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 Preface to the Third Edition
At the time when the second edition of this book was published the study of the liquid state
was a rapidly expanding field of research. In the twenty years since then, the subject has
matured both theoretically and experimentally to a point where a real understanding exists
of the behaviour of “simple” liquids at the microscopic level. Although there has been a
shift in emphasis towards more complex systems, there remains in our view a place for
a book that deals with the principles of liquid-state theory, covering both statics and dy-
namics. Thus, in preparing a third edition, we have resisted the temptation to broaden too
far the scope of the book, and the focus remains firmly on simple systems, though many
of the methods we describe continue to find a wider range of application. Nonetheless,
some reorganisation of the book has been required in order to give proper weight to more
recent developments. The most obvious change is in the space devoted to the theory of
inhomogeneous fluids, an area in which considerable progress has been made since 1986.
Other major additions are sections on the properties of supercooled liquids, which include
a discussion of the mode-coupling theory of the kinetic glass transition, on theories of con-
densation and freezing and on the electric double layer. To make way for this and other
new material, some sections from the second edition have either been reduced in length or
omitted altogether. In particular, we no longer see a need to include a complete chapter on
molecular simulation, the publication of several excellent texts on the subject having filled
what was previously a serious gap in the literature. Our aim has been to emphasise what
seems to us to be work of lasting interest. Such judgements are inevitably somewhat sub-
jective and, as before, the choice of topics is coloured by our own experience and tastes. We
make no attempt to provide an exhaustive list of references, limiting ourselves to what we
consider to be the fundamental papers in different areas, along with selected applications.
We are grateful to a number of colleagues who have helped us in different ways: Dor
Ben-Amotz, Teresa Head-Gordon, David Heyes, David Grier, Bill Jorgensen, Gerhard
Kahl, Peter Monson, Anna Oleksy, Albert Reiner, Phil Salmon, Ilja Siepmann, Alan Soper,
George Stell and Jens-Boie Suck. Bob Evans made many helpful suggestions concerning
the much revised chapter on ionic liquids, George Jackson acted as our guide to the litera-
ture on the theory of associating liquids, Alberto Parola provided a valuable set of notes on
hierarchical reference theory, and Jean-Jacques Weis undertook on our behalf new Monte
Carlo calculations of the dielectric constant of dipolar hard spheres. Our task could not
have been completed without the support, encouragement and advice of these and other
colleagues, to all of whom we give our thanks. Finally, we thank the respective publishers
for permission to reproduce figures from Journal of Chemical Physics, Journal of Non-
Crystalline Solids, Physical Review and Physical Review Letters.

November 2005 J.P. H ANSEN

I.R. M C D ONALD

v
 Preface to the Second Edition

The first edition of this book was written in the wake of an unprecedented advance in
our understanding of the microscopic structure and dynamics of simple liquids. The rapid
progress made in a number of different experimental and theoretical areas had led to a
rather clear and complete picture of the properties of simple atomic liquids. In the ten
years that have passed since then, interest in the liquid state has remained very active, and
the methods described in our book have been successfully generalised and applied to a
variety of more complicated systems. Important developments have therefore been seen in
the theory of ionic, molecular and polar liquids, of liquid metals, and of the liquid surface,
while the quantitative reliability of theories of atomic fluids has also improved.
In an attempt to give a balanced account both of the basic theory and of the advances of
the past decade, this new edition has been rearranged and considerably expanded relative to
the earlier one. Every chapter has been completely rewritten, and three new chapters have
been added, devoted to ionic, metallic and molecular liquids, together with substantial new
sections on the theory of inhomogeneous fluids. The material contained in Chapter 10 of
the first edition, which dealt with phase transitions, has been omitted, since it proved im-
possible to do justice to such a large field in the limited space available. Although many
excellent review articles and monographs have appeared in recent years, a comprehensive
and up-to-date treatment of the theory of “simple” liquids appears to be lacking, and we
hope that the new edition of our book will fill this gap. The choice of material again re-
flects our own tastes, but we have aimed at presenting the main ideas of modern liquid-state
theory in a way that is both pedagogical and, so far as possible, self-contained. The book
should be accessible to graduate students and research workers, both experimentalists and
theorists, who have a good background in elementary statistical mechanics. We are well
aware, however, that certain sections, notably in Chapters 4, 6, 9 and 12 require more con-
centration from the reader than others. Although the book is not intended to be exhaustive,
we give many references to material that is not covered in depth in the text. Even at this
level, it is impossible to include all the relevant work. Omissions may reflect our ignorance
or a lack of good judgement, but we consider that our goal will have been achieved if the
book serves as an introduction and guide to a continuously growing field.
While preparing the new edition, we have benefited from the advice, criticism and help
of many colleagues. We give our sincere thanks to all. There are, alas, too many names
to list individually, but we wish to acknowledge our particular debt to Marc Baus, David
Chandler, Giovanni Ciccotti, Bob Evans, Paul Madden and Dominic Tildesley, who have
read large parts of the manuscript; to Susan O’Gorman, for her help with Chapter 4; and
to Eduardo Waisman, who wrote the first (and almost final) version of Appendix B. We

vi
 PREFACE TO THE SECOND EDITION vii

are also grateful to those colleagues who have supplied references, preprints, and material
for figures and tables, and to authors and publishers for permission to reproduce diagrams
from published papers. The last stages of the work were carried out at the Institut Laue-
Langevin in Grenoble, and we thank Philippe Nozières for the invitations that made our
visits possible. Finally, we are greatly indebted to Martine Hansen, Christiane Lanceron,
Rehda Mazighi and Susan O’Gorman for their help and patience in the preparation of the
manuscript and figures.

May 1986 J.P. H ANSEN

I.R. M C D ONALD
 Preface to the First Edition

The past ten years or so have seen a remarkable growth in our understanding of the statisti-
cal mechanics of simple liquids. Many of these advances have not yet been treated fully in
any book and the present work is aimed at filling this gap at a level similar to that of Egel-
staff’s “The Liquid State”, though with a greater emphasis on theoretical developments.
We discuss both static and dynamic properties, but no attempt is made at completeness
and the choice of topics naturally reflects our own interests. The emphasis throughout is
placed on theories which have been brought to a stage at which numerical comparison
with experiment can be made. We have attempted to make the book as self-contained as
possible, assuming only a knowledge of statistical mechanics at a final-year undergraduate
level. We have also included a large number of references to work which lack of space has
prevented us from discussing in detail. Our hope is that the book will prove useful to all
those interested in the physics and chemistry of liquids.
Our thanks go to many friends for their help and encouragement. We wish, in particular,
to express our gratitude to Loup Verlet for allowing us to make unlimited use of his un-
published lecture notes on the theory of liquids. He, together with Dominique Levesque,
Konrad Singer and George Stell, have read several parts of the manuscript and made sug-
gestions for its improvement. We are also greatly indebted to Jean-Jacques Weis for his
help with the section on molecular liquids. The work was completed during a summer
spent as visitors to the Chemistry Division of the National Research Council of Canada; it
is a pleasure to have this opportunity to thank Mike Klein for his hospitality at that time
and for making the visit possible. Thanks go finally to Susan O’Gorman for her help with
mathematical problems and for checking the references; to John Copley, Jan Sengers and
Sidney Yip for sending us useful material; and to Mrs K.L. Hales for so patiently typing
the many drafts.
A number of figures and tables have been reproduced, with permission, from The Phys-
ical Review, Journal of Chemical Physics, Molecular Physics and Physica; detailed ac-
knowledgements are made at appropriate points in the text.

June 1976 J.P. H ANSEN

I.R. M C D ONALD

viii
 C HAPTER 1

Introduction

1.1 THE LIQUID STATE

The liquid state of matter is intuitively perceived as being intermediate in nature between
a gas and a solid. Thus a natural starting point for discussion of the properties of any given
substance is the relationship between pressure P , number density ρ and temperature T
in the different phases, summarised in the equation of state f (P , ρ, T ) = 0. The phase
diagram in the ρ–T plane typical of a simple, one-component system is sketched in Fig-
ure 1.1. The region of existence of the liquid phase is bounded above by the critical point
(subscript c) and below by the triple point (subscript t). Above the critical point there is
only a single fluid phase, so a continuous path exists from liquid to fluid to vapour; this is
not true of the transition from liquid to solid, because the solid–fluid coexistence line, or
melting curve, does not terminate at a critical point. In many respects the properties of the
dense, supercritical fluid are not very different from those of the liquid, and much of the
theory we develop in later chapters applies equally well to the two cases.
We shall be concerned in this book almost exclusively with classical liquids. For atomic
systems a simple test of the classical hypothesis is provided by the value of the de Broglie
thermal wavelength Λ, defined as
 1/2
2πβ h̄2
Λ= (1.1.1)
m

where m is the mass of an atom and β = 1/kB T . To justify a classical treatment of static
properties it is necessary that Λ be much less than a, where a ≈ ρ −1/3 is the mean nearest-
neighbour separation. In the case of molecules we require, in addition, that Θrot  T ,
where Θrot = h̄2 /2I kB is a characteristic rotational temperature (I is the molecular mo-
ment of inertia). Some typical results are shown in Table 1.1, from which we see that
quantum effects should be small for all the systems listed, with the exceptions of hydrogen
and neon.
Use of the classical approximation leads to an important simplification, namely that the
contributions to thermodynamic properties which arise from thermal motion can be sepa-
rated from those due to interactions between particles. The separation of kinetic and po-
tential terms suggests a simple means of characterising the liquid state. Let VN be the total
potential energy of a system, where N is the number of particles, and let KN be the total

1
2 INTRODUCTION

critical point

temperature
Tc
V L S

Tt

triple point

c t
density

F IG . 1.1. Schematic phase diagram of a typical monatomic substance, showing the boundaries between solid (S),
liquid (L) and vapour (V) or fluid (F) phases.

