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Fluctuation-dissipation theorem

The fluctuation–dissipation theorem (FDT) or fluctuation–dissipation relation (FDR) is a powerful tool in statistical physics for predicting the behavior of systems that obey detailed balance. Given that a system obeys detailed balance, the theorem is a proof that thermodynamic fluctuations in a physical variable predict the response quantified by the admittance or impedance (to be intended in their general sense, not only in electromagnetic terms) of the same physical variable (like voltage, temperature difference, etc.), and vice versa. The fluctuation–dissipation theorem applies both to classical and quantum mechanical systems.

The fluctuation–dissipation theorem was proven by Herbert Callen and Theodore Welton in 1951[1] and expanded by Ryogo Kubo. There are antecedents to the general theorem, including Einstein's explanation of Brownian motion[2] during his annus mirabilis and Harry Nyquist's explanation in 1928 of Johnson noise in electrical resistors.[3]

Qualitative overview and examples edit

The fluctuation–dissipation theorem says that when there is a process that dissipates energy, turning it into heat (e.g., friction), there is a reverse process related to thermal fluctuations. This is best understood by considering some examples:

  • Drag and Brownian motion
    If an object is moving through a fluid, it experiences drag (air resistance or fluid resistance). Drag dissipates kinetic energy, turning it into heat. The corresponding fluctuation is Brownian motion. An object in a fluid does not sit still, but rather moves around with a small and rapidly-changing velocity, as molecules in the fluid bump into it. Brownian motion converts heat energy into kinetic energy—the reverse of drag.
  • Resistance and Johnson noise
    If electric current is running through a wire loop with a resistor in it, the current will rapidly go to zero because of the resistance. Resistance dissipates electrical energy, turning it into heat (Joule heating). The corresponding fluctuation is Johnson noise. A wire loop with a resistor in it does not actually have zero current, it has a small and rapidly-fluctuating current caused by the thermal fluctuations of the electrons and atoms in the resistor. Johnson noise converts heat energy into electrical energy—the reverse of resistance.
  • Light absorption and thermal radiation
    When light impinges on an object, some fraction of the light is absorbed, making the object hotter. In this way, light absorption turns light energy into heat. The corresponding fluctuation is thermal radiation (e.g., the glow of a "red hot" object). Thermal radiation turns heat energy into light energy—the reverse of light absorption. Indeed, Kirchhoff's law of thermal radiation confirms that the more effectively an object absorbs light, the more thermal radiation it emits.

Examples in detail edit

The fluctuation–dissipation theorem is a general result of statistical thermodynamics that quantifies the relation between the fluctuations in a system that obeys detailed balance and the response of the system to applied perturbations.

Brownian motion edit

For example, Albert Einstein noted in his 1905 paper on Brownian motion that the same random forces that cause the erratic motion of a particle in Brownian motion would also cause drag if the particle were pulled through the fluid. In other words, the fluctuation of the particle at rest has the same origin as the dissipative frictional force one must do work against, if one tries to perturb the system in a particular direction.

From this observation Einstein was able to use statistical mechanics to derive the Einstein–Smoluchowski relation

 

which connects the diffusion constant D and the particle mobility μ, the ratio of the particle's terminal drift velocity to an applied force. kB is the Boltzmann constant, and T is the absolute temperature.

Thermal noise in a resistor edit

In 1928, John B. Johnson discovered and Harry Nyquist explained Johnson–Nyquist noise. With no applied current, the mean-square voltage depends on the resistance  ,  , and the bandwidth   over which the voltage is measured:[4]

 
 
A simple circuit for illustrating Johnson–Nyquist thermal noise in a resistor.

This observation can be understood through the lens of the fluctuation-dissipation theorem. Take, for example, a simple circuit consisting of a resistor with a resistance   and a capacitor with a small capacitance  . Kirchhoff's voltage law yields

 

and so the response function for this circuit is

 

In the low-frequency limit  , its imaginary part is simply

 

which then can be linked to the power spectral density function   of the voltage via the fluctuation-dissipation theorem

 

The Johnson–Nyquist voltage noise   was observed within a small frequency bandwidth   centered around  . Hence

 

General formulation edit

The fluctuation–dissipation theorem can be formulated in many ways; one particularly useful form is the following:[citation needed].

Let   be an observable of a dynamical system with Hamiltonian   subject to thermal fluctuations. The observable   will fluctuate around its mean value   with fluctuations characterized by a power spectrum  . Suppose that we can switch on a time-varying, spatially constant field   which alters the Hamiltonian to  . The response of the observable   to a time-dependent field   is characterized to first order by the susceptibility or linear response function   of the system

 

where the perturbation is adiabatically (very slowly) switched on at  .

The fluctuation–dissipation theorem relates the two-sided power spectrum (i.e. both positive and negative frequencies) of   to the imaginary part of the Fourier transform   of the susceptibility  :

 

which holds under the Fourier transform convention  . The left-hand side describes fluctuations in  , the right-hand side is closely related to the energy dissipated by the system when pumped by an oscillatory field  . The spectrum of fluctuations reveal the linear response, because past fluctuations cause future fluctuations via a linear response upon itself.

