## Thermodynamics and Pascal’s triangle

Posted: October 14, 2020 in thermodynamics
Tags: , , , ,

Pascal’s triangle as he drew it in his 1654 book Traité du triangle arithmétique.

I always thought Pascal’s triangle was invented with its origin at the top like this Δ and all the rows ranged below. But when Pascal drew it, he tipped the base of the triangle over so that the other two sides ranged horizontal (Rangs paralleles) and vertical (Rangs perpendiculaires), and numbered the rows and columns as shown. Each number in the array is thus specified by a row-and-column coordinate pair. This turns out to have thermodynamic significance, as we shall see.

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Think small

Thermodynamics is a big subject but it can equally well be applied to very small systems consisting of just a few atoms. Such systems play by different rules – namely quantum rules – but that’s ok, the rules are known. So let’s imagine that our thermodynamic system is an idealized solid consisting of three atoms, each distinguishable from the others by its unique position in space, and each able to perform simple harmonic oscillations independently of the others.

Harmonic motion is quantized, such that if the energy of the ground state is taken as zero and the energy of the first excited state as ε, then 2ε is the energy of the second excited state, 3ε is the energy of the third excited state, and so on. Suppose that from its thermal surroundings our 3-atom system absorbs one unit of energy ε, sufficient to set one of the atoms oscillating. Clearly, one unit of energy can be distributed among three atoms in three different ways – 100, 010, 001 – or in more compact notation [100|3].

Now let’s consider 2ε of absorbed energy. Our system can do this in two ways, either by promoting one oscillator to its second excited state, or two oscillators to their first excited state. Each of these energy distributions can be achieved in three ways, which we can write [200|3], [110|3]. For 3ε of absorbed energy, there are three distributions: [300|3], [210|6], [111|1].

The distribution of n units of ε (n = 0,1,2,3) among three oscillators (N=3) can be summarized as

n=0:[000|1] = 1 way
n=1:[100|3] = 3 ways
n=2:[200|3],[110|3] = 6 ways
n=3:[300|3],[210|6],[111|1] = 10 ways

Compare this with the distribution among four oscillators (N = 4)

n=0:[0000|1] = 1 way
n=1:[1000|4] = 4 ways
n=2:[2000|4],[1100|6] = 10 ways
n=3:[3000|4],[2100|12],[1110|4] = 20 ways

There is a formula for computing the total number of ways n units of energy can be distributed among N atoms, or to put it another way, the total number of microstates W available to a system of N oscillators with n units of energy

In every case the number is a binomial coefficient, and the numbers generated can be matched to Pascal’s upended triangle by assigning N (1,2,3 …) to the rows and n (0,1,2 …) to the columns as shown below

Here is the connexion between thermodynamics and Pascal’s triangle, which neatly tabulates the total number of microstates available to an idealized solid comprising N atoms with n units of energy, each atom able to perform simple harmonic oscillations independently of the others.

The reason why the first row consists solely of the number 1 is that one atom (N=1) can have only one microstate regardless of the number of energy units it absorbs. It is also to be noted that the rows read the same as the columns due to the property of the binomial coefficient

and that the series of numbers in rows 2, 3, 4, 5 etc are the natural numbers, triangular numbers, tetrahedral numbers, pentatope numbers etc.

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P Mander October 2020

## De Méré’s paradox and the birth of probability theory

Posted: July 2, 2018 in history of science, probability
Tags: , , , , , , ,

Taking a break from studying thermodynamics: 17th century soldiers playing at dice

In 17th century France, dice games were a popular and fashionable habit. All kinds of people played at dice – soldiers, sailors, socialites, aristocrats, celebrities … and professional gamblers. Every era in history has featured this latter group, often colourful characters with sharp minds living off their wits.

Such an individual was Antoine Gombaud (1607-1684), who had adopted the high-flown title of Chevalier de Méré and was known as a flambuoyant big spender in gambling circles. He also had good connections with Renaissance intellectuals, and was himself a notable Salon theorist.

Professional gamblers have one overriding aim in life, which is to win. This is easier said than done however as gambling necessarily involves games of chance, and chance is a fickle creature. So the professional gambler has to proceed with caution until he finds a wager whose odds are in his favor. Then he brings big money to the table, plays long and hard, and walks away a richer man.

