Thanks to the precise mathematical analogy between classical mechanics and thermodynamics that we saw last time, we can define Poisson brackets in thermodynamics just as in classical mechanics. That is, we can define Poisson brackets of quantities like entropy, temperature, volume and pressure. But what does this *mean?*

Furthermore, we can get quantum mechanics from classical mechanics by replacing Poisson brackets by commutators. That’s a brief summary of a long story, but by now this story is pretty well understood. So, we can do the same maneuver in thermodynamics and get some new theory where thermodynamic quantities like entropy, temperature, volume and pressure no longer commute! But what does this mean *physically?*

The obvious guess is that we get some version of thermodynamics that takes quantum mechanics into account, but I believe this is wrong. I want to explain why, and what I think is really going on. Briefly, I think what we get is more like *statistical mechanics*—but with a somewhat new outlook on this subject.

In getting to this understanding, we’ll bump into a few thorny questions. They’re interesting in themselves, but I don’t want them to hold us back, because we don’t absolutely *need* to answer them here. So, I’ll leave them as ‘puzzles’. Maybe you can help me with them.

In the classical mechanics of a point particle on a line, I considered a 4-dimensional vector space where a point describes the position momentum time and energy of a particle. This is usually called the **extended phase space**, since it’s bigger than the usual phase space where a point only keeps track of position and momentum. We saw that the extended phase space naturally acquires a symplectic structure

We can define Poisson brackets of smooth functions on any symplectic manifold. Instead of reviewing the whole well-known procedure I’ll just turn the crank and tell you what it gives for the coordinate functions on the extended phase space. The Poisson brackets of position and momentum are nonzero, and similarly for time and energy. All the rest vanish. We have

so we call these pairs of functions conjugate variables.

**Puzzle 1.** The first equation above says that momentum generates translations of position. The second says that energy generates time translations, but *in reverse*, thanks to the minus sign. Why the difference? Is this a problem?

To go to quantum mechanics, we can build a noncommutative algebra generated by elements I’ll call and We require that these commute except for two, which have commutators that mimic the Poisson brackets above:

Here is Planck’s constant, or more precisely the reduced Planck constant. This has dimensions of action, making the above equations dimensionally consistent: momentum times position has dimensions of action, and so does energy multiplied by time.

**Puzzle 2.** Does this mean the well-known Poisson bracket equations is *not* dimensionally consistent? Does this cause problems in classical mechanics? If not, why not?

We can work with the algebra having these generators and relations; this is called a Weyl algebra. But physicists usually prefer to treat this algebra as consisting of operators on some Hilbert space. The Stone–von Neumann theorem says there’s a unique ‘really nice’ way to do this. I don’t want to explain what ‘really nice’ means—it’s too much of a digression here. In fact I wrote a whole book about it with Irving Segal and Zhengfang Zhou. But this article is better if you just want the basic idea:

• Wikipedia, Stone–von Neumann theorem.

The main thing I need to say is that in the ‘really nice’ situation, and are unbounded self-adjoint operators, and the spectrum of each one is the whole real line. That’s not all there is to it: more must be true. But a problem immediately shows up. This is fine for the usual position and momentum operators in quantum mechanics, but the spectrum of the Hamiltonian is usually *not* the whole real line! In fact we usually want its spectrum to be bounded below: that is, we don’t want to allow arbitrarily large *negative* energies.

As a result, in quantum mechanics we usually give up on trying to find a ‘time operator’ that obeys the relation

There is more to say about this:

• John Baez, The time-energy uncertainty relation.

But this is not what I want to talk about today; I mention it only because we’ll see a similar problem in thermodynamics, where *volume* is bounded below.

In any event, there’s a standard ‘really nice’ way to make and into operators in quantum mechanics: we take the Hilbert space of square-integrable functions on the line, and define

We may try to copy this in thermodynamics.

So, let’s see how it works! There are some twists.

In my explanations of classical mechanics versus thermodynamics so far, I’ve mainly been using the **energy scheme**, where we start with the internal energy as a function of entropy and volume and then define temperature and pressure as derivatives, so that

As we’ve seen, this makes it very interesting to consider a 4-dimensional space—I’ll again call it the **extended phase space**—where and are treated as independent coordinates. This vector space has a symplectic structure

and the physically allowed points in this vector space form a ‘Lagrangian submanifold’—that is, a 2-dimensional surface on which the symplectic structure vanishes:

The symplectic structure lets us define Poisson brackets of smooth functions on the extended phase space. Again I’ll just turn the crank and tell you the Poisson brackets of the coordinate functions. The math is just the same, only the names have been changed, so you should not be surprised that two of their Poisson brackets are nonzero:

and all the rest vanish.

