be useful. A very important mathematical technique, especially for those branches of physics where there is flow (of electricity, heat, or mass) is [[Fourier analysis]]. The Fourier series is most conveniently formulated in complex form. Although it would be possible to formulate it in real terms (expansion in terms of sines and cosines) this would be cumbersome, given the fact that the application of the usual trigonometric formulas for the multiplication of sines and cosines is so much more difficult than the corresponding multiplication of complex numbers. Especially electromagnetic theory makes heavy use of complex numbers, but it must be remembered that the final results, that are to be compared with observable quantities, are real.
When equation [[#(1)|(1)]] has been proven, the entropy ''S''  is shown to be a state function. The standard proof, as given now, is physical,  by means of [[Carnot cycle]]s, and is based on the Clausius/Kelvin formulation of the second law given in the introduction.
===Quantum physics===
{{Image|Entropy.png|right|350px|Fig. 1.  ''T'' > ''T''<sub>0</sub>. (I): Carnot engine E moves  heat from  heat reservoir R to "condensor" C and needs input of work DW<sub>in</sub>. (II): E generates work DW<sub>out</sub> from the heat flow from C to R. }} An alternative, more mathematical proof, postulates the existence of a state variable ''S'' with certain properties and derives the existence of [[thermodynamical temperature]] and the second law from these properties.
In quantum physics complex numbers are essential. In the oldest formulation, due to [[Heisenberg]] the imaginary unit appears in an essential way through the canonical commutation relation
 
In figure 1  a finite heat bath C ("condensor")<ref>Because of a certain similarity of C with the condensor of a steam engine C is referred as "condensor". The quotes are used to remind us that nothing condenses, unlike the steam engine where steam condenses to water</ref> of constant volume and variable temperature ''T'' is shown. It is connected to an infinite heat reservoir R through a reversible Carnot engine E. Because R is infinite its temperature ''T''<sub>0</sub> is constant, addition or extraction of heat does not change ''T''<sub>0</sub>.  It is assumed that always ''T'' &ge; ''T''<sub>0</sub>.  One may think of the system E-plus-C as a ship and the heat reservoir R as the sea. The following argument then deals with an attempt of extracting energy from the sea in order to move the ship, i.e., with an attempt to let E perform net outgoing work in a cyclic (i.e., along a closed path in the state space of C) process.  
 
A Carnot engine performs reversible cycles (in the state space of E, not be confused with cycles in the state space of C) and per cycle either generates work ''DW''<sub>out</sub> when heat is transported from high temperature to low temperature (II), or needs work  ''DW''<sub>in</sub> when heat is transported from low to high temperature (I), in accordance with the Clausius/Kelvin formulation of the second law.
 
The definition of [[thermodynamical temperature]] (a positive quantity) is such that for  II,
:<math>
\frac{DW_\mathrm{out}}{DQ} = \frac{T-T_0}{T},
</math>
while for  I
:<math>
:<math>
\frac{DW_\mathrm{in}}{DQ_0} = \frac{T-T_0}{T_0}.
[p_i,q_j] \equiv p_i q_j - q_j p_i = -i\hbar \delta_{ij},
</math>
</math>
''p''<sub>''i''</sub> and ''q''<sub>''j''</sub> are linear operators (matrices) representing the ''i''th and ''j''th component of the momentum and position  of a particle, respectively,.


The first law of thermodynamics states for  I and II, respectively,
The time-dependent [[Schrödinger equation]] also contains ''i'' in an essential manner. For a free particle of mass ''m'' the equation reads
:<math>
-DW_\mathrm{in}  -DQ_0 + DQ=0\quad\hbox{and}\quad DW_\mathrm{out} + DQ_0-DQ=0
</math>
{{Image|Cycle entropy.png|right|150px|Fig. 2. Two paths in the state space of the "condensor" C.}}
For  I,
:<math>
\begin{align}
\frac{DW_\mathrm{in}}{DQ_0} &= \frac{DQ- DQ_0}{DQ_0} = \frac{DQ}{DQ_0} -1 \\
&=\frac{T-T_0}{T_0} =  \frac{T}{T_0} - 1 \;
\Longrightarrow DQ_0 = T_0 \left(\frac{DQ}{T}\right)
\end{align}
</math>
 