TABLE 1.1. Test of the classical hypothesis

Liquid Tt /K Λ/Å Λ/a Θrot /Tt

H2 14.1 3.3 0.97 6.1
Ne 24.5 0.78 0.26
CH4 91 0.46 0.12 0.083
N2 63 0.42 0.11 0.046
Li 454 0.31 0.11
Ar 84 0.30 0.083
HCl 159 0.23 0.063 0.094
Na 371 0.19 0.054
Kr 116 0.18 0.046
CCl4 250 0.09 0.017 0.001

Λ is the de Broglie thermal wavelength at T = Tt and a = (V /N )1/3 .

kinetic energy. Then in the liquid state we find that KN /|VN | ≈ 1, whereas KN /|VN |  1
corresponds to the dilute gas and KN /|VN |  1 to the low-temperature solid. Alternatively,
if we characterise a given system by a length σ and an energy ε, corresponding roughly
to the range and strength of the intermolecular forces, we find that in the liquid region
of the phase diagram the reduced number density ρ ∗ = N σ 3 /V and reduced temperature
T ∗ = kB T /ε are both of order unity. Liquids and dense fluids are also distinguished from
dilute gases by the greater importance of collisional processes and short-range, positional
correlations, and from solids by the lack of long-range order; their structure is in many
 INTERMOLECULAR FORCES AND MODEL POTENTIALS 3

TABLE 1.2. Selected properties of typical simple liquids

Property Ar Na N2
Tt /K 84 371 63
Tb /K (P = 1 atm) 87 1155 77
Tc /K 151 2600 126
Tc /Tt 1.8 7.0 2.0
ρt /nm−3 21 24 19
CP /CV 2.2 1.1 1.6
Lvap /kJ mol−1 6.5 99 5.6
χT /10−12 cm2 dyn−1 200 19 180
c/m s−1 863 2250 995
γ /dyn cm−1 13 191 12
D/10−5 cm2 s−1 1.6 4.3 1.0
η/mg cm−1 s−1 2.8 7.0 3.8
λ/mW cm−1 K−1 1.3 8800 1.6
(kB T /2πDη)/Å 4.1 2.7 3.6

χT = isothermal compressibility, c = speed of sound, γ = surface tension, D = self-diffusion

coefficient, η = shear viscosity and λ = thermal conductivity, all at T = Tt ; Lvap = heat of vapor-
isation at T = Tb .

cases dominated by the “excluded-volume” effect associated with the packing together of
particles with hard cores.
Selected properties of a simple monatomic liquid (argon), a simple molecular liquid
(nitrogen) and a simple liquid metal (sodium) are listed in Table 1.2. Not unexpectedly,
the properties of the liquid metal are in certain respects very different from those of the
other systems, notably in the values of the thermal conductivity, isothermal compressibility,
surface tension, heat of vaporisation and the ratio of critical to triple-point temperatures; the
source of these differences should become clear in Chapter 10. The quantity kB T /2πDη
in the table provides a Stokes-law estimate of the particle diameter.

1.2 INTERMOLECULAR FORCES AND MODEL POTENTIALS

The most important feature of the pair potential between atoms or molecules is the harsh
repulsion that appears at short range and has its origin in the overlap of the outer electron
shells. The effect of these strongly repulsive forces is to create the short-range order that is
characteristic of the liquid state. The attractive forces, which act at long range, vary much
more smoothly with the distance between particles and play only a minor role in deter-
mining the structure of the liquid. They provide, instead, an essentially uniform, attractive
background and give rise to the cohesive energy that is required to stabilise the liquid. This
separation of the effects of repulsive and attractive forces is a very old-established concept.
It lies at the heart of the ideas of van der Waals, which in turn form the basis of the very
successful perturbation theories of the liquid state that we discuss in Chapter 5.
4 INTRODUCTION

The simplest model of a fluid is a system of hard spheres, for which the pair potential
v(r) at a separation r is
v(r) = ∞, r < d,
(1.2.1)
= 0, r >d
where d is the hard-sphere diameter. This simple potential is ideally suited to the study of
phenomena in which the hard core of the potential is the dominant factor. Much of our un-
derstanding of the properties of the hard-sphere model come from computer simulations.
Such calculations have revealed very clearly that the structure of a hard-sphere fluid does
not differ in any significant way from that corresponding to more complicated interatomic
potentials, at least under conditions close to crystallisation. The model also has some rele-
vance to real, physical systems. For example, the osmotic equation of state of a suspension
of micron-sized silica spheres in an organic solvent matches almost exactly that of a hard-
sphere fluid.1 However, although simulations show that the hard-sphere fluid undergoes
a freezing transition at ρ ∗ (= ρd 3 ) ≈ 0.945, the absence of attractive forces means that
there is only one fluid phase. A simple model that can describe a true liquid is obtained by
supplementing the hard-sphere potential with a square-well attraction, as illustrated in Fig-
ure 1.2(a). This introduces two additional parameters: ε, the well depth, and (γ − 1), the
width of the well in units of d, where γ typically has a value of about 1.5. An alternative
to the square-well potential with features that are of particular interest theoretically is the
hard-core Yukawa potential, given by

v(r) = ∞, r ∗ < 1,
ε   (1.2.2)
= − ∗ exp −λ(r ∗ − 1) , r ∗ > 1
r

where r ∗ = r/d and the parameter λ measures the inverse range of the attractive tail in the
potential. The two examples plotted in Figure 1.2(b) are drawn for values of λ appropriate
either to the interaction between rare-gas atoms (λ = 2) or to the short-range, attractive
forces2 characteristic of certain colloidal systems (λ = 8).
A more realistic potential for neutral atoms can be constructed by a detailed quantum-
mechanical calculation. At large separations the dominant contribution to the potential
comes from the multipolar dispersion interactions between the instantaneous electric mo-
ments on one atom, created by spontaneous fluctuations in the electronic charge distribu-
tion, and moments induced in the other. All terms in the multipole series represent attractive
contributions to the potential. The leading term, varying as r −6 , describes the dipole–
dipole interaction. Higher-order terms represent dipole–quadrupole (r −8 ), quadrupole–
quadrupole (r −10 ) interactions, and so on, but these are generally small in comparison
with the term in r −6 .
A rigorous calculation of the short-range interaction presents greater difficulty, but over
relatively small ranges of r it can be adequately represented by an exponential function of
the form exp(−r/r0 ), where r0 is a range parameter. This approximation must be supple-
mented by requiring that v(r) → ∞ for r less than some arbitrarily chosen, small value.
In practice, largely for reasons of mathematical convenience, it is more usual to represent
the short-range repulsion by an inverse-power law, i.e. r −n , with n lying generally in the
 INTERMOLECULAR FORCES AND MODEL POTENTIALS 5

1
(a) square-well potential

v(r) /
0

-1
( - 1)d

0.5 1.0 1.5 2.0 2.5

1
(b) Yukawa potential
v(r) /

=2
=8
-1

0.5 1.0 1.5 2.0 2.5

r/d

F IG . 1.2. Simple pair potentials for monatomic systems. See text for details.