This is the classical form of the theorem; quantum fluctuations are taken into account by replacing   with   (whose limit for   is  ). A proof can be found by means of the LSZ reduction, an identity from quantum field theory.[citation needed]

The fluctuation–dissipation theorem can be generalized in a straightforward way to the case of space-dependent fields, to the case of several variables or to a quantum-mechanics setting.[1]

Derivation edit

Classical version edit

We derive the fluctuation–dissipation theorem in the form given above, using the same notation. Consider the following test case: the field f has been on for infinite time and is switched off at t=0

 

where   is the Heaviside function. We can express the expectation value of   by the probability distribution W(x,0) and the transition probability  

 

The probability distribution function W(x,0) is an equilibrium distribution and hence given by the Boltzmann distribution for the Hamiltonian  

 

where  . For a weak field  , we can expand the right-hand side

 

here   is the equilibrium distribution in the absence of a field. Plugging this approximation in the formula for   yields

  (*)

where A(t) is the auto-correlation function of x in the absence of a field:

 

Note that in the absence of a field the system is invariant under time-shifts. We can rewrite   using the susceptibility of the system and hence find with the above equation (*)

 

Consequently,

  (**)

To make a statement about frequency dependence, it is necessary to take the Fourier transform of equation (**). By integrating by parts, it is possible to show that

 

Since   is real and symmetric, it follows that

 

Finally, for stationary processes, the Wiener–Khinchin theorem states that the two-sided spectral density is equal to the Fourier transform of the auto-correlation function:

 

Therefore, it follows that

 

Quantum version edit

The fluctuation-dissipation theorem relates the correlation function of the observable of interest   (a measure of fluctuation) to the imaginary part of the response function   in the frequency domain (a measure of dissipation). A link between these quantities can be found through the so-called Kubo formula[5]

 

which follows, under the assumptions of the linear response theory, from the time evolution of the ensemble average of the observable   in the presence of a perturbing source. Once Fourier transformed, the Kubo formula allows writing the imaginary part of the response function as

 

In the canonical ensemble, the second term can be re-expressed as

 

where in the second equality we re-positioned   using the cyclic property of trace. Next, in the third equality, we inserted   next to the trace and interpreted   as a time evolution operator   with imaginary time interval  . The imaginary time shift turns into a   factor after Fourier transform

 

and thus the expression for   can be easily rewritten as the quantum fluctuation-dissipation relation [6]

 

where the power spectral density   is the Fourier transform of the auto-correlation   and   is the Bose-Einstein distribution function. The same calculation also yields

 

thus, differently from what obtained in the classical case, the power spectral density is not exactly frequency-symmetric in the quantum limit. Consistently,   has an imaginary part originating from the commutation rules of operators.[7] The additional " " term in the expression of   at positive frequencies can also be thought of as linked to spontaneous emission. An often cited result is also the symmetrized power spectral density

 

The " " can be thought of as linked to quantum fluctuations, or to zero-point motion of the observable  . At high enough temperatures,  , i.e. the quantum contribution is negligible, and we recover the classical version.

Violations in glassy systems edit

While the fluctuation–dissipation theorem provides a general relation between the response of systems obeying detailed balance, when detailed balance is violated comparison of fluctuations to dissipation is more complex. Below the so called glass temperature  , glassy systems are not equilibrated, and slowly approach their equilibrium state. This slow approach to equilibrium is synonymous with the violation of detailed balance. Thus these systems require large time-scales to be studied while they slowly move toward equilibrium.

To study the violation of the fluctuation-dissipation relation in glassy systems, particularly spin glasses, performed numerical simulations of macroscopic systems (i.e. large compared to their correlation lengths) described by the three-dimensional Edwards-Anderson model using supercomputers.[8] In their simulations, the system is initially prepared at a high temperature, rapidly cooled to a temperature   below the glass temperature  , and left to equilibrate for a very long time   under a magnetic field  . Then, at a later time  , two dynamical observables are probed, namely the response function

 
and the spin-temporal correlation function
 
where   is the spin living on the node   of the cubic lattice of volume  , and   is the magnetization density. The fluctuation-dissipation relation in this system can be written in terms of these observables as
 

Their results confirm the expectation that as the system is left to equilibrate for longer times, the fluctuation-dissipation relation is closer to be satisfied.

In the mid-1990s, in the study of dynamics of spin glass models, a generalization of the fluctuation–dissipation theorem was discovered that holds for asymptotic non-stationary states, where the temperature appearing in the equilibrium relation is substituted by an effective temperature with a non-trivial dependence on the time scales.[9] This relation is proposed to hold in glassy systems beyond the models for which it was initially found.

