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1 General theory of thermal fluctuations in nonlinear systems G. N. Bochkov and Yu. E. Kuzovlev ~or'kii State University (Submitted June 17, 1976) Zh. Eksp. Teor. Fiz. 72, (January 1977) A method is proposed for investigating the thermal fluctuations in an arbitrary system subjected to the influence of a dynamic perturbation (and in contact with a thermostat). An exact formula is obtained for the characteristic functional of the fluctuations of the macroscopic variables. The formula contains all the most general consequences of the basic postulates of statistical mechanics regarding the macroscopic variables. An infinite set of relations between the moment and cumulant functions of the equilibrium and nonequilibrium fluctuations (in particular, the Onsager reciprocity relations and the fluctuation-dissipation theorems) follows from the formula. The consequences of the additional assumption that the macroscopic variables are Markovian are also considered. PACS numbers: Gg, j I. Theorems that stem from the following general macrovariables under consideration is Markovian are assumptions about the character of the macroscopic analyzed. Section 5 is devoted to a generalization of motion are of great importance in statistical thermo- the generating formula (4) to the quantum case. dynamics: 1) the microscopic motion obeys the laws 2. We shall consider a classical mechanical system of mechanics and is, therefore, reversible in time; 2) with Hamiltonian Ho= Ho(a, P), where o is the set of a system in thermodynamic equilibrium with a thermogeneralized coordinates and B is the set of momenta stat has a Gibbs distribution function (density matrix, canonically conjugate to them. We suppose that before in the quantum case); 3) the influence of mechanical the time t= 0 the system was in thermodynamic equilibexternal perturbations is described by an interaction rium with the surroundings at temperature T and con- Hamiltonian (linear in the external forces). From the formed with the Gibbs distribution1' reversibility in time follow the Onsager reciprocity relations, from the second and third assumpti& follow the fluctuation-dissipation theorems, and from the combination of all three assumptions follow the multi-index where q is the normalization constant. We assume that relations of nonlinear fluctuation thermodynamics. C'-6*101 at time t = 0 external forces xk(t) began to act on the sys- To derive these one uses perturbation theory, expanding tem, and the Hamiltonian took the form the moments of the nonequilibrium fluctuations in series in powers of the external forces. Efremov, "**I by the perturbation method, was the first to obtain three-index relations between the thirdorder moments of equilibrium fluctuations and the quadratic response of a system to an external perturbation. The analysis of the four-index relations, C4*8*101 however, has turned out to be extremely cumbersome, and it is impossible in practice to investigate the relations of higher order by the perturbation method. How to present the entire aggregate of information contained in all possible multi-index relations in a closed and visible form has, therefore, remained unclear. The answer to this question is given in the present paper. We show that the set of relations of different orders can be replaced by a single exact generating formula for the characteristic functional of the stochastic thermodynamic variables or for the corresponding probability functional. The derivation, given in Sec. 2, of the fundamental generating formula (4) from a classical mechanical model and from the three aforementioned assumptions does not require the use of perturbation theory; it is an exact theorem, of which all the multi-index relations obtained previously and a large number of new relations are consequences. When formulated in terms of the probability functional (7) this theorem acquires greater simplicity and clarity. In Sec. 4 the consequences of the additional assumption that the set of Here the macroscopic variables Q(t) = ~(cy~, P t, are conjugate to the external forces; the values of the microscopic coordinates and momenta at time t are denoted by ot and Pt. We express Q(t) in terms of the initial values cyo and Po of the microvariables: where Q ~ [ ~ O Po;, x(b)] is a certain functional