Calculating success

This was how Gombaud operated. But unlike most other gamblers, he did not rely solely on experience to show him which bets were favorable. He had an analytical turn of mind, and had started to work out on the basis of mathematical principle whether a certain game had favorable odds.

He first applied his thinking to a popular dice game in which players wagered on a six appearing in four throws of a die. He correctly reasoned that since each number on a six-sided die was equally likely to occur, the chance of getting a six on a single throw must be 1/6. He then considered the chance of getting a six if a die were thrown four times instead of once. He reasoned that the chance of success would be four times greater since each throw represented a separate opportunity for a six to occur, and he calculated that chance as 4 x 1/6 = 2/3. In other words, the odds of winning were favorable (i.e. >1/2).

Long before the law of large numbers was formulated, Gombaud seems to have intuitively understood that these favorable odds meant that although the outcome of an individual game could not be predicted, success would be assured if enough games were played.

Gombaud made piles of money out of this game, thereby cementing belief in his method of mathematical analysis as a means of identifying a winning bet. Buoyed by this success he extended the same reasoning to another game where he calculated that the odds of winning were favorable. But an unpleasant surprise was in store.

Unexpected losses

Gombaud’s new focus of attention was a dice game in which players wagered on getting a double six in twenty four throws of two dice. He correctly reasoned that the chance of getting a double six in a single throw of two dice was 1/36. Then applying his formula he calculated the chance of success as 24 x 1/36 = 2/3, the same favorable odds as in the previous game.

Emboldened by this analysis, Gombaud brought a stack of money to the dice table to wager on getting double sixes. But his expectations did not materialise; in fact the more he played this game, the more his losses mounted. Gombaud simply could not understand it. Both games had exactly the same favorable odds. So why did he win at one and lose at the other?

Desperate for an explanation of his losses, he wrote in 1654 to one the foremost thinkers of his time, Blaise Pascal (1623-1662), who in turn shared the news of “De Méré’s paradox” with the profoundly talented amateur mathematician Pierre Fermat (1607-1665). The two began a legendary correspondence, out of which the theory of probability was born and the paradox was solved.

Fallacious reasoning

The work of Pascal and Fermat revealed Gombaud’s mistake in thinking that the chances of success with n throws could be calculated by multiplying the chance of success for a single throw by n.

Taking the first game as an example, Gombaud thought that after two throws of the die the chance of success doubled from 1/6 to 1/3. But a chart of all 36 possible outcomes shows that the total number of favorable outcomes (shown in gold) is not 12, but 11.

Pascal and Fermat no doubt saw that the ratio of favorable outcomes to total outcomes after two throws could be written as

and after three throws as

and so on. Since 5/6 was the chance of failure in a single throw, and the exponent was the number of throws, the formula for the chance of getting at least one success in n throws could be generalised as

where q is the chance of failure in a single throw. This was the correct formula for computing whether the odds were favorable or not. Contrast this with the formula Gombaud used

It is instructive to compare Gombaud’s incorrect formula with the correct one for the first game

and the second game

The correct figures in the final column make it clear why Gombaud won at the first game and lost at the second. They also show what a knife-edge situation it was. If the second game had been played with just one more throw (n=25, 1-q^n = 0.506) Gombaud would have won both games. There would have been no paradox to explain, and the genius minds of Pascal and Fermat might never have been applied to founding probability theory!

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Probability profiles

Game 1

Game 2

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P Mander November 2017

The Honorable Robert Boyle FRS (1627-1691)

The fourteenth child of the immensely wealthy Richard Boyle, 1st Earl of Cork, Robert Boyle inherited land and property in England and Ireland which yielded a substantial income. He never had to work for a living, and following three years of travel and study as a teenager in Europe, Boyle decided at the age of 17 to devote his life to scientific research and the cultivation of what was called the “new philosophy”.

In Britain, Boyle was the leading figure in a move away from the Aristotelian view that knowledge was best obtained by the use of reason and logic. Boyle rejected this argument, and insisted that the path to knowledge was through empiricism and experiment. He won over many to his view, notably Isaac Newton, and in 1660 Boyle was a founding member of a society which believed that knowledge should be based first on experiment; we know it today as the Royal Society.