See also edit

Notes edit

  1. ^ a b H.B. Callen; T.A. Welton (1951). "Irreversibility and Generalized Noise". Physical Review. 83 (1): 34–40. Bibcode:1951PhRv...83...34C. doi:10.1103/PhysRev.83.34.
  2. ^ Einstein, Albert (May 1905). "Über die von der molekularkinetischen Theorie der Wärme geforderte Bewegung von in ruhenden Flüssigkeiten suspendierten Teilchen". Annalen der Physik. 322 (8): 549–560. Bibcode:1905AnP...322..549E. doi:10.1002/andp.19053220806.
  3. ^ Nyquist H (1928). "Thermal Agitation of Electric Charge in Conductors". Physical Review. 32 (1): 110–113. Bibcode:1928PhRv...32..110N. doi:10.1103/PhysRev.32.110.
  4. ^ Blundell, Stephen J.; Blundell, Katherine M. (2009). Concepts in thermal physics. OUP Oxford.
  5. ^ Kubo R (1966). "The fluctuation-dissipation theorem". Reports on Progress in Physics. 29 (1): 255–284. Bibcode:1966RPPh...29..255K. doi:10.1088/0034-4885/29/1/306. S2CID 250892844.
  6. ^ Hänggi Peter, Ingold Gert-Ludwig (2005). "Fundamental aspects of quantum Brownian motion". Chaos: An Interdisciplinary Journal of Nonlinear Science. 15 (2): 026105. arXiv:quant-ph/0412052. Bibcode:2005Chaos..15b6105H. doi:10.1063/1.1853631. PMID 16035907. S2CID 9787833.
  7. ^ Clerk, A. A.; Devoret, M. H.; Girvin, S. M.; Marquardt, Florian; Schoelkopf, R. J. (2010). "Introduction to Quantum Noise, Measurement and Amplification". Reviews of Modern Physics. 82 (2): 1155. arXiv:0810.4729. Bibcode:2010RvMP...82.1155C. doi:10.1103/RevModPhys.82.1155. S2CID 119200464.
  8. ^ Baity-Jesi Marco, Calore Enrico, Cruz Andres, Antonio Fernandez Luis, Miguel Gil-Narvión José, Gordillo-Guerrero Antonio, Iñiguez David, Maiorano Andrea, Marinari Enzo, Martin-Mayor Victor, Monforte-Garcia Jorge, Muñoz Sudupe Antonio, Navarro Denis, Parisi Giorgio, Perez-Gaviro Sergio, Ricci-Tersenghi Federico, Jesus Ruiz-Lorenzo Juan, Fabio Schifano Sebastiano, Seoane Beatriz, Tarancón Alfonso, Tripiccione Raffaele, Yllanes David (2017). "A statics-dynamics equivalence through the fluctuation–dissipation ratio provides a window into the spin-glass phase from nonequilibrium measurements". Proceedings of the National Academy of Sciences. 114 (8): 1838–1843. arXiv:1610.01418. Bibcode:2017PNAS..114.1838B. doi:10.1073/pnas.1621242114. PMC 5338409. PMID 28174274.{{cite journal}}: CS1 maint: multiple names: authors list (link)
  9. ^ Cugliandolo L. F.; Kurchan J. (1993). "Analytical solution of the off-equilibrium dynamics of a long-range spin-glass model". Physical Review Letters. 71 (1): 173–176. arXiv:cond-mat/9303036. Bibcode:1993PhRvL..71..173C. doi:10.1103/PhysRevLett.71.173. PMID 10054401. S2CID 8591240.

References edit

  • H. B. Callen, T. A. Welton (1951). "Irreversibility and Generalized Noise". Physical Review. 83 (1): 34–40. Bibcode:1951PhRv...83...34C. doi:10.1103/PhysRev.83.34.
  • L. D. Landau, E. M. Lifshitz (1980). Statistical Physics. Course of Theoretical Physics. Vol. 5 (3 ed.).
  • Umberto Marini Bettolo Marconi; Andrea Puglisi; Lamberto Rondoni; Angelo Vulpiani (2008). "Fluctuation-Dissipation: Response Theory in Statistical Physics". Physics Reports. 461 (4–6): 111–195. arXiv:0803.0719. Bibcode:2008PhR...461..111M. doi:10.1016/j.physrep.2008.02.002. S2CID 118575899.

