Interpolation of property-values between electron numbers is inconsistent with ensemble averaging

In this work we explore the physical foundations of models that study the variation of the ground state energy with respect to the number of electrons (E vs. N models), in terms of general grand-canonical (GC) ensemble formulations. In particular, we focus on E vs. N models that interpolate the energy between states with integer number of electrons. We show that if the interpolation of the energy corresponds to a GC ensemble, it is not differentiable. Conversely, if the interpolation is smooth, then it cannot be formulated as any GC ensemble. This proves that interpolation of electronic properties between integer electron numbers is inconsistent with any form of ensemble averaging. This emphasizes the role of derivative discontinuities and the critical role of a subsystem's surroundings in determining its properties.