For II we find the same result,
:<math>
\begin{align}
\frac{DW_\mathrm{out}}{DQ} &= \frac{DQ- DQ_0}{DQ} = 1- \frac{DQ_0}{DQ} \\
&=\frac{T-T_0}{T} =  1- \frac{T_0}{T}
\;\Longrightarrow DQ_0 = T_0 \left(\frac{DQ}{T}\right)
\end{align}
</math>
In figure 2 the state diagram of the "condensor" C is shown. Along path I the Carnot engine needs input of work to transport heat from the colder reservoir R to the hotter C and the absorption of heat by C raises its temperature and pressure. Integration of ''DW''<sub>in</sub> = ''DQ'' &minus; ''DQ''<sub>0</sub> (that is, summation  over many cycles of the engine E) along path I gives
:<math>
:<math>
W_\mathrm{in} = Q_\mathrm{in} - T_0 {\int\limits_1\limits^2}_{{\!\!}^{(I)}} \frac{DQ}{T} \quad\hbox{with}\quad  Q_\mathrm{in} \equiv  {\int\limits_1\limits^2}_{{\!\!}^{(I)}} DQ.  
\frac{\hbar}{2m} \nabla^2 \Psi(\mathbf{r},t) = -i \frac{\partial}{\partial t} \Psi(\mathbf{r},t) .
</math>
</math>
Along path II the Carnot engine delivers work while transporting heat from C to R. Integration of ''DW''<sub>out</sub> = ''DQ'' &minus; ''DQ''<sub>0</sub> along path II gives
This equation may be compared to the [[wave equation]] that appears in several branches of classical physics
:<math>
:<math>
W_\mathrm{out} = Q_\mathrm{out} - T_0 {\int\limits_2\limits^1}_{{\!\!}^{(II)}} \frac{DQ}{T}
v^2 \nabla^2 \Psi(\mathbf{r},t) \frac{\partial^2}{\partial t^2} \Psi(\mathbf{r},t),
\quad\hbox{with}\quad  Q_\mathrm{out} \equiv  {\int\limits_2\limits^1}_{{\!\!}^{(II)}} DQ
</math>
</math>
where ''v'' is the [[phase velocity|velocity]] of the wave.  It is clear from this similarity why
Schrödinger's equation is sometimes called the wave equation of quantum mechanics. It is also clear that the essential difference between quantum physics and classical physics is the first-order time derivative including the imaginary unit. The classical equation is real and has on the right hand side a second derivative with respect to time.


Assume now that the  amount of heat ''Q''<sub>out</sub> extracted (along path II) from C and the heat ''Q''<sub>in</sub> delivered (along I) to C are the same in absolute value. In other words,  after having gone along a closed path in the state diagram of figure 2, the condensor C has not gained or lost heat. That is,
The more general form of the Schrödinger equation is
:<math>
:<math>
Q_\mathrm{in} + Q_\mathrm{out} = 0, \,
H \Psi(t) = i \hbar \frac{\partial}{\partial t} \Psi(t) ,
</math>
</math>
then
where ''H'' is the operator representing the energy of the quantum system under consideration. If this energy is time-independent (no time-dependent external fields interact with the system), the equation can be separated, and the imaginary unit enters fairly trivially through a so-called phase factor,
:<math>
:<math>
W_\mathrm{in} + W_\mathrm{out} =  - T_0 {\int\limits_1\limits^2}_{{\!\!}^{(I)}} \frac{DQ}{T}
\Psi(t) = e^{-iEt/\hbar} \Phi\quad\hbox{with}\quad H\Phi = E\Phi.
- T_0 {\int\limits_2\limits^1}_{{\!\!}^{(II)}} \frac{DQ}{T}.
</math>
</math>
If the total net work ''W''<sub>in</sub> + ''W''<sub>out</sub>  is positive (outgoing), this work is done by  heat obtained from R, which is not possible because of the Clausius/Kelvin principle. If the total net work ''W''<sub>in</sub> + ''W''<sub>out</sub> is negative, then by inverting all reversible processes, i.e., by going down path I and going up along II, the net work changes sign and becomes positive (outgoing). Again the Clausius/Kelvin principle is violated. The conclusion is that the net work is zero and that
The second equation has the form of an operator [[eigenvalue equation]]. The eigenvalue ''E'' (one of the possible observable values of the energy) is real, which is a fairly deep consequence of the quantum laws.<ref>If ''E'' were complex, two separate measurements would be necessary to determine it. One for its real and one for its imaginary part. Since quantum physics states that a measurement gives a collapse of the wave function to an undetermined state, the measurements, even if they would be made in quick succession, would interfere with each other and energy would be unobservable.</ref>  The time-independent function &Phi; can very often be chosen to be real. The exception being the case that ''H'' is not invariant under [[time-reversal]]. Indeed, since the time-reversal operator &theta; is [[anti-unitary]], it follows that
:<math>
:<math>
T_0 {\int\limits_1\limits^2}_{{\!\!}^{(I)}} \frac{DQ}{T} +
\theta H \theta^\dagger \bar{\Phi} =  E \bar{\Phi}
T_0 {\int\limits_2\limits^1}_{{\!\!}^{(II)}} \frac{DQ}{T} = 0
\;\Longrightarrow\; {\int\limits_1\limits^2}_{{\!\!}^{(I)}} \frac{DQ}{T} =  {\int\limits_1\limits^2}_{{\!\!}^{(II)}} \frac{DQ}{T}.
</math>
</math>
From this independence of path it is concluded that
where the bar indicates [[complex conjugation]]. Now, if ''H'' is invariant,
:<math>
:<math>
dS \equiv \frac{DQ}{T}
\theta H \theta^\dagger = H \Longrightarrow H\bar{\Phi} = E\bar{\Phi}\quad\hbox{and}\quad
H\Phi = E\Phi,
</math>
</math>
is a state (local) variable.
then also the real linear combination <math>\Phi+\bar{\Phi}</math> is an eigenfunction belonging to ''E'', which means that the wave function may be chosen real. If ''H'' is not invariant, it usually is transformed into minus itself. Then <math>\Phi\;</math> and <math>\bar{\Phi}</math> belong to ''E'' and &minus;''E'', respectively, so that they are essentially different and cannot be combined to real form. Time-reversal symmetry is usually broken by magnetic fields, which give rise to interactions linear in spin or orbital [[angular momentum]].
==References==
C. S. Helrich, ''Modern Thermodynamics with Statistical Mechanics'', Springer (2009).
[http://books.google.nl/books?id=RpwpYdYmnXMC&printsec=frontcover&source=gbs_navlinks_s#v=onepage&q=&f=false Google books]