Further reading edit

  • Audio recording of a lecture by Prof. E. W. Carlson of Purdue University
  • Kubo's famous text: Fluctuation-dissipation theorem
  • Weber J (1956). "Fluctuation Dissipation Theorem". Physical Review. 101 (6): 1620–1626. arXiv:0710.4394. Bibcode:1956PhRv..101.1620W. doi:10.1103/PhysRev.101.1620.
  • Felderhof BU (1978). "On the derivation of the fluctuation-dissipation theorem". Journal of Physics A. 11 (5): 921–927. Bibcode:1978JPhA...11..921F. doi:10.1088/0305-4470/11/5/021.
  • Cristani A, Ritort F (2003). "Violation of the fluctuation-dissipation theorem in glassy systems: basic notions and the numerical evidence". Journal of Physics A. 36 (21): R181–R290. arXiv:cond-mat/0212490. Bibcode:2003JPhA...36R.181C. doi:10.1088/0305-4470/36/21/201. S2CID 14144683.
  • Chandler D (1987). Introduction to Modern Statistical Mechanics. Oxford University Press. pp. 231–265. ISBN 978-0-19-504277-1.
  • Reichl LE (1980). A Modern Course in Statistical Physics. Austin TX: University of Texas Press. pp. 545–595. ISBN 0-292-75080-3.
  • Plischke M, Bergersen B (1989). Equilibrium Statistical Physics. Englewood Cliffs, NJ: Prentice Hall. pp. 251–296. ISBN 0-13-283276-3.
  • Pathria RK (1972). Statistical Mechanics. Oxford: Pergamon Press. pp. 443, 474–477. ISBN 0-08-018994-6.
  • Huang K (1987). Statistical Mechanics. New York: John Wiley and Sons. pp. 153, 394–396. ISBN 0-471-81518-7.
  • Callen HB (1985). Thermodynamics and an Introduction to Thermostatistics. New York: John Wiley and Sons. pp. 307–325. ISBN 0-471-86256-8.
  • Mazonka, Oleg (2016). "Easy as Pi: The Fluctuation-Dissipation Relation" (PDF). Journal of Reference. 16.