range 9 to 15. The behaviour of v(r) in the limiting cases r → ∞ and r → 0 may therefore
be incorporated in a simple potential function of the form
 
v(r) = 4ε (σ/r)12 − (σ/r)6 (1.2.3)

which is the famous 12-6 potential of Lennard-Jones. Equation (1.2.3) involves two para-
meters: the collision diameter σ , which is the separation of the particles where v(r) = 0;
and ε, the depth of the potential well at the minimum in v(r). The Lennard-Jones potential
provides a fair description of the interaction between pairs of rare-gas atoms and also of
quasi-spherical molecules such as methane. Computer simulations3 have shown that the
triple point of the Lennard-Jones fluid is at ρ ∗ ≈ 0.85, T ∗ ≈ 0.68.
Experimental information on the pair interaction can be extracted from a study of any
process that involves collisions between particles.4 The most direct method involves the
measurement of atom–atom scattering cross-sections as a function of incident energy and
scattering angle; inversion of the data allows, in principle, a determination of the pair po-
6 INTRODUCTION

tential at all separations. A simpler procedure is to assume a specific form for the potential
and determine the parameters by fitting to the results of gas-phase measurements of quan-
tities such as the second virial coefficient (see Chapter 3) or the shear viscosity. In this way,
for example, the parameters ε and σ in the Lennard-Jones potential have been determined
for a large number of gases.
The theoretical and experimental methods we have mentioned all relate to the properties
of an isolated pair of molecules. The use of the resulting pair potentials in calculations
for the liquid state involves the neglect of many-body forces, an approximation that is
difficult to justify. In the rare-gas liquids, the three-body, triple-dipole dispersion term is
the most important many-body interaction; the net effect of triple-dipole forces is repulsive,
amounting in the case of liquid argon to a few percent of the total potential energy due
to pair interactions. Moreover, careful measurements, particularly those of second virial
coefficients at low temperatures, have shown that the true pair potential for rare-gas atoms
is not of the Lennard-Jones form, but has a deeper bowl and a weaker tail, as illustrated by
the curves plotted in Figure 1.3. Apparently the success of the Lennard-Jones potential in
accounting for many of the macroscopic properties of argon-like liquids is the consequence
of a fortuitous cancellation of errors. A number of more accurate pair potentials have been
developed for the rare gases, but their use in the calculation of condensed-phase properties
requires the explicit incorporation of three-body interactions.
Although the true pair potential for rare-gas atoms is not the same as the effective pair
potential used in liquid-state work, the difference is a relatively minor, quantitative one.
The situation in the case of liquid metals is different, because the form of the effective
ion–ion interaction is strongly influenced by the presence of a degenerate gas of con-
duction electrons that does not exist before the liquid is formed. The calculation of the
ion–ion interaction is a complicated problem, as we shall see in Chapter 10. The ion–
electron interaction is first described in terms of a “pseudopotential” that incorporates both
the coulombic attraction and the repulsion due to the Pauli exclusion principle. Account

200

100 Ar-Ar potentials

v(r) / K

-100

-200
3 4 5 6 7
r/Å

F IG . 1.3. Pair potentials for argon in temperature units. Full curve: the Lennard-Jones potential with parameter
values ε/kB = 120 K, σ = 3.4 Å, which is a good effective potential for the liquid; dashes: a potential based on
gas-phase data.5
 INTERMOLECULAR FORCES AND MODEL POTENTIALS 7

400

3000

2000 Ar K
200

1000
2.8 3.2 3.6
v(r) / K
0

-200 liquid K

-400
3 4 5 6 7 8
r/Å

F IG . 1.4. Main figure: effective ion–ion potential (in temperature units) for liquid potassium.6 Inset: comparison
on a logarithmic scale of potentials for argon and potassium in the core region.

must then be taken of the way in which the pseudopotential is modified by interaction be-
tween the conduction electrons. The end result is a potential that represents the interaction
between screened, electrically neutral “pseudoatoms”. Irrespective of the detailed assump-
tions made, the main features of the potential are always the same: a soft repulsion, a deep
attractive well and a long-range oscillatory tail. The potential, and in particular the depth of
the well, are strongly density dependent but only weakly dependent on temperature. Fig-
ure 1.4 shows an effective potential for liquid potassium. The differences compared with
the potentials for argon are clear, both at long range and in the core region.
For molten salts and other ionic liquids in which there is no shielding of the electro-
static forces similar to that found in liquid metals, the coulombic interaction provides the
dominant contribution to the interionic potential. There must, in addition, be a short-range
repulsion between ions of opposite charge, without which the system would collapse, but
the detailed way in which the repulsive forces are treated is of minor importance. Polarisa-
tion of the ions by the internal electric field also plays a role, but such effects are essentially
many-body in nature and cannot be adequately represented by an additional term in the pair
potential.
Description of the interaction between two molecules poses greater problems than for
spherical particles because the pair potential is a function both of the separation of the
molecules and of their mutual orientation. The model potentials discussed in this book di-
vide into two classes. The first consists of highly idealised models of polar liquids in which
a point dipole–dipole interaction is superimposed on a spherically symmetric potential. In
this case the pair potential for particles labelled 1 and 2 has the general form

v(1, 2) = v0 (R) − μ1 · T (R) · μ2 (1.2.4)

8 INTRODUCTION

where R is the vector separation of the molecular centres, v0 (R) is the spherically sym-
metric term, μi is the dipole-moment vector of particle i and T (R) is the dipole–dipole
interaction tensor:
T (R) = 3RR/R 5 − I /R 3 (1.2.5)
where I is the unit tensor. Two examples of (1.2.4) that are of particular interest are those
of dipolar hard spheres, where v0 (R) is the hard-sphere potential, and the Stockmayer po-
tential, where v0 (R) takes the Lennard-Jones form. Both these models, together with ex-
tensions that include, for example, dipole–quadrupole and quadrupole–quadrupole terms,
have received much attention from theoreticians. Their main limitation as models of real
molecules is the fact that they ignore the angle dependence of the short-range forces. A sim-
ple way to take account of such effects is through the use of potentials of the second main
type with which we shall be concerned. These are models in which the molecule is repre-
sented by a set of discrete interaction sites that are commonly, but not invariably, located at
the sites of the atomic nuclei. The total potential energy of two interaction-site molecules
is then obtained as the sum of spherically symmetric, interaction-site potentials. Let riα be
the coordinates of site α in molecule i and let rjβ be the coordinates of site β in molecule j .
Then the total intermolecular potential energy is
  
v(1, 2) = 1
2 vαβ |r2β − r1α | (1.2.6)
α β

where vαβ (r) is a site–site potential and the sums on α and β run over all interaction
sites in the respective molecules. Electrostatic interactions are easily allowed for by inclu-
sion of coulombic terms in the site–site potentials. Let us take as an example the particu-
larly simple case of a homonuclear diatomic, such as that pictured in Figure 1.5. A crude
interaction-site model would be that of a “hard dumb-bell”, consisting of two overlapping
hard spheres of diameter d with their centres separated by a distance L < 2d. This should
be adequate to describe the main structural features of a liquid such as nitrogen. An obvious
improvement would be to replace the hard spheres by two Lennard-Jones interaction sites,
with parameters chosen to fit, say, the experimentally determined equation of state. Some
homonuclear diatomics also have a large quadrupole moment, which plays a significant
role in determining the short-range angular correlations in the liquid. The model could in
that case be further refined by placing point charges q at the Lennard-Jones sites, together

-2q
q q

F IG . 1.5. An interaction-site model of a homonuclear diatomic.

 EXPERIMENTAL METHODS 9

with a compensating charge −2q at the mid-point of the internuclear bond; such a charge
distribution has zero dipole moment but a non-vanishing quadrupole moment proportional
to qL2 . Models of this general type have proved remarkably successful in describing the
properties of a wide variety of molecular liquids, both simple and complicated.

1.3 EXPERIMENTAL METHODS

The experimental methods available for studying the properties of simple liquids may be
placed in one of two broad categories, depending on whether they are concerned with
measurements on a macroscopic or microscopic scale. In general, the calculated micro-
scopic properties are more sensitive to the approximations used in a theory and to the
assumptions made about the pair potentials, but the macroscopic properties can usually be
measured with considerably greater accuracy. The two types of measurement are there-
fore complementary, each providing information that is useful in the development of a
statistical-mechanical theory of the liquid state.
The classic macroscopic measurements are those of thermodynamic properties, partic-
ularly of the equation of state. Integration of accurate P –ρ–T data yields information
on other thermodynamic quantities, which can be supplemented by calorimetric measure-
ments. For most liquids the pressure is known as a function of temperature and density only
in the vicinity of the liquid–vapour equilibrium line, but for certain systems of particular
theoretical interest experiments have been carried out at much higher pressures; the low
compressibility of a liquid near its triple point means that highly specialised techniques
are required. The second main class of macroscopic measurements are those relating to
transport coefficients. A variety of experimental methods are used. The shear viscosity,
for example, can be determined from the observed damping of torsional oscillations or
from capillary-flow experiments, while the thermal conductivity can be obtained from a
steady-state measurement of the transfer of heat between a central filament and a surround-
ing cylinder or between parallel plates. A direct method of determining the coefficient of
self-diffusion involves the use of radioactive tracers, which places it in the category of mi-
croscopic measurements; in favourable cases the diffusion coefficient can be measured by
nuclear magnetic resonance (NMR). NMR and other spectroscopic methods (infrared and
Raman) are also useful in the study of reorientational motion in molecular liquids, while
dielectric-response measurements provide information on the slow, structural relaxation in
supercooled liquids near the glass transition.
Much the most important class of microscopic measurements, at least from the theoreti-
cal point of view, are the radiation-scattering experiments. Elastic scattering of neutrons or
x-rays, in which the scattering cross-section is measured as a function of momentum trans-
fer between the radiation and the sample, is the source of our experimental knowledge of
the static structure of a fluid. In the case of inelastic scattering the cross-section is measured
as a function of both momentum and energy transfer. It is thereby possible to extract in-
formation on wavenumber and frequency-dependent fluctuations in liquids at wavelengths
comparable with the spacing between particles. This provides a very powerful method of
studying microscopic time-dependent processes in liquids. Inelastic light-scattering exper-
iments give similar information, but the accessible range of momentum transfer limits the
10 INTRODUCTION

method to the study of fluctuations of wavelength of order 10−5 cm, corresponding to the
hydrodynamic regime. Such experiments are, however, of considerable value in the study
of colloidal dispersions and of critical phenomena.
Finally, there are a range of techniques of a quasi-experimental character, referred to
collectively as computer simulation, the importance of which in the development of liquid-
state theory can hardly be overstated. Simulation provides what are essentially exact results
for a given potential model; its usefulness rests ultimately on the fact that a sample con-
taining a few hundred or few thousand particles is in many cases sufficiently large to sim-
ulate the behaviour of a macroscopic system. There are two classic approaches: the Monte
Carlo method and the method of molecular dynamics. There are many variants of each,
but in broad terms a Monte Carlo calculation is designed to generate static configurations
of the system of interest, while molecular dynamics involves the solution of the classical
equations of motion of the particles. Molecular dynamics therefore has the advantage of
allowing the study of time-dependent processes, but for the calculation of static properties
a Monte Carlo method is often more efficient. Chapter 2 contains a brief discussion of the
principles underlying the two types of calculation.