Boyle carried out a wealth of experiments in many areas of physics and chemistry, yet he seems to have been content with obtaining experimental results and generally stopped short of formulating theories to explain them.

Leibniz expressed astonishment that Boyle “who has so many fine experiments, had not come to some theory of chemistry after meditating so long on them”.

Well, it may surprise you to know that Robert Boyle did not originate the pressure-volume law commonly called Boyle’s law. A description of the reciprocal relation between the volume of air and its pressure does first appear in a book written by Boyle, but he refers to it as “Mr Towneley’s hypothesis”, for reasons we shall see.

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Torricelli using a lot more mercury than necessary to demonstrate the barometer.

It was Evangelista Torricelli (1608-1647) in Italy who started it all in the summer of 1644 with the invention of the mercury barometer. It was an impressive device, made all the more impressive by the insight that came with it. For one thing, Torricelli had no problem accepting the space above the mercury as a vacuum, in contrast to the vacuum-denying views of Aristotle and Descartes. For another, he was the first to appreciate the fact that air had weight, and to understand that the column of mercury was supported by the pressure of the atmosphere. As he put it: “We live submerged at the bottom of an ocean of air, which by unquestioned experiments is known to have weight.”

This led Torricelli to surmise that atmospheric pressure should be less in elevated places like mountains, an idea which was put to the test in France by Blaise Pascal, or more precisely by Pascal’s brother-in-law Florin Périer, who happened to live in Clermont-Ferrand, which has Puy de Dôme nearby.

Puy de Dôme in south-central France, close to Clermont-Ferrand.

On Saturday, September 19, 1648, Florin Périer and some friends performed the Torricelli experiment on the top of Puy de Dôme in south-central France. The height of the mercury column was substantially less – 85 mm less – than the control instrument stationed at the base of the mountain 1,400 metres below.

The Puy de Dôme experiment provided Pascal with convincing evidence that it was the weight of air, and thus atmospheric pressure, that balanced the weight of the mercury column. Torricelli’s instrument provided a convenient means of measuring this pressure. It was a barometer. The news quickly spread to England.

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Reaching new heights

The Torricellian experiment was demonstrated and discussed at the scientific centres of learning in London, Oxford and Cambridge from 1648 onwards. At Cambridge, there was an enthusiastic experimental scientist by the name of Henry Power, who was studying for a degree in medicine at Christ’s College. Power’s home was at Halifax in Yorkshire, and this gave him the opportunity to verify the Puy de Dôme experiment because unlike London, Oxford and Cambridge, the land around Halifax rises to significant heights.

The hills around Halifax in northern England

On Tuesday, May 6, 1653, Henry Power carried the Torricellian experiment to the summit of Halifax Hill, to the east of the town, where he was able to verify Pascal’s observation. In further experiments, he began to investigate the elasticity of air – i.e. its expansion and compression characteristics. And it was this change of focus that was to characterise England’s contribution to the scientific study of air.

The pioneering work in Italy and France had been concerned with the physical properties of the atmosphere. In England, attention was turning to the physical properties of air itself.

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The Spring of the Air

In 1654, the year after Henry Power’s excursion on Halifax Hill, Robert Boyle arrived in Oxford where he rented rooms to pursue his scientific studies. With the assistance of Robert Hooke, he constructed an air pump in 1659 and began a series of experiments on the properties of air. An account of this work was published in 1660 under the title “New Experiments Physico-Mechanicall, Touching The Spring of the Air, and its Effects”.

Boyle’s book was a landmark work, in which were reported the first controlled experiments on the effects of reduced air pressure. The experiments are divided into seven groups, the first of which concern “the spring of the air” i.e. the pressure exerted by the air when its volume is changed. It is clear that Boyle had an interest not only in demonstrating the elastic nature of air, but also in finding a quantitative expression of its elasticity. Due to inefficiencies in the air pump and the inherent difficulties of the experiment, Boyle failed in his first attempt. But it was not for want of trying.