fluctuation, dissipation, theorem, fluctuation, dissipation, theorem, fluctuation, dissipation, relation, powerful, tool, statistical, physics, predicting, behavior, systems, that, obey, detailed, balance, given, that, system, obeys, detailed, balance, theorem. The fluctuation dissipation theorem FDT or fluctuation dissipation relation FDR is a powerful tool in statistical physics for predicting the behavior of systems that obey detailed balance Given that a system obeys detailed balance the theorem is a proof that thermodynamic fluctuations in a physical variable predict the response quantified by the admittance or impedance to be intended in their general sense not only in electromagnetic terms of the same physical variable like voltage temperature difference etc and vice versa The fluctuation dissipation theorem applies both to classical and quantum mechanical systems The fluctuation dissipation theorem was proven by Herbert Callen and Theodore Welton in 1951 1 and expanded by Ryogo Kubo There are antecedents to the general theorem including Einstein s explanation of Brownian motion 2 during his annus mirabilis and Harry Nyquist s explanation in 1928 of Johnson noise in electrical resistors 3 Contents 1 Qualitative overview and examples 2 Examples in detail 2 1 Brownian motion 2 2 Thermal noise in a resistor 3 General formulation 4 Derivation 4 1 Classical version 4 2 Quantum version 5 Violations in glassy systems 6 See also 7 Notes 8 References 9 Further readingQualitative overview and examples editThe fluctuation dissipation theorem says that when there is a process that dissipates energy turning it into heat e g friction there is a reverse process related to thermal fluctuations This is best understood by considering some examples Drag and Brownian motion If an object is moving through a fluid it experiences drag air resistance or fluid resistance Drag dissipates kinetic energy turning it into heat The corresponding fluctuation is Brownian motion An object in a fluid does not sit still but rather moves around with a small and rapidly changing velocity as molecules in the fluid bump into it Brownian motion converts heat energy into kinetic energy the reverse of drag Resistance and Johnson noise If electric current is running through a wire loop with a resistor in it the current will rapidly go to zero because of the resistance Resistance dissipates electrical energy turning it into heat Joule heating The corresponding fluctuation is Johnson noise A wire loop with a resistor in it does not actually have zero current it has a small and rapidly fluctuating current caused by the thermal fluctuations of the electrons and atoms in the resistor Johnson noise converts heat energy into electrical energy the reverse of resistance Light absorption and thermal radiation When light impinges on an object some fraction of the light is absorbed making the object hotter In this way light absorption turns light energy into heat The corresponding fluctuation is thermal radiation e g the glow of a red hot object Thermal radiation turns heat energy into light energy the reverse of light absorption Indeed Kirchhoff s law of thermal radiation confirms that the more effectively an object absorbs light the more thermal radiation it emits Examples in detail editThe fluctuation dissipation theorem is a general result of statistical thermodynamics that quantifies the relation between the fluctuations in a system that obeys detailed balance and the response of the system to applied perturbations Brownian motion edit For example Albert Einstein noted in his 1905 paper on Brownian motion that the same random forces that cause the erratic motion of a particle in Brownian motion would also cause drag if the particle were pulled through the fluid In other words the fluctuation of the particle at rest has the same origin as the dissipative frictional force one must do work against if one tries to perturb the system in a particular direction From this observation Einstein was able to use statistical mechanics to derive the Einstein Smoluchowski relation D m k B T displaystyle D mu k rm B T nbsp which connects the diffusion constant D and the particle mobility m the ratio of the particle s terminal drift velocity to an applied force kB is the Boltzmann constant and T is the absolute temperature Thermal noise in a resistor edit In 1928 John B Johnson discovered and Harry Nyquist explained Johnson Nyquist noise With no applied current the mean square voltage depends on the resistance R displaystyle R nbsp k B T displaystyle k rm B T nbsp and the bandwidth D n displaystyle Delta nu nbsp over which the voltage is measured 4 V 2 4 R k B T D n displaystyle langle V 2 rangle approx 4Rk rm B T Delta nu nbsp nbsp A simple circuit for illustrating Johnson Nyquist thermal noise in a resistor This observation can be understood through the lens of the fluctuation dissipation theorem Take for example a simple circuit consisting of a resistor with a resistance R displaystyle R nbsp and a capacitor with a small capacitance C displaystyle C nbsp Kirchhoff s voltage law yields V R d Q d t Q C displaystyle V R frac dQ dt frac Q C nbsp and so the response function for this circuit is x w Q w V w 1 1 C i w R displaystyle chi omega equiv frac Q omega V omega frac 1 frac 1 C i omega R nbsp In the low frequency limit w R C 1 displaystyle omega ll RC 1 nbsp its imaginary part is simply Im x w w R C 2 displaystyle text Im left chi omega right approx omega RC 2 nbsp which then can be linked to the power spectral density function S V w displaystyle S V omega nbsp of the voltage via the fluctuation dissipation theorem S V w S Q w C 2 2 k B T C 2 w Im x w 2 R k B T displaystyle S V omega frac S Q omega C 2 approx frac 2k rm B T C 2 omega text Im left chi omega right 2Rk