Universal fluctuations in orbital diamagnetism: A surprise in theoretical physics

P. S. Pal1,2 , Arnab Saha3 and A. M. Jayannavar1,2∗

1
Institute of Physics, Sachivalaya Marg, Bhubaneswar-751005, India
2
Homi Bhabha National Institute, Training School Complex, Anushakti Nagar, Mumbai-400085, India
3
Savitribai Phule Pune University, Ganeshkhind, Pune-411007, India

Over the last century Bohr van Leuween theorem attracted the notice of physicists. The theorem states
about the absence of magnetization in classical systems in thermal equilibrium. In this paper, we discuss about
fluctuations of magnetic moment in classical systems. In recent years this topic has been investigated intensively
and it is not free from controversy. We a have considered a system consisting of a single particle moving
in a plane. A magnetic field is applied perpendicular to the plane. The system is in contact with a thermal
bath. We have considered three cases: (a) particle moving in a homogeneous medium, (b) particle moving in a
arXiv:1609.01603v1 [cond-mat.stat-mech] 6 Sep 2016

medium with space dependent friction and (c) particle moving in a medium with space dependent temperature.
For all the three cases average magnetic moment and fluctuations in magnetic moment has been calculated.
Average magnetic moment saturates to a finite value in case of free particle but goes to zero when the particle
is confined by a 2-D harmonic potential. Fluctuations in magnetic moment shows universal features in the
presence of arbitrary friction inhomogeneity. For this case the system reaches equilibrium asymptotically. In
case of space dependent temperature profile, the stationary distribution is non-Gibbsian and fluctuations deviate
from universal value for the bounded system only.

PACS numbers: 05.10.Gg, 05.40.-a, 75.20.-g, 75.47.-m

Keywords: diamagnetism, fluctuation, magnetic field

I. INTRODUCTION is independent of the external magnetic field. The aver-

age magnetic moment, being the derivative of the free
The behavior of free electrons in an external mag- energy with respect to the magnetic field, is identically
netic field (B) has long been of interest. Due to the zero.
circular motion of the electrons one would expect non- A simple proof: Hamiltonian of a classical particle
vanishing magnetic moment even without considering of mass m and charge e in an electromagnetic field,
the spin of the electrons. A naive approach would lead
us to find the radius of the orbit of the electron as 1 h e ~ i2
r = mv H(~r, p~) = p~ − A + eφ, (2)
eB , where v is the velocity of the electron and 2m c
B is the applied magnetic field. Hence the magnetic
where A~ is the vector potential and φ is the electrostatic
moment (M ) of the orbit should be evr or
potential. N-particle classical Hamiltonian
mv 2
M= . (1)
B N
1 Xh e~ i2
This implies that as B → 0, the magnetic moment Hcl ({~ri }N pi }N
i=1 , {~ i=1 ) = p~i − A(~
ri )
2m i=1 c
diverges. This mistake arises from the consideration
of complete orbits. The above argument is due to +V ({~ri }N
i=1 ). (3)
Pierls[1], who considers this problem as a surprise
Partition function of the system is given by
in theoretical physics. This error has been discussed
by Neils Bohr and H. J. van Leuween separately in Z YN
their PhD dissertation almost a century ago. They had Zd = dN r~i dN p~i exp(−βHcl ).
shown that in presence of constant magnetic field and i=1
in thermal equilibrium, the magnetization of an elec- For eachp~i integral
tron gas in the classical Drude-Lorentz (DL) model is  we can make the change of vari-
able as p~i − ec A~ → p~i , so that magnetic field no
identically zero. This is known as Bohr-van Leuween
(BvL) theorem[3]. Over many decades a lot of emi- longer appears in the partition function. Therefore free
nent physicists have been puzzled by this in the sense energy Fcl = −kB T ln Zcl is independent of magnetic
that physically it seems strange. Mathematically, one field. As a result magnetization defined as
can deduce this result from the fact that the free energy, ∂Fcl
when calculated from the canonical partition function, M = − lim
B→0 ∂B
vanishes identically. Physically, this null result de-
rives from the exact cancellation of the orbital diamag-
∗ priyo@iopb.res.in, sahaarn@gmail.com, jayan@iopb.res.in netic moment associated with the complete cyclotron
orbits of the charged particles by the paramagnetic mo-
ment subtended by the incomplete orbits skipping the
boundary in the opposite sense. This physical picture
clearly shows that boundary of the system plays an im-
portant role in the perfect cancellation of diamagnetic
contribution arising from the bulk and paramagnetic
contribution arising from cuspidal orbits at the bound-
ary. If one considers an unbound system, it can lead to
a non-zero magnetic moment[5, 6] and hence a viola-
tion of BvL theorem.
Based on this intuitive picture, in [7], the authors
have considered a finite system consisting of a particle
moving on the surface of a shere in the presence of ex-
ternal magnetic field. Following a real space-time ap-
proach based on the classical Langevin equation, these
authors have computed the orbital magnetic moment
that gives a non-zero value and has the diamagnetic
sign. This work has been questioned in [8] and [9].
The authors in [8] had shown the non-existence of clas-
sical diamagnetism for a system consisting of a parti-
cle moving in a ring and subjected to external mag-
netic field. In [9], the authors pointed out that the clas-
sical Langevin dynamics for a charged particle on a
closed curved surface in a time-independent magnetic
field leads to the canonical distribution in the long time
limit. Thus the BvL theorem holds even for a finite sys-
tem without any boundary and the average magnetic
moment is zero.
In contrary to these recent works, in a much ear-
lier work [5], the authors had reported the pres-
ence(absence) of classical diamagnetism for an un-
bound(bound) system governed by classical Langevin
dynamics. They have derived an exact expression of
average magnetic moment for an unbounded system
consisting of charged particle of mass m moving in a
medium of friction coefficient γ :
|e| kB T ωc
hM (t)it→∞ = − , (4)
mc (ωc2 + ωr2 )
where ωc = |e|B γ
mc and ωr = m . In case of a harmon-
ically bound system, the average magnetic moment
vanishes at large time limit - in consensus with the BvL
theorem[5]. In the same work[5], for a charged Brown-
ian particle undergoing birth-death process, they have
shown that it can exhibit classical diamagnetism. It
is important in indirect gap semiconductors, where
electron-hole pair production-recombination requires
phonons and hence depends sensitively on temperature
and, of course, on compensation, the above condition
may be realisable.
At equilibrium, fluctuations in orbital magnetic mo-
ment for a bound system drops exponentially with the
mean being zero[10]:
1