**Puzzle 3.** What is the physical meaning of these Poisson brackets?

Again we may worry that these equations are dimensionally inconsistent—but let’s go straight to the ‘quantized’ version and do our worrying there!

So, we’ll build a noncommutative algebra generated by elements I’ll call and We’ll require that these commute except for two, namely the pair and the pair What relation should these obey?

A first try might be

However, these equations are not dimensionally consistent! In both cases the left side has units of *energy*. Entropy times temperature and volume times pressure both have units of energy, since the first is related to ‘heat’ and the second is related to ‘work’. But has units of *action*.

I declare this to be intolerable. We are groping around trying to understand the physical meaning of the mathematics here; dimensional analysis is a powerful guide, and if we don’t have that going for us we’ll be in serious trouble.

So, we could try

where is some constant with units of *energy*.

Unfortunately there is no fundamental constant with units of energy that plays an important role throughout thermodynamics. We could for example use the mass of the electron times the speed of light squared, but why in the world should thermodynamics place some special importance on this?

One important quantity with units of energy in thermodynamics is where is temperature and is Boltzmann’s constant. Boltzmann’s constant is fundamental in thermodynamics, or more precisely statistical mechanics: it has units of energy per temperature. So we might try

but unfortunately the temperature is not a constant: it’s one of the variables we’re trying to ‘quantize’! It would make more sense to try

but unfortunately these commutation relations are more complicated than the ones we had in quantum mechanics.

Luckily, the fundamental constant we want is sitting right in front of us: it’s Boltzmann’s constant. This has units of energy per temperature—or in other words, units of *entropy*. This suggests quitting the ‘energy scheme’ and working with the second most popular formulation of thermodynamics, the ‘entropy scheme’.

Here we start by writing the entropy of our system as a function of its internal energy and volume A simple calculation starting from then shows

It will help to make up short names for the quantities here, so I’ll define

and call the **coldness**, for the obvious reason. I’ll also define

and call the **boldness**, for no particularly good reason—I just need a name. In terms of these variables we get

This is the so-called **entropy scheme**. This equation implies that times has dimensions of entropy, and so does

times

If we go through the procedure we used last time, we get a 4-dimensional vector space with coordinates and symplectic structure

The physically allowed points in this vector space form a Lagrangian submanifold

which is really just the submanifold we had before, now described using new coordinates.

But let’s get to the point! We’ll build a noncommutative algebra generated by elements I’ll call and We’ll require that these commute except for two, namely the pair and the pair And what commutation relations should these obey?

We could try

This is now dimensionally consistent, since in each equation both sides have dimensions of entropy!

However, there’s another twist. Quantum mechanics is about amplitudes, while statistical mechanics is about probabilities, which are real. So I actually think I want

Let me give some evidence for this!

I will ignore the second equation for now and focus on the first. Suppose we’re doing statistical mechanics and we have a system that has probability of having internal energy We would like to define an **internal energy operator** and **coldness operator** Say we set

Then it’s easy to check that they obey the commutation relation

Moreover—and this is the exciting part—they make physical sense! If the system definitely has internal energy then vanishes except at It follows that is an eigvenvector of the internal energy operator with eigenvalue

so

On the other hand, suppose the system definitely has temperature and thus coldness Then statistical mechanics tells us that is given by the Boltzmann distribution

where is a normalizing constant called the partition function. It follows that is an eigenvector of the coldness operator with eigenvalue

so

This makes me very happy. We are seeing a nice analogy:

• Internal energy eigenstates in statistical mechanics are like position eigenstates in quantum mechanics.

• Coldness eigenstates in statistical mechanics are like momentum eigenstates in quantum mechanics—except for a missing factor of *i* in the exponential, which makes the coldness eigenstates decrease exponentially instead of oscillate.

We can also define a **temperature operator**

at least if we ignore the eigenvectors of the coldness operator with eigenvalue zero. But the coldness operator is more fundamental in this approach.

A lot of further questions and problems appear at this point, but I think I’ll stop here and tackle them later.

• Part 1: Hamilton’s equations versus the Maxwell relations.

• Part 2: the role of symplectic geometry.

• Part 3: a detailed analogy between classical mechanics and thermodynamics.

• Part 4: what is the analogue of quantization for thermodynamics?

For those unfamiliar with Poisson brackets (and especially their antisymmetry), you should probably also mention that and too.