of the realization x(6) for t3 620, determined by the equations of motion. In the following we shall use the symmetry of the equations of motion under change of sign of the time. Under time reversal the momenta change sign. If the equilibrium Hamiltonian Ho does not contain a constant magnetic field (or other time-odd parameters), then H0(a, - 8) = Ho(a, P). Otherwise, it is necessary to reverse the direction of the magnetic field at the same time. We shall assume that the macrovariables Q(t) possess a definite parity under time reversal, i. e., Qk(cu, - P), = C~Q~(N, P), where ek =* 1. The time reversibility of the mechanical motion implies that, for t3 730, Here & is a diagonal matrix with elements &,. 125 Sov. Phys. JETP, Vol. 45, No. 1, January 1977 Copyright O 1977 American Institute of Physics 125

2 The evolution and fluctuations of the variables Q(T) for t2~2 0 are determined by the characteristic functional where ~ ~ ( are 7 ) arbitrary trial functions, and jdarodpo is an integral over the whole phase space (the subscript x(0) on the averaging symbol indicates for which realization of the external forces the nonequilibrium average is taken). We shall elucidate which properties of the characteristic functional stem from the time-reversibility formulas (1). We introduce the quantity which, as follows from the Hamiltonian equations of motion, gives the change in the internal energy of the system under the action of the external forces, i. e., Next we consider the average E = s(r) Q (7) dz. (5) -- 5 Formula (4) relates the characteristic functional~ of stochastic processes Q(t) for the forward and time-reversed motions of the system. Inasmuch as, in its derivation, the Hamiltonian of the system was in no way made concrete, it contains all the most general consequences of the microscopic reversibility in respect of the macrovariables Q(t). It is not difficult to obtain a completely analogous formula fo? the characteristic functional of the variables J(t) = Q(t), which we shall call the currents: Here we have introduced the notation ;(T) = u(- T), ;(T) = x(- 7). The results obtained can be given a physically intuitive form if we write them not in terms of the characteristic functionals but in terms of the density of the probability measure in the space of the macroscopic trajectories of the system. Thus, being interested in the variables Q(t), we shall denote the probability-measure density in the space of the trajectories Q(t) (for given realizations of the external forces) by the symbol P[Q;x]. Then formula (4) is equivalent to the equality We substitute the equality (2) into this and then change to new integration variables using the fact that the Jacobian of the transformation from aro, Po to a', 0' is equal to unity. Transforming also the exponent of the first exponential in the right-hand side of (3) by means of formula (I), we obtain When xz 0, EI 0 and this formula states simply that the probabilities of the forward and time-reserved trajectories Q(t) and cq(-t) are the same. We integrate both sides of (7) over all trajectories Q(t). The integral of the right-hand side should be equal to unity, and we arrive at the interesting relation which holds for an arbitrary realization of the external forces. We also obtain this result from (4), when we put ~(7)' 0. If we take into account that Here we have taken into account that (in the absence of a magnetic field) D(a, - P) = D(ar, P). Since the times t = 0 and t are in no way special, we can take -mas the start of the action of the external force and put the upper limit of all the integrals equal to + -. Then, using the time -translation invariance of the unperturbed motion of the system, we arrive at the principal formula of this paper: it follows from this and from (a), since the temperature is positive, that (E)> 0. Thus, for an arbitrary mechanical external perturbation a system always absorbs energy, on the average, if it was originally in thermodynamic equilibrium. We shall discuss briefly the meaning of the results obtained, which can be interpreted in two ways. Inasmuch as the interaction with the thermostat was switched off simultaneously with the switching-on of the perturbation, formulas (4) and (6)-(8) characterize those properties of the mechanical evolution of the system that stem from the reversibility and the special Gibbs form of the initial condition for the distribution function. The 126 Sov. Phys. JETP, Vol. 45, No. 1, January 1977 G. N. Bochkov and Yu. E. Kuzwlev 126

