Fluctuation-Dissipation Theorem (FDT)

NGL
July 6, 2007
Abstract
This is a short writeup with derivation of uctuation-dissipation
theorem (FDT) in classical and quantum mechanics.
1 Classical mechanics
We use Lecture 21 from http://www.nyu.edu/classes/tuckerman/stat.mech/.
Liouville equation for f(, t), = (q, p):
f
t
+iLf = 0 (1)
where iL = {. . . , H} is the Poisson bracket. Consider a small perturba-
tion to a stationary Hamiltonian H
0
and a steady-state distribution f
0
() =
e
H
0
()/T
/Z:
H(, t) = H
0
() X()F(t) (2)
iL = iL
0
+iL (3)
f(, t) = f
0
() + f(, t) (4)
Let us nd f using perturbation theory to the rst order. We have
_

t
+iL
0
_
f(, t) = iLf
0
() (5)
since iL
0
f
0
= 0. Consider the left-hand side:
iLf
0
() = {f
0
, XF(t)} = F(t){f
0
, X} (6)
1
Since f
0
() = e
H
0
()/T
/Z,

f
0
=
df
0
dH
0

H
0
(7)
{f
0
, X} =
df
0
dH
0
{H
0
, X} =
1
T
f
0
_
dX
dt
_
0
(8)
where

denotes a vector consisting of /q

i
and /p
i
and the subscript
0 denotes time evolution according to unperturbed Hamiltonian H
0
. Thus,
denoting

X() = (dX/dt)
0
, we have
iLf
0
() =
1
T
F(t)f
0

X (9)
The solution of equation (5) is
f(, t) =
_
t
0
dt

e
iL
0
(tt

)
iL(t

)f
0
()
=
1
T
_
t
0
dt

e
iL
0
(tt

)
F(t

)f
0
()

X() (10)
Consider operator A() and let us nd its perturbed average value using
the found perturbation f:
A(t) =
_
dA()f(, t) = A
0
+
_
dA()f(, t)
= A
0
+
1
T
_
t
0
dt

F(t

)
_
dA()e
iL
0
(tt

)
f
0
()

X() (11)
Now we use some trickery with operators: A(t) = e
iLt
A(0) therefore A

(t) =
A

(0)e
iLt
therefore A(t) = A(0)e
iLt
. We used the fact that A is real and
L is hermitian (why ?). We get
A(t) = A
0
+
1
T
_
t
0
dt

F(t

)
_
d
0
A(
tt
(
0
))

X(
0
) (12)
where
tt
(
0
) is the phase coordinates propagated through time t t

using
H
0
.
A(t) = A
0
+
1
T
_
t
0
dt

F(t

)A(t t

)

X(0)
0
(13)
2
The response function

AX
() =
1
T
A()

X(0)
0
=
1
T
d
d
A()X(0)
0
(14)
valid only for > 0. In the last equation we used
d
dt
A( +t)X(t)
0
= 0 =

A( +t)X(t)
0
+A( +t)

X(t)
0
(15)
From now on, we drop subscript 0. The linear response is described by

AB
(t) =
1
T
d
dt
A(t)B(0) (16)
If A X, then () =
1
T
d
d
X()X(0), the response function is re-
lated to the correlation of X. Taking Fourier transforms and using Wiener-
Khintchine relation:
(X
2
)

_
+

X()X(0)e
i
d = 2Re
_
+
0
X(0)X()e
i
d (17)
and
() =
_
+

()e
i
d =
1
T
_
+
0
d
d
X()X(0)e
i
d
=
1
T
_
X
2
X
2
e
i
_
+
i
T
_
+
0
X()X(0)e
i
d
=
1
T
X
2
+
i
2T
(X
2
)

T
Im
_
+
0
X(0)X()e
i
d (18)
For = 0 we have
( = 0) =
1
T
_
X
2
X
2
_
=
(X)
2

T
(19)
The FDT is the imaginary part of the previous equation
Im() =

2T
(X
2
)

(20)
or
(X
2
)

=
2T

Im() (21)
3
We can consider the uctuations in X to be caused by random force F. Using
(X
2
)

= |()|
2
(F
2
)

, we obtain
(F
2
)

