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My question is what does an integral such as

$$\int_0^V d\vec{x}_1$$

mean exactly?

Here is the context in which this type of integral arose.

I am following a thermodynamics course that has a section that is an introduction to statistical mechanics.

I am a bit confused by some of the notation used in the integrals.

Suppose we have a volume $V$ with $N$ ideal gas particles at constant temperature $T$.

Each particle has a position vector $\vec{x}$ and a momentum vector $\vec{p}$.

A "microstate" of the system is a vector

$$\nu=(\vec{x}_1,\ldots,\vec{x}_N,\vec{p}_1,\ldots, \vec{p}_N)\tag{1}$$

$$=(\vec{x}^N,\vec{p}^N)\tag{2}$$

where (2) is shorthand notation for (1).

Each particle has a kinetic energy

$$\tilde{U}_i(\vec{x}_i,\vec{p}_i)=\frac{\vec{p}^2}{2m}\tag{3}$$

Note that this particle energy only depends on the momentum of the particle, not its position.

The energy of the system is just the sum of the kinetic energies of the particles

$$U(\vec{x}^N,\vec{p}^N)=\sum\limits_{i=1}^N \frac{\vec{p}_i^2}{2m}\tag{4}$$

The so-called partition function is

$$Q=\frac{1}{N!}\int_0^V d\vec{x}_1 \ldots \int_0^V d\vec{x}_N \int_{-\infty}^\infty d\vec{p}_1\ldots\int_{-\infty}^\infty d\vec{p}_N e^{-\beta\sum\limits_{i=1}^N \frac{\vec{p}_i^2}{2m}}$$

What does

$$\int_0^V d\vec{x}_1$$

mean exactly?

Apparently it equals the total volume $V$.

I would have imagined that this integral would be something like

$$\left \langle \int_0^x dx, \int_0^y dy, \int_0^z dz \right\rangle$$

where $x,y$, and $z$ are the dimensions of the volume, but this is just a guess and doesn't seem to make any sense anyways.

I have the same question for the integrals involving $d\vec{p}$.

I just watched the lecture I am on a bit further and they are using the following

$$\int_{-\infty}^{\infty}d\vec{p}=\int_{-\infty}^{\infty}dp_x\int_{-\infty}^{\infty}dp_y\int_{-\infty}^{\infty}dp_z$$

I don't think I've seen this type of notation before, but maybe I am mistaken.

Is it standard notation in mathematics?

This seems to imply that

$$\int_0^V d\vec{x}=\int_0^V dx\int_0^V dy\int_0^V dz$$

$$=V^3$$

But this is not $V$. I am confused.

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  • $\begingroup$ Is $\vec{x}_1$ supposed to be a vector or the first component of the vector $\vec{x}$? Just one reason physics notations confuse me... $\endgroup$ Commented Jun 20 at 22:39
  • $\begingroup$ $\vec{x}_1$ is supposed to be a 3d position vector for particle one. $\endgroup$
    – xoux
    Commented Jun 20 at 22:41
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    $\begingroup$ If it's a vector, $\int_0^V$ is an abuse of notation. Calling the volume-$V$ region $\Omega$, we should write $\int_\Omega\mathrm{d}\vec{x}_1=V$. $\endgroup$
    – J.G.
    Commented Jun 20 at 23:06
  • $\begingroup$ @J.G. Ok, assuming that we call the region $\Omega$, how do we expand out $\int_{\Omega}d\vec{x}_1$? $\endgroup$
    – xoux
    Commented Jun 20 at 23:08
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    $\begingroup$ It’s usually written as $\displaystyle{\rm d}^{3}\vec{r} \equiv {\rm d}x\,{\rm d}y\,{\rm d}z$ $\endgroup$ Commented Jun 20 at 23:41

2 Answers 2

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My guess: the $\int_0^V d\vec{x}_i$ means what is usually written as $\int_V d\vec{x}_i$ in maths, which means integrate with respect to $\vec{x}_i$ over $V$. Similarly $\int_{-\infty}^{\infty}d\vec{p}_i$ is $\int_{(-\infty,\infty)^3}d\vec{p}_i$, integrating w.r.t. $\vec{p}_i$, where each of its components ranges over all real numbers.

