I propose to lecture during this term on Heat, and, as our facilities for experimental work are not yet fully developed, I shall endeavour to place before you the relative position and scientific connexion of the different branches of the science, rather than to discuss the details of experimental methods. We shall begin with Thermometry, or the registration of temperatures, and Calorimetry, or the measurement of quantities of heat. We shall then go on to Thermodynamics, which investigates the relations between the thermal properties of bodies and their other dynamical properties, in so far as these relations may be traced without any assumption as to the particular constitution of these bodies. The principles of Thermodynamics throw great light on all the phenomena of nature, and it is probable that many valuable applications of these principles have yet to be made; but we shall have to point out the limits of this science, and to shew that many problems in nature, especially those in which the Dissipation of Energy comes into play, are not capable of solution by the principles of Thermodynamics alone, but that in order to understand them, we are obliged to form some more definite theory of the constitution of bodies. Two theories of the constitution of bodies have struggled for victory with various fortunes since the earliest ages of speculation: one is the theory of a universal plenum, the other is that of atoms and void. The theory of the plenum is associated with the doctrine of mathematical continuity, and its mathematical methods are those of the Differential Calculus, which is the appropriate expression of the relations of continuous quantity. The theory of atoms and void leads us to attach more importance to the doctrines of integral numbers and definite proportions; but, in applying dynamical principles to the motion of immense numbers of atoms, the limitation of our faculties forces us to abandon the attempt to express the exact history of each atom, and to be content with estimating the average condition of a group of atoms large enough to be visible. This method of dealing with groups of atoms, which I may call the statistical method, and which in the present state of our knowledge is the only available method of studying the properties of real bodies, involves an abandonment of strict dynamical principles, and an adoption of the mathematical methods belonging to the theory of probability. It is probable that important results will be obtained by the application of this method, which is as yet little known and is not familiar to our minds. If the actual history of Science had been different, and if the scientific doctrines most familiar to us had been those which must be expressed in this way, it is possible that we might have considered the existence of a certain kind of contingency a self-evident truth, and treated the doctrine of philosophical necessity as a mere sophism.