rm B T nbsp The Johnson Nyquist voltage noise V 2 displaystyle langle V 2 rangle nbsp was observed within a small frequency bandwidth D n D w 2 p displaystyle Delta nu Delta omega 2 pi nbsp centered around w w 0 displaystyle omega pm omega 0 nbsp Hence V 2 S V w 2 D n 4 R k B T D n displaystyle langle V 2 rangle approx S V omega times 2 Delta nu approx 4Rk rm B T Delta nu nbsp General formulation editThe fluctuation dissipation theorem can be formulated in many ways one particularly useful form is the following citation needed Let x t displaystyle x t nbsp be an observable of a dynamical system with Hamiltonian H 0 x displaystyle H 0 x nbsp subject to thermal fluctuations The observable x t displaystyle x t nbsp will fluctuate around its mean value x 0 displaystyle langle x rangle 0 nbsp with fluctuations characterized by a power spectrum S x w x w x w displaystyle S x omega langle hat x omega hat x omega rangle nbsp Suppose that we can switch on a time varying spatially constant field f t displaystyle f t nbsp which alters the Hamiltonian to H x H 0 x f t x displaystyle H x H 0 x f t x nbsp The response of the observable x t displaystyle x t nbsp to a time dependent field f t displaystyle f t nbsp is characterized to first order by the susceptibility or linear response function x t displaystyle chi t nbsp of the system x t x 0 t f t x t t d t displaystyle langle x t rangle langle x rangle 0 int infty t f tau chi t tau d tau nbsp where the perturbation is adiabatically very slowly switched on at t displaystyle tau infty nbsp The fluctuation dissipation theorem relates the two sided power spectrum i e both positive and negative frequencies of x displaystyle x nbsp to the imaginary part of the Fourier transform x w displaystyle hat chi omega nbsp of the susceptibility x t displaystyle chi t nbsp S x w 2 k B T w Im x w displaystyle S x omega frac 2k mathrm B T omega operatorname Im hat chi omega nbsp which holds under the Fourier transform convention f w f t e i w t d t displaystyle f omega int infty infty f t e i omega t dt nbsp The left hand side describes fluctuations in x displaystyle x nbsp the right hand side is closely related to the energy dissipated by the system when pumped by an oscillatory field f t F sin w t ϕ displaystyle f t F sin omega t phi nbsp The spectrum of fluctuations reveal the linear response because past fluctuations cause future fluctuations via a linear response upon itself This is the classical form of the theorem quantum fluctuations are taken into account by replacing 2 k B T w displaystyle 2k mathrm B T omega nbsp with ℏ coth ℏ w 2 k B T displaystyle hbar coth hbar omega 2k mathrm B T nbsp whose limit for ℏ 0 displaystyle hbar to 0 nbsp is 2 k B T w displaystyle 2k mathrm B T omega nbsp A proof can be found by means of the LSZ reduction an identity from quantum field theory citation needed The fluctuation dissipation theorem can be generalized in a straightforward way to the case of space dependent fields to the case of several variables or to a quantum mechanics setting 1 Derivation editClassical version edit We derive the fluctuation dissipation theorem in the form given above using the same notation Consider the following test case the field f has been on for infinite time and is switched off at t 0 f t f 0 8 t displaystyle f t f 0 theta t nbsp where 8 t displaystyle theta t nbsp is the Heaviside function We can express the expectation value of x displaystyle x nbsp by the probability distribution W x 0 and the transition probability P x t x 0 displaystyle P x t x 0 nbsp x t d x d x x P x t x 0 W x 0 displaystyle langle x t rangle int dx int dx x P x t x 0 W x 0 nbsp The probability distribution function W x 0 is an equilibrium distribution and hence given by the Boltzmann distribution for the Hamiltonian H x H 0 x x f 0 displaystyle H x H 0 x xf 0 nbsp W x 0 exp b H x d x exp b H x displaystyle W x 0 frac exp beta H x int dx exp beta H x nbsp where b 1 k B T displaystyle beta 1 k rm B T nbsp For a weak field b x f 0 1 displaystyle beta xf 0 ll 1 nbsp we can expand the right hand side W x 0 W 0 x 1 b f 0 x x 0 displaystyle W x 0 approx W 0 x 1 beta f 0 x langle x rangle 0 nbsp here W 0 x displaystyle W 0 x nbsp is the equilibrium distribution in the absence of a field Plugging this approximation in the formula for x t displaystyle langle x t rangle nbsp yields x t x 0 b f 0 A t displaystyle langle x t rangle langle x rangle 0 beta f 0 A t nbsp where A t is the auto correlation function of x in the absence of a field A t x t x 0 x 0 x 0 0 displaystyle A t langle x t langle x rangle 0 x 0 langle x rangle 0 rangle 0 nbsp Note that in the absence of a field the system is invariant under time shifts We can rewrite x t x 0 displaystyle langle x t rangle langle x rangle 0 nbsp using the susceptibility of the system and hence find with the above equation f 0 0 d t x t 8 t t b f 0 A t displaystyle f 0 int 0 infty d tau chi tau theta tau t beta f 0 A t nbsp Consequently x t b d A t d t 8 t displaystyle chi t beta dA t over dt theta t nbsp To make a statement about frequency dependence it is necessary to take the Fourier transform of equation By integrating by parts it is possible to show that x w i w b 0 e i w t A t d t b A 0 displaystyle hat chi omega i omega beta int 0 infty e i omega t A t dt beta A 0 nbsp Since A t displaystyle A t nbsp is real and symmetric it follows that 2 Im x w w b A w displaystyle 2 operatorname Im hat chi omega omega beta hat A omega nbsp Finally for stationary processes the Wiener Khinchin theorem states that the two sided spectral density is equal to the Fourier transform of the auto correlation function S x w A w displaystyle S x omega hat A omega nbsp Therefore it follows that S x w 2 k B T w Im x w displaystyle S x omega frac 2k text B T omega operatorname