Processing math: 100%

Saturday, April 15, 2017

Finding the function that is its own derivative

I saw this "derivation" some years ago but now I can't find it.  If anyone knows the source please let me know.

Let's say we want to find a function f(x) for which
\frac{d}{dx} f(x) = f^\prime (x) = f(x)
Well, how about f(x) = x?
f(x) = x \implies f^\prime (x) = 1
No, because f^\prime (x) \ne x. OK, how about f(x) = 1+x?
f(x) = 1+x \implies f^\prime (x) = 1
That get's me a little closer.  I get the "1" back, but I need something whose derivative will give me back the x:
f(x) = 1+x+\tfrac{1}{2}x^2 \implies f^\prime (x) = 1 + x
Now I need something whose derivative will me back the \tfrac{1}{2}x^2:
f(x) = 1+x+\tfrac{1}{2}x^2 + \tfrac{1}{2 \cdot 3}x^3 \implies f^\prime (x) = 1 + x + \tfrac{1}{2}x^2
OK, so if I use infinitely many terms then this function fits the bill
f(x) = 1+x+\tfrac{1}{2}x^2 + \tfrac{1}{2 \cdot 3}x^3 + \cdots \tfrac{1}{n!}x^n \cdots  \implies f^\prime (x) = 1 + x + \tfrac{1}{2}x^2 + \cdots \tfrac{1}{(n-1)!}x^{n-1} \cdots
Can I write f(x) in some compact form?  Well, f(0) = 1 and f(1) will give me some number, which I'll call e.
f(1) = 1+1+\tfrac{1}{2} + \tfrac{1}{2 \cdot 3} + \cdots = e  
You only need a few terms before e has converged to the first two decimal places (2.717).

For x = 2 you need a few more terms to get the same precision, but the number (7.382) is roughly 2.717 x 2.717, an agreement that quickly gets better with a few more terms
f(2) = 1+2+\tfrac{1}{2}4 + \tfrac{1}{2 \cdot 3}8 + \cdots = e^2  
So
f(x) = e^x = 1+x+\tfrac{1}{2}x^2 + \tfrac{1}{2 \cdot 3}x^3 + \cdots \tfrac{1}{n!}x^n \cdots  
and
 \frac{d}{dx} e^x = e^x


This work is licensed under a Creative Commons Attribution 4.0

Where does the ln come from in S = k ln(W) ? - Take 2


Some years ago I wrote this post. Now I want to come at it from a different angle.

A closed system spontaneously goes towards the state with maximum multiplicity, W. For a system with N molecules with energies \varepsilon_1, \varepsilon_2, \ldots we therefore want to find the values of N_i that maximises W(N_1, N_2, \ldots).

This is easier to do for \ln W than W, which is fine because W is a maximum when \ln W is a maximum, and this happens when
\frac{N_i}{N}= p_i = \frac{e^{-\beta \varepsilon_i}}{q}
\beta can be found by comparison to experiment.  For example, the energy of an ideal monatomic gas with N_A particles is
U^{\mathrm{Trans}} = N_A \langle \varepsilon^{\mathrm{Trans}} \rangle = N_A\sum_i p_i \varepsilon_i = \frac{3N_A}{2\beta} = \tfrac{3}{2}RT \implies \beta = \frac{1}{kT}
where R is determined by measuring the temperature increase due to adding a known amount of energy to the system.

So far we have used \ln W instead of W for convenience, but is there something special about \ln W? Yes, the change in \ln W has can be expressed quite simply
d \ln W = \beta \sum_i \varepsilon_i dN_i = N \beta \sum_i \varepsilon_i dp_i =  \frac{dU}{kT}
So change in internal energy U due to a redistribution of molecules among energy levels is equal to the change in \ln W (as opposed to W) multiplied by kT
dU = Td\left( k \ln W \right) = TdS
The final question is whether there is something special about \ln = \log_e as opposed to say \log_a where a \ne e? Well, \log_a W is a maximum when
\frac{N_i}{N}= p_i = \frac{a^{-\beta \varepsilon_i}}{q}
There is an extra term in the derivation but that cancels out in the end.  So no change there.

What about \beta?  There are two changes.  The previous derivation of U^{\mathrm{Trans}} relied on this relation (I'll drop the "Trans" label for the moment)
 \varepsilon_i e^{-\beta \varepsilon_i}  = - \frac{d }{d \beta} e^{-\beta \varepsilon_i} \implies \langle \varepsilon \rangle = - \frac{1}{q} \frac{dq}{d\beta}
which now becomes
 \varepsilon_i a^{-\beta \varepsilon_i}  = - \frac{1}{\ln(a)} \frac{d }{d \beta} a^{-\beta \varepsilon_i} \implies \langle \varepsilon \rangle = - \frac{1}{q \ln(a)} \frac{dq}{d\beta}
While q has an extra \ln (a) term, the derivative wrt \beta is still the same and
U^{\mathrm{Trans}} = N_A \langle \varepsilon^{\mathrm{Trans}} \rangle = N_A\sum_i p_i \varepsilon_i = \frac{3N_A}{2 \ln (a) \beta} = \tfrac{3}{2}RT \implies \beta = \frac{1}{\ln (a) kT}
So, S = k \log_e W is special in the sense that the proportionality constant k is the experimentally measured ideal gas constant divided by Avogadro's number.  In any other base we have to write either S = k \ln (a) \log_a W where k = R/N_A or S = k^\prime \log_a W where k^\prime = \ln(a)R/N_A

Clearly, S = k \log_e W is the most natural choice, and this is because e is the (only) value of a for which
\frac{d}{dx} a^x = a^x
In fact that is one way to define what e actually is.



This work is licensed under a Creative Commons Attribution 4.0