This document discusses the methodology of thermodynamics and statistical mechanics. It explains that thermodynamics studies the relationships between macroscopic properties like volume and pressure, while statistical mechanics links these macroscopic properties to the microscopic properties of individual molecules through analysis of their positions and momenta. It introduces the key ensembles used in statistical mechanics - the canonical ensemble, which models systems in thermal equilibrium with a heat bath at fixed temperature; the grand canonical ensemble, which models open systems that can exchange both energy and particles with a reservoir; and the microcanonical ensemble, which models isolated systems with a fixed total energy.