NOTES AND REFERENCES

1. Vrij, A., Jansen, J.W., Dhont, J.K.G., Pathmamanoharan, C., Kops-Werkhoven, M.M. and Fijnaut, H.M., Fara-
day Disc. 76, 19 (1983).
2. See, e.g., Meijer, E.J. and Frenkel, D., Phys. Rev. Lett. 67, 1110 (1991). The interactions in a charge-stabilised
colloidal suspension can be modelled by a Yukawa potential with a positive tail.
3. Hansen, J.P. and Verlet, L., Phys. Rev. 184, 151 (1969).
4. Maitland, G.C., Rigby, M., Smith, E.B. and Wakeham, W.A., “Intermolecular Forces”. Clarendon Press, Ox-
ford, 1981.
5. Model BBMS of ref. 4, p. 497.
6. Dagens, L., Rasolt, M. and Taylor, R., Phys. Rev. B 11, 2726 (1975).
 C HAPTER 2

Statistical Mechanics

This chapter is devoted to a summary of the principles of classical statistical mechanics,

a discussion of the link between statistical mechanics and thermodynamics, and the de-
finition of certain equilibrium and time-dependent distribution functions of fundamental
importance in the theory of liquids. It also establishes much of the notation used in later
parts of the book. The focus throughout is on atomic systems; some of the complications
that arise in the study of molecular liquids are discussed in Chapter 11.

2.1 TIME EVOLUTION AND KINETIC EQUATIONS

Consider an isolated, macroscopic system consisting of N identical, spherical particles

of mass m enclosed in a volume V . An example would be a one-component, monatomic
gas or liquid. In classical mechanics the dynamical state of the system at any instant is
completely specified by the 3N coordinates rN ≡ r1 , . . . , rN and 3N momenta pN ≡
p1 , . . . , pN of the particles. The values of these 6N variables define a phase point in a
6N -dimensional phase space. Let H be the hamiltonian of the system, which we write in
general form as
       
H rN , pN = KN pN + VN rN + ΦN rN (2.1.1)
where

N
|pi |2
KN = (2.1.2)
2m
i=1
is the kinetic energy, VN is the interatomic potential energy and ΦN is the potential energy
arising from the interaction of the particles with some spatially varying, external field.
If there is no external field, the system will be both spatially uniform and isotropic. The
motion of the phase point along its phase trajectory is determined by Hamilton’s equations:

∂H ∂H
ṙi = , ṗi = − (2.1.3)
∂pi ∂ri

These equations are to be solved subject to 6N initial conditions on the coordinates and mo-
menta. Since the trajectory of a phase point is wholly determined by the values of rN , pN

11
12 STATISTICAL MECHANICS

at any given time, it follows that two different trajectories cannot pass through the same
point in phase space.
The aim of equilibrium statistical mechanics is to calculate observable properties of a
system of interest either as averages over a phase trajectory (the method of Boltzmann),
or as averages over an ensemble of systems, each of which is a replica of the system of
interest (the method of Gibbs). The main features of the two methods are reviewed in later
sections of this chapter. Here it is sufficient to recall that in Gibbs’s formulation of statisti-
cal mechanics the distribution of phase points of systems of the ensemble is described by
a phase-space probability density f [N ] (rN , pN ; t). The quantity f [N ] drN dpN is the prob-
ability that at time t the physical system is in a microscopic state represented by a phase
point lying in the infinitesimal, 6N -dimensional phase-space element drN dpN . This defi-
nition implies that the integral of f [N ] over all phase space is

 
f [N ] rN , pN ; t drN dpN = 1 (2.1.4)

for all t. Given a complete knowledge of the probability density it would be possible to
calculate the average value of any function of the coordinates and momenta.
The time evolution of the probability density at a fixed point in phase space is governed
by the Liouville equation, which is a 6N -dimensional analogue of the equation of conti-
nuity of an incompressible fluid; it describes the fact that phase points of the ensemble are
neither created nor destroyed as time evolves. The Liouville equation may be written either
as
N  
∂f [N ]  ∂f [N ] ∂f [N ]
+ · ṙi + · ṗi = 0 (2.1.5)
∂t ∂ri ∂pi
i=1

or, more compactly, as

∂f [N ]
= H, f [N ] (2.1.6)
∂t
where {A, B} denotes the Poisson bracket:

N 
 
∂A ∂B ∂A ∂B
{A, B} ≡ · − · (2.1.7)
∂ri ∂pi ∂pi ∂ri
i=1

Alternatively, by introducing the Liouville operator L, defined as

L ≡ i{H, } (2.1.8)

the Liouville equation becomes

∂f [N ]
= −iLf [N ] (2.1.9)
∂t
 TIME EVOLUTION AND KINETIC EQUATIONS 13

the formal solution to which is

f [N ] (t) = exp(−iLt)f [N ] (0) (2.1.10)

The Liouville equation can be expressed even more concisely in the form

df [N ]
=0 (2.1.11)
dt
where d/dt denotes the total derivative with respect to time. This result is called the
Liouville theorem. The meaning of the Liouville theorem is that the probability density,
as seen by an observer moving with a phase point along its phase trajectory, is indepen-
dent of time. Consider the phase points that at time t = 0 are contained within a phase-
space element drN (0) dpN (0). As time increases, the element will change in shape but no
phase points will enter or leave, otherwise phase trajectories would cross each other. The
Liouville theorem therefore implies that the volume of the element must remain the same:
volume in phase space is said to be “conserved”. In mathematical terms, conservation of
volume in phase space is equivalent to the statement that the jacobian corresponding to
the transformation rN (0), pN (0) → rN (t), pN (t) is equal to unity; this is easily proved
explicitly.1
The time dependence of any function of the phase-space variables, B(rN , pN ) say, may
be represented in a manner similar to (2.1.9). Although B is not an explicit function of t, it
will in general change with time as the system moves along its phase trajectory. The time
derivative of B is therefore given by

N  
dB  ∂B ∂B
= · ṙi + · ṗi (2.1.12)
dt ∂ri ∂pi
i=1

or, from Hamilton’s equations:

N  
dB  ∂B ∂H ∂B ∂H
= · − · = iLB (2.1.13)
dt ∂ri ∂pi ∂pi ∂ri
i=1

which has as its solution

B(t) = exp(iLt)B(0) (2.1.14)
Note the change of sign in the propagator compared with (2.1.10).
The description of the system that the full phase-space probability density provides is for
many purposes unnecessarily detailed. Normally we are interested only in the behaviour
of a subset of particles of size n, say, and the redundant information can be eliminated
by integrating f [N ] over the coordinates and momenta of the other (N − n) particles. We
therefore define a reduced phase-space distribution function f (n) (r n , pn ; t) by

  N!  
f (n) r n , pn ; t = f [N ] rN , pN ; t dr(N −n) dp(N −n) (2.1.15)
(N − n)!
14 STATISTICAL MECHANICS

where r n ≡ r1 , . . . , rn and r(N −n) ≡ rn+1 , . . . , rN , etc. The quantity f (n) dr n dpn yields
the probability of finding a subset of n particles in the reduced phase-space element
dr n dpn at time t, irrespective of the coordinates and momenta of the remaining particles;
the combinatorial factor N !/(N − n)! is the number of ways of choosing a subset of size n.
To find an equation of motion for f (n) we consider the special case when the total
force acting on particle i is the sum of an external force Xi , arising from an external
potential φ(ri ), and of pair forces Fij due to other particles j , with Fii = 0. The second of
Hamilton’s equations (2.1.3) now takes the form
∂H  N
= −Xi − Fij (2.1.16)
∂ri
j =1
and the Liouville equation becomes