Im hat chi omega nbsp Quantum version edit The fluctuation dissipation theorem relates the correlation function of the observable of interest x t x 0 displaystyle langle hat x t hat x 0 rangle nbsp a measure of fluctuation to the imaginary part of the response function Im x w x w x w 2 i displaystyle text Im left chi omega right left chi omega chi omega right 2i nbsp in the frequency domain a measure of dissipation A link between these quantities can be found through the so called Kubo formula 5 x t t i ℏ 8 t t x t x t displaystyle chi t t frac i hbar theta t t langle hat x t hat x t rangle nbsp which follows under the assumptions of the linear response theory from the time evolution of the ensemble average of the observable x t displaystyle langle hat x t rangle nbsp in the presence of a perturbing source Once Fourier transformed the Kubo formula allows writing the imaginary part of the response function as Im x w 1 2 ℏ x t x 0 x 0 x t e i w t d t displaystyle text Im left chi omega right frac 1 2 hbar int infty infty langle hat x t hat x 0 hat x 0 hat x t rangle e i omega t dt nbsp In the canonical ensemble the second term can be re expressed as x 0 x t Tr e b H x 0 x t Tr x t e b H x 0 Tr e b H e b H x t e b H x t i ℏ b x 0 x t i ℏ b x 0 displaystyle langle hat x 0 hat x t rangle text Tr e beta hat H hat x 0 hat x t text Tr hat x t e beta hat H hat x 0 text Tr e beta hat H underbrace e beta hat H hat x t e beta hat H hat x t i hbar beta hat x 0 langle hat x t i hbar beta hat x 0 rangle nbsp where in the second equality we re positioned x t displaystyle hat x t nbsp using the cyclic property of trace Next in the third equality we inserted e b H e b H displaystyle e beta hat H e beta hat H nbsp next to the trace and interpreted e b H displaystyle e beta hat H nbsp as a time evolution operator e i ℏ H D t displaystyle e frac i hbar hat H Delta t nbsp with imaginary time interval D t i ℏ b displaystyle Delta t i hbar beta nbsp The imaginary time shift turns into a e b ℏ w displaystyle e beta hbar omega nbsp factor after Fourier transform x t i ℏ b x 0 e i w t d t e b ℏ w x t x 0 e i w t d t displaystyle int infty infty langle hat x t i hbar beta hat x 0 rangle e i omega t dt e beta hbar omega int infty infty langle hat x t hat x 0 rangle e i omega t dt nbsp and thus the expression for Im x w displaystyle text Im left chi omega right nbsp can be easily rewritten as the quantum fluctuation dissipation relation 6 S x w 2 ℏ n B E w 1 Im x w displaystyle S x omega 2 hbar left n rm BE omega 1 right text Im left chi omega right nbsp where the power spectral density S x w displaystyle S x omega nbsp is the Fourier transform of the auto correlation x t x 0 displaystyle langle hat x t hat x 0 rangle nbsp and n B E w e b ℏ w 1 1 displaystyle n rm BE omega left e beta hbar omega 1 right 1 nbsp is the Bose Einstein distribution function The same calculation also yields S x w e b ℏ w S x w 2 ℏ n B E w Im x w S x w displaystyle S x omega e beta hbar omega S x omega 2 hbar left n rm BE omega right text Im left chi omega right neq S x omega nbsp thus differently from what obtained in the classical case the power spectral density is not exactly frequency symmetric in the quantum limit Consistently x t x 0 displaystyle langle hat x t hat x 0 rangle nbsp has an imaginary part originating from the commutation rules of operators 7 The additional 1 displaystyle 1 nbsp term in the expression of S x w displaystyle S x omega nbsp at positive frequencies can also be thought of as linked to spontaneous emission An often cited result is also the symmetrized power spectral density S x w S x w 2 2 ℏ n B E w 1 2 Im x w ℏ coth ℏ w 2 k B T Im x w displaystyle frac S x omega S x omega 2 2 hbar left n rm BE omega frac 1 2 right text Im left chi omega right hbar coth left frac hbar omega 2k B T right text Im left chi omega right nbsp The 1 2 displaystyle 1 2 nbsp can be thought of as linked to quantum fluctuations or to zero point motion of the observable x displaystyle hat x nbsp At high enough temperatures n B E b ℏ w 1 1 displaystyle n rm BE approx beta hbar omega 1 gg 1 nbsp i e the quantum contribution is negligible and we recover the classical version Violations in glassy systems editWhile the fluctuation dissipation theorem provides a general relation between the response of systems obeying detailed balance when detailed balance is violated comparison of fluctuations to dissipation is more complex Below the so called glass temperature T g displaystyle T rm g nbsp glassy systems are not equilibrated and slowly approach their equilibrium state This slow approach to equilibrium is synonymous with the violation of detailed balance Thus these systems require large time scales to be studied while they slowly move toward equilibrium To study the violation of the fluctuation dissipation relation in glassy systems particularly spin glasses performed numerical simulations of macroscopic systems i e large compared to their correlation lengths described by the three dimensional Edwards Anderson model using supercomputers 8 In their simulations the system is initially prepared at a high temperature rapidly cooled to a temperature T 0 64 T g displaystyle T 0 64T rm g nbsp below the glass temperature T g displaystyle T rm g nbsp and left to equilibrate for a very long time t w displaystyle t rm w nbsp under a magnetic field H displaystyle H nbsp Then at a later time t t w displaystyle t t rm w nbsp two dynamical observables are probed namely the response functionx t t w t w m t t w H H 0 displaystyle chi t t rm w t rm w equiv left frac partial m t t rm w partial H right H 0 nbsp and the spin temporal correlation function C t t w t w 1 V x S x t w S x t t w H 0 displaystyle C t t rm w t rm w equiv frac 1 V left sum x langle S x t rm w S x t t rm w rangle