3 temperature T here is simply a parameter of the initial distribution and pertains to the remote past, if the external forces act for a long time. It is possible, however, to assume that: l) the external forces act only on a small part A of the whole system A +B under consideration, and the variables Q(t) also pertain to the system A; 2) the whole system A +B is in contact with the thermostat, but the energy of interaction with the thermostat is relatively very small and the role of the thermostat reduces to just the forming of the Gibbs equilibrium distribution in the absence of the external perturbations. Then, when the perturbation is switched on, in relation to the small subsystem A the large subsystem B will play the role of a thermostat maintaining the temperature T. In this case the parameter T in all our formulas has the meaning of the constant temperature of a thermostat and pertains to the actual moment of time. In either of these two interpretations, the formulas (4), (7) and (8) characterize the excitation of the system from the state of thermodynamic equilibrium. We note that all the formulas can be extended to the case when the Hamiltonian of the perturbation is nonlinear in the external forces and internal parameters: H(t)=H,-h[x(t); Q], h(ex; eq)=h(x; Q). As follows from Hamilton's equations, in this case the functional of the absorbed energy E in formulas (4), (7) and (8) must be specified (in place of (5)) by the more general expression sence of external forces) and the factor c2 has an obvious tensor meaning. Let t > t,; then - t < - t, and, by virtue of causality, the right-hand side should be equal to zero. As a result we obtain the two-index fluctuation-dissipation formula (Here and below we omit the subscript x from the nonequilibrium averages. ) Completely analogously we can obtain the multi-index relations, which ar? written most simply in terms of the currents J(t) = Q(t). Without concerning ourselves with the calculations, we give here only the three- and four-index relations. We first introduce abbreviated notation, clarifying it by examples: etc., where all the rk* 0 and by (J... J) we mean either the moment or the cumulant functions of the currents. In this notation, after it has been differentiated with respect to t formula (9) takes the form Putting x=o in (6), we obtain the following symmetry relations for the equilibrium moment functions of the currents: We shall consider next certain consequences of the basic formulas (4), (6) and (7). 3. We shall obtain various relations between the equilibrium and nonequilibrium moment functions of the variables Q(t) and J(t) by applying functional differentiation with respect to u(t), x(t) to (4), (6) and (7) and then putting u(t) = x(t) = 0. Here it is necessary to invoke the principle of causality, according to which an arbitrary moment function with time arguments tk does not depend on x(t) if t > t,. It is obvious that to any relation between the moment functions of the stochastic processes Q(t), J(t) there corresponds a relation, completely identical in form, between the cumulant functions. We shall give an example of the calculations. We multiply both sides of (7) by Q(t) and integrate over the trajectories: In particular, for rk = 0 we have Consequently, if Qk is an even variable (cr= I), the equilibrium one-dimensional distribution of the current J, is symmetric, i. e., opposite directions of the current are equally probable. From (10) and (11) for n = l, making the tensor notation explicit we obtain the Onsager reciprocity relations : We write out the three-index relations: We differentiate this equality with respect to x(t,) and put x(t) = 0: The complete independent four-index relations have the form where (... )o denotes an equilibrium average (in the ab- 127 Sov. Phys. JETP, Vol. 45, No. 1, January 1977 G. N. Bochkov and Yu. E. Kuzovlw 127