==Note==
<references />
<references />

Latest revision as of 09:21, 15 February 2010

PD Image
Complex number zr exp(iθ) multiplied by i gives z' = z×i = z exp(i π/2) (counter clockwise rotation over 90°). Division of z by i gives z". Division by i is multiplication by −i = exp(−i  π/2) (clockwise rotation over 90°).

Complex numbers in physics

Classical physics

Classical physics consists of classical mechanics, electromagnetic theory, and phenomenological thermodynamics. One can add Einstein's special and general theory of relativity to this list, although this theory, being formulated in the 20th century, is usually not referred to as "classical". In these four branches of physics the basic quantities and equations governing the behavior of the quantities are real.

Classical mechanics has three different, but equivalent, formulations. The oldest, due to Newton, deals with masses and position vectors of particles, which are real, as is time t. The first and second time derivatives of the position vectors enter Newton's equations and these are obviously real, too. The same is true for Lagrange's formulation of classical mechanics in terms of position vectors and velocities of particles and for Hamilton's formulation in terms of momenta and positions.

Maxwell equations, that constitute the basis of electromagnetic theory, are in terms of real vector operators (gradient, divergence, and curl) acting on real electric and magnetic fields.

Thermodynamics is concerned with concepts as internal energy, entropy, and work. Again, these properties are real.

The special theory of relativity is formulated in Minkowski space. Although this space is sometimes described as a 3-dimensional Euclidean space to which the axis ict (i is the imaginary unit, c is speed of light, t is time) is added as a fourth dimension, the role of i is non-essential. The imaginary unit is introduced as a pedestrian way to the computation of the indefinite, real, inner product that in Lorentz coordinates has the metric

which obviously is real. In other words, Minkowski space is a space over the real field ℝ. The general theory of relativity is formulated over real differentiable manifolds that are locally Lorentzian. Further, the Einstein field equations contain mass distributions that are real.

So, although the classical branches of physics do not need complex numbers, this does not mean that these numbers cannot be useful. A very important mathematical technique, especially for those branches of physics where there is flow (of electricity, heat, or mass) is Fourier analysis. The Fourier series is most conveniently formulated in complex form. Although it would be possible to formulate it in real terms (expansion in terms of sines and cosines) this would be cumbersome, given the fact that the application of the usual trigonometric formulas for the multiplication of sines and cosines is so much more difficult than the corresponding multiplication of complex numbers. Especially electromagnetic theory makes heavy use of complex numbers, but it must be remembered that the final results, that are to be compared with observable quantities, are real.

Quantum physics

In quantum physics complex numbers are essential. In the oldest formulation, due to Heisenberg the imaginary unit appears in an essential way through the canonical commutation relation

pi and qj are linear operators (matrices) representing the ith and jth component of the momentum and position of a particle, respectively,.

The time-dependent Schrödinger equation also contains i in an essential manner. For a free particle of mass m the equation reads

This equation may be compared to the wave equation that appears in several branches of classical physics

where v is the velocity of the wave. It is clear from this similarity why Schrödinger's equation is sometimes called the wave equation of quantum mechanics. It is also clear that the essential difference between quantum physics and classical physics is the first-order time derivative including the imaginary unit. The classical equation is real and has on the right hand side a second derivative with respect to time.

The more general form of the Schrödinger equation is

where H is the operator representing the energy of the quantum system under consideration. If this energy is time-independent (no time-dependent external fields interact with the system), the equation can be separated, and the imaginary unit enters fairly trivially through a so-called phase factor,

The second equation has the form of an operator eigenvalue equation. The eigenvalue E (one of the possible observable values of the energy) is real, which is a fairly deep consequence of the quantum laws.[1] The time-independent function Φ can very often be chosen to be real. The exception being the case that H is not invariant under time-reversal. Indeed, since the time-reversal operator θ is anti-unitary, it follows that

where the bar indicates complex conjugation. Now, if H is invariant,

then also the real linear combination is an eigenfunction belonging to E, which means that the wave function may be chosen real. If H is not invariant, it usually is transformed into minus itself. Then and belong to E and −E, respectively, so that they are essentially different and cannot be combined to real form. Time-reversal symmetry is usually broken by magnetic fields, which give rise to interactions linear in spin or orbital angular momentum.

Note

  1. If E were complex, two separate measurements would be necessary to determine it. One for its real and one for its imaginary part. Since quantum physics states that a measurement gives a collapse of the wave function to an undetermined state, the measurements, even if they would be made in quick succession, would interfere with each other and energy would be unobservable.