Fluctuation-dissipation theorem

The fluctuationdissipation theorem (FDT) or fluctuationdissipation 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 general proof that
thermal fluctuations in a physical variable predict
the response quantified by the admittance or impedance of the same physical variable, and vice versa. The fluctuationdissipation theorem applies both to classical
and quantum mechanical systems.

The fluctuationdissipation theorem relies on the assumption that the response of a system in thermodynamic equilibrium to a small applied force is the same as its
response to a spontaneous fluctuation. Therefore, the theorem connects the linear response relaxation of a system from a prepared non-equilibrium state to its
statistical fluctuation properties in equilibrium.[1] Often the linear response takes the form of one or more exponential decays.

The fluctuationdissipation theorem was originally formulated byHarry Nyquist in 1928,[2] and later proven by Herbert Callen and Theodore A. Welton in 1951.[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
5 Violations in glassy systems
6 See also
7 Notes
8 References
9 Further reading

Qualitative overview and examples

The fluctuationdissipation 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 energythe 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 energythe 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 energythe 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
The fluctuationdissipation theorem is a general result of statistical thermodynamics that quantifies the relation between the fluctuations in a system at thermal
equilibrium and the response of the system to applied perturbations.
The model thus allows, for example, the use of molecular models to predict material properties in the context of linear response theory. The theorem assumes that
applied perturbations, e.g., mechanical forces or electric fields, are weak enough that rates of
relaxation remain unchanged.

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 usestatistical mechanics to derive the EinsteinSmoluchowski relation

which connects the diffusion constant D and the particle mobility , 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 JohnsonNyquist noise. With no applied current, the mean-square voltage depends on the
resistance R, , and the bandwidth over which the voltage is measured:

General formulation
The fluctuationdissipation 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 (very slowly) switched on at .

The fluctuationdissipation theorem relates the two-sidedpower spectrum of to the imaginary part of theFourier 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 (whose limit for is
). A proof can be found by means of theLSZ reduction, an identity from quantum field theory.

The fluctuationdissipation 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.[3]

Derivation
We derive the fluctuationdissipation 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

We can express the expectation value ofx by the probability distributionW(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 ofx in the absence of a field:

Note that in the absence of a field the system is invariant under time-shifts. W
e 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 ofquation
e (**). 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

Violations in glassy systems

While the fluctuationdissipation theorem provides a general relation between the response of equilibrium systems to small external perturbations and their
spontaneous fluctuations, no general relation is known for systems out of equilibrium. Glassy systems at low temperatures, as well as real glasses, are characterized
by slow approaches to equilibrium states. Thus these systems require lar
ge time-scales to be studied while they remain in disequilibrium.

In the mid 1990s, in the study of non-equilibrium dynamics of spin glass models, a generalization of the fluctuationdissipation 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.

See also
 Non-equilibrium thermodynamics
Green-Kubo relations
Onsager reciprocal relations
Equipartition theorem
Boltzmann factor
Dissipative system

Notes
1. David Chandler (1987).Introduction to Modern Statistical Mechanics. Oxford University Press. p. 255. ISBN 978-0-19-504277-1.
2. Nyquist H (1928). "Thermal Agitation of Electric Charge in Conductors".
Physical Review. 32: 110113. Bibcode:1928PhRv...32..110N (http://ad
sabs.harvard.edu/abs/1928PhRv...32..110N). doi:10.1103/PhysRev.32.110 (https://doi.org/10.1103%2FPhysRev.32.110).
3. H.B. Callen, T.A. Welton (1951). "Irreversibility and Generalized Noise".Physical Review. 83: 3440. Bibcode:1951PhRv...83...34C (http://adsab
s.harvard.edu/abs/1951PhRv...83...34C). doi:10.1103/PhysRev.83.34 (https://doi.org/10.1103%2FPhysRev.83.34).

References
H. B. Callen, T. A. Welton (1951). "Irreversibility and Generalized Noise".Physical Review. 83: 34. Bibcode:1951PhRv...83...34C.
doi:10.1103/PhysRev.83.34.
L. D. Landau, E. M. Lifshitz.Physique Statistique. Cours de physique thorique. 5. Mir.
Umberto Marini Bettolo Marconi; Andrea Puglisi; Lamberto Rondoni; Angelo ulpiani
V (2008). "Fluctuation-Dissipation: Response Theory in
Statistical Physics". Physics Reports. 461 (46): 111195. arXiv:0803.0719 . Bibcode:2008PhR...461..111M.
doi:10.1016/j.physrep.2008.02.002.

Further reading
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): 16201626. Bibcode:1956PhRv..101.1620W.
doi:10.1103/PhysRev.101.1620.
Felderhof BU (1978). "On the derivation of the fluctuation-dissipation theorem". Journal of Mathematical Physics A. 11 (5): 921927.
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: Mathematical and General . 36 (21): R181R290. arXiv:cond-mat/0212490 . Bibcode:2003JPhA...36R.181C.
doi:10.1088/0305-4470/36/21/201.
Chandler D (1987). Introduction to Modern Statistical Mechanics. Oxford University Press. pp. 231265.ISBN 978-0-19-504277-1.
Reichl LE (1980). A Modern Course in Statistical Physics. Austin TX: University of Texas Press. pp. 545595. ISBN 0-292-75080-3.
Plischke M, Bergersen B (1989).Equilibrium Statistical Physics. Englewood Cliffs, NJ: Prentice Hall. pp. 251296. ISBN 0-13-283276-3.
Pathria RK (1972). Statistical Mechanics. Oxford: Pergamon Press. pp. 443, 474477.ISBN 0-08-018994-6.
Huang K (1987). Statistical Mechanics. New York: John Wiley and Sons. pp. 153, 394396. ISBN 0-471-81518-7.
Callen HB (1985). Thermodynamics and an Introduction to Thermostatistics . New York: John Wiley and Sons. pp. 307325. ISBN 0-471-86256-
8.
Mazonka, Oleg (2016)."Easy as Pi: The Fluctuation-Dissipation Relation"(PDF). Journal of Reference. 16.

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