In quantum thermodynamics, thermal noise is not Poincaré invariant, in contrast to “quantum noise”, associated with the vacuum state, which is Poincaré invariant. The difference can be said to come from a choice of time-like direction for a specific generator of time-like translations when we introduce the operator , where is a unit-length forward-pointing time-like 4-vector. This could be discussed in several ways, but if we allow to be of arbitrary length, then in this 4-dimensional formalism kT has the dimensions of action. I hope this is helpful towards making the ‘energy scheme’ work.

The appeal to dimensional analysis makes me want to self-advertise a 5-minute video on the subject. I hope you won’t be too annoyed.

In the definition of the coldnesss operator (which has too many s’s, but sounds kind of cool when you say it with the extra one), psi should be p in two places and x should be E.

Thanks, I’ll fix those things. If I were a chilly snake I might legitimately talk about coldnesssss…

The extra psi is still there…

I just came across this paper, (as the non-preprint version was published on the IEEE Control Systems magazine), i think it might be of interests for the topic in the subject, especially from section 6 on:

Classical Thermodynamics Revisited: A Systems and Control Perspective: https://arxiv.org/pdf/2010.04213.pdf

Great, thanks! I’m drowning in papers to read now, but it’s a good feeling, like drowning in chocolate.

Toward the end of

https://en.wikipedia.org/wiki/Cumulant `relation to statistical physics’ is the assertion:

The Helmholtz free energy expressed in terms of

further connects thermodynamic quantities with the cumulant generating function for the energy.

I’d like to understand this better, and I wonder if thermodynamic terms like pressure and volume have analogs in statistical mechanics. I worry that you may have already answered that question, though…

Hi! The temperature and ‘coolness’ make sense in statistical mechanics whenever you have a measure space equipped with any measurable function that you decide to call ‘energy’. You define

and then you get a bunch of relations between and the probability distribution on that maximizes entropy subject to a constraint on the expected value of This is the main story of statistical mechanics. The free energy

is one of the actors in this drama. If there’s something particular you’re curious about, just ask.

The whole story also has a quantum version where we start with a Hilbert space equipped with a self-adjoint operator and define

Formally everything works the same; indeed a trace is just like an integral on a noncommutative algebra.

There’s an isomorphic story for volume and pressure. The only difference is that you pick a function or operator and now you call it ‘volume’ instead of ‘pressure’. The math is the same.

Someone recently told me about cumulant generating functions, and I guess the point is that they’re generating functions for

logarithmsof things, like But I don’t have a feel for why people care about them.Extremely good series of articles John, I have wondered about these series of connections for years, but could never materialize them. It is wonderful to see them materialize.

I recommend you to look at this line of research: Thermodynamic Uncertainty Relations (https://link.springer.com/content/pdf/10.1023/A:1018811305766.pdf)

Interestingly this line of research came originally from Benoît B. Mandelbrot trying to base the foundations of statistical thermodynamics upon “phenomenological” principles”. Remarkably enough he arrives at a very uncertainty relation , very similar to your

Late reply here. It really is bugging me that you have a sign difference between Poisson brackets and commutators for time and energy. So much so that I’m willing to call for a typo, despite my ongoing COVID infection preventing me from getting any signs right in any computation whatsoever.

The same for volume and pressure.

Great post and great series, by the way! I really enjoyed it!

Thanks!

There are lots of annoying signs in this subject. Some are arbitrary conventions: for example everyone defines pressure in terms of the work done on a system as you

decreaseits volume. Some are significant. It’s often hard for me to tell which are significant and which are not. The minus signs regarding the time/energy Poisson brackets may or may not be connected to the Lorentzian metric in special relativity, which is the reason plane waves are written aswhere is the energy and is the momentum. But this minus sign here seems to originate from treating as a vector instead of what it really should be: a covector. If we used a covector we would not need the Lorentzian metric here.

I decided a while ago that if I carefully tried to straighten out all these signs I’d never get anything else done. But it would be worth doing as a project in itself. It’s a large project since to do it right you need to think about classical mechanics, quantum mechanics, thermodynamics and special relativity all at once.

The minus sign in the spacetime metric doesn't help, because when you get rid of that minus sign by using imaginary numbers, the one in the commutator is still there. The only way that I know to get rid of it is by treating the hamiltonian as a coordinate and time as a momentum!

I used to think about this stuff a lot; see http://tobybartels.name/notes/#time and http://tobybartels.name/notes/#Hamiltonian (both from the late ’90s).