Fluctuation-dissipation theorem


The fluctuation–dissipation theorem or fluctuation–dissipation relation 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 general proof that thermodynamic fluctuations in a physical variable predict the response quantified by the admittance or impedance of the same physical variable, 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
and expanded by Ryogo Kubo. There are antecedents to the general theorem, including Einstein's explanation of Brownian motion
during his annus mirabilis and Harry Nyquist's explanation in 1928 of Johnson noise in electrical resistors.

Qualitative overview and examples

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

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

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 :
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 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 auto-correlation 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

The fluctuation–dissipation theorem can be formulated in many ways; one particularly useful form is the following:
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 switched on at.
The fluctuation–dissipation theorem relates the two-sided power spectrum of to the imaginary part of the Fourier transform of the susceptibility :
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.
This is the classical form of the theorem; quantum fluctuations are taken into account by
replacing with . A proof can be found by means of the LSZ reduction, an identity from quantum field theory.
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.

Derivation

Classical version

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 and the transition probability
The probability distribution function W 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 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

The fluctuation-dissipation theorem relates the correlation function of the observable of interest to the imaginary part of the response function , in the frequency domain. A link between these quantities can be found through the so-called Kubo formula
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. The Kubo formula allows us to write 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. We can then Fourier transform the imaginary part of the response function above to arrive at the quantum fluctuation-dissipation relation
where is the Fourier transform of and is the Bose-Einstein distribution function. The "" term can be thought of as due to quantum fluctuations. At high enough temperatures,, i.e. the quantum contribution is negligible, and we recover the classical version.

Violations in glassy systems

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, Ref. performed numerical simulations of macroscopic systems described by the three-dimensional Edwards-Anderson model using supercomputers. 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.
This relation is proposed to hold in glassy systems beyond the models for which it was initially found.

Quantum version

The Rényi entropy as well as von Neumann entropy in quantum physics are not observables since they depend nonlinearly on the density matrix. Recently, Ansari and Nazarov proved an exact correspondence that reveals the physical meaning of the Rényi entropy flow in time. This correspondence is similar to the fluctuation-dissipation theorem in spirit and allows the measurement of quantum entropy using the full counting statistics of energy transfers.