∂  pi ∂
N  ∂
N  ∂f [N ]
N N
+ · + Xi · f [N ] = − Fij · (2.1.17)
∂t m ∂ri ∂pi ∂pi
i=1 i=1 i=1 j =1

We now multiply through by N !/(N − n)! and integrate over the 3(N − n) coordinates
rn+1 , . . . , rN and 3(N − n) momenta pn+1 , . . . , pN . The probability density f [N ] is zero
when ri lies outside the volume occupied by the system and must vanish as pi → ∞ to
ensure convergence of the integrals over momenta in (2.1.4). Thus f [N ] vanishes at the
limits of integration and the derivative of f [N ] with respect to any component of position
or momentum will contribute nothing to the result when integrated with respect to that
component. On integration, therefore, all terms disappear for which i > n in (2.1.17). What
remains, given the definition of f (n) in (2.1.15), is
∂  pi ∂
n  ∂
n
+ · + Xi · f (n)
∂t m ∂ri ∂pi
i=1 i=1
n n
∂f (n)
=− Fij ·
∂pi
i=1 j =1

N!  
n N
∂f [N ] (N −n) (N −n)
− Fij · dr dp (2.1.18)
(N − n)! ∂pi
i=1 j =n+1

Because the particles are identical, f [N ] is symmetric with respect to interchange of parti-
cle labels and the sum of terms for j = n + 1 to N on the right-hand side of (2.1.18) may be
replaced by (N − n) times the value of any one term. This simplification makes it possible
to rewrite (2.1.18) in a manner that relates the behaviour of f (n) to that of f (n+1) :

∂  pi ∂
n   n n
∂
+ · + Xi + Fij · f (n)
∂t m ∂ri ∂pi
i=1 i=1 j =1


n
∂f (n+1)
=− Fi,n+1 · drn+1 dpn+1 (2.1.19)
∂pi
i=1
 TIME EVOLUTION AND KINETIC EQUATIONS 15

The system of coupled equations represented by (2.1.19) was first obtained by Yvon and
subsequently rederived by others. It is known as the Bogolyubov–Born–Green–Kirkwood–
Yvon or BBGKY hierarchy. The equations are exact, though limited in their applicability to
systems for which the particle interactions are pairwise additive. They are not immediately
useful, however, because they merely express one unknown function, f (n) , in terms of
another, f (n+1) . Some approximate closure relation is therefore needed.
In practice the most important member of the BBGKY hierarchy is that corresponding
to n = 1:
 
∂ p1 ∂ ∂
+ · + X1 · f (1) (r1 , p1 ; t)
∂t m ∂r1 ∂p1
∂ (2)
=− F12 · f (r1 , p1 , r2 , p2 ; t) dr2 dp2 (2.1.20)
∂p1

Much effort has been devoted to finding approximate solutions to (2.1.20) on the basis
of expressions that relate the two-particle distribution function f (2) to the single-particle
function f (1) . From the resulting kinetic equations it is possible to calculate the hydrody-
namic transport coefficients, but the approximations made are rarely appropriate to liquids
because correlations between particles are mostly treated in a very crude way.2 The sim-
plest possible approximation is to ignore pair correlations altogether by writing

f (2) (r, p, r , p ; t) ≈ f (1) (r, p; t)f (1) (r , p ; t) (2.1.21)

This leads to the Vlasov equation:

 
∂ p ∂   ∂
+ · + X(r, t) + F(r, t) · f (1) (r, p; t) = 0 (2.1.22)
∂t m ∂r ∂p

where the quantity

F(r, t) = F(r, r ; t)f (1) (r , p ; t) dr dp (2.1.23)

is the average force exerted by other particles, situated at points r , on a particle that at
time t is at a point r; this is an approximation of classic mean-field type. Though obvi-
ously not suitable for liquids, the Vlasov equation is widely used in plasma physics, where
the long-range character of the Coulomb potential justifies a mean-field treatment of the
interactions.
Equation (2.1.20) may be rewritten schematically in the form
   (1) 
∂ p1 ∂ ∂ ∂f
+ · + X1 · f =
(1)
(2.1.24)
∂t m ∂r1 ∂p1 ∂t coll

where the term (∂f (1) /∂t)coll is the rate of change of f (1) due to collisions between par-
ticles. The collision term is given rigorously by the right-hand side of (2.1.20) but in the
16 STATISTICAL MECHANICS

Vlasov equation it is eliminated by replacing the true external force X(r, t) by an effec-
tive force – the quantity inside square brackets in (2.1.22) – which depends in part on
f (1) itself. For this reason the Vlasov equation is called a “collisionless” approximation. In
the most famous of all kinetic equations, derived by Boltzmann more than a century ago,
(∂f (1) /∂t)coll is evaluated with the help of two assumptions, which in general are justi-
fied only at low densities: that two-body collisions alone are involved and that successive
collisions are uncorrelated.2 The second of these assumptions, that of “molecular chaos”,
corresponds formally to supposing that the factorisation represented by (2.1.21) applies
prior to any collision, though not subsequently. In simple terms it means that when two
particles collide, no memory is retained of any previous encounters between them, an as-
sumption that clearly breaks down when recollisions are frequent events. A binary collision
at a point r is characterised by the momenta p1 , p2 of the two particles before collision and
their momenta p1 , p2 afterwards; the post-collisional momenta are related to their pre-
collisional values by the laws of classical mechanics. With Boltzmann’s approximations
the collision term in (2.1.24) becomes
 
∂f (1) 1 
= σ (Ω, Δp) f (1) (r, p1 ; t)f (1) (r, p2 ; t)
∂t coll m

− f (1) (r, p1 ; t)f (1) (r, p2 ; t) dΩ dp2 (2.1.25)

where Δp ≡ |p2 − p1 | and σ (Ω, Δp) is the differential cross-section for scattering into a
solid angle dΩ. As Boltzmann showed, this form of the collision term is able to account for
the fact that many-particle systems evolve irreversibly towards an equilibrium state. This
irreversibility is described by Boltzmann’s H-theorem; the source of the irreversibility is
the assumption of molecular chaos.
Solution of the Boltzmann equation leads to explicit expressions for the hydrodynamic
transport coefficients in terms of certain “collision” integrals.3 The differential scattering
cross-section and hence the collision integrals themselves can be evaluated numerically for
a given choice of two-body interaction, though for hard spheres they have a simple, ana-
lytical form. The results, however, are applicable only to dilute gases. In the case of hard
spheres the Boltzmann equation was later modified semi-empirically by Enskog in a man-
ner that extends its range of applicability to considerably higher densities. Enskog’s theory
retains the two key assumptions involved in the derivation of the Boltzmann equation, but
it also corrects in two ways for the finite size of the colliding particles. First, allowance is
made for the modification of the collision rate by the hard-sphere interaction. Because the
same interaction is also responsible for the increase in pressure over its ideal-gas value,
the enhancement of the collision rate relative to its low-density limit can be calculated if
the hard-sphere equation of state is known. Secondly, “collisional transfer” is incorporated
into the theory by rewriting (2.1.25) in a form in which the distribution functions for the
two colliding particles are evaluated not the same point, r, but at points separated by a
distance equal to the hard-sphere diameter. This is an important modification of the the-
ory, because at high densities interactions rather than particle displacements provide the
dominant mechanism for the transport of energy and momentum.
The phase-space probability density of a system in thermodynamic equilibrium is a func-
tion of the time-varying coordinates and momenta, but is independent of t at each point in
Random documents with unrelated
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mysteries of their correspondence. The cipher, composed of fifty
signs, was of great value to them through all the troubles of the
“Ligue,” and the wars then desolating Europe. Some of their
dispatches having been intercepted, Henry IV. handed them over to
a clever mathematician, Viete, with the request that he would find
the clue. He did so, and was able also to follow it as it varied, and
France profited for two years by his discovery. The Court of Spain,
disconcerted at this, accused Viete before the Roman Court as a
sorcerer and in league with the devil. This proceeding only gave rise
to laughter and ridicule.

A still more remarkable instance is that of a German professor,

Herman, who boasted, in 1752, that he had discovered a
cryptograph absolutely incapable of being deciphered without the
clue being given by him; and he defied all the savants and learned
societies of Europe to discover the key. However, a French refugee,
named Beguelin, managed after eight days’ study to read it. The
cipher—though we have the rules upon which it is formed before us
—is to us perfectly unintelligible. It is grounded on some changes of
numbers and symbols; the numbers vary, being at one time
multiplied, at another added, and become so complicated that the
letter e, which occurs nine times in the paragraph, is represented in
eight different ways; n is used eight times, and has seven various
signs. Indeed, the same letter is scarcely ever represented by the
same figure. But this is not all; the character which appears in the
place of i takes that of n shortly after; another Symbol for n stands
also for t. How any man could have solved the mystery of this cipher
is astonishing.
All these cryptographs consist in the exchange of numbers of
characters for the real letters; but there are other methods quite as
intricate, which dispense with them.