~ω0
 
~ω0 |M |
 not valid in the presence of space dependent tempera-
P (M ) = exp − , (5)
2µB kB T kB T µB
µB = e~/2mc is the Bohr magneton and
where, p
ω0 = k0 /m. The absence of diamagnetism has
2
been shown using Jarzynski equality[11–14]. When
a system is subjected to external driving, the system
can exhibit paramagnetism or diamagnetism in a non-
equilibrium steady state depending on the physical
parameters[7, 10, 15–17]. In the present work we are
interested in in fluctuations of orbital diamagnetism.
To our surprise, we obtain universal fluctuations in-
dependent of the nature of the system. For this we
have considered a system consisting of a single particle
moving in a plane. A magnetic field is applied perpen-
dicular to the plane. The system is in contact with a
thermal bath. We have considered three cases: (a) par-
ticle moving in a homogeneous medium, (b) particle
moving in a medium with space dependent friction and
(c) particle moving in a medium with space dependent
temperature. In Section II, we describe our model. In
Section III and IV we give the numerical details and
discuss the results obtained from simulation both for
unbounded and bounded system. Finally we conclude
in Section V.
II. OUR MODEL
We consider a system consisting of a charged Brow-
nian particle of mass m and charge e constrained to
move on a two dimensional (X-Y plane) medium under
the influence of a two dimensional harmonic potential
and a constant magnetic field B ~ = B ẑ perpendicular
to that plane. The whole system is in contact with a
heat bath at temperature T . We have considered three
different cases: (a) particle moving in a homogeneous
medium, (b) particle moving in a medium with space
dependent friction and (c) particle moving in a medium
with space dependent temperature. Langevin equation
for systems with space dependent friction has been de-
rived from first principles in [18, 19]. We have cho-
sen a symmetric gauge producing a constant magnetic
field B along z-direction. The dynamics of the Brown-
ian particle is modeled by the following underdamped
Langevin equation
p
mẍ = −γ(x)ẋ − kx + eB ẏ + 2kB T (x)γ(x)ηx (t),
p
mÿ = −γ(y)ẏ − ky − eB ẋ + 2kB T (y)γ(y)ηy (t).
Here ηx and ηy are the components of the thermal
noise from the bath in x and y directions. The mean
value of the Gaussian noise is zero and they are delta
correlated with hηi (t0 )ηj (t00 )i = δij δ(t0 − t00 ) for
i, j = x, y. The strength of the noise D, friction coeffi-
cient γ(x) and temperature T of the bath are related to
each other by the usual fluctuation dissipation relation,
i.e., D = γ(x)kB T /m, where kB is the Boltzmann
constant. However, fluctuation dissipation theorem is
ture, which will be discussed in the next paragraph.
The dynamical evolution of a Brownian particle in
an inhomogeneous medium with spatially varying fric-
tion and temperature field is important to understand
conceptually. It requires to address the basic problem IV. RESULTS AND DISCUSSIONS
of relative stability of states in nonequilibrium systems
which has been a subject of debate for over several A. Unbound system
decades. The theoretical treatments adopted so far are
mostly phenomenological in nature. Landauer, in a
In Fig.1, we have plotted average magnetic moment
series of papers[20–24], argues that for systems with
hM i as a function of time for unbounded system for
nonuniform temperature the relative stability of two
three forms of space dependent friction at constant
states will be affected by the detailed kinetics all along
temperature. The functional forms of space depen-
the pathways (on the potential surface) between the
dency of friction are: 1. γ(x) = γ0 (1 − λ cos(x/γ1 ))
two states under comparison. It is the effect of thermal
with γ0 = 0.5, λ = 0.9, γ1 = 0.25, 2. γ(x) = γ0 +
fluctuations that plays a crucial role and the resulting
γ1 tanh[(x − γ2 )/γ3 ] with γ0 = 0.5, γ1 = 0.3, γ2 =
effective potential surface may have completely differ-
0, γ3 = 0.1 and 3. γ(x) = γ0 + γ1 tanh[(x − γ2 )/γ3 ]
ent nature from that with uniform temperature. With
with γ0 = 0.5, γ1 = 0.3, γ2 = 0.7, γ3 = 0.1. We no-
the help of his “blowtorch” theorem Landauer shows
tice that after some initial transients, which critically
that a change of temperature away from uniformity
depends on the nature of functional form of friction
even at very unlikely positions of the system on the po-
coefficient, average magnetization asymptotically sat-
tential surface may cause probability currents to set in
urates to a constant value 0.25. It is the same value
moving the system towards a new steady state situation
given by Eq.4.
changing thereby the relative stability of the otherwise
locally stable states.
0.4
Space-dependent friction(cosine)
The variation of friction coefficient in space changes Space-dependent friction(symmetric tanh)
0.35 Space-dependent friction(asymmetric tanh)
the dynamics of the particle in the a potential field but 0.3
Homogeneous medium