I feel these may be notations conventional in physics, but I don’t think they are standard notations in mathematics. As a non-physicist, I’m also making guesses here, but hopefully they won’t be too far off.

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  • $\begingroup$ I know of the integral of a vector-valued function, I know about multiple integrals, and line and surface integrals. In a line we might see a dot product such as $\int \vec{F}\cdot d\vec{r}$. I must be missing something very silly because I really don't know what it means to integrate a vector differential like $\int\vec{r}$. Ie, if we have a work integral but we simply remove the force from $\int \vec{F}\cdot d\vec{r}$ and are left with $\int d\vec{r}$ then what does this mean? $\endgroup$
    – xoux
    Commented Jun 20 at 23:15
  • $\begingroup$ Now that I think of it, I may have seen this before. If we go around a circle, for example, and add up all the $d\vec{r}$ vectors then we should reach the result of zero. But what are the actual steps to compute $\int d\vec{r}$? $\endgroup$
    – xoux
    Commented Jun 20 at 23:17
  • $\begingroup$ @xoux Here it’s multiple integral. Using your notations in the last paragraph, $\int_Vd\vec{x}$ is $\iiint_Vdxdydz$, integrating over $(x,y,z)\in V$. $\endgroup$
    – X-Rui
    Commented Jun 20 at 23:21
  • $\begingroup$ By "using your notations in the last paragraph" you mean using the notation of this thermodynamics course right? But what would $\int_V \vec{x}$ mean in a mathematics course? $\endgroup$
    – xoux
    Commented Jun 20 at 23:24
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    $\begingroup$ Oh I see what you mean. Instead of writing, for example $\int dV$ where $dV=dxdydz$ they are using a notation $d\vec{x}=dxdydz$. Their $d\vec{x}$ is an infinitesimal volume element. Even though, truth be told, their $\vec{x}$ is a position vector. $\endgroup$
    – xoux
    Commented Jun 20 at 23:39
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First, the notation is a little weird because it is in "operator" form. $\int \mathrm{d}x$ is the "antidifferentiate with respect to $x$ the expression to the right" with the usual semantics of definite integration when the integral sign is given bounds. An example of converting this operator notation to iterated integrals is (note the reversal of order of the differential elements): \begin{align*} \int_a^b \mathrm{d}x \int_c^d \mathrm{d}y F(x,y) &= \int_a^b \mathrm{d}x \left( \int_c^d \mathrm{d}y \left( F(x,y) \right) \right) \\ &=\int_a^b \; \int_c^d \; F(x,y) \,\mathrm{d}y \,\mathrm{d}x \text{.} \end{align*} (Students who have taken a class like Real Analysis, will see the reversal of order of the differential elements and be thinking something like "but, Fubini's theorem...". To which I reply: Maybe, depends on how badly behaved $F$ is.)

Compare with the operator form of the derivative, $\mathrm{d}/\mathrm{d}x$, which is "differentiate with respect to $x$ the expression to the right". \begin{align*} \frac{\mathrm{d}}{\mathrm{d}x} \frac{\mathrm{d}}{\mathrm{d}y} F(x,y) &= \frac{\mathrm{d}}{\mathrm{d}x} \left( \frac{\mathrm{d}}{\mathrm{d}y} \left( F(x,y) \right) \right) \\ &= \frac{\mathrm{d}\frac{\mathrm{d}F(x,y)}{\mathrm{d}y}}{\mathrm{d}x} \text{.} \end{align*}

Remember that operator equations need to act on some function. This is similar to the functional equation $f = g-h$, which says, if you feed all the functions the same $x$ and evaluate, you'll get the value equation $f(x) = g(x) - h(x)$, and since this equation is true for all $x$s (in the domain of $f$ and hence also of $g$ and $h$), the functional equation holds. The operator equation says: if you feed the same function to the operators on the left and right sides of the equation and evaluate, you will get the same resulting function on both sides and since this is true for all functions in the domain of the operators, the operator equation holds.