The mysterious cards of the Count de Vergennes are an instance. De

Vergennes was Minister of Foreign Affairs under Louis XVI., and he
made use of cards of a peculiar nature in his relations with the
diplomatic agents of France. These cards were used in letters of
recommendation or passports, which were given to strangers about
to enter France; they were intended to furnish information without
the knowledge of the bearers. This was the system. The card given
to a man contained only a few words, such as:—

ALPHONSE D’ANGEHA,
Recommande a Monsieur
le Comte de Vergennes, par le Marquis de Puysegur, Ambassadeur
de France a la Cour de Lisbonne.

The card told more tales than the words written on it. Its color
indicated the nation of the stranger. Yellow showed him to be
English; red, Spanish; white, Portuguese; green, Dutch; red and
white, Italian; red and green, Swiss; green and white, Russian; &c.
The person’s age was expressed by the shape of the card. If it were
circular, he was under 25; oval, between 25 and 30; octagonal,
between 30 and 45; hexagonal, between 45 and 50; square,
between 50 and 60; an oblong showed that he was over 60. Two
lines placed below the name of the bearer indicated his build. If he
were tall and lean, the lines were waving and parallel; tall and stout,
they converged; and so on. The expression of his face was shown by
a flower in the border. A rose designated an open and amiable
countenance, whilst a tulip marked a pensive and aristocratic
appearance. A fillet round the border, according to its length, told
whether he were bachelor, married, or widower. Dots gave
information as to his position and fortune. A full stop after his name
showed that he was a Catholic; a semicolon, that he was a
Lutheran; a comma, that he was a Calvinist; a dash, that he was a
Jew; no stop indicated him an Atheist. So also his morals and
character were pointed out by a pattern in the card. So, at one
glance the Minister could tell all about his man, whether he were a
gamester or a duelist; what was his purpose in visiting France;
whether in search of a wife or to claim a legacy; what was his
profession—that of physician, lawyer, or man of letters; whether he
were to be put under surveillance or allowed to go his way
unmolested.

We come now to a class of cipher which requires a certain amount

of literary dexterity to conceal the clue.
During the Great Rebellion, Sir John Trevanion, a distinguished
cavalier, was made prisoner, and locked up in Colchester Castle. Sir
Charles Lucas and Sir George Lisle had just been made examples of,
as a warning to “malignants:” and Trevanion had every reason for
expecting a similar bloody end. As he awaits his doom, indulging in a
hearty curse in round cavalier terms at the canting, crop-eared
scoundrels who hold him in durance vile, and muttering a wish that
he had fallen, sword in hand, facing the foe, he is startled by the
entrance of the jailor, who hands him a letter:
“May’t do thee good,” growls the fellow; “it has been well looked to
before it was permitted to come to thee.”
Sir John takes the letter, and the jailor leaves him his lamp by which
to read it:—
Worthie Sir John:—Hope, that is ye best comport of ye afflictyd, cannot much, I
fear me, help you now. That I wolde saye to you, is this only: if ever I may be able
to requite that I do owe you, stand not upon asking of me. ’Tis not much I can do;
but what I can do, bee verie sure I wille. I knowe that, if dethe comes, if ordinary
men fear it, it frights not you, accounting it for a high honour, to have such a
rewarde of your loyalty. Pray yet that you may be spared this soe bitter, cup. I fear
not that you will grudge any sufferings; only if it bie submission you can turn them
away, ’tis the part of a wise man. Tell me, an if you can, to do for you any thinge
that you would have done. The general goes back on Wednesday. Restinge your
servant to command.
R. T.
Now this letter was written according to a preconcerted cipher. Every
third letter after a stop was to tell. In this way Sir John made out
—“Panel at east end of chapel slides.” On the following even, the
prisoner begged to be allowed to pass an hour of private devotion in
the chapel. By means of a bribe, this was accomplished. Before the
hour had expired, the chapel was empty—the bird had flown.
An excellent plan of indicating the telling letter or words is through
the heading of the letter. “Sir,” would signify that every third letter
was to be taken; “Dear Sir,” that every seventh; “My dear sir,” that
every ninth was to be selected. A system, very early adopted, was
that of having pierced cards, through the holes of which the
communication was written. The card was then removed, and the
blank spaces filled up. As for example:—
My dear X.—[The] lines I now send you are forwarded by the kindness of the
[Bearer], who is a friend. [Is not] the message delivered yet [to] my brother? [Be]
quick about it, for I have all along [trusted] that you would act with discretion and
dispatch.
Yours ever, Z.
Put your card over the note, and through the piercings you will read:
“The Bearer is not to be trusted.”
Poe, in his story of “The Gold Bug,” gives some valuable hints on the
interpretation of the most common cryptographs. He contends that
the ingenuity of man can construct no enigma which the ingenuity of
man cannot unravel. And he actually read several very difficult
ciphers which were sent to him after the publication of “The Gold
Bug.”
But we saw, several years ago, a method which makes the message
absolutely safe from detection. We will try to describe it.
Take a square sheet of paper of convenient size, say a foot square.
Divide it by lines drawn at right angles into five hundred and
seventy-six squares, twenty-six each way; in the upper horizontal
row write the alphabet in its natural order, one letter in each square;
in the second horizontal row write the alphabet, beginning with B.
There will then be one square left at the end of this row; into this
put A. Fill the third row by beginning with C, and writing A and B
after Z at the end. So on until the whole sheet is filled. When
completed, the table, if correct, will present this appearance. In the
upper horizontal row, the alphabet in its natural order from left to
right; in the left-hand vertical row, the same from top to bottom;
and the diagonal, from upper right to lower left-hand corner, will be
a line of Z’s.
Each party must have one of the tables. A key-word must be agreed
upon, which may be any word in the English language, or from any
other language if it can be represented by English letters, or, indeed,
it may even be a combination of letters which spells nothing.
Now, to send a message, first write the message in plain English.
Over it write the key-word, letter over letter, repeating it as many
times as it is necessary to cover the message. Take a simple case as
an illustration. Suppose the key-word to be Grant, and the message
We have five days’ provisions. It should be placed thus:—
Grantgrantgrantgrantgran
Wehavefivedaysprovisions