eventually the system, which is in contact with a bath

at fixed temperature, approaches towards its equilib- 0.25

rium Boltzmann distribution. The relative stability of hMi 0.2

the competing states is generally governed by the usual 0.15
Boltzmann factor in the local neighborhood of the cor-
0.1
responding (representative) potential wells. A change
in the potential barrier between two potential well min- 0.05
ima changes the relaxation rate but leaves the relative 0
0.001 0.01 0.1 1 10 100
stability of the two well-states unchanged. t
FIG. 1. (Color online) Average magnetic moment for un-
bounded system with space dependent friction.

In Fig.2, we have shown the fluctuations around the

asymptotic value. We observe that these fluctuations
III. NUMERICAL SIMULATION are universal in nature.

0.3
In this section, we focus on numerical results Space-dependent friction (cosine)
Space-dependent friction (symmetric tanh)
obtained by evolving the system using discretised 0.25 Space-dependent friction (asymmetric tanh)
Langevin dynamics with time step dt= 0.001 in the un-
derdamped regime. The medium in which the parti- 0.2
cle is moving is considered to be inhomogeneous. In-
homogeneity arises in two different ways: 1. either P(M) 0.15
friction coefficient (γ) is space dependent or 2. tem-
perature is space dependent. We considered three dif- 0.1
ferent types of space dependency both for friction and
temperature : (A) cosine, (B) symmetric tanh and (C) 0.05

asymmetric tanh. We kept the temperature(friction)

0
to be constant when friction (temperature) is varying. -30 -20 -10 0 10 20 30
The mass of the particle m and Boltzmann constant kB M
is set to unity. All the parameters are in dimensionless
form. The temperature T is taken to be 0.5 in presence FIG. 2. (Color online) Probability distribution of orbital
of space dependent friction and the friction coefficient magnetic moment for unbounded system with space depen-
γ is fixed to unity when temperature is varying. dent friction.

3
 In case of space dependent temperature, we have Variable Space dependency hM i Theoretical value
kept the friction coefficient fixed to unity and consid- Cosine 0.27176
Friction
ered same three functional form of space dependency Symmetric tanh 0.2671
(γ)
Asymmetric tanh 0.2758
as that of friction. Here we see from Fig.3 that aver-
Cosine 0.4141 0.25
age magnetic moment saturates at large time to a value Temperature
Symmetric tanh 0.4502
which is different from that given by Eq.4. This is due (T )
Asymmetric tanh 0.4331
to the fact that space dependent temperature drives the Constant friction and temperature 0.2501
system out of equilibrium. Fig.4 depicts the fluctua-
tions of magnetic moment about the saturation value TABLE I. For harmonically unbound system.
which clearly shows the universal behavior.