4 Formula (12) expresses the third equilibrium cumulant function in terms of the second variation of the nonequilibrium average (J) with respect to the external forces; the first variation of the nonequilibrium correlation function can also be expressed in terms of this variation. The f our-index relations do not enable us to relate the equilibrium fourth cumulant to the nonequilibrium averages. However, according to (13), the fourth equilibrium cumulant is determined by the second variation of the nonequilibrium correlation function with respect to the forces. These are the well-known results obtained inc1'4s6s101 for the quantum case by the method of perturbation theory and presented there in a (much more complicated) spectral form. Our method does not require the use of perturbation theory and makes it possible to obtain multi-index relations from the exact generating formulas (4), (6) and (7) by a comparatively simple route. As a straightforward analysis of formula (6) shows, the equilibrium cumulant functions of orders 2N and 2N+ 1 can be expressed in terms of the variations of the N-th and lower nonequilibrium cumulant functions with respect to the forces. We remark also that the formula derived by stratonovichcs1 that relates the two-dimensional equilibrium and one-dimensional nonequilibrium distributions of Q(t) follows from (4). 4. We shall assume that the macrovariables Q(t) form a complete set, i. e., they uniquely determine their future. In this case it is natural to assume their fluctuations to be Markovian. We shall consider what information about the kinetic operator of a Markovian process Q(t) can be extracted from the general formula (7). We shall denote the probability density of the stationary nonequilibrium distribution for x(t) = x= const by W%(Q), and the probability density of the equilibrium fluctuations by Wo(Q). We put Q(tk)a Qk and stipulate that t1*t t,,. We take the trajectory of the external forces to be piecewise-constant: x(t) = xk = const for tk > t > tk,. We denote by the symbol V,,(Qk I a+,; xk, x,,,... ) the probability density of a transition from Qk+, to Qk in the time Tk" tk- tkrl (and if xm= 0 we shall not include xm among the arguments). We now put xk = 0 for k + 1, la (7) takes the form p[q; x] esp {-X(Q~-Q~)/T)=P[E?~; ~41. = 7, and x, = x. Formu- Integrating this equality over all trajectories with the two fixed points Q(t,) = Q, and Q(t,) = Q,, we obtain Vr(Qi 19%; x) W,(Qz) erp {-+(Q+-Qz)/T) =Vr(eQz 180,; ex) Wo(eQ,). (14) In the limit as 7 - m, Q1 and Q2 should become statistically independent, and therefore (14) becomes From this it follows that vious method, we obtain From this and from (14), (15), it is not difficult to obtain the equality I vr,(q1 IQz; x,, x2) V4(eQ3 eq2; EX^) Wo(Qz) exp {-xi (Q,-Q2)/T) =V7,(eQJIeQI; EX*, EX~)V~,(EQ~IEQ,; EX,) Wo(Q,), integration of which over Q3 gives v~, Q2; XI, XZ) Wo(Q2) esp {-x, (Q,-Q2)/T) (eq2 I EQ,; 51) Wo (Q,). =v,, The right-hand side of this equality does not depend on x,, and, therefore, the left-hand side, i.e., V,,, also does not, in fact, depend on xz. Thus, in combination with the Markovian assumption, the time symmetry of the motion leads to the following important result: the probability density of a transition from Q(t2) and Q(tl) depends only on x(t) for t, >t >t2 and does not depend on that part of the realization of the external forces that precedes the time t,. This means that the kinetic operator of the Markovian stochastic process Q(t) should depend in an instantaneous manner on the external forces. At the same time, we have obtained a symmetry property for the transitionprobability density: The latter formula is equivalent to the following relations between the kinetic coefficients K,,(x, Q): These restrictions, following from formulas (15) and (16), on the kinetic coefficients have been analyzed by Stratonovich. C1-91 However, in his papers, C7-g1 the relations (15) and (16) appear as initial postulates, and the external forces are assumed to be constant. First, we have derived (15) and (16) from the more general nonmarkovian relation (7), and, secondly, we have shown that it is necessary to extend the results of ~tratonovich~~-~~ to the case of time-dependent external forces (in this case the kinetic coefficients are determined by the instantaneous value of &)). 5. In conclusion we shall derive the quantum equivalent of the classical time-symmetry formula (4). Inasmuch as a quantum system does not have a trajectory, we cannot introduce for it a characteristic or probability functional, and it is necessary to consider the quantum moment functions directly. We denote by the equilibrium density matrix, and by Q(t), Ak(t) the Hermitian operators of the physical variables in the Heisenberg picture, which are related to the operators Q, A, in the Schradinger picture by the formulas Next, let xk = 0 for k+ l,2. From (7), by the pre- 128 Sov. Phys. JETP, Vol. 45, No. 1, January 1977 G. N. Bochkov and Yu. E. Kuzovlev