The particular expression $$ \int_0^V \mathrm{d}\vec{x}_1 \cdots \int_0^V \mathrm{d}\vec{x}_N $$ in your display equation for $Q$ very much looks like a cut-(edit a little)-paste error coming from an example involving a 1-spatial-dimension problem where the position vectors had one component in the interval $[0,V]$. I believe a better cut-(edit a little)-paste version would be $$ \int_{\vec{x}_1 \in V} \mathrm{d}\vec{x}_1 \cdots \int_{\vec{x}_N \in V} \mathrm{d}\vec{x}_N \text{.} $$

The integrand is $\mathrm{e}^{-\beta U}$. Very, very conveniently, since there is no position-dependent potential, $U$ is independent of $\vec{x}_1$ (and the other $\vec{x}_i$), so the effect of the integral is to multiply the result by the measure of the set over which we integrate, $V$. Compare, in a setting that has $x$ and $y$ as independent variables, \begin{align*} \int_a^b \; y \,\mathrm{d}x &= \left. xy \right|_{x = a}^b \\ &= (b-a) y \end{align*} and, where $U$ is independent of $\vec{x}_1$, \begin{align*} \int_{\vec{x}_1 \in V} \mathrm{d}\vec{x}_1 \mathrm{e}^{-\beta U} &= V \mathrm{e}^{-\beta U} \text{.} \end{align*} (One could incorrectly write this as \begin{align*} \int_0^V \mathrm{d}\vec{x}_1 \mathrm{e}^{-\beta U} &= (V-0) \mathrm{e}^{-\beta U} \\ &= V \mathrm{e}^{-\beta U} \text{,} \end{align*} arriving at the right answer by doing the wrong thing. )

The integral in the display for $Q$ has $N$ integrals as the $\vec{x}_i$ range over $V$, so those collapse to a premultiplier $V^N$ in front of the integrals over the momentum vectors. That is, because $U$ has no position dependent potential, $$ Q = \frac{V^N}{N!} \int_{-\infty}^{\infty}\; \mathrm{d}\vec{p}_1 \cdots \int_{-\infty}^{\infty}\; \mathrm{d}\vec{p}_N \mathrm{e}^{-\beta U} \text{.} $$

If you'd like to see this done with slightly different notation, try https://chem.libretexts.org/Bookshelves/Physical_and_Theoretical_Chemistry_Textbook_Maps/Supplemental_Modules_(Physical_and_Theoretical_Chemistry)/Statistical_Mechanics/Boltzmann_Average/Ideal_Gas_Partition_Function There, equation (7) corresponds to the ideal gas and you can see the $V^N/N!$ in front of the term that is produced by doing all the (Gaussian) momentum integrals.

Finally, you ask about $$ \int_{-\infty}^{\infty} \,\mathrm{d}\vec{p} = \int_{-\infty}^{\infty} \,\mathrm{d}p_x \int_{-\infty}^{\infty} \,\mathrm{d}p_y \int_{-\infty}^{\infty} \,\mathrm{d}p_z \text{.} $$ Remember this is an operator equation. It means that if you apply the operator on the left to a function you get the same thing as the operator on the right. The operator on the left looks weird for two reasons. First, it should be $$ \int_{(-\infty,\infty)^3} \,\mathrm{d}\vec{p} \text{,} $$ the integral of a density over all of a 3-dimensional momentum space, and second, our integral is defined as a limit of Riemann sums as we partition that momentum space in the $\vec{p}$ direction. What that actually means is we should partition it into little 3-dimensional boxes and a smart way to do that is to

  • partition the whole space into slabs perpendicular to the $x$-axis of this momentum space, $p_x$, preparing to integrate the slabs along the $x$-direction for the first operator on the right,
  • partition each slab into noodles perpendicular to the $x$- and $y$-axes, preparing for the middle operator on the right, and finally
  • partition each noodle along the $z$-direction into boxes, preparing for the last operator on the right. So this is the integration version that most matches the idea you were thinking about in your angle-bracketed display.