0.45
Space-dependent temperature(cosine)
0.4 Space-dependent temperature(symmetric tanh)
Space-dependent temperature(asymmetric tanh)
Homogeneous medium
0.35

0.3

0.25
hMi 0.2 B. Bounded system
0.15

0.1

0.05 In Fig.5, we plotted the evolution of average orbital

magnetic moment hM i for various space dependent
0
0.001 0.01 0.1 1 10 100 friction and temperature. Again, we observe that after
t
initial transients, depending on inhomogeneity, aver-
FIG. 3. (Color online) Average magnetic moment for un- age magnetization goes to zero asymptotically. Hence
bounded system space dependent temperature. we recover BvL theorem irrespective of system inho-
mogeneity.

0.12 Space-dependent friction(cosine)

Space-dependent friction(symmetric tanh)
Space-dependent friction(asymmetric tanh)
0.1 Homogeneous medium
0.5 Space-dependent temperature(cosine)
Space-dependent temperature(symmetric tanh)
Space-dependent temperature (cosine) Space-dependent temperature(asymmetric tanh)
0.08
Space-dependent temperature (symmetric tanh)
0.4 Space-dependent temperature (asymmetric tanh) 0.06

hMi 0.04
0.3
0.02
P(M) 0
0.2
-0.02
0.001 0.01 0.1 1 10 100
0.1
t
0
-30 -20 -10 0 10 20 30 FIG. 5. (Color online) Average magnetic moment for
M bounded system.

FIG. 4. (Color online) Probability distribution of orbital

magnetic moment for unbounded system with space depen-
dent temperature.

In Fig.6, we have plotted probability distribution of

magnetic moment P (M ) for different space dependent
friction coefficient at constant temperature. To our sur-
Table I summarizes the results for unbounded sys- prise, we that P (M ) coincides for with the equilibrium
tem. result all the three cases.

4
 3 A clear deviation in probability distribution P (M ) in
Equilibrium result
Space-dependent friction (cosine) case of space dependent temperature from that of the
2.5 Space-dependent friction(symmetric tanh) equilibrium system is also seen. Table II summarizes
Space-dependent friction(asymmetric tanh) the results for bounded systems.
2

Variable Space dependency σM Theoretical value

P(M) 1.5 Friction
Cosine 0.3533
Symmetric tanh 0.3535
1 (γ)
Asymmetric tanh 0.35385
Cosine 0.6217 0.354
0.5 Temperature
Symmetric tanh 0.70892
(T )
Asymmetric tanh 0.53520
0 Constant friction and temperature 0.3541
-2 -1.5 -1 -0.5 0 0.5 1 1.5 2
M
TABLE II. For harmonically bound system with k = 1.
FIG. 6. (Color online) Probability distribution of orbital V. CONCLUSION
magnetic moment for bounded system with space dependent
friction.
In conclusion, we have revisited the celebrated BvL
theorem from the perspective of fluctuations of in mag-
netic moment. We see that fluctuations are universal
8
Equilibrium result
for both bounded and unbounded system when the fric-
7
Space-dependent temperature (cosine) tion coefficient is space dependent but the temperature
Space-dependent temperature(symmetric tanh)
Space-dependent temperature(asymmetric tanh) is held fixed. However, for space dependent temper-
6 ature, even though we recover BvL theorem in case
5 of bounded system, fluctuations in magnetic moment
are non-universal. For a bound system, average en-
P(M) 4 tropy production (∆S) is zero due to the absence of
3 probability currents in the system. For space depen-
dent friction, bounded system asymptotically reaches
2
equilibrium and the probability distribution of entropy
1 production is a delta function at ∆S = 0. How-
0 ever, this is not true for space dependent temperature.
-2 -1.5 -1 -0.5 0 0.5 1 1.5 2
It exhibits finite fluctuation in probability distribution
M around ∆S = 0 [25, 26].
FIG. 7. (Color online) Probability distribution of orbital
magnetic moment for bounded system with space dependent VI. ACKNOWLEDGEMENTS
temperature.

A.M.J thanks Department of Science and Technol-

In Fig.7, we have plotted the fluctuations of magne- ogy, India, for financial support (through J. C. Bose
tization around the asymptotic value keeping friction National Fellowship). A.M.J thanks N. Kumar and S.
coefficient fixed. We observe that the system, being out D. Mahanti for several useful discussions during the
of equilibrium, does not exhibit any universal behavior. initial period of this work.

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