5 Here and below the symbols e& and e 5 will denote, respectively, the chronological and antichronological ordering of the exponential, and the cross denotes the Hermitian conjugate. The nonequilibrium quantum moment functions are determined by the formulas this equality in the form We now transform the initial average (17) in another way. We note that In order to find the time-symmetry relations for them, we shall consider the average We shall consider the derivative d i --Ha (t) = S+ (t, 0)-(H(t)Ho-HoH(t))S(t,O) dt h (23) assuming first, as in Sec. 2, that the external forces X(T) = 0 for 7 < 0 and that t > tka 0. Using the properties of the trace Sp {... ) and the formula S(T, 0) =S+ (t, T)S(~, O), it is not difficult to bring (17) to the form The values of (18) is not changed when the operator under the trace is replaced by its transpose. Therefore, denoting the transpose by a bar above, we can write, in place of (18), ~=SP (S+(t, tda,s(t, t,)... S+(t, t,)a,s(t, t,)p). (19) We now recall that under time reversal any Hermitian operator (in the Schrodinger picture) goes over into its transpose. If all the physical quantities under consideration possess a definite parity under time reversal, then xk=ckakandg=c~, where&,=kl andc=*l. (Generally speaking, the relations Ak = cku +AkU and g= &U' QU hold, where U is a certain unitary opefator. However, the values of ~p{...)and of the moment functions remain unchanged under any unitary transformation U, so that we can assume U=Z.) Furthermore, if the equilibrium Hamiltonian Ho does not contain time-odd param, eters, e.g., a constant magnetic field, then go=~o. Otherwise, taking the transpose of H, is equivalent to reversing the direction of the magnetic field. Assuming that go= Ho and 3 = p, we obtain from (19) i = exp {- \ [H,- EX (t- t') Q] atf}. (21) 0 In the latter formula we have used the well-known rule for going over from a chronologically ordered exponential to an antichronologically ordered one. It is easy to see from formulas (20) and (21) that ~p{...) in (20) coincides with the moment function with the time-reversed external force cx(t - T): where we have introduced the operator J(t) n d~(t)/dt. Hence follows ~,(t)= H,+E, I EE Jx(t')~(t')dt~. 0 Substituting this expression (which is analogous to the classical expression (2)) into (23) and using the wellknown formula - :i in which A and B are arbitrary operators, we obtain S+ (t, 0) ps (t, 0) = oxp -- EeEOm~' da) p, Finally, from this and from (17) and (22) we obtain the following desired result: The start of the action of the external forces can now be taken at -w. The operator E in (24) is defined by the expression - E = Jx(t)~(t)dt -- and has the usual meaning of the operator of the energy absorbed by the system in the presence of the external perturbation. The formula (24) relates the moment functions for the forward and time-reversed motions of the system. In the classical limit all the variables become commuting variables and the order of the factors under the averaging symbol is unimportant. The exponential in the lefthand side of (24) acquires the form e"it and the formula is considerably simplified: Taking into account the time-translational invariance of the unperturbed motion of the system, we can rewrite Replacing Ak by Qk here, we obtain a set of relations equivalent to the generating formula (4). 129 Sov. Phys. JETP, Vol. 45, No. 1, January 1977 G. N. Bochkov and Yu. E. Kuzovlev 129