=
2T

Im()
|()|
2
=
2T

Im
_
1

()
_
(22)
Note that this force is cticious (however, it can be very real see Example
in Section 2.1 below).
Note that is usually applied to dissipative systems. The conservative
Hamiltonian H
0
belongs to a super-system with conserved energy, and the
dissipative system is just a part of it (see the abovementioned example).
For space-dependent response, (r, t), treat spatial coordinate as an in-
dex, e.g. X(r, t) A(t), X(0, t) B(t).
(r, t) =
1
T
d
dt
X(r, t)X(0, 0) (23)
2 Examples in classical mechanics
2.1 Damped 1D oscillator
Consider a driven oscillator of mass M at frequency
0
, with damping force
p. The equation of motion is
M

X = M
2
0
X M

X +F(t) (24)
or, in frequency domain,
X() = ()F() (25)
where
() =
1
M(
2
0

2
i)
(26)
The spectrum of the force is
(F
2
)

=
2T

Im
_
1

()
_
= 2TM (27)
The force is delta-correlated, which could be due, e.g., to bombardment by
point particles. Let us obtain this result from microscopic consideration by
4
deriving an expression for . Assume that the oscillator has transverse area
A and is immersed in a gas of density N, temperature T and consisting of
molecules of mass m M. The hamiltonian H
0
describes the system which
includes both the oscillator and the gas, so there is no total energy loss.
Assume, however, that there is so much gas that the temperature of the gas
does not change as the energy is transfered from oscillator to the gas.
Momentum transfered by a single particle is p = 2mv. The number of
particles of velocity v falling on the oscillator surface in unit time is (v) =
Avf(v)dv, so that the average force is 2Amv
2
f(v)dv. The velocity has to be
positive for particles falling from the left, and negative for particles falling
from the right. Assume the oscillator has velocity V . Then the distribution
that it sees is
f(v) =
N

2v
t
e

(vV )
2
2v
2
t

N

2v
t
_
1 +
vV
v
2
t
_
e

v
2
2v
2
t
(28)
where v
t
=
_
T/m and we expanded the exponent in a series and neglected
terms O(V
2
/v
2
t
) m/M (we anticipate that V will be of the order of thermal
velocity
_
T/M). We use
_

0
v
n
e

v
2
2v
2
t
dv = 2
n/2
v
n+1
t

_
n + 1
2
_
(29)
The average force from particles falling from the left side is
F
side
(V ) = 2Am
_

0
v
2
f(v)dv
=
2NAm

2v
t
_

0
v
2
_
1 +
vV
v
2
t
_
e

v
2
2v
2
t
dv
=
2NAm

2v
t
_

2v
3
t
2
+ 2

2V v
2
t
_
(30)
The total force is
F(V ) = F
side
(V ) F
side
(V ) =
8NAmV v
t

(31)
so that
=
8NAmv
t

M
=
8NA
M
_
mT

(32)
5
Let us nd independently the spectrum of the delta-correlated random force
due to bombardment by particles. Spectrum due to particles with velocity
v is (dF
2
)

= (p)
2
(v) = (2mv)
2
Avf(v)dv. Force due to particles falling
from the left and from the right has the spectrum
(F
2
)

= 2
_

0
(dF
2
)

= 2
_

0
(2mv)
2
Avf(v)dv
=
8NAm
2

2v
t
_

0
v
3
e

v
2
2v
2
t
dv =
16NAm
2
v
3
t

=
16NATmv
t

(33)
We see that (F
2
)

= 2MT, as expected.
2.2 Johnson-Nyquist noise
Consider an open circuit consisting of an impedance Z() (we use physics
notation i = j, e
it
in this example). The change in energy due to
uctuations of voltage and charge at ends of the impedance is H(t) =
QV (t), where voltage plays the role of the external force. Ohms law is
Q() = ()V (), where () = i/(Z()). Thus, the spectrum is
(Q
2
)

=
2T

Im
_
i
Z
_
(34)
(V
2
)

=
2T

Im [iZ

()] = 2TRe Z() (35)

The experimentally measured spectrum per unit frequency f is 2(V
2
)

, which
is 4TRe Z(). The current spectrum is
(I
2
)

= (V
2
)

/ |Z()|
2
= 2TRe (1/Z

()) (36)
3 Quantum mechanics
Use Lecture 23 from the same lecture notes (too lazy to copy them, I use
classical mechanics mostly anyway).
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