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Enter Mr Towneley

Richard Towneley, whose home was near Burnley in Lancashire, northern England, was curiously similar to Robert Boyle in that the Towneley family estate also generated an income which meant that Richard did not have to work for a living. And just like Boyle, Towneley devoted his time to scientific studies.

Richard Towneley’s home, Towneley Hall in northern England, painted by JMW Turner in 1799

Now it just so happened that the previously-mentioned Henry Power of Halifax was the Towneley family’s physician. This gave Richard and Henry regular opportunities to share their enthusiasm for scientific experiments and discuss the latest scientific news.

In 1660 they both read Robert Boyle’s New Experiments Physico-Mechanicall, and this prompted further interest in the study of air pressure which Power had conducted on Halifax Hill seven years earlier. Not far to the north of Towneley Hall is Pendle Hill, whose summit is 1,827 feet (557 meters) above sea level, and it was here that Power and Towneley conducted an experiment that made history.

Pendle Hill, photographed by Lee Pilkington

On Wednesday 27th April 1661, they introduced a quantity of air above the mercury in a Torricellian tube. They measured its volume, and then using the tube as a barometer, they measured the air pressure. They then ascended Pendle Hill and at the summit repeated the measurements of volume and air pressure. As expected, there was an increase in volume and a decrease in pressure.

Although their measurements were only roughly accurate and doubtless affected by temperature differences between the base and summit of the hill, the numerical data was sufficient to give them the intuitive realization of a reciprocal relationship between the pressure and volume of air

On a high hill in northern England, nature revealed one of its secrets to Henry Power and Richard Towneley. Now they needed to communicate their finding.

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Boyle reports the news

It was not until two years after the Pendle Hill experiment that Henry Power eventually got around to publishing the results in Experimental Philosophy (1663). This delay explains why history has never associated the names of Power and Towneley with the gas law they discovered, because the news from Pendle Hill was first given to, and first reported by, Robert Boyle.

The second edition of 1662

In the appendix to the second edition of his New Experiments Physico-Mechanical published in 1662, Boyle reports Power and Towneley’s experimental activities, which in error he ascribes solely to Richard Towneley. It was on the basis of this second edition of Boyle’s book that the reciprocal relationship between the volume of air and its pressure became known as “Mr. Towneley’s hypothesis” by contemporary authors such as Robert Hooke and Isaac Newton.

A complication was added by the fact that Power and Towneley’s experiment led Boyle to the idea of compressing air in a J-shaped tube by pouring mercury into the long arm and measuring the volume and applied pressure.

From this experiment, conducted in September 1661, Boyle discovered that the volume of air was halved when the pressure was doubled. Curiously, he translated this finding into the hypothesis that there was a direct proportionality between the density of air and the applied pressure.

It didn’t occur to Boyle that the direct relation between density and pressure was the same thing as the reciprocal relation between volume and pressure discovered earlier by Power and Towneley. Boyle seems to have thought that compression was somehow different to expansion, and that his experiment broke new ground.

For this reason Boyle believed he had discovered something new, and since his name was far better known in scientific circles than that of Henry Power and Richard Towneley, it was inevitable that Boyle’s name would be associated with the newly-published hypothesis, which in time became Boyle’s law.

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Postscript : La loi de Mariotte

The pressure-volume law discovered by Power and Towneley, and confirmed by Boyle, is known as Boyle’s law only in Britain, America, Australia, the West Indies and other parts of what was once called the British Empire. Elsewhere it is called Mariotte’s law, after the French physicist Edme Mariotte.

Mariotte stated the pressure-volume relationship in his book De la nature de l’air, published in 1679, some 17 years after the second edition of Boyle’s New Experiments Physico-Mechanical. Mariotte made no claim of originality, nor did he make any reference to Boyle. But he was an effective publicist for the law, with the result that his name became widely associated with it.

Some might argue that the attribution is not quite deserved. However, Edme Mariotte stated something immensely important that Robert Boyle neglected to mention. He pointed out that temperature must be held constant for the pressure-volume relationship to hold:

In the view of CarnotCycle, the pressure-volume law so stated can with justification be called Mariotte’s law.

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P Mander January 2016