(Note: The partition into noodles in each slab can be different from the partition into noodles in any of the other slabs. Similarly, the partitions into boxes can be unrelated between noodles. If you're imagining a partition into boxes made by planes parallel to the coordinate planes that completely cut through $V$, this is a valid partition scheme, but Riemann sums allow a lot more freedom that you almost never need and never want to think about, if you can avoid it.)

Note that if $V$ were a rectangular parallelpiped, $[a,b]\times[c,d]\times[e,f]$, the following operator equation holds: $$ \int_{\vec{v} \in V} \,\mathrm{d}\vec{v} = \int_a^b \,\mathrm{d}\vec{v}_x \int_c^d \,\mathrm{d}\vec{v}_y \int_e^f \,\mathrm{d}\vec{v}_z $$ where $\vec{v}_x$ points along the $x$-axis and similarly for $\vec{v}_y$ and $\vec{v}_z$. This is probably the best way to get at what you were trying to express in the angle brackets. Notice that like this, we can't have $V$ be any other shape. Since the $\displaystyle \int_{\vec{v} \in V} \,\mathrm{d}\vec{v}$ operator hides all the details about the shape of $V$, it allows you to more easily see the physics. Actually evaluating the integral when applying that operator generally in problems requires writing it as a triple integral and working out all the expressions for the intervals of integration for each nested integral, so is better to think of as the version on the right-hand side of the operator equation.

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  • $\begingroup$ From what I understood, you are saying that $\vec{x}_1$ is interpreted as either a probability density over a domain $V$ or a Dirac delta function and that $\int_{\vec{x}_1\in V} d\vec{x}_1$ thus has two standard interpretations (quantum and classical) but in both cases the integral equals 1. When we make the integrand $e^{-\beta U}$, we can treat it as a constant since it is independent of $\vec{x}_i$. Then you said "so the effect of the integral is to multiply the result by the measure of the set over which we integrate, $V$". I struggle to understand this latter sentence. $\endgroup$
    – xoux
    Commented Jun 21 at 11:58
  • $\begingroup$ "The measure of the set over which we integrate" seems to mean "The probability density of the set over which we integrate". But why is this $V$ instead of just 1? $\endgroup$
    – xoux
    Commented Jun 21 at 12:00
  • $\begingroup$ From what you wrote, it seems that $\int_{\vec{x}_1\in V} d\vec{x}_1$ is not the same thing (mathematically, not physically), as $\int_{(-\infty,\infty)^3}d\vec{p}$. In $\int_{\vec{x}_1\in V} d\vec{x}_1$, $V$ seems to be a 3d volume. Similarly, in $\int_{(-\infty,\infty)^3} d\vec{p}_1$, the term $(-\infty,\infty)^3$ is a 3d volume. It seems that in your explanation, $d\vec{p}_1$ is not the same (in mathematical terms, not physical terms) as $d\vec{x}_1$. Is this what you are claiming? $\endgroup$
    – xoux
    Commented Jun 21 at 12:12
  • $\begingroup$ @xoux : The classical/quantum paragraph is about a different notational bizarrity: writing the operator $\int\mathrm{d}x$ when the operator $\int \mathrm{d}\mu(x)$ is intended. I thought that might be a fun aside, but apparently it was just a distraction -- I'll remove that paragraph. $\endgroup$ Commented Jun 21 at 15:34
  • $\begingroup$ @xoux : Themeasure of the set over which we integrate: Look closer at the example $\int_a^b y \,\mathrm{d}x$. The set over which we integrate is $[a,b]$ and the length (measure) of that set is $b-a$. If an operator tells us to integrate over a volume $V$, the measure of that set is the volume of $V$. It would be slightly better to strictly use "$V$" for the set and "$\mathrm{vol}(V)$" for that set's volume, but this is a very common abuse of notation in physics. (They don't really think the set is important --$V$ is just a placeholder for a constellation of ideas about the system volume.) $\endgroup$ Commented Jun 21 at 15:39

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