6 "1t is thereby assumed that the interaction with the thermostat bov. Phys. JETP 12, 1150 (1961). is sufficiently weak, making it possible to introduce a system 6 ~. L. Stratonovich, Zh. Eksp. Teor. Fiz. 58, 1612 (1970) energy uniquely determined by the state of the system itself. [Sov. Phys. JETP 31, 864 (1970)l. 'R. L. Stratonovich, Izv. Vuzov (Radiofizika) 13, 1512 (1970). 8 ~. 'G. F. Efremov, Zh. Eksp. Teor. Fiz. 51, 156 (1966) [Sov. L. Stratonovich, Vestn. Mosk. Univ., fiz. ktron. 5, 16 Phys. JETP 24, 105 (1967)l. (1962). 'G. F. Efremov, Zh. Eksp. Teor. Fiz. 55, 2322 (1969) bov. %. L. Stratonovich, Vestn. Mosk. Univ., fiz. astron. 14, 84 Phys. JETP 27, 1232 (1969)l. (1967). 'ON. 3 ~ F.. Efremov, Izv. Vuzov (Radiofizika) 15, (1972). A. Krupennikov, Candidate's dissertation, Moscow State 4 ~ F.. Efremov, Candidate's dissertation, Gor'kii, University, ~ L.. Stratonovich, Zh. Eksp. Teor. Fiz. 39, 1647 (1960) Translated by P. J. Shepherd Current fluctuations in semiconductors in the presence of a quantizing electric field S. S. Rozhkov and P. M. Tomchuk Institute of Physics, Ukrainian Academy of Sciences (Submitted June 22, 1976) Zh. Eksp. Teor. Fiz. 72, (January 1977) The current fluctuations in a semiconductor are investigated under the conditions for "Stark quantization". It is shown that the fluctuations may be anomalously large. The obtained dependence of the fluctuations on the parameters of the scattering system and on the width of the energy band allow us to reach definite conclusions about the nature of the energy dissipation and band structure of the semiconductor. PACS numbers: Dp, Ej 1. INTRODUCTION cording to this theorem the problem of fluctuations reduces to a calculation of the-linear response of the system to an external perturbation. There is no such generalized theorem for nonequilibrium systems, and in each specific case the calculation of the fluctuations requires special consideration. The theory of fluctuations in nonequilibrium electron-phonon systems is given in In these articles current fluctuations were investigated under the quasi-classical condition F>> tiw, where F denotes the average energy of the electron and w denotes the frequency of the fluctuations. High-frequency fluctuations in electron-phonon systems were investigated inc7]. A number of articles devoted to the investigation of semiconductors in strong electric fields have recently appeared. If the electric field is sufficiently strong (and the allowed band is relatively narrow), in such a field the electron is able to reach the top of the allowed band in energy space before being scattered. In such a situation the electron may undergo periodic motion in the Brillouin zone between collision events, which leads to qualitatively new quantum effects which are not observable in weak fields. The general theory of kinetic phenomena in semiconductors in a strong electric field is developed in the articles by Bryksin and Firsov. c1121 In the single-band approximation they obtainedc1] an expression for the current in an arbitrary electric field and an equation for the distribution function on the basis of a diagram technique. A quantum transport equation is presented and also a number of specific physical situationscz1 are investigated. Similar questions are considered by Levinson and Yasevichyute inc3], where the quantum kinetic equation is solved and the current is calculated for a model of scattering. It should be noted that the solution of the problem by Levinson and ~asevich~ute~~~ is of a less general nature than the solution by Bryksin and ~ irsod'~~~ since the authors ofc3] confined their attention to the case of weak electron-phonon coupling and to a specific choice for the form of the electron band. It is known that the fluctuation-dissipation theorem is valid for a system in thermodynamic equilibrium; ac- The present article is devoted to a calculation of the current fluctuations in semiconductors in a strong electric field such that quantum effects due to the appearance of the "Stark levels"c81 begin to exert influence on the quantum effects. The existence of these levels has been experimentally established. C9r'01 AS far as the authors know, fluctuations under the conditions for quantization of the electron longitudinal motion have not been hitherto investigated. ~arlier[~*~' a method was proposed for a calculation of the fluctuations, based on the equations of motion for the quantum analog of the microscopic distribution function. In particular, this method enabled one to introduce outside sources of fluctuations into the equation for the fluctuating part of the distribution function without making any kind of assumption except those which are used in the derivation of the corresponding kinetic equations. 130 Sov. Phys. JETP, Vol. 45, No. 1, January 1977 Copyright O 1977 American Institute of Physics 130

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