Now find, in the upper horizontal row of the table, the first letter of
the key-word, G, and in the left-hand vertical column, the first letter
of the message, W. Run a line straight down from G, and one to the
right from W, and in the angle where the two lines meet will be
found the letter which must be written as the first letter of the
cipher. With the second letter of the key-word, R, and the second
letter of the message, E, find in the same way the second letter of
the cipher.
The correspondent who receives the cipher goes to work to translate
it thus:—He first writes over it the key-word, letter over letter,
repeating it as often as necessary. Then finding in the upper row of
his table the first letter of the key-word, he passes his pencil directly
down until he comes to the first letter or the cipher; the letter
opposite to it in the left vertical column is the first letter of the
translation. Each of the succeeding letters is found in a similar way.
A third party, into whose hands such a cipher might fall, could not
read it, though he possessed a copy of the table and knew how to
use it, unless he knew the key-word. The chance of his guessing this
is only one in millions. And there is no such thing as interpreting it
by any other method, because there are no repetitions, and hence
all comparison is at fault. That is to say, in the same cipher, in one
place a letter, as for instance C may stand for one letter in the
translation, and in another place C may stand for quite a different
letter. This is the only kind of cryptograph we have ever seen which
is absolutely safe.
The Reason Why.
 WHY THE GERMANS EAT SAUER-KRAUT.
The reason why the most learned people on earth eat sauer-kraut
may be found in the following extract from a work entitled Petri
Andreæ Matthioli Senensis medici commentarii in sex libros Pedacii
Dioscoridis de Materiâ Medica. Venetiis. ex officina Valgrisiana
MDLXV. Traduit de Latin en Francais, par M. Antoine du Pinot. Lyon,
MDCLV. Preface, p. 13. ligne 30: “Finally, in order to omit nothing
which can add to the knowledge of simples, it must be noted that
Nature, mother and producer of all things, has created various
simples, which have a sympathy or natural antipathy to each other;
which is a very considerable point in this matter, and has no like as a
mystery and secret. And thus it has seemed to me good to hint a
word about it, and principally of those which are used in medicine.
To commence, then, with the oak and the olive; these two trees hate
each other in such sort that, if you plant one in the hole from which
the other was dug, it will die there; and, even if you plant one near
the other, they will work each other’s death. The cabbage and the
vine do the like; for it has been seen that, if you plant a cabbage at
the foot of a vine, the vine will recoil and draw itself away. And thus
it is no marvel that the cabbage is very useful to sober topers, and
that the Germans eat it commonly in a compost to safeguard
themselves from their wine.”
WHY PENNSYLVANIA WAS SETTLED.
Penn refused to pull his hat off
Before the king, and therefore sat off,
Another country to light pat on,
Where he might worship with his hat on.
 HUGUENOTS.
They were so called because their first places of meeting in the city
of Tours (where Calvin’s opinions first prevailed) were cellars under-
ground, near Hugo’s Gate [Heb. XI. 38], whence the vulgar applied
this name to them.
 ROYAL DEMISE.
How monarchs die is easily explained,
And thus upon the tomb it might be chisel’d;
As long as George the Fourth could reign, he reigned,
And then he mizzled.
 BOSTON.
In the seventh century a Roman Catholic monk by the name of
Botolph, or Bot-holp, viz., Boat-help, founded a church in what is
now Lincolnshire, England. Gradually a town grew up around the
church, and was called Botolphstown, which was afterward
contracted into Botolphston, and then shortened to Botoston, and
finally to Boston. From that town of Boston in Lincolnshire came to
America the Rev. John Cotton, who gave the name to the New
England Capital. So that the metropolis of good old Puritan
Massachusetts was, it seems, named in honor of a Roman Catholic
saint and monk!
 WEATHERCOCKS.
The vane or weathercock must have been of very early origin.
Vitruvius calls it triton, evidently from an ancient form. The usual
form on towers and castles was that of a banner; but on
ecclesiastical edifices, it generally was a weathercock. There was a
symbolical reason for the adoption of the figure of a cock. The cross
was surmounted by a ball, to symbolize the redemption of the world
by the cross of Christ; and the cock was placed upon the cross in
allusion to the repentance of St. Peter, and to remind us of the
important duties of repentance and Christian vigilance. Apart from
symbolism, the large tail of the cock is well adapted to turn with the
wind, just as is the arrow which is so frequently chosen.
 CUTTING OFF WITH A SHILLING.
According to Blackstone (ii. 32), the Romans were wont to set aside
testaments as being inofficiosa, deficient in natural duty, if they
disinherited or totally passed by (without assigning a true and
sufficient reason) any of the children of the testator. But if the child
had any legacy, though ever so small, it was a proof that the testator
had not lost his memory or his reason, which otherwise the law
presumed; but was then supposed to have acted thus for some
substantial cause, and in such case no querula inofficiosi testamenti
was allowed. Hence, probably, has arisen that groundless error of
the necessity of leaving the heir a shilling, or some such express
legacy, in order to disinherit him effectually. Whereas the law of
England makes no such constrained suppositions of forgetfulness or
insanity; and, therefore, though the heir or next of kin be totally
omitted, it admits no querula inofficiosi to set aside such a
testament.
 CARDINAL’S RED HAT.
The red hat was given to cardinals by Pope Innocent IV., in the first
Council of Lyons, held in 1245, to signify that by that color they
should be always ready to shed their blood in defence of the church.
THE ROAST BEEF OF ENGLAND.
Brave Betty was a maiden Queen,
Bold and clever! bold and clever!
King Philip, then a Spaniard King,
To court her did endeavor.
Queen Bess she frowned and stroked her ruff,
And gave the mighty Don a huff:
For which he swore her ears he’d cuff,
All with his grand Armada.
Says Royal Bess, “I’ll vengeance take!”
Blessings on her! blessings on her!
“But first I’ll eat a nice beefsteak,
All with my maids of honor.”
Then to her admirals she went,
Drake, Effingham, and Howard sent,
Who soon dished Philip’s armament,
And banged his grand Armada.
 A SENSIBLE QUACK.
An empiric was asked by a regular physician how it was that,
without education or skill, he contrived to live in considerable style,
while he could hardly subsist. “Why” said the other, “how many
people do you think have passed us lately?” “Perhaps a hundred.”
“And how many of them do you think possess common sense?”
“Possibly one.” “Why, then,” said the quack, “that one goes to you,
and I get the other ninety-nine.”
 GENEALOGY.
The doggerel couplet repeated in varied forms but usually presented
in this shape—
When Adam delved and Eve span,
Who was then the gentleman?

is a translation of the German

Da Adam hackt und Eva spann,
Wer war damals der Edelmann?

which is further referred to a wag who had written the couplet on a

wall near to which the Emperor Maximilian was tracing his pedigree;
upon which the Emperor wrote the following impromptu:—
Ich bin ein Mann wie ein ander Mann,
Nur dass mir Gott die Ehre gann,

(I am a man like another man, only that God gave honor to me.)
 A JUGGLER’S MYSTERY.
The French Government, which formerly sent dancing-girls and
comic actors to cheer up its soldiers when they were ordered away
from the dancing-saloons and theatres, so common throughout
France, engaged Mr. Robert Houdin to go to Algeria and exhibit his
best feats of legerdemain before the natives, to shake the excessive
influence exerted by the marabouts or priests, whose power seems
to be established solely on their adroit jugglery. The marabouts were
not disposed to yield to the new-comer’s powers without a struggle,
and pressed him as hard as they could. M. Houdin was successful,
but his victory was not altogether easy, as he tells in the following
narrative:—
The marabout said to me: “I believe now in your supernatural power.
You are really a sorcerer. I hope, therefore, you will not refuse to
repeat here an exhibition of your powers made on your stage.” He
gave me two pistols, which he had concealed under his bournous,
and said: “Choose one of those pistols; we are going to load it, and I
shall fire it at you. You have nothing to fear, since you know how to
parry any bullet.” I confess I was for a moment dumb with
embarrassment. I tried my best to think of some subterfuge, but I
could think of nothing. Every eye was fixed on me, in expectation of
my reply. The marabout was triumphant.
Bou Allem, who knew that my tricks were due solely to my
adroitness, became angry that his guests should be annoyed in this
barbarous way, and he scolded the marabout. I stopped him. An
idea had struck me which would at least extricate me for the
moment from my embarrassment. So I said to the marabout,
speaking with all the assurance I could summon: “You know that I
am not invulnerable unless I have a talisman on me. Unfortunately, I
have left it at Algiers.” The marabout began to laugh incredulously.
“Nevertheless,” I went on to say, “if I remain in prayer for six hours,
I shall be able to make myself invulnerable to your pistol, even
though I have no talisman. To-morrow morning, at eleven o’clock, I
shall let you fire at me before all these Arabs, who are witnesses of
your challenge.” Bou Allem, astonished to hear me make such a
promise, came up and asked me in a low tone if I was speaking
seriously, and if he should invite the Arabs to come the next day. I
told him I was. I need not say I did not spend the night in prayers,
but I worked for two hours to make myself invulnerable, and then
satisfied with my success, I went to sleep with a great deal of
pleasure, for I was horribly tired. We breakfasted before eight
o’clock, the next morning; our horses were saddled, and our escort
was waiting the signal of departure, which was to take place
immediately after the famous experiment. The same persons who
were present at the challenge the day before, were at the
rendezvous, and a great many other Arabs who had heard of what
was to take place, had come to witness it.
The pistols were brought. I made them observe the touch-hole was
clear. The marabout put a good load of powder in the pistol and
rammed it down well. I chose a ball from among the balls brought, I
ostensibly put it in the pistol and rammed it thoroughly. The
marabout kept a good eye on me: his honor was at stake. The
second pistol was loaded as the first had been, and now came the
trying moment. Trying indeed it was for everybody. For the Arabs
around, uncertain how the experiment would end; for my wife, who
had in vain begged me not to try the experiment which she was
afraid of—and I confess it, trying for me, as my new trick was based
on none of the expedients I had hitherto used, and I was afraid of
some mistake, some treachery, some accident. Nevertheless, I stood
fifteen paces in front of the marabout, without exhibiting the least
emotion. The marabout instantly took up one of the pistols, and at
the given signal he aimed deliberately at me. He fired. I caught the
ball in my teeth. More irritated than ever, the marabout ran to snatch
up the other pistol; I was quickest and I seized it. “You failed to
draw blood from me,” said I to him; “now look, I am going to draw
blood from that wall yonder.” I fired at a wall which had just been
whitewashed; instantly a large clot of blood was seen on it. The
marabout went up to it, put a finger on it, tasted it, and satisfied
himself it was really blood. His arms fell down at his side, he hung
his head, he was overcome. It was evident he doubted now of
everything, even of the Prophet. The Arabs raised their hands to
Heaven, muttered prayers, and looked at me with dread.
This trick, however curious it may seem, is managed easily enough.
I shall describe it. As soon as I was alone in my chamber, I took out
of my pistol-case (which I carry with me wherever I go) a ball-
mould. I took a card, turned up its corners and made a sort of
recipient of it, in which I placed a lump of stearine, taken from one
of the candles in the room. As soon as the stearine was melted, I
mixed a little lamp-black with it—which I obtained by holding a knife
over a lighted candle—and then I poured this composition into my
ball-mould. If I had allowed the liquid stearine to become entirely
cold, the ball would have been solid; but after ten or twelve seconds
I reversed the mould, and the portion of the stearine which was not
yet solid flowed out and left a hollow ball in the mould. This, by the
way, is the mode in which the hollow candles used in the churches
are made; the thickness of the sides depends on the time the melted
stearine or wax is left in the mould. I wanted a second ball. I made
it a little thicker than the first. I filled it with blood, and I closed the
aperture with a drop of stearine. An Irishman had showed me years
before, how to extract blood from the thumb without pain: I adopted
his trick to fill my ball with blood. It is hard to believe how nearly
these projectiles of stearine, colored with lamp-black, look like lead:
they will deceive anybody, even when examined quite closely. The
reader now clearly sees through the trick. While exhibiting the lead
bullet to the spectators, I changed it for my hollow ball, and this last
I ostensibly placed in the pistol. I rammed it down, to break the
stearine into small pieces, which could not reach me at fifteen paces.
As soon as the pistol was discharged, I opened my mouth and
exhibited the lead ball between my teeth. The second pistol
contained the ball filled with blood, which was broken to pieces on
the wall, where it left the spot of blood, while the pieces of stearine
could no where be found.
This is the whole mystery.
Weather-Wisdom.
SHERIDAN’S RHYMING CALENDAR.
January snowy,
February flowy,
March blowy,
April showery,
May flowery,
June bowery,
July moppy,
August croppy,
September poppy,
October breezy,
November wheezy,
December freezy.
 SIR HUMPHRY DAVY ON WEATHER-OMENS.
In his shepherd’s calling he was prompt,
And watchful more than ordinary men.
Hence had he learned the meaning of all winds,
Of blasts of every tone; and oftentimes,
When others heeded not, he heard the South
Make subterraneous music, like the noise
Of bagpipes upon distant Highland hills.