right H 0 nbsp where S x 1 displaystyle S x pm 1 nbsp is the spin living on the node x displaystyle x nbsp of the cubic lattice of volume V displaystyle V nbsp and m t 1 V x S x t textstyle m t equiv frac 1 V sum x langle S x t rangle nbsp is the magnetization density The fluctuation dissipation relation in this system can be written in terms of these observables as T x t t w t w 1 C t t w t w displaystyle T chi t t rm w t rm w 1 C t t rm w t rm w nbsp Their results confirm the expectation that as the system is left to equilibrate for longer times the fluctuation dissipation relation is closer to be satisfied In the mid 1990s in the study of dynamics of spin glass models a generalization of the fluctuation dissipation theorem was discovered that holds for asymptotic non stationary states where the temperature appearing in the equilibrium relation is substituted by an effective temperature with a non trivial dependence on the time scales 9 This relation is proposed to hold in glassy systems beyond the models for which it was initially found See also editNon equilibrium thermodynamics Green Kubo relations Onsager reciprocal relations Equipartition theorem Boltzmann distribution Dissipative systemNotes edit a b H B Callen T A Welton 1951 Irreversibility and Generalized Noise Physical Review 83 1 34 40 Bibcode 1951PhRv 83 34C doi 10 1103 PhysRev 83 34 Einstein Albert May 1905 Uber die von der molekularkinetischen Theorie der Warme geforderte Bewegung von in ruhenden Flussigkeiten suspendierten Teilchen Annalen der Physik 322 8 549 560 Bibcode 1905AnP 322 549E doi 10 1002 andp 19053220806 Nyquist H 1928 Thermal Agitation of Electric Charge in Conductors Physical Review 32 1 110 113 Bibcode 1928PhRv 32 110N doi 10 1103 PhysRev 32 110 Blundell Stephen J Blundell Katherine M 2009 Concepts in thermal physics OUP Oxford Kubo R 1966 The fluctuation dissipation theorem Reports on Progress in Physics 29 1 255 284 Bibcode 1966RPPh 29 255K doi 10 1088 0034 4885 29 1 306 S2CID 250892844 Hanggi Peter Ingold Gert Ludwig 2005 Fundamental aspects of quantum Brownian motion Chaos An Interdisciplinary Journal of Nonlinear Science 15 2 026105 arXiv quant ph 0412052 Bibcode 2005Chaos 15b6105H doi 10 1063 1 1853631 PMID 16035907 S2CID 9787833 Clerk A A Devoret M H Girvin S M Marquardt Florian Schoelkopf R J 2010 Introduction to Quantum Noise Measurement and Amplification Reviews of Modern Physics 82 2 1155 arXiv 0810 4729 Bibcode 2010RvMP 82 1155C doi 10 1103 RevModPhys 82 1155 S2CID 119200464 Baity Jesi Marco Calore Enrico Cruz Andres Antonio Fernandez Luis Miguel Gil Narvion Jose Gordillo Guerrero Antonio Iniguez David Maiorano Andrea Marinari Enzo Martin Mayor Victor Monforte Garcia Jorge Munoz Sudupe Antonio Navarro Denis Parisi Giorgio Perez Gaviro Sergio Ricci Tersenghi Federico Jesus Ruiz Lorenzo Juan Fabio Schifano Sebastiano Seoane Beatriz Tarancon Alfonso Tripiccione Raffaele Yllanes David 2017 A statics dynamics equivalence through the fluctuation dissipation ratio provides a window into the spin glass phase from nonequilibrium measurements Proceedings of the National Academy of Sciences 114 8 1838 1843 arXiv 1610 01418 Bibcode 2017PNAS 114 1838B doi 10 1073 pnas 1621242114 PMC 5338409 PMID 28174274 a href Template Cite journal html title Template Cite journal cite journal a CS1 maint multiple names authors list link Cugliandolo L F Kurchan J 1993 Analytical solution of the off equilibrium dynamics of a long range spin glass model Physical Review Letters 71 1 173 176 arXiv cond mat 9303036 Bibcode 1993PhRvL 71 173C doi 10 1103 PhysRevLett 71 173 PMID 10054401 S2CID 8591240 References editH B Callen T A Welton 1951 Irreversibility and Generalized Noise Physical Review 83 1 34 40 Bibcode 1951PhRv 83 34C doi 10 1103 PhysRev 83 34 L D Landau E M Lifshitz 1980 Statistical Physics Course of Theoretical Physics Vol 5 3 ed Umberto Marini Bettolo Marconi Andrea Puglisi Lamberto Rondoni Angelo Vulpiani 2008 Fluctuation Dissipation Response Theory in Statistical Physics Physics Reports 461 4 6 111 195 arXiv 0803 0719 Bibcode 2008PhR 461 111M doi 10 1016 j physrep 2008 02 002 S2CID 118575899 Further reading editAudio recording of a lecture by Prof E W Carlson of Purdue University Kubo s famous text Fluctuation dissipation theorem Weber J 1956 Fluctuation Dissipation Theorem Physical Review 101 6 1620 1626 arXiv 0710 4394 Bibcode 1956PhRv 101 1620W doi 10 1103 PhysRev 101 1620 Felderhof BU 1978 On the derivation of the fluctuation dissipation theorem Journal of Physics A 11 5 921 927 Bibcode 1978JPhA 11 921F doi 10 1088 0305 4470 11 5 021 Cristani A Ritort F 2003 Violation of the fluctuation dissipation theorem in glassy systems basic notions and the numerical evidence Journal of Physics A 36 21 R181 R290 arXiv cond mat 0212490 Bibcode 2003JPhA 36R 181C doi 10 1088 0305 4470 36 21 201 S2CID 14144683 Chandler D 1987 Introduction to Modern Statistical Mechanics Oxford University Press pp 231 265 ISBN 978 0 19 504277 1 Reichl LE 1980 A Modern Course in Statistical Physics Austin TX University of Texas Press pp 545 595 ISBN 0 292 75080 3 Plischke M Bergersen B 1989 Equilibrium Statistical Physics Englewood Cliffs NJ Prentice Hall pp 251 296 ISBN 0 13 283276 3 Pathria RK 1972 Statistical Mechanics Oxford Pergamon Press pp 443 474 477 ISBN 0 08 018994 6 Huang K 1987 Statistical Mechanics New York John Wiley and Sons pp 153 394 396 ISBN 0 471 81518 7 Callen HB 1985 Thermodynamics and an Introduction to Thermostatistics New York John Wiley and Sons pp 307 325 ISBN 0 471 86256 8 Mazonka Oleg 2016 Easy as Pi The Fluctuation Dissipation Relation PDF Journal of Reference 16 Retrieved from https en wikipedia org w index php title Fluctuation dissipation theorem amp oldid 1225419934, wikipedia, wiki, 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