The late Sir Humphry Davy, one of the most successful modern
explorers of the secrets of nature, was not above attending to, and
explaining, the “weather-omens” which are derived from popular
observation.
In his Salmonia he has the following dialogue between Haliens, (a
fly-fisher,) Poietes, (a poet,) Physicus, (a man of science,) and
Ornither, (a sportsman):—
Poiet.—I hope we shall have another good day to-morrow, for the
clouds are red in the west.
Phys.—I have no doubt of it, for the red has a tint of purple.
Hal.—Do you know why this tint portends fine weather?
Phys.—The air, when dry, I believe, refracts more red, or heat-
making rays; and as dry air is not perfectly transparent, they are
again refracted in the horizon. I have generally observed a coppery
or yellow sunset to foretell rain; but as an indication of wet weather
approaching, nothing is more certain than a halo round the moon,
which is produced by precipitated water; and the larger the circle,
the nearer the clouds, and consequently the more ready to fall.
Hal.—I have often observed that the old proverb is correct,—
A rainbow in the morning is the shepherd’s warning;
A rainbow at night is the shepherd’s delight.
Can you explain this omen?
Phys.—A rainbow can only occur when the clouds containing or
depositing the rain are opposite the sun,—and in the evening the
rainbow is in the east, and in the morning in the west; and as our
heavy rains, in this climate, are usually brought by the westerly
wind, a rainbow in the west indicates that the bad weather is on the
road, by the wind, to us; whereas the rainbow in the east proves
that the rain in those clouds is passing from us.
Poiet.—I have often observed that when the swallows fly high, fine
weather is to be expected or continued; but when they fly low, and
close to the ground, rain is almost surely approaching. Can you
account for this?
Hal.—Swallows follow the flies and gnats, and flies and gnats usually
delight in warm strata of air; and as warm air is lighter, and usually
moister, than cold air, when the warm strata of air are high, there is
less chance of moisture being thrown down from them by the
mixture with cold air; but when the warm and moist air is close to
the surface, it is almost certain that, as the cold air flows down into
it, a deposition of water will take place.
Poiet.—I have often seen sea-gulls assemble on the land, and have
almost always observed that very stormy and rainy weather was
approaching. I conclude that these animals, sensible of a current of
air approaching from the ocean, retire to the land to shelter
themselves from the storm.
Orn.—No such thing. The storm is their element, and the little petrel
enjoys the heaviest gale, because, living on the smaller sea-insects,
he is sure to find his food in the spray of a heavy wave; and you
may see him flitting above the edge of the highest surge. I believe
that the reason of this migration of sea-gulls, and other sea-birds, to
the land, is their security of finding food; and they may be observed
at this time feeding greedily on the earth-worms and larvæ driven
out of the ground by severe floods; and the fish, on which they prey
in fine weather in the sea, leave the surface, and go deeper, in
storms. The search after food, as we have agreed on a former
occasion, is the principal cause why animals change their places. The
different tribes of the wading birds always migrate when rain is
about to take place; and I remember once, in Italy, having been long
waiting, in the end of March, for the arrival of the double snipe in
the Campagna of Rome, a great flight appeared on the 3d of April,
and the day after heavy rain set in, which greatly interfered with my
sport. The vulture, upon the same principle, follows armies; and I
have no doubt that the augury of the ancients was a good deal
founded upon the observation of the instincts of birds. There are
many superstitions of the vulgar owing to the same source. For
anglers, in spring, it is always unlucky to see single magpies; but
two may be always regarded as a favorable omen; and the reason is,
that in cold and stormy weather one magpie alone leaves the nest in
search of food, the other remaining sitting upon the eggs or the
young ones; but when two go out together it is only when the
weather is warm and mild, and favorable for fishing.
Poiet.—The singular connections of causes and effects to which you
have just referred, make superstition less to be wondered at,
particularly amongst the vulgar; and when two facts, naturally
unconnected, have been accidentally coincident, it is not singular
that this coincidence should have been observed and registered, and
that omens of the most absurd kind should be trusted in. In the
west of England, half a century ago, a particular hollow noise on the
sea-coast was referred to a spirit or goblin called Bucca, and was
supposed to foretell a shipwreck: the philosopher knows that sound
travels much faster than currents in the air, and the sound always
foretold the approach of a very heavy storm, which seldom takes
place on that wild and rocky coast without a shipwreck on some part
of its extensive shores, surrounded by the Atlantic.
 SIGNS OF THE WEATHER.
The following signs of rain were given by Dr. Jenner,[14] in 1810, to a
lady, in reply to her inquiry whether it would rain on the morrow:—
The hollow winds begin to blow,
The clouds look black, the glass is low;
The soot falls down, the spaniels sleep,
And spiders from their cobwebs creep;
Last night the sun went pale to bed,
The moon in halos hid her head;
The boding shepherd heaves a sigh,
For see, a rainbow spans the sky;
The walls are damp, the ditches smell,
Closed is the pink-eyed pimpernel;
The squalid toads at dusk were seen
Slowly crawling o’er the green;
Loud quack the ducks, the peacocks cry,
The distant hills are looking nigh;
Hark, how the chairs and tables crack!
Old Betty’s joints are on the rack;
And see yon rooks, how odd their flight,
They imitate the gliding kite,
Or seem precipitate to fall
As if they felt the piercing ball;
How restless are the snorting swine!
The busy flies disturb the kine;
Low o’er the grass the swallow wings;
The cricket too, how loud she sings!
Puss on the hearth, with velvet paws,
Sits wiping o’er her whiskered jaws:—
’Twill surely rain, I see, with sorrow:
Our jaunt must be put off to-morrow.

The following is taken from The Shepherd’s Calendar, 1683:

Signs of Rain, from Birds.—Sea and fresh-water fowls, such as
cormorants, sea-gulls, moor-hens, &c. flying from sea or the fresh
waters to land, show bad weather at hand; land fowls flying to
waters, and those shaking, washing, and noisy, especially in the
evening, denote the same; geese, ducks, coots, &c. picking, shaking,
washing, and noisy; rooks and crows in flocks and suddenly
disappearing; pyes and jays in flocks and very noisy; the raven or
hooded-crow crying in the morning, with an interruption in its notes,
or crows being very clamorous at evening; the heron, bittern, and
swallow flying low; birds forsaking their food and flying to their
nests; poultry going to rest or pigeons to their dove-house; tame
fowls grubbing in the dust and clapping their wings; small birds
seeming to duck and wash in the sand; the late and early crowing of
the cock, and clapping his wings; the early singing of woodlarks; the
early chirping of sparrows; the early note of the chaffinch near
houses; the dull appearance of robin-redbreast near houses;
peacocks and owls unusually clamorous.
Of Wind, from Birds.—Sea and fresh-water fowls gathering in flocks
to the banks, and there sporting, especially in the morning; wild
geese flying high and in flocks, and directing their course eastward;
coots restless and clamorous; the hoopoe loud in his note; the king’s
fisher taking to land; rooks darting or shooting in the air, or sporting
on the banks of fresh waters; and lastly, the appearance of the
malefigie at sea, is a certain forerunner of violent winds, and (early
in the morning) denotes horrible tempests at hand.
Of Fair Weather, from Birds.—Halcyons, sea-ducks, &c. leaving the
land, and flocking to the sea; kites, herons, bitterns, and swallows
flying high, and loud in their notes; lapwings restless and clamorous;
sparrows after sunrise restless and noisy; ravens, hawks, and kestrils
(in the morning) loud in their notes; robin-redbreast mounted high,
and loud in his song; larks soaring high, and loud in their songs;
owls hooting with an easy and clear note; bats appearing early in
the evening.
Of Rain, from Beasts.—Asses braying more frequently than usual;
hogs playing, scattering their food, or carrying straw in their mouths;
oxen snuffing the air, looking to the south, while lying on their right
sides, or licking their hoofs; cattle gasping for air at noon; calves
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